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Research classified by Journal of Economic Literature (JEL) codes

Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
Most recent items first, undated at the end.
  • 2015 Housing habits and their implications for life-cycle consumption and investment
    by Kraft, Holger & Munk, Claus & Wagner, Sebastian

  • 2015 Who trades on momentum?
    by Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad

  • 2015 Bivariate GARCH models for single asset returns
    by Tomasz Skoczylas

  • 2015 WHAT KIND OF SYSTEMIC RISKS DO WE FACE IN THE EUROPEAN BANKING SECTOR? THE APPROACH OF CoVaR MEASURE
    by Renata Karkowska

  • 2015 Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
    by Nikolaos Antonakakis & Rangan Gupta & Christophe Andre

  • 2015 On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects
    by Stelios Bekiros & Rangan Gupta & Clement Kyei

  • 2015 Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach
    by Stelios Bekiros & Rangan Gupta

  • 2015 Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
    by Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe

  • 2015 Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA
    by García Muñoz, Luis Manuel & de Lope Contreras, Fernando & Palomar Burdeus, Juan Esteban

  • 2015 Price Discovery in the Dual-Platform US Treasury Market
    by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei

  • 2015 A good news or bad news has greater impact on the Vietnamese stock market?
    by Nguyen Van, Phuong

  • 2015 The Bank Capital Regulation (BCR) Model
    by Hyejin Cho

  • 2015 The Repeal of the Glass-Steagall Act and the Federal Reserve's Extraordinary Intervention during the Global Financial Crisis
    by Yeva Nersisyan

  • 2015 Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2014
    by Odegaard, Bernt Arne

  • 2015 Beyond the local mean-variance analysis in continuous time: The problem of non-normality
    by Aase, Knut K. & Lillestøl, Jostein

  • 2015 Stepwise Investment and Capacity Sizing under Uncertainty
    by Chronopoulos, Michail & Hagspiel, Verena & Fleten, Stein–Erik

  • 2015 Recursive utility and jump-diffusions
    by Aase, Knut K.

  • 2015 Financial market reform – A new driver for China’s economic growth?
    by Chen, Yu-Fu & Funke , Michael & Tao , Kunyu

  • 2015 Betting against beta (and gamma) using government bonds
    by Durham, J. Benson

  • 2015 Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area
    by Marcel Fratzscher & Malte Rieth

  • 2015 Existe-t-il une gestion managériale du flottant et du prix d’offre lors d’une introduction en Bourse sur Euronext Paris ? - Is there a management of the float and the offer price during an initial public offering on Euronext Paris ?
    by Evelyne Poincelot and Dominique Poincelot

  • 2015 Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures
    by Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur

  • 2015 Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area
    by Fratzscher, Marcel & Rieth, Malte

  • 2015 Origins of Stock Market Fluctuations
    by Greenwald, Daniel L. & Lettau, Martin & Ludvigson, Sydney

  • 2015 Interactions among high-frequency traders
    by Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip

  • 2015 A forecast evaluation of expected equity return measures
    by Chin, Michael & Polk, Christopher

  • 2015 Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns
    by Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis

  • 2015 Market efficiency in developing African stock markets: what do we know?
    by Pyemo N. Afego

  • 2015 Three-Point Volatility Smile Classification: Evidence From The Warsow Stock Exchange During Volatile Summer 2011 / Clasificación De Las Sonrisas De Volatilidad Según Tres Puntos De Monetización: Evidencia Empírica Para La Bolsa De Varsovia Durante El Volátil Verano De 2011
    by García-Machado, Juan J. & Rybczynski, Jaroslaw

  • 2015 Do DOW returns really influence the intraday Spanish stock market behavior?
    by Miralles-Quirós, José Luis & Daza-Izquierdo, Julio

  • 2015 Better the devil you know: The influence of political incumbency on Australian financial market uncertainty
    by Smales, Lee A.

  • 2015 The dynamics of market volatility, market return, and equity fund flow: International evidence
    by Lee, Bong Soo & Paek, Miyoun & Ha, Yeonjeong & Ko, Kwangsoo

  • 2015 Sentiment-prone investors and volatility dynamics between spot and futures markets
    by Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael

  • 2015 The prediction of fund failure through performance diagnostics
    by Cogneau, Philippe & Hübner, Georges

  • 2015 Long-run stock returns: evidence from Belgium 1838–2010
    by Jan Annaert & Frans Buelens & Marc Deloof

  • 2014 Price Limit And Stock Volatility In China During Financial Crises
    by Wing Chan, Derek Wang, Terence Chong

  • 2014 Does Oil Price Uncertainty Matter for Stock Returns in South Africa?
    by Goodness C. Aye

  • 2014 Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
    by Furkan Emirmahmutoglu & Mehmet Balcilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta

  • 2014 Bourse et gestion de portefeuille
    by Hamon, Jacques

  • 2014 « Is the proof of the pudding in the eating? » Comparaison entre l’Alternative Investment Market et Alternext
    by Lagneau-Ymonet, Paul & Rezaee, Amir & Riva, Angelo

  • 2014 The cross-market index for volatility surprise
    by Aboura, Sofiane & Chevallier, Julien

  • 2014 Volatility equicorrelation: A cross-market perspective
    by Chevallier, Julien & Aboura, Sofiane

  • 2014 Banking relationships and syndicated loans during the 2008 financial crisis
    by Alexandre, Hervé & Bouaiss, Karima & Refait-Alexandre, Catherine

  • 2014 Risk management insights from Markowitz optimization for constructing portfolios with commodity futures
    by WILFORD, D Sykes

  • 2014 Are structured products a sustainable financial innovation? A lesson from the European markets
    by Burchi, Alberto & Musile Tanzi, Paola

  • 2014 Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models
    by Öyküm Esra AŞKIN & Ali Hakan BÜYÜKLÜ

  • 2014 Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation
    by Mathias Hoffmann & Iryna Stewen

  • 2014 Consumption-Based Asset Pricing with Rare Disaster Risk
    by Sönksen, Jantje & Grammig, Joachim

  • 2014 Give me strong moments and time - Combining GMM and SMM to estimate long-run risk asset pricing models
    by Grammig, Joachim & Schaub, Eva-Maria

  • 2014 A Friendly Turn: Advertising Bias in the News Media
    by Ruenzi, Stefan & Focke, Florens & Niessen-Ruenzi, Alexandra

  • 2014 Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets
    by Fricke, Daniel & Gerig, Austin

  • 2014 Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area
    by Rieth, Malte & Fratzscher, Marcel

  • 2014 What makes individual investors exercise early? Empirical evidence from the fixed-income market
    by Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco

  • 2014 Individual investors and suboptimal early exercises in the fixed-income market
    by Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco

  • 2014 Why do small Chinese firms list on the Frankfurt Stock Exchange?
    by Xu, Hongmei

  • 2014 The causal linkages between sovereign CDS prices for the BRICS and major European economies
    by Stolbov, Mikhail

  • 2014 Natural resources, export concentration and financial development
    by Hattendorff, Christian

  • 2014 Natural resources, demand for external finance and financial development
    by Hattendorff, Christian

  • 2014 Leverage effect in energy futures
    by Kristoufek, Ladislav

  • 2014 News media sentiment and investor behavior
    by Kräussl, Roman & Mirgorodskaya, Elizaveta

  • 2014 Consumption-based asset pricing with rare disaster risk
    by Grammig, Joachim & Sönksen, Jantje

  • 2014 Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing models
    by Grammig, Joachim & Schaub, Eva-Maria

  • 2014 Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?
    by Cebiroglu, Gökhan & Hautsch, Nikolaus & Horst, Ulrich

  • 2014 Illiquidity transmission from spot to futures markets
    by Korn, Olaf & Krischak, Paolo & Theissen, Erik

  • 2014 Consumption-based asset pricing with rare disaster risk
    by Grammig, Joachim & Sönksen, Jantje

  • 2014 Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing
    by Grammig, Joachim & Schaub, Eva-Maria

  • 2014 Who trades on momentum?
    by Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad

  • 2014 Investor fears and risk premia for rare events
    by Schwarz, Claudia

  • 2014 Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory
    by David E. Giles & Qinlu Chen

  • 2014 The simplicity of optimal trading in order book markets
    by Paolo Pellizzari & Dan Ladley

  • 2014 A Monte Carlo Method using PDE Expansions for a Diversifed Equity Index Model
    by David Heath & Eckhard Platen

  • 2014 Precious Metals Under the Microscope: A High-Frequency Analysis
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis F. Martins & Rangan Gupta

  • 2014 The non-linear trade-off between return and risk: a regime-switching multi-factor framework
    by John Cotter & Enrique Salvador

  • 2014 Can housing risk be diversified? A cautionary tale from the housing boom and bust
    by John Cotter & Stuart Gabriel & Richard Roll

  • 2014 Performance of Utility Based Hedges
    by John Cotter & Jim Hanly

  • 2014 Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?
    by Gozde Gurgun & Ibrahim Unalmis

  • 2014 The Risk Return Relationship: Evidence from Index Return and Realised Variance Series
    by Minxian Yang

  • 2014 Model uncertainty in panel vector autoregressive models
    by Gary Koop & Dimitris Korobilis

  • 2014 Fact and fictions in FX arbitrage processes
    by Rod Cross & Victor Kozyakin

  • 2014 Fiscal and monetary policies in complex evolving economies
    by Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich

  • 2014 Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
    by Marie Briere & Ariane Szafarz

  • 2014 Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market
    by Thomas Nitschka

  • 2014 The Beauty Contest and Short-Term Trading
    by Giovanni Cespa & Xavier Vives

  • 2014 Financial Stress Indicator Variables and Monetary Policy in South Africa
    by Leroi Raputsoane

  • 2014 Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
    by Dirk G. Baur & Joscha Beckmann & Robert Czudaj

  • 2014 Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective
    by Yoshino, Naoyuki & Taghizadeh-Hesary, Farhad & Hassanzadeh, Ali & Prasetyo, Ahmad Danu

  • 2014 Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano
    by Zevallos, Mauricio & Villarreal, Fernanda & Del Carpio, Carlos & Abbara, Omar

  • 2014 The impact of information flow and trading activity on gold and oil futures volatility
    by Adam Clements & Neda Todorova

  • 2014 The Effects of Margin Changes on Commodity Futures Markets
    by Charoula Daskalaki & George Skiadopoulos

  • 2014 Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market
    by George Kapetanios & Michael Neumann & George Skiadopoulos

  • 2014 Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test
    by Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro & Rangan Gupta

  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis F. Martins & Rangan Gupta

  • 2014 Impact of ownership structure on leverage of non-financial firms in developing countries
    by Karartı, Tuncay

  • 2014 Book Review: Islamic Finance: Issues in Ṣukūk and Proposals for Reform
    by Islahi, Abdul Azim

  • 2014 Law and structure of the capital markets
    by Gu, Xian & Kowalewski, Oskar

  • 2014 The role of sponsor and external management on the capital structure of Asian-Pacific REITs: the case of Australia, Japan, and Singapore
    by Chen, Dong & Gao, Yanmin & Kaul, Mayank & Leung, Charles Ka Yui & Tsang, Desmond

  • 2014 Dependence patterns among Banking Sectors in Asia: A Copula Approach
    by Mensah, Jones Odei & Premaratne, Gamini

  • 2014 Fund Manager Characteristics and Performance
    by Fang, Yi & Wang, Haiping

  • 2014 Fund Manager Characteristics and Performance
    by Fang, Yi & Wang, Haiping

  • 2014 Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises
    by Demiralay, Sercan & Ulusoy, Veysel

  • 2014 Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche
    by De Santis, Paola & Drago, Carlo

  • 2014 Fertility Choice and Financial Development
    by Filoso, Valerio & Papagni, Erasmo

  • 2014 Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy
    by Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina

  • 2014 Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model
    by Su, EnDer

  • 2014 Model Uncertainty in Panel Vector Autoregressive Models
    by Koop, Gary & Korobilis, Dimitris

  • 2014 Book Review – Rethinking Housing Bubbles
    by Bell, Peter Newton

  • 2014 An Empirical Evidence of Dynamic Interaction between institutional fund flows and Stock Market Returns
    by Naik, Pramod Kumar & Padhi, Puja

  • 2014 Inflation and Financial Sector Performance: The Case Of Nigeria
    by Alimi, R. Santos

  • 2014 Determinants of Currency Depreciation in Pakistan
    by Malik, Saif Ullah

  • 2014 Exploiting of fundamental interest rates inefficiency
    by Ivanov, Sergei

  • 2014 Does Human Capital Risk Explain The Value Premium Puzzle?
    by Sylvain, Serginio

  • 2014 A non parametric ACD model
    by Cosma, Antonio & Galli, Fausto

  • 2014 Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica
    by Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio

  • 2014 Retour sur la crise et les politiques mises en œuvre : une perspective autrichienne
    by Facchini, François

  • 2014 Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms
    by Rubina Shaheen & Attiya Yasmin Javid

  • 2014 Catering approach to the dividend payment policy on the Warsaw Stock Exchange
    by Aleksandra Pieloch-Babiarz

  • 2014 Chasing Volatility. A Persistent Multiplicative Error Model With Jumps
    by Massimiliano Caporin & Eduardo Rossi & Paolo Santucci De Magistris

  • 2014 Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market
    by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

  • 2014 US Long Term Interest Rates and Capital Flows to Emerging Economies
    by Eduardo Olaberria

  • 2014 Empirical Examination of Determinants of Stock Index in Nepal
    by Prakash Shrestha Ph.D. & Biggyan Raj Subedi

  • 2014 Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta

  • 2014 Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye

  • 2014 Do Funds Make More When They Trade More?
    by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor

  • 2014 Growth Expectations, Dividend Yields, and Future Stock Returns
    by Zhi Da & Ravi Jagannathan & Jianfeng Shen

  • 2014 Assessing Asset Pricing Models Using Revealed Preference
    by Jonathan B. Berk & Jules H. van Binsbergen

  • 2014 Equilibrium Corporate Finance and Intermediation
    by Alberto Bisin & Piero Gottardi & Guido Ruta

  • 2014 Investment Noise and Trends
    by Robert F. Stambaugh

  • 2014 Scale and Skill in Active Management
    by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor

  • 2014 Does Local Governments' Budget Deficit Push Up Housing Prices in China?
    by Guiying Laura WU & Qu FENG & Pei LI

  • 2014 Intertemporal equilibrium with financial asset and physical capital
    by Cuong Le Van & Ngoc-Sang Pham

  • 2014 Intertemporal equilibrium with financial asset and physical capital
    by Cuong Le Van & Ngoc-Sang Pham

  • 2014 Intertemporal equilibrium with production: bubbles and efficiency
    by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham

  • 2014 On existence and bubbles of Ramsey equilibrium with borrowing constraints
    by Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller

  • 2014 Why prediction markets work : The role of information acquisition and endogenous weighting
    by Siemroth, Christoph

  • 2014 Examining real interest parity: which component reverts quickest and in which regime?
    by Kavita Sirichand & Andrew Vivian & Mark E.Wohar

  • 2014 Building reputation on the syndicated lending market: A participant bank perspective
    by Marie-Hélène Broihanne & Christophe Godlewski

  • 2014 The change of correlation structure across industries:an analysis in the regime-switching framework
    by Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai

  • 2014 Policy Duration Effects, Quantitative Monetary Easing Policy and Economic Growth: Evidence from Japanese Time Series Data
    by Masafumi Kozuka

  • 2014 Housing Consumption and Prices in a Unified Metropolitan Market with Heterogeneous Preferences
    by Luis Eduardo Quintero

  • 2014 The Extent and Cyclicality of Career Changes: Evidence for the U.K
    by Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo

  • 2014 Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations
    by Schwandt, Hannes

  • 2014 Market vs. Residence Principle: Experimental Evidence on the Effects of a Financial Transaction Tax
    by Huber, Jürgen & Kirchler, Michael & Kleinlercher, Daniel & Sutter, Matthias

  • 2014 EU Finance Ministers, Capital Markets and Fiscal Outcomes
    by António Afonso & Maria João Guedes

  • 2014 Testing for asymmetric causality from U.S. equity returns to commodity futures returns
    by Duc Khuong Nguyen & Ricardo M. Sousa & Gazi Salah Uddin

  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis Filipe Martins & Rangan Gupta

  • 2014 Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
    by Furkan Emirmahmutoglu & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta

  • 2014 Evolution of Monetary Policy in the US: The Role of Asset Prices
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta

  • 2014 A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
    by Jean-Michel Sahut

  • 2014 Intertemporal equilibrium with production: bubbles and efficiency
    by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham

  • 2014 Investor Following and Volatility: A GARCH Approach
    by Amal Aouadi & Mohamed Arouri & Frédéric Teulon

  • 2014 Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis
    by Fredj Jawadi & Nabila Jawadi & Waël Louhichi

  • 2014 Stock returns and Inflation in Pakistan
    by Mohamed Arouri & Aviral Kumar Tiwari & Arif Billah Dar & Niyati Bhanja & FrédéricTeulon

  • 2014 On existence and bubbles of Ramsey equilibrium with borrowing constraints
    by Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller

  • 2014 The “Inflow-Effect” – Trader Inflow and Bubble Formation in Asset Markets
    by Michael Kirchler & Caroline Bonn & Jürgen Huber & Michael Razen

  • 2014 The causal impact of algorithmic trading on market quality
    by Nidhi Aggarwal & Susan Thomas

  • 2014 Nonparametric Test for a Constant Beta over a Fixed Time Interval
    by Markus Reiß & Viktor Todorov & George Tauchen &

  • 2014 Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange
    by Jørgensen, Kjell & Skjeltorp, Johannes Atle & Ødegaard, Bernt Arne

  • 2014 Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2013
    by Odegaard, Bernt Arne

  • 2014 A Leverage-Based Measure of Financial Instability
    by Tepper, Alexander & Borowiecki, Karol Jan

  • 2014 Does Trading Anonymously Enhance Liquidity?
    by Dennis, Patrick J. & Sandås, Patrik

  • 2014 Recursive utility and jump-diffusions
    by Aase, Knut K.

  • 2014 Heterogeniety and limited stock market Participation
    by Aase, Knut K.

  • 2014 Recursive utility with dependence on past consumption; the continuous-time model
    by Aase, Knut K.

  • 2014 Language, News and Volatility
    by Byström, Hans

  • 2014 Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges
    by Byström, Hans

  • 2014 Descriptive analysis of the Finnish stock market: Part II
    by Nyberg, Peter & Vaihekoski, Mika

  • 2014 Financial development and patterns of industrial specialization: Regional evidence from China
    by He , Qing & Xue, Chang & Zhu, Chenqi

  • 2014 Politically connected firms in Poland and their access to bank financing
    by Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski , Oskar & Kozlowski , Lukasz

  • 2014 Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity
    by Dóra Balog & Tamás László Bátyi & Péter Csóka & Miklós Pintér

  • 2014 Herding Behavior in the Stock Market: An Empirical Analysis of the Egyptian Exchange
    by Dalia El-Shiaty & Ahmed Abdelmotelib Badawi

  • 2014 Model uncertainty in panel vector autoregressive models
    by Gary Koop & Dimitris Korobilis

  • 2014 The Individually Accepted Loss
    by Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov

  • 2014 Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection
    by Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov

  • 2014 A leverage-based measure of financial instability
    by Tepper, Alexander & Borowiecki, Karol Jan

  • 2014 Understanding mortgage spreads
    by Boyarchenko, Nina & Fuster, Andreas & Lucca, David O.

  • 2014 Arbitrage-free affine models of the forward price of foreign currency
    by Durham, J. Benson

  • 2014 The 2015 economic outlook and the implications for monetary policy
    by Dudley, William

  • 2014 Restoring confidence in reference rates
    by Dudley, William

  • 2014 The Glass Ceiling and the Paper Floor: Gender Differences among Top Earners, 1981–2012
    by Guvenen, Fatih & Kaplan, Greg & Song, Jae

  • 2014 The Over-the-Counter Theory of the Fed Funds Market: A Primer
    by Afonso, Gara M. & Lagos, Ricardo

  • 2014 Trade Dynamics in the Market for Federal Funds
    by Afonso, Gara M. & Lagos, Ricardo

  • 2014 Estimating U.S. Cross-Border Securities Positions: New Data and New Methods
    by Bertaut, Carol C. & Judson, Ruth

  • 2014 Tying loan interest rates to borrowers' CDS spreads
    by Ivanov, Ivan T. & Santos, Joao A. C. & Vo, Thu

  • 2014 The extent and cyclicality of career changes: evidence for the U.K
    by Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo

  • 2014 The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks
    by Gospodinov, Nikolay & Jamali, Ibrahim

  • 2014 Housing Provision, Finance, and Well-Being in Europe
    by Mary Robertson

  • 2014 Risk Allocation under Liquidity Constraints
    by Péter Csóka & P. Jean-Jacques Herings

  • 2014 Bayesian default probability models
    by Petra Andrlíková

  • 2014 Intertemporal equilibrium with production: bubbles and efficiency
    by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham

  • 2014 Market vs. residence principle : experimental evidence on the effects of a financial transaction tax
    by Jürgen Huber & Michael Kirchler & Daniel Kleinlercher & Matthias Sutter

  • 2014 Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
    by Sebastien Lleo & Bill Ziemba

  • 2014 Wealth shocks and health outcomes: evidence from stock market fluctuations
    by Hannes Schwandt

  • 2014 Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
    by Albert N. Shiryaev & Mikhail N. Zhitlukhin & Bill Ziemba & William T. Ziemba

  • 2014 The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship
    by Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon

  • 2014 The Extent and Cyclicality of Career Changes: Evidence for the UK
    by Carlos Carillo-Tudela (University of Essex, CESifo and IZA ) & Bart Hobijn (Federal Reserve Bank of San Francisco) & Powen She (University of Essex) & Ludo Visschers (The University of Edinburgh, Universidad Carlos III and CESifo)

  • 2014 Evaluating Firm-Level Expected-Return Proxies
    by Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y.

  • 2014 The Economic Consequences of Proxy Advisor Say-on-Pay Voting Policies
    by Larcker, David F. & McCall, Allan L. & Ormazabal, Gaizka

  • 2014 The Economics of Aesthetics and Three Centuries of Art Price Records
    by Spaenjers , Christophe & Goetzmann , William

  • 2014 Toxic Arbitrage
    by Foucault , Thierry & Kozhan , Roman

  • 2014 False News, Informational Efficiency, and Price Reversals
    by FOUCAULT, Thierry & DUGAST, Jérôme

  • 2014 Response of Stock Markets to Monetary Policy : An Asian Stock Market Perspective
    by Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Ali Hassanzadeh & Ahmad Danu Prasetyo

  • 2014 Response of Stock Markets to Monetary Policy : An Asian Stock Market Perspective
    by Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Ali Hassanzadeh & Ahmad Danu Prasetyo

  • 2014 A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion
    by Bertrand Caudelon & Sessi Tokpavi

  • 2014 Systemic risk and bank business models
    by Maarten van Oordt & Chen Zhou

  • 2014 Market Efficiency in Asian and Australasian Stock Markets: A Fresh Look at the Evidence
    by Jae Kim & Hristos Doucouliagos & Hendrix College

  • 2014 Asymmetric Information and Roll-Over Risk
    by Philipp König & David Pothier

  • 2014 Information Flows in the term structure of commodity prices
    by Lautier, Delphine & Raynaud, Franck

  • 2014 Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity
    by Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós

  • 2014 On the impossibility of fair risk allocation
    by Csóka, Péter & Pintér, Miklós

  • 2014 News Media Sentiment and Investor Behavior
    by Roman Kräussl & Elizaveta Mirgorodskaya

  • 2014 The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks
    by Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos

  • 2014 Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach
    by Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling

  • 2014 Toxic Arbitrage
    by Foucault, Thierry & Kozhan, Roman & Tham, Wing Wah

  • 2014 Asset Prices in a Lifecycle Economy
    by Farmer, Roger E A

  • 2014 Scale and Skill in Active Management
    by Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian

  • 2014 Banking Integration and House Price Comovement
    by Landier, Augustin & Sraer, David & Thesmar, David

  • 2014 Are Retail Traders Compensated for Providing Liquidity?
    by Barrot, Jean-Noël & Kaniel, Ron & Sraer, David

  • 2014 Do Funds Make More When They Trade More?
    by Pastor, Lubos & Stambaugh, Robert F. & Taylor, Lucian

  • 2014 Equity Recourse Notes: Creating Counter-cyclical Bank Capital
    by Bulow, Jeremy I. & Klemperer, Paul

  • 2014 Pre-Auction Inventory and Bidding Behavior—An Analysis of Canadian Treasury Auctions
    by Rydqvist, Kristian & Wu, Mark

  • 2014 The Financial Power of the Powerless: Socio-Economic Status and Interest Rates under Partial Rule of Law
    by Timur Kuran & Jared Rubin

  • 2014 Uncertainty and the Employment Dynamics of Small and Large Businesses
    by Vivek Ghosal & Yang Ye

  • 2014 Financial Development and Sustainable Exports: Evidence from Firm-Product Data
    by Melise Jaud & Madina Kukenova & Martin Strieborny

  • 2014 Credit Risk in General Equilibrium
    by Jürgen Eichberger & Klaus Rheinberger & Martin Summer

  • 2014 Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations
    by Hannes Schwandt

  • 2014 The effect of macroprudential policy on endogenous credit cycles
    by Clancy, Daragh & Merola, Rossana

  • 2014 An Alternative Way To Track The Hot Money In Turbulent Times
    by Ahmet Sensoy

  • 2014 Evaluating the robustness of UK term structure decompositions using linear regression methods
    by Malik, Sheheryar & Meldrum, Andrew

  • 2014 False News, Informational Efficiency, and Price Reversals
    by J. Dugast & T. Foucault

  • 2014 The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings
    by A. Bernales

  • 2014 The scapegoat theory of exchange rates: the first tests
    by Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna

  • 2014 The scapegoat theory of exchange rates: the first tests
    by Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna

  • 2014 A microsimulation model to evaluate Italian households’ financial vulnerability
    by Valentina Michelangeli & Mario Pietrunti

  • 2014 An indicator of systemic liquidity risk in the Italian financial markets
    by Eleonora Iachini & Stefano Nobili

  • 2014 Correlations
    by Paul Ehling & Christian Heyerdahl-Larsen

  • 2014 High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market
    by George J. Jiang & Ingrid Lo & Giorgio Valente

  • 2014 Improving Overnight Loan Identification in Payments Systems
    by Mark Rempel

  • 2014 Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets
    by Giovanni Giusti & Janet Hua Jiang & Yiping Xu

  • 2014 Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas
    by Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis

  • 2014 Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets
    by Gilles de Truchis & Florent Dubois

  • 2014 London Calling: Nonlinear Mean Reversion across National Stock Markets
    by Hyeongwoo Kim & Jintae Kim

  • 2014 Tail Risk Premia and Return Predictability
    by Tim Bollerslev & Viktor Todorov & Lai Xu

  • 2014 High-Frequency Trading and Probability Theory
    by Zhaodong Wang & Weian Zheng

  • 2014 Indian Economy:Empirical Analysis on Monetary and Financial Issues in India
    by Takeshi Inoue

  • 2014 Technical Analysis and Financial Asset Forecasting:From Simple Tools to Advanced Techniques
    by Raymond Hon Fu Chan & Spike Tsz Ho Lee & Wing-Keung Wong

  • 2014 Sraffa And Althusser Reconsidered; Neoliberalism Advancing In South Africa, England, And Greece
    by

  • 2014 Crecimiento y competitividad: los desafíos de un desarrollo inteligente
    by

  • 2014 Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)
    by Hideyuki Kamiryo

  • 2014 Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)
    by Hideyuki Kamiryo

  • 2014 The causal linkages between sovereign CDS prices for the BRICS and major European economies
    by Stolbov, Mikhail

  • 2014 Futures and Forwards Contracts from Perspective of Islamic Law
    by Injadat, Ehab M. M.

  • 2014 Insurers Funds And Their Impact On The Economy
    by UNGUR, Cristina

  • 2014 Insurance Market Development in Comparison With Other Financial Markets Segments in Poland in the Prosperity and Recession
    by Dorota Ostrowska

  • 2014 Performance of Polish IPO Firms: Size and Profitability Effect
    by Joanna Lizińska & Leszek Czapiewski

  • 2014 Profitability During the Financial Crisis Evidence from the Regulated Capital Market in Serbia
    by Ksenija Dencic-Mihajlov

  • 2014 Criminal convictions and risk taking
    by Eli Amir & Juha-Pekka Kallunki & Henrik Nilsson

  • 2014 Predictability of time-varying jump premiums: Evidence based on calibration
    by Kent Wang & Yuqiang Guo

  • 2014 Corporate Governance at the Influence of the Corporate Performance? Empirical Evidence on Companies Listed on Bucharest Stock Exchange
    by Georgeta VINTILA & Florinita DUCA

  • 2014 Modeling Stock Index Returns using Semi-Parametric Approach with Multiplicative Adjustment
    by Kaiping Wang

  • 2014 Interdependence Of International Capital Markets
    by Baresa, Suzana & Bogdan, Sinisa & Ivanovic, Zoran

  • 2014 Testing of Value Relevance of Accounting Measures Based on IFRS in Borsa Istanbul Equity Market
    by Ulusan, Hikmet & Ata, H. Ali

  • 2014 Month Related Seasonality on the Macedonian Stock Market
    by Angelovska, Julijana

  • 2014 Autocorrelation in the global stochastic trend
    by Durdyev, Ruslan & Peresetsky, Anatoly

  • 2014 Investment portfolio risk modelling based on hierarchical copulas
    by Penikas, Henry

  • 2014 Long-run equilibrium relationships in the international stock market factor systems
    by Hyung-Suk Choi

  • 2014 A survey of empirical studies on international risk sharing
    by Eleonora Pierucci

  • 2014 Financial Development and Innovation Activity: Evidence from Selected East Asian Countries
    by Lain-Tze Tee & Soo-Wah Low & Si-Roei Kew & Noor A. Ghazali

  • 2014 Simulating Bivariate Stationary Processes with Scale-Specific Characteristics
    by Milan Bašta

  • 2014 Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit
    by Nicolas Albacete & Judith Eidenberger & Gerald Krenn & Peter Lindner & Michael Sigmund

  • 2014 Determinants of Stock Market Performance in Nepal
    by Prakash Kumar Shrestha Ph.D. & Biggyan Raj Subedi

  • 2014 Should Banks' Stress Test Results be Disclosed? An Analysis of the Costs and Benefits
    by Goldstein, Itay & Sapra, Haresh

  • 2014 Transaction costs and volatility on Warsaw Stock Exchange: implications for financial transaction tax
    by Michał Zator

  • 2014 The Efficiency of Foreign Exchange Markets in Pakistan: An Empirical Analysis
    by Rizwana Bashir & Rabia Shakir & Badar Ashfaq & Atif Hassan

  • 2014 Cégek kapcsolati hálózatainak gazdasági szerepe
    by Kondor, Péter & Koren, Miklós & Pál, Jenő & Szeidl, Ádám

  • 2014 Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs
    by Nusret Cakici & Isil Erol & Dogan Tirtiroglu

  • 2014 Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market
    by Ya-Chi Huang

  • 2014 The determinants of bid-ask spread in the guyanese fx market
    by Tarron Khemraj & Sukrishnalall Pasha

  • 2014 Re-examining the finance-growth relationship for a developing economy: A time series analysis of post-reform India
    by Sabyasachi Kar & Kumarjit Mandal

  • 2014 Determinants of non-performing loans in Central and Eastern European countries
    by Bruna Skarica

  • 2014 A Microsimulation Model to evaluate Italian Households’ Financial Vulnerability
    by Valentina Michelangeli & Mario Pietrunti

  • 2014 Real Term Structure and Inflation Compensation in the Euro Area
    by Marcello Pericoli

  • 2014 Evidence on Industry Cost of Equity Estimators
    by Omar Gharaibeh & Graham Bornholt & Michael Dempsey

  • 2014 An Empirical Examination of Negative Economic Value Added Firms
    by Stoyu I. Ivanov & Kenneth Leong & Janis K. Zaima

  • 2014 The Volatility of Market Risk In Viet Nam Listed Public Utilities Company Groups during and after the Financial Crisis 2007-2009
    by Dinh Tran Ngoc Huy

  • 2014 The Halloween Effect Evidence from Romania
    by Dragos Stefan Oprea

  • 2014 The Fisher effect: Evidence from the Romanian Stock Market
    by Dragos Stefan Oprea

  • 2014 Financial Development-Economic Growth Nexus : A Panel Data Analysis Upon Oecd Countries
    by AKINCI, G鋒ワL YワCE & AKINCI, MERTER & YILMAZ, ヨMER

  • 2014 Components of U.S. financial sector growth, 1950-2013
    by Antill, Samuel & Hou, David & Sarkar, Asani

  • 2014 La desvinculación del sector financiero con la economía real en el caso mexicano: una prueba de cointegración
    by Óscar Javier de la Garza Garza. & Raúl Ángel Martínez Ibarra.

  • 2014 An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets
    by Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides

  • 2014 The Interaction of Mutual Fund Flows and Stock Returns: Evidence From The Turkish Capital Market
    by Berna AYDOGAN & Gulin VARDAR & Gokce TUNC

  • 2014 The Effects of Terrorism on Turkish Stock Market
    by Mine AKSOY

  • 2014 Cross-national differences in access to finance: Influence of culture and institutional environments
    by Aggarwal, Raj & Goodell, John W.

  • 2014 Value versus growth in IPOs: New evidence from Finland
    by Hahl, Teemu & Vähämaa, Sami & Äijö, Janne

  • 2014 Should hedge funds be cautious reporting high returns?
    by Auer, Benjamin R.

  • 2014 Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets
    by Apergis, Nicholas & Payne, James E.

  • 2014 A review of the gender effect on pay, corporate performance and entry into top management
    by Mohan, Nancy

  • 2014 Risk sharing in an asymmetric environment
    by Fesselmeyer, Eric & Mirman, Leonard J. & Santugini, Marc

  • 2014 Market liquidity and bank-dominated corporate governance: Evidence from Japan
    by Sakawa, Hideaki & Ubukata, Masato & Watanabel, Naoki

  • 2014 Stock returns with consumption and illiquidity risks
    by Márquez, Elena & Nieto, Belén & Rubio, Gonzalo

  • 2014 Has there been any change in the comovement between the Chinese and US stock markets?
    by Zhang, Bing & Li, Xiao-Ming

  • 2014 Implications of limited investor attention to customer–supplier information transfers
    by Zhu, Hui

  • 2014 Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs
    by Lee, Hsiu-Chuan & Tseng, Yung-Ching & Yang, Chung-Jen

  • 2014 Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation
    by Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Melvin, Michael

  • 2014 The Shariah compliance challenge in Islamic bond markets
    by Azmat, Saad & Skully, Michael & Brown, Kym

  • 2014 IPO firm value and its connection with cornerstone and wider signalling effects
    by McGuinness, Paul B.

  • 2014 False discoveries in the performance of Australian managed funds
    by Kim, Sangbae & In, Francis & Ji, Philip Inyeob & Park, Raphael Jonghyeon

  • 2014 Value investing and technical analysis in Taiwan stock market
    by Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua

  • 2014 The house money and break-even effects for different types of traders: Evidence from Taiwan futures markets
    by Huang, Yu Chuan & Chan, Shu Hui

  • 2014 Finance, growth and quantile parameter heterogeneity
    by Andini, Monica & Andini, Corrado

  • 2014 Speculators, commodities and cross-market linkages
    by Büyükşahin, Bahattin & Robe, Michel A.

  • 2014 Dispersion in beliefs among active mutual funds and the cross-section of stock returns
    by Jiang, Hao & Sun, Zheng

  • 2014 News-driven return reversals: Liquidity provision ahead of earnings announcements
    by So, Eric C. & Wang, Sean

  • 2014 Macroeconomic risk and hedge fund returns
    by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O.

  • 2014 Income hedging and portfolio decisions
    by Bonaparte, Yosef & Korniotis, George M. & Kumar, Alok

  • 2014 Mortgage convexity
    by Hanson, Samuel G.

  • 2014 Trading networks and liquidity provision
    by Cohen-Cole, Ethan & Kirilenko, Andrei & Patacchini, Eleonora

  • 2014 The role of stock ownership by US members of Congress on the market for political favors
    by Tahoun, Ahmed

  • 2014 Overcoming limits of arbitrage: Theory and evidence
    by Hombert, Johan & Thesmar, David

  • 2014 When can expected utility handle first-order risk aversion?
    by Dionne, Georges & Li, Jingyuan

  • 2014 House price dynamics with dispersed information
    by Favara, Giovanni & Song, Zheng

  • 2014 Competitive rational expectations equilibria without apology
    by Kovalenkov, Alexander & Vives, Xavier

  • 2014 Cross-asset contagion in times of stress
    by Papavassiliou, Vassilios G.

  • 2014 Dynamic correlation structure and security risk
    by Vozlyublennaia, Nadia & Meshcheryakov, Artem

  • 2014 Investor sentiment from internet message postings and the predictability of stock returns
    by Kim, Soon-Ho & Kim, Dongcheol

  • 2014 Institutions and the turn-of-the-year effect: Evidence from actual institutional trades
    by Lynch, Andrew & Puckett, Andy & Yan, Xuemin (Sterling)

  • 2014 The impact of economic news on bond prices: Evidence from the MTS platform
    by Paiardini, Paola

  • 2014 News sentiment in the gold futures market
    by Smales, Lee A.

  • 2014 Finding the core: Network structure in interbank markets
    by in ’t Veld, Daan & van Lelyveld, Iman

  • 2014 Informed trading before positive vs. negative earnings surprises
    by Park, Tae-Jun & Lee, Youngjoo & Song, Kyojik “Roy”

  • 2014 Risk allocation under liquidity constraints
    by Csóka, Péter & Herings, P. Jean-Jacques

  • 2014 Too close for comfort? Geographic propinquity to political power and stock returns
    by Pantzalis, Christos & Park, Jung Chul

  • 2014 Do Japanese candlesticks help solve the trader’s dilemma?
    by Detollenaere, Benoit & Mazza, Paolo

  • 2014 Modeling and monitoring risk acceptability in markets: The case of the credit default swap market
    by Madan, Dilip B.

  • 2014 Private information flow and price discovery in the U.S. treasury market
    by Jiang, George J. & Lo, Ingrid

  • 2014 The financial cycle and macroeconomics: What have we learnt?
    by Borio, Claudio

  • 2014 The impact of competition and information on intraday trading
    by Malinova, Katya & Park, Andreas

  • 2014 The information content of option ratios
    by Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J.

  • 2014 Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
    by Park, Beum-Jo

  • 2014 Are unsolicited ratings biased? Evidence from long-run stock performance
    by Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S.

  • 2014 Clustering of intraday order-sizes by uninformed versus informed traders
    by Garvey, Ryan & Wu, Fei

  • 2014 Investor attention, index performance, and return predictability
    by Vozlyublennaia, Nadia

  • 2014 Does gold offer a better protection against losses in sovereign debt bonds than other metals?
    by Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa

  • 2014 Cojumps in stock prices: Empirical evidence
    by Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J.

  • 2014 Flexible dependence modeling of operational risk losses and its impact on total capital requirements
    by Brechmann, Eike & Czado, Claudia & Paterlini, Sandra

  • 2014 Speed, algorithmic trading, and market quality around macroeconomic news announcements
    by Scholtus, Martin & van Dijk, Dick & Frijns, Bart

  • 2014 Volatility spreads and earnings announcement returns
    by Atilgan, Yigit

  • 2014 Aggregate net flows, inflows, and outflows of equity funds: The U.S. versus Japan
    by Paek, Miyoun & Ko, Kwangsoo

  • 2014 Commitment to social good and insider trading
    by Gao, Feng & Lisic, Ling Lei & Zhang, Ivy Xiying

  • 2014 Does high-quality corporate communication reduce insider trading profitability?
    by Van Geyt, Debby & Van Cauwenberge, Philippe & Vander Bauwhede, Heidi

  • 2014 Political uncertainty and financial market uncertainty in an Australian context
    by Smales, Lee A.

  • 2014 Trading volume, realized volatility and jumps in the Australian stock market
    by Shahzad, Hassan & Duong, Huu Nhan & Kalev, Petko S. & Singh, Harminder

  • 2014 The impact of currency movements on asset value correlations
    by Byström, Hans

  • 2014 Stress-testing macro stress testing: Does it live up to expectations?
    by Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas

  • 2014 Who trades with whom? Individuals, institutions, and returns
    by Stoffman, Noah

  • 2014 Short sales and class-action lawsuits
    by Blau, Benjamin M. & Tew, Philip L.

  • 2014 A comprehensive study of liquidity before and after SEOs and SEO underpricing
    by He, Yan & Wang, Junbo & John Wei, K.C.

  • 2014 The delta- and vega-related information content of near-the-money option market trading activity
    by Rourke, Thomas

  • 2014 The relative contribution of ask and bid quotes to price discovery
    by Pascual, Roberto & Pascual-Fuster, Bartolomé

  • 2014 Delta and vega exposure trading in stock and option markets
    by Maraachlian, Hilda & Rourke, Thomas

  • 2014 VPIN and the Flash Crash: A rejoinder
    by Easley, David & López de Prado, Marcos M. & O'Hara, Maureen

  • 2014 Aggregate short selling, commonality, and stock market returns
    by Lynch, Andrew & Nikolic, Biljana & Yan, Xuemin (Sterling) & Yu, Han

  • 2014 The structure of equity markets across countries: Scarcity and stock valuations
    by Braun, Matías

  • 2014 Investing in gold: Individual asset risk in the long run
    by Michis, Antonis A.

  • 2014 Is gold a safe haven against equity market investment in emerging and developing countries?
    by Gürgün, Gözde & Ünalmış, İbrahim

  • 2014 Hedging house price risk with futures contracts after the bubble burst
    by Schorno, Patrick J. & Swidler, Steve M. & Wittry, Michael D.

  • 2014 Shortage function and portfolio selection: On some special cases and extensions
    by Briec, Walter & Oms, Laurence & Paget-Blanc, Eric

  • 2014 Insurance demand and first order risk increases under (μ,σ)-preferences
    by Bonilla, Claudio A. & Ruiz, Jose L.

  • 2014 Computing present values: Capital budgeting done correctly
    by Jarrow, Robert

  • 2014 Contagion effect on bond portfolio risk measures in a hybrid credit risk model
    by Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy

  • 2014 Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs
    by Charteris, Ailie & Chau, Frankie & Gavriilidis, Konstantinos & Kallinterakis, Vasileios

  • 2014 The determinants of multiple bank loan renegotiations in Europe
    by Godlewski, Christophe J.

  • 2014 Investor attention and information diffusion from analyst coverage
    by Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti

  • 2014 Modeling and forecasting the additive bias corrected extreme value volatility estimator
    by Kumar, Dilip & Maheswaran, S.

  • 2014 Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective
    by Smimou, K.

  • 2014 Textual sentiment in finance: A survey of methods and models
    by Kearney, Colm & Liu, Sha

  • 2014 Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)
    by Annaert, Jan & Mensah, Lord

  • 2014 Leverage effect in energy futures
    by Kristoufek, Ladislav

  • 2014 Forecasting energy markets using support vector machines
    by Papadimitriou, Theophilos & Gogas, Periklis & Stathakis, Efthimios

  • 2014 Daily seasonality in crude oil returns and volatilities
    by Auer, Benjamin R.

  • 2014 The relationship between energy and equity markets: Evidence from volatility impulse response functions
    by Olson, Eric & J. Vivian, Andrew & Wohar, Mark E.

  • 2014 Oil price risk exposure: The case of the U.S. Travel and Leisure Industry
    by Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid

  • 2014 A dynamic intraday measure of the probability of informed trading and firm-specific return variation
    by Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert

  • 2014 Stock liquidity and the Taylor rule
    by Jiang, Lei

  • 2014 The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange
    by Rose, Annica

  • 2014 Are regime-shift sources of risk priced in the market?
    by Chourdakis, Kyriakos & Dendramis, Yiannis & Tzavalis, Elias

  • 2014 Regime switches in the risk–return trade-off
    by Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano

  • 2014 Risk-free rate effects on conditional variances and conditional correlations of stock returns
    by Palandri, Alessandro

  • 2014 Using local Gaussian correlation in a nonlinear re-examination of financial contagion
    by Støve, Bård & Tjøstheim, Dag & Hufthammer, Karl Ove

  • 2014 Market impacts of trades for stocks listed on the Borsa Istanbul
    by Aktas, Osman Ulas & Kryzanowski, Lawrence

  • 2014 Does the decision to issue public debt affect firm valuation? Russian evidence
    by Davydov, Denis & Nikkinen, Jussi & Vähämaa, Sami

  • 2014 The impact of different incentive schemes on asset prices
    by Kleinlercher, Daniel & Huber, Jürgen & Kirchler, Michael

  • 2014 Time-varying jump tails
    by Bollerslev, Tim & Todorov, Viktor

  • 2014 Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan
    by Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan

  • 2014 Enhanced index tracking with multiple time-scale analysis
    by Li, Qian & Bao, Liang

  • 2014 Are Dow Jones Islamic equity indices exposed to interest rate risk?
    by Shamsuddin, Abul

  • 2014 Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
    by Al-Shboul, Mohammad & Anwar, Sajid

  • 2014 Calendar anomalies in cash and stock index futures: International evidence
    by Floros, Christos & Salvador, Enrique

  • 2014 How beneficial was the Great Moderation after all?
    by Pancrazi, Roberto

  • 2014 Heterogeneous beliefs in over-the-counter markets
    by De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis

  • 2014 Do option-like incentives induce overvaluation? Evidence from experimental asset markets
    by Holmen, Martin & Kirchler, Michael & Kleinlercher, Daniel

  • 2014 Capital, credit constraints and the comovement between consumer durables and nondurables
    by Chen, Been-Lon & Liao, Shian-Yu

  • 2014 Long Memory Analysis: An Empirical Investigation
    by Rafik Nazarian & Esmaeil Naderi & Nadiya G. Alikhani & Ashkan Amiri

  • 2014 Hedging Strategy Using Copula and Nonparametric Methods: Evidence from China Securities Index Futures
    by Zhiyuan Pan & Xianchao Sun

  • 2014 Cotización bursátil y creación de empleo: un análisis empírico para el mercado de valores español
    by Susana Álvarez Otero

  • 2014 Modelos de cálculo de las betas a aplicar en el Capital Asset Pricing Model: el caso de Argentina
    by Carlos E. Martínez & Juan S. Ledesma & Alfredo O. Russo

  • 2014 Influencia del gobierno corporativo en el costo de capital proveniente de la emisión de deuda
    by Diógenes Lagos Cortés & Carlos Enrique Vecino Arenas

  • 2014 Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana
    by Víctor Alexánder Díaz España

  • 2014 The Analysis Of Investments In An Uncertain Environment
    by Silviu Cornel Virgil CHIRIAC & Dimi OFILEANU

  • 2014 The Impact Of Auditor`S Opinion On Earnings Management: Evidence From Romania
    by Andra GAJEVSZKY

  • 2014 L`Incidence De Crises Sur Les Systèmes Bancaires Européens
    by Adina APĂTĂCHIOAE

  • 2014 Conventional and Islamic stock price performance: An empirical investigation
    by Fredj Jawadi & Nabila Jawadi & Waël Louhichi

  • 2014 The dynamics of European banking union: the process of its making and its role in future financial and economic integration
    by Michael Clauss

  • 2014 Long Term Trend Analysis in the Capital Market – The Case of Serbia
    by Snežana Radukić & Milica Radović

  • 2014 What determines return risks for bank equities in Turkey?
    by Emre Ozsoz & Erick W. Rengifo & Mustapha A. Akinkunmi

  • 2014 Financial structure and growth
    by Leonardo Gambacorta & Jing Yang & Kostas Tsatsaronis

  • 2014 Prevention, monitoring and control irregularities in obtaining and use of European non-reimbursable funds
    by Daciana Ionela NEAMÞIU

  • 2014 European Funds – Instrument for Economic Stability/Growth
    by Anca Simina POPESCU

  • 2014(XXIV) Analyzing The Relationship Between Eonia And Eoniaswap Rates. A Cointegration Approach
    by Codruta Maria FAT & Simona MUTU

  • 2013 Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR
    by Chenghu Ma & Wing-Keung Wong

  • 2013 Mean-Preserving-Spread Risk Aversion and The CAPM
    by Phelim P. Boyle & Chenghu Ma

  • 2013 Pruebas de Tensión al Sistema Bancario Boliviano
    by Garrón Vedia, Ignacio & Aliaga Lordemann, Javier

  • 2013 Evolution of Monetary Policy in the US: The Role of Asset Prices
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta

  • 2013 Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye

  • 2013 Recursive utility and disappearing puzzles for discrete-time models
    by Aase, Knut K.

  • 2013 Recursive utility and disappearing puzzles for continuous-time models
    by Aase, Knut K.

  • 2013 CRRA Utility Maximization under Dynamic Risk Constraints
    by Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony

  • 2013 How Do Price Limits Influence French Market Microstructure? A High Frequency Data Analysis in Terms of Return, Volatility and Volume
    by Michalon, Karine

  • 2013 La Bourse
    by Hamon, Jacques & Jacquillat, Bertrand

  • 2013 The reactive volatility model
    by Valeyre, Sébastien & Grebenkov, Denis & Aboura, Sofiane & Liu, Qian

  • 2013 Understanding momentum in commodity markets
    by Ielpo, Florian & Gatumel, Mathieu & Chevallier, Julien

  • 2013 An equicorrelation measure for equity, bond, foreign exchange and commodity returns
    by Aboura, Sofiane & Chevallier, Julien

  • 2013 Cross-market linkages between commodities, stocks and bonds
    by Ielpo, Florian & Chevallier, Julien

  • 2013 Volatility spillovers in commodity markets
    by Ielpo, Florian & Chevallier, Julien

  • 2013 Ombres et lumières des ETF
    by Hamon, Jacques

  • 2013 Propuesta 20. Por un capitalismo "verde", justo y pluralista
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 19. Reformar el BCE para prevenir las burbujas
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 18. Establecer impuesto globales
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 17. Hacia herramientas de medición de optimización fiscal
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 16. Por una tributación desterritorializada para las multinacionales
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 15. Restablecer la verdad contable de los derivados exóticos
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 14. Combinar Basilea II con los objetivos de la política económica
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 13. Reglamentar los mercados extrabursátiles
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 12. Regular los fondos de pensiones para salvar a los jubilados europeos
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 11. Mejorar el control de los riesgos
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 10. Poner la matemática financiera al servicio de lo real
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 9. Restaurar la función principal de los mercados de futuros de materias primas
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 8. Transformar los derivados de crédito en activos dignos de confianza
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 7. Titulizar mejor para reparar los daños de la crisis
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 6. Formar a los analistas y a los operadores financieros
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 5. Remunerar a los operadores financieros por su justo valor
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 4. Valorizar al asalariado para volver a dar sentido a la empresa
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 3. Integrar el medio ambiente, lo social y la gobernanza al análisis financiero y la inversión
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 2. Por un control independiente, financiero y extrafinanciero de las empresas
    by Gaël Giraud & Cécile Renourad

  • 2013 Propuesta 1. Hacer de la función social de la empresa una prioridad estretégica: estimular y controlar
    by Gaël Giraud & Cécile Renourad

  • 2013 20 Propuestas para reformar el capitalismo
    by

  • 2013 Real Estate Valuation Using Cyclical Capitalization Models
    by Maurizio d'AMATO

  • 2013 Pruebas de tensión al sistema bancario boliviano
    by Aliaga Lordemann, Javier & Garrón Vedia, Ignacio

  • 2013 Narratives of the Great Financial Crisis (GFC): Why I am out of step
    by Goodhart, Charles

  • 2013 Financial Development in 205 Economies, 1960 to 2010
    by Cihak, Martin & Demirguc-Kunt, Asli & Feyen, Erik & Levine, Ross

  • 2013 The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data
    by Bicchetti, David & Maystre, Nicolas Maystre

  • 2013 Understanding the Sum of Perpetuities Method for Valuing Stock Prices
    by Dennis W. Jansen

  • 2013 German Open Ended Real Estate Fund Performance – The Impact of Liquidity
    by Michael Stein

  • 2013 Para Politikası Beklentilerinin Finansal Yatırım Araçları Üzerindeki Etkileri: Türkiye Örneği
    by Metin TETİK & Mehmet İVRENDİ

  • 2013 Reward-to-Risk Ratios in Turkish Financial Markets
    by K. Ozgur DEMİRTAS & Yigit ATILGAN

  • 2013 An Assessment Of Abnormal Returns And Risk In Socially Responsible Firms Using Fuzzy Alpha Jensen And Fuzzy Beta
    by Cortez Alejandro, Klender Aimer & Rodríguez García, Martha del Pilar & Méndez Sáenz, Berenice

  • 2013 Comportamiento no lineal en series de productos primarios
    by Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos

  • 2013 Measuring Persistence in Volatility Spillovers
    by Conrad, Christian & Weber, Enzo

  • 2013 The Transmission of US Financial Stress: Evidence for Emerging Market Economies
    by Schüler, Yves S. & Fink, Fabian

  • 2013 Creative destruction and asset prices
    by Grammig, Joachim & Jank, Stephan

  • 2013 Competition/fragmentation in equities markets: A literature survey
    by Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian

  • 2013 Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach
    by Adams, Zeno & Füss, Roland & Gropp, Reint

  • 2013 Is there a Friday the 13th effect in ermerging Asian stock markets?
    by Auer, Benjamin R. & Rottmann, Horst

  • 2013 Managerial multitasking in the mutual fund industry
    by Agarwal, Vikas & Ma, Linlin

  • 2013 Determinants of Non-Performing Loans in Central and Eastern European Countries
    by Bruna Škarica

  • 2013 Russian Securities Market: Prospects for Regional Development
    by Nadezhda Lvova & Ivan Darushin

  • 2013 House Prices and Rents: Micro Evidence from a Matched Dataset in Central London_x0003_
    by Philippe Bracke

  • 2013 Financial Development and Economic Growth: A Meta-Analysis
    by Petra Valickova & Tomas Havranek & Roman Horvath

  • 2013 Does More Frequent Trading Increase the Volatility? – Theoretical Evidence at Asset and Portfolio Level
    by KiHoon Jimmy Hong

  • 2013 Credit Derivative Evaluation and CVA under the Benchmark Approach
    by Jan Baldeaux & Eckhard Platen

  • 2013 Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

  • 2013 Risk allocation under liquidity constraints
    by Herings P.J.J. & Csóka P.

  • 2013 Evolution of Monetary Policy in the US: The Role of Asset Prices
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta

  • 2013 Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye

  • 2013 Risk premium, macroeconomics shocks, and information technology: An empirical analysis
    by Pekka Mannonen & Elias Oikarinen

  • 2013 The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries
    by Degryse, H.A. & Lambert, T. & Schwienbacher, A.

  • 2013 Experimental Research On Asset Pricing
    by Noussair, C.N. & Tucker, S.

  • 2013 Systemic Risk Contribution of Individual Banks
    by Huseyin Cagri Akkoyun & Ramazan Karasahin & Gursu Keles

  • 2013 Reserve Options Mechanism and FX Volatility
    by Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

  • 2013 A survey of research into broker identity and limit order book
    by Pham, Thu Phuong & Westerholm, P. Joakim

  • 2013 Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange
    by Pham, Thu Phuong

  • 2013 An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
    by Pham, Thu Phuong & Westerholm, P. Joakim

  • 2013 Financial stability and economic performance
    by Jérôme Creel & Paul Hubert & Fabien Labondance

  • 2013 Art as a Wartime Investment: Conspicuous Consumption and Discretion
    by Kim Oosterlinck

  • 2013 Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins
    by Marie Briere & Kim Oosterlinck & Ariane Szafarz

  • 2013 Rent-seekers' lost El Dorado: Vietnam's financial turmoil, 2007-2013
    by Quan Hoang Vuong & Nancy K. Napier & Tran Tri Dung

  • 2013 La répression financière est-elle la solution pour « liquider » la dette publique dans la zone euro ?
    by Bastien Drut

  • 2013 Capital, Credit Constraints and the Comovement between Consumer Durables and Nondurables
    by Been-Lon Chen & Shian-Yu Liao

  • 2013 The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility
    by Renata Karkowska

  • 2013 A Comparison Of The Forecasting Performances Of Multivariate Volatility Models
    by Vincenzo Candila

  • 2013 South African Capital Markets: An Overview
    by Shakill Hassan

  • 2013 Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents
    by Michael Stein & Daniel Piazolo & Stoyan V. Stoyanov

  • 2013 German Real Estate Funds – Changes in Return Distributions and Portfolio Favourability
    by Michael Stein

  • 2013 Firms’ financing constraints: Do perceptions match the actual situation?
    by A. FERRANDO & K. MULIER

  • 2013 Deepening Association of Southeast Asian Nations’ Financial Markets
    by Lee, Choong Lyol & Takagi, Shinji

  • 2013 Are Investors Guided by the News Disclosed by Companies or by Journalists?
    by Zilu Shang & Chris Brooks & Rachel McCloy

  • 2013 La Relación Dinámica entre el Sistema Financiero y el nivel de actividad real en el Perú: 1965-2011
    by Lahura, Erick & Vargas, Paula

  • 2013 Can tax policy co-cause the crisis?
    by Szarowska, Irena

  • 2013 Stock Market Reactions to Announcements of Board of Director Appointments: Evidence from Italy
    by Rossi, Fabrizio & Cebula, Richard

  • 2013 Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters
    by Asongu, Simplice

  • 2013 Role of Foreign Private Investment and Remittance in Stock Market Development: Study of South Asia
    by Malik, Saif Ullah

  • 2013 Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2013 MOY effects in returns and in volatilities of the Romanian capital market
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2013 Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets
    by Bayraci, Selcuk & Demiralay, Sercan

  • 2013 Rating Inflation versus Deflation: On Procyclical Credit Ratings
    by Chen, Yongmin & Gu, Dingwei & Yao, Zhiyong

  • 2013 Modeling the stability dynamics of Ukrainian banking system
    by Kozmenko, Olha & Kuzmenko, Olha

  • 2013 Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model
    by Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew

  • 2013 Interest rate modeling under multiple discounting curves
    by García Muñoz, Luis Manuel

  • 2013 Commodity house prices
    by Leung, Charles Ka Yui & Shi, Song & Tang, Edward Chi Ho

  • 2013 Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index
    by Akber, Ushna & Muhammad, Nabeel

  • 2013 Further evidence on bear market predictability: The role of the external finance premium
    by Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi

  • 2013 Oil Price Shocks and Volatility in Australian Stock Returns ‎
    by Ratti, Ronald A. & Hasan, M. Zahid

  • 2013 Financial Development and Agglomeration
    by Commendatore, Pasquale & Michetti, Elisabetta & Purificato, Francesco

  • 2013 Interest rate paradox
    by Ivanov, Sergei

  • 2013 Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective
    by Masciantonio, Sergio

  • 2013 Speculating China economic growth through Hong Kong? Evidence from the stock market IPO and real estate markets
    by Leung, Charles Ka Yui & Tang, Edward Chi Ho

  • 2013 Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV
    by Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio

  • 2013 Financial Time Series Forecasting by Developing a Hybrid Intelligent System
    by Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan

  • 2013 Financial Time Series Forecasting by Developing a Hybrid Intelligent System
    by Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan

  • 2013 A New Asymmetric GARCH Model: Testing, Estimation and Application
    by Hatemi-J, Abdulnasser

  • 2013 Stock market efficiency: Behavioral or traditional paradigm?Evidence from Karachi Stock Exchange (KSE) and investors community of Pakistan
    by Shahzad, Syed jawad hussain & Ali, Paeman & Saleem, Fawad & Ali, Sajid & Akram, Sehrish

  • 2013 CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions
    by García Muñoz, Luis Manuel

  • 2013 The Degree of the Polish and Slovak equity market integration with the euro area equity market
    by Slawomir Ireneusz Bukowski

  • 2013 A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets
    by Yuanhua Feng & Lixin Sun

  • 2013 Conditional Eurobonds and the Eurozone Sovereign Debt Crisis
    by John Muellbauer

  • 2013 Financial Development and Economic Growth: A Meta-Analysis
    by Petra Valickova & Tomas Havranek & Roman Horvath

  • 2013 Model-free Implied Volatility Index of Japanese Stock Market
    by Nattapol TAKKABUTR

  • 2013 Parameter Learning in General Equilibrium: The Asset Pricing Implications
    by Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer

  • 2013 Moral Hazard, Informed Trading, and Stock Prices
    by Pierre Collin-Dufresne & Vyacheslav Fos

  • 2013 The Joint Cross Section of Stocks and Options
    by Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici

  • 2013 Firm Volatility in Granular Networks
    by Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh

  • 2013 Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
    by Turan G. Bali & Nusret Cakici & Robert F. Whitelaw

  • 2013 Do Managers Do Good with Other People's Money?
    by Ing-Haw Cheng & Harrison Hong & Kelly Shue

  • 2013 Asset Pricing in the Dark: The Cross Section of OTC Stocks
    by Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock

  • 2013 Financial-market Equilibrium with Friction
    by Adrian Buss & Bernard Dumas

  • 2013 Financial Development in 205 Economies, 1960 to 2010
    by Martin Čihák & Asli Demirgüč-Kunt & Erik Feyen & Ross Levine

  • 2013 The Golden Dilemma
    by Claude B. Erb & Campbell R. Harvey

  • 2013 Technological Innovation: Winners and Losers
    by Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman

  • 2013 The BIS and the Latin American debt crisis of the 1980s
    by Piet Clement & Ivo Maes

  • 2013 Information Aggregation Through Stock Prices and the Cost of Capital
    by Olga Gorelkina & Wolfgang Kuhle

  • 2013 Price volatility and risk management: the case of rice
    by Alessandro BANTERLE & Daniela VANDONE

  • 2013 Quels sont les enseignements de l'histoire du fédéralisme américain pour la zone euro actuelle ?
    by Dominique Jacob

  • 2013 An Analysis of CDS Market Liquidity by the Hawkes Process
    by Masahiko Egami & Yasuyuki Kato & Tomochika Sawaki

  • 2013 Risk, Uncertainty, and Expected Returns
    by Turan G. Bali & Hao Zhou

  • 2013 Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
    by Turan G. Bali & Robert F. Engle & Yi Tang

  • 2013 Liquidity Shocks and Stock Market Reactions
    by Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang

  • 2013 Reits' Growth Options and Asset Pricing Dynamics across Time
    by Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu

  • 2013 The Transmission of US Financial Stress: Evidence for Emerging Market Economies
    by Fabian Fink & Yves S. Schüler

  • 2013 On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints
    by Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller

  • 2013 Hot Hand and Gambler's Fallacy in Teams: Evidence from Investment Experiments
    by Thomas Stöckl & Jürgen Huber & Michael Kirchler & Florian Lindner

  • 2013 Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps
    by Markus Bibinger & Mathias Vetter & &

  • 2013 Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency
    by Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss

  • 2013 Crossing Network versus Dealer Market: Unique Equilibrium in the Allocation of Order Flow
    by Jutta Dönges & Frank Heinemann & Tijmen R. Daniëls &

  • 2013 Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing
    by Markus Bibinger & Per A. Mykland & &

  • 2013 The Number of Traded Shares: A Time Series Modelling Approach
    by Brännäs, Kurt

  • 2013 The Number of Shareholders - Time Series Modelling and Some Empirical Result
    by Brännäs, Kurt

  • 2013 Value-at-Risk: Risk assessment for the portfolio of oil and gas producers
    by Asche, Frank & Dahl, Roy Endre & Oglend, Atle

  • 2013 A crisis not wasted – Institutional and structural reforms behind Norway’s strong macroeconomic performance
    by Steigum, Erling & Thøgersen, Øystein

  • 2013 Financial Development and Sustainable Exports: Evidence from Firm-Product Data
    by Jaud, Melise & Kukenova, Madina & Strieborny, Martin

  • 2013 The Impact of Currency Movements on Asset Value Correlations
    by Byström, Hans

  • 2013 Stock Prices and Stock Return Volatilities Implied by the Credit Market
    by Byström, Hans

  • 2013 Financial Development and Sustainable Exports: Evidence from Firm-Product Data
    by Jaud, Melise & Kukenova, Madina & Strieborny, Martin

  • 2013 Robust immunization
    by Armerin, Fredrik

  • 2013 Extracting global stochastic trend from non-synchronous data
    by Korhonen, Iikka & Peresetsky , Anatoly

  • 2013 Political connections and depositor discipline
    by Disli, Mustafa & Schoors , Koen & Meir, Jos

  • 2013 What determines stock market behavior in Russia and other emerging countries?
    by Korhonen, Iikka & Peresetsky , Anatoly

  • 2013 Are there any Animal Spirits behind the Scenes of the Euro area Sovereign Debt Crisis?
    by Emmanuel Mamatzakis

  • 2013 Risk Allocation under Liquidity Constraints
    by Peter Csoka & P. Jean-Jacques Herings

  • 2013 Macro determinants of U.S. stock market risk premia in bull and bear markets
    by Baetje, Fabian & Menkhoff, Lukas

  • 2013 Liquidity in European Equity ETFs: What Really Matters?
    by Anna Calamia & Laurent Deville & Fabrice Riva

  • 2013 Another view on U.S. Treasury term premiums
    by Durham, J. Benson

  • 2013 Momentum and the term structure of interest rates
    by Durham, J. Benson

  • 2013 Arbitrage-free models of stocks and bonds
    by Durham, J. Benson

  • 2013 Towards a Material Culture of Financialisation
    by Ben Fine

  • 2013 Financial stability and economic performance
    by Jérôme Creel & Paul Hubert & Fabien Labondance

  • 2013 Financial Development and Economic Growth: A Meta-Analysis
    by Petra Valickova & Tomas Havranek & Roman Horvath

  • 2013 Finansallaşma Süreci ve Sonuçları: G8 Ülkeleri Örneği
    by Afşar, Muharrem & Meçik, Oytun

  • 2013 Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries
    by Frédérique BEC & Songlin ZENG

  • 2013 Impact of Macroeconomic Factors on Stock Exchange Prices: Evidence from USA Japan and China
    by Mondher bellalah & Umie Habiba

  • 2013 Market quality and contagion in fragmented markets
    by Rohit Rahi & Jean-Pierre Zigrand

  • 2013 House prices and rents: micro evidence from a matched dataset in Central London
    by Philippe Bracke

  • 2013 On the closure in the Emery topology of semimartingale wealth-process sets
    by Constantinos Kardaras

  • 2013 The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2013 Asymmetry in Government Bond Returns
    by Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura

  • 2013 Market-Based Bank Capital Regulation
    by Bulow, Jeremy & Klemperer, Paul

  • 2013 Sub-Penny and Queue-Jumping
    by Buti, Sabrina & Consonni, Francesco & Rindi, Barbara & Werner, Ingrid M.

  • 2013 Tick Size Regulation and Sub-Penny Trading
    by Buti, Sabrina & Rindi, Barbara & Wen, Yuanji & Werner, Ingrid M.

  • 2013 What Drives Financial Complexity? A Look into the Retail Market for Structured Products
    by Celerier , Claire & Vallee, Boris

  • 2013 The Construction of a Trustworthy Investment Opportunity: Insights from the Madoff Fraud
    by Stolowy, Hervé & Messner, Martin & Jeanjean, Thomas & Baker, C. Richard

  • 2013 Equilibrium Fast Trading
    by Biais, Bruno & Foucault, Thierry & Moinas, Sophie

  • 2013 Deepening Association of Southeast Asian Nations’ Financial Markets
    by Choong Lyol Lee & Shinji Takagi

  • 2013 Asymmetry in Government Bond Returns
    by Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura

  • 2013 Deepening Association of Southeast Asian Nations’ Financial Markets
    by Choong Lyol Lee & Shinji Takagi

  • 2013 Deepening Association of Southeast Asian Nations’ Financial Markets
    by Choong Lyol Lee & Shinji Takagi

  • 2013 Asymmetry in Government Bond Returns
    by Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura

  • 2013 On existence, effciency and bubbles of Ramsey equilibrium with borrowing constraints
    by Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller

  • 2013 Early warning for currency crises: what is the role of financial openness?
    by Jon Frost & Ayako Saiki

  • 2013 Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing
    by Dirk Ulbricht

  • 2013 The Scapegoat Theory of Exchange Rates: The First Tests
    by Marcel Fratzscher & Lucio Sarno & Gabriele Zinna

  • 2013 Asymmetry in government bond returns
    by Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara

  • 2013 Regime Switches in the Risk-Return Trade-off
    by Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano

  • 2013 The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries
    by Degryse, Hans & Lambert, Thomas & Schwienbacher, Armin

  • 2013 Market-Based Bank Capital Regulation
    by Bulow, Jeremy I. & Klemperer, Paul

  • 2013 Commodity and Equity Markets: Some Stylized Facts from a Copula Approach
    by Delatte, Anne-Laure & Lopez, Claude

  • 2013 Financial-market Equilibrium with Friction
    by Buss, Adrian & Dumas, Bernard J

  • 2013 Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective
    by Sarno, Lucio & Schmeling, Maik

  • 2013 Structured Debt Ratings: Evidence on Conflicts of Interest
    by Efing, Matthias & Hau, Harald

  • 2013 The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World
    by Farmer, Roger E A & Nourry, Carine & Venditti, Alain

  • 2013 Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach
    by Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos

  • 2013 Financial Development and Economic Growth: A Meta-Analysis
    by Tomas Havranek & Roman Horvath & Petra Valickova

  • 2013 IFRS Adoption in Canada: An Empirical Analysis of the Impact on Financial Statements
    by Michel Blanchette & François-Éric Racicot & Komlan Sedzro

  • 2013 Empirical Testing of the Momentum Effect in Canadian Capital Markets
    by Kamalesh Gosalia & Rock Lefebvre

  • 2013 The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries
    by Hans Degryse & Thomas Lambert & Armin Schwienbacher

  • 2013 Is there a Friday the 13th Effect in Emerging Asian Stock Markets?
    by Benjamin R. Auer & Horst Rottmann

  • 2013 Business Decision-Making under Uncertainty: Evidence from Employment and Number of Businesses
    by Vivek Ghosal & Yang Ye

  • 2013 House Prices and Rents: Micro Evidence from a Matched Dataset in Central London
    by Philippe Bracke

  • 2013 Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions
    by Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta

  • 2013 Oil price shocks and volatility do predict stock market regimes
    by Stavros Degiannakis & Timotheos Angelidis & George Filis

  • 2013 Return dispersion, stock market liquidity and aggregate economic activity
    by Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros

  • 2013 Oil price shocks and stock market volatility: evidence from European data
    by Stavros Degiannakis & George Filis & Renatas Kizys

  • 2013 A financial systemic stress index for Greece
    by Dimitrios P. Louzis & Angelos T. Vouldis

  • 2013 Measuring return and volatility spillovers in euro area financial markets
    by Dimitrios P. Louzis

  • 2013 Radner equilibria under ambiguous volatility
    by Patrick Beißner

  • 2013 Brownian equilibria under Knightian uncertainty
    by Patrick Beißner

  • 2013 Commodity and Equity Markets: Some Stylized Facts from a Copula
    by Delatte, A-L. & Lopez, C.

  • 2013 Macroeconomic and monetary policy surprises and the term structure of interest rates
    by Marcello Pericoli

  • 2013 Identifying and tracking global, EU and Eurozone systemically important banks with public data
    by Sergio Masciantonio

  • 2013 Regime Switches in the Risk-Return Trade-Off
    by Eric Ghysels & Pierre Guérin & Massimiliano Marcellino

  • 2013 Measuring Persistence in Volatility Spillovers
    by Conrad, Christian & Weber, Enzo

  • 2013 Asset Management with TEV and VaR;Constraints: the Constrained Efficient;Frontiers
    by Giulio PALOMBA & Luca RICCETTI

  • 2013 On the Sensitivity of Banking Activity Shocks: Evidence from the CEMAC Sub-region
    by Christian Lambert Nguena & Roger Tsafack Nanfosso

  • 2013 Financial Deepening Dynamics and Implication for Financial Policy Coordination in a Monetary Union: the case of WAEMU
    by Christian Lambert Nguena & Roger Tsafack Nanfosso

  • 2013 The Factor Structure in Equity Options
    by Peter Christoffersen & Mathieu Fournier & Kris Jacobs

  • 2013 Sticky continuous processes have consistent price systems
    by Christian Bender & Mikko S. Pakkanen & Hasanjan Sayit

  • 2013 Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
    by Nima Nonejad

  • 2013 Stock returns and implied volatility: A new VAR approach
    by Lee, Bong Soo & Ryu, Doojin

  • 2013 The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts
    by Umut Halaç & Fatma Dilvin Taşkın & Efe Çağlar Çağlı

  • 2013 Management fees: Determinants and influence of legal limits. Evidence from Spanish pension funds
    by Mercedes Alda & Luis Ferruz

  • 2013 Stock Market Volatility and Macroeconomic Fundamentals
    by Robert F. Engle & Eric Ghysels & Bumjean Sohn

  • 2013 Ergodic Markov equilibrium with incomplete markets and short sales
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  • 2013 Reserve Options Mechanism:A New Macroprudential Tool to Limit the Adverse Effects of Capital Flow Volatility on Exchange Rates
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  • 2013 Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011
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  • 2013 The Validity of the Halloween Effect in the Istanbul Stock Exchange
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  • 2013 On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges
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  • 2013 Disclosure quality, diversification and the cost of capital
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  • 2013 Rediscovering Mises-Hayek Monetary And Business Cycle Theory In Light Of The Current Crisis: Credit Expansion As A Source Of Economic Boom And Bust
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  • 2013 Study on CEO Duality and Corporate Governance of Companies Listed in Bucharest Stock Exchange
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  • 2013 A Study of the Relationship between Corporate Social Responsibility - Financial Performance - Firm Size
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  • 2013 The IPO Cycles in China's A-share IPO Market: Detection Based on a Three Regimes Markov Switching Model
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  • 2013 Economic Crisis Impact On Changes In International Financial Institutions Operating
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  • 2013 Financing Policies Of Croatian Publicly Listed Firms
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  • 2013 Strategy Of Stock Valuation By Fundamental Analysis
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  • 2013 Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series
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  • 2013 Luigi Spaventa in Consob (Luigi Spaventa at Consob)
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  • 2013 Using R in Finance
    by Jiří Sedláček

  • 2013 Definition, Benefits and Risks of High-Frequency Trading
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  • 2013 The Current Status of Financing Public Higher Education Institutions in Romania – The Case of The University of Craiova
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  • 2013 The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices
    by Tarnaczi Tibor & Kulcsar Edina

  • 2013 Study About The Usage Of Agricultural Insurance Based On Indexes In Romania
    by NAN Anca-Petruta

  • 2013 Theoretical Aspects Of Financial Liberalization Process
    by Ciupac-Ulici Maria-Lenuta & Ardelean Ciprian George & Nistor Ioan Alin &

  • 2013 ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System
    by Martin Feldkircher & Gerhard Fenz & Robert Ferstl & Gerald Krenn & Benjamin Neudorfer & Claus Puhr & Thomas Reininger & Stefan W. Schmitz & Martin Schneider & Christoph Siebenbrunner & Michael Sigmund & Ralph Spitzer

  • 2013 New Opportunities On The Market Of Mergers And Acquisitions For 2014
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  • 2013 Financial Stability Review Of The Microfinance Sector In Moldova
    by Petru CATAN & Viorica ŞEPTELICI

  • 2013 Intellectual Capital Valuation and Stock Market Performance in an Era of Financial Turmoil: Blue Chip Banks Listed in Stock Exchanges of the Visegrad Countries
    by Jaroslaw Godyn

  • 2013 Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
    by Anand B. Gulati & James W. Kolari & Johan Knif

  • 2013 Does Equity Derivatives Trading Affect the Systematic Risk of the Underlying Stocks in an Emerging Market: Evidence from Pakistan’s Futures Market
    by Safi Ullah Khan & Zaheer Abbas

  • 2013 Instability In The Cee Banking System. Evidence From The Recent Financial Crisis
    by Renata Karkowska

  • 2013 Does financial development hold the key to economic growth?: the case of sub-saharan Africa
    by John M. Kagochi & Omar M. Al Nasser & Ellene Kebede

  • 2013 Like a Good Neighbor: Monetary Policy, Financial Stability, and the Distribution of Risk
    by Evan F. Koenig

  • 2013 Analysis of the Serbian Capital Market
    by Jelena Minovic & Vlastimir Vukovic

  • 2013 Internet Financial Communication: Evidence from Unregulated Markets of Brussels and Paris
    by Laetitia Pozniak

  • 2013 Mean Reversion of Volatility Around Extreme Stock Returns: Evidence from U.S. Stock Indexes
    by Ling T. He

  • 2013 The economics of small open economies
    by Guerron-Quintana, Pablo

  • 2013 Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries
    by Sinem Derindere KOSEOGLU & Emrah Ismail CEVIK

  • 2013 Financial Stress Spillover and Financial Linkages between the Euro Area and the Czech Republic
    by Tomas Adam & Sona Benecka

  • 2013 Impact of Exchange Rate on Foreign Private Investment in Pakistan
    by Muhammad Asif & Bahadar Shah

  • 2013 EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011
    by Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos

  • 2013 Seasonal affective disorder: onset and recovery
    by Khaled, Mohammed S. & Keef, Stephen P.

  • 2013 Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis
    by Loh, Lixia

  • 2013 Asset prices and exchange risk: Empirical evidence from Canada
    by Samson, Lucie

  • 2013 The autumn effect of gold
    by Baur, Dirk G.

  • 2013 Irrational fads, short-term memory emulation, and asset predictability
    by Bekiros, Stelios D.

  • 2013 Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns
    by Jubinski, Daniel & Tomljanovich, Marc

  • 2013 Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?
    by Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael

  • 2013 Price discovery between regular and mini index futures in the Taiwan Futures Exchange
    by Wang, Yun-Yi & Chang, Chiung-Chiao & Lee, Wan-Chen

  • 2013 Panel data analyses of the pecking order theory and the market timing theory of capital structure in Taiwan
    by Chen, Dar-Hsin & Chen, Chun-Da & Chen, Jianguo & Huang, Yu-Fang

  • 2013 Growth of aggregate corporate earnings and cash-flows: Persistence and determinants
    by Kryzanowski, Lawrence & Mohsni, Sana

  • 2013 Commodity house prices
    by Leung, Charles Ka Yui & Shi, Song & Ho Tang, Edward Chi

  • 2013 A quantitative model for structured microfinance
    by Dorfleitner, G. & Priberny, C.

  • 2013 Capital gains, illiquidity, and stock returns
    by Lei, Xiaoyan & Zhou, Yuegang & Zhu, Xiaoneng

  • 2013 Is there a volatility effect in the Hong Kong stock market?
    by Nartea, Gilbert V. & Wu, Ji

  • 2013 Short selling by individual investors: Destabilizing or price discovering?
    by Jung, Chan Shik & Kim, Woojin & Lee, Dong Wook

  • 2013 Weekly momentum by return interval ranking
    by Pan, Li & Tang, Ya & Xu, Jianguo

  • 2013 The effect of underreporting on LIBOR rates
    by Monticini, Andrea & Thornton, Daniel L.

  • 2013 How do foreign investors impact domestic economic activity? Evidence from India and China
    by Jotikasthira, Chotibhak & Lundblad, Christian & Ramadorai, Tarun

  • 2013 The financing and growth of firms in China and India: Evidence from capital markets
    by Didier, Tatiana & Schmukler, Sergio L.

  • 2013 Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
    by Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio

  • 2013 Footprints in the market: Hedge funds and the carry trade
    by Fong, Wai Mun

  • 2013 Legislating stock prices
    by Cohen, Lauren & Diether, Karl & Malloy, Christopher

  • 2013 Pricing the term structure with linear regressions
    by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel

  • 2013 A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?
    by So, Eric C.

  • 2013 Learning and the disappearing association between governance and returns
    by Bebchuk, Lucian A. & Cohen, Alma & Wang, Charles C.Y.

  • 2013 Growth to value: Option exercise and the cross section of equity returns
    by Ai, Hengjie & Kiku, Dana

  • 2013 Style investing, comovement and return predictability
    by Wahal, Sunil & Yavuz, M. Deniz

  • 2013 Estimating and testing beta pricing models on industries
    by Hammami, Yacine & Lindahl, Anna

  • 2013 Europe and the logic of hierarchy
    by Kapadia, Anush

  • 2013 Overconfident individual day traders: Evidence from the Taiwan futures market
    by Kuo, Wei-Yu & Lin, Tse-Chun

  • 2013 The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
    by Ederington, Louis H. & Guan, Wei

  • 2013 Asymmetry in government bond returns
    by Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke

  • 2013 Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
    by Kalimipalli, Madhu & Nayak, Subhankar & Perez, M. Fabricio

  • 2013 Nonparametric correlation models for portfolio allocation
    by Aslanidis, Nektarios & Casas, Isabel

  • 2013 The impact of credit rating announcements on credit default swap spreads
    by Finnerty, John D. & Miller, Cameron D. & Chen, Ren-Raw

  • 2013 Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
    by Wang, Kent & Liu, Junwei & Liu, Zhi

  • 2013 Public information arrival: Price discovery and liquidity in electronic limit order markets
    by Riordan, Ryan & Storkenmaier, Andreas & Wagener, Martin & Sarah Zhang, S.

  • 2013 On the role of the estimation error in prediction of expected shortfall
    by Lönnbark, Carl

  • 2013 US presidential elections and implied volatility: The role of political uncertainty
    by Goodell, John W. & Vähämaa, Sami

  • 2013 Inference in asset pricing models with a low-variance factor
    by Shang, Hua

  • 2013 Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system
    by Caporale, Guglielmo Maria & Girardi, Alessandro

  • 2013 Commodity and equity markets: Some stylized facts from a copula approach
    by Delatte, Anne-Laure & Lopez, Claude

  • 2013 Liquidity and initial public offering underpricing
    by Hahn, TeWhan & Ligon, James A. & Rhodes, Heather

  • 2013 The information content of open-market repurchase announcements in Taiwan
    by Cheng, Su-Yin & Hou, Han

  • 2013 An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
    by Phuong Pham, Thu & Joakim Westerholm, P.

  • 2013 A new perspective of equity market performance
    by Galagedera, Don U.A.

  • 2013 Time-variations in herding behavior: Evidence from a Markov switching SUR model
    by Klein, Arne C.

  • 2013 Institutional industry herding: Intentional or spurious?
    by Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Ferreira, Mario Pedro Leite

  • 2013 Bond futures and order imbalance
    by Smales, Lee A.

  • 2013 When do characteristics-sorted factors mechanically explain returns?
    by Murtazashvili, Irina & Vozlyublennaia, Nadia

  • 2013 Flexible price limits: The case of Tokyo Stock Exchange
    by Deb, Saikat Sovan & Kalev, Petko S. & Marisetty, Vijaya B.

  • 2013 Is carry-trade a viable alternative asset class?
    by Das, Sougata & Kadapakkam, Palani-Rajan & Tse, Yiuman

  • 2013 Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
    by Auer, Benjamin R. & Schuhmacher, Frank

  • 2013 A substitution effect between price clustering and size clustering in credit default swaps
    by Meng, Lei & Verousis, Thanos & ap Gwilym, Owain

  • 2013 Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?
    by Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu

  • 2013 Bank regulation and supervision in the context of the global crisis
    by Cihak, Martin & Demirgüç-Kunt, Asli & Martinez Peria, Maria Soledad & Mohseni-Cheraghlou, Amin

  • 2013 Are short sellers positive feedback traders? Evidence from the global financial crisis
    by Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L.

  • 2013 A simple indicator of systemic risk
    by Patro, Dilip K. & Qi, Min & Sun, Xian

  • 2013 High frequency trading and the new market makers
    by Menkveld, Albert J.

  • 2013 Low-latency trading
    by Hasbrouck, Joel & Saar, Gideon

  • 2013 Informed local trading prior to earnings announcements
    by Berry, Thomas & Gamble, Keith Jacks

  • 2013 Trade and information in the corporate bond market
    by Ronen, Tavy & Zhou, Xing

  • 2013 Performance hypothesis testing with the Sharpe ratio: The case of hedge funds
    by Auer, Benjamin R. & Schuhmacher, Frank

  • 2013 Predicting the limit-hit frequency in futures contracts
    by Levy, Tamir & Qadan, Mahmod & Yagil, Joseph

  • 2013 Diamonds — A precious new asset?
    by Auer, Benjamin R. & Schuhmacher, Frank

  • 2013 Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria
    by Fowowe, Babajide

  • 2013 The effects of terrorism and war on the oil price–stock index relationship
    by Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos

  • 2013 The liquidity of energy stocks
    by Sklavos, Konstantinos & Dam, Lammertjan & Scholtens, Bert

  • 2013 From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks
    by Bohl, Martin T. & Kaufmann, Philipp & Stephan, Patrick M.

  • 2013 On the links between stock and commodity markets' volatility
    by Creti, Anna & Joëts, Marc & Mignon, Valérie

  • 2013 The (de)merits of minimum-variance hedging: Application to the crack spread
    by Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit

  • 2013 Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
    by Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd

  • 2013 Downside risk and the energy hedger's horizon
    by Conlon, Thomas & Cotter, John

  • 2013 Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
    by Awartani, Basel & Maghyereh, Aktham Issa

  • 2013 The high-frequency asymmetric response of stock returns to monetary policy for high oil price events
    by Tsai, Chun-Li

  • 2013 Are short sellers incrementally informed prior to earnings announcements?
    by Blau, Benjamin M. & Pinegar, J. Michael

  • 2013 On the risk return relationship
    by Wang, Jianxin & Yang, Minxian

  • 2013 Do strategic alliances in a developing country create firm value? Evidence from Korean firms
    by Lee, Hyunchul & Cho, Euije & Cheong, Chongcheul & Kim, Jinsu

  • 2013 Another look at the cross-section and time-series of stock returns: 1951 to 2011
    by Du, Ding

  • 2013 What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?
    by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas

  • 2013 Experience-based corporate corruption and stock market volatility: Evidence from emerging markets
    by Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin

  • 2013 Separating the wheat from the chaff: Understanding portfolio returns in an emerging market
    by Eterovic, Nicolas A. & Eterovic, Dalibor S.

  • 2013 Crossing network versus dealer market: Unique equilibrium in the allocation of order flow
    by Daniëls, Tijmen R. & Dönges, Jutta & Heinemann, Frank

  • 2013 On loss functions and ranking forecasting performances of multivariate volatility models
    by Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

  • 2013 Jump tails, extreme dependencies, and the distribution of stock returns
    by Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi

  • 2013 Perpetual learning and stock return predictability
    by Zhu, Xiaoneng

  • 2013 Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

  • 2013 Are the effects of Bloom’s uncertainty shocks robust?
    by Choi, Sangyup

  • 2013 Taxation and the cash flow sensitivity of dividends
    by Jacob, Marcus & Jacob, Martin

  • 2013 Time-varying mixture GARCH models and asymmetric volatility
    by Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C.

  • 2013 Decomposing U.S. Stock Market Comovement into spillovers and common factors
    by Weber, Enzo

  • 2013 Financial structure on growth and volatility
    by Yeh, Chih-Chuan & Huang, Ho-Chuan (River) & Lin, Pei-Chien

  • 2013 Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach
    by Girardin, Eric & Joyeux, Roselyne

  • 2013 Does the stock market cause economic growth? Portuguese evidence of economic regime change
    by Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso

  • 2013 Regime-switching in volatility and correlation structure using range-based models with Markov-switching
    by Miao, Daniel Wei-Chung & Wu, Chun-Chou & Su, Yi-Kai

  • 2013 Trading Forward in the Brazilian Electricity Market
    by Paulo Cesar Coutinho & Andre Rossi de Oliveira

  • 2013 Carbon Credits: Who is the Leader of the Pack?
    by Vicente Medina & Angel Pardo & Roberto Pascual

  • 2013 Financial Performance Ranking of the Automotive Industry Firms in Turkey: Evidence from an Entropy-Weighted Technique
    by Berna Bulgurcu

  • 2013 The Impact of Stock Market Performance upon Economic Growth
    by Najeb M.H. Masoud

  • 2013 Is There a Link Between Monetary Policy and Risk Perception in Eastern European Countries Implementing Inflation Targeting Regime?
    by Aydan Kansu & Nurtac Yildirim & Oguzhan Ozcelebi

  • 2013 Financial Sector Development and Economic Growth: Evidence from Zimbabwe
    by Godfrey Ndlovu

  • 2013 Mongolian and World Equity Markets: Volatilities and Correlations
    by Yertai Tanai & Kuan-Pin Lin

  • 2013 Financial Analysis, Budgeting, Decision and Control
    by Mariana Rodica TIRLEA

  • 2013 Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy
    by Jizheng Huang & Heng-fu Zou

  • 2013 Let us wake up to beauty
    by Juan Urrutia Elejalde

  • 2013 Perplejidad, vacío y hasta empecinamiento de las políticas económicas en la crisis 2007-2012/2013: ensayo de propuestas
    by Jacint Ros Hombravella

  • 2013 ¿Es la bolsa un indicador avanzado de la economía real?
    by Joan Hortalà i Arau & Helena Rocañín de la Fuente

  • 2013 Análisis de las Prácticas de Gobierno Corporativo en la Bolsa de Valores de Colombia
    by Diógenes Lagos Cortés

  • 2013 ¿Los medios de comunicación en Colombia son una industria creadora de valor?
    by Jorge Alberto Rivera Godoy & Ana Milena Padilla Ospina

  • 2013 ¿Es necesaria y posible una teoría general para estructurar la ciencia contable?
    by José Joaquín Ortiz Bojacá

  • 2013 The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index
    by Xi Shen & Kanchana Chokethaworn & Chukiat Chaiboonsri

  • 2013 High Frequency Traders: Angels or Devils?
    by Jeffrey MacIntosh

  • 2013 The Relationship Between Stock Prices and Exchange Rates Evidence from Developed and Developing Countries
    by Onder Buberkoku

  • 2013 Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level
    by Kate Phylaktis & Gikas Manalis

  • 2013 Case Study Regarding The Financial Performance Based On Rates Of Return, For Companies Listed On Bucharest Stock Exchange, Acting In Mining And Quarrying Domain
    by BALTES Nicolae & VASIU Diana Elena

  • 2013 An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange
    by Vesna Bucevska

  • 2013 The Latvian financial stress index as an important element of the financial system stability monitoring framework
    by Nadežda Sinenko & Deniss Titarenko & Mikus Arinš

  • 2013 Income Diversification and Bank Performance: Evidence From Turkish Banking Sector
    by Ali Osman GURBUZ & Serhat YANIK & Yusuf AYTURK

  • 2013 The Effects of Exchange Rate Fluctuations on Corporations and Evidence from Turkey
    by Ali Hakan MUTLUAY & Tuncay Turan TURABOGLU

  • 2013 Romanian Medical Services Financing Alternatives. A Quantitative Review Of Literature
    by ANCA MEDA BURCA

  • 2013 Stock Exchanges mergers: the case for the United Arab Emirates
    by Andrea Paltrinieri

  • 2013 Basel 3 and the liquidity of corporate and government bonds in Europe
    by Giovanni Petrella & Andrea Resti

  • 2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
    by Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit

  • 2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
    by Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit

  • 2013 The Effect of Marketing Expenses on Stock Returns: The Case of ISE Food Industry
    by Yusuf Volkan Topuz & Nazlı Aksit

  • 2013 Effects of Financial and Non-Financial Information Disclosure on Prices’ Mechanisms for Emergent Markets: The Case of Bucharest Stock Exchange
    by Bogdan DIMA & Ioan CUZMAN & Stefana DIMA (CRISTEA) & Otilia SARAMAT

  • 2013 Assessing the Stock Market Wealth Effect in South Africa
    by Lumengo Bonga-Bonga

  • 2013 Do Commodity Index Traders Destabilize Agricultural Futures Prices?
    by Martin T. Bohl & Farrukh Javed & Patrick M. Stephan

  • 2013 An International Look at the Growth of Modern Finance
    by Thomas Philippon & Ariell Reshef

  • 2013 Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents
    by Andrei A. Kirilenko & Andrew W. Lo

  • 2013 The Growth of Finance
    by Robin Greenwood & David Scharfstein

  • 2013 Finance: Function Matters, Not Size
    by John H. Cochrane

  • 2013 Can Financial Engineering Cure Cancer?
    by David E. Fagnan & Jose Maria Fernandez & Andrew W. Lo & Roger M. Stein

  • 2013 Reflections on Finance and the Good Society
    by Robert J. Shiller

  • 2012 No Contagion, only Globalization and Flight to Quality
    by Marie Briere & Ariane Chapelle & Ariane Szafarz

  • 2012 Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe
    by Astrid Herinckx & Ariane Szafarz

  • 2012 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir

  • 2012 The Performance of Islamic Investment: Evidence from the Dow Jones Islamic Indexes
    by Jouaber, Kaouther & Ben Salah, Meriem & Rigobert, Marie-Josèphe

  • 2012 Finanzierungserfordernisse des sächsischen Handwerks: gegenwärtige Situation, Perspektiven und wirtschaftspolitische Implikationen
    by Joachim Ragnitz & Johannes Steinbrecher

  • 2012 Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market
    by Faugere, Christophe

  • 2012 The Impact of the Exchange Rate on the Stock Market - L’impatto del tasso di cambio sul mercato azionario
    by Alghalith, Moawia & Polius, Tracy & Franklin, Martin

  • 2012 Risk Measurement with a Safety Belt: Pareto Meets Chebyshev
    by Karl-Heinz Tödter

  • 2012 Elektronische Kreditmarktplätze: Funktionsweise, Gestaltung und Erkenntnisstand bei dieser Form des „Peer-to-Peer Lending“
    by Sven Christian Berger & Bernd Skiera

  • 2012 Stock returns and implied volatility: A new VAR approach
    by Lee, Bong Soo & Ryu, Doojin

  • 2012 Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability
    by Jank, Stephan

  • 2012 Relationship lending in the interbank market and the price of liquidity
    by Bräuning, Falk & Fecht, Falko

  • 2012 Trend Following, Risk Parity and Momentum in Commodity Futures
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2012 The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

  • 2012 Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
    by Carlos Martins-Filho & Feng Yao & Maximo Torero

  • 2012 Does the market make us happy? The stock market and well-being
    by Aurora Murgea & Robert Reisz

  • 2012 The Affine Nature of Aggregate Wealth Dynamics
    by Eckhard Platen & Renata Rendek

  • 2012 Modeling of Oil Prices
    by Ke Du & Eckhard Platen & Renata Rendek

  • 2012 Do Newspaper Articles Predict Aggregate Stock Returns?
    by Ammann, Manuel & Frey, Roman & Verhofen, Michael

  • 2012 Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis
    by Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña

  • 2012 Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust
    by John Cotter & Stuart Gabriel & Richard Roll

  • 2012 Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation
    by Marcelo Bianconi & Joe A. Yoshino

  • 2012 Internalization, Clearing and Settlement, and Liquidity
    by Degryse, H.A. & van Achter, M. & Wuyts, G.

  • 2012 Internalization, Clearing and Settlement, and Liquidity
    by Degryse, H.A. & van Achter, M. & Wuyts, G.

  • 2012 Ranking systemically important financial institutions
    by Dungey, Mardi & Luciani, Matteo & Veredas, David

  • 2012 Fact and Fiction in FX Arbitrage Processes
    by Rod Cross & Victor Kozyakin

  • 2012 Testing the Effects of Short-Selling Restrictions on Asset Prices
    by Rodrigo De-Losso & Alan De Genaro, Bruno C. Giovannetti

  • 2012 Do Margin Requirements Affect Asset Prices?
    by Bruno Cara Giovannetti & Guilherme B. Martins

  • 2012 Addressing Economic Crises: The Reference-Class Problem
    by Xavier De Scheemaekere & Kim Oosterlinck & Ariane Szafarz

  • 2012 No contagion, only globalization and flight to quality
    by Marie Briere & Ariane Chapelle & Ariane Szafarz

  • 2012 Stock Returns, Governments and Market Foresight in France, 1871-2008
    by David Le Bris

  • 2012 Circuit Breakers and Market Runs
    by Sarah Draus & Mark van Achter

  • 2012 A Simple Characterization of Dynamic Completeness in Continuous Time
    by Theodoros M. Diasakos

  • 2012 Do Wealthier Households Save More? – The Impact of the Demographic Factor
    by Ansgar Belke & Christian Dreger & Richard Ochmann

  • 2012 What is New in the Finance-growth Nexus: OTC Derivatives, Bank Assets and Growth
    by Leonardo Becchetti & Nicola Ciampoli

  • 2012 The impact of the economic crisis on the EU labour market: a comparative perspective
    by Pasquale Tridico

  • 2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
    by Ansgar Belke & Christian Dreger & Richard Ochmann

  • 2012 Executive Stock Options and Time Diversification
    by Carmona, Julio & León, Ángel & Vaello-Sebastià, Antoni

  • 2012 Dependência De Longo Prazo Em Retornos Accionistas: Modelação E Evidência Empírica Internacional
    by Gomes, Luís & Soares, Vasco

  • 2012 What is new in the finance-growth nexus: OTC derivatives, bank assets and growth
    by Becchetti, Leonardo & Ciampoli, Nicola

  • 2012 Strengthening the Financial System and Mobilizing Savings to Support More Balanced Growth in ASEAN+3
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  • 2012 Structural Distortions in the Euro Interbank Market: The Role of ‘Key Players’ during the Recent Market Turmoil
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  • 2012 Do Jumps Contribute to the Dynamics of the Equity Premium?
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  • 2012 Properties of Foreign Exchange Risk Premiums
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  • 2012 Measuring Market Liquidity: An Introductory Survey
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  • 2012 The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread
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  • 2012 Economic Crises: The Impact on Australia and Canada
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  • 2012 Obsolescence Of The 30-Year Mortgage
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  • 2012 Determinants of Inflow of Foreign Direct Investment (FDI) into Pakistan
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  • 2012 Volatility Impact of Stock Index Futures Trading - A Revised Analysis
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  • 2012 The integration of the banking, insurance and reinsurance markets in Russia and Ukraine
    by Kozmenko, Olha & Kuzmenko, Olha

  • 2012 The necessity of stock markets information incorporation into the methodology of credit rating agencies
    by Kozmenko, Serhiy & Plastun, Oleksiy

  • 2012 Mutual influence of the exchange assets: practical aspects
    by Kozmenko, Serhiy & Plastun, Oleksiy

  • 2012 Міжнародні Злиття Та Поглинання У Фінансовому Секторі: Світові Тенденції Та Особливості Прояву В Україні
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  • 2012 A dynamic limit order market with fast and slow traders
    by Hoffmann, Peter

  • 2012 Transmission of Government Default Risk in the Eurozone
    by Kohonen, Anssi

  • 2012 Responding to Financial Crisis: The Rise of State Ownership and Implications for Firm Performance
    by Carney, Richard W. & Liu, Wai-Man (Raymond) & Ngo, Phong T. H.

  • 2012 Testing the covariance stationarity of CEE stocks
    by Lyócsa, Štefan & Baumöhl, Eduard

  • 2012 Constructing weekly returns based on daily stock market data: A puzzle for empirical research?
    by Baumöhl, Eduard & Lyócsa, Štefan

  • 2012 U.K. cross-sectional equity data: The case for robust investability filters
    by Rossi, Francesco

  • 2012 Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
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  • 2012 The dynamic relation between short sellers, option traders, and aggregate returns
    by Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan

  • 2012 Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones
    by Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio

  • 2012 Fiancial Innovation, Structuring and Risk Transfer
    by Vanini, Paolo

  • 2012 Corporate Bond Market in India: Current Scope and Future Challenges
    by Mukherjee, Dr. Kedar nath

  • 2012 Collateral choice and the fundamental theorem of asset pricing
    by Luis Manuel, García Muñoz

  • 2012 Reformed Pensions Systems in Central and Eastern Europe: Challenges to future safe pension benefits
    by Lazarevski, Dimche & Mrsik, Jadranka

  • 2012 Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications
    by Barnett, William A. & Jawadi, Fredj

  • 2012 Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil
    by Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola

  • 2012 Evolution of security transaction tax in India
    by Sinha, Pankaj & Mathur, Kritika

  • 2012 Algorithm for construction of portfolio of stocks using Treynor’s ratio
    by Sinha, Pankaj & Goyal, Lavleen

  • 2012 Commodity and Equity Markets: Some Stylized Facts from a Copula Approach
    by Delatte, Anne-Laure & Lopez, Claude

  • 2012 Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010)
    by Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso

  • 2012 Government quality determinants of stock market performance in African countries
    by Simplice A, Asongu

  • 2012 Regulation and supervision of microfinance institutions: an example of cooperative credit society
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  • 2012 Day of the week effect in central European stock markets
    by Stavarek, Daniel & Heryan, Tomas

  • 2012 Distressed sales and liquidity in OTC markets
    by Selcuk, Cemil

  • 2012 Democracy and Stock Market Performance in African Countries
    by Simplice A, Asongu

  • 2012 The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data
    by Bicchetti, David & Maystre, Nicolas

  • 2012 Eliminating Laboratory Asset Bubbles by Paying Interest on Cash
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  • 2012 EMU sovereign spreads and macroeconomic news
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  • 2012 Revisiting the empirical linkages between stock returns and trading volume
    by Chen, Shiu-Sheng

  • 2012 Going green: does it depend on education, gender, or income?
    by De Silva, Dakshina & Pownall, Rachel A. J.

  • 2012 African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment
    by Simplice A, Asongu

  • 2012 Basics of Levy processes
    by Neil Shephard & Ole E. Barndorff-Nielsen

  • 2012 Return and Volatility Spillovers between Japanese and Chinese Stock MarketsFAn Analysis of Overlapping Trading Hours with High-frequency Data
    by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

  • 2012 How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads
    by Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno

  • 2012 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir

  • 2012 On the Link Between the Volatility and Skewness of Growth
    by Geert Bekaert & Alexander Popov

  • 2012 Building Castles in the Air: Evidence from Industry IPO Waves
    by Zhi Da & Ravi Jagannathan & Jianfeng Shen

  • 2012 Do prices reveal the presence of informed trading?
    by Pierre Collin-Dufresne & Vyacheslav Fos

  • 2012 Insider Trading, Stochastic Liquidity and Equilibrium Prices
    by Pierre Collin-Dufresne & Vyacheslav Fos

  • 2012 Endogenous Dividend Dynamics and the Term Structure of Dividend Strips
    by Frederico Belo & Pierre Collin-Dufresne & Robert S. Goldstein

  • 2012 Is Paper Money Just Paper Money? Experimentation and Local Variation in the Fiat Paper Monies Issued by the Colonial Governments of British North America, 1690-1775: Part I
    by Farley Grubb

  • 2012 Private Equity Performance: What Do We Know?
    by Robert S. Harris & Tim Jenkinson & Steven N. Kaplan

  • 2012 Credit Supply and House Prices: Evidence from Mortgage Market Segmentation
    by Manuel Adelino & Antoinette Schoar & Felipe Severino

  • 2012 The Housing Market(s) of San Diego
    by Tim Landvoigt & Monika Piazzesi & Martin Schneider

  • 2012 On the empirical importance of periodicity in the volatility of financial time series
    by Blazej Mazur & Mateusz Pipien

  • 2012 The role of complementarity and the financial liberalization in the financial crisis
    by Adeline Saillard

  • 2012 A system-wide financial stress indicator for the Hungarian financial system
    by Dániel Holló

  • 2012 Stock returns and Inflation:Evidence from Quantile Regressions
    by Paul Alagidede & Theodore Panagiotidis

  • 2012 Herding in a Laboratory Asset Market with a Rich Action Set
    by Lora R. Todorova & Bodo Vogt

  • 2012 Risk Sharing in an Asymmetric Environment
    by Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini

  • 2012 A Reconsideration of Arrow-Lind: Risk Aversion, Risk Sharing, and Agent Choice
    by Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini

  • 2012 Latvian Financial Stress Index
    by Nadezda Sinenko & Deniss Titarenko & Mikus Arins

  • 2012 Heterogeneous Beliefs in Over-The-Counter Markets
    by Marc de Kamps & Daniel Ladley & Aistis Simaitis

  • 2012 Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications
    by William Barnett & Fredj Jawadi

  • 2012 The Effects of Credit Status on College Attainment and College Completion
    by Gicheva, Dora & Ionescu, Felicia & Simpson, Nicole B.

  • 2012 Monitoring Costs, Credit Constraints and Entrepreneurship
    by Banerji, Sanjay & Raj, Rajesh S.N. & Sen, Kunal

  • 2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
    by Belke, Ansgar & Dreger, Christian & Ochmann, Richard

  • 2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
    by Belke, Ansgar & Dreger, Christian & Ochmann, Richard

  • 2012 Washing away original sin: vulnerability to crisis and the role of local currency bonds in Sub-Saharan Africa
    by Essers, Dennis & Cassimon, Danny

  • 2012 Housing Finance in Central America: What is Holding It Back?
    by Francisco Sancho & Luis Rivera & Julio Rosales

  • 2012 Resposible investments in a developing country: Case study of a Bolivian pilot experience
    by Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Laura García Sobral

  • 2012 Hidden Liquidity: Determinants and Impact
    by Gökhan Cebiroglu & Ulrich Horst

  • 2012 Quantile Regression in Risk Calibration
    by Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang

  • 2012 The Shadow Banking System - Survey and Typological Framework
    by Jenny Poschmann

  • 2012 Asymmetry with respect to the memory in stock market volatilities
    by Lönnbark, Carl

  • 2012 On the role of the estimation error in prediction of expected shortfall
    by Lönnbark, Carl

  • 2012 Essays on Credit Markets and Banking
    by Holmberg, Ulf

  • 2012 The liquidity of the Secondary Market for Debt Securities in Norway
    by Rakkestad, Ketil & Skjeltorp, Johannes & Ødegaard, Bernt Arne

  • 2012 Rate of return requirement for climate versus petroleum projects
    by Emhjellen, Magne & Osmundsen, Petter

  • 2012 Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2011
    by Ødegaard, Bernt Arne

  • 2012 Empirics of the Oslo Stock Exchange. Liquidity results 1980-2011
    by Ødegaard, Bernt Arne

  • 2012 Empirics of the Oslo Stock Exchange. Ownership results 1980-2009
    by Ødegaard, Bernt Arne

  • 2012 What Puzzles? New insights in asset pricing
    by Aase, Knut K.

  • 2012 Do Option-like Incentives Induce Overvaluation? Evidence from Experimental Asset Markets
    by Holmén, Martin & Kirchler, Michael & Kleinlercher, Daniel

  • 2012 Does relationship matter? The choice of financial advisors
    by Francis, Bill B. & Hasan, Iftekhar & Sun , Xian

  • 2012 A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality
    by Gernot Hinterleitner & Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan

  • 2012 An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?
    by Giulio Cifarelli & Paolo Paesani

  • 2012 Regime Identification in Limit Order Books
    by Rossen Trendafilov & Erick W Rengifo

  • 2012 What is new in the finance-growth nexus: OTC derivatives, bank assets and growth
    by Leonardo Becchetti & Nicola Ciampoli

  • 2012 Robust maximization of asymptotic growth
    by Constantinos Kardaras & Scott Robertson

  • 2012 Ranking Systemically Important Financial Institutions
    by Mardi Dungey & Matteo Luciani & David Veredas

  • 2012 The Economic Consequences of Proxy Advisor Say-on-Pay Voting Policies
    by Larcker, David F. & McCall, Allan L. & Ormazabal, Gaizka

  • 2012 On the links between stock and commodity markets' volatility
    by Anna Creti & Marc Joëts & Valérie Mignon

  • 2012 Finding the core: Network structure in interbank markets
    by Iman van Lelyveld & Daan in 't Veld

  • 2012 Is Paper Money just Paper Money/ Experimentation and Local Variation in the Fiat Paper Monies Issued by the Colonial Government of British North America, 1690-1775: Part I
    by Farley Grubb

  • 2012 Do Wealthier Households Save More?: The Impact of the Demographic Factor
    by Ansgar Belke & Christian Dreger & Richard Ochmann

  • 2012 No contagion, only globalization and flight to quality
    by Szafarz, Ariane & Chapelle, Ariane & Brière, Marie

  • 2012 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
    by Avouyi-Dovi, Sanvi & Idier, Julien

  • 2012 From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks
    by Martin Bohl & Philipp Kaufmann & Patrick Stephan

  • 2012 Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
    by Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling

  • 2012 The Wealth-Consumption Ratio
    by Lustig, Hanno & van Nieuwerburgh, Stijn & Verdelhan, Adrien

  • 2012 The Scapegoat Theory of Exchange Rates: The First Tests
    by Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele

  • 2012 Internalization, Clearing and Settlement, and Liquidity
    by Degryse, Hans & Van Achter, Mark & Wuyts, Gunther

  • 2012 The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
    by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

  • 2012 The AIRR Approach for Investment Performance Measurement
    by Carlo Alberto Magni

  • 2012 Interval and fuzzy Average Internal Rate of Return for investment appraisal
    by Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini

  • 2012 Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos
    by Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo

  • 2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
    by Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

  • 2012 On the links between stock and commodity markets' volatility
    by Anna Creti & Marc Joëts & Valérie Mignon

  • 2012 Finding Common Cause: The Renewed Quest for a National Securities Regulator
    by Jeremy Fraiberg

  • 2012 Finding Common Cause: The Renewed Quest for a National Securities Regulator
    by Jeremy Fraiberg

  • 2012 The effect of LNG on the rleationship between UK and Continental European natural gas markets
    by Koenig, P.

  • 2012 Asset price manipulation with several traders
    by Walther, A.

  • 2012 The Dyanamic Location/Scale Model: with applications to intra-day financial data
    by Andres, P. & Harvey, A.

  • 2012 Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil
    by C. Liberati & M. Marzo & P. Zagaglia & P. Zappa

  • 2012 High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market
    by Benos, Evangelos & Sagade, Satchit

  • 2012 Reputation, risk-taking and macroprudential policy
    by Aikman, David & Nelson, Benjamin & Tanaka, Misa

  • 2012 A network model of financial system resilience
    by Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew

  • 2012 Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions
    by de Vincent-Humphreys, Rupert & Noss, Joseph

  • 2012 Expected inflation and inflation risk premium in the euro area and in the United States
    by Marcello Pericoli

  • 2012 Real term structure and inflation compensation in the euro area
    by Marcello Pericoli

  • 2012 Bank leverage cycles
    by Galo Nuño & Carlos Thomas

  • 2012 Financial Crisis Resolution
    by Josef Schroth

  • 2012 When Lower Risk Increases Profit: Competition and Control of a Central Counterparty
    by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive

  • 2012 Credit Crunch Or not? Case of Turkey during the Global Economic Crisis
    by Mehmet Kerim Gokay & Zumrut Imamoglu & Baris Soybilgen

  • 2012 Italy from economic decline to the current crisis
    by Pasquale Tridico

  • 2012 On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints
    by Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller

  • 2012 African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment
    by Asongu Simplice

  • 2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
    by Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

  • 2012 A directional-change event approach for studying financial time series
    by Aloud, Monira & Tsang, Edward & Olsen, Richard & Dupuis, Alexandre

  • 2012 Mixtures of Laws: a New Method to Estimate the Parameters
    by Ioana VIASU & Constantin CHILARESCU

  • 2012 Moody’S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms
    by Luís Pacheco

  • 2012 Globalization, Financial Crisis And Contagion: Time - Dynamic Evidence From Financial Markets Of Developing Countries
    by Simplice A. ASONGU

  • 2012 Towards A Measurement Scale For Contagion Effect On Capital Market
    by Renata KARKOWSKA

  • 2012 Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book
    by Joachim Grammig & Erik Theissen

  • 2012 The Use Of A Value At Risk Measure For The Analysis Of Bank Interest Margins
    by Agata Gemzik-Salwach

  • 2012 The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area
    by Federico Nucera

  • 2012 An Investigation into the Impact of the Usage of Debt on the Profitability of Romanian Companies
    by Florinita DUCA

  • 2012 The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange
    by Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI

  • 2012 Integration of Capital, Commodity and Currency Markets: A Study on Volatility Spillover
    by Suhail Palakkod

  • 2012 Some Preliminary Evidence on Stock Price Bubbles in an Emerging Market
    by Nawazish Mirza & Ayesha Afzal

  • 2012 Determination of Share Price: Evidence from Karachi Stock Exchange
    by Muhammad Farhan Malik & Muhammad Usman Qureshi & Muhammad Azeem

  • 2012 Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models
    by Jianfeng Yu

  • 2012 Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India
    by Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari & Olaolu Richard Olayeni

  • 2012 On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process
    by Błażej Mazur & Mateusz Pipień

  • 2012 What is Self-Influential Economic Theory?
    by Tomáš Buus

  • 2012 Application of financial market approaches related to uncertainty into the area of Corporate Finance
    by Václav Leinweber

  • 2012 Some Questions about Churning by Derivatives
    by Petr Dvořák

  • 2012 Wavelets and Estimation of Long Memory in Log Volatility and Time Series Perturbed by Noise
    by Milan Bašta

  • 2012 Risk Management in the Financial Services Sector—Applicability and Performance of VaR Models in Pakistan
    by Syeda Rabab Mudakkar & Jamshed Y. Uppal

  • 2012 Bank Taxes in the European Union
    by Levente Kovács

  • 2012 Statistical Analysis of Emerging Capital Markets
    by Birãu Felicia Ramona

  • 2012 Practical Difficulties Generated by Cargo Description in Contracts for International Sale of Goods and Bills of Lading
    by Bãtrînca Ghiorghe

  • 2012 Main Determinants of the Mutual Funds Dynamics in Romania before and after the Financial Crisis
    by Radu Ioana & Nistor Ioan Alin & Ciupac-Ulici Maria Lenuþa

  • 2012 Driving Economic Growth and Stock Market Liquidity through the Dynamics of the Mutual Fund Industry
    by Radu Ioana & Sava Catalina Claudia

  • 2012 Corporate Governance Codes and their Implementation
    by Duca Floriniþa & Mihalache Raluca Andreea

  • 2012 The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange
    by Georgeta VINTILA & Floriniþa DUCA

  • 2012 The Leasing Market in Romania
    by Munteanu Irena

  • 2012 The Role of Stock Exchange in Romanian Market Capital Development
    by Oana Caliþoiu

  • 2012 Analyzing The European Market Of Interest Rate Swap Indices
    by Trenca Ioan & Mutu Simona & Petria Nicolae

  • 2012 The Correlation Between The Exchange Rate And The Direct Foreign Investments
    by Halmi Mirela

  • 2012 The future of the Asian economic and financial community
    by Rintaro Tamaki

  • 2012 Effects of Dividends on Stock Prices in Nepal
    by Rabindra Joshi

  • 2012 Theories of Liquidity
    by Vayanos, Dimitri & Wang, Jiang

  • 2012 Belgium’s progress towards SEPA – the Single Euro Payments Area
    by J. Vermeulen

  • 2012 Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory
    by Jian Wu & Zhengjun Zhang & Yong Zhao

  • 2012 Impact of Financial Reforms on Stock Price Index of Karachi Stock Exchange: An ARDL Cointegration Approach
    by Shah Khalid & Wali Ullah & Fazli Rabbi

  • 2012 What Determines The Capital Structure Of Listed Firms In Romania
    by Florinita Duca

  • 2012 Oil Prices and Stock Prices of Alternative Energy Companies: Time Varying Relationship with Recent Evidence
    by Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen

  • 2012 Day of the Week Effect in Latin American Stock Markets
    by Werner Kristjanpoller Rodriguez

  • 2012 Does Momentum Still Exist in the Australian Stock-Market?
    by Imroze Nandha & Harminder Singh & Randy Silvers

  • 2012 The Optimal Total Costs for Writing a Straddle
    by Hsinan Hsu & Emily Ho

  • 2012 Factors Affecting the Value Relevance of Accounting Information
    by Mahmoud Dehghan Nayeri & Ali Faal Ghayoumi & Mohammad Ali Bidari

  • 2012 Does It Matter Who Trades Energy Derivatives?
    by Bahattin Büyüksahin & Michel A. Robe

  • 2012 Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange
    by Ceylan Onay & Gözde Ünal

  • 2012 An empirical analysis of dynamic relationship between stock market and bond market based on information shocks
    by Qiang Chen & Daolun Chen & YuTing Gong

  • 2012 An empirical analysis of corporate insiders' trading performance
    by Qin Lei & Murli Rajan & Xuewu Wang

  • 2012 Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market
    by Rodolfo Cermeño Bazán & M. Pavel Solís Montes

  • 2012 Kovaryans Matrisi Tahmininin Portfoy Secimine Etkisi: IMKB’de Farkli Yatirim Ufuklari icin Uygulama
    by Gulfen TUNA

  • 2012 The preponderant causes of the USA banking crisis 2007–08
    by Pol, Eduardo

  • 2012 Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt
    by Dunbar, Kwamie & Amin, Abu S.

  • 2012 Firm Market Performance and Volatility in a National Real Estate Sector
    by Bianconi, Marcelo & Yoshino, Joe A.

  • 2012 Asset pricing with idiosyncratic risk: The Spanish case
    by Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis

  • 2012 The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?
    by Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui

  • 2012 Co-movement of oil and stock prices in the GCC region: A wavelet analysis
    by Akoum, Ibrahim & Graham, Michael & Kivihaho, Jarno & Nikkinen, Jussi & Omran, Mohammed

  • 2012 Intraday dynamics of volatility and duration: Evidence from Chinese stocks
    by Liu, Chun & Maheu, John M.

  • 2012 How do investors react under uncertainty?
    by Bird, Ron & Yeung, Danny

  • 2012 The effects of Bank of Japan’s liquidity provision on the year-end premium
    by Hirose, Yasuo & Ohyama, Shinsuke & Taniguchi, Ken

  • 2012 Do external political pressures affect the Renminbi exchange rate?
    by Liu, Li-Gang & Pauwels, Laurent L.

  • 2012 No contagion, only globalization and flight to quality
    by Brière, Marie & Chapelle, Ariane & Szafarz, Ariane

  • 2012 How the Subprime Crisis went global: Evidence from bank credit default swap spreads
    by Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio

  • 2012 Systematic risk and the cross section of hedge fund returns
    by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur

  • 2012 Displacement risk and asset returns
    by Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros

  • 2012 Properties of foreign exchange risk premiums
    by Sarno, Lucio & Schneider, Paul & Wagner, Christian

  • 2012 Complicated firms
    by Cohen, Lauren & Lou, Dong

  • 2012 Irrationality and beliefs in a laboratory asset market: Is it me or is it you?
    by Ackert, Lucy F. & Kluger, Brian D. & Qi, Li

  • 2012 Estimating behavioural heterogeneity under regime switching
    by Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan

  • 2012 Do financial systems converge? New evidence from financial assets in OECD countries
    by Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea

  • 2012 Forecasting the performance of hedge fund styles
    by Olmo, José & Sanso-Navarro, Marcos

  • 2012 Option trading: Information or differences of opinion?
    by Choy, Siu Kai & Wei, Jason

  • 2012 False discoveries in volatility timing of mutual funds
    by Kim, Sangbae & In, Francis

  • 2012 A decision-theoretic foundation for reward-to-risk performance measures
    by Schuhmacher, Frank & Eling, Martin

  • 2012 The week-of-the-year effect: Evidence from around the globe
    by Levy, Tamir & Yagil, Joseph

  • 2012 Revisiting the empirical linkages between stock returns and trading volume
    by Chen, Shiu-Sheng

  • 2012 Market power and reputational concerns in the ratings industry
    by Mariano, Beatriz

  • 2012 Extreme downside risk and expected stock returns
    by Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng

  • 2012 Earnings conference calls and stock returns: The incremental informativeness of textual tone
    by Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A.

  • 2012 A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
    by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.

  • 2012 The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
    by Murtazashvili, Irina & Vozlyublennaia, Nadia

  • 2012 Trading frequency and volatility clustering
    by Xue, Yi & Gençay, Ramazan

  • 2012 The politics of financial development: The role of interest groups and government capabilities
    by Becerra, O. & Cavallo, E. & Scartascini, C.

  • 2012 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
    by Avouyi-Dovi, Sanvi & Idier, Julien

  • 2012 The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data
    by Mun, Kyung-Chun

  • 2012 Do industries matter in explaining stock returns and asset-pricing anomalies?
    by Chou, Pin-Huang & Ho, Po-Hsin & Ko, Kuan-Cheng

  • 2012 Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
    by Fan, Longzhen & Tian, Shu & Zhang, Chu

  • 2012 High-frequency financial data modeling using Hawkes processes
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  • 2012 A utility based approach to energy hedging
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  • 2012 Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states
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  • 2012 Jump-robust volatility estimation using nearest neighbor truncation
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  • 2012 Stock returns and inflation: Evidence from quantile regressions
    by Alagidede, Paul & Panagiotidis, Theodore

  • 2012 A note on empirical Sharpe ratio dynamics
    by Schuster, Martin & Auer, Benjamin R.

  • 2012 Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model
    by Liu, Hsiang-Hsi

  • 2012 Markets liquidity risk under extremal dependence: Analysis with VaRs methods
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  • 2012 A methodology for constructing a financial systemic stress index: An application to Greece
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  • 2012 Hierarchical information and the rate of information diffusion
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  • 2012 Diversification in the hedge fund industry
    by Shawky, Hany A. & Dai, Na & Cumming, Douglas

  • 2012 Is the Chinese stock market really inefficient?
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  • 2012 Earnings Persistence and Stock Market Reactions to the Different Information in Book-Tax Differences: Evidence from China
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  • 2012 Oil and S&P 500 Markets: Evidence from the Nonlinear Model
    by Yen-Hsien Lee & Fang Hao

  • 2012 Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009)
    by Pyemo Afego

  • 2012 The Relationship Between Macroeconomic Variables and ISE Industry Index
    by Ahmet Ozcan

  • 2012 Financial Constraints, Quality of Institutions and Firm Size: What Do Perceptions Tell Us?
    by Nurullah Gur

  • 2012 A Comparison of EVT and Standard VaR Estimations
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  • 2012 The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective
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  • 2012 El mercado alternativo bursátil en España: una valoración
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  • 2012 Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas
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  • 2012 Eurobonds und Transferleistungen innerhalb der Eurozone
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  • 2012 Debt-to-equity Swaps in Eurozone´s Banking Sector: Minor Short-term Pain for Substantial Long-term Gain
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  • 2012 Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking
    by David Longworth

  • 2012 Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking
    by David Longworth

  • 2012 Banks Connectivity, Credit Risk Transfer and Stability of the Banking System
    by Julien Barre & Alain Raybaut & Dominique Torre

  • 2012 The Istanbul Stock Exchange and Economic Growth
    by Mehmet Adak

  • 2012 A Frontier Market Case: Does Bucharest Stock Exchange Have A Leading Domestic Index?
    by CORNELIA POP & DRAGOS BOZDOG & ADINA CALUGARU

  • 2012 A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines
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  • 2012 Closed-End Funds: A Survey
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  • 2012 Economic Activity of Firms and Asset Prices
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  • 2012 The Real Effects of Financial Markets
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  • 2012 Determinants of sales rates at Turkish art auctions
    by Erdal Atukeren & Aylin Seçkin

  • 2012 Government debt vs. financial depth dilemma in developing countries: The case of Turkey
    by İmre Ersoy

  • 2012 The Implications Of Liquidity Crises In The Context Of Emerging Capital Market
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  • 2012 Stock markets liberalization affects volatility?
    by Ioan Alin NISTOR & Maria-Lenuta CIUPAC-ULICI & Mircea-Cristian GHERMAN

  • 2012 Financial contagion on the Romanian stock market
    by Ioan TRENCA & Eva DEZSI

  • 2012 Identifying arbitrage opportunities on SIBEX market
    by Maria-Miruna POCHEA & Angela-Maria FILIP

  • 2012 Do structural break tests identify capital increase?
    by Maria-Lenuta CIUPAC-ULICI

  • 2011 Cross-Border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia
    by Brooks , Douglas H. & Jongwanich, Juthathip

  • 2011 "Ripple" Effects in South African House Prices
    by Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng

  • 2011 Cross-sectional GMM estimation under a common data shock
    by Zhylyevskyy, Oleksandr & Serguey Khovansky

  • 2011 Does a banking relationship help a firm on the syndicated loans market in a time of financial crisis?
    by Refait-Alexandre, Catherine & Bouaiss, Karima & Alexandre, Hervé

  • 2011 Bourse et gestion de portefeuille
    by Hamon, Jacques

  • 2011 Capital controls during financial crises: the cases of Malaysia and Thailand Book Title:Financial Crises in Emerging Markets
    by Hali Edison Carmen Reinhart

  • 2011 Economists’ Hubris – The Case of Award Winning Finance Literature
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  • 2011 Volatilitätsprognosen auf Basis der DAX-Volatilitätsindizes
    by Christian Tallau

  • 2011 Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler
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  • 2011 Can Internet search queries help to predict stock market volatility?
    by Dimpfl, Thomas & Jank, Stephan

  • 2011 A directional-change events approach for studying financial time series
    by Aloud, Monira & Tsang, Edward & Olsen, Richard & Dupuis, Alexandre

  • 2011 The evolution of aggregate stock ownership
    by Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya

  • 2011 Time and the price impact of a trade: A structural approach
    by Grammig, Joachim G. & Theissen, Erik & Wünsche, Oliver

  • 2011 Is BEST really better? Internalization of orders in an open limit order book
    by Grammig, Joachim G. & Theissen, Erik

  • 2011 Can internet search queries help to predict stock market volatility?
    by Dimpfl, Thomas & Jank, Stephan

  • 2011 Liquidity dynamics in an electronic open limit order book: An event study approach
    by Gomber, Peter & Schweickert, Uwe & Theissen, Erik

  • 2011 Uncovering hedge fund skill from the portfolio holdings they hide
    by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong

  • 2011 Recent developments in quantitative models of sovereign default
    by Stähler, Nikolai

  • 2011 Learning to trade in an unbalanced market
    by Florian Hauser & Marco LiCalzi

  • 2011 Three-Benchmarked Risk Minimization for Jump Diffusion Markets
    by Ke Du & Eckhard Platen

  • 2011 Estimating Behavioural Heterogeneity Under Regime Switching
    by Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng

  • 2011 The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy
    by James Crotty

  • 2011 Variance Swaps and Intertemporal Asset Pricing
    by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

  • 2011 Why do variance swaps exist?
    by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

  • 2011 Integration and Contagion in US Housing Markets
    by John Cotter & Stuart Gabriel & Richard Roll

  • 2011 A Utility Based Approach to Energy Hedging
    by John Cotter & Jim Hanly

  • 2011 Hedging Effectiveness under Conditions of Asymmetry
    by John Cotter & Jim Hanly

  • 2011 Re-evaluating Hedging Performance
    by John Cotter & Jim Hanly

  • 2011 Varying the VaR for Unconditional and Conditional Environments
    by John Cotter

  • 2011 Volatility and Irish Exports
    by Don Bredin & John Cotter

  • 2011 The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)
    by Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L.

  • 2011 Finance and Oil. Is there a Resource Curse in Financial Development?
    by Beck, T.H.L.

  • 2011 Entropy Coherent and Entropy Convex Measures of Risk
    by Laeven, R.J.A. & Stadje, M.A.

  • 2011 How do banks' funding costs affect interest margins?
    by Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad

  • 2011 An Essay on the Emergence, Organization and Performance of Financial Markets: the case of the Alternative Investment Market
    by Valerie Revest & Sandro Sapio

  • 2011 Out of Sight, Out of Mind:The Value of Political Connections in Social Networks
    by Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen

  • 2011 The Certification Role of Listings
    by Sarah Draus

  • 2011 Does Inter-Market Competition Lead to Less Regulation?
    by Sarah Draus

  • 2011 Learning from Prices, Liquidity Spillovers, and Market Segmentation
    by Giovanni Cespa & Thierry Focault

  • 2011 Higher Order Expectations, Illiquidity, and Short-term Trading
    by Giovanni Cespa & Xavier Vives

  • 2011 Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa
    by Lumengo Bonga-Bonga & Jamela Hoveni

  • 2011 Determinants of Stock Market Prices in Namibia
    by Joel Hinaunye Eita

  • 2011 The microstructure of the money market before and after the financial crisis: a network perspective
    by Silvia Gabrieli

  • 2011 Moody’s credit ratings and the stock market performance of Portuguese rated firms
    by Pacheco, Luis

  • 2011 Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity
    by Hou, Jack W.

  • 2011 Rationalization of Investment Preference Criteria
    by Jacques Pézier

  • 2011 Long-Run Evidence Using Multifactor Asset Pricing Models
    by Stefano D'Addona & Paola Brighi & Antonio Carlo Francesca Della Bina

  • 2011 Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory
    by John Hatgioannides & Marika Karanassou

  • 2011 Weather and stock markets: empirical evidence from Portugal
    by Silva, Pedro & Almeida, Liliana

  • 2011 Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading
    by Kozmenko, Serhiy & Plastun, Oleksiy

  • 2011 Mutual influence of exchange assets: analysis and estimation
    by Kozmenko, Serhiy & Plastun, Oleksiy

  • 2011 Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US
    by Lee, King Fuei

  • 2011 Algunos conceptos sobre la evaluación de portafolios de inversión
    by Ayala, Alfonso

  • 2011 Holiday effect on the Romanian stock market
    by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

  • 2011 Monthly seasonality in the Bucharest stock exchange
    by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

  • 2011 Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange
    by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

  • 2011 What determines the behavior of the Russian stock market
    by Peresetsky, A. A.

  • 2011 Hedging dynamics with gold futures
    by Singh, Saurabh & Saharawat, Swati

  • 2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
    by Simplice A., Asongu

  • 2011 Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates
    by Rossi, Francesco

  • 2011 An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh
    by FARUQUE, MUHAMMAD U

  • 2011 U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters
    by Rossi, Francesco

  • 2011 Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
    by Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin

  • 2011 Political crises and risk of financial contagion in developing countries: Evidence from Africa
    by Simplice A, Asongu

  • 2011 Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones
    by Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio

  • 2011 The case for higher frequency inflation expectations
    by Guzman, Giselle C.

  • 2011 Turn - of - the - month effect on the Bucharest stock exchange
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2011 Moody’s credit ratings and the stock market performance of Portuguese rated firms
    by Pacheco, Luís

  • 2011 Measuring market liquidity: an introductory survey
    by Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo

  • 2011 Government quality determinants of stock market performance in developing countries
    by Simplice A, Asongu

  • 2011 Democracy and stock market performance in developing countries
    by Simplice A, Asongu

  • 2011 Does oil price matter for Indian stock markets?
    by Chittedi, Krishnareddy

  • 2011 What determines return risks for bank equities in Turkey?
    by Ozsoz, Emre

  • 2011 Is the Chinese Stock Market Really Efficient
    by Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing

  • 2011 Integration and contagion in US housing markets
    by Cotter, John & Gabriel, Stuart & Roll, Richard

  • 2011 The performance of amateur traders on a public internet site: a case of a stock-exchange contest
    by Blanchard, michel & Bernard, philippe

  • 2011 Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market
    by Afego, Pyemo

  • 2011 Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market
    by Dicembrino, Claudio & Scandizzo, Pasquale Lucio

  • 2011 Does investor attention influence stock market activity? The case of spin-off deals
    by Carretta, Alessandro & Farina, Vincenzo & Graziano, Elvira Anna & Reale, Marco

  • 2011 Commodity investments: opportunities for Indian institutional investors
    by Mukherjee, Dr. Kedar nath

  • 2011 Get rid of banks and build up a modern financial world
    by Lenz, Rainer

  • 2011 In the Shadow of the United States: The International Transmission Effect of Asset Returns
    by Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui

  • 2011 The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?
    by Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui

  • 2011 Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?
    by Leung, Charles Ka Yui & CHEUNG, W. Y. Patrick & TANG, C. H. Edward

  • 2011 Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
    by Pinto, Cristian F. & Acuña, Andres A.

  • 2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
    by Simplice A., Asongu

  • 2011 Commodity ETFs in the Japanese Stock Exchanges
    by Yamori, Nobuyoshi

  • 2011 How costly are debt crises?
    by Furceri, Davide & Zdzienicka, Aleksandra

  • 2011 A Note on institutional hierarchy and volatility in financial markets
    by Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias

  • 2011 الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة
    by Onour, Ibrahim

  • 2011 On the calculation of price sensitivities with jump-diffusion structure
    by El-Khatib, Youssef & Abdulnasser, Hatemi-J

  • 2011 Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
    by Simplice A., Asongu

  • 2011 Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
    by Simplice A, Asongu

  • 2011 Theory of financial risk
    by Estrada, Fernando

  • 2011 Impact of Futures Trading on Indian Agricultural Commodity Market
    by Mukherjee, Dr. Kedar nath

  • 2011 Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen
    by Jonas Teitge & Andreas Nastansky

  • 2011 The cost of sustainability on optimal portfolio choices
    by Stefano Herzel & Marco Nicolosi & Catalin Starica

  • 2011 Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru
    by Alberto Humala & Gabriel Rodriguez

  • 2011 Conditional jumps in volatility and their economic determinants
    by Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris

  • 2011 Trichet Bonds To Resolve the European Sovereign Debt Problem
    by Nicholas Economides & Roy C. Smith

  • 2011 The Determinants and Long-term Projections of Saving Rates in Developing Asia
    by Charles Yuji Horioka & Akiko Terada-Hagiwara

  • 2011 Government Policy and Ownership of Financial Assets
    by Kristian Rydqvist & Joshua Spizman & Ilya A. Strebulaev

  • 2011 Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity
    by David T. Robinson & Berk A. Sensoy

  • 2011 Equity Yields
    by Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt

  • 2011 Information Aggregation, Investment, and Managerial Incentives
    by Elias Albagli & Christian Hellwig & Aleh Tsyvinski

  • 2011 Complex Mortgages
    by Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong

  • 2011 Generalized Transform Analysis of Affine Processes and Applications in Finance
    by Hui Chen & Scott Joslin

  • 2011 Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market
    by Katarzyna Bień-Barkowska

  • 2011 Operational–risk Dependencies and the Determination of Risk Capital
    by Stefan Mittnik & Sandra Paterlini & Tina Yener

  • 2011 Loss Allocation in Securitization Transactions
    by Günter Franke & Markus Herrmann & Thomas Weber

  • 2011 Does Portfolio Optimization Pay?
    by Günter Franke & Ferdinand Graf

  • 2011 Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory
    by Hatgioannides, John & Karanassou, Marika

  • 2011 Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory
    by Hatgioannides, John & Karanassou, Marika

  • 2011 What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range
    by Serguey Khovansky & Zhylyevskyy, Oleksandr

  • 2011 Rising food crisis and financial crisis in India: Impact on women and children and ways of tackling the problem
    by S. Mahendra Dev

  • 2011 Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets?
    by Katharina Diekmann

  • 2011 The Missing Foundations of Housing Finance: Incomplete Markets, Fragmented Policies and Emerging Solutions in Guatemala
    by Mario Cuevas & Sigfrido Lee & Maria Isabel Bonilla

  • 2011 Estimación del costo del patrimonio y costo del capital por medio de tasas de rendimiento ajustadas al riesgo
    by Alejandro Vargas Sánchez

  • 2011 Spectral estimation of covolatility from noisy observations using local weights
    by Markus Bibinger & Markus Reiß

  • 2011 Large Vector Auto Regressions
    by Song Song & Peter J. Bickel

  • 2011 CRRA Utility Maximization under Risk Constraints
    by Santiago Moreno-Bromberg & Traian A. Pirvu & Anthony Réveillac

  • 2011 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
    by Markus Bibinger

  • 2011 Asymptotics of Asynchronicity
    by Markus Bibinger

  • 2011 The Value of Human Capital Wealth
    by Julian di Giovanni & Akito Matsumoto

  • 2011 Systemic Risk and Network Formation in the Interbank Market
    by Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves

  • 2011 Colloboration in Norway's offshore sector. Contracts and incentives
    by Osmundsen, Petter

  • 2011 Price discovery in government bond markets
    by Valseth, Siri

  • 2011 Up for count? Central bank words and financial stress
    by Blix Grimaldi, Marianna

  • 2011 Descriptive analysis of Finnish equity, bond and money market returns
    by Nyberg, Peter & Vaihekoski, Mika

  • 2011 On the Impossibility of Fair Risk Allocation
    by Peter Csoka & Miklos Pinter

  • 2011 Re–Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies
    by Parmendra Sharma & Eduardo Roca

  • 2011 Measuring the economic significance of structural exchange rate models
    by Mario Cerrato & John Crosby & Muhammad Kaleem

  • 2011 Adaptive continuous time Markov chain approximation model to general jump-diffusions
    by Mario Cerrato & Chia Chun Lo & Konstantinos Skindilias

  • 2011 On the measurement of social progress and well being: some further thoughts
    by Jean Paul Fitoussi & Joseph Stiglitz

  • 2011 The Role of Securitization in Mortgage Renegotiation
    by Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D.

  • 2011 Higher order expectations, illiquidity, and short-term trading
    by Cespa, Giovanni & Vives, Xavier

  • 2011 Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity
    by Jack W. Hou

  • 2011 Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity
    by Jack W. Hou

  • 2011 Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity
    by Jack W. Hou

  • 2011 Media Sentiment and UK Stock Returns
    by Nicky J. Ferguson & Jie Michael Guo & Nicky Herbert Y.T. Lam & Dennis Philip

  • 2011 Forecasting Financial Stress
    by Jan Willem Slingenberg & Jakob de Haan

  • 2011 Some hypothesis on commonality in liquidity: New evidence from the Chinese stock market
    by Paresh Kumar Narayan & Xinwei Zheng & Zhichao Zhang

  • 2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2011 Fractional Integration and Cointegration in US Financial Time Series Data
    by Guglielmo Maria Caporale & Luis A. Gil-Alana

  • 2011 The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship
    by Christos Kollias & Catherine Kyrtsou & Stephanos Papadamou

  • 2011 How retirement, health benefits and longevity affect household savings ?
    by El Mekkaoui de Freitas, Najat & Oliveira Martins, Joaquim

  • 2011 Conventions in the foreign exchange market : Can they really explain exchange rate dynamics ?
    by Di Filippo, Gabriele

  • 2011 Banking relationship and syndicated loans during the last financial crisis
    by Bouaiss, Karima & Refait-Alexandre, Catherine & Alexandre, Hervé

  • 2011 A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices
    by Marina Theodosiou & Filip Zikes

  • 2011 Monitoring Leverage
    by John Geanakoplos & Lasse H. Pedersen

  • 2011 Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School
    by John Geanakoplos

  • 2011 Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence
    by Juergen Huber & Martin Shubik & Shyam Sunder

  • 2011 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
    by Ana Fostel & John Geanakoplos

  • 2011 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
    by Ana Fostel & John Geanakoplos

  • 2011 Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism
    by Jizheng Huang & Heng-fu Zou

  • 2011 Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market
    by Gerrit Reher & Bernd Wilfling

  • 2011 The impact of dark trading and visible fragmentation on market quality
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  • 2011 A Simple Characterization of Dynamic Completeness in Continuous Time
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  • 2011 Modelling Correlation in Carbon and Energy Markets
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  • 2011 Measuring market liquidity: An introductory survey
    by A. Gabrielsen & M. Marzo & P. Zagaglia

  • 2011 A conditional CAPM; implications for the estimation of systematic risk
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    by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele

  • 2011 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
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  • 2011 Italian open-end funds: performance of asset management companies
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  • 2011 Democracy and Stock Market Performance in African Countries
    by Asongu Simplice

  • 2011 Government Quality Determinants of Stock Market Performance in African Countries
    by Asongu Simplice

  • 2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
    by Asongu Simplice

  • 2011 Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
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  • 2011 Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
    by Asongu Simplice

  • 2011 A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation
    by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

  • 2011 Divergence of risk indicators and the conditions for market discipline in banking
    by Jens Forssbaeck

  • 2011 Revitalizing Marxist Theory For Today'S Capitalism
    by

  • 2011 Divergence of risk indicators and the conditions for market discipline in banking
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    by Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & Tomasz Łyziak & Jan Przystypa & Ewa Stanisławska & Ewa Wróbel & Urszula Szczerbowicz

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    by Laura Raisa MILOS & Carmen CORDUNEANU

  • 2011 Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns
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  • 2011 The Index Effect - Is It Possible To Predict?
    by Tchai Tavor

  • 2011 Commodity Etfs In The Japanese Stock Exchanges
    by Nobuyoshi Yamori

  • 2011 Money, Stock Prices And Economic Activity In Selected European Countries
    by Lumír Kulhánek

  • 2011 Ambiguity, Analyst Forecast Incentives And Abnormal Stock Returns
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  • 2011 The Trading System And The Trading Participants In The Bse
    by CLAUDIA NICOLETA GUNI

  • 2011 The Banking Sector and Recovery in the EU Economy
    by Ray Barrell & Tatiana Fie & John Fitz Gerald & Ali Orazgani & Rachel Whitworth

  • 2011 Financial Innovations and Their Role in the Modern Financial System – Identification and Systematization of the Problem
    by Joanna B³ach

  • 2011 Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia
    by Mansor, Ibrahim H.

  • 2011 Copula-Based Price Risk Hedging Models
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  • 2011 The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets
    by Chaido Dritsaki

  • 2011 Derivatives and Bucketshops: A Forgotten History of Czech Financial Markets between the World Wars
    by Jan Vlachý

  • 2011 European System of Financial Supervision
    by Petr Musílek

  • 2011 Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis
    by Ijaz Hussain

  • 2011 Impact of Judicial Efficiency on Debt Maturity Structure: Evidence from Judicial Districts of Pakistan
    by Attaullah Shah

  • 2011 Funding Continuum for Private Business Owners: Evidence from the Pepperdine Private Capital Markets Project Survey
    by Maretno A. Harjoto & John K. Paglia

  • 2011 Mood and Investor Behavior
    by Murgea Aurora

  • 2011 Credit Institutions – Actors on the Romanian Capital Market
    by Ghita-Mitrescu Silvia & Duhnea Cristina

  • 2011 A Relationship between the Degree of Search and Evolution of Assets
    by Serban Florentin & Buºu Mihail

  • 2011 The Place Of The Emerging Economy Of Romania Inside The European Union Economies In Terms Of Ftse Criteria
    by Mardiros Daniela-Neonila

  • 2011 Elements of Social and Solidarity Economy (SSE) in the Hungarian Local Development
    by Éva G. Fekete

  • 2011 Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
    by Jorge Uribe

  • 2011 Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban
    by Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra

  • 2011 Sources of Industry Momentum Effect - Weekly Data Evidence
    by Hai-Ching Liu & Ying-Fen Fu

  • 2011 Does Monetary Policy React to Asset Prices? Some International Evidence
    by Francesco Furlanetto

  • 2011 Did Exit Pricing Under Fasb 157 Contribute To The Subprime Mortgage Crisis?
    by Peter Harris & Paul R. Kutasovic

  • 2011 The Analysis on the Evolution of Capital Market Basically in Romania during 1995 – November 2011
    by Madalina - Gabriela Anghel

  • 2011 Dynamic Copulas and Long Range Dependence
    by Beatriz Vaz de Melo Mendes, Silvia Regina Costa Lopes

  • 2011 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
    by Borys, Magdalena Morgese Borys

  • 2011 International Stock Markets: A Co-integration Analysis
    by Eleftherios J. Thalassinos & Evagelos D. Politis

  • 2011 A review of the seasonal affective disorder hypothesis
    by Keef, Stephen P. & Khaled, Mohammed S.

  • 2011 Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model
    by Hsu, Kuang-Chung & Chiang, Hui-Chu

  • 2011 Measuring financial market integration over the long run: Is there a U-shape?
    by Volosovych, Vadym

  • 2011 The risk adjusted uncovered equity parity
    by Kim, Heeho

  • 2011 Stock price fragility
    by Greenwood, Robin & Thesmar, David

  • 2011 The reaction of stock returns to unexpected increases in the federal funds rate target
    by Tsai, Chun-Li

  • 2011 Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
    by Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros

  • 2011 Worst case risk measurement: Back to the future?
    by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A.

  • 2011 The genesis of the 2008 global financial crisis and challenges to the neoclassical paradigm of finance
    by Szyszka, Adam

  • 2011 Housing prices and the optimal time-on-the-market decision
    by İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray

  • 2011 The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects
    by Ben Sita, Bernard & Westerholm, P. Joakim

  • 2011 Testing conditional factor models: A nonparametric approach
    by Li, Yan & Yang, Liyan

  • 2011 The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis
    by Lee, Yuan-Ming & Wang, Kuan-Min

  • 2011 Investigating Seasonal Patterns in Developing Countries: The Case of FYROM Stock Market
    by Andreas Georgantopoulos & Anastasios Tsamis

  • 2011 Risiken im Bankensektor weiter hoch: Regulierung muss gestärkt werden
    by Mechthild Schrooten

  • 2011 The Origins of the Global Financial Crisis and Its Impact on Romanian Economy
    by Corina SBUGHEA

  • 2011 The importance of the financial sector and its impact on economic system in the United States in years 1970 – 2010
    by Pawe³ Uminski

  • 2011 Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
    by Uribe Gil, Jorge Mario

  • 2011 Regulación y valor en riesgo
    by Luis Fernando Melo & Joan Camilo Granados

  • 2011 Modelación de los precios en el mercado eléctrico español
    by Aitor Ciarreta & Mónica Lagullón & Ainhoa Zarraga

  • 2011 Corporate disclosure: A review of its (direct and indirect) benefits and costs
    by Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane

  • 2011 Index trading and agricultural commodity prices: A panel Granger causality analysis
    by Gunther Capelle-Blancard & Dramane Coulibaly

  • 2011 Der Einfluss der Griechenlandkrise auf den Bankensektor Kollateralschäden der Griechenlandkrise
    by Manfred Borchert

  • 2011 Lässt sich das erneute Abgleiten in eine Wirtschafts- und Finanzkrise abwenden?
    by Sebastian Watzka & Friedrich Thießen

  • 2011 Finanzierungssituation der sächsischen Handwerksunternehmen
    by Johannes Steinbrecher & Zwerschke Patrick

  • 2011 La crise grecque. Leçons pour l'Europe
    by Daniel Cohen

  • 2011 Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets
    by Kurt Brannas & Albina Soultanaeva

  • 2011 The Montenegrin Capital Market: Calendar Anomalies
    by Vesna Karadžic & Tamara Backovic Vulic

  • 2011 Financial Reporting and Characteristics of Impairment of Assets in Republic of Serbia
    by Kenan Hrapović

  • 2011 The Effects of Currency Futures Trading on Turkish Currency Market
    by Arif Oduncu

  • 2011 Bucharest Stock Exchange Position Within The Central And Eastern European Region
    by CORNELIA POP

  • 2011 Long-Term Debt and the Value of the Firm,Evidence from International Listed Manufacturing Firms
    by Nicholas Apergis & John Sorros

  • 2011 Liquidity and Asset Prices: How Strong are the Linkages?
    by Christian Dreger & J¨¹rgen Wolters

  • 2011 The Exchange Traded Funds in Italy
    by Michele Leonardo Bianchi & Mariano Loddo & Maria Grazia Miele

  • 2011 Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward
    by Claudio Borio

  • 2011 Predictability of Returns and Cash Flows
    by Ralph S.J. Koijen & Stijn Van Nieuwerburgh

  • 2011 Capital Fictício, Autonomia Produção-Circulação e Crises: Precedentes Teóricos para o Entendimento da Crise Atual
    by Maria de Lourdes Rollenberg Mollo

  • 2011 Stock Investors’ Response to Disclosures of Material Weaknesses in Internal Control
    by Mirela DOBRE

  • 2011 Properties of Analysts’ Forecasts for Romanian Listed Companies: How Much Do Firm-Specific Factors Matter?
    by Mihaela IONASCU

  • 2011 Financial transaction tax: Small is beautiful
    by Zsolt Darvas & Jakob Weizsäcker

  • 2011 Causality Of Weather Conditions In Australian Stock Equity Returns
    by Svetlana Vlady & Ekrem Tufan, PhD

  • 2011 Causality Of Weather Conditions In Australian Stock Equity Returns
    by Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat

  • 2011 Global Tendencies in Investment Funds Market Development
    by Ioan E. NISTOR & Ioana RADU

  • 2011 Financial Liberalization and Stock Market Efficiency
    by Maria-Lenuta ULICI & Ioan Alin NISTOR

  • 2011 An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange
    by Felicia Ramona Birau

  • 2011 Public Economy, Educational Services Provider
    by Alin Ionut Ciurlau

  • 2011 The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010
    by Ilhan MERIC & Benjamin EICHHORN & Charles McCCALL & Gulser MERIC

  • 2011 The Degree Of Financial Education At The Romanian People
    by Laura Daniela TANASE (ROSCA)

  • 2011 Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area
    by Robert Gallagher & Niall O’ Sullivan

  • 2010 Uncovering hedge fund skill from the portfolio holdings they hide
    by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong

  • 2010 Approximating the Numeraire Portfolio by Naive Diversification
    by Eckhard Platen & Renata Rendek

  • 2010 Executive Compensation Based on Asset Values
    by Byström, Hans

  • 2010 Gestion obligataire
    by Gresse, Carole

  • 2010 MBA finance : tout ce qu'il faut savoir sur la finance par les meilleurs professeurs et praticiens
    by Rocchi, Jean-Michel

  • 2010 De l'utilité de la finance et de l'innovation financière
    by Trainar, Philippe

  • 2010 Options, futures, and other derivatives in Russia: an overview
    by Rotfuß, Waldemar

  • 2010 Wo investieren Distressed-Securities-Hedgefonds? Ein Asset-based Style-Faktorenmodell
    by Georgi Bontschev & Martin Eling

  • 2010 ¿Es el desempeño de los fondos de inversión de Brasil un indicador de movimiento futuro de su patrimonio?
    by Knebel Baggio, Daniel & Ferruz Agudo, Luis & Marco Sanjuán, Isabel

  • 2010 Size, value and liquidity: Do they really matter on an emerging stock market?
    by Lischewski, Judith & Voronkova, Svitlana

  • 2010 Explaining time-varying risk of electricity forwards: trading activity and news announcements
    by Schulz, Frowin C.

  • 2010 Robust estimation of integrated variance and quarticity under flat price and no trading bias
    by Schulz, Frowin C.

  • 2010 Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence
    by Hautsch, Nikolaus & Podolskij, Mark

  • 2010 Does inter-market competition lead to less regulation?
    by Draus, Sarah

  • 2010 Risk and return in convertible arbitrage: Evidence from the convertible bond market
    by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.

  • 2010 Tell-tale tails: A data driven approach to estimate unique market information shares
    by Grammig, Joachim G. & Peter, Franziska J.

  • 2010 Overconfidence among professional investors: Evidence from mutual fund managers
    by Pütz, Alexander & Ruenzi, Stefan

  • 2010 Conventions in the Foreign Exchange Market:Do they really explain Exchange Rate Dynamics?
    by Gabriele Di Filippo

  • 2010 Maximum likelihood estimator for the uneven power distribution: application to DJI returns
    by Krzysztof Kontek

  • 2010 Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States
    by Peter Chobanov & Amine Lahiani & Nikolay Nenovsky

  • 2010 Why Should Naive Investors Avoid Stock Markets ?
    by Michael Donadelli & Federico Silvestri

  • 2010 Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes
    by Bertrand B. Maillet & Jean-Philippe R. Médecin

  • 2010 The Financial Crisis 2007-08 and Causality: A Hicksian Perspective
    by Fernandez-Pol, Eduardo

  • 2010 The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability (revised)
    by James Crotty

  • 2010 Unit Roots and Structural Change: An Application to US House-Price Indices
    by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard

  • 2010 Time Varying Risk Aversion: An Application to Energy Hedging
    by John Cotter & Jim Hanly

  • 2010 Housing Risk and Return: Evidence From a Housing Asset-Pricing Model
    by Karl Case & John Cotter & Stuart Gabriel

  • 2010 Hedging: Scaling and the Investor Horizon
    by John Cotter & Jim Hanly

  • 2010 Hidden Limit Orders and Liquidity in Order Driven Markets
    by Moinas, Sophie

  • 2010 Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market
    by Chun Liu & John M Maheu

  • 2010 Excess Based Allocation of Risk Capital
    by van Gulick, G. & De Waegenaere, A.M.B. & Norde, H.W.

  • 2010 Financial Expertise as an Arms Race
    by Glode, V. & Green, R.C. & Lowery, R.

  • 2010 The 2008 Financial Crisis and Taxation Policy
    by Thomas Hemmelgarn & Gaetan Nicodeme

  • 2010 Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach
    by Arvid Raknerud & Øivind Skare

  • 2010 The 2008 Financial Crisis and Taxation Policy
    by Thomas Hemmelgarn & Gaëtan Nicodème

  • 2010 Risk-return tradeoff and the behaviour of volatility on the South African stock market: Evidence from both aggregate and disaggregate data
    by N.Z Mandimika & Z. Chinzara

  • 2010 Episodic Nonlinearity in Leading Global Currencies
    by Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis

  • 2010 Financing Asia’s Infrastructure: Modes of Development and Integration of Asian Financial Markets
    by Bhattacharyay, Biswa

  • 2010 Should Macroeconomic Forecasters Use Daily Financial Data and How?
    by Elena Andreou & Eric Ghysels & Andros Kourtellos

  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 Too Small or too Low? New Evidence on the 4-Factor Model
    by Paola Brighi & Stefano d’Addona & Antonio Carlo Francesco Della Bina

  • 2010 An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
    by Theodore Panagiotidis

  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis

  • 2010 Some stylized facts of returns in the foreign exchange and stock markets in Peru
    by Humala, Alberto & Rodriguez, Gabriel

  • 2010 Volatility and the role of order book structure
    by Ralf Becker & Adam Clements

  • 2010 Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia
    by Zawadzki, Krystian & Lewicka, Marta

  • 2010 Systematic risks for the financial and for the non-financial Romanian companies
    by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

  • 2010 Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2010 An inflation expectations horserace
    by Guzman, Giselle C.

  • 2010 The puzzle of privately-imposed price limits: are the limits imposed by financial exchanges effective?
    by Reiffen, David & Buyuksahin, Bahattin

  • 2010 Determinants of stock market performance in Nigeria: long-run analysis
    by MAKU, Olukayode E. & ATANDA, Akinwande Abdulmaliq

  • 2010 2008 SEC short selling ban: impacts on the credit default swap market
    by Courtney, Samuel

  • 2010 2008 SEC short selling ban: impacts on the credit default swap market
    by Courtney, Samuel

  • 2010 Financial Inclusion Strategies For Inclusive Growth In India
    by Sarath Chandran, B.P. & Manju, T.K.

  • 2010 Foreign ownership in Vietnam stock markets - an empirical analysis
    by Vo, Xuan Vinh

  • 2010 An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis
    by Vo, Xuan Vinh & Batten, Jonathan

  • 2010 EQUITY Premium Puzzle in a Data-Rich Environment
    by Douch, Mohamed & Bouaddi, Mohammed

  • 2010 Firm's information environment and stock liquidity: evidence from Tunisian context
    by Loukil, Nadia & Yousfi, Ouidad

  • 2010 Does corporate governance affect stock liquidity in the Tunisian Stock Market?
    by Loukil, Nadia & Yousfi, Ouidad

  • 2010 Fertility and Consumption when Having a Child is a Risky Investment
    by Gete, Pedro & Porchia, Paolo

  • 2010 House Prices and Consumption
    by Song, In Ho

  • 2010 Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market
    by Kucuk, Ugur N.

  • 2010 Financial Markets Interactions between Economic Theory and Practice
    by Nicolau, Mihaela

  • 2010 Challenges to Solvency II Reform in Insurance Industry
    by Ramosaj, Berim

  • 2010 Sukuk Bond: The Global Islamic Financial Instrument
    by Shaikh, Salman & Saeed, Shan

  • 2010 Emergence of alternative capital markets in developing countries as a process of institutional change
    by Waśniewski, Krzysztof

  • 2010 On the impossibility of fair risk allocation
    by Csóka, Péter & Pintér, Miklós

  • 2010 Dubai financial crisis: causes, bailout and after - a case study
    by Hasan, Zubair

  • 2010 Stochastic optimal hedge ratio: Theory and evidence
    by Hatemi-J, Abdulnasser & El-Khatib, Youssef

  • 2010 Practitioners' tools in analysing financial markets evolution
    by Nicolau, Mihaela

  • 2010 FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data
    by Abdel Aal Mahmoud, Ashraf

  • 2010 Information transmission and the emergence of a peculiar trading facility in certain emerging markets
    by Siddiqi, Hammad

  • 2010 Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index
    by Iqbal, Javed & Azher, Sara & Ijza, Ayesha

  • 2010 Modelling Stock Returns Volatility In Nigeria Using GARCH Models
    by Emenike, Kalu O.

  • 2010 Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan
    by Hassan, Gazi & Hisham, Al refai

  • 2010 The impact of the securities transaction taxes on the Chinese stock market
    by Su, Yongyang

  • 2010 Determining The Value-at-risk In The Shadow Of The Power Law: The Case Of The SP-500 Index
    by Dominique, C-Rene & Rivera-Solis, Luis Eduardo & Des Rosiers, Francois

  • 2010 Properties of Foreign Exchange Risk Premia
    by Sarno, Lucio & Schneider, Paul & Wagner, Christian

  • 2010 Corporate Lobbying and Financial Performance
    by Chen, Hui & Parsley, David & Yang, Ya-wen

  • 2010 Forward dynamic utilities: a new model and new results
    by Moawia, Alghalith

  • 2010 Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases
    by Smant, David / D.J.C.

  • 2010 A Brief Review & Introduction to Practiced Islamic Banking & Finance
    by Shaikh, Salman

  • 2010 Competencia y Concentración en el Sistema Financiero en el Perú
    by Eduardo Morón & Johanna Tejada & Alonso Villacorta

  • 2010 Unit Roots and Structural Change: An Application to US House-Price Indices
    by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard

  • 2010 Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory
    by Kitty Moloney & Srinivas Raghavendra

  • 2010 What Does Equity Sector Orderflow Tell Us about the Economy?
    by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz

  • 2010 On the Economic Consequences of Index-Linked Investing
    by Jeffrey Wurgler

  • 2010 Consumption-Based Asset Pricing with Higher Cumulants
    by Ian Martin

  • 2010 External Capital Structures and Oil Price Volatility
    by John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock

  • 2010 Learning and the Disappearing Association Between Governance and Returns
    by Lucian A. Bebchuk & Alma Cohen & Charles C.Y. Wang

  • 2010 Beauty Contests and Irrational Exuberance: A Neoclassical Approach
    by George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan

  • 2010 Rational-Expectations Equilibrium in Intermediate Good Markets
    by Robert S. Gibbons & Richard T. Holden & Michael L. Powell

  • 2010 On the Size of the Active Management Industry
    by Lubos Pastor & Robert F. Stambaugh

  • 2010 Market efficiencies and market risks
    by Pierre-André Maugis

  • 2010 Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders
    by Alexander Subbotin & Thierry Chauveau

  • 2010 A note on fair value and illiquid markets
    by Dominique Guegan & Chafic Merhy

  • 2010 Financial Transaction Tax: Small is Beautiful
    by Zsolt Darvas & Jakob von Weizsäcker

  • 2010 The Ups & Downs of the Stock Market: Is This Time Different?
    by Stacey Schreft & Adam Bold

  • 2010 An out-of-sample test for nonlinearity in financial time series: An empirical application
    by Theodore Panagiotidis

  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis

  • 2010 Size, Book-to-Market Ratio and Macroeconomic News
    by Tolga Cenesizoglu

  • 2010 On the Forecasting Accuracy of Multivariate GARCH Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

  • 2010 Investor Sophistication, Learning and the Disposition Effect
    by Shaneera Boolell-Gunesh & Marie-Hélène Broihanne & Maxime Merli

  • 2010 Trading activity and Overconfidence: First Evidence from a large European Database
    by Shaneera Boolell-Gunesh & Maxime Merli

  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis

  • 2010 Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?
    by Günter Franke & Ferdinand Graf

  • 2010 Consumption, liquidity and the cross-sectional variation of expected returns
    by Elena Márquez & Belén Nieto Doménech & Gonzalo Rubio Irigoyen

  • 2010 Long-run Determinants of Sovereign Yields
    by António Afonso & Christophe Rault

  • 2010 Call auctions: A Solution to some difficulties in Indian finance
    by Susan Thomas

  • 2010 Hidden Limit Orders and Liquidity in Order Driven Markets
    by Moinas, Sophie

  • 2010 The Politics of Financial Development - The Role of Interest Groups and Government Capabilities
    by Oscar Becerra & Eduardo Cavallo & Carlos Scartascini

  • 2010 Contribución del sistema de pensiones privado de capitalización individual al desarrollo del mercado de capitales en Bolivia 1997-2009
    by Pamela Córdova Olivera

  • 2010 La inclusión en el sistema financiero y las microfinanzas
    by Cristian Ricardo Nogales Carvajal & Carlos Alberto Foronda Rojas

  • 2010 Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
    by Nikolaus Hautsch & Mark Podolskij

  • 2010 Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets
    by Eric Girardin & Dijun Tan & Woon K. Wong

  • 2010 Taxation, Dividends, and Share Repurchases: Taking Evidence Global
    by Jacob, Martin

  • 2010 Forecasting short term yield changes using order flow. Is dealer skill a source of predictability?
    by Valseth, Siri

  • 2010 A market microstructure approach to cross-market spillovers
    by Jørgensen, Kjell & Valseth, Siri

  • 2010 The relationship between bankruptcy risk and growth for non-listed firms
    by Nordal, Kjell Bjorn & Naes, Randi

  • 2010 Why do firms pay for liquidity provision in limit order markets?
    by Skjeltorp, Johannes A & Odegaard, Bernt Arne

  • 2010 Public information and IPO underpricing
    by Bakke, Einar & Leite, Tore E. & Thorburn, Karin S.

  • 2010 China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets
    by Johansson, Anders C.

  • 2010 Participation Constraints in the Stock Market Evidence from Unexpected Inheritance due to Sudden Death
    by Andersen, Steffen & Meisner Nielsen, Kasper

  • 2010 Entrepreneurship and the Discipline of External Finance
    by Nanda, Ramana

  • 2010 Financial Transaction Tax: Small is Beautiful
    by Zsolt Darvas & Jakob von Weizs„cker

  • 2010 The role of regret in the persistence of anomalies in financial markets (In French)
    by Emmanuel PETIT (GREThA UMR CNRS 5113)

  • 2010 Microstructure order flow: statistical and economic evaluation of nonlinear forecasts
    by Mario Cerrato & Hyunsok Kim & Ronald MacDonald

  • 2010 Numéraire-invariant preferences in financial modeling
    by Constantinos Kardaras

  • 2010 The place of contract in organizational awareness: deconstructing process, market and connectedness
    by Susan V. Scott & Carolyn Paris

  • 2010 Participatory Decision Making: A Field Experiment on Manipulating the Votes
    by Paolo Spada & Raymond Vreeland

  • 2010 Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index
    by Javed Iqbal & Sara Azher & Ayesha Ijaz

  • 2010 The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008
    by Manconi, Alberto & Massa, Massimo & Yasuda, Ayako

  • 2010 Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
    by Dutta, Kabir K. & Babbel, David F.

  • 2010 Non-GAAP and Street Earnings: Evidence from SFAS 123R
    by Barth, Mary E. & Gow, Ian D. & Taylor, Daniel J.

  • 2010 The Market Reaction to Corporate Governance Regulation
    by Larcker, David F. & Ormazabal, Gaizka & Taylor, Daniel J.

  • 2010 Policy Perspectives on OTC Derivatives Market Infrastructure
    by Duffie, Darrell & Li, Ada & Lubke, Theo

  • 2010 Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis
    by Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D.

  • 2010 Is the luxury industry really a financier’s dream ?
    by Kapferer, Jean-Noël & Tabatoni, Olivier

  • 2010 Preopening and equilibrium selection
    by Lovo, Stefano & Calcagno, Ricardo

  • 2010 Call auctions : A solution to some difficulties in Indian finance
    by Susan Thomas

  • 2010 The Impact of the Global Financial Crisis on Poverty in the Philippines
    by Celia Reyes & Alellie Sobreviñas & Jeremy de Jesus

  • 2010 Financing Asia’s Infrastructure : Modes of Development and Integration of Asian Financial Markets
    by Biswa Nath Bhattacharyay

  • 2010 Estimation of Jump Tails
    by Tim Bollerslev & Viktor Todorov

  • 2010 Tails, Fears and Risk Premia
    by Tim Bollerslev & Viktor Todorov

  • 2010 Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude
    by Edward Tower & Wei Zheng

  • 2010 Toward a Uniform Functional Model of Payment and Securities Settlement Systems
    by Ron Berndsen

  • 2010 Price Formation on the EuroMTS Platform
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2010 Optimal Monetary Policy in a Monetary Union with Housing and Credit Market Heterogeneity
    by Steffen Elstner & Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser

  • 2010 Does Inter-Market Competition Lead to Less Regulation?
    by Draus, Sarah

  • 2010 Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices
    by Wagner, Niklas & Aboura, Sofiane

  • 2010 Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market
    by Idier, Julien & Avouyi-Dovi, Sanvi

  • 2010 Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps
    by Marina Theodosiou

  • 2010 Winners and Losers in House Markets
    by Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov

  • 2010 Credit Supply and the Price of Housing
    by Favara, Giovanni & Imbs, Jean

  • 2010 Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics
    by Ciccone, Antonio & Papaioannou, Elias

  • 2010 Winners and Losers in Housing Markets
    by Kiyotaki, Nobuhiro & Michaelides, Alexander & Nikolov, Kalin

  • 2010 Spot and Forward Volatility in Foreign Exchange
    by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias

  • 2010 Spatial Asset Pricing: A First Step
    by Ortalo-Magné, François & Prat, Andrea

  • 2010 EMU, EU, capital market integration and consumption smoothing
    by Christev, Atanas & Melitz, Jacques

  • 2010 The 2008 Financial Crisis and Taxation Policy
    by Hemmelgarn, Thomas & Nicodème, Gaëtan

  • 2010 On the forecasting accuracy of multivariate GARCH models
    by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

  • 2010 ROE, Market Value Added e creazione di valore
    by Carlo Alberto Magni

  • 2010 Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 años?
    by Diego Alonso Agudelo Rueda

  • 2010 Regulación y Valor en Riesgo
    by Luis Fernando Melo Velandia & Joan Camilo Granados Castro

  • 2010 The Financial Crisis and the Future of the Eurozone
    by Paul De Grauwe

  • 2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
    by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani

  • 2010 Financial Frictions and Inflation Differentials in a Monetary Union
    by Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser

  • 2010 Long-run Determinants of Sovereign Yields
    by António Afonso & Christophe Rault

  • 2010 Price Formation on the EuroMTS Platform
    by Guglielmo Maria Caporale & Alessandro Girardi

  • 2010 The 2008 Financial Crisis and Taxation Policy
    by Thomas Hemmelgarn & Gaëtan J.A. Nicodème

  • 2010 A Critique of the Literature on the US Financial Debt Crisis
    by Jerome L. Stein

  • 2010 The pricing of financial assets in the physical world of finance
    by Rodolfo Apreda

  • 2010 The Mechanism of Voting Efficiency
    by Schouten, M.C.

  • 2010 Properties of Electricity Prices and the Drivers of Interconnector Revenue
    by Parail, V.

  • 2010 Volatility and the Hedging Effectiveness of China Fuel Oil Futures
    by Wei Chen & J L Ford

  • 2010 Prices and volumes of options: A simple theory of risk sharing when markets are incomplete
    by Le Grand, F. & Ragot, X.

  • 2010 Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market
    by Avouyi-Dovi, S. & Idier, J.

  • 2010 Policy Perspectives on OTC Derivatives Market Infrastructure
    by Darrell Duffie & Ada Li & Theo Lubke

  • 2010 Under/over-valuation of the stock market and cyclically adjusted earnings
    by Marco Taboga

  • 2010 Banking competition, collateral constraints and optimal monetary policy
    by Javier Andrés & Óscar Arce & Carlos Thomas

  • 2010 Financial integration, monetary policy and stock prices: Empirical evidence for the new EU member states
    by PIROVANO, Mara

  • 2010 Minimum Tracking Error Volatility
    by Luca RICCETTI

  • 2010 Modelling asset correlations during the recent FInancial crisis: A semiparametric approach
    by Nektarios Aslanidis & Isabel Casas

  • 2010 How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
    by Almut E. D. Veraart

  • 2010 Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns
    by Tim Bollerslev & Viktor Todorov

  • 2010 Sign and Quantiles of the Realized Stock-Bond Correlation
    by Nektarios Aslanidis & Charlotte Christiansen

  • 2010 The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data
    by Rasmus Tangsgaard Varneskov

  • 2010 Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
    by Nikolaus Hautsch & Mark Podolskij

  • 2010 Estimation of Jump Tails
    by Tim Bollerslev & Viktor Todorov

  • 2010 Selected Essays in Stock Market Liquidity. Innovative XLM Measure at the Frankfurt Stock Exchange: Cloudy Skies, Time of the Day and the Role of Designated Sponsors for Stock Market Liquidity
    by Verrier, Tatjana

  • 2010 Illiquidity of Frontier Financial Market: Case of Serbia
    by Boško Živković & Jelena Minović

  • 2010 Short-horizon Asymmetry in Conditional Mean of Asean Stock Market Returns
    by Mansor H. Ibrahim

  • 2010 Développement Financier, Instabilité Financière Et Croissance Économique : Un Réexamen De La Relation
    by Jude C. EGGOH

  • 2010 A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates
    by Manish Kumar

  • 2010 Finansal Stres ve Iktisadi Faaliyet
    by Selim Elekdag & Ibrahim Burak Kanli & Zahid Samancioglu & Cagri Sarikaya

  • 2010 Impact Of Foreign Capital On Economic Growth In India: 1992 – 2009
    by Anand BANSAL & J.S. PASRICHA

  • 2010 How well is productivity being priced?
    by Lakshmi Balasubramanyan & Ramesh Mohan

  • 2010 Tactical Size Rotation in Switzerland
    by Thorsten Hock

  • 2010 KSZTAlTOWANIE SIe MARz ODSETKOWYCH BANKoW
    by Agata Gemzik-Salwach

  • 2010 Analiza struktury inwestorow na warszawskim parkiecie w aspeckie fluktuacji indeksu WIG20
    by Maria Czech

  • 2010 An Investigation of the Effect of Audit Quality on Accrual Reliability of Listed Companies on Tehran Stock Exchange
    by Mahdi SALEHI & Saeid Jabarzadeh KANGARLOUEI

  • 2010 Development Of Bond Market In Bangladesh: Issues, Status And Policies
    by Mohammad Saleh JAHUR & S.M. Nasrul QUADIR

  • 2010 Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach
    by Necula, Ciprian

  • 2010 Repetitive Stochastic Guesstimation for Estimating Parameters in a GARCH(1,1) Model
    by Agapie, Adriana & Bratianu, Constantin

  • 2010 Alexandre Lamfalussy and the origins of the BIS macro-prudential approach to financial stability
    by Ivo Maes

  • 2010 Dalla crisi finanziaria alla crisi reale
    by Carlo D'Adda

  • 2010 Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009
    by Ladislav Krištoufek

  • 2010 Financial Crises and Their Responses in the Institutional Reforms: Glass-Steagall Act versus Dodd-Frank Act
    by Petr Musílek

  • 2010 State-Run Investment Funds: Major Institutional Investors on Global Financial Markets
    by Petr Sedláček

  • 2010 Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange
    by Kosmas Njanike

  • 2010 The Impact of Direct Foreign Investments on the Economic Growth in Romania
    by POPA Lucia - Ramona

  • 2010 Advantages and Risks Offered by Romanian to Foreign Investors
    by POPA Lucia - Ramona

  • 2010 The Development And Implications Of The U.S. Subprime Crisis
    by Hetes Roxana & Miru Oana & Crâsneac Alexandru

  • 2010 The role of financial imbalances in monetary policy
    by Ágnes Csermely & Zoltán Szalai

  • 2010 New Model of Current Account Balances
    by Levente Kovács

  • 2010 An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach
    by Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin

  • 2010 Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi
    by Melik KAMISLI & Nuray GIRGINER

  • 2010 Return´s seasonalities in the Latibex Market
    by Jose García B.

  • 2010 China's Capital Market: its Structure and Characteristics
    by Ionela Baltatescu

  • 2010 Impact of Income Shocks on Asset Portfolio of Rural Indian Households: An Empirical Analysis
    by Hemant Sharma

  • 2010 Financial Communication On The Web Evidence From Belgium
    by Laetitia Pozniak,

  • 2010 A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks
    by Jeong-Gil Choi & Pat Obi & Shomir Sil

  • 2010 Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
    by Ladislav Krištoufek

  • 2010 The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat
    by Guillermo Benavides Perales

  • 2010 Asymmetric information, firm investment and stock prices
    by Dongmin Kong & Tusheng Xiao & Shasha Liu

  • 2010 Outliers and the Halloween Effect: Comment on Maberly and Pierce
    by H. Douglas Witte

  • 2010 Consumer Confidence, Stock Prices And Exchange Rates: The Case Of Turkey
    by GORMUS Sakir & GUNES, Sevcan

  • 2010 Financial Shortages Patterns - an Overview on Emerging Economies
    by Ioana-Veronica ALEXA & Gabriel-Iulian DAJBOG

  • 2010 Financial Markets Interactions between Economic Theory and Practice
    by Mihaela NICOLAU

  • 2010 The Macroeconomic Outlook and the Impact of the Global Crisis in the Euro Area
    by Mioara CHIRITA

  • 2010 El mercado de crédito colombiano, un análisis desde las reformas financieras
    by Román Leonardo Villarreal Ramos

  • 2010 La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009
    by María Rosa Álvarez Castrillón & Andrés Ramírez Hassan & Alejandro Rendón Barrera

  • 2010 Segundo Mercado: balance y propuestas para su profundización desde la perspectiva de las pequeñas y medianas empresas
    by Andrea Patricia Alba & Nidia Remolina

  • 2010 Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia
    by Carlos Aldana & Felipe Aristizabal & Claudia Echavarría

  • 2010 La complejidad y la teoría contable
    by José Joaquín Ortiz Bojacá

  • 2010 Aspectos jurídicos y tributarios de la factura como título valor
    by Miryam Romero Restrepo & Constanza Loreth Fajardo Calderón & Carlos A ndrés Vélez R omero

  • 2010 La administraciòn financiera: una utopìa en las microempresas
    by Gladys Yaneth Mariño Becerra & Inelia Medina Sandoval

  • 2010 La valoraciòn econòmica de bienes y servicios ambientales como herramienta estrategica para la conservaciòn y uso sostenible de los ecosistemas
    by ADOLFO CARBAL HERRERA

  • 2010 Las imperfecciones del mercado de créditos, la restricción crediticia y los créditos alternativos
    by Gustavo Adolfo Díaz Valencia

  • 2010 Análisis del efecto día de semana en los mercados accionarios latinoamericanos
    by Kristjanpoller Rodríguez, Werner

  • 2010 Stock Market Wealth-Effects During Privatization Initial Public Offers In Chile (1984-1989)
    by ROBERTO J. SANTILLÁN SALGADO

  • 2010 Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS
    by EDGARDO CAYÓN FALLÓN & TOMÁS RICARDO DI SANTO ROJAS & CAMILO RONCANCIO PEÑA

  • 2010 Caos en el mercado de commodities
    by Christian Espinosa Méndez

  • 2010 Ist ein Verbot von Wertpapier-Leerverkäufen bzw. ungedeckten Credit Default Swaps sinnvoll?
    by Andre Horovitz & Martin Schütte & Barbara Hendricks & Sigrid Müller & Max Otte

  • 2010 Geld- und Fiskalpolitik in der Wirtschaftskrise
    by Gerhard Illing

  • 2010 Was wird aus Griechenland? Überlegungen zu einem Insolvenzrecht für internationale Staatsschulden
    by Hans-Bernd Schäfer

  • 2010 Auswirkungen der Krise auf Schwellenländer: Welches Entwicklungsmodell hat sich bewährt?
    by Thomas Mirow & Gunther Schnabl & Michael Knogler & Klaus-Jürgen Gern

  • 2010 Caveat Emptor: Gläubigerschutz ist keine Lösung
    by Thiess Büttner

  • 2010 Regulierung und Aufsicht der Banken: Brauchen wir Basel III?
    by Christoph Zeitler & Bernd Rudolph & Christian Kirchner & Christoph Kaserer & Markus Ferber

  • 2010 Ist eine europäische Ratingagentur sinnvoll, und wie sollte sie organisiert sein?
    by Erich Harbrecht & Martin Wieland & Ralf Elsas & Ottmar Schneck

  • 2010 Keynote Adress by Jean-Claude Trichet
    by Jean-Claude Trichet

  • 2010 Keynote Adress by Horst Köhler
    by Horst Köhler

  • 2010 Managing the Crisis by Manfred J.M. Neumann
    by Manfred J.M. Neumann

  • 2010 Managing the Crisis: Keynote Adress by Valdis Dombrovskis
    by Valdis Dombrovskis

  • 2010 Introduction by Hans-Werner Sinn
    by Hans-Werner Sinn

  • 2010 Comments on Recent Fiscal Developments and Exit Strategies
    by Vito Tanzi

  • 2010 Africa's Economic Future: Learning from the Past
    by Augustin Kwasi Fosu

  • 2010 The Global Economy: Recovering from the Edge of a Financial And Economic Abyss
    by Dilip K. Das

  • 2010 Italy: Inching Out of the Global Crisis
    by Riccardo Revelli

  • 2010 Credit and Unemployment: Do Institutions Matter?
    by Donatella Gatti & Anne-Gael Vaubourg

  • 2010 Un MEDAF à plusieurs moments réalisés
    by Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet

  • 2010 Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)
    by Mehmet Hasan Eken & Taylan Ozgür Uner

  • 2010 Option-Based Valuation Of Mortgage-Backed Securities
    by Ana Manola & Branko Uroševic

  • 2010 Extreme Value Theory In Emerging Markets
    by Goran Andjelic & Ivana Milosev & Vladimir Djakovic

  • 2010 WILL THE ROMANIAN SMEs BE LISTED ON THE BUCHAREST STOCK EXCHANGE?
    by CRISTINA CURUTIU

  • 2010 Hedge funds regulation towards new challenges
    by Alberto Burchi

  • 2010 The Impact of the European Financial Integration Process and Other International Tendencies on the Romanian Stock Market
    by Alina Camelia Sargu

  • 2010 The correlation between the macroeconomic variables and the Bucharest stock exchange share prices
    by Cristina CURUTIU BALINT

  • 2010 Options evaluation - Black-Scholes model vs. binomial options pricing model
    by Ioan TRENCA & Maria Miruna POCHEA & Angela Maria FILIP

  • 2010 Trends and expectations regarding lending activity
    by Dorina POANTA & Vera MORARIU

  • 2010 Banking crisis. Case of U.S. banks versus UK banks
    by Ioan NISTOR & Maria ULICI

  • 2010 Capital Markets And The Cost Of Capital
    by Lect. Sanda Constantin Ph.D & Lect. Dana Adriana Lupşa-Tătaru Ph. D

  • 2010 Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?
    by Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo

  • 2010 Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa
    by Umar Bida Ndako

  • 2010 The Asymmetric Impulse of the Sunshine Effect on Stock Returns and Volatilities
    by Yuan-Ming Lee & Kuan-Min Wang

  • 2009 Low risk and high return - how emotions shape expectations on the stock market
    by Kempf, Alexander & Niessen-Ruenzi, Alexandra & Merkle, Christoph

  • 2009 Overconfidence among professional investors: Evidence from mutual fund managers
    by Pütz, Alexander & Ruenzi, Stefan

  • 2009 What Ties Return Volatilities to Price Valuations and Fundamentals?
    by Alexander David & Pietro Veronesi

  • 2009 La valorisation des instruments financiers en juste valeur et performance de marché en temps de crise : le cas des sociétés du CAC 40
    by Ben Hamida, Nessrine & Nguyen, Duc Khuong

  • 2009 Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices
    by Aboura, Sofiane & Wagner, Niklas

  • 2009 Le savoir et la finance. Liaisons dangereuses au coeur du capitalisme contemporain
    by Plihon, Dominique & Mouhoud, El Mouhoub

  • 2009 Estimating expected loss given default in an emerging market: the case of Czech Republic
    by Seidler, Jakub & Horvath, Roman & Jakubík, Petr

  • 2009 Can risk modeling work?
    by Sheedy, Elizabeth

  • 2009 Global Crisis and the Integration of India’s Stock Market
    by Dhal, Sarat

  • 2009 Financial Market Dynamics in an Enlarged European Union
    by Kenourgios, Dimitris & Samitas, Aristeidis

  • 2009 Market Maker unter Wolken – Wettereffekte am deutschen Aktienmarkt
    by Marcus Flemisch & Andreas Hackethal & Dirk Schiereck

  • 2009 Temel finansal oranların sistematik riske etkisi
    by Canan ERYİĞİT & Mehmet ERYİĞİT

  • 2009 Küresel iktisadi kriz
    by Daron ACEMOĞLU

  • 2009 Global economics crisis and IMF
    by Michael MUSSA

  • 2009 Türkiye’de döviz kuru ve hisse senedi fiyatlarının sınır testi analizi
    by Burcu KIRAN

  • 2009 Informational Cascades in Financial Economics: A Review
    by Maria Grazia Romano

  • 2009 Higher-order beliefs among professional stock market forecasters: some first empirical tests
    by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas

  • 2009 Different risk-adjusted fund performance measures: a comparison
    by Grau-Carles, Pilar & Sainz, Jorge & Otamendi, Javier & Doncel, Luis Miguel

  • 2009 Cross-sectional analysis of risk-neutral skewness
    by Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan

  • 2009 Naked short selling: The emperor`s new clothes?
    by Yadav, Pradeep K. & Fotak, Veljko & Raman, Vikas

  • 2009 Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE
    by Yadav, Pradeep K. & Bardong, Florian & Bartram, Söhnke M.

  • 2009 The impact of iceberg orders in limit order books
    by Frey, Stefan & Sandås, Patrik

  • 2009 Commonalities in the order book
    by Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G.

  • 2009 What is Happening to the Impact of Financial Deepening on Economic Growth?
    by Peter L. Rousseau & Paul Wachtel

  • 2009 A Benchmark Approach to Investing and Pricing
    by Eckhard Platen

  • 2009 Asset Markets and Monetary Policy
    by Eckhard Platen & Willi Semmler

  • 2009 Alternative Defaultable Term Structure Models
    by Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlogl

  • 2009 Extreme Value Theory and the Financial Crisis of 2008
    by James P. Gander

  • 2009 A model of collateral, investment and adverse selection
    by Alberto Martin

  • 2009 Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space
    by Kwamie Dunbar

  • 2009 The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach
    by Kwamie Dunbar

  • 2009 Corporate governance and financial performance in an Australian context
    by Rebecca Brown & Tue Gørgens

  • 2009 Extracting bull and bear markets from stock returns
    by John M Maheu & Thomas H McCurdy & Yong Song

  • 2009 Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
    by Katya Malinova & Andreas Park

  • 2009 Trading Volume in Dealer Markets
    by Katya Malinova & Andreas Park

  • 2009 Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
    by Arvid Raknerud & Øivind Skare

  • 2009 A Note on Studies of Monetary Policy and Implementation in Vietnam
    by Tran Tri Dung & Quan Hoang Vuong

  • 2009 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
    by Peter C.B.Phillips & Yangru Wu & Jun Yu

  • 2009 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
    by Peter C.B. PHILIPS & Yangru WU & Jun YU

  • 2009 Currencies Analysis Based on Stability: Using Apriori-Algorithm
    by Khan, Hameed Ullah & Ullah, Zahid & Mahmud, Maqsood

  • 2009 Spanning with Zero-Price Investment Assets
    by Galvani, Valentina & Plourde, Andre

  • 2009 Options and Efficiency in Spaces of Bounded Claims
    by Galvani, Valentina & Troitsky, Vladimir

  • 2009 Trading Frequency and Volatility Clustering
    by Yi Xue & Ramazan Gencay

  • 2009 Hierarchical Information and the Rate of Information Diffusion
    by Yi Xue & Ramazan Gencay

  • 2009 The Value Effect and the Market For Chinese Stocks
    by Burton G. Malkiel & Derek Jun

  • 2009 The Clustering of Extreme Movements: Stock Prices and the Weather
    by Burton G. Malkiel & Atanu Saha & Alex Grecu

  • 2009 A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry
    by Santillán Salgado, Roberto & Hibert Sánchez, Abel

  • 2009 The impact of the US stock market on the Romanian stock market in the context of the financial crisis
    by Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona

  • 2009 A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
    by Köksal, Bülent

  • 2009 Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach
    by Erdemlioglu, Deniz

  • 2009 Вплив Екзогенних Чинників На Розвиток Українського Фондового Ринку
    by Petrushchak, Bohdan

  • 2009 Is Money Neutral In Stock Market? The Case of Malaysia
    by Chin-Hong, Puah & Muzafar Shah, Habibullah & Venus Khim-Sen, Liew

  • 2009 Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
    by Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui

  • 2009 The pattern of Euronext volatility in the crisis period: an intrinsic volatility analysis
    by Dima, Bogdan & Murgea, Aurora & Cristea, Stefana

  • 2009 An empirical analysis of the interlinkages between financial sector and economic growth
    by Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa

  • 2009 An empirical analysis on the impact of the development of the financial system upon the economic growth. The case of Romania and of the other states members of the European Union
    by Corduneanu, Carmen & Milos, Laura Raisa

  • 2009 A Spot Stochastic Recovery Extension of the Gaussian Copula
    by Bennani, Norddine & Maetz, Jerome

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  • 2009 Asymmetric Effects of Financial Development on South-South and South-North Trade: Panel Data Evidence from Emerging Markets
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  • 2009 Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?
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  • 2009 Generalized Marginal Risk
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  • 2009 Click to download data: an event study of Internet access to economic statistics
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  • 2009 Root Causes of The Housing Bubble
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  • 2009 Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range
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  • 2009 Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion
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  • 2009 Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey
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  • 2009 Economic Factors Influencing Corporate Capital Structure in Three Asian Countries: Evidence from Japan, Malaysia and Pakistan
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  • 2009 The mathematics of Ponzi schemes
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  • 2009 Explaining earnings persistence: a threshold autoregressive panel unit root approach
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  • 2009 The Case for Mandatory Ownership Disclosure
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  • 2009 What is the best firm size to invest?
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  • 2009 Ambiguity, Infra-Marginal Investors, and Market Prices
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  • 2009 The Case for Mandatory Ownership Disclosure
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  • 2009 Predictability of Equity Models
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  • 2009 Do Financial Systems Converge?: New Evidence from Household Financial Assets in Selected OECD Countries
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  • 2009 Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
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  • 2009 The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis
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  • 2009 Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets
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  • 2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
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  • 2009 The Demographics of Innovation and Asset Returns
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  • 2009 Asset Return Dynamics under Bad Environment Good Environment Fundamentals
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  • 2009 Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks
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  • 2009 Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
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  • 2009 On the origins of the BIS macro-prudential approach to financial stability: Alexandre Lamfalussy and financial fragility
    by Ivo Maes

  • 2009 High Watermarks of Market Risks
    by Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel

  • 2009 Volatility Models : from GARCH to Multi-Horizon Cascades
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  • 2009 Informed Trading in Parallel Bond Markets
    by Paiardini, Paola

  • 2009 Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution
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  • 2009 Modelling stock returns in Africa’s emerging equity markets
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  • 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
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  • 2009 Basket Options on Heterogeneous Underlying Assets
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  • 2009 Building an Artificial Stock Market Populated by Reinforcement-Learning Agents
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  • 2009 Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach
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  • 2009 Cognition and Economic Outcomes in the Health and Retirement Survey
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  • 2009 Cognition and Economic Outcomes in the Health and Retirement Survey
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  • 2009 Factores determinantes de la salida a bolsa en España
    by Joaquín Farinos & Vicente Sanchis

  • 2009 Corporate governance and impression management in annual press releases
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  • 2009 The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis
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  • 2009 Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries
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  • 2009 Loss aversion and mental accounting: The favorite-longshot bias in parimutuel betting
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  • 2009 A High-Low Model of Daily Stock Price Ranges
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  • 2009 Value at Risk for Large Portfolios
    by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt

  • 2009 Uncertainty of Multiple Period Risk Measures
    by Lönnbark, Carl

  • 2009 Profitability of Technical Trading Rules on the Baltic Stock Markets
    by Lönnbark, Carl & Soultanaeva, Albina

  • 2009 The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange
    by Skjeltorp, Johannes & Ødegaard, Bernt Arne

  • 2009 Statlig eierskap på Oslo Børs
    by Ødegaard, Bernt Arne

  • 2009 The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?
    by Ødegaard, Bernt Arne

  • 2009 Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period
    by Naes, Randi & Ødegaard, Bernt Arne

  • 2009 The (implicit) cost of equity trading at the Oslo Stock Exchange. What does the data tell us?
    by Ødegaard, Bernt Arne

  • 2009 Who moves stock prices? Monthly evidence
    by Ødegaard, Bernt Arne

  • 2009 The Evolution of Aggregate Stock Ownership - A Unified Explanation
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  • 2009 The investment horizon problem: A resolution
    by Aase, Knut K.

  • 2009 News Aggregators, Volatility and the Stock Market
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  • 2009 Promarket reforms and allocation of capital in India
    by Desai, Sameeksha & Eklund, Johan & Högberg, Andreas

  • 2009 Do Women Supply more Public Goods than Men?
    by Andersen, Steffen & Bulte, Erwin & Gneezy, Uri & List, John A.

  • 2009 Udenlandsk arbejdskraft i Danmark
    by Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan

  • 2009 Human Capital and Wages in Exporting Firms
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  • 2009 Export pricing and the cross-country correlation of stock prices
    by Tervala, Juha

  • 2009 A new value-weighted total return index for the Finnish stock market
    by Nyberg , Peter & Vaihekoski, Mika

  • 2009 Simulation analyses and stress testing of payment networks
    by Leinonen (ed), Harry

  • 2009 Does training on behavioral finance influence fund managers' perception and behavior?
    by Nikiforow, Marina

  • 2009 Optimal martingales and American option pricing
    by Mario Cerrato & Abdollah Abbasyan

  • 2009 An investigation of customer order flow in the foreign exchange market
    by Mario Cerrato & Nicholas Sarantis & Alex Saunders

  • 2009 Environmental Options and Technological Innovation: An Evolutionary Game Model
    by Simone Borghesi & Angelo Antoci & Marcello Galeotti

  • 2009 Classical and modified rescaled range analysis: Sampling properties under heavy tails
    by Ladislav Kristoufek

  • 2009 Riding Bubbles
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  • 2009 Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
    by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A.

  • 2009 Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
    by Hakim, A. & McAleer, M.J.

  • 2009 Endogenous liquidity and contagion
    by Rohit Rahi & Jean-Pierre Zigrand

  • 2009 Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion
    by John M. Fry

  • 2009 Equity lending markets and ownership structure
    by Saffi, Pedro A.C. & Sturgess, Jason

  • 2009 Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?
    by Peter C.B. Philips & Yangru Wu & Jun Yu

  • 2009 Liquidity and Asset Prices: How Strong Are the Linkages?
    by Christian Dreger & Jürgen Wolters

  • 2009 Liquidity and Asset Prices: How Strong Are the Linkages?
    by Christian Dreger & Jürgen Wolters

  • 2009 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
    by Peter C.B. Phillips & Yangru Wu & Jun Yu

  • 2009 The econometrics of randomly spaced financial data: a survey
    by Andre A. Monteiro

  • 2009 The Other January Effect: International Evidence
    by Martin T. Bohl & Christian A. Salm

  • 2009 Do Individual Index Futures Investors Destabilize the Underlying Spot Market?
    by Martin T. Bohl & Christian A. Salm & Bernd Wilfling

  • 2009 Asset Prices, Exchange Rates and the Current Account
    by Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio

  • 2009 Dynamic Trading and Asset Prices: Keynes vs. Hayek
    by Cespa, Giovanni & Vives, Xavier

  • 2009 Macroeconomic Effects of Financial Shocks
    by Jermann, Urban & Quadrini, Vincenzo

  • 2009 The Evolution of Aggregate Stock Ownership---A Unified Explanation
    by Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya

  • 2009 Exchange Rate Forecasting, Order Flow and Macroeconomic Information
    by Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira

  • 2009 Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
    by HEINEN, Andréas & VALDESOGO, Alfonso

  • 2009 Consistent ranking of multivariate volatility models
    by LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

  • 2009 El mercado de acciones en Colombia: 1930-1998
    by Ignacio Velez-Pareja

  • 2009 Why the " Miracle of Compound Interest" leads to financial crises?
    by Micheal Hudson

  • 2009 Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach
    by E. Otranto

  • 2009 Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution
    by Dongming Zhu & John Galbraith

  • 2009 Illiquidity and Under-Valuation of Firms
    by Douglas Gale & Piero Gottardi

  • 2009 Dynamic Trading and Asset Prices: Keynes vs. Hayek
    by Giovanni Cespa & Xavier Vives

  • 2009 Early Warning System for Economic and Financial Risks in Kazakhstan
    by Biswa N. Bhattacharyay & Dennis Dlugosch & Benedikt Kolb & Kajal Lahiri & Irshat Mukhametov & Gernot Nerb

  • 2009 Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis
    by Biswa N. Bhattacharyay

  • 2009 The Price of Liquidity: Bank Characteristics and Market Conditions
    by Falko Fecht & Kjell G. Nyborg & Jörg Rocholl

  • 2009 Application of Stochastic Optimal Control to Financial Market Debt Crises
    by Jerome L. Stein

  • 2009 Size and Value Efects in the Visegrad Countries
    by Magdalena Morgese Borys & Petr Zemcik

  • 2009 An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics)
    by Rodolfo Apreda

  • 2009 The Evolution of Ownership Disclosure Rules across Countries
    by Mathias M. Siems & Michael C. Schouten

  • 2009 Passive Investors, Active Traders and Strategic Delegation of Price Discovery
    by Jezek, M.

  • 2009 Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed
    by Parail, V.

  • 2009 Herding and Contrarian Behaviour in Financial Markets
    by Park, A. & Sabourian, H.

  • 2009 On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts
    by Daniella Acker & Nigel W. Duck

  • 2009 Identifying the Effect of Bank of Japan's Liquidity Facilities: The Case of CP Operations During Financial Turmoil
    by Yasuo Hirose & Shinsuke Ohyama

  • 2009 Identifying the Effect of Bank of Japan's Liquidity Provision on the Year-End Premium: A Structural Approach
    by Yasuo Hirose & Shinsuke Ohyama & Ken Taniguchi

  • 2009 Funding liquidity risk in a quantitative model of systemic stability
    by Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew

  • 2009 An Alternative Formula to Price American Options
    by Rocío Elizondo & Pablo Padilla & Mogens Bladt

  • 2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
    by Guillermo Benavides & Carlos Capistrán

  • 2009 The riskiness of corporate bonds
    by Marco Taboga

  • 2009 Network Analysis and Canada's Large Value Transfer System
    by Lana Embree & Tom Roberts

  • 2009 Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks
    by Alejandro García & Andrei Prokopiw

  • 2009 Structural Conditional Correlation
    by Weber, Enzo

  • 2009 Liberalization, Corporate Governance, and Savings Banks
    by Manuel Illueca & Lars Norden & Gregory F. Udell

  • 2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
    by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

  • 2009 The Effects of Interest Rate Movements on Assets’ Conditional Second Moments
    by Alessandro Palandri

  • 2009 Tails, Fears and Risk Premia
    by Tim Bollerslev & Viktor Todorov

  • 2009 Stochastic volatility of volatility in continuous time
    by Ole E. Barndorff-Nielsen & Almut E. D. Veraart

  • 2009 Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise
    by Ingmar Nolte & Valeri Voev

  • 2009 Skewness Premium with Lévy Processes
    by José Fajardo & Ernesto Mordecki

  • 2009 Remarks on Romanian Capital Market Volatility in the Framework of an Power ARCH (PARCH) Model
    by Bogdan DIMA & Mircea Mihai ROB

  • 2009 Balkan Countries: Catching Up and their Integration in the European Financial System
    by Fabienne Bonetto & Srđan Redžepagić & Anna Tykhonenko

  • 2009 Exchange Rates and Fundamentals: Footloose or Evolving Relationship?
    by Lucio Sarno & Giorgio Valente

  • 2009 Essay on International Financial Crisis and Endogenous Growth Theory
    by Boris Molochny

  • 2009 Click to Download Data : An Event Study of Internet Access to Economic Statistics
    by O. Emre Tokel & M. Eray Yucel

  • 2009 Characteristics Of Japan'S Commodities Index And Its Correlation With Stock Index
    by Yamori NOBUYOSHI

  • 2009 Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution
    by Necula, Ciprian

  • 2009 Financial risk and political risk in mature and emerging financial markets
    by Jiang, Wenjiang & Wu, Zhenyu

  • 2009 Application of MACD and RVI indicators as functions of investment strategy optimization on the financial market
    by Dejan Eric & Goran Andjelic & Srdjan Redzepagic

  • 2009 Model Uncertainty and Liquidity
    by Bryan Routledge & Stanley Zin

  • 2009 Euler Equation Errors
    by Martin Lettau & Sydney Ludvigson

  • 2009 Macroeconomic Effects of Financial Policy
    by Yann Algan & Olivier Allais & Eva Carceles-Poveda

  • 2009 A Clustering Of Dja Stocks - The Application In Finance Of A Method First Used In Gene Trajectory Study
    by Moldovan Darie & Silaghi Gheorghe Cosmin

  • 2009 Voluntary Internet Financial Reporting And Disclosure – A New Challenge For Romanian Companies
    by Bogdan Victoria & Pop Cosmina Madalina & Popa Dorina Nicoleta

  • 2009 Budget Retrenchment In The Public Sector - Challenges Against The Background Of The Financial Crisis
    by Terci Nicolae

  • 2009 Impact Of Financial Crisis Over The Companies Of Bet Index Composition
    by Nistor Ioan & Ulici Maria

  • 2009 European Economic Integration – Challenges And Consequences On Romanian Financial System Soundness
    by Firtescu Bogdan

  • 2009 The Belgian migration to SEPA (Single Euro Payments Area)
    by J. Vermeulen & A. Waterkeyn

  • 2009 The Effect of Extreme Markets on the Benefits of International Portfolio Diversification
    by Daniella Acker & Nigel W. Duck

  • 2009 European Put-Call Parity and the Early Exercise Premium for American Currency Options
    by Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk

  • 2009 An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets
    by Werner Kristjanpoller Rodríguez

  • 2009 The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin's Forgone Bail-out
    by Alexander Schulz & Guntram B. Wolff

  • 2009 Do stock markets matter in investment growth in Africa?
    by Charles K.D. Adjasi & Nicholas Biekpe

  • 2009 Credit, Asset Prices, and Financial Stress
    by Miroslav Misina & Greg Tkacz

  • 2009 Nonlinearities, Herd Behaviour and Market Illiquidity: Evidence from Montenegro
    by Vasileios Kallinterakis & Maria Lodetti

  • 2009 Cash Flow Statements
    by Jadranka Kapic

  • 2009 Lessons from the 2007-2008 Crisis: The Benefits from a "Soft" Methodological Pluralism in the Analysis of Financial Markets
    by Mitja Stefancic

  • 2009 Is the impact of the ECB Monetary Policy on EMU stock market returns asymmetric?
    by Oreste Napolitano

  • 2009 International Portfolio Diversification: Evidence from European Emerging Markets
    by Nikolaos L. Hourvouliades

  • 2009 Russland im Sog der internationalen Finanzkrise
    by Hella Engerer & Mechthild Schrooten

  • 2009 Stabilität und Effizienz des deutschen Bankensektors im Lichte der Subprime-Krise
    by Manfred Weber & Mathias Brehe

  • 2009 Geldpolitik und Vermögensmärkte
    by Christian Dreger & Jürgen Wolters

  • 2009 Pricing Foreign Equity Options with Stochastic Correlation and Volatility
    by Jun Ma

  • 2009 Incidencia del sector financiero en el conflicto económico: la formación bruta de capital en Colombia y el Prime Rate
    by Marco Leonardo Penagos Rozo

  • 2009 Modelacion del efecto del día de la semana para los índices accionarios de Colombia mediante un modelo STAR GARCH
    by David Mauricio Rivera Palacio

  • 2009 Costes Normalizados Y Completos En La Prestación Del Servicio Eléctrico, Como Herramienta Para La Toma De Decisiones Empresariales
    by NELSON DARÍO DÍAZ GIL

  • 2009 Ranking Financiero: Herramienta Financiera Para Medir La Productividad De Las Empresas De Comercialización De Energía Eléctrica
    by NELSON DARÍO DÍAZ GIL

  • 2009 Teorías sobre cobertura con contratos de futuro
    by Vicent Aragó Manzana

  • 2009 Die neue Architektur der internationalen Finanzwelt
    by Georg Fahrenschon & Axel A. Weber & Theodor Weimer

  • 2009 G-20-Gipfel in London: ein Durchbruch zur Regulierung der Finanzmärkte?
    by Rolf J. Langhammer & Doris Neuberger & Thorsten Polleit & Hermann A. Wagner & Irwin Collier

  • 2009 Impact of the Global Financial Crisis on the Social Services Sector in Ghana and Nigeria
    by Olusanya Ajakaiye & Tayo Fakiyesi & Mutiu Oyinlola

  • 2009 Fallacies about the Global Financial Crisis Harms Recovery in the Poorest Countries
    by Wim Naudé

  • 2009 Perspectives For The Global Economy- The Aftermath Of The Financial Shocks: Report On The 2009 CESifo International Spring Conference
    by Silvia Schula & Hans-Günther Vieweg

  • 2009 Econometric Models for Oil Price Forecasting: A Critical Survey
    by Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa

  • 2009 A new framework for the analysis of contemporary financial markets: the need for pluralistic approaches
    by Mitja Stefancic

  • 2009 Granger Causality Between Stock Price and Trading Volume: A Stock-Based Analysis in the ISE
    by Bekir Elmas & M.Sinan Temurlenk

  • 2009 The Effect of the Change in the Exchange Rate of US Dollars on the Market Index of Developing Countries: January 2001– November 2006 Period
    by Semra Karacaer & Yusuf Volkan Topuz

  • 2009 Jinx Numbers Effect
    by Ekrem Tufan & Bahattin Hamarat

  • 2009 The future of securitisation: how to align incentives
    by Ingo Fender & Janet Mitchell

  • 2009 Power Laws in Economics and Finance
    by Xavier Gabaix

  • 2009 An Enjoyable Life Puzzling Over Modern Finance Theory
    by Paul A. Samuelson

  • 2009 Capital Market-Driven Corporate Finance
    by Malcolm Baker

  • 2009 Preface to the Annual Review of Financial Economics
    by Andrew W. Lo & Robert C. Merton

  • 2009 Testing The Efficiency Market Hypothesis For The Romanian Stock Market
    by Bogdan Dima & Laura Raisa Milos

  • 2009 A Model Dedicated To Forecast The Evolution Of The Real Economy And Financial Markets System From Romania Using Concepts From Open Systems Thermodinamics – Project Description
    by Lect. Ph.D Stanciu Cristian Valeriu & Lect. Ph.D Rizescu Sabin & Prof. Ph.D Spulbar Cristi & Assoc. Prof. PhD Dracea Raluca

  • 2009 Impact of financial crisis over the evolution of banks from the capital market
    by Ioan NISTOR & Maria ULICI

  • 2009 New financial derivatives on Romanian market - contracts for difference
    by Mircea CIOLPAN

  • 2009 An Assessment of the Degree of South Africa's Financial Integration into the World Economy
    by Lumengo Bonga-Bonga

  • 2009 Stock Market Integration: A South African Perspective
    by Alain Kabundi & Idriss Mouchili

  • 2009 Are African Stock Markets Integrated with the Rest of the World?
    by Paul Alagidede

  • 2009 The Economics of Structured Finance
    by Joshua Coval & Jakub Jurek & Erik Stafford

  • 2009 Trading in Networks: A Normal Form Game Experiment
    by Douglas M. Gale & Shachar Kariv

  • 2009 Tax Changes and Asset Pricing
    by Clemens Sialm

  • 2009 Financial Risk Management: When Does Independence Fail?
    by Augustin Landier & David Sraer & David Thesmar

  • 2009 This Job Is "Getting Old": Measuring Changes in Job Opportunities Using Occupational Age Structure
    by David Autor & David Dorn

  • 2008 Public or private equity? How accelerated IPOs can increase competition in offerings
    by Tim Jenkinson

  • 2008 Financial System Structure and Change - 1986-2005 Evidence from the OECD Countries
    by A. Antzoulatos, Angelos & Thanopoulos, John

  • 2008 The current global financial turmoil and Asian developing countries
    by Yılmaz AKYÜZ

  • 2008 El efecto de los conflictos de agencia en las políticas de dividendos a los accionistas. El caso chileno
    by Lefort, Fernando

  • 2008 Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence
    by Thomas Nitschka

  • 2008 The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate
    by Thomas Nitschka

  • 2008 Retirement saving and attitude towards financial intermediaries: Evidence for Germany
    by Dummann, Kathrin

  • 2008 Die Performance deutscher Aktienfonds: Lassen sich Selektions- und Timingfähigkeiten nachweisen und hat die Wahl des Performancemaßes einen Einfluss auf die Beurteilung?
    by Rottmann, Horst & Franz, Thomas

  • 2008 The impact of liquidity shocks through the limit order book
    by Wuyts, Gunther

  • 2008 Assessing the impact of algorithmic trading on markets: A simulation approach
    by Gsell, Markus

  • 2008 The impact of hidden liquidity in limit order books
    by Frey, Stefan & Sandås, Patrik

  • 2008 Dynamic limit order market with diversity in trading horizons
    by van Achter, Mark

  • 2008 Does algorithmic trading improve liquidity?
    by Hendershott, Terrence & Jones, Charles M. & Menkveld, Albert J.

  • 2008 Insiders-outsiders, transparency and the value of the ticker
    by Cespa, Giovanni & Foucault, Thierry

  • 2008 Quantifying the efficiency of the Xetra LOB market: Detailed recipe
    by Sperl, Miriam

  • 2008 Multivariate regimeswitching GARCH with an application to international stock markets
    by Haas, Markus & Mittnik, Stefan

  • 2008 Asymmetric multivariate normal mixture GARCH
    by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.

  • 2008 The impact of order size on stock liquidity: a representative study
    by Stange, Sebastian & Kaserer, Christoph

  • 2008 The German sub-national government bond market: evolution, yields and liquidity
    by Schulz, Alexander & Wolff, Guntram B.

  • 2008 Should Benchmark Indices Have Alpha? Revisiting Performance
    by Martijn Cremers & Antti Petajisto & Eric Zitzewitz

  • 2008 Time-Deformation Modeling Of Stock Returns Directed By Duration Processes
    by Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto

  • 2008 Italian Equity Funds: Efficiency and Performance Persistence
    by Loriana Pelizzon & Roberto Casarin & Andrea Piva

  • 2008 Real World Pricing for a Modified Constant Elasticity of Variance Model
    by Shane M Miller & Eckhard Platen

  • 2008 On Honest Times in Financial Modeling
    by Ashkan Nikeghbali & Eckhard Platen

  • 2008 Distributional Deviations in Random Number Generation in Finance
    by Sergio Chavez & Eckhard Platen

  • 2008 A Unifying Approach to Asset Pricing
    by Eckhard Platen

  • 2008 Modelling Adverse Selection on Electronic Order-Driven Markets
    by Louis R. Mercorelli & David Michayluk & Anthony D. Hall

  • 2008 Analytic Pricing of Contingent Claims Under the Real-World Measure
    by Shane Miller & Eckhard Platen

  • 2008 The Law of Minimum Price
    by Eckhard Platen

  • 2008 Hedging for the Long Run
    by Eckhard Platen & Hardy Hulley

  • 2008 Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
    by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard

  • 2008 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M Maheu

  • 2008 Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals
    by Noussair, C.N. & Powell, O.R.

  • 2008 Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006)
    by Evan Gilbert & Dave Strugnell

  • 2008 Finance : rien ne va plus
    by Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Paola Veroni & Mathieu Plane & Christine Rifflart

  • 2008 The financial storms in Vietnam's transition economy: a reasoning on the 1991-2008 period
    by André Farber & Nguyen Huu Tu & Tran Tri Dung & Quan Hoang Vuong

  • 2008 Foreign bank entry, institutional development and credit access: firm-level evidence from 22 transition countries
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  • 2008 Does Weather Matter?
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  • 2008 Using sentiment surveys to predict GDP growth and stock returns
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  • 2008 Using sentiment to predict GDP growth and stock returns
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    by Ntim, Collins G & Opong, Kwaku K & Danbolt, Jo & Dewotor, Frank

  • 2008 Dynamics of financial markets in the context of globalization
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  • 2008 Information Exchange and the Limits of Arbitrage
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  • 2008 Information Exchange and the Limits of Arbitrage
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  • 2008 Real Options: Applications in Public Economics
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  • 2008 Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure
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  • 2008 A Note on the Two-fund Separation Theorem
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  • 2008 Historical Political Futures Markets: An International Perspective
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  • 2008 The Wealth-Consumption Ratio
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  • 2008 Extension of random matrix theory to the L-moments for robust portfolio allocation
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  • 2008 A multi-horizon scale for volatility
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  • 2008 Towards an understanding approach of the insurance linked securities market
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  • 2008 Operational Disruption and the Hungarian Real Time Gross Settlement System (VIBER)
    by Ágnes Lublóy & Eszter Tanai

  • 2008 Tassi di interesse reali, rischio di lungo periodo e cicli economici
    by Giorgio PIZZUTTO

  • 2008 Rischio di lungo periodo e premio a termine
    by Giorgio PIZZUTTO

  • 2008 Market Efficiency and the Euro: The case of the Athens Stock exchange
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  • 2008 Are French Individual Investors reluctant to realize their losses?
    by Boolell-Gunesh S. & Broihanne M-H. & Merli M.

  • 2008 A note on Arbitrage under Transaction Costs
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  • 2008 Fiscal Policy, Housing and Stock Prices
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  • 2008 The Informational Content of Trades on the EuroMTS Platform
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  • 2008 Corporate campaign contributions and abnormal stock returns after presidential elections
    by Juergen Huber & Michael Kirchler

  • 2008 The political economy debate on ‘financialisation’ – a macroeconomic perspective
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  • 2008 Common Influences, Spillover and Integration in Chinese Stock Markets
    by Enzo Weber & Yanqun Zhang

  • 2008 Structural Dynamic Conditional Correlation
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  • 2008 Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?
    by Maik Schmeling & Andreas Schrimpf

  • 2008 Structural Constant Conditional Correlation
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  • 2008 Markets and Housing Finance
    by Veronica Cacdac Warnock & Francis E. Warnock

  • 2008 Do External Political Pressures Affect the Renminbi Exchange Rate?
    by Li-gang Liu & Laurent Pauwels & Jun-yu Chan

  • 2008 Recovery Process Model
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  • 2008 Impact of Political News on the Baltic State Stock Markets
    by Soultanaeva, Albina

  • 2008 A Corrected Value-at-Risk Predictor
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  • 2008 Liquidity and the Business Cycle
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  • 2008 How Important are Financial Frictions in the U.S. and the Euro Area?
    by Queijo von Heideken, Virginia

  • 2008 An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient
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  • 2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula
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  • 2008 The Age of Turbulence - Credit Derivatives Style
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  • 2008 Mixed R&D incentives: the effect of R&D subsidies on patented inventions
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  • 2008 On Young Innovative Companies: Why they matter and how (not) to policy support them
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  • 2008 Equilibrium Selection with Risk Dominance in a Multiple-unit Unit Price Auction
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  • 2008 Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?
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  • 2008 The European Socio-Economic Models of a Knowledge-based society. \r\nMain findings and conclusion \r\n
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  • 2008 The European Socio-Economic Models of a Knowledge-based society. Main findings and conclusions
    by Bruno AMABLE (Université Paris I and CEPREMAP) & Yannick LUNG (GREThA-GRES)

  • 2008 Valuing American Derivatives by Least Squares Methods
    by Mario Cerrato

  • 2008 Risk of Firm Closure and Wages in Brazil: Compensating Wage Di erentials or Bargaining Concessions?
    by Luiz A. Esteves

  • 2008 How Investors Face Financial Risk Loss Aversion and Wealth Allocation
    by Erick Rengifo & Emanuela Trifan

  • 2008 Recent Developments in the European Private Equity Markets
    by Kristiina Raade & Catarina Dantas Machado Rosa

  • 2008 Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?
    by Ammer, John & Cai, Fang

  • 2008 Differences of opinion, information and the timing of trades
    by Saffi, Pedro

  • 2008 Tsunami in New York Earthquake in Beijing?
    by FAN He

  • 2008 Fonds de retraite et performance:la famille compte-t-elle? - Pension Funds performance: does family matter?
    by Fabrice Hervé

  • 2008 Structure de consommation, protection sociale et revenu de retraite
    by El Mekkaoui de Freitas, Najat & Oliveira Martins, Joaquim

  • 2008 Consumption Structure, Welfare Goods and Retirement Income: Linking the Ageing Puzzles
    by El Mekkaoui de Freitas, Najat & Martins, Joaquim Oliveira

  • 2008 Optimal reflection of diffusions and barrier options pricing under constraints
    by Bouchard, Bruno

  • 2008 The Virtues and Vices of Equilibrium and the Future of Financial Economics
    by J. Doyne Farmer & John Geanakoplos

  • 2008 Modelling international financial returns with a multivariate regime switching copula
    by Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO

  • 2008 Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects
    by Manuel Moreno & Pedro Jose Serrano & Winfried Stute

  • 2008 Additions to Market Indices and the Comovement of Stock Returns around the World
    by Claessens, Stijn & Yafeh, Yishay

  • 2008 Competitive Rational Expectations Equilibria Without Apology
    by Kovalenkov, Alex & Vives, Xavier

  • 2008 Insiders-Outsiders, Transparency and the Value of the Ticker
    by Cespa, Giovanni & Foucault, Thierry

  • 2008 Exchange Rates and Fundamentals: Footloose or Evolving Relationship?
    by Sarno, Lucio & Valente, Giorgio

  • 2008 The credit crisis and the Dutch economy... in eight frequently asked questions
    by Michiel Bijlsma & Wim Suyker

  • 2008 Modeling international financial returns with a multivariate regime switching copula
    by CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso

  • 2008 Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones
    by Oscar Becerra & Luis Fernando Melo

  • 2008 Teorías y algunas experiencias internacionales en el financiamiento de la educación superior: lecciones para Colombia
    by David Bardey & Nohora Forero Ramírez

  • 2008 Competitive Rational Expectations Equilibria without Apology
    by Alexander Kovalenkov & Xavier Vives

  • 2008 A High-Low Model of Daily Stock Price Ranges
    by Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan

  • 2008 Modelling Long-Run Trends and Cycles in Financial Time Series Data
    by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana

  • 2008 Equity Fund Ownership and the Cross-Regional Diversification of Household Risk
    by Sascha O. Becker & Mathias Hoffmann

  • 2008 Comparative Statics of Asset Prices
    by Theodoros Diasakos

  • 2008 Beta-t-(E)GARCH
    by Harvey, A. & Chakravarty, T.

  • 2008 Asymptotic Maturity Behavior of the Term Structure
    by Klaas Schulze

  • 2008 On equilibrium prices in continuous time
    by V. Filipe Martins-da-Rocha & Frank Riedel

  • 2008 An Analytical Approach to Merton’s Rational Option Pricing Theory
    by Rocío Elizondo & Pablo Padilla

  • 2008 Structured finance and the financial turmoil of 2007-2008: and introductory overview
    by Sarai Criado & Adrian van Rixtel

  • 2008 Credit, Asset Prices, and Financial Stress in Canada
    by Miroslav Misina & Greg Tkacz

  • 2008 Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances
    by Almut E. D. Veraart

  • 2008 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
    by Ingmar Nolte & Valeri Voev

  • 2008 Inference for the jump part of quadratic variation of Itô semimartingales
    by Almut Veraart

  • 2008 Emerging Market Liquidity and Crises
    by Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen

  • 2008 Investment Performance of Swiss Pension Funds and Investment Foundations
    by Manuel Ammann & Andreas Zingg

  • 2008 Mutual Fund Investors: Sharp Enough?
    by Palmiter, Alan & Taha, Ahmed

  • 2008 Financial instruments to hedge commodity price risk for developing countries
    by Lu, Yinqiu & Neftci, Salih

  • 2008 Several Aspects Regarding Weather and Weather Derivatives
    by Gheorghe Hurduzeu & Laura Gabriela Constantin

  • 2008 Relative version of the theory of purchasing power parity: problems of empirical verification
    by Martin Mandel & Vladimír Tomšík

  • 2008 Causes of Global Financial Crises and Regulation-Failure
    by Petr Musílek

  • 2008 Hacia Un Mejor Gobierno Corporativo En Chile
    by FERNANDO LEFORT & RODRIGO GONZALEZ

  • 2008 The Financial Intermediaries, A Real Danger For Banks?
    by Zapodeanu Daniela & Popa Diana

  • 2008 The influence of taxes on financial equilibrium
    by Batrâncea Ioan & Csegedi Sandor

  • 2008 Aspects Regarding Corporate Mandatory And Voluntary Disclosure
    by Popa Adina & Peres Ion

  • 2008 The Informational Valences Of The Financial Signals System Used In The Evaluation Of Companies Global Performance
    by Anghel Flavia & Bucur Cristiana & Radu Elena

  • 2008 Systemically Important Accounts, Network Topology and Contagion in ARTIS
    by Michael Boss & Gerald Krenn & Valentina Metz & Claus Puhr & Stefan W. Schmitz

  • 2008 Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results
    by Michael Boss & Gerhard Fenz & Gerald Krenn & Johannes Pann & Claus Puhr & Thomas Scheiber & Stefan W. Schmitz & Martin Schneider & Eva Ubl

  • 2008 Asupra portofoliului sustenabil de finanţare
    by Dinga Emil

  • 2008 Estimation of VaR Using Copula and Extreme Value Theory
    by L. K. Hotta & E. C. Lucas & H. P Palaro

  • 2008 A Liquidity Motivated Algorithm for Discerning Trade Direction
    by David Michayluk & Laurie Prather

  • 2008 The Interactive Effect between Earnings and Dividend Announcements: Complement or Substitute?
    by Chih-Jen Huang

  • 2008 What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets
    by Cecilia Maya & Karoll Gómez

  • 2008 Predicting Daily Stock Returns: A Lengthy Study of the Hong Kong and Tokyo Stock Exchanges
    by Jeffrey E. Jarrett

  • 2008 Application and Diagnostic Checking of Univariate and Multivariate GARCH Models in Serbian Financial Market
    by Jelena Minovic

  • 2008 Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India
    by Siba Prasada Panda, Niranjan Swain, D.K. Malhotra

  • 2008 Banking Competition and Financial Fragility: Evidence from Panel-Data
    by Antonio Ruiz-Porras

  • 2008 Fonds de retraite et performance:la famille compte-t-elle ?
    by Fabrice Hervé

  • 2008 Finance d'entreprise:voix nouvelles et nouvelles voies
    by Hélène Rainelli-Le Montagner

  • 2008 Price Tails in the Smith and Farmer's Model
    by Martin Šmíd

  • 2008 Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence
    by Paul P.J. Gao & Kevin X.D. Huang

  • 2008 Modelos EGARCH Aplicados a la prueba del CAPM y los Modelos multifactoriales párrafo Acciones colombianas (2002-2008)
    by Alberto Gómez Mejía

  • 2008 Cómo medir la quiebra de las empresas en Santander, el modelo logístico: una herramienta para evaluar el riesgo de quiebra
    by José Joaquín Alzate Marín

  • 2008 La valoración de empresas: sus fundamentos económicos, estratégicos y financieros
    by Jorge Enrique Bueno Orozco

  • 2008 Modelos ARCH, GARCH y EGARCH: aplicaciones a series financieras
    by Marta Casas Monsegny & Edilberto Cepeda

  • 2008 L'analyse de la monnaie et de la finance par David Hume. Conventions, promesses, régulations
    by Ludovic Desmedt

  • 2008 Do Foreigners Act as Positive Feedback Traders in Turkey?
    by Cuneyt Akar

  • 2008 The Neoliberal Financial System - Provocateur and Generator of the Global Financial and Economic Crisis and the Expectations after it
    by Velcho Soyanov

  • 2008 The Global Financial and Economic Crisis and Bulgaria
    by Ivan Angelov

  • 2008 Romanian Companies’ Web-Based Disclosure Choices And Capital Markets
    by Victoria Bogdan & Cosmina Madalina Pop

  • 2008 Recent Evolutions Of The Romanian Capital Market In The Context Of Financial Crisis
    by Bogdan Dima & Aurora Murgea & Gabriel Marilen Pirtea

  • 2008 Uncorrelations In The Value Stock Exchange In Bucharest
    by Teodor Hada

  • 2008 Investment Decisions In A Firm As The Part Of Business Financial Decision System
    by Melles Hagos Tewolde

  • 2008 Recent Changes On Romanian Capital Market’S Volatility In The Framework Of A Component Garch Model
    by Dima Bogda & Pirtea Marilen & Murgea Aurora & Mura Petru Ovidiu

  • 2008 The Reflection Of Enterprise Performance Through Cash Flows
    by Petru Stefea & Andrei Pelin & Daniel Brindescu

  • 2008 Risk insolvability management through optimizing insurance portfolio - mathematical calculations
    by Mirela CRISTEA & Raluca DRACEA & Murat KASIMOGLU

  • 2008 Stock Markets and their informational inefficiencies - the BSE case
    by Ioan TRENCA & Adrian ZOICAS-IENCIU

  • 2008 Comments
    by Jerry H. Tempelman & Hendrik Bessembinder & William Maxwell

  • 2008 Forensic Finance
    by Jay R. Ritter

  • 2008 Markets: Transparency and the Corporate Bond Market
    by Hendrik Bessembinder & William Maxwell

  • 2008 Microstructure Bluffing with Nested Information
    by Archishman Chakraborty & Bilge Yilmaz

  • 2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model
    by Silvennoinen, Annastiina & Teräsvirta, Timo

  • 2007 Explicit characterization of the super-replication strategy in financial markets with partial transaction costs
    by Bouchard, Bruno & Ben Tahar, Imen

  • 2007 The Euro and Stock Markets in Hungary, Poland, and UK
    by Moore, Tomoe

  • 2007 A Critical Appraisal On The Challenges Of Realizing Maqasid Al-Shariaah In Islamic Banking And Finance
    by Asyraf Wajdi Dusuki & Abdulazeem Abozaid

  • 2007 Conceptualisation Of The Second Best Solution In Overcoming The Social Failure Of Islamic Banking And Finance: Examining The Overpowering Of Homoislamicus By Homoeconomicus
    by Mehmet Asutay

  • 2007 Finansal liberalleşme, finansal krizler ve finansal transferlerin yeniden dağıtım boyutu
    by Mustafa MİYNAT

  • 2007 Türkiye’de faiz oranları ve döviz kuru arasındaki nedensellik ilişkisi: 1984 – 2006
    by Ekrem GÜL & Aykut EKİNCİ & Mustafa ÖZER

  • 2007 Pruebas de comportamiento caótico en índices bursátiles americanos
    by Parisi, Franco & Espinosa, Christian & Parisi, Antonino

  • 2007 Does thin Trading Impact Upon the Measurement of Herding? Evidence from Bulgaria
    by Vasileios Kallinterakis & Tatyana Kratunova

  • 2007 Testing for the best alternative with an application to performance measurement
    by Frahm, Gabriel

  • 2007 Time and price impact of a trade: A structural approach
    by Grammig, Joachim & Theissen, Erik & Wuensche, Oliver

  • 2007 Welfare effects of financial integration
    by Hartmann, Philipp & Grüner, Hans Peter & Fecht, Falko

  • 2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery
    by Dötz, Niko

  • 2007 Some Properties of Absolute Returns as a Proxy for Volatility
    by David E. Giles

  • 2007 Financial Intermediaries, Markets, and Growth
    by Falko Fecht & Kevin X.D. Huang & Antoine Martin

  • 2007 Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models
    by Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen

  • 2007 Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities
    by Uwe Küchler & Eckhard Platen

  • 2007 Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices
    by Eckhard Platen & Renata Rendek

  • 2007 A Benchmark Approach to Portfolio Optimization under Partial Information
    by Eckhard Platen & Wolfgang Runggaldier

  • 2007 Portfolio choice and the effects of liquidity
    by Ana González & Gonzalo Rubio

  • 2007 Measuring time-varying economic fears with consumption-based stochastic discount factors
    by Belén Nieto & Gonzalo Rubio

  • 2007 The Correlates of Rentier Returns in OECD Countries
    by Gerald Epstein & Arjun Jayadev

  • 2007 Are there Structural Breaks in Realized Volatility?
    by Chun Liu & John M Maheu

  • 2007 Credit Derivatives and Loan Pricing
    by Norden, L. & Wagner, W.B.

  • 2007 Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network
    by Degryse, H.A. & van Achter, M. & Wuyts, G.

  • 2007 Market masculinities and electronic trading
    by Matthias Klaes & Geoff Lightfoot & Simon Lilley

  • 2007 Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
    by Angelo Ranaldo

  • 2007 Information Sales and Insider Trading with Long-lived Information
    by Giovanni Cespa

  • 2007 Option Pricing When the Regime-Switching Risk is Priced
    by Tak Kuen Siu & Hailiang Yang Unim & John W Lau

  • 2007 The Equity Premium: 100 Years of Empirical Evidence from the UK
    by Andrew Vivian

  • 2007 Estimaciones de frontera para el sector de agua y saneamiento en América Latina
    by Romero, Carlos & Ferro, Gustavo

  • 2007 Uso de fronteras de eficiencia econométricas con fines de benchmarking
    by Ferro, Gustavo

  • 2007 New Zealand Financial Markets, Saving and Investment
    by Cameron, Linda & Chapple, Bryan & Davis, Nick & Kousis , Artemisia & Lewis, Geoff

  • 2007 Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory
    by Jacques Pézier

  • 2007 The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance
    by Chris Brooks & Konstantina Kappou & Charles Ward

  • 2007 Hedging and Cross-hedging ETFs
    by Carol Alexander & Andreza Barbosa

  • 2007 Information Sales and Insider Trading with Long-lived Information
    by Giovanni Cespa

  • 2007 A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality
    by Anolli, Mario & Petrella, Giovanni

  • 2007 Identifying common spectral and asymmetric features in stock returns
    by Caiado, Jorge & Crato, Nuno

  • 2007 Trade,Financial and Growth Nexus in Pakistan
    by Arshad Khan, Muhammad & Qayyum, Abdul

  • 2007 On the dynamic link between stock prices and exchange rates: evidence from Romania
    by Horobet, Alexandra & Ilie, Livia

  • 2007 Banking competition and financial fragility: Evidence from panel-data
    by Ruiz-Porras, Antonio

  • 2007 Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision
    by Schoeneborn, Torsten & Schied, Alexander

  • 2007 Small is Beautiful but Size Matters: The Asymmetric Impact of Uncertainty and Sunk Costs on Small and Large Businesses
    by Ghosal, Vivek

  • 2007 Fisher hypothesis: East Asian evidence from panel unit root tests
    by Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa

  • 2007 Optimal Portfolio Liquidation for CARA Investors
    by Schied, Alexander & Schöneborn, Torsten

  • 2007 Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji
    by Puah, Chin-Hong & Jayaraman, T. K.

  • 2007 Stock market and economic growth in selected Asian countries
    by Tang, Hong Peng & Habibullah, Muzafar Shah & Puah, Chin-Hong

  • 2007 Estimating financial risk measures for futures positions: a non-parametric approach
    by Cotter, John & Dowd, Kevin

  • 2007 Exponential Spectral Risk Measures
    by Cotter, John & Dowd, Kevin

  • 2007 A study of market efficiency in the stock market, forex market and bullion market in India
    by Sarker, Debnarayan & Ghosh, Bikash Kumar

  • 2007 Olive: a simple method for estimating betas when factors are measured with error
    by Meng, Ginger & Hu, Gang & Bai, Jushan

  • 2007 Parameter estimation from multinomial trees to jump diffusions with k means clustering
    by Lee, Kiseop & Xu, Mingxin

  • 2007 Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
    by Espinosa Méndez, Christian

  • 2007 Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange
    by Mamoon, Dawood

  • 2007 Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program
    by Mishra, SK

  • 2007 Are Pound and Euro the Same Currency? - Updated
    by Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio

  • 2007 Project selection and equivalent CAPM-based investment criteria
    by Magni, Carlo Alberto

  • 2007 La política monetaria y su impacto sobre los retornos reales del mercado bursátil chileno
    by Muñoz, Jorge & Recabal, Claudio & Acuña, Andrés

  • 2007 Effort allocation in tournaments: the effect of gender on academic performance in Italian universities
    by Castagnetti, Carolina & Rosti, Luisa

  • 2007 Local financing through capital markets
    by Alexandru, Ciprian Antoniade

  • 2007 Stable Allocations of Risk
    by Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy

  • 2007 Trade Liberalisation, Financial Development and Economic Growth
    by Muhammad Arshad Khan & Abdul Qayyum

  • 2007 Non-parametric counterfactual analysis in dynamic general equilibrium
    by Felix Kubler & Karl Schmedders

  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação

  • 2007 Inefficient Credit Booms
    by Guido Lorenzoni

  • 2007 Understanding Trust
    by Paola Sapienza & Anna Toldra & Luigi Zingales

  • 2007 The Small World of Investing: Board Connections and Mutual Fund Returns
    by Lauren Cohen & Andrea Frazzini & Christopher Malloy

  • 2007 Rational Pessimism, Rational Exuberance, and Asset Pricing Models
    by Ravi Bansal & A. Ronald Gallant & George Tauchen

  • 2007 Markets and Housing Finance
    by Veronica Cacdac Warnock & Francis E. Warnock

  • 2007 No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
    by Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev

  • 2007 Investor Information, Long-Run Risk, and the Term Structure of Equity
    by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson

  • 2007 Liquidity and Risk Management
    by Nicolae B. Garleanu & Lasse H. Pedersen

  • 2007 Expected and actual impact of EMU on growth, public finances and structural reforms in the euro area
    by Konrad Szelag

  • 2007 Dynamic order submission strategies with competition between a dealer market and a crossing network
    by Hans Degryse & Mark Van Achter & Gunther Wuyts

  • 2007 Modelling good and bad volatility
    by Matteo Pelagatti

  • 2007 I servizi di investimento e la gestione dei conflitti di interesse in Spagna
    by Gianni DEMICHELIS & Daniela VANDONE

  • 2007 Three Liquidity Crises in Retrospective: Implications for Central Banking Today
    by Sauer, Stephan

  • 2007 Information asymmetries and securitization design
    by Günter Franke & Markus Herrmann & Thomas Weber

  • 2007 Securitisation of Mezzanine Capital in Germany
    by Günter Franke & Julia Hein

  • 2007 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
    by Ingmar Nolte & Valeri Voev

  • 2007 An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics
    by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier

  • 2007 Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform
    by Ingmar Nolte & Sandra Lechner

  • 2007 Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤
    by Ingmar Nolte & Valeri Voev

  • 2007 GARCH Modeling of Robust Market Returns
    by Lucía Cuadro Sáez & Manuel Moreno

  • 2007 Loss aversion and mental accounting: the favorite longshot bias in parimutuel betting
    by Jianying Qiu

  • 2007 Adaptive Expectations and Stock Market Crashes
    by Frankel, David M.

  • 2007 Liquidity and Market Incompleteness
    by Felipe Zurita

  • 2007 Expectations Hypothesis Tests in the Presence of Model Uncertainty
    by Erdenebat Bataa & Dong H. Kim & Denise R. Osborn

  • 2007 Comovements in Volatility in the Euro Money Market
    by Nuno Cassola & Claudio Morana

  • 2007 Correlation vs. Causality in Stock Market Comovement
    by Enzo Weber

  • 2007 On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
    by Volker Krätschmer

  • 2007 Voluntary Information Disclosure and Corporate Governance: The Empirical Evidence on Earnings Forecasts
    by Naohito Abe & Yessica C.Y. Chung

  • 2007 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
    by Peter C. B. Phillips & Yangru Wu & Jun Yu

  • 2007 Share Price Disparity in Chinese Stock Markets
    by Tom Fong & Alfred Wong & Ivy Yong

  • 2007 Measuring Market Sentiment in Hong Kong's Stock Market
    by Ip-wing Yu & Chi-sang Tam

  • 2007 What Determines Top Income Shares? Evidence from the Twentieth Century
    by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel

  • 2007 A Challenger to the Limit Order Book: The NYSE Specialist
    by Buti, Sabrina

  • 2007 Favoritism or Markets in Capital Allocation?
    by Giannetti, Mariassunta & Yu, Xiaoyun

  • 2007 Introducing Financial Frictions and Unemployment into a Small Open Economy Model
    by Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl

  • 2007 Simplifying and generalizing some efficient frontier and CAPM related results
    by Ekern, Steinar

  • 2007 Monetary policy implementation: A European Perspective
    by Bindseil, Ulrich & Nyborg, Kjell G.

  • 2007 Structured Microfinance in China
    by Byström, Hans

  • 2007 The Long-run Determinants of Inequality: What Can We Learn from Top Income Data?
    by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel

  • 2007 What Determines Top Income Shares? Evidence from the Twentieth Century
    by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel

  • 2007 The Implications of Globalization for Firms? Demand for Skilled and Unskilled Labor
    by Rosholm, Michael & Scheuer, Christian & Sørensen, Anders

  • 2007 Skill-Upgrading and Internationalization: Country-of-Origin or End-Use of Products
    by Sørensen, Anders

  • 2007 Udenlandsk arbejdskraft i landbruget
    by Aastrup Jensen, Claus & Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan

  • 2007 Does Coordination of Immigration Policies among Destination Countries Increase Immigration?
    by Rose Skaksen, Jan & Malchow-Møller, Nikolaj & Aastrup Jensen, Claus

  • 2007 The Causal Effects of Board Size in the Performance of Closely Held Corporations
    by Bennedsen, Morten & Kongsted, Hans Christian & Meisner Nielsen, Kasper

  • 2007 Do CEOs Matter?
    by Bennedsen, Morten & Pérez-González, Francisco & Wolfenzon, Daniel

  • 2007 Who is hurt by discrimination?
    by Larsen, Birthe & Waisman, Gisela

  • 2007 Do attitudes towards immigrants matter?
    by Waisman, Gisela & Larsen, Birthe

  • 2007 Firm productivity
    by la Cour, Lisbeth & Ionascu, Delia

  • 2007 Kapitalfondes opkøb af butikskæder
    by Blomgren-Hansen, Niels

  • 2007 Explaning Cross-Country Differences in Attitudes towards Immigration in the EU-15
    by Malchow-Møller, Nikolaj & Munch, Jakob Roland & Schroll, Sanne & Rose Skaksen, Jan

  • 2007 Commodity Taxation and Parallel Imports
    by Raimondos-Møller, Pascalis & Schmitt, Nicolas

  • 2007 Ownership structure and economic performance of European corporations
    by Bennedsen, Morten & Junge, Martin & Kragh Jacobsen, Jesper & Torp Jespersen, Svend & Meisner Nielsen, Kasper

  • 2007 Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects
    by Davies, Ronald B. & Ionascu, Delia & Kristjánsdóttir, Helga

  • 2007 Yardstick competition for multi-product hospitals
    by Agrell, Per J. & Bogetoft, Peter & Halbersma, Rein & Mikkers, Misja C.

  • 2007 Lobbying Bureaucrats
    by Bennedsen, Morten & Feldmann, Sven E.

  • 2007 Simulation studies of liquidity needs, risks and efficiency in payment networks
    by Leinonen (ed), Harry

  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Vasco Gabriel & Fernando Alexandre & Pedro Bação

  • 2007 A theory of strategic intermediation and endogenous liquidity
    by Rohit Rahi & Jean-Pierre Zigrand

  • 2007 Dynamic trading and asset prices: Keynes vs. Hayek
    by Cespa, Giovanni & Vives, Xavier

  • 2007 Trade Liberalisation, Financial Development and Economic Growth
    by Muhammad Arshad Khan & Abdul Qayyum

  • 2007 Report on “The Committee on Yen Risk-free-rate Model Estimationâ€Â
    by Takeaki KARIYA & Darrell DUFFIE & Mariko FUJII & Masaaki KIJIMA & Takao KOBAYASHI & Atsuyuki KOGURE & Robert MERTON & Akihiko TAKAHASHI & Keiichi TANAKA & Satoshi YAMASHITA

  • 2007 Stock Price Manipulation : The Role of Intermediaries
    by Hammad Siddiqi

  • 2007 Innovations financières : construire et légitimer un nouveau marché financier de gré à gré -- le cas des dérivés de crédit
    by Huault, Isabelle & Rainelli, Hélène

  • 2007 Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange)
    by Gresse, Carole & Gajewski, Jean-François

  • 2007 Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
    by Rengifo, Erick W. & Trifan, Emanuela

  • 2007 Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments
    by Rengifo, Erick W. & Trifan, Emanuela

  • 2007 Préférences par rapport au risque et marchés à terme : le cas d’une quantité incertaine
    by Benoît SEVI

  • 2007 Preferred Risk Habitat of Individual Investors
    by Dorn, Daniel & Huberman, Gur

  • 2007 Is the Price of Money Managers Too Low?
    by Huberman, Gur

  • 2007 Understanding Trust
    by Sapienza, Paola & Toldra Simats, Anna & Zingales, Luigi

  • 2007 The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value
    by Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L

  • 2007 Optimal Portfolio Allocation for Corporate Pension Funds
    by McCarthy, David & Miles, David K

  • 2007 Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day
    by Dai, Qinglei & Rydqvist, Kristian

  • 2007 Group Versus Individual Liability: A Field Experiment in the Philippines
    by Dean Karlan & Xavier Giné

  • 2007 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
    by Magdalena Morgese Borys

  • 2007 Sobre Burbujas De Precios De Activos, Expectativas Y Equilibrios
    by José Pablo Dapena

  • 2007 Identification and Estimation in an Incoherent Model of Contagion
    by Massacci, D.

  • 2007 Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits"
    by Naoto Shimoda & Yuko Kawai

  • 2007 House price developments and fundamentals in the United States
    by Andrea Finicelli

  • 2007 Inflation-linked bonds from a central bank perspective
    by Juan Angel Garcia & Adrian van Rixtel

  • 2007 Risky Banking and Credit Rationing
    by Pedro Elosegui & Anne P. Villamil

  • 2007 Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds
    by Natasha Khan

  • 2007 Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures
    by Alejandro García & Ramazan Gençay

  • 2007 Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks
    by Viktor Todorov & Tim Bollerslev

  • 2007 Principle Guided Investing: The Use of Exclusionary Screens and Its Implications for Green Investors
    by Urs von Arx

  • 2007 Globalización del capital y desarrollo institucional del sistema financiero
    by Edgar Demetrio Tovar García

  • 2007 Vield curve construction using government bonds in the Czech republic
    by Jiří Málek & Jarmila Radová & Filip Štěrba

  • 2007 Are Limit Orders Rational?
    by Martin Šmíd

  • 2007 Bidding Behavior in Austrian Teasury Bond Auctions
    by Helmut Elsinger & Christine Zulehner

  • 2007 Tendinţe şi mutaţii pe pieţele de capital
    by Radu Carmen

  • 2007 Convergência dos sistemas financeiros no período 1971-2000: uma análise por meio de Matrizes de Markov [Convergence of financial systems between 1971 and 2000: an analysis with Markov matrices]
    by Nilton Clóvis Machado de Araújo & Valter José Stulp

  • 2007 The Single Euro Payments Area : SEPA
    by H. Maillard & J. Vermeulen

  • 2007 Swedish Stock Recommendations: Information Content or Price Pressure?
    by Erik R. Liden

  • 2007 Análisis Media-semivarianza: Una Aplicación A Las Primas De Riesgo En El Mercado De Valores Español/Mean-semivariance Analysis: An Application To Risk Premiums In The Spanish Stock Market
    by MIRALLES MARCELO, JOSÉ LUIS & MIRALLES QUIRÓS, MARÍA DEL MAR & MIRALLES QUIRÓS, JOSÉ LUIS.

  • 2007 Return autocorrelation anomalies in two European stock markets
    by Jose Garcia Blandon

  • 2007 Stock Index Autocorrelation and Cross-autocorrelations of Size-sorted Portfolios in the Japanese Market
    by Iwaisako, Tokuo

  • 2007 Monitoring Financial Stability In Developing Economies (Case of Russia)
    by Pavel Trunin & M. Kamenskih

  • 2007 Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English)
    by Boris Podobnik & Vanco Balen & Timotej Jagric & Marko Kolanovic

  • 2007 El sistema financiero español ante la crisis crediticia internacional
    by Alfonso García Mora & Gloria Hervás Ortega & María Romero Paniagua

  • 2007 Innovations financières:construire et légitimer un nouveau marché financier de gré à gré–le cas des dérivés de crédit
    by Isabelle Huault & Hélène Rainelli-Le Montagner

  • 2007 Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts
    by Shirley J. Huang & Qianqiu Liu & Jun Yu

  • 2007 Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange
    by Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi

  • 2007 Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados
    by Karoll Gómez Portilla & Santiago Gallón Gómez

  • 2007 Developing the Bond Market in China: the Next Step Forward in Financial Reform
    by Michel Aglietta & Pierre Maarek

  • 2007 Financial Market Update
    by Axel Bertuch-Samuels

  • 2007 Controlling vs. Minority Shareholders: is There Expropriation? An Empirical Analysis of the Stock Price Performance of European Companies
    by Jose Guedes & Gilberto Loureiro

  • 2007 Préférences par rapport au risque et marchés à terme : le cas d'une quantité incertaine
    by Benoît Sévi

  • 2007 Asymmetric Responses in Volatility Between Positive and Negative Shocks: New Evidence From Turkish Data by Using TAR-GARCH Model
    by Cuneyt Akar

  • 2007 Risky Banking and Credit Rationing
    by Pedro Elosegui & Anne P. Villamil

  • 2007 Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience
    by Nicholas Odhiambo

  • 2007 Return Dynamics in North African Stock Markets
    by Paul Alagidede

  • 2006 New Dimensions in Portfolio Optimization
    by S. Nagornii & D. Widijanto

  • 2006 Capture Basin Algorithm for Evaluating and Managing Complex Financial Instruments
    by Dominique Pujal & Patrick Saint-Pierre

  • 2006 Technology adoption under uncertainty in general equilibrium
    by Julien Hugonnier & Erwan Morellec & Aude Pommeret

  • 2006 Financial Leverage Does Not Cause the Leverage Effect
    by A. Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield

  • 2006 Barrier option hedging under constraints: a viscosity approach
    by Bouchard, Bruno & Ben Tahar, Imen

  • 2006 No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
    by Bouchard, Bruno

  • 2006 An Engine, Not a Camera: How Financial Models Shape Markets
    by Donald MacKenzie

  • 2006 Sermaye piyasalarında değerleme unsuru olarak hisse senedi endeksleri
    by Mahmut YARDIMCIOĞLU

  • 2006 Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama
    by M. Mete DOĞANAY & Ramazan AKTAŞ & Ünsal BAN

  • 2006 Portföy büyüklüğünün portföy getirisi üzerindeki etkisi
    by Hakan SARITAŞ

  • 2006 Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte
    by Parisi F., Antonino & Parisi F., Franco

  • 2006 International Trade, Hedging and the Demand for Forward Contracts
    by Eisenschmidt, Jens & Wälde, Klaus

  • 2006 Competition between exchanges: Euronext versus Xetra
    by Kasch-Haroutounian, Maria & Theissen, Erik

  • 2006 Multivariate normal mixture GARCH
    by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.

  • 2006 Competition between exchanges: Euronext versus Xetra
    by Kasch-Haroutounian, Maria & Theissen, Erik

  • 2006 Liquidity commonality beyond best prices
    by Kempf, Alexander & Mayston, Daniel

  • 2006 IPO investment strategies and pseudo market timing
    by Trauten, Andreas & Schulz, Roland C.

  • 2006 Markets vs. Government when Rationality is Unequally Bounded: Some Consequences of Cognitive Inequalities for Theory and Policy
    by Pelikan, Pavel

  • 2006 Estimating liquidity using information on the multivariate trading process
    by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier

  • 2006 Euro-Area Sovereign Yield Dynamics: the role of order imbalance
    by Menkveld, Albert J. & Cheung, Yiu C. & Jong, Frank de

  • 2006 Splitting orders in overlapping markets: a study of cross-listed stocks
    by Menkveld, Albert J.

  • 2006 Anomalías de los Mercados Financieros. Análisis de las Empresas Gallegas que cotizan en el Mercado de Renta Variable
    by Lucy Amigo Dobaño

  • 2006 On the Pricing and Hedging of Long Dated Zero Coupon Bonds
    by Eckhard Platen

  • 2006 Approximating the Growth Optimal Portfolio with a Diversified World Stock Index
    by Truc Le & Eckhard Platen

  • 2006 Approximating the Growth Optimal Portfolio with a Diversified World Stock Index
    by Truc Le & Eckhard Platen

  • 2006 On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance
    by Nicola Bruti-Liberati & Eckhard Platen

  • 2006 Approximation of Jump Diffusions in Finance and Economics
    by Nicola Bruti-Liberati & Eckhard Platen

  • 2006 Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models
    by Andreas Röthig & Carl Chiarella

  • 2006 Adjustment to target capital, finance and growth
    by Antonio Ciccone & Elias Papaioannou

  • 2006 Is Ethical Money Financially Smart?
    by Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C.

  • 2006 Intraday Market Dynamics Around Public Information Arrivals
    by Angelo Ranaldo

  • 2006 Stock Market Development and Economic Growth: A Matter of Information Dynamics
    by Salvatore Capasso

  • 2006 On the Expectations Hypothesis in US Term Structure
    by Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn

  • 2006 Comparative study of central decision makers versus groups of evolved agents trading in equity markets
    by Cyril Schoreels & Jonathan M. Garibaldi

  • 2006 Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations
    by J. Huston McCulloch & Ohio State University

  • 2006 Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century
    by J. ANNAERT & W. VAN HYFTE

  • 2006 Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data
    by Oikarinen, Elias

  • 2006 Investor Information, Long-Run Risk, and the Duration fo Risky Assets
    by Mariano M. Croce & Marin Lettau & Sydney Ludvigson

  • 2006 Reconciling the Return Predictability Evidence
    by Martin Lettau & Stijn Van Nieuwerburgh

  • 2006 Why do Wealthy Investors have a Higher Return on their Stocks?
    by Yosef Bonaparte

  • 2006 The Empirical Risk-Return Relation: a factor analysis approach
    by Sydney Ludvigson & Serena Ng

  • 2006 Financial Contagion and Attention Allocation
    by Jordi Mondria

  • 2006 The Stock Performance of America’s 100 Best Corporate Citizens
    by Stephen Brammer & Chris Brooks & Stephen Pavelin

  • 2006 Corporate Reputation and Stock Returns; are good firm good for investors?
    by Stephen Brammer & Chris Brooks & Stephen Pavelin

  • 2006 Minimum Variance Hedging and Stock Index Market Efficiency
    by Carol Alexander & Andreza Barbosa

  • 2006 Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?
    by Oreste Napolitano

  • 2006 Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series
    by Bulla, Jan

  • 2006 Finance and growth in a small open emerging market
    by Law, Siong Hook & Azman-Saini, W.N.W. & Smith, Peter

  • 2006 The Impact Of The Foreign Investments On The Capital Market In Romania
    by Barna, Flavia

  • 2006 Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models
    by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu

  • 2006 Stock Splits, A Survey
    by Yildizhan, Celim

  • 2006 Conflictos de Interés en Servicios Financieros: Taxonomía y Mecanismos de Control Regulatorio
    by Lazen, Vicente & Eguiluz, Cristian

  • 2006 Testing long-run neutrality of money: evidence from Malaysian stock market
    by Puah, Chin-Hong & Habibullah, Muzafar Shah & Lim, Kian-Ping

  • 2006 Modelling catastrophic risk in international equity markets: An extreme value approach
    by Cotter, John

  • 2006 An Empirical Investigation of Going Public Decision of Indian Companies
    by Mayur, Manas & Kumar, Manoj

  • 2006 Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region
    by Mapa, Dennis S. & Briones, Kristine Joy S.

  • 2006 The Levy sections theorem revisited
    by Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio

  • 2006 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model
    by Vargas, Gregorio A.

  • 2006 An Empirical Investigation of Going Public Decision of Indian Companies
    by Mayur, Manas & Kumar, Manoj

  • 2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence
    by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse

  • 2006 Tasas de descuento en Latinoamérica: Hechos y desafíos
    by Samuel Mongrut

  • 2006 Discount Rates in Emerging Capital Markets
    by Samuel Mongrut & Dídac Ramírez

  • 2006 Anticipating the Stock Market Crash of 1929: The View from the Floor of the Stock Exchange
    by Eugene N. White

  • 2006 Bubbles and Self-Enforcing Debt
    by Christian Hellwig & Guido Lorenzoni

  • 2006 Linear Approximations and Tests of Conditional Pricing Models
    by Michael W. Brandt & David A. Chapman

  • 2006 Sensation Seeking, Overconfidence, and Trading Activity
    by Mark Grinblatt & Matti Keloharju

  • 2006 Optimal Decentralized Investment Management
    by Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen

  • 2006 Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
    by Péter Kondor

  • 2006 Extreme Dependence In The Nasdaq And S&P Composite Indexes
    by John G. Galbraith & Serguei Zernov

  • 2006 Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests
    by Ekaterini Panopoulou & N. Pittis & S. Kalyvitis

  • 2006 Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia
    by George Milunovich

  • 2006 Heterogeneous Basket Options Pricing Using Analytical Approximations
    by Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani

  • 2006 A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market
    by Viktors Ajevskis & Kristine Vitola

  • 2006 Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange
    by Paul Alagidede & Theodore Panagiotidis

  • 2006 Skewness Premium with Lévy Processes
    by José Fajardo & Ernesto Mordecki

  • 2006 An Empirical Model of Daily Highs and Lows
    by Yin-wong Cheung

  • 2006 Does Oil Price Uncertainty Transmit to Stock Markets?
    by Ågren, Martin

  • 2006 Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices
    by Brännäs, Kurt & Soultanaeva, Albina

  • 2006 City Size and Financial Development
    by Becker, Bo

  • 2006 Markets vs. Government when Rationality Is Unequally Bounded: Some Consequences of Cognitive Inequalities for Theory and Policy
    by Pelikan, Pavel

  • 2006 Strategic pricing of commodities
    by Jörnsten, Kurt & Ubøe, Jan

  • 2006 Ten Years of Misleading Information - Investment Advice in Printed Media
    by Lidén, Erik R. & Rosenberg, Markus

  • 2006 Public Policy for Start-up Entrepreneurship with Venture Capital and Bank Finance
    by Nielsen, Søren Bo & Keuschnigg, Christian

  • 2006 Temporal aggregation in first order cointegrated vector autoregressive
    by la Cour, Lisbeth Funding & Milhøj, Anders

  • 2006 Social Preferences and Labor Market Policy
    by Filges, Trine & Kennes, John & Larsen, Birthe & Tranæs, Torben

  • 2006 Delistings in Europe and the Cost of Governance
    by Vinten, Frederik & Thomsen, Steen

  • 2006 Attitudes Towards Immigration: Does Economic Self-Interest Matter?
    by Malchow-Møller, Nikolaj & Roland Munch, Jakob & Schroll, Sanne & Rose Skaksen, Jan

  • 2006 Tariff-Tax Reforms and Market Access
    by Kreickemeier, Udo & Raimondos-Møller, Pascalis

  • 2006 Concertina Reforms with International Capital Mobility
    by Kreickemeier, Udo & Raimondos-Møller, Pascalis

  • 2006 Steepest Ascent Tariff Reforms
    by Woodland, Alan D. & Raimondos-Møller, Pascalis

  • 2006 Kortsigtede økonomiske virkninger for Nanortalik ved en kommunesammenlægning
    by Lund, Lars

  • 2006 Coherent Measures of Risk from a General Equilibrium Perspective
    by Péter Csóka & Jean-Jacques Herings & László Kóczy

  • 2006 Financing the alternative: renewable energy in developing and transition countries
    by Christa N. Brunnschweiler

  • 2006 Where is beta going ? the riskiness of value and small stocks
    by Franzoni, Francesco

  • 2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
    by Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse

  • 2006 Mutual Fund Performance in Pakistan, 1995-2004
    by Naim Sipra

  • 2006 Volatility Spillover between the Stock Market and the Foreign Market in Pakistan
    by Abdul Qayyum & A. R. Kemal

  • 2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
    by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse

  • 2006 Indicator and boundaries of financial stability
    by Jan Willem van den End

  • 2006 The Roots of Banking Crises in Emerging Market Economics: A Panel Data Approach
    by Edwin Lambregts & Dani�l Ottens

  • 2006 Business Cycle and Stock Market Volatility: A Particle Filter Approach
    by Casarin, Roberto & Trecroci, Carmine

  • 2006 A super-replication theorem in Kabanov’s model of transaction costs
    by Campi, Luciano & Schachermayer, Walter

  • 2006 Les modèles d'évaluation des actifs financiers et les co-moments d'ordre trois et quatre
    by Lajili, Souad

  • 2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks
    by Greta Falavigna

  • 2006 A Nonparametric ACD Model
    by Antonio Cosma & Fausto Galli

  • 2006 Adjustment to Target Capital, Finance and Growth
    by Ciccone, Antonio & Papaioannou, Elias

  • 2006 Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance
    by Argentesi, Elena & Lütkepohl, Helmut & Motta, Massimo

  • 2006 The Cost of Banking Regulation
    by Guiso, Luigi & Sapienza, Paola & Zingales, Luigi

  • 2006 Persistence, Performance and Prices in Foreign Exchange Markets
    by Ramadorai, Tarun

  • 2006 Stock Price Informativeness, Cross-Listings and Investment Decisions
    by Foucault, Thierry & Gehrig, Thomas

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  • 2006 Common factors and balance sheet structure of major European banks
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  • 2006 Historical Excursion into World and Czech Exchange Business
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  • 2006 Operational Risk and Contagion in the Austrian Large-Value Payment System ARTIS
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  • 2006 The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
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  • 2006 Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos
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  • 2006 Measuring Investors' Risk Appetite
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  • 2006 Fundamentals Efficiency of the Italian Stock Market: Some Long Run Evidence
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  • 2006 Some Approaches to the Development of the System of Indicators for Monitoring the Financial Stability
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  • 2006 The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English)
    by Yeliz Yalcin & Eray M. Yycel

  • 2006 Seasonality and Non-Trading Effect on Central European Stock Markets (in English)
    by Filip Žikeš & Vít Bubák

  • 2006 Stock Market Integration Between Malaysia and its Major Trading Partners (1994-2002)
    by Mohd Zaini Abd KARIM & Chan Sok GEE

  • 2006 A Simple Stock Market Model Involving Delay
    by Jan Melecký

  • 2006 Makroökonomische Bedeutung von Vermögenspreisblase: Eine Event-Studie für die G4-Länder
    by Oliver Hülsewig & Timo Wollmershäuser

  • 2006 Extremal dependence in European capital markets
    by Viviana Fernández

  • 2006 The Effects of G-7 Countries’ Stock Markets on the Istanbul Stock Exchange
    by Nildag Basak Ceylan

  • 2006 Interest Rate and Stock Market Returns in Africa
    by Charles Adjasi & Nicholas Biekpe

  • 2005 The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond
    by Lisa Borland & Jean-Philippe Bouchaud & Jean-Francois Muzy & Gilles Zumbach

  • 2005 Theory of collective opinion shifts: from smooth trends to abrupt swings
    by Quentin Michard & Jean-Philippe Bouchaud

  • 2005 On a multi-timescale statistical feedback model for volatility fluctuations
    by Lisa Borland & Jean-Philippe Bouchaud

  • 2005 The Determinants of Market Frictions in the Corporate Market
    by Egon Zakrajsek & Andrew Levin & Roberto Perli

  • 2005 Pricing CAC 40 Index Options with Stochastic Volatility
    by Aboura, Sofiane

  • 2005 On the Hedging of American Options in Discrete Time Markets with Proportional Transaction Costs
    by Temam, Emmanuel & Bouchard, Bruno

  • 2005 The Impact of Ageing on Demand, Factor Markets and Growth
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  • 2005 The impact of automation on the cost of transacting in futures markets
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  • 2005 Market imperfections
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  • 2005 The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange
    by Aktham I. Maghyereh & Sadeg J. Abul

  • 2005 Sicherheits-orientiertes Portfoliomanagement
    by Müller, Sebastian & Müller, Gerhard

  • 2005 Wertsicherungsstrategien für das Asset Management
    by Kluß, Norbert & Bayer, Marcus & Cremers, Heinz

  • 2005 Practical volatility and correlation modeling for financial market risk management
    by Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X.

  • 2005 Does anonymity matter in electronic limit order markets?
    by Foucault, Thierry & Moinas, Sophie & Theissen, Erik

  • 2005 Understanding the limit order book: Conditioning on trade informativeness
    by Beltran, Héléna & Grammig, Joachim & Menkveld, Albert J.

  • 2005 Liquidity supply and adverse selection in a pure limit order book market
    by Frey, Stefan & Grammig, Joachim

  • 2005 Does Consumption-Wealth Ratio Signal Stock Returns? : VECM Results for Germany
    by Xu, Fang

  • 2005 Financial integration and systemic risk
    by Fecht, Falko & Grüner, Hans Peter

  • 2005 Banks, markets, and efficiency
    by Fecht, Falko & Martin, Antoine

  • 2005 Financial intermediaries, markets and growth
    by Fecht, Falko & Huang, Kevin & Martin, Antoine

  • 2005 Dispersion of Opinion and Stock Returns
    by WILLIAM N. GOETZMANN & MASSIMO MASSA

  • 2005 Equilibria in exchange economies with financial constraints: Beyond the Cass Trick
    by V.F. Martins-da-Rocha & L. Triki

  • 2005 Does Monetary Policy Have Asymmetric Effects on Stock Returns?
    by Shiu-Sheng Chen

  • 2005 The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
    by Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou

  • 2005 Securities Markets And Social Capital Integration In Africa: Risks And Policy Options
    by GODWIN NWAOBI

  • 2005 Common Structures of Asset-Backed Securities and Their Risks
    by Tarun Sabarwal

  • 2005 Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market
    by Dimitris Kenourgios & Nikolaos Pavlidis

  • 2005 Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques
    by Sascha Mergner & Jan Bulla

  • 2005 Limit Order Book Reconstruction And Beyond: An Application To Istanbul Stock Exchange
    by Cumhur Ekinci

  • 2005 The Contagion Effect of the Terrorist Attacks of the 11th of September
    by Joao Leitao & Cristovao Oliveira

  • 2005 Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques
    by Sascha Mergner

  • 2005 A Catering Theory of Analyst Bias
    by Richard Kum-yew Lai

  • 2005 Market Efficiency and the Euro: The case of the Athens Stock Exchange
    by Theodore Panagiotidis

  • 2005 Valuation Of Callable Bonds: The Salomon Brothers Aproach
    by Fernando Rubio

  • 2005 Banks, Markets, and Efficiency
    by Falko Fecht & Antoine Martin

  • 2005 Caso Soros
    by Fernando Rubio

  • 2005 Influence de la premiere heure de cotation
    by Cumhur Ekinci

  • 2005 Monetary Policy with Incomplete Markets
    by Gourdel & Triki

  • 2005 Measurement of Financial Risk Persistence
    by Cornelis A. Los

  • 2005 Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation
    by Eric Hillebrand

  • 2005 Forecasting in Continuous Double Auction
    by Martin Smid

  • 2005 Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process
    by Martin Smid

  • 2005 On the Strong Approximation of Pure Jump Processes
    by Nicola Bruti-Liberati & Eckhard Platen

  • 2005 Investments for the Short and Long Run
    by Eckhard Platen

  • 2005 On the Strong Approximation of Jump-Diffusion Processes
    by Nicola Bruti-Liberati & Eckhard Platen

  • 2005 A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation
    by Nicola Bruti-Liberati & Filippo Martini & Massimo Piccardi & Eckhard Platen

  • 2005 Benchmarking and Fair Pricing Applied to Two Market Models
    by Hardy Hulley & Shane Miller & Eckhard Platen

  • 2005 Currency Derivatives under a Minimal Market Model with Random Scaling
    by David Heath & Eckhard Platen

  • 2005 On the Distributional Characterization of Log-returns of a World Stock Index
    by Kevin Fergusson & Eckhard Platen

  • 2005 On the Role of the Growth Optimal Portfolio in Finance
    by Eckhard Platen

  • 2005 Information Quality and Stock Returns Revisited
    by Frode Brevik & Stefano d'Addona

  • 2005 On the Stability of the Wealth Effect
    by Fernando Alexandre & Pedro Bação & Vasco J. Gabriel

  • 2005 Euler Equation Errors
    by Sydney C. Ludvigson & Martin Lettau

  • 2005 Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds
    by Carol Alexander & Andreza Barbosa

  • 2005 Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate
    by John Board & Charles Sutcliffe

  • 2005 Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I
    by Magni, Carlo Alberto

  • 2005 Multivariate Modeling of Daily REIT Volatility
    by Cotter, John & Stevenson, Simon

  • 2005 Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
    by Espinosa Méndez, Christian

  • 2005 Liquidity and Asset Prices
    by Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje

  • 2005 The Integration of Financial Markets: Empirical Evidence from South Asian Countries
    by Qayyum, Abdul & Mohsin, H

  • 2005 Hurst exponents, Markov processes, and nonlinear diffusion equations
    by Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L.

  • 2005 Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE
    by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K.

  • 2005 Institutional Investor Activism: Does the Portfolio Management Skill Matter?
    by Carlos F. alves & Victor Mendes

  • 2005 Practical Volatility and Correlation Modeling for Financial Market Risk Management
    by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

  • 2005 The Impact of Ageing on Demand, Factor Markets and Growth
    by Joaquim Oliveira Martins & Frédéric Gonand & Pablo Antolín & Christine de la Maisonneuve & Kwang-Yeol Yoo

  • 2005 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
    by Clive G. Bowsher

  • 2005 The Myth of Long-Horizon Predictability
    by Jacob Boudoukh & Matthew Richardson & Robert Whitelaw

  • 2005 Macro Factors in Bond Risk Premia
    by Sydeny C. Ludvigson & Serena Ng

  • 2005 Assessing High House Prices: Bubbles, Fundamentals, and Misperceptions
    by Charles Himmelberg & Christopher Mayer & Todd Sinai

  • 2005 Bubbles and Capital Flow Volatility: Causes and Risk Management
    by Ricardo J. Caballero & Arvind Krishnamurthy

  • 2005 Euler Equation Errors
    by Martin Lettau & Sydney C. Ludvigson

  • 2005 How Much Do Banks Use Credit Derivatives to Reduce Risk?
    by Bernadette A. Minton & René Stulz & Rohan Williamson

  • 2005 Notes for a Contingent Claims Theory of Limit Order Markets
    by Bruce N. Lehmann

  • 2005 The Empirical Risk-Return Relation: A Factor Analysis Approach
    by Sydney C. Ludvigson & Serena Ng

  • 2005 The Risks of Financial Institutions
    by Mark Carey & Rene M. Stulz

  • 2005 Explaining Returns with Cash-Flow Proxies
    by Peter Hecht & Tuomo Vuolteenaho

  • 2005 The Limits of Financial Globalization
    by Rene M. Stulz

  • 2005 Mimicking Portfolios with Conditioning Information
    by Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu

  • 2005 Financial intermediation theory and implications for the sources of value in structured finance markets
    by Janet Mitchell

  • 2005 The measurement of financial intermediation in Japan
    by Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat

  • 2005 Crise et contagion : cas des pays de l'Europe de l'Est
    by Mohamed Ben Abdallah & Iuliana Matei

  • 2005 Incomplete markets and monetary policy
    by Pascal Gourdel & Leila Triki

  • 2005 The equity premium puzzle and decreasing relative risk aversion
    by M. J. Roche

  • 2005 El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español
    by Juan Carlos Gómez Sala & Germán López Espinosa

  • 2005 Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios
    by Andrea Beltratti & Claudio Morana

  • 2005 Predicting Bankruptcy with Support Vector Machines
    by Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer

  • 2005 Clustering of Trading Activity in the DAX Index Options Market
    by Alexander K. Koch & Zdravetz Lazarov

  • 2005 Equity Valuation in Mainland China and Hong Kong: The Chinese A-H Share Premium
    by Zhijun Zhao & Yue Ma & Yuhui Liu

  • 2005 Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration
    by Ronald J. Balvers & Yangru Wu

  • 2005 Overconfidence and Trading Volume
    by Glaser, Markus & Weber, Martin

  • 2005 Which Past Returns Affect Trading Volume?
    by Glaser, Markus & Weber, Martin

  • 2005 The Value Relevance of Financial Reporting on the Oslo Stock Exchange over the Period 1964-2003
    by Gjerde, Øystein & Knivsflå, Kjell Henry & Sættem, Frode

  • 2005 A Note on a Barrier Exchange Option: The World’s Simplest Option Formula?
    by Lindset, Snorre & Persson, Svein-Arne

  • 2005 Efficient Statistical Equilibria in Markets
    by Jörnsten, Kurt & Ubøe, Jan

  • 2005 How Important are Financial Frictions in the U.S. and Euro Area?
    by Queijo, Virginia

  • 2005 A Note on Wick Products and the Fractional Black-Scholes Model
    by Björk, Tomas & Hult, Henrik

  • 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
    by Silvennoinen, Annastiina & Teräsvirta, Timo

  • 2005 Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures
    by Bakshi, Gurdip & Chen, Zhiwu & Hjalmarsson, Erik

  • 2005 Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests
    by M. Lucey, Brian & Voronkova, Svitlana

  • 2005 On the Stability of the Wealth Effect
    by Fernando Alexandre & Pedro Bação & Vasco Gabriel

  • 2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
    by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

  • 2005 Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters
    by Olivier Scaillet

  • 2005 Growth Options in General Equilibrium: Some Asset Pricing Implications
    by Julien Hugonnier & Erwan Morellec & Suresh Sundaresan

  • 2005 Indirect Robust Estimation of the Short-term interest Rate Process
    by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti

  • 2005 A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence
    by Olivier Scaillet

  • 2005 Principle guided investing: The use of negative screens and its implications for green investors
    by Urs von Arx

  • 2005 The Nature of Power Spikes: a regime-switch approach
    by de Jong, C.M.

  • 2005 Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts
    by Rubio Irigoyen, Gonzalo & Alonso, Francisco & Blanco, Roberto

  • 2005 Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities
    by Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo

  • 2005 Reputation effects in trading on the New York Stock Exchange
    by Robert Battalio & Andrew Ellul & Robert Jennings

  • 2005 Do Accurate Earnings Forecasts Facilitate Superior Investment Recommendations?
    by Loh, Roger & Mian, G. Mujtaba

  • 2005 The Public Financial System in Japan - Re-verification of the ballooning theory and the privileged government enterprise theory
    by Nobuyoshi Yamori & Nobuyoshi Yamori

  • 2005 Reforming Japan's Capital Markets
    by Sadakazu Osaki

  • 2005 Credit Booms in Emerging Market Economies: A Recipe for Banking Crises?
    by Daniel Ottens & Edwin Lambregts & Steven Poelhekke

  • 2005 Segmentation in the Crude Oil Futures Term Structure
    by Lautier, Delphine

  • 2005 Les réactions du marché à l'annonce de programmes de réduction des coûts : une étude exploratoire sur les entreprises du CAC 40
    by Soulerot, Marion & Sponem, Samuel & Deville, Laurent

  • 2005 The Impact of Hedging on Stock Return and Firm Value: New Evidence from Canadian Oil and Gas Companies
    by Chang Dan & Hong Gu & Kuan Xu

  • 2005 Commonalities in the order book
    by Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG

  • 2005 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
    by Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio

  • 2005 Financial Integration and Systemic Risk
    by Fecht, Falko & Grüner, Hans Peter

  • 2005 Euler Equation Errors
    by Lettau, Martin & Ludvigson, Sydney

  • 2005 Euler Equation Errors
    by Lettau, Martin & Ludvigson, Sydney

  • 2005 Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium
    by Lettau, Martin & Wachter, Jessica

  • 2005 Liquidity Risk, Leverage and Long-Run IPO Returns
    by Eckbo, B Espen & Norli, Øyvind

  • 2005 Volatility regimes and the provision of liquidity in order book markets
    by BELTRAN, Helena & DURRE, Alain & GIOT, Pierre

  • 2005 Commonalities in the order book
    by BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim

  • 2005 Illusionary finance and trading behavior
    by HAMADI, Malika & RENGIFO, Erick & SALZMAN, Diego

  • 2005 Un juicio sobre el valor presente neto como criterio de decisión
    by Luís Diego Vélez Gómez

  • 2005 Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts
    by Nikita Ratanov

  • 2005 Bank Credit To Small And Medium Sized Enterprises: The Role Of Creditor Protection
    by Arturo Galindo & Alejandro Micco

  • 2005 Banks, Financial Markets and Growth
    by LG. Deidda & B. Fattouh

  • 2005 Equilibrium Correlation of Asset Price and Return
    by Charles Ka Yui Leung

  • 2005 Equilibrium Correlation of Asset Price and Return
    by Charles Ka Yui Leung

  • 2005 The Warsaw Stock Exchange Index WIG: Modelling and Forecasting
    by Piotr Wdowinski & Aneta Zglinska-Pietrzak

  • 2005 Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model
    by Piotr Wdowinski

  • 2005 Overconfidence and Market Efficiency with Heterogeneous Agents
    by Diego Garcia & Francesco Sangiorgi & Branko Urosevic

  • 2005 Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten
    by Antje Mahayni & Michael Suchanecki

  • 2005 Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging Strategies
    by An Chen

  • 2005 Measuring Liquidity in the Greek Government Securities Market
    by Thanasis N. Christodoulopoulos & Ioulia Grigoratou

  • 2005 Bubbles and crashes in a Behavioural Finance Model
    by Paul De Grauwe & Marianna Grimaldi

  • 2005 Principles of Neo-Schumpeterian Economics
    by Horst Hanusch & Andreas Pyka

  • 2005 Eigenschaften von Verwaltungsräten und Unternehmensperformance
    by Manuel Ammann & Markus Leuenberger & Heinrich von Wyss

  • 2005 Twenty Years of International Diversification from a German Perspective
    by Wolfgang Gerke & Ferdinand Mager & Alexander Röhrs

  • 2005 Comportamenti imitativi tra gli analisti finanziari nel mercato finanziario italiano
    by Emilio Barucci & Carlo Bianchi & Angelica Passaponti

  • 2005 Una rivisitazione delle teorie di Modigliani sulla finanza
    by Terenzio Cozzi

  • 2005 Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore
    by J.P.A. Sagaram & J. Wickramanayake

  • 2005 Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore
    by J.P.A. Sagaram & J. Wickramanayake

  • 2005 Dynamic model of uncovered interest rate parity (theory and empirical verification in the transitive economies)
    by Jaroslava Durčáková & Martin Mandel & Vladimír Tomšík

  • 2005 The Behavior of Prices, Trades and Spreads for Canadian IPO’s
    by Lawrence Kryzanowski & Skander Lazrak & Ian Rakita

  • 2005 The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts
    by Darren Butterworth & Phil Holmes

  • 2005 Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial
    by VILLAR FREXEDAS, OSCAR & VAYÁ, ESTHER

  • 2005 Restricciones financieras y de liquidez: reforzando el acelerador “ financiero “/“Financial and Liquidity Constraints: Reinforcing the Financial Accelerator Mechanism”
    by MORAL CARCEDO, JULIÁN & SÁNCHEZ GONZÁLEZ, JULIÁN

  • 2005 Los activos de las instituciones de inversión colectiva de carácter financiero/Assets by Financial Institutions for Collective Investment
    by LÓPEZ MARTÍN, Mª DEL CARMEN & RODERO FRANGANILLO, ADOLFO

  • 2005 Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle
    by GÓMEZ DÉNIZ, EMILIO & LEÓN SANTANA, MIGUEL

  • 2005 Más de medio siglo en busca de una teoría sobre los mercados de capitales/More than half century looking for a capital markets theory
    by SPRONK, JAAP & SEGOVIA, TRINIDAD & EVANGELISTA, JUAN

  • 2005 El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction
    by SANTANA JIMÉNEZ, YOLANDA & PÉREZ RODRÍGUEZ, JORGE VICENTE

  • 2005 A Stochastic Dominance Approach to Spanning. With an Application to the January Effect/Una aproximación mediante la metodología del dominio estocástico al fenómeno del SPANNING. Una aplicación al efecto enero
    by POST, THIERRY

  • 2005 An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities
    by Chin-Tsai Lin & Yi-Hsien Wang

  • 2005 Pricing Options under Telegraph Processes
    by Nikita Ratanov

  • 2005 Revisión de precios y reputación de asesores financieros: dos propuestas de índices para explicar el rendimiento a corto plazo de las salida
    by David Quintana Montero & Pedro Isasi Viñuela.

  • 2005 Structural models of default: lessons from firm-level data
    by Nikola Tarashev

  • 2005 Structured finance: complexity, risk and the use of ratings
    by Ingo Fender & Janet Mitchell

  • 2005 Necessity and Prerequisites for the Debt Market Development in Bulgaria
    by Alipi Alipiev

  • 2005 The Leverage Degrees of Companies Traded in Istanbul Stock Exchange
    by Turgut Ozkan

  • 2004 "Stiff" Field Theory of Interest Rates and Psychological Future Time
    by Belal Baaquie & Jean-Philippe Bouchaud

  • 2004 Random walks, liquidity molasses and critical response in financial markets
    by Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters

  • 2004 Experts' earning forecasts: bias, herding and gossamer information
    by Olivier Guedj & Jean-Philippe Bouchaud

  • 2004 Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization
    by Szilard Pafka & Marc Potters & Imre Kondor

  • 2004 Price Formation and Asset Allocations of the Electronic Trading System Xetra
    by Jan Wenzelburger & Xihao Li

  • 2004 Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization
    by D. Widijanto & S. Nagornii

  • 2004 Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors
    by Jules SADEFO KAMDEM

  • 2004 Shareholders Unanimity With Incomplete Markets
    by Daniele Coen-Pirani

  • 2004 Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market
    by Alok Kumar

  • 2004 Estimating Prices Transition Rate with Ultra-High-Frequency Data
    by Sun jian-ming

  • 2004 Quelle est l'influence des interruptions de cotation sur la microstructure du marché boursier français ? Une analyse intraquotidienne en termes de rentabilité, volatilité et volume
    by Michalon, Karine

  • 2004 Optimal Portfolio Diversification and Product-Market Interactions
    by Chemla, Gilles

  • 2004 On the Malliavin approach to Monte Carlo approximation of conditional expectations
    by Bouchard, Bruno & Touzi, Nizar & Ekeland, Ivar

  • 2004 Applied Computational Economics and Finance
    by Mario J. Miranda & Paul L. Fackler

  • 2004 Market Discipline Across Countries and Industries
    by

  • 2004 A Comparison of Stock Market Mechanisms
    by Giovanni Cespa

  • 2004 Effect of General Uncertainty on Venture-Capital Investments: A Cross-Country Study
    by Goel, Rajeev K. & Hasan, Iftekhar & Ram, Rati

  • 2004 Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI
    by Parisi, Antonino & Parisi, Franco & Cornejo, Edinson

  • 2004 Non-Negativity of Nominal and Real Riskless Rates, Arbitrage Theory, and the Null-Alternative Cash
    by Wilhelm, Jochen & Nietert, Bernhard

  • 2004 Auswirkungen des Basel II Akkords auf österreichisches KMU
    by Heimer, Thomas & Köhler, Thomas

  • 2004 The comovement of credit default swap, bond and stock markets: An empirical analysis
    by Norden, Lars & Weber, Martin

  • 2004 Are IPOs of different VCs different?
    by Tykvová, Tereza & Walz, Uwe

  • 2004 Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze
    by Merrick, John J. & Naik, Narayan Y. & Yadav, Pradeep K.

  • 2004 Risk and return in convertible arbitrage: Evidence from the convertible bond market
    by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.

  • 2004 Surprise volume and heteroskedasticity in equity market returns
    by Wagner, Niklas & Marsh, Terry A.

  • 2004 The Existence and Effectiveness of Price Support Activities in Germany: A Note
    by Oehler, Andreas & Rummer, Marco & Smith, Peter N.

  • 2004 IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany
    by Oehler, Andreas & Rummer, Marco & Smith, Peter N.

  • 2004 The Role of the Market Maker in International Capital Markets: Challenges and Benefits of Implementation in Emerging Markets
    by Marios Panayides & Andreas Charitou

  • 2004 The Specialist`s Participation in Quoted Prices and the NYSE`s Price Continuity Rule
    by Marios Panayides

  • 2004 Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment
    by Martin Shubik & David Eric Smith

  • 2004 Structure, Clearinghouses and Symmetry
    by Martin Shubik & David Eric Smith

  • 2004 World Income Components: Measuring And Exploiting International Risk Sharing Opportunities
    by Robert Shiller

  • 2004 General Equilibrium with Endogenous Securities and Moral Hazard
    by Luis H. B. Braido

  • 2004 Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil
    by Huzaimi Hussain & Venus Khim-Sen Liew

  • 2004 A Generalized Earnings-Based Stock Valuation Model
    by Ming Dong & David Hirshleifer

  • 2004 Stock Valuation and Investment Strategies
    by Zhiwu Chen & Ming Dong

  • 2004 Caso Zurich Y Bsch En Bolivia
    by Fernando Rubio

  • 2004 Data Mining Sobre El Beta En España
    by Fernando Rubio

  • 2004 Caso Banco Galicia Y Buenos Aires S.A
    by Fernando Rubio

  • 2004 Measuring Financial Cash Flow and Term Structure Dynamics
    by CORNELIS A. LOS

  • 2004 Dynamic Risk Profile of the US Term Structure by Wavelet MRA
    by SUTTHISIT JAMDEE & CORNELIS A. LOS

  • 2004 What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities
    by Massoud Heidari & Liuren Wu

  • 2004 Variance Risk Premia
    by Peter Carr & Liuren Wu

  • 2004 Estimating the probability of large negative stock market
    by Philip Kostov & Seamus McErlean

  • 2004 Piyasa Mikroyapisina Giris
    by Cumhur Ekinci

  • 2004 Efficiency tests in the Iberian stock markets
    by José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho

  • 2004 Technical Analysis On Foreign Exchange: 1975 - 2004
    by Fernando Rubio

  • 2004 Contrastacion De Metodologías Para El Cálculo De Beta De Mercado: El Caso De España
    by Fernando Rubio

  • 2004 Introduction A La Microstructure Des Marches Financiers
    by Cumhur EKINCI

  • 2004 Caught On Tape: Predicting Institutional Ownership With Order Flow
    by John Campbell & Tarun Ramadorai & Tuomo Vuolteenaho

  • 2004 Eficiencia Simple Del Mercado De Renta Fija En Chile
    by Fernando Rubio

  • 2004 Intangibles Y Valoracion De Empresas: Evidencia Empirica
    by Fernando Rubio

  • 2004 Introduction to Market Microstructure
    by Cumhur EKINCI

  • 2004 Some Technical Analysis On The Stock Market: Spain And Usa
    by Fernando Rubio

  • 2004 Administración De La Contabilidad De Costos. Apuntes De Clases Y Ejercicios (Casos). Borrador
    by Fernando Rubio

  • 2004 La Informacion Contable Y La Valuacion De Activos De Capital En El Sector De Inversiones Chileno
    by Fernando Rubio

  • 2004 Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno
    by Fernando Rubio

  • 2004 Capital Asset Pricing Model (Capm) Y Arbitrage Pricing Theory (Apt): Una Nota Técnica
    by Fernando Rubio

  • 2004 DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica
    by Fernando Rubio

  • 2004 Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno
    by Fernando Rubio

  • 2004 Simple Trading Rules: Trading On Ibex At Meff
    by Fernando Rubio

  • 2004 Return-Volume Dependence and Extremes in International Equity Markets
    by Terry A. Marsh & Niklas Wagner

  • 2004 Model Uncertainty, Complexity and Rank in Finance
    by Cornelis A. Los

  • 2004 Surprise Volume and Heteroskedasticity in Equity Market Returns
    by Niklas Wagner & Terry A. Marsh

  • 2004 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
    by Markus Junker & Alexander Szimayer & Niklas Wagner

  • 2004 Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach
    by Balázs Égert & Yosra Koubaa

  • 2004 Capital Asset Pricing for Markets with Intensity Based Jumps
    by Eckhard Platen

  • 2004 An Intraday Empirical Analysis of Electricity Price Behaviour
    by Eckhard Platen & Jason West & Wolfgang Breymann

  • 2004 A Benchmark Approach to Finance
    by Eckhard Platen

  • 2004 Two-Factor Model for Low Interest Rate Regimes
    by Shane Miller & Eckhard Platen

  • 2004 Diversified Portfolios with Jumps in a Benchmark Framework
    by Eckhard Platen

  • 2004 Understanding the Implied Volatility Surface for Options on a Diversified Index
    by David Heath & Eckhard Platen

  • 2004 Intraday Empirical Analysis and Modeling of Diversified World Stock Indices
    by Wolfgang Breymann & Leah Kelly & Eckhard Platen

  • 2004 Local Volatility Function Models under a Benchmark Approach
    by David Heath & Eckhard Platen

  • 2004 A multifactor model of stock returns with endogenous regime switching
    by Patrick Coggi & Bogdan Manescu

  • 2004 Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility
    by Andrea Beltratti & Claudio Morana

  • 2004 Overconfidence and market efficiency with heterogeneous agents
    by Diego Garcia & Francesco Sangiorgi & Branko Urosevic

  • 2004 Strategic trading against retail investors with disposition effects
    by Nam, Jouahn & Wang, Jun & Zhang, Ge

  • 2004 Testing the Markov property with ultra-high frequency financial data
    by Matos, Joao Amaro de & Fernandes, Marcelo

  • 2004 The Basic Dynamics of the Stock of Money and Capital
    by Sánchez, Julián

  • 2004 Does Anonymity Matter in Electronic Limit Order Markets?
    by Foucault, Thierry & Moinas, Sophie & Theissen, Erik

  • 2004 Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore
    by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse

  • 2004 Interview with Nobel Prize Laureate William F. Sharpe
    by Sharpe, William F.

  • 2004 Financial Intermediation, markets, and growth
    by Falko Fecht & Kevin Huang

  • 2004 Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
    by Chris Brooks & Konstantina Kappou & Charles Ward

  • 2004 The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations
    by Carol Alexander & Anca Dimitriu

  • 2004 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
    by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos

  • 2004 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades
    by Thorsten Koeppl

  • 2004 Uncovering Volatility Dynamics in Daily REIT Returns
    by Cotter, John & Stevenson, Simon

  • 2004 Modelling extreme financial returns of global equity markets
    by Cotter, John

  • 2004 Margin setting with high-frequency data
    by Cotter, John & Longin, Francois

  • 2004 Minimum Capital Requirement Calculations for UK Futures
    by Cotter, John

  • 2004 Uncovering Long Memory in High Frequency UK Futures
    by Cotter, John

  • 2004 Varying the VaR for Unconditional and Conditional Environments
    by Cotter, John

  • 2004 Essays on consumer portfolio choice and credit risk
    by Ji, Tingting

  • 2004 Modelling and forecasting the volatility of the portuguese stock index PSI-20
    by Caiado, Jorge

  • 2004 Information flow between volatilities across time scales
    by Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon

  • 2004 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model
    by Clive Bowsher

  • 2004 Financial Systems and Economic Growth: An Evaluation Framework for Policy
    by Iris Claus & Veronica Jacobsen & Brock Jera

  • 2004 SEC Regulation Fair Disclosure, Information, and the Cost of Capital
    by Armando Gomes & Gary Gorton & Leonardo Madureira

  • 2004 Interpreting the Predictions of Prediction Markets
    by Charles F. Manski

  • 2004 Financial Development and Growth in the Short and Long Run
    by Raymond Fisman & Inessa Love

  • 2004 How does liquidity react to stress periods in a limit order market?
    by Helena Beltran & Alain Durré & Pierre Giot

  • 2004 Incidence des crises financières : une analyse empirique à partir des pays émergents
    by Mohamed Ben Abdallah & Kalidou Diallo

  • 2004 On the survival and irreducibility assumptions for financial markets with nominal assets
    by Abdelkrim Seghir & Leila Triki & Stella Kanellopoulou

  • 2004 Structural breaks and financial risk management
    by Marianna Valentinyi-Endrész

  • 2004 Stock market development and economic growth: a matter of informational problems
    by Salvatore Capasso

  • 2004 On Risk Management Determinants: What Really Matters?
    by Georges Dionne & Thouraya Triki

  • 2004 Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors
    by Kaïs Dachraoui & Georges Dionne

  • 2004 Using the Correlation Dimension to Detect non-linear dynamics
    by Theodore Panagiotidis & David Chappell

  • 2004 The Determinants Of The Going Public Decision: Evidence From The U.K
    by Belén Gill de Albornoz & Peter F. Pope

  • 2004 Dynamic Optimal Portfolio Selection in a VaR Framework
    by Jeroen Rombouts & E.W. Rengifo

  • 2004 Bubbles and Crashes in a Behavioural Finance Model
    by De Grauwe, Paul & Grimaldi, Marianna

  • 2004 Negative volatility and the Survival of Western Financial Markets
    by Aase, Knut K.

  • 2004 The Family behind the Family Firm
    by Bennedsen, Morten & Nielsen, Kasper

  • 2004 Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
    by Matteo Manera & Alessandro Lanza & Michael McAleer

  • 2004 Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
    by Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza

  • 2004 Equity Returns and Integration: Is Europe Changing?
    by Kpate ADJAOUTE & Jean-Pierre DANTHINE

  • 2004 Nonparametric Estimation of Conditional Expected Shortfall
    by Olivier SCAILLET

  • 2004 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades
    by Thorsten V. Koeppl

  • 2004 Evaluating Incentive Options
    by Wei Xiong & Ronnie Sircar

  • 2004 Financial intermediaries, markets, and growth
    by Falko Fecht & Kevin Huang

  • 2004 Who makes markets? The Role of Dealers and Liquidity Provision
    by Albert Wang & Joon Chae

  • 2004 The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997
    by Michael Bordo & Joseph Haubrich

  • 2004 Asymmetric Power Distribution: Theory and Applications to Risk Measurement
    by Ivana Komunjer

  • 2004 Extremal Dependence In Exchange Rate Markets
    by Viviana Fernandez

  • 2004 Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets
    by João Amaro de Matos

  • 2004 Are Sunspots Inevitable?
    by Christophe Prechac & Aditya Goenka

  • 2004 Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas
    by Erick Rengifo & Andresas Heinen

  • 2004 Who makes market
    by Joon Chae & Albert Wang

  • 2004 Tracking Brazilian Exchange Rate Volatility
    by Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang

  • 2004 Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model
    by George Milunovich

  • 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
    by Ilias Tsiakas

  • 2004 Asymmetry, Loss Aversion and Forecasting
    by Stephen E. Satchell & Shaun A. Bond

  • 2004 Market dynamics associated with credit ratings - a literature review
    by Fernando Gonzalez & François Haas & Ronald Johannes & Mattias Persson & Liliana Toledo & Roberto Violi & Martin Wieland & Carmen Zins

  • 2004 Equilibria in exchange economies with financial constraints: Beyond the Cass Trick
    by Triki, Leila & Martins-da-Rocha, Victor-Filipe

  • 2004 Les modèles d'évaluation des actifs financiers et les co-moments d'ordre trois et quatre
    by Lajili, Souad

  • 2004 Semi-moments based tests of normality and the evolution of stock returns towards normality
    by Desmoulins-Lebeault, François

  • 2004 Radical Financial Innovation
    by Robert J. Shiller

  • 2004 Volatility regimes and the provisions of liquidity in order book markets
    by Helena, BELTRAN & Alain, DURRE & Pierre, GIOT

  • 2004 Illusionary Finance and Trading Behavior
    by Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN

  • 2004 Dispersion of Opinion and Stock Returns
    by Goetzmann, William & Massa, Massimo

  • 2004 Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias
    by Goetzmann, William & Massa, Massimo

  • 2004 Idiosyncratic Volatility and Product Market Competition
    by Gaspar, José-Miguel & Massa, Massimo

  • 2004 Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
    by Dunne, Peter & Hau, Harald & Moore, Michael

  • 2004 Financial Market Development and the Rise in Firm Level Uncertainty
    by Thesmar, David & Thoenig, Mathias

  • 2004 Asset Pricing with Liquidity Risk
    by Acharya, Viral V & Pedersen, Lasse Heje

  • 2004 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis
    by Norden, Lars & Weber, Martin

  • 2004 Information Sales and Insider Trading
    by Cespa, Giovanni

  • 2004 Predatory Trading
    by Brunnermeier, Markus K & Pedersen, Lasse Heje

  • 2004 Pitfalls of a State-Dominated Financial System: The Case of China
    by Boyreau-Debray, Genevieve & Wei, Shang-Jin

  • 2004 Estimating the Gains From Trade in Limit Order Markets
    by Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua

  • 2004 Japan's Banking Crisis: Who Has the Most to Lose?
    by Miyajima, Hideaki & Yafeh, Yishay

  • 2004 Asset Prices and International Spillovers: An Empirical Investigation
    by Sarno, Lucio & Valente, Giorgio

  • 2004 Underpricing and Market Power in Uniform Price Auctions
    by Kremer, Ilan & Nyborg, Kjell G

  • 2004 A Scapegoat Model of Exchange Rate Fluctuations
    by Bacchetta, Philippe & van Wincoop, Eric

  • 2004 Do Shareholders vote Strategically? Evidence on the Advisory Role of Annual General Meetings
    by Maug, Ernst & Rydqvist, Kristian

  • 2004 Awareness and Stock Market Participation
    by Guiso, Luigi & Jappelli, Tullio

  • 2004 Trading activity and liquidity supply in a pure limit order book market
    by GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick

  • 2004 Dynamic optimal portfolio selection in a VaR framework
    by RENGIFO, Erick & ROMBOUTS, Jeroen

  • 2004 Determinants of Country Beta Risk in Poland
    by Piotr Wdowinski

  • 2004 Enhancing corporate governance with one-and two-tiered convertible preferred stock
    by Rodolfo Apreda

  • 2004 Differential rates, residual information sets and transactional algebras
    by Rodolfo Apreda

  • 2004 Econometric Issues in the Analysis of Contagion
    by Pesaran, M.H. & Pick, A.

  • 2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note
    by Daniella Acker & Nigel W. Duck

  • 2004 Distribution of Trading Activity across Strike Prices in the DAX Index Options Market
    by Zdravetz Lazarov

  • 2004 Modeling and Forecasting DAX Index Volatility
    by Zdravetz Lazarov

  • 2004 Stress-testing financial systems: an overview of current methodologies
    by Marco Sorge

  • 2004 Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s?
    by Serdat Dinc & Patrick M. McGuire

  • 2004 European Monetary and Financial Integration: Evolution and Prospects
    by Jean-Paul Abraham & Alexandre Lamfalussy & Jean-Claude Trichet & Robert Raymond & Franco Bruni

  • 2004 Extreme Contagion in Equity Markets
    by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao

  • 2004 Testing for Multiple Types of Marginal Investor in Ex-Day Pricing
    by Jan Bartholdy & Kate Brown

  • 2004 Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX 35® index / Dinámica del mercado de capitales español a través de una visión amplia del índice IBEX 35®
    by POUCHKAREV, I & SPRONK, J. & TRINIDAD SEGOVIA, J.E.

  • 2004 A Bázel II. belső minősítésen alapuló módszerének közgazdasági-matematikai háttere és a granularitási korrekció elmélete
    by Janecskó, Balázs

  • 2004 Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach
    by Maghyereh, A.

  • 2004 Stock Returns and Inflation in Greece
    by Floros, C.

  • 2004 The effect of dividend distribution on share return in Chile
    by Mauricio Nash & Darcy Fuenzalida.

  • 2004 The syndicated loan market
    by Blaise Gadanecz

  • 2004 Macroeconomic announcements and implied volatilities in swaption markets
    by Fabio Fornari

  • 2004 The price impact of rating announcements: evidence from the credit default swap market
    by Marian Micu & Eli M Remolona & Philip D Wooldridge

  • 2004 Sector Level Contagion in African Financial Markets
    by Daryl Collins & Mark Abrahamson

  • 2003 Diversified Portfolios in a Benchmark Framework
    by Eckhard Platen

  • 2003 Option pricing and hedging with minimum expected shortfall
    by Benoit Pochard & Jean-Philippe Bouchaud

  • 2003 Self-referential behaviour, overreaction and conventions in financial markets
    by Matthieu Wyart & Jean-Philippe Bouchaud

  • 2003 Comment on: "Two-phase behaviour of financial markets"
    by Marc Potters & Jean-Philippe Bouchaud

  • 2003 Multiple time scales in volatility and leverage correlation: A stochastic volatility model
    by Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud

  • 2003 Fluctuations and response in financial markets: the subtle nature of `random' price changes
    by Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart

  • 2003 Les stratégies de placement d'ordres : le cas des ordres à quantité cachée
    by Raposo, Juan

  • 2003 Reforming the international financial architecture: What globalization critics demand and what policymakers have (not) achieved
    by Nunnenkamp, Peter

  • 2003 Modelos predictivos de redes neuronales en índices bursátiles
    by Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis

  • 2003 International trade, hedging and the demand for forward contracts
    by Eisenschmidt, Jens & Wälde, Klaus

  • 2003 Japan?s Financial Markets: The Lost Decade
    by Reszat, Beate

  • 2003 Investitionen in Collateralized Debt Obligations
    by Heidorn, Thomas & König, Lars

  • 2003 IPOs cycle and investment in high-tech industries
    by Bouis, Romain

  • 2003 Initial public offerings and venture capital in Germany
    by Franzke, Stefanie A. & Grohs, Stefanie & Laux, Christian

  • 2003 Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
    by Mittnik, Stefan & Paolella, Marc S.

  • 2003 Measuring the Discriminative Power of Rating Systems
    by Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk

  • 2003 Zur Makrostruktur von Finanzmärkten: Börsen als Finanzintermediäre im Wettbewerb
    by Oehler, Andreas

  • 2003 The valuation of earnings components by the capital markets. An international comparison
    by Susana Callao Gastón & Beatriz Cuéllar Fernández & José Ignacio Jarne Jarne & José Antonio Laínez Gadea

  • 2003 Impact of Uncertainty and Sunk Costs on Firm Survival and Industry Dynamics
    by Vivek Ghosal

  • 2003 The feasibility of an international tropical plywood futures contract
    by Lamon Rutten

  • 2003 Equity Returns and Inflation: The Puzzlingly Long Lags
    by James R. Lothian & Cornelia H. McCarthy

  • 2003 Stock Market Valuation In The United States
    by Patrick BISCIARI & Alain DURRE & Alain NYSSENS

  • 2003 Alternative Market Structures for Derivatives
    by Sohnke M. Bartram & Frank R. Fehle

  • 2003 About discrete hedging and option pricing
    by Dmitry Yakovlev & Dmitry Zhabin

  • 2003 Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media
    by Thomas Schuster

  • 2003 Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax
    by Sohnke M. Bartram & Frank R. Fehle

  • 2003 News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media
    by Thomas Schuster

  • 2003 A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange
    by Cumhur Ekinci

  • 2003 Long memory and the relation between implied and realized volatility
    by Federico Bandi & Benoit Perron

  • 2003 Parametric Estimation Of Diffusion Processes Sampled At First Exit Time
    by Jaime A. Londoño

  • 2003 A Reality Check on Hedge Funds Returns
    by Posthuma, Nolke & Sluis, Pieter Jelle van der

  • 2003 An Alternative Interest Rate Term Structure Model
    by Eckhard Platen

  • 2003 A Benchmark Framework for Risk Management
    by Eckhard Platen

  • 2003 Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models
    by Eckhard Platen

  • 2003 Fair Pricing of Weather Derivatives
    by Eckhard Platen & Jason West

  • 2003 Modeling the Volatility and Expected Value of a Diversified World Index
    by Eckhard Platen

  • 2003 Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling
    by David Heath & Eckhard Platen

  • 2003 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen

  • 2003 Insider trading, NASDAQ quotes, and market maker competition
    by Gleason, Katherine I.

  • 2003 Intangible capital in the pharmaceutical & chemical industry
    by Gleason, Katherine I. & Klock, Mark S.

  • 2003 Structural Changes in Volatility and Stock Market Development: Evidence for Spain
    by Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia

  • 2003 Economic Hedging Portfolios
    by van den Goorbergh, R.W.J. & de Roon, F.A. & Werker, B.J.M.

  • 2003 The Bank's Choice of Financing and the Correlation Structure of Loan Returns
    by Ioannidou, V. & Pierides, Y.

  • 2003 Giffen Goods and Market Making
    by Giovanni Cespa

  • 2003 Financial Development, Financing Choice and Economic Growth
    by Keith Blackburn & Niloy Bose & Salvatore Capasso

  • 2003 A Comparison of Stock Market Mechanism
    by Giovanni Cespa

  • 2003 Liquidity and Ambiguity: Banks or Asset Markets?
    by Eichberger, Jürgen & Spanjers, Willem

  • 2003 The transformation of finance in Europe:introduction and overview
    by Peree, Eric & Riess, Armin

  • 2003 Retail Superannuation Management in Australia: Risk, Cost and Alpha
    by Michael E. Drew & Jon D. Stanford

  • 2003 Testing for Longer Horizon Predictability of Return Volatility with an Application to the German
    by Burkhard Raunig

  • 2003 Geometric Return and Portfolio Analysis
    by Brian McCulloch

  • 2003 Asset Prices, Heterogeneous Expectations, and Limited Short Sales
    by Cheolbeom Park

  • 2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
    by Clive G. Bowsher

  • 2003 Expected Returns and Expected Dividend Growth
    by Martin Lettau & Sydney Ludvigson

  • 2003 Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives
    by Takatoshi Ito & Kimie Harada

  • 2003 The Equity Premium: Why is it a Puzzle?
    by Rajnish Mehra

  • 2003 Corporate Earnings Track the Competitive Benchmark
    by Robert E. Hall

  • 2003 Stock market valuation in the United States
    by Patrick Bisciari & Alain Durré & Alain Nyssens

  • 2003 Y a-t-il une théorie des marchés financiers ?
    by Jean-Pierre Galavielle

  • 2003 Interest Rate Term Structure in Latvia in the Monetary Policy Context
    by Jelena Zubkova

  • 2003 Concentración Accionarial Y Liquidez De Mercado: Un Analisis Con Ecuaciones Simultáneas
    by Antonio Mínguez Vera & Juan Francisco Martín Ugedo

  • 2003 Technology Upgrading with Learning Cost
    by Ahn, Sanghoon

  • 2003 Stock Recommendations in Swedish Printed Media: Leading or Misleading?
    by Lidén, Erik R.

  • 2003 Swedish Stock Recommendations: Information Content or Price Pressure?
    by Lidén, Erik R.

  • 2003 Strategic Behavior and Underpricing in Uniform Price Auctions
    by Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist

  • 2003 Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements
    by Jean-David FERMANIAN & Olivier SCAILLET

  • 2003 Nonparametric Estimation of Copulas for Time Series
    by Jean-David FERMANIAN & Olivier SCAILLET

  • 2003 Forecasting Value at Risk in Emerging Arab Stock Markets
    by C. Guermat & K. Hadri & C. C. Kucukozmen

  • 2003 Portfolio Return Characteristics of Different Industries
    by Pouchkarev, I. & Spronk, J. & van Vliet, P.

  • 2003 A comprehensive test of order choice theory: recent evidence from the NYSE
    by Andrew Ellul & Craig W. Holden & Pankaj Jain & Robert Jennings

  • 2003 Does anonymity matter in electronic limit order markets ?
    by Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN

  • 2003 Notations et écarts de rentabilité : le marché français avant l'euro
    by Merli, Maxime & Alexandre, Hervé

  • 2003 Optimistic Investors, IPOs Cycle and Real Investment
    by Bouis, Romain

  • 2003 Dollar Denominated Debt and Optimal Security Design
    by John Geanakoplos & Felix Kubler

  • 2003 Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment
    by Martin Shubik & Eric Smith

  • 2003 Structure, Clearinghouses and Symmetry
    by Martin Shubik & Eric Smith

  • 2003 International Trade, Hedging and the Demand for Forward Contracts
    by Jens, EISENSCHMIDT & Klaus, WAELDE

  • 2003 Does Anonymity Matter in Electronic Limit Order Markets?
    by Foucault, Thierry & Moinas, Sophie & Theissen, Erik

  • 2003 Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis
    by Langer, Thomas & Weber, Martin

  • 2003 Overconfidence and Trading Volume
    by Glaser, Markus & Weber, Martin

  • 2003 Financial Distress and Bank Restructuring of Small to Medium Size UK Companies
    by Franks, Julian R & Sussman, Oren

  • 2003 On the Trend Recognition and Forecasting Ability of Professional Traders
    by Glaser, Markus & Langer, Thomas & Weber, Martin

  • 2003 Dynastic Management
    by Caselli, Francesco & Gennaioli, Nicola

  • 2003 Exchange Rates, Equity Prices and Capital Flows
    by Hau, Harald & Rey, Hélène

  • 2003 Exchange Rate Dynamics, Learning and Misperception
    by Gourinchas, Pierre-Olivier & Tornell, Aaron

  • 2003 Judging Fund Managers by the Company They Keep
    by Cohen, Randolph & Coval, Joshua & Pástor, Luboš

  • 2003 Household Stockholding in Europe: Where Do We Stand, and Where Do We Go?
    by Guiso, Luigi & Haliassos, Michalis & Jappelli, Tullio

  • 2003 Multivariate GARCH models: a survey
    by BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen

  • 2003 Multivariate modelling of time series count data: an autoregressive conditional Poisson model
    by HEINEN, Andreas & RENGIFO, Erick

  • 2003 Aspectos teóricos y empíricos de la relación empresas bancos
    by Alberto Jaramillo & Hermilson Velásquez & Javier Santiago Ortiz & Natalia Serna

  • 2003 Economic Policy and Wage Differentials in Latin America
    by Jere R. Behrman & Nancy Birdsall & Miguel Székely

  • 2003 On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach)
    by Rodolfo Apreda

  • 2003 How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?
    by Pesaran, H.M. & Timmermann, A.

  • 2003 Demographic Change and the UK Savings Rate
    by David Demery & Nigel Duck

  • 2003 Giffen Goods and Market Making
    by Giovanni Cespa

  • 2003 A comparison of stock market mechanisms
    by Giovanni Cespa

  • 2003 An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds
    by Chris D'Souza & Charles Gaa & Jing Yang

  • 2003 The Syndicated Loan Market: Developments in the North American Context
    by Jim Armstrong

  • 2003 An Index of Financial Stress for Canada
    by Mark Illing & Ying Liu

  • 2003 Monetary and Financial Thinking in Europe - Evidence from Four Decades of SUERF
    by Jean-Paul Abraham

  • 2003 The Theory of Financial Intermediation: An Essay On What It Does (Not) Explain
    by Bert Scholtens & Dick van Wensveen

  • 2003 Indifference pricing of insurance contracts in a product space model
    by Thomas Møller

  • 2003 Using copulae to bound the Value-at-Risk for functions of dependent risks
    by Paul Embrechts & Andrea Höing & Alessandro Juri

  • 2003 A monetary value for initial information in portfolio optimization
    by Martin Schweizer & Dirk Becherer & Jürgen Amendinger

  • 2003 Momentum and Turnover: Evidence from the German Stock Market
    by Markus Glaser & Martin Weber

  • 2003 Macroeconomic variables and stock prices
    by Jan Kodera & Václava Pánková

  • 2003 Informative value of firm capital structure
    by Patrik Bauer & Vít Bubák

  • 2003 A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test
    by Anthony J. Seymour & Daniel A. Polakow

  • 2003 JURISTIC VIEWPOINTS ON BAYC Al-C¡NAH IN MALAYSIA: A SURVEY
    by Saiful Azhar Rosly & Azizi Che Semanb

  • 2003 An Extended Model of Serial Covariance Bid-Ask Spreads
    by Dar-Hsin Chen & Lloyd P. Blenman

  • 2003 Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis
    by Christos I. Giannikos & Hany Guirguis & Deniz Ozenbas

  • 2003 Notations et écarts de rentabilité:le marché français avant l'euro
    by Hervé Alexandre & Maxime Merli

  • 2003 Term Structure of Interest Rates in the Presence of Levy Jumps: The HJM Approach
    by Chenghu Ma

  • 2003 Aplicación de la teoría del portafolio en el mercado accionario colombiano
    by Luis Ángel Medina

  • 2003 Tendenzen in der deutschen Industrie - Effekte veränderter Finanzierungsbedingungen und neuer IuK-Techniken
    by Hans-Günther Vieweg

  • 2003 The Capital Market as a Growth Engine
    by Michael C. Jensen & John Kay & Harvey Pitt & Jürgen Stark

  • 2003 A comparison of alternative spread décomposition models on Euronext Brussels
    by Rudy De Winne & Christophe Majois

  • 2003 Les Fonds alternatifs sont-ils réellement décorrelés des produits d'investissments classiques?
    by Daniel Capocci & Romain Mahieu

  • 2003 Lead lag relatîonships between short term options and the french stock index cac 40: the impact of time measurement
    by Alexis Cellier

  • 2002 Bubbles, crashes and intermittency in agent based market models
    by Irene Giardina & Jean-Philippe Bouchaud

  • 2002 Statistical models for company growth
    by Matthieu Wyart & Jean-Philippe Bouchaud

  • 2002 More statistical properties of order books and price impact
    by Marc Potters & Jean-Philippe Bouchaud

  • 2002 Statistical properties of stock order books: empirical results and models
    by Jean-Philippe Bouchaud & Marc Mezard & Marc Potters

  • 2002 Statistical analysis of the implied volatility derivative
    by Paul Lynch & Nigel Allinson

  • 2002 Probability distribution of returns in the Heston model with stochastic volatility
    by A. Dragulescu & V. M. Yakovenko

  • 2002 Floor versus Screen Trading: Evidence from the German Stock Market
    by Erik Theissen

  • 2002 Efficient hedging for a complete jump-diffusion model
    by Kirch, Michael & Krutchenko, R. N. & Melnikov, Aleksandr V.

  • 2002 Improving risk allocation through cat bonds
    by Nell, Martin & Richter, Andreas

  • 2002 Mixed normal conditional heteroskedasticity
    by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.

  • 2002 Internalisierung und Marktqualität: Was bringt Xetra Best?
    by Theissen, Erik

  • 2002 Evaluating Density Forecasts with an Application to Stock Market Returns
    by Raunig, Burkhard & de Raaij, Gabriela

  • 2002 Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption
    by Giorgio Primiceri & Thijs van Rens

  • 2002 Time-Changed Levy Processes and Option Pricing
    by Peter Carr & Liuren Wu

  • 2002 Contagion in Financial Markets
    by David Backus & Silverio Foresi & Liuren Wu

  • 2002 Optimization of Risk Exposure
    by Alexei Gretchikha

  • 2002 The Future of the Stock Market Channel In Egypt
    by Maged Shawky Sourial

  • 2002 A Benchmark Framework for Integrated Risk Management
    by Eckhard Platen

  • 2002 Benchmark Model with Intensity Based Jumps
    by Eckhard Platen

  • 2002 Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model
    by David Heath & Eckhard Platen

  • 2002 A Benchmark Approach to Filtering in Finance
    by Eckhard Platen & Wolfgang Runggaldier

  • 2002 A Discrete Time Benchmark Approach for Finance and Insurance
    by Hans Buhlmann & Eckhard Platen

  • 2002 How large is liquidity risk in an automated auction market?
    by Pierre Giot & Joachim Grammig

  • 2002 Inequality over the business cycle: Estimating income risk using micro-data on consumption
    by Giorgio Primiceri & Thijs van Rens

  • 2002 Giffen goods and market making
    by Giovanni Cespa

  • 2002 Equilibrium selection through incomplete information in coordination games: An experimental study
    by Rosemarie Nagel & Antonio Cabrales & Roc Armenter

  • 2002 Forecast Accuracy after Pretesting with an Application to the Stock Market
    by Danilov, D.L. & Magnus, J.R.

  • 2002 Operational Risk Management
    by Jacques Pezier

  • 2002 Market Timing and Selectivity: Evidence from Australian Equity Superannuation Funds
    by Michael E. Drew & Madhu Veeraraghavan & Vanessa Wilson

  • 2002 Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps
    by Kyriakos Chourdakis

  • 2002 The Analysis of Seasonal Return Anomalies in the Portuguese Stock Market
    by Miguel Balbina & Nuno C. Martins

  • 2002 The medieval origins of the 'Financial Revolution': usury, rentes, and negotiablity
    by Munro, John H.

  • 2002 Evaluating Density Forecasts with an Application to Stock Market Returns
    by Gabriela de Raaij & Burkhard Raunig

  • 2002 Speculative Behavior and Heterogeneous Expectations: Theory and Evidence
    by Cheolbeom Park

  • 2002 Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
    by Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski

  • 2002 Historical Perspectives on Financial Development and Economic Growth
    by Peter L. Rousseau

  • 2002 Spurious Regressions in Financial Economics?
    by Wayne E. Ferson & Sergei Sarkissian & Timothy Simin

  • 2002 Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
    by Arik Ben Dor & Ravi Jagannathan

  • 2002 On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach
    by Michael W. Brandt & Qiang Kang

  • 2002 Financial Market in Latvia
    by Jelena Zubkova & Egils Kauzens & Ivars Tillers & Martins Prusis

  • 2002 International Financial Liberalization and Industry Growth
    by Vlachos, Jonas & Waldenström, Daniel

  • 2002 International Financial Liberalization and Industry Growth
    by Vlachos, Jonas & Waldenström, Daniel

  • 2002 Investorbeskyttelse og virksomhedsovertagelser i Danmark
    by Bennedsen, Morten & Nielsen, Kasper

  • 2002 Bestyrelser i unoterede danske virksomheder
    by Bennedsen, Morten & Nielsen, Kasper

  • 2002 Svensk selskabsstyring under pres
    by Bennedsen, Morten & Nielsen, Kasper

  • 2002 Ensartet, proportional beskatning af real kapitalindkomst
    by Blomgren-Hansen, Niels

  • 2002 Skat, arbejdsudbud og omfordeling
    by Blomgren-Hansen, Niels

  • 2002 Must Trust Bust?
    by Møllgaard, Peter

  • 2002 Foundation ownership and financial performance. Do companies need owners?
    by Thomsen, Steen & Rose, Caspar

  • 2002 A Framework for Collateral Risk Control Determination
    by Didier Cossin & Zhijiang Huang & Daniel Aunon-Nerin & Fer nando González

  • 2002 Nonparametric Tests Dependence For Positive Quadrant
    by Michel DENUIT & Olivier SCAILLET

  • 2002 Testing for Concordance Ordering
    by Ana C. CEBRIÁN & Michel DENUIT & Olivier SCAILLET

  • 2002 Dividing the Pie
    by Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W.

  • 2002 A Broadband Vision of the DAX over Time
    by Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J.

  • 2002 Revisited multi-moment approximate option pricing models: a general comparison (Part 1)
    by Emmanuel Jurczenko & Bertrand Maillet & Bogdan Negrea

  • 2002 Skewness and kurtosis implied by option prices: a second comment
    by Emmanuel Jurczenko & Bertrand Maillet & Bogdan Negrea

  • 2002 How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks
    by Bertrand Maillet & Thierry Michel

  • 2002 Controlling price volatility through financial innovation
    by Alessandro, CITANNA & SCHMEDDERS, Karl

  • 2002 The Stock Market and Consumer Confidence: European Evidence
    by W. Jos Jansen & Niek J. Nahuis

  • 2002 Does the “New Economy” Change the Frontiers of the Large Corporation?
    by Bruno AMABLE & Régis BRETON & Xavier RAGOT

  • 2002 The Effects of the Euro on Financial Markets, Activity and Structure
    by Werner Studener

  • 2002 The Compatability of Capital COntrols and Financial Development: A Selective Survey and Empirical Evidence
    by Menzie D. Chinn

  • 2002 The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
    by Hau, Harald

  • 2002 Strategic Behaviour and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
    by Keloharju, Matti & Nyborg, Kjell G & Rydqvist, Kristian

  • 2002 Europe's 'New' Stock Markets
    by Bottazzi, Laura & Da Rin, Marco

  • 2002 Expected Returns and Expected Dividend Growth
    by Lettau, Martin & Ludvigson, Sydney

  • 2002 Entrepreneurial Incentives in Stock Market Economies
    by Acharya, Viral V & Bisin, Alberto

  • 2002 An Evaluation Framework for Alternative VaR Models
    by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C

  • 2002 Momentum and Turnover: Evidence from the German Stock Market
    by Glaser, Markus & Weber, Martin

  • 2002 Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
    by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo

  • 2002 The Microstructure of Stock Markets
    by Biais, Bruno & Glosten, Larry & Spatt, Chester S

  • 2002 Factor Based Index Tracking
    by Corielli, Francesco & Marcellino, Massimiliano

  • 2002 What Do State-Owned Firms Maximize? Evidence from the Italian Banks
    by Sapienza, Paola

  • 2002 Macroeconomic Sources of FOREX Risk
    by Smith, Peter N & Wickens, Michael R.

  • 2002 On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach
    by VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni

  • 2002 Risk and intermediation in a dual financial market model
    by BLOISE, Gaetano & REICHLIN, Pietro

  • 2002 Sector bancario y coyuntura económica. El caso colombiano 1990-2000
    by Alberto Jaramillo & Adriana Ángel Jiménez & Andrea Restrepo Ramírez & Ana Consuelo Serrano

  • 2002 Las finanzas en la frontera del conocimiento
    by Ana María Olaya

  • 2002 Circuit Breakers and the Tail Index of Equity Returns
    by John Galbraith & Serguei Zernov

  • 2002 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen

  • 2002 Trader Anonymity, Price Formation and Liquidity
    by Erik Theissen

  • 2002 The Asian and European Banking Systems: The Case of Spain in the Quest for Develpoment and Stability
    by Sonsoles Gallego & Alicia García Herrero & Jesús Saurina

  • 2002 Latin American Financial Development in Perspective
    by Alicia García Herrero & Javier Santillán & Sonsoles Gallego & Lucía Cuadro & Carlos Egea

  • 2002 The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ
    by Toni Gravelle

  • 2002 Alternative Trading Systems: Does One Shoe Fit All?
    by Nicolas Audet & Toni Gravelle & Jing Yang

  • 2002 Valuation in infinite-horizon sequential markets with portfolio constraints
    by Kevin X.D. Huang

  • 2002 An analysis of a least squares regression method for American option pricing
    by Philip Protter & Emmanuelle Clément & Damien Lamberton

  • 2002 A model of financial market with several interacting assets. Complete market case
    by Victoria Steblovskaya & Sergio Albeverio

  • 2002 Comments on the life and mathematical legacy of Wolfgang Doeblin
    by Marc Yor & Bernard Bru

  • 2002 Stima del Value-at-Risk con il Filtro di Kalman
    by Cristina Sommacampagna

  • 2002 Titoli e attività bancaria: ponti e mura
    by Tommaso Padoa-Schioppa

  • 2002 Securities and banking: bridges and walls
    by Tommaso Padoa-Schioppa

  • 2002 Securities and banking: bridges and walls
    by Tommaso Padoa-Schioppa

  • 2002 A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets
    by Mondher Bellalah & Marc Lavielle

  • 2002 Avances recientes en métodos bootstrap para procesos ARCH. Una aplicación en el mercado español de valores
    by JESÚS ÁNGEL MIGUEL ÁLVAREZ & PILAR OLAVE RUBIO

  • 2002 Portfóliószemléletű hitelkockázat szimulációs meghatározása
    by Janecskó, Balázs

  • 2002 Japan's Financial System: Its Perspective and the Authorities' Roles in Redesigning and Administering System
    by Baba, Naohiko & Hisada, Takamasa

  • 2002 The Effects Of Open Market Interest Rates On Malaysian Commercial Banks’ Interest Rate Spread: An Empirical Analysis
    by Noor Azlan Ghazali and Khairul Anuar Mohd. Ali

  • 2002 Financial Liberalization: Does it Pay to Join the Party?
    by Arturo J. Galindo & Alejandro Micco & Guillermo Ordoñez

  • 2002 Evolution of the Colombia peso, within the currency bands, nonlinearity analysis and stochastic modelling
    by Alejandro Revéis

  • 2001 A Minimal Financial Market Model
    by Eckhard Platen

  • 2001 Hedge your Monte Carlo
    by Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic

  • 2001 Microscopic models for long ranged volatility correlations
    by Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard

  • 2001 Profit opportunities, crash prediction and risk minimization in artificial and real-world markets
    by Neil F. Johnson, David Lamper, Paul Jefferies, Michael Hart and Sam Howison

  • 2001 Evolution, Efficiency and Noise Traders in a One-Sided Auction Market
    by Guo Ying (Rosemary) Luo

  • 2001 Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability?
    by Robert A. Connolly, Nuray G½ner, and Kenneth N. Hightower

  • 2001 A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market
    by Chakravarty, Sugato & Sarkar, Asani

  • 2001 Empirical Assessment of an Intertemporal option Pricing Model with Latent variables
    by Garcia, R. & Luger, R. & Renault, E.

  • 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters
    by Garcia, R. & Luger, R. & Renault, E.

  • 2001 Capital Flight, North-South Lending, and Stages of Economic Development
    by Sakuragawa, M. & Hamada, K.

  • 2001 The Impact of Uncertainty and Sunk Costs on Firm Dynamics and Industry Structure: Evidence from the U.S. Manufacturing Sector
    by Ghosal, V.

  • 2001 The Interdependence of Share Markets in the Developed Economies of East Asia
    by Leong, S.C. & Felminham, B.

  • 2001 Stock Options and Capital Structure
    by Macminn, R.D. & Page, F.H.

  • 2001 Innovation et marche financiers: l'impact des avancees therapeutiques sur les rentabilites boursieres des firmes
    by Campart, S. & Pfister, E.

  • 2001 Variable Selection for Portfolio Choice
    by Ait-Sahalia, Y. & Brandt, M.W.

  • 2001 Volatility Spillovers between Foreign Exchange and Emerging Stock Markets
    by Assoé, K.

  • 2001 Le Benchmarking Immobilier un outil de gestion de performant
    by Bender, A. & Hoesli, M.

  • 2001 Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints
    by Bernis, Guillaume & Jouini, Elyès

  • 2001 Incomplete markets and short-sales constraints : An equilibrium approach
    by Bizid, Abdelhamid & Jouini, Elyès

  • 2001 The impact of the Internet on financial markets
    by Economides, Nicholas

  • 2001 Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation
    by Hayo, Bernd & Kutan, Ali M.

  • 2001 A benchmark model for financial markets
    by Platen, Eckhard

  • 2001 Investment Behaviour of German Equity Fund Managers
    by Arnswald, Torsten

  • 2001 Trading Takes Time
    by Liang Peng

  • 2001 Defining Residual Risk-Sharing Opportunities: Pooling World Income Components
    by Stefano Athanasoulis & Robert J. Shiller

  • 2001 A Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors
    by Alok Kumar & Ravi Dhar

  • 2001 Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation
    by Liang Peng

  • 2001 The Significance of the Market Portfolio
    by Robert J. Shiller & Stefano Athanasoulis

  • 2001 Quantum Market Games
    by E. W. Piotrowski & J. Sladkowski

  • 2001 Bifurcation Routes in Financial Markets
    by Author Miloslav

  • 2001 Arbitrage in Continuous Complete Markets
    by Eckhard Platen

  • 2001 Benchmark Pricing of Credit Derivatives Under a Standard Market Model
    by Mark Craddock & Eckhard Platen

  • 2001 A Benchmark Model for Financial Markets
    by Eckhard Platen

  • 2001 New findings regarding return autocorrelation anomalies and the importance of non-trading periods
    by Josep Garcia Blandón

  • 2001 A comparison of stock market mechanisms
    by Giovanni Cespa

  • 2001 Matching and the Estimated Impact of Inter-listing (updated July 2003)
    by Ryan J. Davies

  • 2001 Fixing for your life
    by Reinhart, Carmen & Calvo, Guillermo

  • 2001 A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
    by Michael W. Brandt & Francis X. Diebold

  • 2001 Stock Returns and the Dispersion in Earnings Forecasts
    by Cheolbeom Park

  • 2001 Model Uncertainty and Liquidity
    by Bryan R. Routledge & Stanley E. Zin

  • 2001 The Psychophysiology of Real-Time Financial Risk Processing
    by Andrew W. Lo & Dmitry V. Repin

  • 2001 Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments
    by Joshua Angrist & Alan B. Krueger

  • 2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables
    by GARCIA,René & LUGER, Richard & RENAULT, Éric

  • 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters
    by GARCIA,René & LUGER, Richard & RENAULT, Éric

  • 2001 Single Factor Stochastic Models With Seasonality Applied To Underlying Weather Derivatives Variables
    by Enric Valor & Hipòlit Torró & Vicente Meneu

  • 2001 Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español
    by Ángel León & Antonio Rubia

  • 2001 Liquidity as an Insurance Problem
    by Felipe Zurita

  • 2001 On the Limits to Speculation in Centralized versus Decentralized Market Regimes
    by Felipe Zurita

  • 2001 Winner's Curse in Discriminatory Price Auctions: Evidence from the Norwegian Treasury Bill Auctions
    by Hoidal Bjonnes, Geir

  • 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios
    by Graflund, Andreas

  • 2001 Are the Nordic Stock Markets Mean Reverting?
    by Graflund, Andreas

  • 2001 Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998
    by Graflund, Andreas

  • 2001 Empirical Rationality in the Stock Market
    by Raahauge, Peter

  • 2001 Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?
    by Munk, Claus & Sørensen, Carsten & Vinther, Tina Nygaard

  • 2001 Assessing Market Risk for Hedge Funds Portfolios
    by François-Serge LHABITANT

  • 2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
    by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia

  • 2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
    by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia

  • 2001 Information sharing, liquidity and transaction costs in floor-based trading systems
    by FOUCAULT, Thierry & LESCOURRET, Laurence

  • 2001 Limit order book as a market for liquidity
    by FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene

  • 2001 Arbitrage pricing and equilibrium pricing : compatibility conditions
    by Napp, Clotilde & Jouini, Elyès

  • 2001 Arbitrage and control problems in finance: A presentation
    by Jouini, Elyès

  • 2001 The Equity Premium Consensus Forecast Revisited
    by Ivo Welch

  • 2001 Bubbles, Human Judgment, and Expert Opinion
    by Robert J. Shiller

  • 2001 Nonparametric Tests for Positive Quadrant Dependence
    by DENUIT, Michel & SAILLET, Olivier

  • 2001 Measuring and Modelling Variation in the Risk-Return Trade-off
    by Lettau, Martin & Ludvigson, Sydney

  • 2001 Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption
    by Lettau, Martin & Ludvigson, Sydney

  • 2001 The Euro and the International Financial System
    by Portes, Richard

  • 2001 Asset Market Linkages in Crisis Periods
    by de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan

  • 2001 Risk and Intermediation in a Dual Financial Market Model
    by Bloise, Gaetano & Reichlin, Pietro

  • 2001 Limit Order Book as a Market for Liquidity
    by Foucault, Thierry & Kadan, Ohad & Kandel, Eugene

  • 2001 Empirical Analysis of Limit Order Markets
    by Hollifield, Burton & Miller, Robert & Sandås, Patrik

  • 2001 Financial Development and the Sensitivity of Stock Markets to External Influences
    by Dellas, Harris & Hess, Martin

  • 2001 Modelling Scale-Consistent VaR with the Truncated Lévy Flight
    by Lehnert, Thorsten & Wolff, Christian C

  • 2001 Arbitrage with Inelastic Liquidity Demand and Financial Constraints
    by Attari, Mukarram & Mello, Antonio S

  • 2001 Calculating Betas
    by Ignacio Vélez Pareja

  • 2001 Calculating Betas (Cálculo De Betas. In Spanish)
    by Ignacio Vélez Pareja

  • 2001 Empresa y coyuntura económica. Análisis de entidades bancarias
    by Alberto Jaramillo & Adriana Ángel Jíménez

  • 2001 Detecting Mutiple Breaks in Financial Market Volatility Dynamics
    by Elena Andreou & Eric Ghysels

  • 2001 Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
    by John Galbraith & Serguei Zernov & Victoria Zinde-Walsh

  • 2001 Testing and Comparing Value-at-Risk Measures
    by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue

  • 2001 Arbitraging mispriced assets with separation portfolios to lessen total risk
    by Rodolfo Apreda

  • 2001 FJP: Entre los aportantes y la inversión real
    by Ricardo Schefer

  • 2001 Price Discovery in Floor and Screen Trading Systems
    by Erik Theissen

  • 2001 Clustering of Trading Activity in the DAX Index Options Market
    by Alexander K. Koch & Zdravetz Lazarov

  • 2001 Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis
    by Rockinger, M. & Jondeau, E.

  • 2001 Correlation Analysis of Financial Contagion: What One Should Know before Running a Test
    by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia

  • 2001 A Primer on Financial Contagion
    by Marcello Pericoli & Massimo Sbracia

  • 2001 The Future Prospects for National Financial Markets and Trading Centres
    by Gaa, Charles & Stephen Lumpkin & Robert Ogrodnik & Peter Thurlow

  • 2001 Contractual restrictions on insider trading: a welfare analysis
    by Antonio E. Bernardo

  • 2001 Risk-minimizing hedging strategies for insurance payment processes
    by Thomas Møller

  • 2001 Fractional Brownian motion, random walks and binary market models
    by Tommi Sottinen

  • 2001 The numeraire portfolio for unbounded semimartingales
    by Dirk Becherer

  • 2001 Analytical value-at-risk with jumps and credit risk
    by Jun Pan & Darrell Duffie

  • 2001 Bachelier and his times: A conversation with Bernard Bru
    by Murad S. Taqqu

  • 2001 Apparent scaling
    by Ole E. Barndorff-Nielsen & Karsten Prause

  • 2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
    by Asmara Jamaleh

  • 2001 Financial Collaborative Trading Networks
    by Shojai, Shahin

  • 2001 Collateralized Debt as the Optimal Contract
    by Jeffrey Lacker

  • 2001 Acciones Tecnológicas: ¿Un Episodio De Burbujas Especulativas En El Mercado?
    by FERNANDO DÍAZ & RODRIGO SÁNCHEZ

  • 2001 Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
    by Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk

  • 2001 The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market
    by Tim Brailsford & Jack H.W. Penm & R. Deane Terrell

  • 2001 The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper
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  • 2001 Development Of Mudarabah Instruments: Understanding Their Profitability, Securitization And Negotiability Aspects
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  • 2001 Viable Costs and Equilibrium Prices in Frictional Securities Markets
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  • 2001 Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets
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  • 2001 Braucht der Neue Markt eine neue Regulierung?
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  • 2001 La banca y el desarrollo
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  • 2001 Struggling to Understand the Stock Market
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  • 2000 Path dependent option pricing: the path integral partial averaging method
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  • 2000 Hedging large risks reduces the transaction costs
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  • 2000 Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
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  • 2000 Option pricing and hedging with temporal correlations
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  • 2000 Wealth condensation in a simple model of economy
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  • 2000 Population dynamics in a random environment
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  • 2000 Power-laws in economics and finance: some ideas from physics
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  • 2000 Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets
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  • 2000 Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics
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  • 2000 Letent Variable Models for Stochastic Discount Factors
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  • 2000 A Swedish Real Estate Stock Market Index, 1939-1998
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  • 2000 Option Pricing with Scheduled and Unscheduled News Flows
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  • 2000 Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden
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  • 2000 Towards the 'Cult of the Equity'? Insurance Compamies and the Interwar Capital Market
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  • 2000 Australia, Canada and the Internaitonal Economy in the Era of Post-War Reconstruction
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  • 2000 The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium
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  • 2000 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
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  • 2000 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
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  • 2000 Sheep in Wolves' Clothing? Speculators and Price Volatility in Petroleum Markets
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  • 2000 Style Investing
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  • 2000 Infrastructures financieres et developpement: chocs et mutations
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  • 2000 Option Pricing with Scheduled and Unscheduled News Flows
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  • 2000 Fonds de placement immobiliers et societes anonymes d'investissement immobilier Analyse comparative et conditions de developpement
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  • 2000 Les fonds de placement: definitions et mesures de la performance des fonds de placement sur le marche suisse
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  • 2000 Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK
    by Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B.

  • 2000 Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth
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  • 2000 Le modele de choix de portefeuille des menages de FOE
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  • 2000 Imperfect Competition on Stock Markets: the Impact of Options at the Exercise Date
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  • 2000 L'individu face au marché : investisseurs, spéculateurs et crises boursières
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  • 2000 Börsenlandschaft im Umbruch
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  • 2000 Risk premia and financial modelling without measure transformation
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  • 2000 A minimal financial market model
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  • 2000 Quantifying the value of initial investment information
    by Amendinger, Jürgen & Becherer, Dirk & Schweizer, Martin

  • 2000 Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I
    by Schlag, Christian & Wodrich, Anja

  • 2000 Sovereign credit ratings and their impact on recent financial crises
    by Kräussl, Roman

  • 2000 Emerging Financial Markets and Early U.S. Growth
    by Peter L. Rousseau & Richard Sylla

  • 2000 Risk Premia and Financial Modelling Without Measure Transformation
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  • 2000 Short-term investment and equilibrium multiplicity
    by Giovanni Cespa

  • 2000 The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic financial Market
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  • 2000 The Efficient Market Hypothesis: A Survey
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  • 2000 Option Pricing under Discrete Shifts in Stock Returns
    by Kyriakos Chourdakis & Elias Tzavalis

  • 2000 Registered trader participation during the Toronto Stock Exchange's pre-opening session
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  • 2000 The Day of the Week Effect in the Pakistani Equity Market: An Investigation
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  • 2000 Volatility and the Euro: an Irish perspective
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  • 2000 The long-run behavior of the S&P Composite Price Index and its risk premium
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  • 2000 Finance and Growth: Some Theoretical Considerations and a Review of the Empirical Literature
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  • 2000 A New Approach to Measuring Financial Contagion
    by Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz

  • 2000 The Equity Premium and Structural Breaks
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  • 2000 Cephalon, Inc. Taking Risk Management Theory Seriously
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  • 2000 Selling Company Shares to Reluctant Employees: France Telecom's Experience
    by Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano

  • 2000 Evaluating the Specification Errors of Asset Pricing Models
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  • 2000 Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
    by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu

  • 2000 Latent Variable Models for Stochastic Discount Factors
    by GARCIA, René & RENAULT, Éric

  • 2000 Implicit Bayesian Inference Using Option Prices
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  • 2000 La finanza informale nelle economie in via di sviluppo
    by Arnaldo Mauri

  • 2000 Efficient Bargaining and the Skill-Structure of Wages and Employment
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  • 2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
    by Graflund, Andreas

  • 2000 On The Relationship Between The Danish Stock And Bond Market In The Medium And Long Term
    by Olesen, Jan Overgaard & Risager, Ole

  • 2000 Exchange rates and trade: How important is hysteresis in trade?
    by Campa, Jose M.

  • 2000 Proportional transaction costs on asset trades : a note on existence by homotopy methods
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  • 2000 Entropy densities
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  • 2000 On the term structure of default premia in the Swap and Libor markets
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  • 2000 Trader Anonymity, Price Formation and Liquidity
    by THIESSEN, Eric

  • 2000 Rating and Spread:The French Market before Euro
    by Hervé Alexandre & Maxime Merli

  • 2000 Did the EMS Reduce the Cost of Capital?
    by Sentana, Enrique

  • 2000 Household Portfolios in Italy
    by Guiso, Luigi & Jappelli, Tullio

  • 2000 Intraday value-at-risk
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  • 2000 Constrained suboptimality and financial innovation in GEI with a single commodity
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  • 2000 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
    by Elena Andreou & Eric Ghysels

  • 2000 The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors
    by Eric Ghysels & Junghoon Seon

  • 2000 Factor Mobility and Fiscal Policy in the EU: Policy Issues and Analytical Approaches
    by David E. Wildasin

  • 2000 Large time and small noise asymptotic results for mean reverting diffusion processes with applications
    by Jeffrey Callen & Lin Xu & Suresh Govindaraj

  • 2000 Asset price bubbles in Arrow-Debreu and sequential equilibrium
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  • 2000 A martingale characterization of equilibrium asset price processes
    by A. Lazrak & J.P. DÊcamps

  • 2000 Implied savings accounts are unique
    by Martin Schweizer & Christophe Stricker & Frank DÃberlein

  • 2000 Modelling of stock price changes: A real analysis approach
    by Rimas Norvaisa

  • 2000 Introduction to a theory of value coherent with the no-arbitrage principle
    by Marco Frittelli

  • 2000 Efficient hedging: Cost versus shortfall risk
    by Hans FÃllmer & Peter Leukert

  • 2000 An Integrated Risk Management Method: VaR Approach
    by Hailiang Yang

  • 2000 The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs
    by Richard Chung & Lawrence Kryzanowski & Ian Rakita

  • 2000 Gyöngyvirágtól lombhullásig. Az orosz tőzsde tündöklése és bukása
    by Réthi, Sándor

  • 2000 Macroeconomic and Financial Aspects of Euro-Area Development
    by Michal Mejstøík

  • 2000 Central and Eastern Europe Seeks Strategic Partner
    by Kateøina Kašová

  • 2000 The Capital Asset Pricing Model: A Review Of The Issues
    by Harissis, H.

  • 2000 Evolution of Transitory Volatility over the Week
    by Charles Cao & Hyuk Choe

  • 2000 The report of the International Financial Institution Advisory Commission : comments on the critics ; reform of the international architecture
    by Allan Meltzer

  • 2000 Realistic and romantic reforms of the international financial system : reform of the international architecture
    by Barry Eichengreen

  • 2000 The Financial Stability Forum ; reform of the international architecture
    by Svein Andresen

  • 20-14 New Finance for Italian Firms.Issues of Mini-Bonds and SME Entering the Stock Exchange are the Most Promising Novelties
    by Ciro Rapacciuolo

  • 1999 On the Log-Return Distribution of Index Benchmarked Share Prices
    by Eckhard Platen

  • 1999 A Minimal Share Market Model with Stochastic Volatility
    by Eckhard Platen

  • 1999 Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus
    by Dean, J.W.

  • 1999 Estimating Correlated Diffusions
    by Jones, R.A.

  • 1999 Random matrix theory and financial correlations
    by Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters

  • 1999 Random matrix theory
    by Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters

  • 1999 An empirical investigation of the forward interest rate term structure
    by Andrew Matacz & Jean-Philippe Bouchaud

  • 1999 Explaining the forward interest rate term structure
    by Andrew Matacz & Jean-Philippe Bouchaud

  • 1999 Assessment of Corporate Sector Value and Vulnerability: Links to Exchange Rtae and Financial Crises
    by Gray, D.F.

  • 1999 Promary Securities Markets. Cross Country Findings
    by Aylward, A. & Glen, J.

  • 1999 Currency Hedging for International Stock Portfolios: a General Approach
    by de Roon, F.A. & Nijman, T.E. & Werker, B.J.M.

  • 1999 The Choice of Acquiring Medical Information on Life Insurance Markets
    by Sulganik, E. & Zilcha, I.

  • 1999 Excessive FDI Flows under Asymmetric Information
    by Razin, A. & Sadka, E. & Yuen, C.-W.

  • 1999 The Application of Operations Research Techniques to Financial Markets
    by Board, J. & Sutcliffe, C. & Ziemba, W.

  • 1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH
    by Wei, J.Z. & Duan, J.C.

  • 1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH
    by Wei, J.Z. & Duan, J.C.

  • 1999 Empirical Tests of an Option Price Inversion Approach
    by McIntyre, M.

  • 1999 Empirical Tests of an Option Price Inversion Approach
    by McIntyre, M.

  • 1999 Marriage, Assets, and Savings
    by Lupton, J. & Smith, J.P.

  • 1999 Marriage, Assets, and Savings
    by Lupton, J. & Smith, J.P.

  • 1999 Microstates and Offshore Finance: the Political Economy of Vulnerability
    by Hampton, M.P.

  • 1999 Mutual Fund Returns and Market Microstructure
    by Carthart, M.M. & Kaniel, R. & Musto, D.K. & Reed, A.

  • 1999 The High Volume Return Premium
    by Gervais, S. & Kaniel, R. & Mingelgrin, D.

  • 1999 Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40
    by Capelle-Blancard, G. & Jurczenko, E.

  • 1999 Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40
    by Capelle-Blancard, G. & Jurczenko, E.

  • 1999 The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach
    by Aspandilarov, S. & Bottazzi, J.-M.

  • 1999 The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach
    by Aspandilarov, S. & Bottazzi, J.-M.

  • 1999 General Equilibrium of FDinancial Markets: An Introduction
    by Florenzano, M.

  • 1999 General Equilibrium of FDinancial Markets: An Introduction
    by Florenzano, M.

  • 1999 On the Different Notions of Arbitrage and Existence of Equilibrium
    by Dana, R.-A. & Le Van, C. & Magnien, F.

  • 1999 On the Different Notions of Arbitrage and Existence of Equilibrium
    by Dana, R.-A. & Le Van, C. & Magnien, F.

  • 1999 Infinite-Horizon Optimal Hedging Under Cone Constraints
    by Huang, K.X.

  • 1999 Is It True that Insurers Benefit from a Catastrophic Event? Market Reactions to the 1995 Hanshin-Awaji Earthquake
    by Yamori, N. & Kobayashi, T.

  • 1999 A Multicriterion System for Credit Risk Rating
    by Khalil, J. & Martel, J.-M. & Jutras, P.

  • 1999 Institutions for the Selection of Entrepreneurs: Implications for Economic Growth and Financial Crises
    by Pelikan, P.

  • 1999 Demand Curves for Stocks do Slope Down: New Evidence from an Index Weights Adjustment
    by Kaul, A. & Mehrotra, V. & Morck, R.

  • 1999 The Profits to Insider Trading: a Performance-Evaluation Perspective
    by Jeng, L.A. & Metrick, A. & Zeckhauser, R.

  • 1999 Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises
    by Michel, L.

  • 1999 Le comportement des places financieres asiatiques avant et apres la "Crise": cointegration, contagion et globalisation des marches
    by Ory, J.-N.

  • 1999 Financial Capital Mobility and the Origins of Stock Markets
    by Verdier, D.

  • 1999 Financial Capital Mobility and the Origins of Stock Markets
    by Verdier, D.

  • 1999 On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective
    by Isakov, D. & Perignon, C.

  • 1999 EU Repo Markets: Opportunities for Change
    by The Giovanni Group.

  • 1999 Risk Capital Market, a Key to Job Creation in Europe. From Fragmentation to Integration
    by Sallard, D.

  • 1999 Vers une prime de risque unique?
    by Bancel, F. & Ceddaha, F.

  • 1999 Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX
    by Jones, C.M. & Lipson, M.L.

  • 1999 Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX
    by Jones, C.M. & Lipson, M.L.

  • 1999 Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar
    by Huberman, G. & Regev, T.

  • 1999 Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar
    by Huberman, G. & Regev, T.

  • 1999 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default
    by Chang, G. & Sundaresan, S.M.

  • 1999 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default
    by Chang, G. & Sundaresan, S.M.

  • 1999 Sixteenths: Direct Evidence on Institutional Execution Costs
    by Jones, C.M. & Lipson, M.L.

  • 1999 Sixteenths: Direct Evidence on Institutional Execution Costs
    by Jones, C.M. & Lipson, M.L.

  • 1999 Execution Costs of Institutional Equity Orders
    by Jones, C.M. & Lipson, M.L.

  • 1999 Execution Costs of Institutional Equity Orders
    by Jones, C.M. & Lipson, M.L.

  • 1999 Coexistence de structures d'echange differenciees: justifications theoriques et applications au marche des changes
    by Laurent, P. & Teiletche, J.

  • 1999 Effet de levier, risque, rendement des actions et cours boursiers
    by Artus, P.

  • 1999 Does Market Transparency Matter? A Case Study
    by Vacca, V. & Scalia, A.

  • 1999 Does Market Transparency Matter? A Case Study
    by Vacca, V. & Scalia, A.

  • 1999 The Investment Policy and the Pricing of Equity in a Levered Firm: a Re-examination of the contingent claims Valuation Approach
    by CHESNEY, Marc & GIBSON-ASNER, Rajna

  • 1999 Mathématiques des marchés financiers
    by Dalbarade, Jean-Marcel

  • 1999 Simultaneous Home Bias and Cross-Holding of Assets Under Information Asimmetry
    by Gokkent , Giyas

  • 1999 The Permissibility And Potential Of Developing Islamic Derivatives As Financial Instruments
    by Mohammad Hashim Kamali

  • 1999 A guided tour through quadratic hedging approaches
    by Schweizer, Martin

  • 1999 Efficient hedging: Cost versus shortfall risk
    by Föllmer, Hans & Leukert, Peter

  • 1999 The evolution of global standards of accounting
    by Gebhardt, Günther

  • 1999 Die Betreuer am Neuen Markt: eine empirische Analyse
    by Gerke, Wolfgang & Bosch, Robert

  • 1999 Do Call Prices and the Underlying Stock Always Move in the Same Direction?
    by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen

  • 1999 Optimal bail out policy, conditionality and constructive ambiguity
    by Xavier Freixas

  • 1999 The book-to-market and size effects in a general asset pricing model: evidence from seven national markets
    by Maroney, Neal C. & Protopapadakis, Aris A.

  • 1999 Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems
    by Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P.

  • 1999 The IT Revolution and the Stock Market
    by Greenwood, J. & Jovanovic, B.

  • 1999 Marriage, Assets, and Savings
    by Joseph Lupton & James P. Smith

  • 1999 Efficiency in a Thinly Traded Market: The Case of Pakistan
    by Husain, Fazal & Forbes, Kevin

  • 1999 Stock Returns Volatility in an Emerging Market: The Pakistani Evidence
    by Husain, Fazal & UPPAL, Jamshed

  • 1999 The North American natural gas liquids markets are chaotic
    by Serletis, Apostolos & Gogas, Periklis

  • 1999 Emerging Financial Markets and Early U.S. Growth
    by Peter L. Rousseau & Richard Sylla

  • 1999 The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model
    by LINTON, Olivier & PERRON, Benoît

  • 1999 - Evaluation Of The Fixing Trading System In The Spanish Market
    by David Abad & Antonio Rubia

  • 1999 Exchange Rate Exposure, Foreign Involvement and Currency Hedging of Firms - Some Swedish Evidence
    by Nydahl, Stefan

  • 1999 Institutions for the Selection of Entrepreneurs: Implications for Economic Growth and Financial Crises
    by Pelikan, Pavel

  • 1999 Efficient estimation of price adjustment coefficients
    by Lyhagen, Johan

  • 1999 Markedsmagt
    by Møllgaard, H, Peter

  • 1999 Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse
    by Foort HAMELINK

  • 1999 Floor versus Screen Trading : Evidence from the German Stock Market
    by THEISSEN, Erik

  • 1999 Financial Innovation and Price Volatility
    by Alessandro, CITANNA

  • 1999 Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank
    by Freixas, Xavier & Parigi, Bruno & Rochet, Jean-Charles

  • 1999 Information and Geography: Evidence from the German Stock Market
    by Hau, Harald

  • 1999 Risk Sharing and Industrial Specialization: Regional and International Evidence
    by Sørensen, Bent E & Yosha, Oved

  • 1999 Imperfect Market Monitoring and SOES Trading
    by Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik

  • 1999 Optimal Bail-Out, Conditionality and Creative Ambiguity
    by Freixas, Xavier

  • 1999 Consumption, Aggregate Wealth and Expected Stock Returns
    by Lettau, Martin & Ludvigson, Sydney

  • 1999 Competition for Listings
    by Foucault, Thierry & Parlour, Christine A

  • 1999 The stochastic conditional duration model: a latent factor model for the analysis of financial durations
    by BAUWENS, Luc & VEREDAS, David

  • 1999 Corporate governance structures, control and performance in European markets: a tale of two systems
    by CRAMA, Yves & LERUTH, Luc & RENNEBOOG, Luc & URBAIN, Jean-Pierre

  • 1999 Has Financial Market Integration Increased during the Nineties?
    by Juan Ayuso & Roberto Blanco

  • 1999 Estimating One-Factor Models of Short-Term Interest Rates
    by Mc Manus, Des & Watt, David

  • 1999 Australia's experience with the variable deposit requirement
    by Australian Treasury

  • 1999 Welfare-improving financial innovation with a single good
    by Ronel Elul

  • 1999 Quantile hedging
    by Hans FÃllmer & Peter Leukert

  • 1999 Stock market prices and long-range dependence
    by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger

  • 1999 Gambling Banks and Firm Financing in Transition Economies
    by Ranko Jelic & Richard Briston & Chris Mallin

  • 1999 Can Noise Traders Cause Persistent Deviations from Fundamental Values on the Stock Market?
    by Matthias Binswanger

  • 1999 Different Volatility Regimes on the German Bond Market
    by Helmut Herwartz & Hans-Eggert Reimers

  • 1999 Kriege aus Sicht des Kapitalmarktes: Deutschland im Zweiten Weltkrieg
    by Marcel Kucher & Bruno S. Frey

  • 1999 Financial Market Globalization: Present and Future
    by Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori

  • 1999 The Information-Technology Revolution and the Stock Market
    by Boyan Jovanovic & Jeremy Greenwood

  • 1999 In Defense of Inequality
    by Finis Welch

  • 1998 Combining Bond Rating Forecasts Using Logit
    by Kamstra, M. & Kennedy, P. & Suan, T.-K.

  • 1998 Rational decisions, random matrices and spin glasses
    by Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters

  • 1998 Noise dressing of financial correlation matrices
    by Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters

  • 1998 Strings Attached
    by Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters

  • 1998 Taming large events: portfolio selection for strongly fluctuating assets
    by Jean-Philippe Bouchaud & Didier Sornette & Christian Walter & Jean-Pierre Aguilar

  • 1998 Elements for a theory of financial risks
    by Jean-Philippe Bouchaud

  • 1998 Back to basics: historical option pricing revisited
    by Jean-Philippe Bouchaud & Marc Potters

  • 1998 A Langevin approach to stock market fluctuations and crashes
    by Jean-Philippe Bouchaud & Rama Cont

  • 1998 Non-Speculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality Vs. Actual Irrationality
    by Lei, V. & Noussair, C. & Plott, C.R.

  • 1998 Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values
    by Noussair, C. & Robin, S. & Ruffieux, B.

  • 1998 Costs and Benefits of Incorporating Asset Markets into CGE Models: Evidence and Design Issues
    by Adam, C.S. & Bevan, D.L.

  • 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
    by Garcia, R. & Renault, E.

  • 1998 Financing Competitive Asset Bids When Information is Asymmetric: The Role of Collateral as a Signal
    by Hyde, C. & Vercammen, J.

  • 1998 Stock Returns and Inflation
    by Crosby, M.

  • 1998 Structural Changes of the Financial System and Corporate Governance in Japan
    by Kenji Kojima

  • 1998 The Organization of Financial Exchange Markets: Theory and Evidence
    by Pirrong, S.C.

  • 1998 The Cost of Capital in International Financial Markets: Local Versus Global Beta
    by Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A.

  • 1998 The Cost of Capital in International Financial Markets: Local Versus Global Beta
    by Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A.

  • 1998 VaR-x: Fat Tails in Financial Risk Management
    by Huisman, R. & Koedijik, K.G. & Pownall, R.A.J.

  • 1998 VaR-x: Fat Tails in Financial Risk Management
    by Huisman, R. & Koedijik, K.G. & Pownall, R.A.J.

  • 1998 Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data
    by Booth, L.

  • 1998 Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data
    by Booth, L.

  • 1998 The Cost-Effectiveness of 1930s British Regional Policy
    by Scott, P.

  • 1998 Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998
    by Andrade, P. & Bruneau, C.

  • 1998 The Cost of Institutional Equity Trades
    by Keim, D.B. & Madhavan, A.

  • 1998 The Equity Premium and Structural Breaks
    by Pastor, L. & Stambaugh, R.F.

  • 1998 A Theory of Dividends Based on Tax Clienteles
    by Allen, F. & Bernardo, A. & Welch, I.

  • 1998 Pessimisme et absence d'echange sur les marches financiers
    by Tallon, J.-M.

  • 1998 A Multi-Country of Power ARCH Models and National Stock Market Returns
    by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.

  • 1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market
    by Trzpiot, G.

  • 1998 Analysis of Financial Risks in a GARCH Framework
    by Ahlstedt, M.

  • 1998 Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais?
    by Hubler, J. & Schmidt, G.

  • 1998 Deux modeles d'equilibre de marche: le portefeuille de Markowitz et le CAPM
    by Paquay, P.

  • 1998 Equations Fonctionnelles et mathematiques financieres
    by Bair, J.

  • 1998 Calcul exact de rentes viageres fractionnees et indexees sur plusieurs tetes avec reversibilite. Application a la vente par rente viagere
    by Justens, D. & Schyns, M. & Zandona, S.

  • 1998 Analysts' Interpretation and Investors' Valuation of Tax Carryforwards
    by Amir, E. & Sougiannis, T.

  • 1998 Managed Commodity Funds
    by Edwards, F.R. & Liew, J.

  • 1998 The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns
    by Harris, R.D.F. & Sanchez-Valle, R.

  • 1998 Early News Is Good News. The Effects of Market Opening on Market Volatility
    by Gallo, G.M. & Pacini, B.

  • 1998 Effet des modes de négociation sur les échanges
    by Gouriéroux, Christian & Le Fol, Gaëlle

  • 1998 The Good News and the Bad News about Long-run Stock Market Returns
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  • 1998 Too much of a good thing: the macroeconomic effects of taxing capital inflows Book Title:Managing Capital Flows and Exchange Rates
    by Carmen Reinhart

  • 1998 Tamanho, dimensão e concentração do sistema bancário no contexto de alta e baixa inflação no Brasil
    by Luiz Fernando Rodrigues de Paula

  • 1998 Financial liberalisation, stockmarkets and economic development
    by Ajit Singh

  • 1998 Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model
    by Sudipto Bhattacharya & Paolo Fulghieri & Riccardo Rovelli

  • 1998 Volatility and Volatility Spill-overs in Emerging Markets: The case of the African Stock Markets
    by Joe Appiah-Kusi & Gioia M Pescetto

  • 1998 The Impact of Regulatory Change and Market Shocks on the Weak-Form Efficiency of the Kuwait Stock Exchange
    by Sadeq Abdelrahim & Phil Holmes

  • 1998 Local risk-minimization under transaction costs
    by Lamberton, Damien & Pham, Huyên & Schweizer, Martin

  • 1998 Quantile hedging
    by Föllmer, Hans & Leukert, Peter

  • 1998 A minimality property of the minimal martingale measure
    by Schweizer, Martin

  • 1998 Pricing and Hedging Long-Term Options
    by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen

  • 1998 A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens!
    by Peter G. Dunne

  • 1998 Electrodynamical model of quasi-efficient financial market
    by Kirill Ilinski & Alexander Stepanenko

  • 1998 Systemic risk, interbank relations and liquidity provision by the Central Bank
    by Xavier Freixas & Bruno Parigi & Jean Charles Rochet

  • 1998 Systematic Risk Characteristics of Corporate Equity
    by Geoffrey Shuetrim

  • 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
    by GARCIA, René & RENAULT, Éric

  • 1998 Macroeconomic perspectives on the Danish economy
    by Andersen, Torben M. & Hougaard Jensen, Svend E. & Risager, Ole

  • 1998 Understanding increasing returns to scale and economic geography
    by Urban, Dieter M.

  • 1998 Neoclassical growth, manufacturing agglomeration, and terms of trade
    by Urban, Dieter M.

  • 1998 The public discount rate and the uncertain budgetary flows
    by Ahsan, Syed M. & Tsigaris, Panagiotis

  • 1998 A simple model of commodity taxation and cross-border shopping
    by Nielsen, Søren Bo

  • 1998 Konjunkturanalyse for Bornholm, 1987-1996. Kapitel 1
    by Lund, Lars

  • 1998 Incomplete contracts and the use of options to prevent hold-up in investments under uncertainty
    by Sørensen, Morten

  • 1998 Temporary partnerships as an information transmission mechanism
    by Møllgaard, H. Peter & Overgaard, Per Baltzer

  • 1998 Prisdiskrimination og effektiv samfundsmæssig ressourceanvendelse
    by Blomgren-Hansen, Niels

  • 1998 Optimal policy in OG models
    by Ghiglino, Christian & Tvede, Mich

  • 1998 Random walk or mean reversion
    by Risager, Ole

  • 1998 Dynamic optimization in discrete time
    by Kleis Frederiksen, Niels

  • 1998 A note on interpreting consumption tax incidence in OLG models
    by Kleis Frederiksen, Niels

  • 1998 The economics of union cartelization
    by Blomgren-Hansen, Niels

  • 1998 The economic effects of restrictions on government budget deficits
    by Ghiglino, Christian & Shell, Karl

  • 1998 Bosch-Siemens' investment in Slovenia
    by Møllgaard, H, Peter & Schröder, Philipp

  • 1998 Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach
    by Takis Venetoklis

  • 1998 The Profitability of Block Trades in Auction and Dealer Markets
    by Andy Snell & Ian Tonks

  • 1998 Equity Trading Systems in Europe - A survey of recent changes
    by FOUCAULT, Thierry & DEMARCHI, Marianne

  • 1998 Bid-Ask Price Competition with Asymmetric Information between Market Makers
    by Calcagno, Riccardo & Lovo, Stefano M.

  • 1998 Dispersion and Volatility in Stock Returns: An Empirical Investigation
    by Campbell, John Y & Kim, Sangjoon & Lettau, Martin

  • 1998 Asymmetric ACD models: introducing price information in ACD models with a two state transition model
    by BAUWENS, Luc & GIOT, Pierre

  • 1998 Heterogeneous probabilities in complete asset markets
    by CALVET, Laurent & GRANDMONT, Jean-Michel & LEMAIRE, Isabelle

  • 1998 Bid-ask price competition with asymmetric information between market makers
    by CALCAGNO, Riccardo & LOVO, Stefano M.

  • 1998 Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening
    by Charles Cao & Eric Ghysels & Frank Hatheway

  • 1998 On the Nature of Dependence in the Volatility of US Stock Returns
    by Michelle L. Barnes

  • 1998 Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries
    by Michelle L. Barnes

  • 1998 A unified treatment of finite and infinite economies: limited arbitrage is necessary and sufficient for the existence of equilibrium and the core
    by Graciela Chichilnisky & Geoffrey Heal

  • 1998 Pareto improving financial innovation in incomplete markets
    by David Cass & Alessandro Citanna

  • 1998 Options and sunspots in a simple monetary economy
    by Gaetano Antinolfi & Todd Keister

  • 1998 Mean-variance hedging for continuous processes: New proofs and examples
    by Martin Schweizer & HuyËn Pham & (*), Thorsten RheinlÄnder

  • 1998 Asymptotic arbitrage in large financial markets
    by Y.M. Kabanov & D.O. Kramkov

  • 1998 European Union at the end of 1997: who is within the public finance “sustainability†zone?
    by L.L. PASINETTI

  • 1998 European Union at the end of 1997: who is within the public finance “sustainability†zone?
    by L.L. PASINETTI

  • 1998 Törzsök Éva: Ausztria agrárgazdasága az Európai Unióban. Egy integráció pillanatképei. Vas Megyei Agrár Közhasznú Társaság, Szombathely, 1998. 274 oldal
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  • 1997 Phenomenology of the interest rate curve
    by Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters

  • 1997 Missing information and asset allocation
    by Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar

  • 1997 Universality classes for extreme value statistics
    by Jean-Philippe Bouchaud & Marc Mezard

  • 1997 Option pricing in the presence of extreme fluctuations
    by Jean-Philippe Bouchaud & Didier Sornette & Marc Potters

  • 1997 Financial modeling and option theory with the truncated Lévy process
    by Andrew Matacz

  • 1997 Herd behavior and aggregate fluctuations in financial markets
    by Rama Cont & Jean-Philippe Bouchaud

  • 1997 Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market
    by Bonomo, M. & Garcia, R.

  • 1997 Gradual Incorporation of Information into Stock Prices: Empirical Strategies
    by Ellison, S.F. & Mullin, W.S.

  • 1997 The Market Microstructure of Central Bank Intervention
    by Dominguez & K.

  • 1997 Monetary Interdependence and Coordination
    by Dominguez, K.M.E.

  • 1997 A Positive Theory of Financial Exchange Organization with Normative Implications for Financial Market Regulation
    by Pirrong, S.C.

  • 1997 Chanelling Domestic Saving into Productive Investment Under Asymmetric Information: The Essential Role of Foreign Direct Investment
    by Razin, A. & Sadka, E. & Yuen, C.W.

  • 1997 Conflict of Interest in Universal Banking: Evidence from the Post-Issue performance of IPO Firms
    by Ber, Y. & Yafeh, Y. & Yosha, O.

  • 1997 Brokerage Commissions and Information Allocation
    by Kandel, E. & Irvine, P.

  • 1997 Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee
    by Carassus, L. & Jouini, E.

  • 1997 Regulatory Trade-Offs in the Design of Concession Contracts
    by Crampes, C. & Estache, A.

  • 1997 How Efficient Markets Undervalue Stocks: CAPM and ECMH Under Conditions of Uncertainty and Disagreement
    by Stout, L.A.

  • 1997 Improving Portfolio Performance with Option Strategies: Evidence from Switzerland
    by Isakov, D. & Morard, B.

  • 1997 A Sotchastic Mesh Method for Pricing High-Dimensional American Options
    by Broadie, M. & Glasserman, P.

  • 1997 A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation
    by Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E.

  • 1997 Empirical Studies of Nigeria's Foreign Parallel Market. II: Speculative Efficiency and Noisy Trading
    by Ayogu, M.

  • 1997 Tests of Structural Stability of Risk Premia and Returns Relationship
    by Tzavalis, E. & Karanikas, E.

  • 1997 Performances des sociétés immobilières à la Bourse de Paris
    by Thion, Bernard & Riva, Fabrice

  • 1997 A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation
    by Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E.

  • 1997 Capital inflows to Latin America with reference to the Asian experience Book Title:Capital Controls, Exchange Rates, and Monetary Policy in the World Economy
    by Carmen Reinhart

  • 1997 Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective
    by Fabio C. Bagliano & Andrea Beltratti

  • 1997 Optional decomposition and lagrange multipliers
    by Föllmer, Hans & Kabanov, Jurij M.

  • 1997 Mean-variance hedging for continuous processes: New proofs and examples
    by Pham, Huyên & Rheinländer, Thorsten & Schweizer, Martin

  • 1997 Empirical Performance of Alternative Option Pricing Models
    by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen

  • 1997 Empirical Performance of Alternative Option Pricing Models
    by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen

  • 1997 The Optimal Design of a Market
    by Sandro Brusco & Matthew O. Jackson

  • 1997 Market Crashes Without External Shocks
    by Sergiu Hart & Yair Tauman

  • 1997 Intellectual Property Intensity (IPI) and the Value-Growth Effect
    by Elli Malki

  • 1997 Intellectual property and the valuation of biotechnology
    by Elli Malki

  • 1997 Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)
    by Lettau, M.

  • 1997 Equilibrium Valuation of Options on the Market Portfolio with Stochastic Volatility and Return Predictability
    by Melanie Cao

  • 1997 Horizon Length and Portfolio Risk
    by Christian Gollier & Richard J. Zeckhauser

  • 1997 Wechselkursunsicherheit und Außenhandel: Eine Analye der theoretischen Literatur
    by Fischer, Malte

  • 1997 Interest Rate Dynamics and Consistent Forward Rate Curves
    by Björk, Tomas & Christensen, Bent Jesper

  • 1997 Openness and the exchange rate exposure of national stock markets - a note
    by Friberg, Richard & Nydahl, Stefan

  • 1997 Minimum Price Variations, Time Priority and Quote Dynamics
    by Cordella, Tito & Foucault, Thierry

  • 1997 Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates
    by Artis, Michael J & Zhang, Wenda

  • 1997 Can Relationship Banking Survive Competition?
    by Boot, Arnoud W A & Thakor, Anjan

  • 1997 The logarithmic ACD model: an application to market microstructure and NASDAQ
    by BAUWENS, LUC & GIOT, Pierre

  • 1997 Financial Market Structure and the Ergocicity of Prices
    by Domowitz, I. El-Gamal, M.

  • 1997 Optional decomposition and Lagrange multipliers
    by H. Föllmer & Y.M. Kabanov

  • 1997 Weighted norm inequalities and hedging in incomplete markets
    by Martin Schweizer & Christophe Stricker & Freddy Delbaen & Pascale Monat & Walter Schachermayer

  • 1997 Towards a general theory of bond markets (*)
    by Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov

  • 1997 Information Flows Between Eurodollar Spot and Futures Markets
    by Yin-Wong Cheung & Hung-Gay Fung

  • 1997 Trading Activity, Quoted Liquidity, and Stock Volatility
    by Li Jiang & Lawrence Kryzanowski

  • 1997 Financial markets, ageing and social welfare
    by David Miles

  • 1997 The Canadian market for zero-coupon bonds
    by Miles Whittingham

  • 1996 Credit Subsidies, Financial Repression, and the High Inflation/Low Income Trap
    by Samson, M.

  • 1996 Government Spending, Credit Market Imperfections, and Economic Growth
    by Ho, W.M.

  • 1996 Credit Market Imperfections and Nominal Exchange Rate Regimes
    by Ho, W.M.

  • 1996 Contract Damages and Cooperative Investments
    by Che, Y.K. & Chung, Y.T.

  • 1996 Financial markets as adaptative systems
    by Marc Potters & Rama Cont & Jean-Philippe Bouchaud

  • 1996 Actifs financiers et theorie de la consommation
    by Allard, M. & Bronsard, C. & Gourieroux, C.

  • 1996 Arbitrage-Based Pricing when Volatility is Stochastic
    by Bossaerts, P. & Ghysels, E. & Gourieroux, C.

  • 1996 Stochastic Volatility
    by Ghysels, E. & Harvey, A. & Renault, E.

  • 1996 Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets
    by Lim & C.G. & McNelis & P.D.

  • 1996 On the Irrelevance of Trade Timing
    by Smith, L.

  • 1996 Risk Taking by Mutual Funds as a Response to Incentives
    by Chevalier, J. & Ellison, G.

  • 1996 Stock Ownership Patterns, Stock Market Fluctuations, and Consumption
    by Poterba, J.M. & Samwick, A.A.

  • 1996 Institutional Holdings and Trading Volume Reactions to Quarterly Earnings Announcements
    by J.B. Kim & I. Krinsky & J. Lee

  • 1996 The Banking System and Monetary Aggregates Following Financial Sector Reform
    by Nasution, A.

  • 1996 Project Finance at the World Bank: An Overview of Policies and Instruments
    by Benoit, P.

  • 1996 World Bank Lending for Small Enterprises 1989-1993
    by Webster, L.M. & Riopelle, R. & Chidzero, A.M.

  • 1996 The Post-Issue Performance of IPO Firms when Banking Is Concentrated and Universal
    by Ber, H. & Yafeh, Y. & Yosha, O.

  • 1996 Globalization of the Securities Industries: The Need for a Fundamental Rethink of the Regulatory Strategy
    by Khalidi, M.A.

  • 1996 The Impact of Securisation on Banks' Capital: An Economic Analysis
    by Wolfe, S.

  • 1996 Market Risk, Corporate Governance & the Regulation of Financial Firms
    by Casson, P.

  • 1996 The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options
    by Board, J. & Sutcliffe, C.

  • 1996 Accounting for Convertible Debt: A Fundamental Financial Instrument Approach to Accounting for Convertible Debt as a Single Instrument
    by Casson, P.

  • 1996 EU Capital Requirements and the Level Playing Field
    by Dale, R. & Wolfe, S.

  • 1996 "Risks in Derivatives Markets: Implications for the Insurance Industry"
    by Hentschek, L. & Smith, Jr.C.W.

  • 1996 Approximating the Asset Pricing Kernel
    by Chapman, D.A.

  • 1996 A Market-Based Evaluation of Discretionary-Accrual Models
    by Guay, W. & Kothari, S.P. & Watts, R.L.

  • 1996 A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets
    by Dionne, G. & Gollier, C.

  • 1996 Diversification internationale sous contrainte et couverture contre le risque de change
    by Namur, D.

  • 1996 Bank Financing Strategies, Diversification by Certificates of Deposit, and Securitization
    by Mokrane, M.

  • 1996 Consumption, Stock Returns, and the Gains from International Risk-Sharing
    by Lewis, K.K.

  • 1996 Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders
    by Agrawal, A. & Knoeber, C.R.

  • 1996 The Pre-Acquisition Performance of Target Firms: A Re-Examination of the Inefficient Management Hypothesis
    by Agrawal, A. & Jaffe, J.F.

  • 1996 Optimal Consumption Choices for a "Large" Investor
    by Cuoco, D. & Cvitanic, J.

  • 1996 Quotes, Order Flow, and Price Discovery
    by Blume, M.E. & Goldstein, M.A.

  • 1996 Options, the Value of Capital, and Investment
    by Abel, A.B. & Dixit, A.K. & Eberly, J.C. & Pindyck, R.S.

  • 1996 The Analysis of VAR, Deltas and State Prices: A New Approach
    by Grundy, B.D. & Wiener, Z.

  • 1996 Weekends in Malaysia
    by Davidson, S. & Peker, A.

  • 1996 Distortion Effects and Extreme Observations in Empirical Research: An Analysis of the Incremental Information Content of Cash Flows
    by Wilson, C.R.

  • 1996 Dividende et beta: une estimation Garch
    by Atindehou, R.B. & Bernier, G. & Charest, G.

  • 1996 The Transmission Effects of Credit in a Korean Mecro-Financiel Model: A Quantitative Analaysis
    by Choi, J.B.

  • 1996 Law and Finance
    by LaPorta, R. & Lopez-de-Silanes, F. & Shleifer, A. & Vishny, R.W.

  • 1996 Consumption and the Stock Market: Interpreting International Experience
    by Campbell, J.Y.

  • 1996 Financial Crises in Emerging Markets: The Lessons from 1995
    by Velasco, A. & Sachs, J. & Tornell, A.

  • 1996 Econometric Models of Option Pricing Errors
    by Renault, E.

  • 1996 Long Memory in Continuous Time Stochastic Volatility Models
    by Comte, F. & Renault, E.

  • 1996 Le marche des actions internationales: Evolution et perspectives
    by Leroux, F.

  • 1996 The Short Term Inflation Hedging Characteristics of UK Real Estate
    by Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N.

  • 1996 The Spatial Dimensions of the Investment preformance of UK Commercial Property
    by Hoesli, M. & Lizieri, C. & Macgregor, B.

  • 1996 Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK
    by Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B.

  • 1996 Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities
    by Cornu, P. & Pintado, X.

  • 1996 Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique
    by Moussu, C. & Thibierge, C.

  • 1996 Do Noise Traders Influence Stock Prices
    by Kelly, M.

  • 1996 Testing the CCAPM on Spanish Data: A New Approach
    by Rubio, E.M.

  • 1996 Strategie d'allocation sectorielle interpretation et utilisation et utilisation du modele
    by Namur, D.

  • 1996 Strategie d'allocation sectorielle analyse descriptive et methodologie
    by Namur, D. & Sassenou, N.

  • 1996 Public Intervention on the Credit Market: French Case
    by Artus, P.

  • 1996 Le comportement d'epargne recent des Francais a travers leurs opinions
    by Vernet, S.

  • 1996 Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains
    by Avouyi-Dovi, S. & Lakhoua, F.

  • 1996 Marches financiers europeens peripheriques: le role des facteurs exterieurs
    by Nicolai, J.P. & Ricoeur-Nicolai, N.

  • 1996 Multilateral Surveillance: What the OECD Can Offer
    by Shigehara, K.

  • 1996 The Equity Premium Is No Puzzle
    by Kurz, M. & Beltratti, A.

  • 1996 Coordination and Correlation in Markov Rational Belief Equilibria
    by Kutz, M. & Schneider, M.

  • 1996 Stock Prices and Money Velocity: A Multi-Country Analysis
    by Caruso, M.

  • 1996 Share Prices and Trading Volume: Indications of Stock Exchange Efficiency
    by Massa, M. & Majnoni, G.

  • 1996 A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs
    by Garvey, G.T. & Grant, S. & King, S.P.

  • 1996 Call Features and Term to Maturity of Callable Foreign Bonds
    by Hooper, V. & Pointon, J.

  • 1996 The Valuation of the Option to Expropriate a Multinational Enterprise's Assets
    by Hooper, V. & Pointon, J.

  • 1996 Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection
    by Hurson, C. & Zopounidis, C.

  • 1996 Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions
    by Hurson, C. & Zopounidis, C.

  • 1996 Foreign Exchange Bureaus in the Economy of Ghana
    by Osei, K.A.

  • 1996 Speculation, Hedging and Intermediation in the Foreign Exchange Market
    by Malte Krüger

  • 1996 Volatility in Spanish Financial Markets: The Recent Experience
    by Juan Ayuso & Soledad Núñez & María Pérez-Jurado

  • 1996 Asset Pricing Under Endogenous Expectations in an Artificial Stock Market
    by Arthur, W.B. & Holland, J.H. & LeBaron, B. & Palmer, R. & Tayler, P.

  • 1996 Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model
    by Brock, W.A. & Hommes, C.H.

  • 1996 Asset Price Behavior in Complex Environments
    by Brock, W.A.

  • 1996 New Stock Market Model
    by Brian Thomas

  • 1996 Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
    by Tro Kortian & James O’Regan

  • 1996 The Existence of Equilibrium in a Financial Market with Transaction Costs
    by Xing Jin & Frank Milne

  • 1996 Noncommercial Trading in the Energy Futures Market
    by Dale, Charles & Zyren, John

  • 1996 Actifs financiers et theorie de la consommation
    by Allard, M. & Bronsard, C. & Gourieroux, C.

  • 1996 Arbitrage-Based Pricing when Volatility is Stochastic
    by Bossaerts, P. & Ghysels, E. & Gourieroux, C.

  • 1996 Stochastic Volatility
    by Ghysels, E. & Harvey, A. & Renault, E.

  • 1996 Repo Markets - Experiences and opportunities in Hungary
    by Dániel Szakály & Henrik Tóth

  • 1996 Business Fixed Investment and "Bubbles": The Japanese Case
    by Chirinko, Robert S. & Schaller, Huntley

  • 1996 The Spirit of Capitalism and Stock-Market Prices
    by Gurdip S. Bakshi & Zhiwu Chen

  • 1996 Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology
    by St-Amant, P.

  • 1996 Accomplishments of financial administration during the last quarter of the century
    by Germán Altuve Godoy

  • 1996 Methods to determine capital requirements for options
    by P.J.G. VLAAR

  • 1996 Methods to determine capital requirements for options
    by P.J.G. VLAAR

  • 1996 Survey of the Canadian foreign exchange and derivatives markets
    by Martin Miville

  • 1996 The market for futures contracts on Canadian bankers' acceptances
    by Nancy Harvey

  • 1995 Real-world options: smile and residual risk
    by Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette

  • 1995 Stock market crashes, precursors and replicas
    by Didier Sornette & Anders Johansen & Jean-Philippe Bouchaud

  • 1995 Autralian Financial Volatility a Preliminary Investigation
    by Daly, K.

  • 1995 Regime Shifts and Volatility Spillovers on International Stock Markets
    by Hassler, J.

  • 1995 Conservatism and the Asymmetric Timeliness of Earning
    by Basu, S.

  • 1995 Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing
    by Prigent, J.L.

  • 1995 Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula
    by Prigent, J.L.

  • 1995 The Organization of Markets and Its Role in Macroeconomic Stabilization During Transition
    by Ickes, B.W.

  • 1995 Patrimoine et actifs financiers en 1992
    by Arrondel, L.

  • 1995 Why Issue Equity Abroad? The Experience of Small Country Companies
    by Moden, K.M. & Oxelheim, L.

  • 1995 Mixed Risk Aversion
    by Caballe, J. & Pomansky, A.

  • 1995 Stochastic Volatility
    by Ghysels, E. & Harvey, A. & Renault, E.

  • 1995 Do Managed Futures Make Good Investments?
    by Edwards, F.R. & Park, J.M.

  • 1995 Mutual Funds and Financial Stability
    by Edwards, F.R.

  • 1995 Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World
    by Heal, G.

  • 1995 Evidence on the Role of Cash Flow for Investment
    by Gilchrist, S. & Himmelberg, C.P.

  • 1995 Japanese Government Bond Auctions: The U.S. Experience
    by Hamao, Y. & Jegadeesh, N.

  • 1995 Tests of Alternative International Asset Pricing Models
    by Vassalou, M.

  • 1995 Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market
    by Hamao, Y. & Mei, J.

  • 1995 The Return on Investment from Proportional Portfolio Strategies
    by Browne, S.

  • 1995 Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
    by Browne, S.

  • 1995 Which Improves Welfare More: Nominal or Indexed Bond?
    by Magill, M. & Quinzii, M.

  • 1995 Which Improves Welfare More: Nominal or Indexed Bond?
    by Magill, M. & Quinzii, M.

  • 1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie II: Les resultats empiriques
    by Avouyi-Dovi, S. & Caulet, R.

  • 1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie I: breve synthese de la theorie
    by Avouyi-Dovi, S. & Caulet, R.

  • 1995 The Mexican Peso Crisis: The Foreseeable and the Surprise
    by Lustig, N.

  • 1995 Separation and Hedging Results with State-Contingent Production
    by Chambers, R.G. & Quiggin, J.

  • 1995 Capital Gains in Japan: Their Magnitude and Imact on Consumption
    by Horioka, C.Y.

  • 1995 Arbitrage in securities markets with short-sales constraints
    by Jouini, Elyès & Kallal, Hedi

  • 1995 Endogenous Short Sale Constraint, Stock Prices and Output Cycles
    by Zhang, H.H.

  • 1995 Endogenous Borrowing Constraints with Incomplete Markets
    by Zhang, H.H.

  • 1995 Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis
    by Zhang, H.H.

  • 1995 Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model
    by Wang, C.

  • 1995 Business Fixed Investment and "Bubbles": the Japanese Case
    by Huntley Schaller & Robert S. Chirinko

  • 1995 Existence and Uniqueness of Equilibria in the CAPM with a Riskless Asset
    by Torsten Hens & Andreas Löffler

  • 1995 Experiments in Evolutionary Finance
    by LeBaron, B.

  • 1995 Nonlinear Time Series, Complexity Theory, and Finance
    by Brock, W.A. & De Lima, P.J.F.

  • 1995 A Cross-Market Comparison of Institutional Equity Trading Costs
    by Louis K. C. Chan & Josef Lakonishok

  • 1995 Why Issue Equity Abroad? The Experience of Small Country Companies
    by Modén, Karl-Markus & Oxelheim, Lars

  • 1995 An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange
    by Niemeyer, Jonas & Sandås, Patrik

  • 1995 Investing in Insider-Dominated Firms; A Study of Russian Voucher Privatization Funds
    by Frydman, R. & Pistor, K. & Rapaczynski, A.

  • 1995 Banking Scope, Financial Innovation, and the Evolution of the Financial System
    by Boot, Arnoud W A & Thakor, Anjan

  • 1995 Financial System Architecture
    by Boot, Arnoud W A & Thakor, Anjan

  • 1995 A kárpótlási jegy a magyar tőkepiac Jolly Jokere
    by Radnai, Márton

  • 1995 Repo, reverse repo and securities lending markets in Canada
    by Ron Morrow

  • 1995 The Government of Canada bond market since 1980
    by Andrew Branion

  • 1995 Policy Watch: Did Nasdaq Market Makers Implicitly Collude?
    by William G. Christie & Paul H. Schultz

  • 1994 The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes
    by Jean-Philippe Bouchaud & Didier Sornette

  • 1994 Transaction Taxes and Stock Market Volatility
    by Lindgren, Ragnar

  • 1994 Mark-up Pricing in Mergers and Acquisitions
    by Schwert, G.W.

  • 1994 On Smile and Skewness
    by Platen, Eckhard & Martin Schweizer

  • 1994 Noise Trading, Delegated Portfolio Management, and Economic Welfare
    by James Dow & Gary Gorton

  • 1994 Réglementation et prise de risque des intermédiaires financiers
    by Benoît Mojon

  • 1994 On the Minimal Martingale Measure and the Foellmer- Schweizer Decomposition
    by Martin Schweizer

  • 1994 Patterns of financial change in the OECD area
    by H. VAN GEMERT & N. GRUIJTERS

  • 1994 Money and credit: twenty years of debate in Italy (1970-1990)
    by G. NARDOZZI

  • 1994 Patterns of financial change in the OECD area
    by H. VAN GEMERT & N. GRUIJTERS

  • 1994 Money and credit: twenty years of debate in Italy (1970-1990)
    by G. NARDOZZI

  • 1994 Daily distribution of Swedish OMX-index returns over intraday-to-intraday time intervals
    by Lars Norden

  • 1993 Financial Markets, Specialization, and Learning by Doing
    by Cooley, T-F & Smith, B-D

  • 1993 Stock Price Fluctuation as a Diffusion in a Random Environment
    by Föllmer, Hans

  • 1993 Insider Trading Anomalies in a Kyle-Type Model of Sequential Auctions
    by Antonov, Mikhail & Trofimov, Georgi

  • 1993 Initial public offerings (IPOs): The Spanish experience
    by Rahnema, Ahmad & Fernández, Pablo

  • 1993 Informational Overshooting, Booms and Crashes
    by Zeira, Joseph

  • 1992 Existence and optimality of equilibria in markets with tradeable derivative securities
    by Henrotte,Philippe

  • 1991 Autobiography
    by Sharpe, William F.

  • 1991 Autobiography
    by Miller, Merton H.

  • 1991 Autobiography
    by Markowitz, Harry M.

  • 1991 Economics of Energy Futures Markets
    by Dale, Charles

  • 1991 The Optimality of Nominal Wage Contracts
    by Freeman, Scott & Tabellini, Guido

  • 1991 Rational Frenzies and Crashes
    by Bulow, Jeremy I. & Klemperer, Paul

  • 1990 Capital Asset Prices With and Without Negative Holding
    by Sharpe, William F.

  • 1990 Leverage
    by Miller, Merton H.

  • 1989 Finance, Innovation and Corporate Change
    by Dosi, Giovanni

  • 1989 Financial Market Imperfections and Productivity Growth
    by Greenwald, Bruce C. & Stiglitz, Joseph E.

  • 1988 Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?
    by Rebecca Blank & David Card & Whitney Newey

  • 1987 Equity pricing and stock market anomalies
    by Hawawini, Gabriel & Banz, Rolf

  • 1987 Pricing Strategies and the Firm’s Exposure to Exchange Rate and Macroeconomic Shocks
    by Oxelheim, Lars & Wihlborg, Claes

  • 1987 Speculation, Bubbles, and Sunspots under Structural Uncertainty
    by Wihlborg, Clas

  • 1987 Hedging and Managing Exchange Rate and Related Macroeconomic Exposure
    by Oxelheim, Lars & Wihlborg, Clas G.

  • 1987 Finances and economic growth
    by Luis E. Rivero M.

  • 1985 Theory Construction and Economic Measurement at Different Levels of Aggregation: Parallel Theories and Data on Families and Firms
    by Eliasson, Gunnar

  • 1983 Why beta shifts as the return interval changes
    by Hawawini, Gabriel

  • 1983 The Industrial Finance Systems; Europe, U.S. and Japan
    by Rybczynski, Tad

  • 1980 The intertemporal cross-price behavior of common stocks: Evidence and impications
    by Hawawini, Gabriel

  • Nonstandard-Settlement Transactions
    by JAMES J. ANGEL

  • The Rise and Fall of the AMEX Emerging Company Marketplace
    by REENA AGGARWAL & JAMES J. ANGEL

  • Evolutionary Choice of Markets
    by Anke Gerber & Marc Oliver Bettzüge

  • An Extension of Mantel (1976) to Incomplete Markets
    by Thorsten Hens

  • On Uniqueness of Equilibria in the CAPM - (This paper replaces "Existence and Uniqueness of Equilibria in the CAPM")
    by Thorsten Hens & Joerg Laitenberger & Andreas Loeffler

  • An Evolutionary Approach to Financial Innovation
    by Marc Oliver Bettzuege & Thorsten Hens

  • On infinite-horizon minimum-cost hedging under cone constraints
    by Kevin Huang

  • Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints
    by Kevin Huang

  • Differential Changes In The Value-Relevance Of Earnings And Book Values Over Time: Financial Versus Other Industries
    by Sharad Asthana & Lucy Huajing Chen

  • Debt Covenants, Bankruptcy Risk, and Issuance Costs
    by Sattar A. Mansi & Yaxuan Qi & John K. Wald

  • Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns
    by Yiuman Tse & Brian C. McTier & John K. Wald

  • Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns
    by Yiuman Tse & Brian C. McTier & John K. Wald

  • Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?
    by Gerard Caprio, Jr

  • Is gold a safe haven? International evidence
    by Dirk G. Baur & Thomas K. McDermott

  • The Political Economy of Sovereign Borrowing Explaining the Policy Choices of Highly Indebted Governments
    by Stephen B. Kaplan & Kaj Thomsson

  • Implications of different understandings of financial crises for divergent conclusions on the connections between finance and sustainability
    by Alessandro Vercelli

  • On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market
    by Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero

  • Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets
    by Gerlinde Fellner & Boris Maciejovsky

  • Hindsight Bias and Individual Risk Attitude within the Context of Experimental Asset Markets
    by Boris Maciejovsky & Tarek El-Sehitya & Hans Haumerb & Christian Helmensteinc & Erich Kirchlerd

  • Buyers Versus Sellers: Who Initiates Trades And When?
    by Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH

  • Extreme-quantile tracking for financial time series
    by Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy

  • Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals
    by Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov

  • Non-parametric counterfactual analysis in dynamic general equilibrium
    by Felix KUBLER & Karl SCHMEDDERS

  • Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
    by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

  • Capital growth under transaction costs: An analysis based on the von Neumann-Gale model
    by Wael BAHSOUN & Igor V. EVSTIGNEEV & Michael I. TAKSAR

  • Arbitrage in Stationary Markets
    by Igor Evstigneev & Dhruv Kapoor

  • Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia
    by Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo

  • El crédito y sus factores determinantes: el caso colombiano (1990 -2004)
    by Luz Adriana Flórez & Carlos Esteban Posda & José Fernando Escobar

  • Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas
    by Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri

  • On the Explaination of Empirical Regularities: The statistical models of stock returns
    by Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri

  • The Role of Allocative Efficiency in a Decade of Recovery
    by Kaiji Chen & Alfonso Irarrazabal

    • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.