Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)

2025

• Hamdi Becha & Maha Kalai & Saifeddine Houidi & Kamel Helali, 2025. "Digital financial inclusion, environmental sustainability and regional economic growth in China: insights from a panel threshold model," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 14(1), pages 1-40, December.
• Esmaeil Babaei, 2025. "On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 101(1), pages 29-50, February.
• Badryah Alhusaini & Andrew C. Call & Kimball Chapman, 2025. "Analyst information about peer firms during the IPO quiet period," Review of Accounting Studies, Springer, vol. 30(1), pages 480-518, March.
• Jeremy Michels, 2025. "Retail investor trade and the pricing of earnings," Review of Accounting Studies, Springer, vol. 30(1), pages 575-610, March.
• Alper Darendeli, 2025. "How do retail investors respond to summary disclosure? Evidence from mutual fund factsheets," Review of Accounting Studies, Springer, vol. 30(2), pages 1222-1266, June.
• Badryah Alhusaini & Kimball L. Chapman & Hal D. White, 2025. "Testing the waters meetings, retail trading, and capital market frictions," Review of Accounting Studies, Springer, vol. 30(2), pages 1175-1221, June.
• Timo Busch & Eric Pruessner & Hendrik Brosche & Christina Bannier & Young-Jin Choi & Gunnar Friede & André Höck & Roland Kölsch & Philipp Krüger & Michael Schmidt & Judith Ströhle, 2025. "Principles for impact investments: practical guidance for impact measurement, assessment and valuation," SN Business & Economics, Springer, vol. 5(5), pages 1-26, May.
• Muhammad Ali Nasir & Toan Luu Duc Huynh & Sang Phu Nguyen & Duy Duong, 2025. "Forecasting Returns & Volume of Cryptocurrencies by Using Search Engines," Springer Books, in: Gang Kou & Yongqiang Li & Zongyi Zhang & J. Leon Zhao & Zhi Zhuo (ed.), Blockchain, Crypto Assets, and Financial Innovation, pages 219-233, Springer.
• Martin Holubčík & Jakub Soviar & Laura Janíčková & Paula Höhrová, 2025. "Using drones for management of automotive companies," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 12(4), pages 96-117, June.
• Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2025. "Quantitative easing and the functioning of the gilt repo market," The European Journal of Finance, Taylor & Francis Journals, vol. 31(1), pages 31-52, January.
  • Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2023. "Quantitative Easing and the Functioning of the Gilts Repo Market," Swiss Finance Institute Research Paper Series 23-82, Swiss Finance Institute.
  • Fatouh, Mahmoud & Giansante, Simone & Ongena, Steven, 2024. "Quantitative easing and the functioning of the gilt repo market," Bank of England working papers 1055, Bank of England.
• Mehmet Selman Colak & Yavuz Kilic & Huseyin Ozturk & Mehmet Emre Samci, 2025. "We Are Different: The Drivers of Asset Quality in Loan Type and Sectoral Breakdowns," Working Papers 2504, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Kolegova Irina & Paientko Tetiana, 2025. "Does Split Rating Affect Corporate Bond Yields? Evidence from North America and Europe," Central European Economic Journal, Sciendo, vol. 12(59), pages 17-33.
• Agrawal Pravin Kumar & Kumar Mohit, 2025. "Modeling the relationship among the stock market, gold price, oil price and exchange rate: A VECM and VDA approach," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 21(1), pages 1-14.
• ALEXANDER Nico, 2025. "Agency Problem: The Role of Governance as a Mitigant in two Tier Governance System in Indonesia," Foundations of Management, Sciendo, vol. 17(1), pages 25-36.
• Sijie Li & Wenjing Guo & Min Zhu, 2025. "Research on dynamic behavior hedging of corn price risk based on the LA-DCC-GARCH model under COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-20, March.
• Dongfeng Chang & Tong Fu & Weiping Zhang, 2025. "Cross-industry contagion of systemic financial risks from the perspective of dynamic tail risk network: Evidence from China," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-33, March.
• Mignot, Sarah, 2025. "Coevolution of stock prices and their perceived fundamental value," BERG Working Paper Series 200, Bamberg University, Bamberg Economic Research Group.
• Pratik Thakkar, 2025. "Can effects of weather variation predict future economic downturn? Evidence from systemic risk in Indian financial markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2025-006, Indira Gandhi Institute of Development Research, Mumbai, India.
• Shreya Pal & Mantu Kumar Mahalik, 2025. "The Role of Real Exchange Rate in India’s Service Export: Do Remittances Inflows Matter in Post Liberalization-Era?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 19-39, March.
• Lewis Liu, 2025. "External Governance Oversight and the IPO Process: Empirical Evidence from China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 205-235, March.
• P. S. Niveditha, 2025. "Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 313-335, January.
• Sang-Heon Lee, 2025. "An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2965-2990, May.
• Zhefan Piao & Xie Chen & Yang Li & Kun Yang, 2025. "How does green finance overcome the bottleneck of green productivity? Moderating effects of green transformation," Economic Change and Restructuring, Springer, vol. 58(1), pages 1-40, February.
• Licheng Zhang & Shengtao Luo, 2025. "Time-varying return correlations and spillovers between bitcoin and traditional assets: the impact of COVID-19 and US monetary policy," Economic Change and Restructuring, Springer, vol. 58(3), pages 1-28, June.
• Rabab Abouarab & Tapas Mishra & Simon Wolfe, 2025. "Spotting Portfolio Greenwashing in Environmental Funds," Journal of Business Ethics, Springer, vol. 197(4), pages 811-839, April.
• Yucheng Zhou & Jinchang Chen & Shinong Wu & Lihong Wang, 2025. "Gambling culture, corporate risk preference and bond risk premium," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 119-161, January.
• Frankie Chau & Rataporn Deesomsak & Raja Shaikh, 2025. "Does Fed communication affect uncertainty and risk aversion?," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 713-756, February.
• Styliani Panetsidou & Angelos Synapis, 2025. "Equity financing during the Covid-19 economic downturn," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1391-1430, April.
• Pierluigi Martino & Tom Vanacker & Igor Filatotchev & Cristiano Bellavitis, 2025. "(De)centralized governance and the value of platform-based new ventures: The moderating role of teams and transparency," Small Business Economics, Springer, vol. 64(4), pages 1763-1790, April.
• Nagy, Attila Zoltán, 2025. "A befektetési alapok tőkeáramlásai és a befektetői hangulat kapcsolata a magyar részvénypiacon [The relationship between mutual fund flows and investor sentiment in the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 465-487.
• Enrique Martinez-Garcia & Efthymios Pavlidis, 2025. "Bubbling Up?," Working Papers 423482817, Lancaster University Management School, Economics Department.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025. "Artificial Intelligence Asset Pricing Models," NBER Working Papers 33351, National Bureau of Economic Research, Inc.
• Craig Doidge & G. Andrew Karolyi & Kris Shen & René M. Stulz, 2025. "Are there too Few Publicly Listed Firms in the US?," NBER Working Papers 33556, National Bureau of Economic Research, Inc.
• Charles Kahn & David Marshall & Robert L. McDonald, 2025. "Liquidity Crises and the Market-Maker of Last Resort," NBER Working Papers 33587, National Bureau of Economic Research, Inc.
• Robert Novy-Marx & Mamdouh Medhat, 2025. "Profitability Retrospective: What Have We Learned?," NBER Working Papers 33601, National Bureau of Economic Research, Inc.
• Vyacheslav Fos & Nancy R. Xu, 2025. "When Do FOMC Voting Rights Affect Monetary Policy?," NBER Working Papers 33762, National Bureau of Economic Research, Inc.
• Harrison Hong & Jeffrey D. Kubik & Edward P. Shore, 2025. "Renewable Asset Price Volatility and Its Implications for Decarbonization," NBER Working Papers 33789, National Bureau of Economic Research, Inc.
• Pastushkov, A., 2025. "Evolutionary and agent-based computational finance: The new paradigms for asset pricing," Journal of the New Economic Association, New Economic Association, vol. 66(1), pages 196-222.
• Jo Braithwaite & David Murphy, 2025. "Extra-Territorial Regulatory Action in the Financial Markets: Does the EU Third-Country Central Counterparty Regime Go Too Far?," Capital Markets Law Journal, Oxford University Press, vol. 20(1), pages 1-2.
  • Braithwaite, Jo & Murphy, David, 2025. "Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far?," LSE Research Online Documents on Economics 126000, London School of Economics and Political Science, LSE Library.
• M Angeles Carnero & Angel León & Trino-Manuel Ñíguez, 2025. "Analytic Moments of TGARCH(1,1) Models with Polynomially Adjusted Densities," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 1194-1209.
• Álvaro Cartea & Samuel N Cohen & Robert Graumans & Saad Labyad & Leandro Sánchez-Betancourt & Leon van Veldhuijzen, 2025. "Statistical Predictions of Trading Strategies in Electronic Markets," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 31-53.
• M Hashem Pesaran & Ron P Smith, 2025. "Identifying and Exploiting Alpha in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors," Journal of Financial Econometrics, Oxford University Press, vol. 23(3), pages 103-126.
• Amit Goyal & Narasimhan Jegadeesh & Avanidhar Subrahmanyam, 2025. "Empirical determinants of momentum: a perspective using international data," Review of Finance, European Finance Association, vol. 29(1), pages 241-273.
• Meng Han & Lammertjan Dam & Walter Pohl, 2025. "What drives commodity price variation?," Review of Finance, European Finance Association, vol. 29(2), pages 315-347.
• Jules H van Binsbergen & Yoshio Nozawa & Michael Schwert, 2025. "Duration-Based Valuation of Corporate Bonds," The Review of Financial Studies, Society for Financial Studies, vol. 38(1), pages 158-191.
• Richard K Crump & Nikolay Gospodinov, 2025. "Deconstructing the Yield Curve," The Review of Financial Studies, Society for Financial Studies, vol. 38(2), pages 381-421.
  • Richard K. Crump & Nikolay Gospodinov, 2019. "Deconstructing the yield curve," Staff Reports 884, Federal Reserve Bank of New York.
• David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2025. "War Discourse and Disaster Premium: 160 Years of Evidence from the Stock Market," The Review of Financial Studies, Society for Financial Studies, vol. 38(2), pages 457-506.
• Zhi Da & Vivian W Fang & Wenwei Lin, 2025. "Fractional Trading," The Review of Financial Studies, Society for Financial Studies, vol. 38(3), pages 623-660.
• Gaurav Raizada & Samarpan Nawn, 2025. "Trade informativeness of foreign investors in India," Journal of Asset Management, Palgrave Macmillan, vol. 26(1), pages 83-90, February.
• Annika Mauer & Andreas Nastansky, 2025. "Empirische Analyse des Zusammenhangs zwischen Rendite und impliziter Volatilität am deutschen Aktienmarkt," Statistische Diskussionsbeiträge 58, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
• KOUAKOU, Thiédjé Gaudens-Omer & KAMALAN, Angbonon Eugène, 2025. "Développement financier et réduction des inégalités de revenus en Côte d’Ivoire : une approche par la régression quantile [Financial development and reduction of income inequalities in Côte d’Ivoir," MPRA Paper 123616, University Library of Munich, Germany.
• Raputsoane, Leroi, 2025. "Financial market developments and the minerals industry," MPRA Paper 124271, University Library of Munich, Germany.
• Raputsoane, Leroi, 2025. "Foreign direct investment developments and the minerals industry," MPRA Paper 124274, University Library of Munich, Germany.
• Audi, Marc & Poulin, Marc & Ahmad, Khalil & Ali, Amjad, 2025. "Quantile Analysis of Oil Price Shocks and Stock Market Performance: A European Perspective," MPRA Paper 124295, University Library of Munich, Germany.
• Raputsoane, Leroi, 2025. "Market uncertainty developments and the minerals industry," MPRA Paper 124374, University Library of Munich, Germany.
• Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025. "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers 202501, University of Pretoria, Department of Economics.
• Rachel Steenkamp & Rangan Gupta & Oguzhan Cepni, 2025. "Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective," Working Papers 202504, University of Pretoria, Department of Economics.
• Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2025. "Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors," Working Papers 202509, University of Pretoria, Department of Economics.
• Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025. "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers 202517, University of Pretoria, Department of Economics.
• Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025. "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers 202518, University of Pretoria, Department of Economics.
• Renata Legenzova & Gintarė Leck&# & Justė Juknevičiūtė, 2025. "Do Global Disruptive Events Induce Herding Behaviour during Upward and Downward Market Movements? The Evidence from Nordic and Baltic Stock Markets," Central European Business Review, Prague University of Economics and Business, vol. 2025(1), pages 57-73.
• Cheung , Lydia & Galimberti , Jaqueson & Vermeulen, Philip, 2025. "Evidence on the Determinants and Variation of Idiosyncratic Risk in Housing Markets," ADB Economics Working Paper Series 783, Asian Development Bank.
• Sviridov, Oleg & Skorobogatov, Alexander, 2025. "A causal link analysis from oil price to the Russian stock market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 77, pages 5-24.
• Hadi, Anthony Andrew Wahyu Kusumo, 2025. "Bibliometric Analysis of the Influence of Fundamental Political Policies on Gold/USD Price Movements," Diponegoro Journal of Economics (DJOE), Faculty of Economics and Business, Universitas Diponegoro, vol. 14(1), pages 17-28, March.
• Wellman, Michael, 2025. "Understanding the Implications of Advanced AI on Financial Markets," Journal of Financial Transformation, Capco Institute, vol. 60, pages 14-19.
• Bahram Adrangi & Arjun Chatrath & Saman Hatamerad & Kambiz Raffiee, 2025. "Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin," Bulletin of Applied Economics, Risk Market Journals, vol. 12(1), pages 75-105.
• Isabel Abinzano & Harold Bonilla & Luis Muga, 2025. "Suspense and Surprise: The Role of Bookmakers’ Spreads," Journal of Sports Economics, , vol. 26(3), pages 240-267, April.
• Luu Thu Quang, 2025. "ESOP Policy, Transparency and Stock Price Crash Risk," SAGE Open, , vol. 15(1), pages 21582440251, March.
• Muhammad Tahir Suleman & Umaid A Sheikh & Emilios C. Galariotis & David Roubaud, 2025. "The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns," Annals of Operations Research, Springer, vol. 347(1), pages 633-677, April.
• Elie Bouri & Tom L. Dudda & Lavinia Rognone & Thomas Walther, 2025. "Climate risk and the nexus of clean energy and technology stocks," Annals of Operations Research, Springer, vol. 347(1), pages 445-469, April.
• Zubair Ahmad Parrey & Arif Billah Dar & Manas Paul, 2025. "Revisiting precious metal mining stocks and precious metals as hedge, diversifiers and safe-havens: a multidimensional scaling and wavelet quantile correlation perspective," Empirical Economics, Springer, vol. 68(2), pages 511-533, February.
• Ummara Razi & Calvin W. H. Cheong & Sahar Afshan & Arshian Sharif, 2025. "The ripple effects of energy price volatility on equity and debt markets: a Morlet wavelet analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 197-223, March.
• Emrah I. Cevik & Sel Dibooglu & Max Gillman & Szilard Benk, 2025. "Granger predictability of real oil prices by us money and inflation in Markov-switching regimes," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 29-52, March.
• Lipeng Wang & Thanos Verousis & Mengyu Zhang, 2025. "Market value of R&D, patents, and CEO characteristics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-24, December.
• Fahad Ali & Muhammad Usman Khurram & Ahmet Sensoy, 2025. "Safe havens for Bitcoin and Ethereum: evidence from high-frequency data," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-34, December.
• Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025. "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-25, December.
  • Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023. "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers 202305, University of Pretoria, Department of Economics.
• Cengiz Karatas & Sukriye Tuysuz & Kazim Berk Kucuklerli & Veysel Ulusoy, 2025. "Investigation of the relationship between number of tweets and USDTRY exchange rate with wavelet coherence and transfer entropy analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-20, December.
• Christophe Desagre & Floris Laly & Mikael Petitjean, 2025. "Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-37, December.
• Quan Yonghui & Miao Wenlong, 2025. "Asymmetric risk contagion effect of the interaction between the real economy and the financial sector—an analysis based on the domestic commodity price index," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-26, December.
• Jan Sila & Michael Mark & Ladislav Kristoufek & Thomas A. Weber, 2025. "Crypto market betas: the limits of predictability and hedging," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-28, December.
• Benjamin Jourdain & Gilles Pagès, 2025. "Convex ordering for stochastic Volterra equations and their Euler schemes," Finance and Stochastics, Springer, vol. 29(1), pages 1-62, January.
• Yusuke Matsumoto & Aiko Suge & Hiroshi Takahashi, 2025. "Analysis of the relationship between technological diversification and enterprise value using patent data," Information Technology and Management, Springer, vol. 26(2), pages 247-270, June.
• Micha Bender & Tino Cestonaro & Benjamin Clapham & Peter Gomber, 2025. "A long-term analysis of research unbundling: implications for research provision and market quality," Journal of Business Economics, Springer, vol. 95(2), pages 333-384, April.
• Bülent İlhan & Funda Kara, 2025. "Dynamic Relationship Between Bist Industrial Index and Industrial Production Index, GEPU, Commercial Loan Interest and Exchange Rate," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 40(123), pages 166-187, April.
• Oğuz Şimşek & Serkan Çankaya, 2025. "Effect of Esg Scores on Portfolio Performance: Evidence From Developing (E-7) Countries," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 40(123), pages 35-63, April.
• Hakan YILMAZ, 2025. "Finansal Bilgi Manipülasyonunun Beneish TR Modeli Kullanılarak Tahmin Edilmesi: BİST İmalat Sanayi Üzerine Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 359-388.
• Recep Ali KÜÇÜKÇOLAK & Sami KÜÇÜKOĞLU & Necla İ. KÜÇÜKÇOLAK, 2025. "Borsa İstanbul’da Hisse Geri Alım Kararlarına İlişkin Ampirik Bir Analiz," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 412-428.
• Çağdaş GÜNDÜZ, 2025. "The Impact of Climate Change on Financial Performance of the Electricity Industry: The Case of Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 92-106.
• Kenan İlarslan, 2025. "Threshold Effect of Inflation on the Relationship between Stock Market Index and Interest Rate," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 779-795.
• Ulaş Ünlü & Vildan Bayram, 2025. "Analysis of Bitcoin Volatility during the COVID-19 Pandemic: An Examination Using ARCH and GARCH Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 812-831.
• Dimiter Shalvardjiev, 2025. "Asset Hedging via Digital Asset Indices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 63-88.
• Michael Brolley & David Cimon, 2025. "Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets," Staff Working Papers 25-2, Bank of Canada.
• András Borsos & Adrian Carro & Aldo Glielmo & Marc Hinterschweiger & Jagoda Kaszowska-Mojsa & Arzu Uluc, 2025. "Agent-based modeling at central banks: recent developments and new challenges," Occasional Papers 2503, Banco de España.
• Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu & Borsos, András & Kaszowska-Mojsa, Jagoda & Glielmo, Aldo, 2025. "Agent-based modeling at central banks: recent developments and new challenges," INET Oxford Working Papers 2025-05, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  • András Borsos & Adrian Carro & Aldo Glielmo & Marc Hinterschweiger & Jagoda Kaszowska-Mojsa & Arzu Uluc, 2025. "Agent-based modeling at central banks: recent developments and new challenges," Occasional Papers 2503, Banco de España.
  • Borsos, András & Carro, Adrian & Glielmo, Aldo & Hinterschweiger, Marc & Kaszowska-Mojsa, Jagoda & Uluc, Arzu, 2025. "Agent-based modeling at central banks: recent developments and new challenges," Bank of England working papers 1122, Bank of England.
• Alberto Martin & Sergio Mayordomo & Victoria Vanasco, 2023. "Banks vs. firms: who benefits from credit guarantees?," Economics Working Papers 1862, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2023.
  • Alberto Martín & Sergio Mayordomo & Victoria Vanasco, 2025. "Banks vs. Firms: Who Benefits from Credit Guarantees?," Working Papers 2523, Banco de España.
  • Sergio Mayordomo & Victoria Vanasco & Alberto Martin, 2023. "Banks vs. Firms: Who Benefits from Credit Guarantees?," Working Papers 1389, Barcelona School of Economics.
• Yuet Chau & Karamfil Todorov & Eyub Yegen, 2025. "ETFs as a disciplinary device," BIS Working Papers 1261, Bank for International Settlements.
• Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2025. "The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution and Drivers," NBER Working Papers 33674, National Bureau of Economic Research, Inc.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S Goldberg & Stefano Schiaffi, 2025. "The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers," BIS Working Papers 1262, Bank for International Settlements.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2025. "The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers," Staff Reports 1149, Federal Reserve Bank of New York.
• Sai Ma & Shaojun Zhang, 2025. "Housing risk and the cross section of returns across many asset classes," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 53(2), pages 326-351, March.
  • Ma, Sai & Zhang, Shaojun, 2020. "Housing Risk and the Cross-Section of Returns across Many Asset Classes," Working Paper Series 2020-08, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Antonio Ciccone & Felix Rusche, 2025. "Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media," CESifo Working Paper Series 11793, CESifo.
  • Antonio Ciccone & Felix Rusche, 2025. "Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media," CRC TR 224 Discussion Paper Series crctr224_2025_682, University of Bonn and University of Mannheim, Germany.
• Piero Basaglia & Clara Berestycki & Stefano Carattini & Antoine Dechezleprêtre & Tobias Kruse, 2025. "Climate Policy Uncertainty and Firms' and Investors' Behavior," CESifo Working Paper Series 11782, CESifo.
• Antonio Ciccone & Felix Rusche, 2025. "Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media," CRC TR 224 Discussion Paper Series crctr224_2025_682, University of Bonn and University of Mannheim, Germany.
  • Antonio Ciccone & Felix Rusche, 2025. "Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media," CESifo Working Paper Series 11793, CESifo.
• Gita Gopinath & Josefin Meyer & Carmen Reinhart & Christoph Trebesch, 2025. "Sovereign vs. Corporate Debt and Default: More Similar than You Think," CESifo Working Paper Series 11799, CESifo.
• Botond BENEDEK, 2025. "Romanian Stock Market Integration with Europe: A Covid-19 Perspective," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, vol. 0(38), pages 113-121, September.
• Ianiro, Annalaura & Leonello, Agnese & Ruzzi, Dario, 2025. "Measuring synthetic leverage in interest rate swaps," Macroprudential Bulletin, European Central Bank, vol. 26.
• Grasso, Adriana & Poinelli, Andrea, 2025. "Flexible asset purchases and repo market functioning," Working Paper Series 3013, European Central Bank.
• Zhang, Qingjun & Wei, Renyi & Fan, Sijia, 2025. "New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers," Applied Energy, Elsevier, vol. 382(C).
• Grossmann, Axel & Ngo, Thanh, 2025. "The stock market reaction to bond refinancing issues with and without senior debt," Journal of Corporate Finance, Elsevier, vol. 91(C).
• Jiang, Hao & Li, Sophia Zhengzi & Yuan, Peixuan, 2025. "Granular information and sectoral movements," Journal of Economic Dynamics and Control, Elsevier, vol. 171(C).
• Li, Xiao-Lin & Yang, Miao & Ge, Xinyu & Zhao, Chen, 2025. "Monetary policy uncertainty and corporate credit financing in China: The role of accounting information quality," Economic Modelling, Elsevier, vol. 144(C).
• Budras, Oliver & Dierkes, Maik & Sckade, Florian, 2025. "Localized risk factors: Performance differentials between state-level and US factor models," Economic Modelling, Elsevier, vol. 147(C).
• Guidolin, Massimo & Hansen, Erwin & Cabrera, Gabriel, 2025. "Time-varying risk aversion and international stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
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• Alexander E. Abramov & Maria I. Chernova & Andrey G. Kosyrev, 2025. "Private and Collective Direct Investments in Popular Shares of Russian Companies," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 8-26, February.
• Olga Yu. Dmitrieva & Evgeniy N. Kadyshev & Polina G. Gorbynova & Alisa O. Patyanova, 2025. "Regional Practice of Coordination of Activities to Increase Financial Literacy of the Population," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 82-99, April.
• Brice Corgnet & Yao Thibaut Kpegli & Jacopo Magnani, 2025. "Stocks as Lotteries? An Experimental Test of Expected Utility vs Behavioral Models," Working Papers 2503, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Nouha Belmahi & Khaoula Jabari, 2025. "Climate Risks and Financial Markets: A Narrative Literature Review [Risques climatiques et marchés financiers : une revue narrative de la littérature]," Post-Print hal-05012159, HAL.
• Dzemski, Andreas & Farago, Adam & Hjalmarsson, Erik & Kiss, Tamas, 2025. "Long-Run Stock Return Distributions: Empirical Inference and Uncertainty," Working Papers in Economics 853, University of Gothenburg, Department of Economics.
• Aase, Knut K., 2014. "Recursive utility and jump-diffusions," Discussion Papers 2014/9, Norwegian School of Economics, Department of Business and Management Science.
  • Aase, Knut K., 2025. "Recursive utility and jump-diffusions," Discussion Papers 2025/6, Norwegian School of Economics, Department of Business and Management Science.
  • Aase, Knut K., 2015. "Recursive utility and jump-diffusions," Discussion Papers 2015/6, Norwegian School of Economics, Department of Business and Management Science.
• Aase, Knut K., 2025. "The economics of risk sharing in discrete time with translation invariant recursive utility," Discussion Papers 2025/15, Norwegian School of Economics, Department of Business and Management Science.
• Aase, Knut K., 2025. "Optimal risk sharing with translation invariant recursive utility in continuous time," Discussion Papers 2025/16, Norwegian School of Economics, Department of Business and Management Science.
• Fernando TEIXEIRA & Susana Soares Pinheiro Vieira PESCADA & Christos Ap. LADIAS & Murat HULAJ & Filipos RUXHO & Valter MACHADO, 2025. "Stablecoin Dp2p: Innovation And Sustainability In Fiat Currencies," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 95-106, June.
• Eltun Yulat Ibrahimov & Qasim Ilqar Tagiyev, 2025. "Building of Wealth in the Cyber World: Secrets of Digital Investment," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 49-54, March.
• Fatima Muhammad Abdulkarim & Hamisu Sadi Ali & Ibrahim Muhammad Muye & Mosab I. Tabash, 2025. "Portfolio Diversification Opportunities For Nigeria’S Islamic (Shariah) Stock Investors With Their Major Trading Partners," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 11(1), pages 199-216, March.

2024

• Abakah, Emmanuel Joel Aikins & Hossain, Sahib & Abdullah, Mohammad & Goodell, John W., 2024. "Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach," Finance Research Letters, Elsevier, vol. 59(C).
• Kilic, Osman & Nam, Kiseok & O'Connor, Matthew L., 2024. "State-dependent volatility feedback effect in the ICAPM," Finance Research Letters, Elsevier, vol. 59(C).
• Ha, Yeonjeong & Oh, Haejune, 2024. "Choice for smart investment in mutual funds: Single- or multi-period performance ranks," Finance Research Letters, Elsevier, vol. 59(C).
• Chemaya, Nir & Liu, Dingyue, 2024. "The suitability of using Uniswap V2 model to analyze V3 data," Finance Research Letters, Elsevier, vol. 59(C).
• Liu, Jiatong & Zhu, You & Wang, Gang-Jin & Xie, Chi & Wang, Qilin, 2024. "Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system," Finance Research Letters, Elsevier, vol. 59(C).
• Zhan, Baoqiang & Wu, Chong, 2024. "Star power: A quasi-natural experiment on how analyst status affects recommendation performance," Finance Research Letters, Elsevier, vol. 59(C).
• Alonso, Irma & Serrano, Pedro & Vaello-Sebastià, Antoni, 2024. "The global spillovers of unconventional monetary policies on tail risks," Finance Research Letters, Elsevier, vol. 59(C).
• Ho, Kin-Hon & Law, Monica & Hou, Yun & Chan, Tse-Tin, 2024. "Spillover analysis on NFTs, NFT-affiliated tokens and NFT submarkets," Finance Research Letters, Elsevier, vol. 60(C).
• Bonaparte, Yosef, 2024. "Artificial Intelligence in Finance: Valuations and Opportunities," Finance Research Letters, Elsevier, vol. 60(C).
• Enwo-Irem, Imaculata Nnenna & Urom, Christian, 2024. "Climate change concerns and macroeconomic condition predictability," Finance Research Letters, Elsevier, vol. 60(C).
• Liu, Jian & Julaiti, Jiansuer & Gou, Shangde, 2024. "Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets," Finance Research Letters, Elsevier, vol. 61(C).
• Shust, Efrat, 2024. "The ambiguous December," Finance Research Letters, Elsevier, vol. 61(C).
• Li, Ying & Guo, Xu & Huang, Wei & Ma, Xiaomeng, 2024. "ESG rating and short selling in the corporate bond market," Finance Research Letters, Elsevier, vol. 61(C).
• Qi, Yudong & Han, Minmin & Zhang, Chao, 2024. "The Synergistic Effects of Digital Technology Application and ESG Performance on Corporate Performance," Finance Research Letters, Elsevier, vol. 61(C).
• Kim, Jang-Chul & Mazumder, Sharif & Su, Qing, 2024. "Brexit's ripple: Probing the impact on stock market liquidity," Finance Research Letters, Elsevier, vol. 61(C).
• Xing, Shuo & Cheng, Tingting & Sun, Shuanglin, 2024. "Do investors herd under global crises? A comparative study between Chinese and the United States stock markets," Finance Research Letters, Elsevier, vol. 62(PA).
• Bock, J. & Geissel, S., 2024. "Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency," Finance Research Letters, Elsevier, vol. 62(PA).
• González-Fernández, Marcos & Trujillo, Francisco José Sáez & González-Velasco, Carmen, 2024. "Fixed vs. adjustable-rate mortgages and attention," Finance Research Letters, Elsevier, vol. 62(PA).
• El Hajjar, Samah & Gebka, Bartosz & Duxbury, Darren & Su, Chen, 2024. "Does religiosity affect stock investors’ herding behaviour? Global evidence," Finance Research Letters, Elsevier, vol. 62(PA).
• Yousaf, Imran & Zeitun, Rami & Ali, Shoaib & Palma, Alessia, 2024. "Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors," Finance Research Letters, Elsevier, vol. 62(PB).
• Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," Finance Research Letters, Elsevier, vol. 62(PB).
  • Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," LSE Research Online Documents on Economics 122592, London School of Economics and Political Science, LSE Library.
  • Kemal Kirtac & Guido Germano, 2024. "Sentiment trading with large language models," Papers 2412.19245, arXiv.org.
• Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024. "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, vol. 63(C).
• Zhang, Chaolin & Yu, Fangbo, 2024. "Can local fintech development improve analysts’ earnings forecast accuracy? Evidence from China," Finance Research Letters, Elsevier, vol. 63(C).
• Saengchote, Kanis, 2024. "Developers’ leverage, capital market financing, and fire sale externalities✰," Finance Research Letters, Elsevier, vol. 63(C).
• Galvani, Valentina, 2024. "Frog in the Pan and the market-state effect on momentum," Finance Research Letters, Elsevier, vol. 63(C).
• Dang, Viet Anh & Nguyen, Dinh Trung & Pham, Thu Phuong & Zurbruegg, Ralf, 2024. "The dynamics of informed trading around corporate bankruptcies," Finance Research Letters, Elsevier, vol. 63(C).
• Wang, Haibo, 2024. "Decoding herding dynamics in the generative AI investment amid key technological advancements: A timeline perspective," Finance Research Letters, Elsevier, vol. 64(C).
• Olgun, Onur & Ekinci, Cumhur & Arıkan, Ramazan, 2024. "The performance of selected high-frequency trading proxies: An application on Turkish index futures market," Finance Research Letters, Elsevier, vol. 65(C).
• Li, Scott & Ma, Judy, 2024. "The impact of sentiment and engagement of Twitter posts on cryptocurrency price movement," Finance Research Letters, Elsevier, vol. 65(C).
• Fung, Scott & Loveland, Robert, 2024. "Option trading activity and capital reallocation efficiency: Evidence from corporate restructurings," Finance Research Letters, Elsevier, vol. 66(C).
• Askari, Abolfazl & Hajizadeh, Ehsan, 2024. "Exploring market efficiency levels: A powerful approach based on a gamma distribution," Finance Research Letters, Elsevier, vol. 66(C).
• Shen, Shulin & Sultan, Syed Galib & Zivot, Eric, 2024. "Price discovery share: An order invariant measure of price discovery," Finance Research Letters, Elsevier, vol. 67(PA).
• Aibai, Abuduwali & Julaiti, Jiansuer & Gou, Shangde, 2024. "The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises," Finance Research Letters, Elsevier, vol. 67(PA).
• Scharnowski, Stefan, 2024. "Dark web traffic, privacy coins, and cryptocurrency trading activity," Finance Research Letters, Elsevier, vol. 67(PB).
• Wang, Yanning & Wang, Xichen, 2024. "The role of central bank communication in the long-term stock-bond correlations: Evidence from China," Finance Research Letters, Elsevier, vol. 67(PB).
• Xu, Wen & Zhang, Linlang & Chan, Kam C., 2024. "The effect of gambling culture on initial public offering underpricing," Finance Research Letters, Elsevier, vol. 67(PB).
• Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
  • Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024. "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers 202419, University of Pretoria, Department of Economics.
• Tommaso, Caterina Di & Foglia, Matteo & Pacelli, Vincenzo, 2024. "The impact of climate policy uncertainty on the Italian financial market," Finance Research Letters, Elsevier, vol. 69(PA).
• Kim, Yong Mi & Lee, Sang Hyuk, 2024. "North Korea's threats and the cost of equity capital: The effect of information environments," Finance Research Letters, Elsevier, vol. 69(PA).
• Zhao, Le & Nguyen, Vinh Huy & Li, Chen, 2024. "The volatility-liquidity dynamics of single-stock ETFs," Finance Research Letters, Elsevier, vol. 69(PB).
• Chen, Yu-Lun & Yang, J. Jimmy, 2024. "Cryptocurrency hacking and trader behavior in bitcoin futures," Finance Research Letters, Elsevier, vol. 69(PB).
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G., 2024. "Should you buy gold stocks or paper gold?," Finance Research Letters, Elsevier, vol. 69(PB).
• Dixit, Alok & Bajpai, Shweta, 2024. "Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence," Finance Research Letters, Elsevier, vol. 69(PB).
• Ekanayake, Deelaka & Smales, Lee A. & Wen, Yuanji, 2024. "The relevance of dark trading for information acquisition in the German stock market," Finance Research Letters, Elsevier, vol. 69(PB).
• Han, Byunghun & Park, Junho & Park, Kwangwoo, 2024. "Air quality, ES risks, and stock returns: Evidence from Korea," Finance Research Letters, Elsevier, vol. 69(PB).
• Deng, Mengdie & Lin, Tse-Chun & Zhou, Jiayu, 2024. "Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program," Journal of Financial Markets, Elsevier, vol. 67(C).
• Tian, Haoshu & Yan, Xuemin (Sterling) & Zheng, Lingling, 2024. "The price effect of temporary short-selling bans: Theory and evidence," Journal of Financial Markets, Elsevier, vol. 69(C).
• Chen, Zhuo & Li, Pengfei & Wang, Zhengwei & Zhang, Bohui, 2024. "Leveraged trading and stock returns: Evidence from international stock markets," Journal of Financial Markets, Elsevier, vol. 69(C).
• Liu, Shuo, 2024. "Search friction, liquidity risk, and bond misallocation," Journal of Financial Markets, Elsevier, vol. 70(C).
• Xu, Minggang & Zhang, Xueyong & Zhang, Yeqing, 2024. "Margin trading, short selling, and information asymmetry," Journal of Financial Markets, Elsevier, vol. 70(C).
• Dichev, Ilia D. & Zheng, Xin, 2024. "The volatility of stock investor returns," Journal of Financial Markets, Elsevier, vol. 70(C).
• Chang, Xin & Cheng, Louis T.W. & Kwok, Wing Chun & Wong, George, 2024. "Stock price crash risk and firms’ operating leverage," Journal of Financial Stability, Elsevier, vol. 71(C).
• Do, Trung K., 2024. "Asset redeployability and green innovation," Journal of Financial Stability, Elsevier, vol. 72(C).
• Nguyen, Dinh Trung & Pham, Thu Phuong & Tran, Ngoc Anh & Zurbruegg, Ralf, 2024. "The dynamic effects of debtor bankruptcy on unsecured creditors' stock liquidity," Journal of Financial Stability, Elsevier, vol. 74(C).
• Kalimipalli, Madhu & Morohunfolu, Olaleye & Ramachandran, Shankar, 2024. "Do repeated government infusions help financial stability? Evidence from an emerging market," Journal of Financial Stability, Elsevier, vol. 75(C).
• Tian, Yonggang & Ang, James S. & Fu, Panpan & Ma, Chaoqun & Wang, Xiuhua, 2024. "Does social trust mitigate insiders' opportunistic behaviors? Evidence from insider trading," Global Finance Journal, Elsevier, vol. 59(C).
• Fatemi, Darius & Kim, Jang-Chul, 2024. "Information asymmetry in non-US stocks: The compounding and mitigating effects of tax havens and corruption," Global Finance Journal, Elsevier, vol. 59(C).
• Orlov, Alexei G. & Sharma, Rajiv, 2024. "Which witch is which? Deconstructing the foreign exchange markets activity," Global Finance Journal, Elsevier, vol. 60(C).
• Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024. "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, vol. 60(C).
• Xiang, Youtao & Borjigin, Sumuya, 2024. "Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship," Global Finance Journal, Elsevier, vol. 62(C).
• Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2024. "Deep reinforcement learning for portfolio selection," Global Finance Journal, Elsevier, vol. 62(C).
• Ahmed, Rashad & Rebucci, Alessandro, 2024. "Dollar reserves and U.S. yields: Identifying the price impact of official flows," Journal of International Economics, Elsevier, vol. 152(C).
• Liu, Lewis, 2024. "Analyst monitoring and information asymmetry reduction: U.S. evidence on environmental investment," Innovation and Green Development, Elsevier, vol. 3(1).
• Laeven, Roger J.A. & Rosazza Gianin, Emanuela & Zullino, Marco, 2024. "Law-invariant return and star-shaped risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 140-153.
  • Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino, 2023. "Law-Invariant Return and Star-Shaped Risk Measures," Papers 2310.19552, arXiv.org.
• Gelmini, Matteo & Uberti, Pierpaolo, 2024. "The equally weighted portfolio still remains a challenging benchmark," International Economics, Elsevier, vol. 179(C).
• Raheem, Ibrahim D. & le Roux, Sara & Rehman, Mobeen Ur, 2024. "Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach," International Economics, Elsevier, vol. 180(C).
• O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa & Boubaker, Sabri, 2024. "New insights into liquidity resiliency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
  • Conall O'Sullivan & Vassilios G. Papavassiliou & Ronald Wekesa Wafula & Sabri Boubaker, 2024. "New Insights into Liquidity Resiliency," Post-Print hal-04432411, HAL.
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024. "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
• Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024. "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
• Das, Kuntal K. & Yaghoubi, Mona, 2024. "Migration fear and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  • Kuntal K. Das & Mona Yaghoubi, 2024. "Migration Fear and Stock Price Crash Risk," Working Papers in Economics 24/01, University of Canterbury, Department of Economics and Finance.
• Kilinc, Mustafa & Ulussever, Talat, 2024. "Changing landscape of the finance-growth nexus: Industry growth, credit types, and external financial dependence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
• Abdelsalam, Omneya & Chantziaras, Antonios & Joseph, Nathan Lael & Tsileponis, Nikolaos, 2024. "Trust matters: A global perspective on the influence of trust on bank market risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
• Xu, Weidong & Huang, Wenxuan & Li, Donghui, 2024. "Climate risk and investment efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
• Bas, Tugba & Malki, Issam & Sivaprasad, Sheeja, 2024. "Connectedness between central bank digital currency index, financial stability and digital assets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
• Kaserer, Christoph & Treßel, Victoria, 2024. "The EU prospectus regulation and its impact on SME listings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
• Li, Bo & Sun, Qian & Wei, Zhihua, 2024. "Implicit barriers, market integration and asset prices: Evidence from the inclusion of China A-shares in MSCI global indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
• Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024. "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2024. "The profitability of lead–lag arbitrage at high frequency," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1002-1021.
  • Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2022. "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers 22-5, HEC Montreal, Canada Research Chair in Risk Management.
• Bonsall, Samuel B. & Gillette, Jacquelyn R. & Pundrich, Gabriel & So, Eric, 2024. "Conflicts of interest in subscriber-paid credit ratings," Journal of Accounting and Economics, Elsevier, vol. 77(1).
• Gad, Mahmoud & Nikolaev, Valeri & Tahoun, Ahmed & van Lent, Laurence, 2024. "Firm-level political risk and credit markets," Journal of Accounting and Economics, Elsevier, vol. 77(2).
• Li, Xin & Su, Chi Wei, 2024. "Evaluating the impact of multiple uncertainty shocks on China's airline stocks volatility: A novel joint quantile perspective," Journal of Air Transport Management, Elsevier, vol. 121(C).
• Carrera de Souza, Tomás & Hudepohl, Tom, 2024. "Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market," Journal of Banking & Finance, Elsevier, vol. 158(C).
• Cai, Charlie X. & Zhao, Ran, 2024. "Salience theory and cryptocurrency returns," Journal of Banking & Finance, Elsevier, vol. 159(C).
• Zhao, Ran & Zhu, Lu, 2024. "Credit default swaps and corporate ESG performance," Journal of Banking & Finance, Elsevier, vol. 159(C).
• Bhagwat, Vineet & Shirley, Sara E. & Stark, Jeffrey R., 2024. "Task-oriented speech and information processing," Journal of Banking & Finance, Elsevier, vol. 161(C).
• Cimon, David A. & Walton, Adrian, 2024. "Central bank liquidity facilities and market making," Journal of Banking & Finance, Elsevier, vol. 162(C).
  • David Cimon & Adrian Walton, 2022. "Central Bank Liquidity Facilities and Market Making," Staff Working Papers 22-9, Bank of Canada.
• Hu, Mingzhi & Lin, Zhenguo & Liu, Yingchun, 2024. "Financial literacy and mortgage stress," Journal of Banking & Finance, Elsevier, vol. 163(C).
• Arikawa, Yasuhiro & Byoun, Soku & Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2024. "The role of Japanese corporate governance features in explaining rating differences between global and Japanese rating agencies," Journal of Banking & Finance, Elsevier, vol. 164(C).
• Breugem, Matthijs & Corvino, Raffaele & Marfè, Roberto & Schönleber, Lorenzo, 2024. "Pandemic tail risk," Journal of Banking & Finance, Elsevier, vol. 167(C).
• Schmidt, Dominik & Stöckl, Thomas & Palan, Stefan, 2024. "Voting for insider trading regulation. An experimental study of informed and uninformed traders’ preferences," Journal of Banking & Finance, Elsevier, vol. 169(C).
  • Dominik Schmidt & Thomas Stöckl & Stefan Palan, 2024. "Voting for insider trading regulation. An experimental study of informed and uninformed traders’ preferences," Post-Print hal-04692482, HAL.
• Fang, Jiali & Jacobsen, Ben, 2024. "Cross-country determinants of market efficiency: A technical analysis perspective," Journal of Banking & Finance, Elsevier, vol. 169(C).
• Shao, Enchuan & Rajapaksa, Danusha, 2024. "Miner competition and transaction fees," Journal of Economic Behavior & Organization, Elsevier, vol. 227(C).
• Chelikani, Surya & Marks, Joseph M. & Nam, Kiseok, 2024. "State-dependent intertemporal risk-return tradeoff: Further evidence," Journal of Economics and Business, Elsevier, vol. 130(C).
• Kamuriwo, Dzidziso Samuel & Muradoglu, Gulnur & Sivaprasad, Sheeja & Malki, Issam, 2024. "Stock returns, industry concentration and firm expenditure decisions," Journal of Economics and Business, Elsevier, vol. 131(C).
• Xiouros, Costas & Zapatero, Fernando, 2024. "Disagreement, information quality and asset prices," Journal of Financial Economics, Elsevier, vol. 153(C).
• Lee, Charles M.C. & Shi, Terrence Tianshuo & Sun, Stephen Teng & Zhang, Ran, 2024. "Production complementarity and information transmission across industries," Journal of Financial Economics, Elsevier, vol. 155(C).
• Gormsen, Niels Joachim & Jensen, Christian Skov, 2024. "Conditional risk," Journal of Financial Economics, Elsevier, vol. 162(C).
• Tosun, Onur Kemal & Eshraghi, Arman & Vigne, Samuel A., 2024. "Firms Entangled in Geopolitical Conflicts: Evidence from the Russia-Ukraine War," Journal of International Money and Finance, Elsevier, vol. 147(C).
• Höfler, Markus & Schertler, Andrea, 2024. "Financial integration and hedging and safe haven properties of metals for sovereign bonds," Journal of International Money and Finance, Elsevier, vol. 149(C).
• Xue, Wenjun & He, Zhongzhi & Wang, FeiFei, 2024. "MD&A tone and stock returns," Journal of Contemporary Accounting and Economics, Elsevier, vol. 20(3).
• Chen, Huayi & Shi, Huai-Long & Zhou, Wei-Xing, 2024. "Carbon volatility connectedness and the role of external uncertainties: Evidence from China," Journal of Commodity Markets, Elsevier, vol. 33(C).
• Robe, Michel A. & Roberts, John S., 2024. "Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets," Journal of Commodity Markets, Elsevier, vol. 34(C).
• Apostolakis, George N. & Giannellis, Nikolaos, 2024. "Asymmetric effects of monetary policy shocks on financial stability," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
• Hu, Qian & Gu, Yongkun, 2024. "Copper economic dynamics: Navigating resource scarcity, price volatility, and green growth," Resources Policy, Elsevier, vol. 89(C).
• Zhang, Yanhua & Cui, Xiaoyan, 2024. "Fintech, business regulations, and urbanization: Shaping the landscape of natural resource rent in G10 countries," Resources Policy, Elsevier, vol. 89(C).
• Ali, Shoaib & Naveed, Muhammad & Youssef, Manel & Yousaf, Imran, 2024. "FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies," Resources Policy, Elsevier, vol. 89(C).
• Ali, Shoaib & Naveed, Muhammad & Al-Nassar, Nassar S. & Mirza, Nawazish, 2024. "Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets," Resources Policy, Elsevier, vol. 96(C).
• Cárdenas, Miguel & Madeira, Carlos & Morales-Resendiz, Raúl & Musa, Miguel & Sanclemente, Mario & Sanz-Bunster, Leon, 2024. "Tiered access in RTGS systems: A DLT-based approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(1).
• Ferreira, Thiago R.T., 2024. "Cross-sectional financial conditions, business cycles and the lending channel," Journal of Monetary Economics, Elsevier, vol. 147(C).
• Duong, Truong X. & Huszár, Zsuzsa R. & Tan, Ruth S.K., 2024. "How informed are international short sellers? Global and local industry concentration of short sellers," Journal of Multinational Financial Management, Elsevier, vol. 76(C).
• Liu, Changyang & He, Jincai, 2024. "Does common institutional ownership improve the similarity of behavior between firms? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
• Zhang, Xili & Zheng, Yiran & Lien, Donald & Yu, Xiaojian, 2024. "Can mutual fund investors benefit from volatility managing? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
• Liao, Cunfei & Ma, Tian, 2024. "From fundamental signals to stock volatility: A machine learning approach," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
• Chen, Xin & Chai, Daniel & Zhang, Jin, 2024. "Expected return, volume, and mispricing: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
• Ding, Jie & Huang, Jinbo & Ding, Ashley & Guo, Shijun & Wang, Tianjiao, 2024. "The peer effects of corporate social responsibility in China: A pre-registered report," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
• Nguyen, Phuc Minh & Jubb, Christine & Dias, Roshanthi, 2024. "Motives for environmental and social engagement and stock liquidity: The moderating role of sustainability committees," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
• Chao, Ching-Hsiang & Chang, Chuang-Chang & Chen, Tsung-Yu & Wu, Zhen-Xing, 2024. "Determinants of disposition effect in the real estate market: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
• Narula, Sakshi & Singh, Manish K., 2024. "Do creditors punish weak banks? Evidence from Indian urban cooperative banks’ failure," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
• Wei, Zhihua & Wu, Deqian & Zeng, Aimin & Li, Bo, 2024. "Spillover effects of MSCI inclusion announcement: Evidence and implications from China," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
• Chen, Leqin & Lei, Adrian C.H. & Song, Chen, 2024. "Organization capital and stock price crash risk," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
• Aizenman, Joshua & Lindahl, Robert & Stenvall, David & Uddin, Gazi Salah, 2024. "Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict," European Journal of Political Economy, Elsevier, vol. 85(C).
• Jawadi, Fredj & Rozin, Philippe & Gnegne, Yacouba & Cheffou, Abdoulkarim Idi, 2024. "Geopolitical risks and business fluctuations in Europe: A sectorial analysis," European Journal of Political Economy, Elsevier, vol. 85(C).
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• Chang, Zheng & Ng, Alex Wei Fung & Peng, Siying & Shi, Dandi, 2024. "Stock price reactions to reopening announcements after China abolished its zero-COVID policy," LSE Research Online Documents on Economics 121414, London School of Economics and Political Science, LSE Library.
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  • Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024. "Banking Stability in the ESG Framework Across Italian Regions," Working Papers hal-04647121, HAL.
• IWASAKI, Ichiro & ONO, Shigeki, 2024. "Financial Intermediation versus Direct Financing : A Meta-Analytic Comparison of the Growth-Enhancing Effect," CEI Working Paper Series 2024-01, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
• Anastasios SEPETIS & Dimitrios TSIRIGOTIS & Ioannis NIKOLAOU & Yannis MANIATIS, 2024. "Esg Integration In Evaluating And Financing Local Government: A New Prospects For Local Governments And Modern Societies," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 81-97, June.
• Anastasios SEPETIS, 2024. "The Implementation Of Social Protection Policies At Local Level According To Inclusive And Sustainable Development," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(2), pages 111-130, June.
• Matthew Agarwala & Matt Burke & Jennifer Doherty-Bigara & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," CAMA Working Papers 2024-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Syed Alwi Bin Mohamed Sultan & Wan Marhaini Binti Wan Ahmad & Obiyathulla Ismath Bacha & Roslily Ramlee, 2024. "Corporate Social Performance And Financial Stability: Evidence From Islamic, Social And Conventional Banking Models," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 10(4), pages 811-840, November.
• Rasim Özcan & Asad ul Islam KHAN & Sundas Iftikhar, 2024. "Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(1), pages 113-132, March.
• Chinmaya Behera & Biswashree Tanaya Priyadarsini & Debasis Patnaik, 2024. "Impact Of Geopolitical Risk And Crude Oil Prices On Stock Return," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(Spesial I), pages 45-58, February.
• Hiroyuki Fujiwara, 2024. "Inter-Sectoral Flow of Funds in Japan since 1871: Credit Aggregates, Net Financial Assets, and Financial Surplus or Deficit since the Early Meiji Period," IMES Discussion Paper Series 24-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
• Jaewon Choi & Yesol Huh & Sean Seunghun Shin, 2024. "Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs," Management Science, INFORMS, vol. 70(1), pages 187-206, January.
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• Stig Vinther Møller & Thomas Pedersen & Erik Christian Montes Schütte & Allan Timmermann, 2024. "Search and Predictability of Prices in the Housing Market," Management Science, INFORMS, vol. 70(1), pages 415-438, January.
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• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2024. "The Cost of Clearing Fragmentation," Management Science, INFORMS, vol. 70(6), pages 3581-3596, June.
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• Shiyang Huang & Xin Liu & Dong Lou & Christopher Polk, 2024. "The Booms and Busts of Beta Arbitrage," Management Science, INFORMS, vol. 70(8), pages 5367-5385, August.
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• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers No 01/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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• António Afonso & M. Carmen Blanco-Arana, 2024. "The Role of Fiscal Policy Rating Variables on Economic Growth in the LDCs," CESifo Working Paper Series 11208, CESifo.
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• Rob Bauer & Katrin Gödker & Paul Smeets & Florian Zimmermann, 2024. "Mental Models in Financial Markets: How Do Experts Reason about the Pricing of Climate Risk?," CESifo Working Paper Series 11149, CESifo.
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  • Rob Bauer & Katrin Gödker & Paul Smeets & Florian Zimmermann, 2024. "Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?," ECONtribute Discussion Papers Series 319, University of Bonn and University of Cologne, Germany.
• Esmaeil Babaei, 2024. "Asset pricing and hedging in financial markets with fixed and proportional transaction costs," Annals of Finance, Springer, vol. 20(2), pages 259-275, June.
• Hammad Siddiqi, 2024. "Strict certainty preference in the predictive brain: a new perspective on financial innovations and their role in the real economy," Annals of Finance, Springer, vol. 20(2), pages 277-287, June.
• Klaus Grobys, 2024. "Science or scientism? On the momentum illusion," Annals of Finance, Springer, vol. 20(4), pages 479-519, December.
• Sudipta Majumdar & Sayantan Kundu & Sankalp Bose & Abhijeet Chandra, 2024. "Network Nexus: Exploring the Impact of Alumni Connections of Managers on Mutual Fund Performance in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 889-923, December.
• Xiangyu Chen & Jittima Tongurai & Pattana Boonchoo, 2024. "Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1035-1063, December.
• Foued Hamouda & Imran Yousaf & Muhammad Abubakr Naeem, 2024. "Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3555-3576, December.
• Kaihua Wang, 2024. "Economic policy uncertainty and green finance: evidence from frequency and quantile aspects," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-26, February.
• Valentine Soumtang Bime & Dieudonné Mignamissi & Agathe Cassandra Koumis Ngagni, 2024. "Does financial openness matter for economic transformation in sub-Saharan Africa?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-49, April.
• Quang Khai Nguyen, 2024. "Globalization, credit information sharing and financial stability in developing countries," Economic Change and Restructuring, Springer, vol. 57(6), pages 1-21, December.
• Guglielmo Maria Caporale & Abdurrahman Nazif Çatık & Mohamad Husam Helmi & Coşkun Akdeniz & Ali İlhan, 2024. "Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(2), pages 529-558, May.
• Olivier Armantier & Charles A. Holt, 2024. "Endogenous reference price auctions for a diverse set of commodities: an experimental analysis," Experimental Economics, Springer;Economic Science Association, vol. 27(1), pages 9-35, March.
• Trevor W. Chamberlain & Zehua Zhang & Ran Zhao & Lu Zhu, 2024. "ESG Performance and Corporate Bond Volatility," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 219-221, May.
• Tohru Morita, 2024. "Multicountry Time-Varying Taylor Rule: Modeling Unconventional Monetary Policies and Bond Premiums," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 135-158, May.
• Giusy Chesini, 2024. "Can Sovereign Green Bonds Accelerate the Transition to Net-Zero Greenhouse Gas Emissions?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 177-197, May.
• Monika Sywak & Carolyne C. Soper, 2024. "Trump versus Biden: A Driver of Abnormal Returns?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(4), pages 445-447, November.
• Liwei Shan & Albert Tsang & Xiaoxue Zhang, 2024. "Transporting Audit Quality Across Countries: Returnee CEOs and Audit Fees," Journal of Business Ethics, Springer, vol. 192(4), pages 845-874, July.
• Seda Peksevim & Metin Ercan, 2024. "Do pension funds provide financial stability? Evidence from European Union countries," Journal of Financial Services Research, Springer;Western Finance Association, vol. 66(3), pages 297-328, December.
• Joe Cho Yiu Ng & Charles Ka Yui Leung & Suikang Chen, 2024. "Corporate Real Estate Holding and Stock Returns: Testing Alternative Theories with International Listed Firms," The Journal of Real Estate Finance and Economics, Springer, vol. 68(1), pages 74-102, January.
• David M. Harrison & Michael J. Seiler & Liuming Yang, 2024. "The Impact of iBuyers on Housing Market Dynamics," The Journal of Real Estate Finance and Economics, Springer, vol. 68(3), pages 425-461, April.
• Lu Qiao & Emmanuel Adegbite & Tam Huy Nguyen, 2024. "CFO overconfidence and conditional accounting conservatism," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 1-37, January.
• Juwon Jang & Eunju Lee, 2024. "CEO confidence matters: the real effects of short sale constraints revisited," Review of Quantitative Finance and Accounting, Springer, vol. 62(2), pages 603-636, February.
• Shu-Fang Yuan, 2024. "Realized higher moments and trading activity," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 971-1005, April.
• Xing Huan & Antonio Parbonetti & Giulia Redigolo & Zhewei Zhang, 2024. "Social media disclosure and reputational damage," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1355-1396, May.
• Wenjun Wang, 2024. "You scratch my back and i scratch yours: evidence from relationship-based bidding in IPO auctions," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1593-1613, May.
• Tasawar Nawaz, 2024. "The iSPAC," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 311-324, July.
• Chu-hsuan Chang & Woan-lih Liang & Yanzhi Wang, 2024. "Trade secret laws and initial public offering underpricing," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 325-353, July.
• Jang-Chul Kim & Qing Su, 2024. "Political landscape and liquidity of non-U.S. stocks from emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 63(2), pages 579-597, August.
• Chengcheng Li & Xiaoqiong Wang & Feifei Zhu, 2024. "Does share pledging impair stakeholder welfare? Evidence based on corporate social responsibility," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1155-1192, November.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024. "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1473-1510, November.
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• Takács, András, 2024. "A tőkestruktúra és a piaci érték közötti kapcsolat a hazai kis- és középvállalati szektorban [The relationship between capital structure and market value in the domestic small and medium-sized ente," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 915-929.
• Efthymios Pavlidis, 2024. "Bubbles and Crashes," Working Papers 404203101, Lancaster University Management School, Economics Department.
• Siew Peng Lee & Mansor Isa, 2024. "Stock Market Reactions to COVID-19 Announcement: Developed Versus Emerging Markets and Large Versus Small Firms," Capital Markets Review, Malaysian Finance Association, vol. 32(1), pages 59-73.
• Ling-Foon Chan & Calvin W.H. Cheong & A.N. Bany-Ariffin, 2024. "Corporate Diversification of Real Estate Investment Trusts (REITs) In A Post-Pandemic World: Lessons from Malaysia and Singapore," Capital Markets Review, Malaysian Finance Association, vol. 32(2), pages 49-68.
• Jonathan Ross & David Ziebart, 2024. "The Accounting Rate of Return and Economic Growth," Journal of Economic Insight, Missouri Valley Economic Association, vol. 50(1), pages 87-111.
• Jules H. van Binsbergen & Svetlana Bryzgalova & Mayukh Mukhopadhyay & Varun Sharma, 2024. "(Almost) 200 Years of News-Based Economic Sentiment," NBER Working Papers 32026, National Bureau of Economic Research, Inc.
• Paul Beaudry & Katya Kartashova & Césaire Meh, 2024. "Asset Demand and Real Interest Rates," NBER Working Papers 32248, National Bureau of Economic Research, Inc.
• Wenxin Du & Kristin Forbes & Matthew N. Luzzetti, 2024. "Quantitative Tightening Around the Globe: What Have We Learned?," NBER Working Papers 32321, National Bureau of Economic Research, Inc.
• Oliver Binz & John Graham & Matthew Kubic, 2024. "Does Inflation Affect Earnings Relevance? A Century-Long Analysis," NBER Working Papers 32364, National Bureau of Economic Research, Inc.
• John M. Barrios & Jeremy Bertomeu & Radhika Lunawat & Ibrahima Sall, 2024. "Ethics and Illusions: How Ethical Declarations Shape Market Behavior," NBER Working Papers 32385, National Bureau of Economic Research, Inc.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2024. "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," Working Paper Series 2024-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Christoph E. Boehm & Niklas Kroner, 2024. "Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock," International Finance Discussion Papers 1392, Board of Governors of the Federal Reserve System (U.S.).
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• Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024. "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers 32693, National Bureau of Economic Research, Inc.
• Gormsen, Niels Joachim & Huber, Kilian & Oh, Sangmin S., 2024. "Climate capitalists," Working Paper Series 2990, European Central Bank.
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• Pauline Lam & Jeffrey Wurgler, 2024. "Green Bonds: New Label, Same Projects," NBER Working Papers 32960, National Bureau of Economic Research, Inc.
• Ricardo J. Caballero & Tomás E. Caravello & Alp Simsek, 2024. "Financial Conditions Targeting," NBER Working Papers 33206, National Bureau of Economic Research, Inc.
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• Nikolay Yordanov, 2024. "Analysis of the Current State of the Fight Against Climate Change in Bulgaria," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 1-85–96, December.
• Aude Farnault & Khalifa Sarr, 2024. "Diversifying sources of finance for water in Africa," OECD Environment Working Papers 248, OECD Publishing.
• Djihed BOUMANKAR & Aboubaker KHOUALED & Khayreddine BOUZERB & Abderrahmen GUEROUI, 2024. "The Role Of Government Policies In Enhancing The Performance Of The Saudi Financial Market Within The Framework Of Vision 2030," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(2), pages 151-165, December.
• Ștefan RUSU & Marcel BOLOȘ, 2024. "Machine Learning Clustering In Financial Markets: A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 330-336, July.
• Iyad SNUNU, 2024. "Mood Swings And The Firm Size Premium," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 9(1), pages 165-176, March.
• Stéphane Verani & Pei Cheng Yu, 2024. "What’s Wrong with Annuity Markets?," Journal of the European Economic Association, European Economic Association, vol. 22(4), pages 1981-2024.
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• Karim M Abadir & Gabriel Talmain, 2024. "Beyond Co-integration: New Tools for Inference on Co-movements," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 839-867.
• Edoardo Rainone, 2024. "Real-Time Identification and High-Frequency Analysis of Deposits Outflows," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 868-907.
• Chris Kirby, 2024. "Volatility Shocks, Leverage Effects, and Time-Varying Conditional Skewness," Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1714-1758.
• Anastasios Kagkadis & Ingmar Nolte & Sandra Nolte & Nikolaos Vasilas, 2024. "Factor Timing with Portfolio Characteristics," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(1), pages 84-118.
• Jordan Moore & Mihail Velikov, 2024. "Oil Price Exposure and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 274-309.
• Davide E Avino & Enrique Salvador, 2024. "Contingent Claims and Hedging of Credit Risk with Equity Options," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 310-348.
• Lin Sun & Zheng Sun & Lu Zheng, 2024. "The start matters: time-varying investor demand, hedge fund inceptions, and performance," Review of Finance, European Finance Association, vol. 28(2), pages 729-768.
• Nikolaus Hautsch & Christoph Scheu & Stefan Voigt, 2024. "Building trust takes time: limits to arbitrage for blockchain-based assets," Review of Finance, European Finance Association, vol. 28(4), pages 1345-1381.
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• Philip Barrett & Mariia Bondar & Sophia Chen & Mali Chivakul & Deniz Igan, 2024. "Pricing protest: the response of financial markets to social unrest," Review of Finance, European Finance Association, vol. 28(4), pages 1419-1450.
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• Craig W Holden & Jayoung Nam, 2024. "Market accessibility, bond ETFs, and liquidity," Review of Finance, European Finance Association, vol. 28(5), pages 1725-1758.
• Dion Bongaerts & Sarah D De Luca & Mark Van Achter, 2024. "Circuit breakers and market runs," Review of Finance, European Finance Association, vol. 28(6), pages 1953-1989.
• Simona Abis & Laura Veldkamp, 2024. "The Changing Economics of Knowledge Production," Review of Finance, European Finance Association, vol. 37(1), pages 89-118.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024. "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," Review of Finance, European Finance Association, vol. 37(3), pages 989-1028.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024. "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3490-3557.
• Simona Abis & Laura Veldkamp, 2024. "The Changing Economics of Knowledge Production," The Review of Financial Studies, Society for Financial Studies, vol. 37(1), pages 89-118.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024. "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," The Review of Financial Studies, Society for Financial Studies, vol. 37(3), pages 989-1028.
• Michael J Fishman & Jonathan A Parker & Ludwig Straub, 2024. "A Dynamic Theory of Lending Standards," The Review of Financial Studies, Society for Financial Studies, vol. 37(8), pages 2355-2402.
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• Ana Maria (Marașescu) Necula, 2024. "Credit Ratings and ESG Ratings in the European Union," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 664-670, August.
• Marian Stan & Mihai Ciobotea, 2024. "The Role of Data Visualization in the Finance – The Case of Publicly Listed EdTech Companies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 702-708, August.
• Daniela Iulia Maria Carbune, 2024. "Considerations Related To The Application Of Deep Learning And Neural Networks In Finance And Banking. A Bibliometric Approach," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 480-488, December.
• Arati Kale & Devendra Kale & Sriram Villupuram, 2024. "Decomposition of risk for small size and low book-to-market stocks," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 96-112, February.
• João Tovar Jalles, 2024. "Financial Crises and Climate Change," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(1), pages 166-190, March.
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• António Afonso & M. Carmen Blanco-Arana, 2024. "Unemployment and Financial Development: Evidence for OECD Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(4), pages 661-683, December.
  • António Afonso & M. Carmen Blanco-Arana, 2021. "Unemployment and financial development: evidence for OECD countries," Working Papers REM 2021/0204, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Tiago M. Dutra & João C. A. Teixeira & José Carlos Dias, 2024. "The effect of political institutions on the interplay between banking regulation and banks’ risk," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(2), pages 179-196, June.
• Omid Farkhondeh Rouz & Hossein Sohrabi Vafa & Arash Sioofy Khoojine & Sajjad Pashay Amiri, 2024. "Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach," Risk Management, Palgrave Macmillan, vol. 26(2), pages 1-24, May.
• Lorenzo Cominelli & Gianluca Rho & Caterina Giannetti & Federico Cozzi & Alberto Greco & Graziano A. Manduzio & Philipp Chapkovski & Michalis Drouvelis & Enzo Pasquale Scilingo, 2024. "Emotions in hybrid financial markets," Discussion Papers 2024/311, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
• Sen, Topon, 2024. "Key Economic and Social Determinants in Bangladesh: A Multi-Faceted Analysis," MPRA Paper 121227, University Library of Munich, Germany.
• Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024. "Banking Stability in the ESG Framework Across Italian Regions," Working Papers hal-04647121, HAL.
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• Lee, King Fuei, 2024. "Evaluating Stock Selection in the SaaS Industry: The Effectiveness of the Rule of 40," MPRA Paper 121568, University Library of Munich, Germany.
• Sulehri, Fiaz Ahmad & Audi, Marc & Ashraf, Muhammad Saleem & Azam, Habiba & Bukhari, Syeda Ambreen Fatima & Ali, Amjad, 2024. "Empirical Insights into Financial Integration: Fintech Credit and Regulatory Dynamics," MPRA Paper 121776, University Library of Munich, Germany.
• Edward Chi Ho Tang & Charles Ka Yui Leung, 2024. "Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?," ISER Discussion Paper 1252, Institute of Social and Economic Research, The University of Osaka.
  • Tang, Edward Chi Ho & Leung, Charles Ka Yui, 2024. "Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?," MPRA Paper 121937, University Library of Munich, Germany.
• Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024. "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers 202407, University of Pretoria, Department of Economics.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers 202408, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024. "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers 202409, University of Pretoria, Department of Economics.
• Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024. "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers 202411, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024. "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers 202414, University of Pretoria, Department of Economics.
• Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
  • Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024. "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers 202419, University of Pretoria, Department of Economics.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024. "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers 202424, University of Pretoria, Department of Economics.
• Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024. "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers 202432, University of Pretoria, Department of Economics.
• V. Candila & O. Cepni & G. M. Gallo & R. Gupta, 2024. "Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis," Working Paper CRENoS 202414, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
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• Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025. "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, vol. 141(C).
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• Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024. "Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective," Working Papers 202444, University of Pretoria, Department of Economics.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024. "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers 202450, University of Pretoria, Department of Economics.
• Teymur Akhundov, 2024. "Factors Influencing Customers’ Bank Selection Decision in Azerbaijan," ACTA VSFS, University of Finance and Administration, vol. 18(1), pages 68-91.
• Bohumil Stádník, 2024. "The Macaulay duration of a perpetuity bond in the period between coupon payments [Macaulayova durace perpetuity v době mezi výplatou kupónu]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2024(2), pages 43-50.
• Yesim Helhel & Eray Akgun, 2024. "Examining the Relationship Between Tourism Index Return and Financial, Macroeconomic and Tourism Industry Development Indicators: An Application of MS-VAR Models," Politická ekonomie, Prague University of Economics and Business, vol. 2024(4), pages 626-652.
• Caio Machado, 2024. "Coordinating in Financial Crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
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• Shuo Liu, 2024. "Social Optimal Search Intensity in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 53, pages 224-282, July.
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• Caio Machado, 2024. "Coordinating in Financial Crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
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• Shuo Liu, 2024. "Social Optimal Search Intensity in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 53, pages 224-282, July.
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• Caio Machado, 2024. "Coordinating in Financial Crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
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• te Kaat, Daniel Marcel & Raabe , Alexander & Tian, Yuanjie, 2024. "Greening Thy Neighbor: How the United States Inflation Reduction Act Drives Climate Finance Globally," ADB Economics Working Paper Series 754, Asian Development Bank.
• Açıkgöz, Şenay & Karatas, Cem Onur, 2024. "Economic Policy Uncertainty and Fluctuations in Monthly IPO Volume: Evidence from the US," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 15(4), pages 331-354, October.
• Olasupo, Deborah & Adebayo, Ibidapo & Orimaye, Olakunle, 2024. "E-Tourism in Nigeria: An Examination of Internet as a Tool for Tourism Marketing in Ikogosi Warm and Cold Spring Holiday Resort," International Journal of Home Economics, Hospitality and Allied Research, Department of Home Economics & Hospitality Management Education, University of Nigeria, Nsukka, vol. 3(2), pages 76-92, December.
• Wang, Yujue & Mazlan, Nur Syazwani & Ngah, Wan Azman Saini Wan & Faheem, Muhammad, 2024. "The Role of Financial Development in Reducing Income Inequality in Selected Asian Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 39(3), pages 622-645.
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• Vaz, Rolando, 2024. "The Regional Firm Density and the Growth of Firms in the Portuguese Textile and Clothing Industry," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 33(3), pages 1-24.
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• Sihong Chen & Qi Li & Qiaoyu Wang & Yu Yvette Zhang, 2024. "Multivariate models of commodity futures markets: a dynamic copula approach," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 581-601, Springer.
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• Daniel Kirste & Alexander Poddey & Niclas Kannengießer & Ali Sunyaev, 2024. "On the influence of conventional and automated market makers on market quality in cryptoeconomic systems," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-18, December.
• Chun-I Lee & Chueh-Yung Tsao, 2024. "A comprehensive reexamination of the weather effects," Empirical Economics, Springer, vol. 66(3), pages 1333-1382, March.
• Jesus Gonzalez-Garcia, 2024. "Data transparency and sovereign financing conditions," Empirical Economics, Springer, vol. 66(4), pages 1735-1755, April.
• Diby Francois Kassi & Yao Li & Thierry Yobouet Gnangoin & Siele Jean Tuo & Franck Edouard Gnahe & Ruqia Shaikh & Dang Yongjie, 2024. "Green credits, green securities, renewable energy, and environmental quality: a comparative analysis of sustainable development across Chinese provinces," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 1-37, October.
• Lewis Liu, 2024. "Green innovation, firm performance, and risk mitigation: evidence from the USA," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(9), pages 24009-24030, September.
• John Kingsley Woode & Anokye M. Adam & Peterson Owusu Junior & Anthony Adu-Asare Idun, 2024. "Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 51(4), pages 1001-1040, December.
• Mellouli Dhoha & Wael Dammak & Hind Alnafisah & Ahmed Jeribi, 2024. "Dynamic spillovers between natural gas and BRICS stock markets during health and political crises," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 453-485, June.
• Naseem Al Rahahleh & Ahmed Al Qurashi, 2024. "The impact of COVID-19 on Ethereum returns and Ethereum market efficiency," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 729-755, September.
• Jules Clement Mba, 2024. "Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-36, December.
• Wei Liu & Yoshihisa Suzuki, 2024. "Stock liquidity, financial constraints, and innovation in Chinese SMEs," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-43, December.
• Bassam A. Ibrahim & Ahmed A. Elamer & Thamir H. Alasker & Marwa A. Mohamed & Hussein A. Abdou, 2024. "Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
• Christian Urom & Gideon Ndubuisi & Hela Mzoughi & Khaled Guesmi, 2024. "Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-31, December.
• Amro Saleem Alamaren & Korhan K. Gokmenoglu & Nigar Taspinar, 2024. "Volatility spillovers among leading cryptocurrencies and US energy and technology companies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-37, December.
• Saman Hatamerad & Hossain Asgharpur & Bahram Adrangi & Jafar Haghighat, 2024. "Stock price index analysis of four OPEC members: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-29, December.
• Andrew L. Allan & Chong Liu & David J. Prömel, 2024. "A càdlàg rough path foundation for robust finance," Finance and Stochastics, Springer, vol. 28(1), pages 215-257, January.
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• Osama Wagdi & Atef Fathi, 2024. "The impact of top management team members diversity on corporations’ performance and value: evidence from emerging markets," Future Business Journal, Springer, vol. 10(1), pages 1-26, December.
• Recep Ali Küçükçolak & Necla İlter Küçükçolak & Sami Küçükoğlu, 2024. "The impact of the Russia–Ukraine crisis on oil and gas shares: an event study approach," International Journal of Economic Policy Studies, Springer, vol. 18(1), pages 325-340, February.
• Xintong Wang & Ruoqi Han & Min Zheng, 2024. "Competitive strategy and stock market liquidity: a natural language processing approach," Information Technology and Management, Springer, vol. 25(1), pages 99-112, March.
• Tobias Hiller, 2024. "Shapley-based risk rankings: some theoretical considerations," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(1), pages 67-74, March.
• Marc W. Simpson & Axel Grossmann, 2024. "The role of industry membership and monetary policy in generating the size effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 419-436, June.
• Heeho Kim & Zhang Hongxia, 2024. "Herding behavior and digital trading during the crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 978-998, December.
• Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous cycles in heterogeneous agent models: a state-space approach," Journal of Evolutionary Economics, Springer, vol. 34(4), pages 739-782, December.
• R. L. Manogna & Deepali Desai, 2024. "Nexus of Monetary Policy and Productivity in an Emerging Economy: Supply-Side Transmission Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(1), pages 45-61, March.
• Noura Metawa & Hussein Tamimi & Rania Itani, 2024. "Synergizing Deep Belief Networks and Arithmetic Optimization for Stock Market Price Prediction: A Hybrid Approach," Lecture Notes in Operations Research, in: Ali Emrouznejad & Panagiotis D. Zervopoulos & Ilhan Ozturk & Dima Jamali & John Rice (ed.), Business Analytics and Decision Making in Practice, chapter 0, pages 155-173, Springer.
• Kevin Smith, 2024. "Risk information, investor learning, and informational feedback," Review of Accounting Studies, Springer, vol. 29(1), pages 237-275, March.
• Thomas Bourveau & Alexandre Garel & Peter Joos & Arthur Petit-Romec, 2024. "When attention is away, analysts misplay: distraction and analyst forecast performance," Review of Accounting Studies, Springer, vol. 29(1), pages 916-958, March.
• Michael L. Barnett & Valentin Dimitrov & Feng Gao, 2024. "The nail that sticks out: corporate social responsibility and shareholder proposals," Review of Accounting Studies, Springer, vol. 29(2), pages 1575-1618, June.
• Mei Luo & Shuangchen Yu, 2024. "Financial reporting for cryptocurrency," Review of Accounting Studies, Springer, vol. 29(2), pages 1707-1740, June.
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• Artur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2024. "Measuring Market Liquidity and Liquidity Mismatches Across Sectors," Springer Books, in: Alexander Karminsky & Mikhail Stolbov (ed.), Systemic Financial Risk, chapter 0, pages 131-194, Springer.
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• Kuo-Shing Chen, 2024. "Investigating the Impact of Financial Reporting for Cryptocurrencies on Company Value," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(3), pages 1-6.
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• Sánchez Serrano, Antonio & Andersen, Isabel, 2024. "A map of the euro area financial system," ESRB Occasional Paper Series 26, European Systemic Risk Board.
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• Dilip B. Madan & King Wang, 2024. "Financial Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 27(03n04), pages 1-27, May.
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• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Derivatives and Risk Management," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 1, pages 2-20, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Interest Rates," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 2, pages 21-49, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Stocks," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 3, pages 50-68, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Forwards and Futures," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 4, pages 69-88, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Options," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 5, pages 89-108, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Arbitrage and Trading," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 6, pages 109-125, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Financial Engineering and Swaps," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 7, pages 126-148, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Forwards and Futures Markets," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 8, pages 152-169, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Futures Trading," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 9, pages 170-189, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Futures Regulations," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 10, pages 190-206, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "The Cost-of-Carry Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 11, pages 207-225, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "The Extended Cost-of-Carry Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 12, pages 226-252, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Futures Hedging," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 13, pages 253-282, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Options Markets and Trading," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 14, pages 286-307, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Option Trading Strategies," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 15, pages 308-333, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Option Relations," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 16, pages 334-364, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Single-Period Binomial Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 17, pages 365-388, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Multiperiod Binomial Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 18, pages 389-418, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "The Black–Scholes–Merton Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 19, pages 419-458, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Using the Black–Scholes–Merton Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 20, pages 459-490, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Yields and Forward Rates," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 21, pages 494-533, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Interest Rate Swaps," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 22, pages 534-553, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Single-Period Binomial Heath–Jarrow–Morton Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 23, pages 554-587, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Multiperiod Binomial HJM Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 24, pages 588-613, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "The Heath–Jarrow–Morton Libor Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 25, pages 614-649, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Risk Management Models," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 26, pages 650-678, World Scientific Publishing Co. Pte. Ltd..
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• Sommer, Christoph, 2024. "The role of capital markets for small and medium-sized enterprise (SME) finance," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302340, Verein für Socialpolitik / German Economic Association.
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• Hiroshi YOSHIDA & Meltem İnce YENİLMEZ & Fengming CHEN, 2024. "Japan's Digital Economy: A Way Forward for Economic Revivalism," Yildiz Social Science Review, Yildiz Technical University, vol. 10(1), pages 1-6.
• Deniz DERAL & Şirin Gizem KÖSE & İpek KAZANÇOĞLU, 2024. "Barriers to Digital Supply Chain Management: A Qualitative Research," Yildiz Social Science Review, Yildiz Technical University, vol. 10(1), pages 28-42.
• Klemens KATTERBAUER & Hassan SYED & Laurent CLEENEWERCK & Rahmi Deniz ÖZBAY & Sema YILMAZ, 2024. "Impact of Generative AI on FINTECH in Africa," Yildiz Social Science Review, Yildiz Technical University, vol. 10(1), pages 43-53.
• Merve GERÇEK & Cem Güney ÖZVEREN, 2024. "Redefining Organizational Culture for the Digital Age: A Model Proposal for Digital Organizational Culture," Yildiz Social Science Review, Yildiz Technical University, vol. 10(1), pages 54-71.
• Selin ERDOĞAN & Hüseyin TAŞTAN, 2024. "Predicting Student Achievement via Machine Learning: Evidence from Turkish Subset of PISA," Yildiz Social Science Review, Yildiz Technical University, vol. 10(1), pages 7-27.
• Murad ALIYEV & Sadagat ALIYEVA, 2024. "Revisiting Digital Transformation of Azerbaijan Higher Education in the New Digital Era," Yildiz Social Science Review, Yildiz Technical University, vol. 10(1), pages 72-83.
• Fergül ÖZGÜN & Meral UZUNÖZ ALTAN & Ayten Nahide KORKMAZ, 2024. "Bibliometric Analysis of Studies on the Relationship Between Environmental Quality, Economic Growth and Health," Yildiz Social Science Review, Yildiz Technical University, vol. 10(2), pages 110-135, December .
• Burak YERLIKAYA, 2024. "Time Series Analysis on Credit Default Swap (CDS) and Market Indicators: The Case of Türkiye," Yildiz Social Science Review, Yildiz Technical University, vol. 10(2), pages 136-147, December .
• Murat ÇEMBERCİ & Ercan KARAKEÇE, 2024. "Connecting the Wings of Dynamism: Bibliometric Analysis of Artificial Intelligence and Entrepreneurship Fields," Yildiz Social Science Review, Yildiz Technical University, vol. 10(2), pages 148-157, December .
• Aras YOLUSEVER, 2024. "Evolutionary Game Theory: A General Review," Yildiz Social Science Review, Yildiz Technical University, vol. 10(2), pages 85-98, December .
• Jamilu ABDULKADIR, 2024. "Enterprise Risk Management (ERM) Practices and Financial Performance: Evidence from Listed Insurance Firms in Nigeria," Yildiz Social Science Review, Yildiz Technical University, vol. 10(2), pages 99-109, December .
• Zafer DURAN, 2024. "Evaluation of Supply Chain Resilience in N-11 Countries by MEREC Based EDAS, MARCOS, WASPAS Integrated Method," Yildiz Social Science Review, Yildiz Technical University, vol. 9(1), pages 1-15.
• Nurullah PERGEN & Ali RAZA & Mumtaz ALİ, 2024. "The effects of Intrapreneurship Tendencies on Social Innovation in Organizations: A Practice on Employees in Cooling-Heating Sector in Istanbul Türkiye," Yildiz Social Science Review, Yildiz Technical University, vol. 9(1), pages 16-26.
• Tuğba ÖZEL & Ali Ekber AKGÜN, 2024. "Innovative Work Behaviour as Determinant of Process Innovation: An Empirical Analysis," Yildiz Social Science Review, Yildiz Technical University, vol. 9(1), pages 27-35.
• Massimo Guidolin, 2024. "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 1, pages 1-72, World Scientific Publishing Co. Pte. Ltd..
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• MichaÅ‚ Comporek & Iryna Shchyrba, 2024. "Assessing The Impact Of The Sars-Cov-2 Pandemic On Earnings Management Behaviour In Poland," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 10(1).
• Lis Sintha Oppusunggu & Ika Pratiwi Simbolon, 2024. "Analysis of Return on Asset for BUKU IV: Jakarta Interbank Spot Dollar Rate, Capital Adequacy Ratio and Loan To Deposit Ratio," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 166-182.
• Abbas Saad Hamada Alkhuzaie & Muzaffar Asad & Ala'a Zuhair Ahmad Mansour & Mohammed Ali Bait Ali Sulaiman & Umar Nawaz Kayani & Muhammad Uzair Asif, 2024. "Compliance with Accounting Standards by Jordanian SMEs," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 89-107.
• Farah Amalia & Harjum Muharam & Irene Rini Demi Pangestuti, 2024. "Willingness to Sacrifice to Optimize Financial and Non-Financial Goals in Ethical Investing," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 114-129.
• Radoslav Raykov, 2024. "Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns," Staff Working Papers 24-46, Bank of Canada.
• Radoslav Raykov, 2024. "Decomposing Large Banks’ Systemic Trading Losses," Staff Working Papers 24-6, Bank of Canada.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024. "BoC–BoE Sovereign Default Database: What’s new in 2024?," Staff Analytical Notes 2024-19, Bank of Canada.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024. "Base de données de la Banque du Canada et de la Banque d’Angleterre sur les défauts souverains : quoi de neuf en 2024?," Staff Analytical Notes 2024-19fr, Bank of Canada.
• Murat KARAKAYA & Sadiye OKTAY, 2024. "Investigating the Relationship Between the Banking Sector and Capital Market Variables in Turkiye Using Toda-Yamamoto Causality Analysis," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 18(1), pages 19-36.
• Dilara DEMIREZ & Serkan Yilmaz KANDIR, 2024. "Investigating the Relationship between Selected Risk Measures and Sustainability Index," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 18(1), pages 37-59.
• Ángel Estrada & Carlos Pérez Montes & Jorge Abad & Carmen Broto & Esther Cáceres & Alejandro Ferrer & Jorge Galán & Gergely Ganics & Javier García Villasur & Samuel Hurtado & Nadia Lavín & Joël Marbet, 2024. "Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos," Occasional Papers 2414, Banco de España.
• Vincenzo Cuciniello, 2024. "Market perceptions, monetary policy, and credibility," Temi di discussione (Economic working papers) 1449, Bank of Italy, Economic Research and International Relations Area.
• Akinlo Taiwo & Idachaba Daniel Adukwu, 2024. "Insurance and economic growth in sub-Saharan Africa: Institutional quality threshold effect," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 69(241), pages 7-39, April – J.
• Zubair Munawwara, 2024. "Impact Of Crude Oil Price Volatility On Indian Stock Market Returns: A Quantile Regression Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 69(242), pages 93-128, July – Se.
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• Burban, Valentin & De Backer, Bruno & Vladu, Andreea Liliana, 2024. "Inflation (de-)anchoring in the euro area," Working Paper Series 2964, European Central Bank.
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• Ethem KILIÇ, 2024. "DC-MSV Modeli ile Türkiye’deki CDS Primleri ile Vadeli İşlemler Piyasası Arasındaki İlişkinin Analizi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 8(2), pages 11-20, December.
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• Franz Ulrich Ruch & Temel Taskin, 2024. "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 314-334, April.
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• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAMA Working Papers 2024-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Yoosoon Chang & Fabio Gomez-Rodriguez & Christian Matthes, 2023. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," CAMA Working Papers 2023-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Shi, Shuping & Yu, Jun & Zhang, Chen, 2024. "On the spectral density of fractional Ornstein–Uhlenbeck processes," Journal of Econometrics, Elsevier, vol. 245(1).
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• Leona Han Chen & Yijie Fei & Jun Yu, 2024. "Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation," Working Papers 202419, University of Macau, Faculty of Business Administration.
• Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2025. "Quantitative easing and the functioning of the gilt repo market," The European Journal of Finance, Taylor & Francis Journals, vol. 31(1), pages 31-52, January.
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• Jurkatis, Simon, 2024. "An approach to cleaning MiFID II corporate bond transaction reports," Bank of England working papers 1071, Bank of England.
• Laura Alfaro & Saleem A. Bahaj & Robert Czech & Jonathon Hazell & Ioana Neamtu, 2024. "LASH risk and Interest Rates," NBER Working Papers 33241, National Bureau of Economic Research, Inc.
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• Bidder, Rhys & Coen, Jamie & Lepore, Caterina & Silvestri, Laura, 2024. "Whose asset sales matter?," Bank of England working papers 1088, Bank of England.
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• Yakhin, Yossi, 2025. "Foreign exchange interventions in the New-Keynesian model: Policy, transmission, and welfare," Journal of Monetary Economics, Elsevier, vol. 151(C).
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• Rob Bauer & Katrin Gödker & Paul Smeets & Florian Zimmermann, 2024. "Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Change?," CRC TR 224 Discussion Paper Series crctr224_2024_569, University of Bonn and University of Mannheim, Germany.
• Kim Jeong-Yoo, 2024. "Comments on the Signaling Theory of IPO Underpricing and Investor Protection Laws," Asian Journal of Law and Economics, De Gruyter, vol. 15(1), pages 151-165, April.
• Immenkötter Philipp, 2024. "How Can Artificial Intelligence Transform Asset Management?," The Economists' Voice, De Gruyter, vol. 21(2), pages 363-370.
• Matthew Agarwala & Matt Burke & Jennifer Doherty-Bigara & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," CAMA Working Papers 2024-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Matthew Agarwala & Matt Burke & Jennifer Doherty-Bigara & Patrycja Klusak & Kamiar Mohaddes, 2024. "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," CAMA Working Papers 2024-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Bilgehan Tekin, 2024. "Structural Breaks and Co-Movements of Bitcoin and Ethereum: Evidence from the COVID-19 Pandemic Period," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 13(2), pages 41-70.
• Rami Obeid, 2024. "The Side Effects of Macroprudential Policies on Economic Performance in the Arab Region," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 13(2), pages 89-107.
• Das, Kuntal K. & Yaghoubi, Mona, 2024. "Migration fear and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
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• Gan Jin & Md Rafiul Karim & Günther G. Schulze, 2024. "The Stock Market Effects of Islamist versus Non-Islamist Terror," Discussion Paper Series 45 JEL Classification: D7, Department of International Economic Policy, University of Freiburg, revised Feb 2024.
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• Rob Bauer & Katrin Gödker & Paul Smeets & Florian Zimmermann, 2024. "Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?," ECONtribute Discussion Papers Series 319, University of Bonn and University of Cologne, Germany.
  • Rob Bauer & Katrin Gödker & Paul Smeets & Florian Zimmermann, 2024. "Mental Models in Financial Markets: How Do Experts Reason about the Pricing of Climate Risk?," CESifo Working Paper Series 11149, CESifo.
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• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024. "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series 11207, CESifo.
• António Afonso & M. Carmen Blanco-Arana, 2024. "The role of fiscal policy rating variables on economic growth in the LDCs," Working Papers REM 2024/0331, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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• Thorsten Beck & Karlheinz Walch & Benjamin Weigert & Hans-Peter Burghof & Sascha Steffen & Dorothea Schäfer & Markus Demary & Niklas Taft & Aurora Li & Michael Peters & Melina Ludolph & Lena Tonzer & , 2024. "Die Zukunft des europäischen Finanzsystems – zwischen Risiken und mangelnder Wettbewerbsfähigkeit?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 77(07), pages 03-36, July.
• Alfaro, Laura & Bahaj, Saleem & Czech, Robert & Hazell, Jonathon & Neamțu, Ioana, 2024. "LASH risk and interest rates," Bank of England working papers 1073, Bank of England.
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• Fengler, Matthias & Polivka, Jeannine, 2021. "Proxy-identification of a structural MGARCH model for asset returns," Economics Working Paper Series 2103, University of St. Gallen, School of Economics and Political Science, revised Oct 2024.
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• Amit Goyal & Adam V. Reed & Esad Smajlbegovic & Amar Soebhag, 2024. "Stealthy Shorts: Informed Liquidity Supply," Swiss Finance Institute Research Paper Series 24-75, Swiss Finance Institute.
• Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024. "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers 202437, University of Pretoria, Department of Economics.
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• Quintero Montaño, Washington & Rodríguez Nava , Abigail & Pérez Vázquez , Liliam & León Villafuerte , Doménica, 2024. "Impacto de la política fiscal y la política monetaria en el valor de capitalización bursátil de las empresas: Un enfoque de datos panel autorregresivo (PVAR) para el caso de México," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 96(5), pages 121-145, February.
• Leites , Martin & Salas , Gonzalo & Vigorito , Andrea, 2024. "Bienes visibles, rasgos de personalidad y preferencias por estatus: Nueva evidencia para Uruguay," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 97(5), pages 121-145, June.
• Cardona Montoya, Juan Camilo, 2024. "La integración del mercado bursátil latinoamericano: Una revisión sistemática de la literatura," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 16(2), pages 317-354, July.
• Burgos Flórez, Marco Antonio & Portillo Riascos, Luis Hernando & Ortiz Benavides, Edinson, 2024. "Determinantes de la demanda de microcrédito formal e informal en las principales plazas de mercado de la ciudad de Pasto, año 2021," Revista Tendencias, Universidad de Narino, vol. 25(1), pages 79-108, January.
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• Bekaert, Geert & Xu, Nancy & Ye, Tiange, 2024. "Forecasting International Stock Market Variances," CEPR Discussion Papers 19121, C.E.P.R. Discussion Papers.
• Allaire, Nolwenn & Breckenfelder, Johannes & Hoerova, Marie, 2024. "Fund fragility: The role of fund ownership base," CEPR Discussion Papers 19201, C.E.P.R. Discussion Papers.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2024. "The Economics of Biodiversity Loss," NBER Working Papers 32678, National Bureau of Economic Research, Inc.
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• Battiston, Stefano & Monasterolo, Irene & Montone, Maurizio, 2024. "Technological greenness and long-run performance," CEPR Discussion Papers 19337, C.E.P.R. Discussion Papers.
• Rindi, Barbara & Panayides, Marios & Werner, Ingrid, 2024. "Trading Fees and Intermarket Competition," CEPR Discussion Papers 19363, C.E.P.R. Discussion Papers.
• Massa, Massimo & Yang, Chuyi & Zhang, Lei, 2024. "Do Banks Buffer Equity Market Shocks? Fire Sales Around the World and Corporate Financing," CEPR Discussion Papers 19395, C.E.P.R. Discussion Papers.
• Friewald, Nils & Nagler, Florian, 2024. "Dealer Inventory and the Cross-Section of Corporate Bond Returns," CEPR Discussion Papers 19399, C.E.P.R. Discussion Papers.
• Michele Fabi, 2024. "Latency Tradeoffs in Blockchain Capacity Management," Working Papers 2024-10, Center for Research in Economics and Statistics.
• Federico Di Pace & Giacomo Mangiante & Riccardo Masolo, 2024. "Monetary policy rules: the market’s view," DISCE - Working Papers del Dipartimento di Economia e Finanza def137, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Goyal, Amit & Wahal, Sunil & Yavuz, M. D., 2024. "Choosing Investment Managers," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(8), pages 3531-3563, December.
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• Tang, Edward Chi Ho & Leung, Charles Ka Yui, 2024. "Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?," MPRA Paper 121937, University Library of Munich, Germany.
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• Montes-Galdón, Carlos & Ajevskis, Viktors & Brázdik, František & Garcia, Pablo & Gatt, William & Lima, Diana & Mavromatis, Kostas & Ortega, Eva & Papadopoulou, Niki & De Lorenzo, Ivan & Kolb, Benedikt, 2024. "Using structural models to understand macroeconomic tail risks," Occasional Paper Series 357, European Central Bank.
• Valentin Burban & Bruno De Backer & Andreea Liliana Vladu, 2024. "Inflation (De-)Anchoring in the Euro Area," Working papers 965, Banque de France.
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• Niels Joachim Gormsen & Kilian Huber & Sangmin Simon Oh, 2024. "Climate Capitalists," NBER Working Papers 32933, National Bureau of Economic Research, Inc.
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• Leitner, Georg & Singh, Jaspal & van der Kraaij, Anton & Zsámboki, Balázs, 2024. "The rise of artificial intelligence: benefits and risks for financial stability," Financial Stability Review, European Central Bank, vol. 1.
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• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2024. "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," NBER Working Papers 32568, National Bureau of Economic Research, Inc.
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• Green, T. Clifton & Zhang, Shaojun, 2024. "Alternative Data in Active Asset Management," Working Paper Series 2024-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Tom G. Meling & Magne Mogstad & Arnstein Vestre, 2024. "Crypto Tax Evasion," NBER Working Papers 32865, National Bureau of Economic Research, Inc.
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• Couts, Spencer J. & Goncalves, Andrei S. & Liu, Yicheng & Loudis, Johnathan, 2024. "Institutional Investors' Subjective Risk Premia: Time Variation and Disagreement," Working Paper Series 2024-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Brown, Gregory W. & Goncalves, Andrei S. & Hu, Wendy, 2024. "The Private Capital Alpha," Working Paper Series 2024-20, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Ben-David, Itzhak, 2024. "From Anecdotes to Insights: Streamlining the Research Idea Generation Process," Working Paper Series 2024-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Zhang, Shaojun & Shi, Zhan, 2024. "Oil-Driven Greenium," Working Paper Series 2024-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Matiur Rahman, 2024. "Interactions between Equity REITs and S&P 500 Returns," International Journal of Economics and Financial Issues, Econjournals, vol. 14(3), pages 206-211, May.
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• Jianglin Dennis Ding, 2024. "Less is More: In Search of Sustainable Investment Premium," International Journal of Economics and Financial Issues, Econjournals, vol. 14(5), pages 233-241, September.
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• Kevin Jones, 2024. "Hedging Effectiveness on the MISO Exchange," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 301-311, January.
• Khaled Bataineh, 2024. "Crude Oil Prices and the Egyptian Economy Evidence from the Stock Market," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 383-392, January.
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• Guo, Li & Sang, Bo & Tu, Jun & Wang, Yu, 2024. "Cross-cryptocurrency return predictability," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
• Croitoru, Benjamin & Jiao, Feng & Lu, Lei, 2024. "Nominal exchange rates and heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
• Gao, Yang & Zhou, Yueyi & Zhao, Longfeng, 2024. "Quantile interdependence and network connectedness between China's green financial and energy markets," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1148-1177.
• Kim, Min-Joon, 2024. "Vietnam's exports to Korea and the real exchange rate: Post-crisis evidence from the multiple threshold nonlinear autoregressive distributed lag model," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 679-692.
• Tu, Xueyong & Li, Bin, 2024. "Robust portfolio selection with smart return prediction," Economic Modelling, Elsevier, vol. 135(C).
• Rudiawarni, Felizia Arni & Sulistiawan, Dedhy & Sergi, Bruno S., 2024. "The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market," Economic Modelling, Elsevier, vol. 135(C).
• Guo, Jin & Wen, Xiaoqian, 2024. "Option listing and underlying commodity futures volatility in China," Economic Modelling, Elsevier, vol. 141(C).
• Wan, Xiaoyuan & Zhang, Jiachen, 2024. "Systematic COVID risk, idiosyncratic COVID risk and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
• Chen, Xinxin & Guo, Yanhong & Song, Yingying, 2024. "Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
• Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian, 2024. "Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
• Yang, Junhua & Agyei, Samuel Kwaku & Bossman, Ahmed & Gubareva, Mariya & Marfo-Yiadom, Edward, 2024. "Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
• Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2024. "Dynamic robust portfolio selection under market distress," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
• Fakhfekh, Mohamed & Bejaoui, Azza & Bariviera, Aurelio F. & Jeribi, Ahmed, 2024. "Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
• Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian, 2024. "Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Cheuathonghua, Massaporn & Padungsaksawasdi, Chaiyuth, 2024. "The volume-implied volatility relation in financial markets: A behavioral explanation," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Gao, Yang & Liu, Xiaoyi, 2024. "Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Foguesatto, Cristian Rogério & Righi, Marcelo Brutti & Müller, Fernanda Maria, 2024. "Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024. "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Cai, Yi & Tang, Zhenpeng & Chen, Ying, 2024. "Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Yang, Xin & Wang, Xuya & Cao, Jie & Zhao, Lili & Huang, Chuangxia, 2024. "Cross-regional connectedness of financial market: Measurement and determinants," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024. "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Huang, Xinya & Wang, Yufeng & Li, Houjian, 2024. "Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Yue, Sishi & Yang, Mo & Dong, Dayong, 2024. "Do enterprises adopting digital finance exhibit higher values? Based on textual analysis," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Yang, Jinyu & Dong, Dayong & Cao, Jiawei, 2024. "Seemingly manipulated anomaly: Evidence from corporate site visits," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Jung, Sumi & Choi, Ahrum, 2024. "The value of cash around COVID-19: Insights from business activities," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Li, Zhe & Shen, Jiashuang & Xiao, Weilin, 2024. "Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Chen, Yan & Zhang, Lei & Zhang, Feipeng, 2024. "Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Yang, Xin & Ao, Xuan & Cao, Jie & Huang, Chuangxia, 2024. "Does liquidity connectedness affect stock price crash risk? Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Wu, Yanran & Zhou, Riwang & Zhang, Chao, 2024. "Size and ESG premiums: Evidence from Chinese A-share market," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Zhou, You & Lin, Lichao & Huang, Ziling, 2024. "Diversification value of green Bonds: Fresh evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Lee, Chien-Chiang & Zhang, Xiaoli & Lee, Chi-Chuan, 2024. "Does climate change matter for bank profitability? Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Harasheh, Murad & Bouteska, Ahmed & Manita, Riadh, 2024. "Investors' preferences for sustainable investments: Evidence from the U.S. using an experimental approach," Economics Letters, Elsevier, vol. 234(C).
• Tedeschi, Marco & Foglia, Matteo & Bouri, Elie & Dai, Peng-Fei, 2024. "How does climate policy uncertainty affect financial markets? Evidence from Europe," Economics Letters, Elsevier, vol. 234(C).
• Zhang, Wenyu, 2024. "Dynamic monitoring of financial security risks: A novel China financial risk index and an early warning system," Economics Letters, Elsevier, vol. 234(C).
• Levine, Paul & Pontines, Victor, 2024. "Climate risk and the natural interest rate: An E-DSGE perspective," Economics Letters, Elsevier, vol. 238(C).
• Friewald, Nils & Nagler, Florian, 2024. "Dealer inventory and the cross-section of corporate bond returns," Economics Letters, Elsevier, vol. 239(C).
• Fan, Zhongjie & Liu, Zehao & Tang, Dunzhe, 2024. "Information cost and securitization," Economics Letters, Elsevier, vol. 239(C).
• Pyun, Chaehyun, 2024. "The Wikipedia effect: Analyzing investor attention for strategic investment decisions," Economics Letters, Elsevier, vol. 241(C).
• Machokoto, Michael & Sikochi, Anywhere, 2024. "Not a one-trick pony: Price impact of rating agency information," Economics Letters, Elsevier, vol. 241(C).
• Bricker, Jesse & Li, Geng, 2024. "Your friends, your credit: Social capital measures derived from social media and the credit market," Economics Letters, Elsevier, vol. 242(C).
  • Jesse Bricker & Geng Li, 2023. "Your Friends, Your Credit: Social Capital Measures Derived from Social Media and the Credit Market," Finance and Economics Discussion Series 2023-048, Board of Governors of the Federal Reserve System (U.S.).
• Lawal, Rodiat & Sakariyahu, Rilwan, 2024. "Investor heterogeneity and global stock market participation," Economics Letters, Elsevier, vol. 242(C).
• Chen, Yilin & Sun, Chentong, 2024. "A new method for measuring financial resilience," Economics Letters, Elsevier, vol. 242(C).
• Harel, Arie & Harpaz, Giora, 2024. "Why stock analysts may make wrong predictions?," Economics Letters, Elsevier, vol. 244(C).
• Carta, Nicola & Carta, Matteo & Rigoni, Ugo, 2024. "The countdown to carbon neutrality: Implications for passive investors," Economics Letters, Elsevier, vol. 244(C).
• Dierkes, Maik & Hollstein, Fabian & Prokopczuk, Marcel & Würsig, Christoph Matthias, 2024. "Measuring tail risk," Journal of Econometrics, Elsevier, vol. 241(2).
• Shi, Shuping & Yu, Jun & Zhang, Chen, 2024. "On the spectral density of fractional Ornstein–Uhlenbeck processes," Journal of Econometrics, Elsevier, vol. 245(1).
  • Shuping Shi & Jun Yu & Chen Zhang, 2024. "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers 202416, University of Macau, Faculty of Business Administration.
• Cordoni, Francesco & Sancetta, Alessio, 2024. "Consistent causal inference for high-dimensional time series," Journal of Econometrics, Elsevier, vol. 246(1).
• Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Econometrics and Statistics, Elsevier, vol. 29(C), pages 113-131.
  • Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Papers 2101.00422, arXiv.org.
  • Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers 2021:05, Department of Economics, University of Venice "Ca' Foscari".
• Sever, Can & Yücel, Emekcan, 2024. "Does informality hinder financial development convergence?," Economic Systems, Elsevier, vol. 48(2).
• Palomba, Giulio & Tedeschi, Marco, 2024. "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, vol. 48(2).
• Chen, Wen, 2024. "How does local government debt affect bank loan pricing? Evidence from loan-level data," Economic Systems, Elsevier, vol. 48(3).
• Tian, Renfang & Xu, Jingjing & Feng, Hui & McFarlane, Adian, 2024. "A maximum entropy bootstrap approach to financial development and economic growth in China," Economic Systems, Elsevier, vol. 48(4).
• Disli, Mustafa & Jalaly, Shakir, 2024. "The performance of Islamic and conventional microfinance loans in Afghanistan: The Taliban and beyond," Emerging Markets Review, Elsevier, vol. 59(C).
• Kang, Yong Joo & Park, Dojoon & Eom, Young Ho, 2024. "Global contagion of US COVID-19 panic news," Emerging Markets Review, Elsevier, vol. 59(C).
• Xu, Dandan & Liu, Yuting, 2024. "How does technological progress affect provincial financial resilience? Evidence at the provincial level in China," Emerging Markets Review, Elsevier, vol. 60(C).
• Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024. "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, vol. 61(C).
• Chen, Keqi & Wang, Yuehan & Zhu, Xiaoquan, 2024. "The value of information in China’s connected market," Journal of Empirical Finance, Elsevier, vol. 78(C).
• Xu, Guang & Zhang, Xiaoyan, 2024. "The aftermath of covenant violations: Evidence from China's corporate debt securities," Journal of Empirical Finance, Elsevier, vol. 78(C).
• Ghanbari, Hamed, 2024. "Persistent and transient variance components in option pricing models with variance-dependent Kernel," Journal of Empirical Finance, Elsevier, vol. 79(C).
• Ceballos, Luis & Piljak, Vanja & Swinkels, Laurens, 2024. "Is firm-level political risk priced in the corporate bond market?," Journal of Empirical Finance, Elsevier, vol. 79(C).
• Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2024. "Asymmetric volatility spillover between crude oil and other asset markets," Energy Economics, Elsevier, vol. 130(C).
  • Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2023. "Asymmetric volatility spillover between crude oil and other asset markets," Cardiff Economics Working Papers E2023/27, Cardiff University, Cardiff Business School, Economics Section.
• Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024. "International transmission of shocks and African forex markets," Energy Economics, Elsevier, vol. 131(C).
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2024. "Factor models and investment strategies in the renewable energy sector," Energy Economics, Elsevier, vol. 132(C).
• Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah, 2024. "Sentiment and energy price volatility: A nonlinear high frequency analysis," Energy Economics, Elsevier, vol. 133(C).
• Yousaf, Imran & Ijaz, Muhammad Shahzad & Umar, Muhammad & Li, Yanshuang, 2024. "Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis," Energy Economics, Elsevier, vol. 133(C).
• Ali, Shoaib & Umar, Muhammad & Naveed, Muhammad & Shan, Shan, 2024. "Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach," Energy Economics, Elsevier, vol. 134(C).
• Sankar, Namasi G. & Nag, Suryadeepto & Chakrabarty, Siddhartha P. & Basu, Sankarshan, 2024. "The carbon premium: Correlation or causality? Evidence from S&P 500 companies," Energy Economics, Elsevier, vol. 134(C).
• Sirin, Selahattin Murat & Yilmaz, Berna N., 2024. "Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?," Energy Economics, Elsevier, vol. 136(C).
• Barbosa, Maria de Fatima & Street, Alexandre & Fanzeres, Bruno, 2024. "A Tailored Derivative Instrument to Mitigate the Price-and-Quantity Risk Faced by Wind Power Companies," Energy Economics, Elsevier, vol. 136(C).
• Huang, Shoujun & Gubareva, Mariya & Teplova, Tamara & Bossman, Ahmed, 2024. "African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk," Energy Economics, Elsevier, vol. 136(C).
• Imran, Zulfiqar Ali & Ahad, Muhammad & Shahzad, Khurram & Ahmad, Mobeen & Hameed, Imran, 2024. "Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments," Energy Economics, Elsevier, vol. 136(C).
• Li, Di & Wu, Zhige & Tang, Yixuan, 2024. "Do climate risks affect dirty–clean energy stock price dynamic correlations?," Energy Economics, Elsevier, vol. 136(C).
• Marupanthorn, Pasin & Nikitopoulos, Christina S. & Ofosu-Hene, Eric D. & Peters, Gareth W. & Richards, Kylie-Anne, 2024. "Mechanisms for implementing fossil fuel divestment in portfolio management with impact on risk, return and carbon reduction," Energy Economics, Elsevier, vol. 136(C).
• Yousaf, Imran & Ohikhuare, Obaika M. & Li, Yong & Li, Yanshuang, 2024. "Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach," Energy Economics, Elsevier, vol. 139(C).
• Apergis, Nicholas & Fahmy, Hany, 2024. "Geopolitical risk and energy price crash risk," Energy Economics, Elsevier, vol. 140(C).
• Hao, Wei & Pham, Linh, 2024. "Dynamic connectedness in the higher moments between clean energy and oil prices," Energy Economics, Elsevier, vol. 140(C).
• Zeng, Hongjun & Abedin, Mohammad Zoynul & Upreti, Vineet, 2024. "Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective," Energy Economics, Elsevier, vol. 140(C).
• Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2024. "Novel and old news sentiment in commodity futures markets," Energy Economics, Elsevier, vol. 140(C).
• Kocaarslan, Baris & Mushtaq, Rizwan, 2024. "The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach," Energy Policy, Elsevier, vol. 184(C).
• Michelfelder, Richard A. & Pilotte, Eugene A., 2024. "U.S. vertically integrated electric utility greenhouse gas emissions and carbon risk premiums around the Paris Accord," Energy Policy, Elsevier, vol. 195(C).
• Mo, Bin & Nie, He & Zhao, Rongjie, 2024. "Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods," Energy, Elsevier, vol. 288(C).
• Dutta, Anupam & Bouri, Elie & Rothovius, Timo & Azoury, Nehme & Uddin, Gazi Salah, 2024. "Does oil price volatility matter for the US transportation industry?," Energy, Elsevier, vol. 290(C).
• Mangee, Nicholas, 2024. "Stock price swings and fundamentals: The role of Knightian uncertainty," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Sharma, Aarti & Singhal, Ankit & Ramanna, Vishwanatha Saragur, 2024. "The effect of lead institutional investors on investment and capital structure of young firms: Evidence from Indian IPOs," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024. "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Podhorsky, Andrea, 2024. "Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Cao, Hung & Phan, Hieu V. & Silveri, Sabatino, 2024. "Data breach disclosures and stock price crash risk: Evidence from data breach notification laws," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Su, Fei & Guan, Mengyao & Liu, Yujie & Liu, Jia, 2024. "ESG performance and corporate fraudulence: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Zhao, Mingguo & Park, Hail, 2024. "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Harris, Richard D.F. & Mazibas, Murat & Rambaccussing, Dooruj, 2024. "Bitcoin replication using machine learning," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Tang, Zhenpeng & Lin, Qiaofeng & Cai, Yi & Chen, Kaijie & Liu, Dinggao, 2024. "Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Wang, Zhuo & Chen, Xiaodan & Zhou, Chunyan & Zhang, Yifeng & Wei, Yu, 2024. "Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Zabavnik, Darja & Verbič, Miroslav, 2024. "Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2024. "Machine-learning stock market volatility: Predictability, drivers, and economic value," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Chen, Jia & Yi, Xingjian & Liu, Hao, 2024. "Asset redeployability and firm value amidst the COVID-19 pandemic: A real options perspective," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Shi, Huai-Long & Chen, Huayi, 2024. "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Zhang, Sijia & Gregoriou, Andros & Wu, He, 2024. "Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Odusami, Babatunde O. & Akinsomi, Omokolade, 2024. "Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Alshammari, Saad & Andriosopoulos, Kostas & Kaabia, Olfa & Mohamed, Kamel Si & Urom, Christian, 2024. "The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties," International Review of Financial Analysis, Elsevier, vol. 95(PA).
• Klein, Olga & Klein, Daniel, 2024. "Institutional consensus after earnings announcements: Information or crowding?," International Review of Financial Analysis, Elsevier, vol. 95(PA).
• Tan, Xueping & Zhong, Yiran & Vivian, Andrew & Geng, Yong & Wang, Ziyi & Zhao, Difei, 2024. "Towards an era of multi-source uncertainty: A systematic and bibliometric analysis," International Review of Financial Analysis, Elsevier, vol. 95(PB).
• Hoque, Mohammad Enamul & Billah, Mabruk & Kapar, Burcu & Naeem, Muhammad Abubakr, 2024. "Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness," International Review of Financial Analysis, Elsevier, vol. 95(PB).
• Zhao, Shengli, 2024. "Objective acceptability indexes," International Review of Financial Analysis, Elsevier, vol. 95(PC).
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P. & Nguyen, Thach V.H. & Truong, Cameron, 2024. "When Hollywood movies steal the show, stock returns dance more with the market!," International Review of Financial Analysis, Elsevier, vol. 95(PC).
• Apostolakis, George N. & Giannellis, Nikolaos, 2024. "Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis," International Review of Financial Analysis, Elsevier, vol. 95(PC).
• Luo, Runmei & Ye, Yong, 2024. "Do firms listen to the ESG voices of minority investors? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 96(PA).
• Basnayake, Dananjani & Naranpanawa, Athula & Selvanathan, Saroja & Bandara, Jayatilleke S., 2024. "Financial inclusion through digitalization and economic growth in Asia-Pacific countries," International Review of Financial Analysis, Elsevier, vol. 96(PA).
• Yousaf, Imran & Abrar, Afsheen & Ali, Shoaib & Goodell, John W., 2024. "Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis," International Review of Financial Analysis, Elsevier, vol. 96(PB).
• Zhong, Tingyong & Duan, Ying & Ding, Zhiguo, 2024. "How bankruptcy system innovation affects firm investment behavior: A quasi-natural experiment based on the establishment of bankruptcy courts in China," International Review of Financial Analysis, Elsevier, vol. 96(PB).

2023

• Kokila Kalimuthu & Shaik Saleem, 2023. "Linkages Between Festivals and Stock Market Returns: A Study of Indian Stock Market," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(1), pages 115-142, March.
• Mosab I. Tabash & Musla Valappil & Uzma Iqbal & Umar Farooq & Kai-Yin Woo, 2023. "Stock market Reaction to General Election in Pakistan: An Event Study Methodology," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(4), pages 90-113, December.
• Hakan Yıldırım & Saffet Akdağ & İ. Gökçe Kaya, 2023. "The Effect of US Monetary Policy Uncertainty on Stock Returns: Bist100 Example," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 38(120), pages 231-246, October.
• Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
  • Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
• Paul Mukoki & Kalu Ojah & Odongo Kodongo, 2023. "Liquidity in Domestic Public Debt Markets for Enabling Infrastructure Financing: The Case of Sub-Saharan Africa," The African Finance Journal, Africagrowth Institute, vol. 25(1), pages 1-25.
• John Dhokotera & Josine Uwilingiye & Khouzeima Moutanabbir, 2023. "Sovereign Default Risk and Financial Market Returns in Africa," The African Finance Journal, Africagrowth Institute, vol. 25(1), pages 45-62.
• Jules Clément Mba & Magdaline Mbong Mai, 2023. "Asymmetric Connectedness within Cryptocurrency Ecosystem: An asymmetric Power ARCH (APARCH) Approach," The African Finance Journal, Africagrowth Institute, vol. 25(2), pages 18-30.
• Münevvere Yıldız, 2023. "Türkiye’nin Karbon Nötrlüğü Hedefinde Ekonomik Faktörlerin Rolü," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 102-129.
• Şencan Felek & Cihat Karademir & Reşat Ceylan, 2023. "Bitcoin ile Karbon Emisyonu İlişkisi: Doğrusal Olmayan Eşbütünleşme Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 141-162.
• Yasin Erdem Çevik & Furkan Emirmahmutoğlu, 2023. "Borsalarda Gelişimin Göstergesi Olarak İşleme Kapanma: Schumpeteryan Bir Bakış Açısı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 20-39.
• Metin Coşkun & Gözde Bozkurt & Melih Sefa Yavuz, 2023. "Borsa İstanbul 100 Endeksini Etkileyen Yatırımcı Profilleri: Yerliler mi Yabancılar mı?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(2), pages 263-282.
• Ömer Serkan Gülal & Gökhan Seçme & Eda Köse, 2023. "Predicting Financial Distress in the BIST Industrials Index: Evaluating Traditional Models and Clustering Techniques," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(4), pages 660-680.
• Julia A. Varlamova & Natalia I. Larionova & Julia S. Kolesnikova, 2023. "Modelling Outflow Remittances in the Digital Era: A Subnational Analysis of Russia," R-Economy, Ural Federal University, Graduate School of Economics and Management, vol. 9(2), pages 155-172.
• Selma Belhouchet & Anis Ben Amar, 2023. "Stock Market Performance, COVID-19 Related Government Measures, And Immunization: Evidence from The G7," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 22(2), pages 185-201, June.
• Harrison Hong & Edward Shore, 2023. "Corporate Social Responsibility," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 327-350, November.
• David Sraer & David Thesmar, 2023. "How to Use Microdata for Macro-Finance," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 387-406, November.
• Zhiguo He & Wei Wei, 2023. "China's Financial System and Economy: A Review," Annual Review of Economics, Annual Reviews, vol. 15(1), pages 451-483, September.
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• Ilhan KUCUKKAPLAN & Emre KILIC & Sevket PAZARCI & Asım KAR, 2023. "Testing the Efficient Market Hypothesis in G8 Countries: New evidence from Unit Root Tests with Fourier Shifts," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(1), pages 1-18, January.
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• Kalina Kavaldjieva, 2023. "Create Fair Value in Related Parties," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 139-163, August.
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• Flavius Valentin Jakubowicz & Ionela Munteanu & Marioara Mirea, 2023. "Developments in Cryptocurrency Transactions and Implications for Audit and Accounting Activities," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 951-957, August.
• Bàrbara Llacay & Gilbert Peffer, 2023. "Modelo evolutivo del impacto de técnicas VaR en los mercados financieros [Evolutionary model of the impact of VaR techniques on financial markets]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 36(1), pages 1-26, December.
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• Wenjun Wang, 2023. "Can experience mitigate precautionary bidding? Evidence from a quasi-experiment at an IPO auction," Journal of Asset Management, Palgrave Macmillan, vol. 24(2), pages 148-163, March.
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• Lee, King Fuei, 2023. "Effects of Monetary Policy Frameworks on Stock Market Volatilities: An Empirical Study of Global Economies," MPRA Paper 119755, University Library of Munich, Germany.
• Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023. "Policy Formulation for an Optimal Level of Savings in a Dynamic Setting," MPRA Paper 121352, University Library of Munich, Germany, revised 29 Oct 2023.
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• Brian Muyambiri & John-Baptiste Mabejane, 2023. "The Nexus Of External Debt, Private Investment And Financial Development: Evidence From Selected Sacu Countries," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 21(1), pages 25-40, May.
• Vesna Bucevska & Borjan Gjelevski & Lea Matevska, 2023. "Oil Prices And Their Long-Term Relationship With Macroeconomic And Financial Indicators," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 21(1), pages 3-24, May.
• Jason Allen & Milena Wittwer, 2023. "Centralizing Over-the-Counter Markets?," Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
  • Jason Allen & Milena Wittwer, 2021. "Centralizing Over-the-Counter Markets?," Staff Working Papers 21-39, Bank of Canada.
• ESCAP secretariat, 2023. "Accelerating Climate Action In Asia And The Pacific For Sustainable Development," Asia-Pacific Sustainable Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 30(1), pages 1-17, May.
• Sergio Mayordomo & Victoria Vanasco & Alberto Martin, 2023. "Banks vs. Firms: Who Benefits from Credit Guarantees?," Working Papers 1389, Barcelona School of Economics.
  • Alberto Martin & Sergio Mayordomo & Victoria Vanasco, 2023. "Banks vs. firms: who benefits from credit guarantees?," Economics Working Papers 1862, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2023.
• Aysegul Kırkpınar & Pınar Evrim Mandacı, 2023. "A Volatility Spillover Analysis Between Bond and Commodity Markets as an Indicator for Global Liquidity Risk," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 70(1), pages 71-100.
• Krasimira NAYDENOVA, 2023. "The Capital Market Matters - The Experience Of The Grand Duchy," Business & Management Compass, University of Economics Varna, issue 3, pages 196-212.
• Barhoom Faeyzh, 2023. "Revisiting the Financial Development and Income Inequality Nexus: Evidence from Hungary," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 11(1), pages 227-257, October.
• Oyinlola Mutiu Abimbola & Adeniyi Oluwatosin & Kumeka Terver Theophilus, 2023. "Dependence between foreign trade performance and exchange rate volatility: Panel ARDL approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 9(1), pages 1-15, July.
• Buks Andrew G. & Sobański Konrad, 2023. "Divest or engage? Effective paths to net zero from the U.S. perspective," Economics and Business Review, Sciendo, vol. 9(1), pages 65-93, April.
• Bousbia Salah Rahima & Beggat Hanane & Debbar Abdelkerim, 2023. "The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence," Economics and Business, Sciendo, vol. 37(1), pages 104-118, January.
• Muzindutsi Paul-Francois & Apau Richard & Muguto Lorraine & Muguto Hilary Tinotenda, 2023. "The Impact of Investor Sentiment on Housing Prices and the Property Stock Index Volatility in South Africa," Real Estate Management and Valuation, Sciendo, vol. 31(2), pages 1-17, June.
• Gavrilova Daria, 2023. "The Price Impact of S&P 500 Affiliation," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(1), pages 42-61, April.
• Arfan Wiraguna & Rofikoh Rokhim & Buddi Wibowo & Roy Sembel, 2023. "The Effect of MSME Loan Securitization on Bank Stability: Collective Roles of Mediators," Economic Research Guardian, Mutascu Publishing, vol. 13(2), pages 61-71, December.
• Lukas Boer & Lukas Menkhoff & Malte Rieth, 2023. "The multifaceted impact of US trade policy on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 388-406, April.
  • Boer, Lukas & Menkhoff, Lukas & Rieth, Malte, 2020. "The multifaceted impact of US trade policy on financial markets," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224529, Verein für Socialpolitik / German Economic Association.
  • Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021. "The Multifaceted Impact of US Trade Policy on Financial Markets," Discussion Papers of DIW Berlin 1956, DIW Berlin, German Institute for Economic Research.
• Maarten R.C. Van Oordt, 2023. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 465-501, March.
  • Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
• Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023. "Superkurtosis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2061-2091, December.
  • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 94473, University Library of Munich, Germany.
  • Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023. "Superkurtosis," Working Papers 318, Bank of Greece.
  • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 96563, University Library of Munich, Germany.
• Amar Anwar & Ichiro Iwasaki, 2023. "The Finance–Growth Nexus in Asia: A Meta-Analytic Approach," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 40(01), pages 13-48, March.
• Sudip Ranjan Basu & Monica Das, 2023. "Which Way to Go Now? Financing Economic Growth in the Sustainable Development Era," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 40(02), pages 177-209, September.
• Turker Acikgoz & Ozge Sezgin Alp & Nazlan Belemir Alkan, 2023. "Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-33, September.
• Yaqin Hu & Xiaofei Zhao, 2023. "Accounting Information Completeness and Firm Default Risk," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 1-35, March.
• Jie Jay Cao & Aurelio Vasquez & Xiao Xiao & Xintong Eunice Zhan, 2023. "Why Does Volatility Uncertainty Predict Equity Option Returns?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 1-35, March.
• Fabian Hollstein & Marcel Prokopczuk & Victoria Voigts, 2023. "How Robust are Empirical Factor Models to the Choice of Breakpoints?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-68, December.
• Minhua Yang & Florian Gerth & Vikash Ramiah & Glenn W. Muschert, 2023. "The Impact of the 2019 Australian Bushfire: Financial Markets, Air Pollution, and Economic Effects," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 26(03), pages 1-21, September.
• Dar-Hsin Chen & Ying-Hsin Lee, 2023. "The Effectiveness Of Central Bank Intervention: Evidence From Taiwan’S Foreign Exchange Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(01), pages 99-118, March.
• Gemma Estrada & Aitor Erce & Donghyun Park, 2023. "Skewed Credit And Growth Dynamics," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(02), pages 563-608.
• Xuan Vinh Vo, 2023. "Residual Government Ownership And Firm Value In A Transitional Economy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(03), pages 671-684, June.
• Shulin Xu & Zhen Yang & Zefeng Tong & Yunfeng Li, 2023. "Knowledge Changes Fate: Can Financial Literacy Advance Poverty Reduction In Rural Households?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(04), pages 1147-1182, June.
• Obiyathulla Ismath Bacha, 2023. "Financial Derivatives:Markets and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12999, April.
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivatives: Introduction and Overview," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Markets and Trading," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 2, pages 19-42, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Forward and Futures Markets: Pricing and Analysis," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 3, pages 43-80, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 4, pages 81-137, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Futures Contracts and Currency Futures Contracts," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 5, pages 139-200, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Introduction to Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 6, pages 201-229, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Equity, Equity Index, and Currency Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 7, pages 231-277, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Strategies and Payoffs," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 8, pages 279-321, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Pricing," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 9, pages 323-379, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Replication, Synthetics, and Arbitrage," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 10, pages 381-404, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Options in Corporate Finance and Real Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 11, pages 405-432, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Swaps, Credit, and Other Derivatives," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 12, pages 433-470, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Instruments and Islamic Finance," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 13, pages 471-502, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Answers to Select End-of-Chapter Questions," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 14, pages 503-519, World Scientific Publishing Co. Pte. Ltd..
• Greppmair, Stefan & Jank, Stephan, 2023. "Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities," Discussion Papers 31/2023, Deutsche Bundesbank.
• Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023. "How should the long-term investor harvest variance risk premiums?," CFR Working Papers 23-06, University of Cologne, Centre for Financial Research (CFR).
• Brühl, Volker, 2023. "The Green Asset Ratio (GAR) - a new KPI for credit institutions," CFS Working Paper Series 683, Center for Financial Studies (CFS).
• Gonçalves, Jorge & Kräussl, Roman & Levin, Vladimir, 2023. "Dark trading and financial markets stability," CFS Working Paper Series 691, Center for Financial Studies (CFS).
• Kräussl, Roman & Pollet, Joshua M. & Stefanova, Denitsa, 2023. "Closed-end funds and discount control mechanisms," CFS Working Paper Series 707, Center for Financial Studies (CFS).
• Hinsche, Isabelle Cathérine & Klump, Rainer, 2023. "Mirror, mirror on the wall, who is transitioning amongst them all?," CFS Working Paper Series 712, Center for Financial Studies (CFS).
• Zarifhonarvar, Ali, 2023. "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints 268396, ZBW - Leibniz Information Centre for Economics.
• Daube, Carl Heinz, 2023. "Die Auswirkungen des aktuellen wirtschaftlichen und geopolitischen Umfelds auf die Kapitalkosten von Unternehmen," EconStor Preprints 270727, ZBW - Leibniz Information Centre for Economics.
• Daube, Carl Heinz, 2023. "Cost of Capital - challenges for companies in current economic environment," EconStor Preprints 270872, ZBW - Leibniz Information Centre for Economics.
• von Schweinitz, Gregor, 2023. "The importance of credit demand for business cycle dynamics," IWH Discussion Papers 21/2023, Halle Institute for Economic Research (IWH).
• Sheenan, Lisa, 2023. "Green bonds, conventional bonds and geopolitical risk," Finance Research Letters, Elsevier, vol. 58(PC).
  • Sheenan, Lisa, 2023. "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series 2023/05, Queen's University Belfast, Queen's Business School.

2022

• Cuiyuan Wang & Tao Wang & Changhe Yuan & Jane Yihua Rong, 2022. "Learning to trade on sentiment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(2), pages 308-323, April.
• Abdorasoul Sadeghi & Hussein Marzban & Ali Hussein Samadi & Karim Azarbaiejani & Parviz Rostamzadeh, 2022. "Financial intermediaries and speculation in the foreign exchange market: the role of monetary policy in Iran’s economy," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-26, December.
• Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022. "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 577-612, April.
• Feng Dong & Zhiwei Xu & Yu Zhang, 2022. "Bubbly Bitcoin," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(3), pages 973-1015, October.
• Subhamitra Patra & Gourishankar S. Hiremath, 2022. "An Entropy Approach to Measure the Dynamic Stock Market Efficiency," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(2), pages 337-377, June.
• Pawan Kumar Singh & Anushka Chouhan & Rajiv Kumar Bhatt & Ravi Kiran & Ansari Saleh Ahmar, 2022. "Implementation of the SutteARIMA method to predict short-term cases of stock market and COVID-19 pandemic in USA," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2023-2033, August.
• Jake Thomas & Wentao Yao & Frank Zhang & Wei Zhu, 2022. "Meet, beat, and pollute," Review of Accounting Studies, Springer, vol. 27(3), pages 1038-1078, September.
• Hong-Yi Chen & Alice C. Lee & Cheng-Few Lee, 2022. "Alternative Errors-in-Variables Models and Their Applications in Finance Research," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 100, pages 2369-2408, Springer.
• Liu Min Shirley, 2022. "Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 103, pages 2501-2537, Springer.
• Matthew Brigida & Chin W. Yang & Ken Hung, 2022. "How Consistent Are the Judges of Portfolio Performance?," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 107, pages 2627-2631, Springer.
• Chiuling Lu & Chou-Yen Wu, 2022. "Review of REIT and MBS," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 26, pages 835-848, Springer.
• Guanming He & April Zhichao Li & Dongxiao Shen, 2022. "The Role of Earnings Management in Equity Valuation," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 88, pages 2061-2094, Springer.
• Gianluca Gucciardi, 2022. "Measuring the relative development and integration of EU countries’ capital markets using composite indicators and cluster analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(4), pages 1043-1083, November.
• Yu-Min Lian & Jian-Chi Yang & Ko-Liang Kuo, 2022. "The Impact of Market Factors and News Sentiments on Silver Futures ETFs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(2), pages 1-2.
• Claudio Boido & Paolo Ceccherini & Alessia D'Imperio, 2022. "ESG Scores - Is it the new way to build a European portfolio?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(3), pages 1-1.
• Jinho Choi & Alexander den Ruijter & Kimi Xu Jiang & Edmund Moshammer, 2022. "Japan’s sovereign rating in the post-pandemic era," Working Papers 52, European Stability Mechanism.
• Daniel Carvalho, 2022. "Intra-financial assets and the intermediation role of the financial sector," Trinity Economics Papers tep0622, Trinity College Dublin, Department of Economics.
• Antinolfi, Gaetano & Carapella, Francesca & Carli, Francesco, 2022. "Transparency and collateral: central versus bilateral clearing," Theoretical Economics, Econometric Society, vol. 17(1), January.
  • Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018. "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series 2018-017, Board of Governors of the Federal Reserve System (U.S.).
• Brett Palatiello & Philip Pilkington, 2022. "Government Deficits and Interest Rates: A Keynesian View," Working Papers Series inetwp183, Institute for New Economic Thinking.
• Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
  • Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.
  • Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
• Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.
  • Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
  • Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
• Adefemi A. OBALADE & Akona TSHUTSHA & Lungelo MVUYANA & Nothando NDLOVU & Paul-Francois MUZINDUTSI, 2022. "Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(1), pages 19-35.
• Goran Mojanoski, 2022. "Long-Run And Short-Run Causality Between Stock Price Indices And Macroeconomic Variables: Evidence Of Panel Vecm Analysis From Bosnia And Herzegovina, Croatia, North Macedonia And Serbia," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 20(2), pages 3-14, November.
• Cotter, John & Salvador, Enrique, 2022. "The non-linear trade-off between return and risk and its determinants," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 100-132.
  • John Cotter & Enrique Salvador, 2022. "The non-linear trade-off between return and risk and its determinants," Working Papers 202203, Geary Institute, University College Dublin.
• Chenglu Jin & Thomas Conlon & John Cotter, 2023. "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1483-1518.
  • Thomas Conlon & John Cotter & Chenglu Jin, 2019. "Co-skewness across Return Horizons," Working Papers 201910, Geary Institute, University College Dublin.
  • Chenglu Jin & Thomas Conlon & John Cotter, 2022. "Co-skewness across Return Horizons," Working Papers 202210, Geary Institute, University College Dublin.
• Alfonsina Iona & Andrea Calef & Ifigenia Georgiou, 2023. "Credit Market Freedom and Corporate Decisions," Mathematics, MDPI, vol. 11(7), pages 1-13, March.
  • Andrea Calef & Ifigenia Georgiou & Alfonsina Iona, 2022. "Credit Market Freedom and Corporate Decisions," University of East Anglia School of Economics Working Paper Series 2022-09, School of Economics, University of East Anglia, Norwich, UK..
• Adam Gersl & Pervin Dadashova & Yuliya Bazhenova & Vladyslav Filatov & Anatolii Hlazunov & Roman Soltysiak, 2022. "A Heatmap for Monitoring Systemic Financial Stability Risks in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 253, pages 27-46.
• Urom, C. & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, K., 2022. "Dynamic dependence between clean investments and economic policy uncertainty," MERIT Working Papers 2022-027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Bolek Monika & Gniadkowska-Szymańska Agata & Lyroudi Katerina, 2022. "Covid-19 Pandemic and Day-of-the-week Anomaly in Omx Markets," Central European Economic Journal, Sciendo, vol. 9(56), pages 158-177, January.
• Osinski Roman, 2022. "Sources of Finance for Public-Private Partnership (PPP) in Poland," Central European Economic Journal, Sciendo, vol. 9(56), pages 19-37, January.
• Kluzek Marta & Schmidt-Jessa Katarzyna, 2022. "Special state aid measures during COVID-19 and corporate dividend policy: Early evidence from Polish public companies," Economics and Business Review, Sciendo, vol. 8(1), pages 72-89, April.
• Podedworna-Tarnowska Dorota & Kaszyński Daniel, 2022. "Stock returns and liquidity after listing switch on the Warsaw Stock Exchange," Economics and Business Review, Sciendo, vol. 8(4), pages 111-135, December.
• Azeez N.P. Abdul, 2022. "Does Demonetisation in India Achieve its Objectives?," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 15(3), pages 336-350, September.
• Tomeczek Artur F., 2022. "A minimum spanning tree analysis of the Polish stock market," Journal of Economics and Management, Sciendo, vol. 44(1), pages 420-445, January.
• Shahriar Ahanaf & Mehzabin Saima & Azad Md. Abul Kalam, 2022. "Impact of Country-Level Governance and Ownership Concentration on Firm Value in Central Europe," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 30(1), pages 153-170, June.
• Shahriar Ahanaf & Mehzabin Saima & Azad Md. Abul Kalam, 2022. "Impact of Country-Level Governance and Ownership Concentration on Firm Value in Central Europe," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 30(2), pages 153-170, June.
• Özen Ercan & Hodžić Sabina & Yildirim Ahmet Eren, 2022. "The Linkage Between Fiscal Policy and Non-Performing Household Loans in Turkey," South East European Journal of Economics and Business, Sciendo, vol. 17(2), pages 113-124, December.
• Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022. "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
  • Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ibrahim D. Raheem & Godstime O. Eigbiremolen, 2022. "The behaviour of U.S. stocks to financial and health risks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4607-4618, October.
  • Salissu, Afees & Raheem, Ibrahim & Eigbiremolen, Godstime, 2020. "The behaviour of U.S. stocks to financial and health risks," MPRA Paper 105354, University Library of Munich, Germany.
• Filippo Gusella, 2022. "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
  • Filippo Gusella, 2022. "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics wp2022_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Mohamed Albaity & Ray Saadaoui Mallek & Abu Hanifa Md. Noman & Hussein A. Hassan Al-Tamimi, 2022. "Bank Credit Growth and Trust: Does Institutional Quality Matter? Evidence from the Association of Southeast Asian Nations," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 39(02), pages 223-259, September.
• Chevaughn Van Der Westhuizen & Rene㉠Van Eyden & Goodness C. Aye, 2022. "Contagion Across Financial Markets During Covid-19: A Look At Volatility Spillovers Between The Stock And Foreign Exchange Markets In South Africa," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1-46, March.
• Richard Lu & Jai-Jen Wang & Wing-Keung Wong, 2022. "Investment Based On Size, Value, Momentum And Income Measures: A Study In The Taiwan Stock Market," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(04), pages 1-33, December.
• Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022. "The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 39(04), pages 1-11, August.
  • Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019. "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers 201959, University of Pretoria, Department of Economics.
• Claudio Zara & Shyaam Ramkumar, 2022. "Circular Economy And Default Risk," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-24, June.
• Shih-Kuo Yeh & Wan-Ru Yang & Ren-Raw Chen & Chung-Ying Yeh, 2022. "Stock Liquidity Risk and Cash Preservation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 25(04), pages 1-21, December.
• Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022. "Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 67(04), pages 1377-1388, June.
  • Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020. "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers 202012, University of Pretoria, Department of Economics.
• J Robert Buchanan, 2022. "An Undergraduate Introduction to Financial Mathematics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12964, April.
• Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022. "Who creates and who bears flow externalities in mutual funds?," Discussion Papers 41/2022, Deutsche Bundesbank.
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• Andrew Clare, 2022. "Is there a boutique asset management premium? Evidence from the European fund management industry," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 19-32, February.
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• Cornelia Pop, 2022. "Bucharest Stock Exchange Development Between 1995 And 2020. From Frontier To Secondary Emerging Market," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
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• Filippo Gusella & Giorgio Ricchiuti, 2022. "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics wp2022_20.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Russia’s Shares Market in 2021 and in Early 2022 [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Alexander E. Abramov & Andrey G. Kosyrev & Maria I. Chernova, 2022. "What Should be the Strategy for Stock Market Development in the New Environment [Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022. "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Alexander E. Abramov & Andrey G. Kosyrev & Maria I. Chernova, 2022. "Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
• Knut K. Aase, 2022. "Optimal Risk Sharing in Society," Mathematics, MDPI, vol. 10(1), pages 1-31, January.
  • Aase, Knut K., 2021. "Optimal Risk Sharing in Society," Discussion Papers 2021/10, Norwegian School of Economics, Department of Business and Management Science.
• Azilawati Banchit, Dayang Ernie, 2022. "Agency Conflicts, Dividend Payments, and Ownership Concentration in Comparison of Shariah and Non-Shariah Compliant Listed Companies," GATR Journals afr218, Global Academy of Training and Research (GATR) Enterprise.
• Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Annals of Operations Research, Springer, vol. 318(1), pages 147-161, November.
  • Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Post-Print hal-03740521, HAL.
• Foley, Sean & Frijns, Bart & Garel, Alexandre & Roh, Tai-Yong, 2022. "Who buys Bitcoin? The cultural determinants of Bitcoin activity," International Review of Financial Analysis, Elsevier, vol. 84(C).
  • Sean Foley & Bart Frijns & Alexandre Garel & Tai-Yong Roh, 2022. "Who buys Bitcoin? The cultural determinants of Bitcoin activity," Post-Print hal-03844008, HAL.
• Bourghelle, David & Jawadi, Fredj & Rozin, Philippe, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 294-306.
  • David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach [Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]," Post-Print hal-04412029, HAL.
• Bourghelle, David & Jawadi, Fredj & Rozin, Philippe, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 294-306.
  • David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach [Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]," Post-Print hal-04412029, HAL.
  • David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Post-Print hal-04448652, HAL.
• Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2023. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Empirical Economics, Springer, vol. 65(1), pages 93-110, July.
  • Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2022. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Post-Print hal-04478741, HAL.
• Rainer Lippert, 2022. "Die Werttheorie von Karl Marx - neu interpretiert [Karl Marx's theory of value - reinterpreted]," Working Papers hal-03592387, HAL.
• Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," HEC Research Papers Series 1459, HEC Paris.
  • Jean-Edouard Colliard & Thierry Foucault & Stefano Lovo, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," Working Papers hal-03890671, HAL.
  • Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," CEPR Discussion Papers 17606, C.E.P.R. Discussion Papers.
• Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.
  • Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
  • Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
• Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022. "Risk Transmission between Green Markets and Commodities," Working Papers 21-2021, Copenhagen Business School, Department of Economics.
• Muhammad Abubakr Naeem & Sitara Karim & Tooraj Jamasb & Rabindra Nepal, 2022. "Risk Transmission Between Green Markets and Commodities," CAMA Working Papers 2022-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022. "Risk Transmission between Green Markets and Commodities," Working Papers 2-2022, Copenhagen Business School, Department of Economics.
• Borowiecki, Karol & Dzieliński, Michał & Tepper, Alexander, 2022. "The Great Margin Call: The Role of Leverage in the 1929 Stock Market Crash," Discussion Papers on Economics 1/2022, University of Southern Denmark, Department of Economics.
• Kvam, Emilie & Molnar, Peter & Wankel, Ingvild & Odegaard, Bernt Arne, 2022. "Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media," UiS Working Papers in Economics and Finance 2022/1, University of Stavanger.
• Duffy, John & Friedman, Dan & Rabanal, Jean Paul & Rud, Olga, 2022. "The impact of ETF index inclusion on stock prices," UiS Working Papers in Economics and Finance 2022/2, University of Stavanger.
• Berle, Erika & He, Wanwei & Odegaard, Bernt Arne, 2022. "The expected returns of ESG excluded stocks. The case of exclusions from Norway's Oil Fund," UiS Working Papers in Economics and Finance 2022/3, University of Stavanger.
• Anwar, Amar & Iwasaki, Ichiro, 2022. "The Finance–Growth Nexus inAsia : A Meta-Analytic Approach," CEI Working Paper Series 2022-03, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
• Thomas Hammer & Patrick Siegfried, 2022. "Value-Based Controlling & International Accounting of Economic Value Added (EVA) - An Overview," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 43-48, June.
• Lesia Hariaha, 2022. "Methodological Basis for Studying the Financial Markets Transformation," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 101-106, December.
• Che-Ming Yang & Shuo-Ming Xing, 2022. "Evidence On Relationships Between Oil, Gold, And The China Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 16(1), pages 35-46.
• Adam Lai & Lan Liu, California, 2022. "Seasonal Variations In Treasury Notes Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 16(1), pages 47-58.

2021

• González-Sánchez, Mariano, 2021. "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, vol. 38(C).
• Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš, 2021. "A tale of tails : New evidence on the growth-return nexus," Finance Research Letters, Elsevier, vol. 38(C).
• Scharnowski, Stefan, 2021. "Understanding Bitcoin liquidity," Finance Research Letters, Elsevier, vol. 38(C).
• Amairi, Haifa & Zantour, Ahlem & Saadi, Samir, 2021. "Information dissemination and price discovery," Finance Research Letters, Elsevier, vol. 38(C).
• Bouri, Elie & Vo, Xuan Vinh & Saeed, Tareq, 2021. "Return equicorrelation in the cryptocurrency market: Analysis and determinants," Finance Research Letters, Elsevier, vol. 38(C).
• Pardo, Ángel, 2021. "Carbon and inflation," Finance Research Letters, Elsevier, vol. 38(C).
• Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R., 2021. "Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 38(C).
• Engelhardt, Nils & Krause, Miguel & Neukirchen, Daniel & Posch, Peter N., 2021. "Trust and stock market volatility during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 38(C).
• Aktas, Osman Ulas & Kryzanowski, Lawrence & Zhang, Jie, 2021. "Volatility spillover around price limits in an emerging market," Finance Research Letters, Elsevier, vol. 39(C).
• Cheong, Chee Seng & Tan, Gary & Zurbruegg, Ralf, 2021. "Risk-Relevant Early Life Experiences and Individual Trading Activity," Finance Research Letters, Elsevier, vol. 39(C).
• Chon, Sora & Kim, Jaeho, 2021. "Does the Financial Leverage Effect Depend on Volatility Regimes?," Finance Research Letters, Elsevier, vol. 39(C).
• Li, Helong & Huang, Qin & Wu, Baiyi, 2021. "Improving the naive diversification: An enhanced indexation approach," Finance Research Letters, Elsevier, vol. 39(C).
• Beyene, Nardos & Huang, Peng & Hueng, C. James, 2021. "Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model," Finance Research Letters, Elsevier, vol. 39(C).
• Wu, Yu & Zhang, Tong, 2021. "Can credit ratings predict defaults in peer-to-peer online lending? Evidence from a Chinese platform," Finance Research Letters, Elsevier, vol. 40(C).
• Madan, Dilip B. & Wang, King, 2021. "The structure of financial returns," Finance Research Letters, Elsevier, vol. 40(C).
• Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Vo, Xuan Vinh, 2021. "Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds," Finance Research Letters, Elsevier, vol. 40(C).
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2021. "Performance comparisons between ETFs and traditional index funds: Evidence from China," Finance Research Letters, Elsevier, vol. 40(C).
• Angerer, Martin & Hoffmann, Christian Hugo & Neitzert, Florian & Kraus, Sascha, 2021. "Objective and subjective risks of investing into cryptocurrencies," Finance Research Letters, Elsevier, vol. 40(C).
• Shynkevich, Andrei, 2021. "Bitcoin arbitrage," Finance Research Letters, Elsevier, vol. 40(C).
• Zhang, Yongjie & Wang, Meng & Xiong, Xiong & Zou, Gaofeng, 2021. "Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China," Finance Research Letters, Elsevier, vol. 40(C).
• Kallandranis, Christos & Drakos, Konstantinos, 2021. "Self-Rationing in European Businesses: Evidence from Survey Analysis," Finance Research Letters, Elsevier, vol. 41(C).
• Bazley, William J. & Dayani, Arash & Jannati, Sima, 2021. "Transient emotions, perceptions of well-being, and mutual fund flows," Finance Research Letters, Elsevier, vol. 41(C).
• Gubareva, Mariya, 2021. "The impact of Covid-19 on liquidity of emerging market bonds," Finance Research Letters, Elsevier, vol. 41(C).
• Nazaire, Gregory & Pacurar, Maria & Sy, Oumar, 2021. "Factor Investing and Risk Management: Is Smart-Beta Diversification Smart?," Finance Research Letters, Elsevier, vol. 41(C).
• Cristofaro, Lorenzo & Gil-Alana, Luis A. & Chen, Zhongfei & Wanke, Peter, 2021. "Modelling stock market data in China: Crisis and Coronavirus," Finance Research Letters, Elsevier, vol. 41(C).
• Ante, Lennart & Fiedler, Ingo & Strehle, Elias, 2021. "The influence of stablecoin issuances on cryptocurrency markets," Finance Research Letters, Elsevier, vol. 41(C).
• Zhao, Wanlong & Zhang, Wei & Xiong, Xiong & Zou, Gaofeng, 2021. "How insiders utilize their information advantages in their trading: Evidence from China," Finance Research Letters, Elsevier, vol. 42(C).
• Huang, Yuxuan & Yang, Shenggang & Zhu, Qi, 2021. "Brand equity and the Covid-19 stock market crash: Evidence from U.S. listed firms," Finance Research Letters, Elsevier, vol. 43(C).
• Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
• Kwon, Kyung Yoon & Kang, Jangkoo & Yun, Jaesun, 2021. "Basis-momentum strategies and ranking periods," Finance Research Letters, Elsevier, vol. 43(C).
• Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021. "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Finance Research Letters, Elsevier, vol. 43(C).
  • Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020. "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers 202097, University of Pretoria, Department of Economics.
• Brolley, Michael & Malinova, Katya, 2021. "Informed liquidity provision in a limit order market," Journal of Financial Markets, Elsevier, vol. 52(C).
• Hoang, Khoa & Cannavan, Damien & Huang, Ronghong & Peng, Xiaowen, 2021. "Predicting stock returns with implied cost of capital: A partial least squares approach," Journal of Financial Markets, Elsevier, vol. 53(C).
• Haas, Marlene & Khapko, Mariana & Zoican, Marius, 2021. "Speed and learning in high-frequency auctions," Journal of Financial Markets, Elsevier, vol. 54(C).
• Chen, Jiakai, 2021. "LIBOR's poker," Journal of Financial Markets, Elsevier, vol. 55(C).
• Byoun, Soku & Han, Seung Hun & Shin, Yoon S., 2021. "Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?," Journal of Financial Markets, Elsevier, vol. 56(C).
• Amihud, Yakov & Noh, Joonki, 2021. "The pricing of the illiquidity factor’s conditional risk with time-varying premium," Journal of Financial Markets, Elsevier, vol. 56(C).
• Fricke, Christoph & Fricke, Daniel, 2021. "Vulnerable asset management? The case of mutual funds," Journal of Financial Stability, Elsevier, vol. 52(C).
  • Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable asset management? The case of mutual funds," Discussion Papers 32/2017, Deutsche Bundesbank.
• Choi, Chi-Young & Hansz, J. Andrew, 2021. "From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices," Journal of Financial Stability, Elsevier, vol. 54(C).
• Smales, L.A., 2021. "Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?," Global Finance Journal, Elsevier, vol. 48(C).
• Chen, Xiangyu & Tongurai, Jittima, 2021. "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, vol. 49(C).
• Naqvi, Bushra & Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Porada-Rochoń, Małgorzata & Itani, Rania, 2021. "Is there a green fund premium? Evidence from twenty seven emerging markets," Global Finance Journal, Elsevier, vol. 50(C).
• Cortina, Juan J. & Didier, Tatiana & Schmukler, Sergio L., 2021. "Global corporate debt during crises: Implications of switching borrowing across markets," Journal of International Economics, Elsevier, vol. 131(C).
  • Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2020. "Global Corporate Debt during Crises : Implications of Switching Borrowing across Markets," Policy Research Working Paper Series 9142, The World Bank.
• Canna, Gabriele & Centrone, Francesca & Rosazza Gianin, Emanuela, 2021. "Haezendonck-Goovaerts capital allocation rules," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 173-185.
• Rizi, Majid Haghani, 2021. "What moves housing markets: A state-space approach of the price-income ratio," International Economics, Elsevier, vol. 167(C), pages 96-107.
• Jin, Xiaoye, 2021. "What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
• Nguyen, Linh Hoang & Lambe, Brendan John, 2021. "International tail risk connectedness: Network and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
• Papavassiliou, Vassilios G. & Kinateder, Harald, 2021. "Information shares and market quality before and during the European sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
• Bekaert, Geert & De Santis, Roberto A., 2021. "Risk and return in international corporate bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  • Bekaert, Geert & De Santis, Roberto A., 2020. "Risk and return in international corporate bond markets," Working Paper Series 2452, European Central Bank.
• Gajewski, Jean-François & Tran Dieu, Linh, 2021. "Determinants and performance of outsourcing in the european mutual fund market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
• Kinateder, Harald & Choudhury, Tonmoy & Zaman, Rashid & Scagnelli, Simone D. & Sohel, Nurul, 2021. "Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
• J. Alsubaiei, Bader & Calice, Giovanni & Vivian, Andrew, 2021. "Sovereign CDS and mutual funds: Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
• Liao, Rose & Wang, Xinjie & Wu, Ge, 2021. "The role of media in mergers and acquisitions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
• Gao, Feng & Li, Yubin & Wang, Xinjie & Zhong, Zhaodong (Ken), 2021. "Corporate social responsibility and the term structure of CDS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
• Ibikunle, Gbenga & Li, Youwei & Mare, Davide & Sun, Yuxin, 2021. "Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
• Ohk, Seungbin & Ju, Biung-Ghi, 2021. "Capitalizing on prospect theory value: The Asian developed stock markets," Japan and the World Economy, Elsevier, vol. 57(C).
• Jiao, Yuhan & Liu, Qiang & Guo, Shuxin, 2021. "Pricing kernel monotonicity and term structure: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 123(C).
• Brassil, Anthony & Nodari, Gabriela, 2021. "A Density-Based estimator of core/periphery network structures," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Upson, James & McInish, Thomas & IV, B. Hardy Johnson, 2021. "Order based versus level book trade reporting: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021. "Stock-selection timing," Journal of Banking & Finance, Elsevier, vol. 125(C).
• DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R., 2021. "Hazard stocks and expected returns," Journal of Banking & Finance, Elsevier, vol. 125(C).
• Humphrey, Jacquelyn E. & Li, Yong, 2021. "Who goes green: Reducing mutual fund emissions and its consequences," Journal of Banking & Finance, Elsevier, vol. 126(C).
• Lin, Qi, 2021. "The q5 model and its consistency with the intertemporal CAPM," Journal of Banking & Finance, Elsevier, vol. 127(C).
• Berninger, Marc & Kiesel, Florian & Schiereck, Dirk & Gaar, Eduard, 2021. "Citations and the readers’ information-extracting costs of finance articles," Journal of Banking & Finance, Elsevier, vol. 131(C).
• Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021. "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Zhang, Wei & Li, Yi & Xiong, Xiong & Wang, Pengfei, 2021. "Downside risk and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021. "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Löffler, Gunter & Norden, Lars & Rieber, Alexander, 2021. "Negative news and the stock market impact of tone in rating reports," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Brøgger, Søren Bundgaard, 2021. "The market impact of predictable flows: Evidence from leveraged VIX products," Journal of Banking & Finance, Elsevier, vol. 133(C).
• Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2021. "On the duration of sovereign ratings cycle phases," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 512-526.
• Cipriani, Marco & Fostel, Ana & Houser, Daniel, 2021. "Leverage and asset prices: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 700-717.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and asset prices: an experiment," Staff Reports 548, Federal Reserve Bank of New York.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2020. "Leverage and Asset Prices: An Experiment," NBER Working Papers 26701, National Bureau of Economic Research, Inc.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and Asset Prices: An Experiment," Working Papers 1033, George Mason University, Interdisciplinary Center for Economic Science.
• Montone, Maurizio, 2021. "Optimal pricing in the online betting market," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 344-363.
• Odusami, Babatunde O., 2021. "Volatility jumps and their determinants in REIT returns," Journal of Economics and Business, Elsevier, vol. 113(C).
• Gerlach, Johannes M. & Lutz, Julia K.T., 2021. "Digital financial advice solutions – Evidence on factors affecting the future usage intention and the moderating effect of experience," Journal of Economics and Business, Elsevier, vol. 117(C).
• Eaton, Gregory W. & Irvine, Paul J. & Liu, Tingting, 2021. "Measuring institutional trading costs and the implications for finance research: The case of tick size reductions," Journal of Financial Economics, Elsevier, vol. 139(3), pages 832-851.
• Bogousslavsky, Vincent & Collin-Dufresne, Pierre & Sağlam, Mehmet, 2021. "Slow-moving capital and execution costs: Evidence from a major trading glitch," Journal of Financial Economics, Elsevier, vol. 139(3), pages 922-949.
• Holden, Craig W. & Lu, Dong & Lugovskyy, Volodymyr & Puzzello, Daniela, 2021. "What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market," Journal of Financial Economics, Elsevier, vol. 140(1), pages 270-291.
• Croce, M. & Nguyen, Thien T. & Raymond, S., 2021. "Persistent government debt and aggregate risk distribution," Journal of Financial Economics, Elsevier, vol. 140(2), pages 347-367.
• Noh, Suzie & So, Eric C. & Verdi, Rodrigo S., 2021. "Calendar rotations: A new approach for studying the impact of timing using earnings announcements," Journal of Financial Economics, Elsevier, vol. 140(3), pages 865-893.
• Jiang, Hao & Li, Sophia Zhengzi & Wang, Hao, 2021. "Pervasive underreaction: Evidence from high-frequency data," Journal of Financial Economics, Elsevier, vol. 141(2), pages 573-599.
• Sokolov, Konstantin, 2021. "Ransomware activity and blockchain congestion," Journal of Financial Economics, Elsevier, vol. 141(2), pages 771-782.
• Gonçalves, Andrei S., 2021. "The short duration premium," Journal of Financial Economics, Elsevier, vol. 141(3), pages 919-945.
• Huang, Shiyang & Lin, Tse-Chun & Xiang, Hong, 2021. "Psychological barrier and cross-firm return predictability," Journal of Financial Economics, Elsevier, vol. 142(1), pages 338-356.
• Li, Jennifer (Jie) & Massa, Massimo & Zhang, Hong & Zhang, Jian, 2021. "Air pollution, behavioral bias, and the disposition effect in China," Journal of Financial Economics, Elsevier, vol. 142(2), pages 641-673.
• Bai, Jennie & Bali, Turan G. & Wen, Quan, 2021. "Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1017-1037.
• Rouen, Ethan & So, Eric C. & Wang, Charles C.Y., 2021. "Core earnings: New data and evidence," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1068-1091.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1253-1274.
  • Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2020. "Informed trading in government bond markets," Bank of England working papers 871, Bank of England.
  • Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," LSE Research Online Documents on Economics 118857, London School of Economics and Political Science, LSE Library.
  • Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," LSE Research Online Documents on Economics 108504, London School of Economics and Political Science, LSE Library.
• Degryse, Hans & Karagiannis, Nikolaos & Tombeur, Geoffrey & Wuyts, Gunther, 2021. "Two shades of opacity: Hidden orders and dark trading," Journal of Financial Intermediation, Elsevier, vol. 47(C).
• Didier, Tatiana & Levine, Ross & Llovet Montanes, Ruth & Schmukler, Sergio L., 2021. "Capital market financing and firm growth," Journal of International Money and Finance, Elsevier, vol. 118(C).
  • Tatiana Didier & Ross Levine & Ruth Llovet Montanes & Sergio L. Schmukler, 2020. "Capital Market Financing and Firm Growth," Mo.Fi.R. Working Papers 166, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  • Didier Brandao,Tatiana & Levine,Ross Eric & Llovet Montanes,Ruth & Schmukler,Sergio L., 2020. "Capital Market Financing and Firm Growth," Policy Research Working Paper Series 9337, The World Bank.
• Sinha, Rajesh Kumar, 2021. "Macro disagreement and analyst forecast properties," Journal of Contemporary Accounting and Economics, Elsevier, vol. 17(1).
• Carpantier, Jean-François, 2021. "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, vol. 24(C).
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• Heri Oscar Landa Díaz & Verónica Cerezo García, 2021. "La pandemia Covid-19, la crisis financiera y la dinámica (Overshooting) del tipo de cambio," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-22, Julio - S.
• Tomás Gómez Rodríguez & Humberto Ríos Bolívar & Adriana Zambrano Reyes, 2021. "Volatilidad y COVID-19: evidencia empírica internacional," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-20, Julio - S.
• Aeimit Lakdawala & Rajeswari Sengupta, 2021. "Measuring monetary policy shocks in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-021, Indira Gandhi Institute of Development Research, Mumbai, India.
• Péter Csóka & P. Jean-Jacques Herings, 2021. "An Axiomatization of the Proportional Rule in Financial Networks," Management Science, INFORMS, vol. 67(5), pages 2799-2812, May.
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• Wenqian Huang & Albert J. Menkveld & Shihao Yu, 2021. "Central Counterparty Exposure in Stressed Markets," Management Science, INFORMS, vol. 67(6), pages 3596-3617, June.
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• Rene Schwaiger & Laura Hueber, 2021. "Do MTurkers Exhibit Myopic Loss Aversion?," Working Papers 2021-12, Faculty of Economics and Statistics, Universität Innsbruck.
• Vitor H. Carvalho & Raquel M. Gaspar, 2021. "Relativistically into Finance," Working Papers REM 2021/0175, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Jelson Serafim, 2021. "Financial deepening, Stock market, Inequality and Poverty: Some African Evidence," Working Papers REM 2021/0177, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• António Afonso & M. Carmen Blanco-Arana, 2024. "Unemployment and Financial Development: Evidence for OECD Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(4), pages 661-683, December.
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• Seren Firat & Esat Dasdemir, 2021. "Application of Quantity Theory of Money in Cryptocurrencies: Example of Bitcoin and the Impact of Covid-19," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 71(1), pages 81-102, June.
• Ozdemir, Huseyin & Ozdemir, Zeynel Abidin, 2021. "A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic," IZA Discussion Papers 14888, Institute of Labor Economics (IZA).
• H. Nazan ÇaÄŸlar, 2021. "Bitcoin chaotic analysis: A price forecasting model proposal," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 9(1), pages .33-39, February.
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• Nicholas Salmon & Indranil SenGupta, 2021. "Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging," Annals of Finance, Springer, vol. 17(4), pages 529-558, December.
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• Ngo Thai Hung, 2021. "Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 429-448, September.
• Heeho Kim, 2021. "Strategic Spreads in Electronic Brokerage Services," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 49(1), pages 97-99, March.
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• Juan Andres Rodriguez-Nieto & Andre V. Mollick, 2021. "The US financial crisis, market volatility, credit risk and stock returns in the Americas," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(2), pages 225-254, June.
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• Eduard Baitinger & Samuel Flegel, 2021. "The better turbulence index? Forecasting adverse financial markets regimes with persistent homology," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 277-308, September.
• Benjamin R. Auer, 2021. "Have trend-following signals in commodity futures markets become less reliable in recent years?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(4), pages 533-553, December.
• Xi Fu & Xiaoxi Wu & Zhifang Zhang, 2021. "The Information Role of Earnings Conference Call Tone: Evidence from Stock Price Crash Risk," Journal of Business Ethics, Springer, vol. 173(3), pages 643-660, October.
• Sicheng He, 2021. "Growth, innovation, credit constraints, and stock price bubbles," Journal of Economics, Springer, vol. 133(3), pages 239-269, August.
• Shuxin Guo, 2021. "Do futures lead the index under stress? Evidence from the 2015 Chinese market turmoil and its aftermath," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 91-110, January.
• Dimitrios Koutmos & James E. Payne, 2021. "Intertemporal asset pricing with bitcoin," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 619-645, February.
• Gurdip Bakshi & Charles Cao & Zhaodong (Ken) Zhong, 2021. "Assessing models of individual equity option prices," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 1-28, July.
• K. C. Kenneth Chu & W. H. Sophia Zhai, 2021. "Distress risk puzzle and analyst forecast optimism," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 429-460, August.
• Wenbo Ma & Xinjie Wang & Yuan Wang & Ge Wu, 2021. "Measuring misleading information in IPO prospectuses," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 819-843, October.
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• Tanweer Akram, 2021. "A Keynesian Approach to Modeling the Long-Term Interest Rate," Economics Working Paper Archive wp_988, Levy Economics Institute.
• Tanweer Akram, 2021. "Multifactor Keynesian Models of the Long-Term Interest Rate," Economics Working Paper Archive wp_991, Levy Economics Institute.
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• Jamal Bouoiyour, Refk Selmi, 2021. "The financial costs of terrorism: evidence from Germany," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 18(1), pages 87-104, June.
• Tehrani , Reza & Veisizadeh , Vahid, 2021. "Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(1), pages 43-70, March.
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• Tamás Katona, 2021. "Decentralized Finance - The Possibilities of a Blockchain "Money Lego" System," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(1), pages 74-102.
• Emilia Nemeth-Durko & Anita Hegedus, 2021. "Climate Change in the Capital Markets: A Study of Actively Managed Green Bond Funds," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(4), pages 38-64..
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• Amber Anand & Mehrdad Samadi & Jonathan Sokobin & Kumar Venkataraman, 2021. "Institutional Order Handling and Broker-Affiliated Trading Venues," NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3364-3402, National Bureau of Economic Research, Inc.
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• Jacky Lin & Genevieve C. Selden & John B. Shoven & Clemens Sialm, 2021. "Replicating the Dow Jones Industrial Average," NBER Working Papers 28528, National Bureau of Economic Research, Inc.
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• Jose Pizarro & Eduardo S. Schwartz, 2021. "Optimal Harvest with Multiple Fishing Zones, Endogenous Price and Global Uncertainty," NBER Working Papers 28732, National Bureau of Economic Research, Inc.
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• Kun Li & Xin (Kelly) Liu & Shang-Jin Wei, 2021. "Is Stock Index Membership for Sale?," NBER Working Papers 29365, National Bureau of Economic Research, Inc.
• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021. "Predicting the Oil Market," NBER Working Papers 29379, National Bureau of Economic Research, Inc.
• Keller, Wolfgang & Shiue, Carol, 2021. "The Economic Consequences of the Opium War," CEPR Discussion Papers 16242, C.E.P.R. Discussion Papers.
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• Emanuele Citera, 2021. "Stock Returns, Market Trends, and Information Theory: A Statistical Equilibrium Approach," Working Papers 2116, New School for Social Research, Department of Economics.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Maio, Paulo & Philip, Dennis, 2021. "Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns," Critical Finance Review, now publishers, vol. 10(1), pages 65-81, April.
• Andrew Y. Chen & Fabian Winkler & Rebecca Wasyk, 2021. "In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less," Critical Finance Review, now publishers, vol. 10(3), pages 329-381, August.
• Burkhard Raunig, 2021. "Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig)," Working Papers 234, Oesterreichische Nationalbank (Austrian Central Bank).
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks," Discussion Papers in Economics and Business 21-23, Osaka University, Graduate School of Economics.
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency in five countries," Discussion Papers in Economics and Business 21-24, Osaka University, Graduate School of Economics, revised Dec 2021.
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency in Five Markets," Discussion Papers in Economics and Business 21-24-Rev., Osaka University, Graduate School of Economics, revised Dec 2021.
• Torben Andersen & Ilya Archakov & Leon Grund & Nikolaus Hautsch & Yifan Li & Sergey Nasekin & Ingmar Nolte & Manh Cuong Pham & Stephen Taylor & Viktor Todorov, 2021. "A Descriptive Study of High-Frequency Trade and Quote Option Data [Stealth Trading in Options Markets]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 128-177.
• Joel Hasbrouck, 2021. "Price Discovery in High Resolution," Journal of Financial Econometrics, Oxford University Press, vol. 19(3), pages 395-430.
• Peter N Dixon, 2021. "Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency? [The market for ‘lemons’: Quality uncertainty and the market mechanism]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 122-168.
• Ilan Cooper & Liang Ma & Paulo Maio & Dennis Philip, 2021. "Multifactor Models and Their Consistency with the APT [Eigenvalue ratio test for the number of factors]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 402-444.
• Mehran Azimi & Anup Agrawal, 2021. "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning [Cash holdings and credit risk]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 762-805.
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• Michael J Cooper & Michael Halling & Wenhao Yang, 2021. "The Persistence of Fee Dispersion among Mutual Funds [The emerging landscape of retail e-commerce]," Review of Finance, European Finance Association, vol. 25(2), pages 365-402.
• Andrew Bird & Stephen A Karolyi & Thomas G Ruchti & Phong Truong, 2021. "More is Less: Publicizing Information and Market Feedback [Illiquidity and stock returns: cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 25(3), pages 745-775.
• Ricardo J Caballero & Alp Simsek, 2021. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
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• Jinghan Cai & Jibao He & Wenxi Jiang & Wei Xiong, 2021. "The Whack-a-Mole Game: Tobin Taxes and Trading Frenzy [Range-based estimation of stochastic volatility models]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5723-5755.
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• Simon C Smith & Allan Timmermann & Stijn Van Nieuwerburgh, 2021. "Break Risk [Maximum likelihood estimation of the equity premium]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 2045-2100.
• Amber Anand & Chotibhak Jotikasthira & Kumar Venkataraman, 2021. "Mutual Fund Trading Style and Bond Market Fragility," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2993-3044.
• Amber Anand & Mehrdad Samadi & Jonathan Sokobin & Kumar Venkataraman, 2021. "Institutional Order Handling and Broker-Affiliated Trading Venues [Performance of institutional trading desks: An analysis of persistence in trading costs]," The Review of Financial Studies, Society for Financial Studies, vol. 34(7), pages 3364-3402.
• Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
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• Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021. "Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 426-428, August.
• Ramona Birau & Jatin Trivedi & Cristi Spulbar, 2021. "Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 691-696, August.
• Silvia Ghiță-Mitrescu, 2021. "Trends of the Energy Market Reflection on the Capital Market in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1023-1030, December.
• Meneses Cerón, Luis Ángel & Carabalí Mosquera, Jaime Andrés & Pérez Pacheco, Camilo Andrés, 2021. "La relación entre el gobierno corporativo y la valoración, apalancamiento y desempeño financiero en Colombia || The relationship between corporate governance, valuation, leverage and financial perform," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 324-340, December.
• Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021. "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 360-375, September.
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• Mendiela, Pauline, 2021. "Information security breaches and financial market reaction: the French case," MPRA Paper 105029, University Library of Munich, Germany.
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• K M, Siby, 2021. "A Study on Consumer Perception of Digital Payment Methods in times of Covid Pandemic," MPRA Paper 107002, University Library of Munich, Germany.
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• Sakemoto, Ryuta, 2021. "Economic Evaluation of Cryptocurrency Investment," MPRA Paper 108283, University Library of Munich, Germany.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021. "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper 109231, University Library of Munich, Germany.
• Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
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• Manda, Vijaya Kittu & Sana, Alekhya, 2021. "Impact Of Mental Health And Well-Being Of Indian Stock Market Traders," MPRA Paper 109941, University Library of Munich, Germany.
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• Chiad, Faycal & Hadj Sahraoui, Hamoudi, 2021. "What Drives Stock Market Development in Arab Countries?," MPRA Paper 112035, University Library of Munich, Germany, revised 2021.
• Nanaeva, Zhamal & Aysan, Ahmet Faruk, 2021. "Fintech As a Financial Disruptor: The Bibliometric Analysis," MPRA Paper 115535, University Library of Munich, Germany.
• Javaid, Shahid Hussain, 2021. "Non-interest Income and Profitability: A Case of Pakistani Banks," MPRA Paper 117425, University Library of Munich, Germany, revised 2022.
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• Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021. "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers 202152, University of Pretoria, Department of Economics.
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• Tanweer Akram, 2021. "A Note Concerning the Dynamics of Government Bond Yields," The American Economist, Sage Publications, vol. 66(2), pages 323-339, October.
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• Lee A. Smales, 2021. "Policy uncertainty in Australian financial markets," Australian Journal of Management, Australian School of Business, vol. 46(3), pages 523-547, August.
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• Lan Khanh Chu, 2021. "Financial Access of Latin America and Caribbean Firms: What Are the Roles of Institutional, Financial, and Economic Development?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 227-263, December.
• Kamil Gemra & Piotr Hościłowicz, 2021. "Świadomość funkcjonowania crowdfundingu," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 67-90.
• Chaeshick Chung & Sukjin Park, 2021. "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers 2108, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
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• Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan, 2021. "Investor behavior and weather factors: evidences from Asian region," Annals of Operations Research, Springer, vol. 299(1), pages 349-373, April.
• Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 279-307, April.
• Giovanni Bonaccolto, 2021. "Quantile– based portfolios: post– model– selection estimation with alternative specifications," Computational Management Science, Springer, vol. 18(3), pages 355-383, July.
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• Mercedes Alda, 2021. "Managers beyond borders: side-by-side management in mutual funds and pension funds," Review of Managerial Science, Springer, vol. 15(2), pages 399-436, February.
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• Riko Stevens, 2021. "Arthur Cecil Pigou on Speculation: A Marshallian Analysis of Institutions and Economic Welfare," Economics Discussion / Working Papers 21-15, The University of Western Australia, Department of Economics.
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  • Marc Goergen & Dimitrios Gounopoulos & Panagiotis Koutroumpis, 2019. "Do Multiple Credit Ratings Reduce Money Left on the Table? Evidence from US. IPOs," Working Papers 884, Queen Mary University of London, School of Economics and Finance.
• Colak, Gonul & Gounopoulos, Dimitrios & Loukopoulos, Panagiotis & Loukopoulos, Georgios, 2021. "Political power, local policy uncertainty and IPO pricing," Journal of Corporate Finance, Elsevier, vol. 67(C).
• Aoki, Yasuharu, 2021. "The effect of bank relationships on bond spreads: Additional evidence from Japan," Journal of Corporate Finance, Elsevier, vol. 68(C).
• Luong, Thanh Son & Qiu, Buhui & Wu, Yi (Ava), 2021. "Does it pay to be socially connected with wall street brokerages? Evidence from cost of equity," Journal of Corporate Finance, Elsevier, vol. 68(C).
• Cahill, Daniel & Liu, Zhangxin (Frank), 2021. "Limitations of imitation: Lessons from another Bitcoin copycat," Journal of Corporate Finance, Elsevier, vol. 69(C).
• Stephie Tsai, Hsin-Ju & Wu, Yuliang & Xu, Bin, 2021. "Does capital market drive corporate investment efficiency? Evidence from equity lending supply," Journal of Corporate Finance, Elsevier, vol. 69(C).
• Gutkowski, Violeta A., 2021. "Sovereign illiquidity and recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
• Baltakienė, Margarita & Kanniainen, Juho & Baltakys, Kęstutis, 2021. "Identification of information networks in stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
• Yang, Lu & Hamori, Shigeyuki, 2021. "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 142-158.
• Abuzayed, Bana & Bouri, Elie & Al-Fayoumi, Nedal & Jalkh, Naji, 2021. "Systemic risk spillover across global and country stock markets during the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 180-197.
• Ferrara, Gerardo & Kim, Jun Sung & Koo, Bonsoo & Liu, Zijun, 2021. "Counterparty choice in the UK credit default swap market: An empirical matching approach," Economic Modelling, Elsevier, vol. 94(C), pages 58-74.
• Song, Chang-Qing & Chang, Chun-Ping & Gong, Qiang, 2021. "Economic growth, corruption, and financial development: Global evidence," Economic Modelling, Elsevier, vol. 94(C), pages 822-830.
• Hossain, Monzur & Yoshino, Naoyuki & Taghizadeh-Hesary, Farhad, 2021. "Default risks, moral hazard and market-based solution: Evidence from renewable energy market in Bangladesh," Economic Modelling, Elsevier, vol. 95(C), pages 489-499.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2021. "Financial and nonfinancial global stock market volatility shocks," Economic Modelling, Elsevier, vol. 96(C), pages 128-134.
  • Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2018. "Financial and non-financial global stock market volatility shocks," CAMA Working Papers 2018-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2018. "Financial and non-financial global stock market volatility shocks," Working Papers 2018-07, University of Tasmania, Tasmanian School of Business and Economics.
• Sturn, Simon & Epstein, Gerald, 2021. "How much should we trust five-year averaging to purge business cycle effects? A reassessment of the finance-growth and capital accumulation-unemployment nexus," Economic Modelling, Elsevier, vol. 96(C), pages 242-256.
• Aslanidis, Nektarios & Martinez, Oscar, 2021. "Correlation regimes in international equity and bond returns," Economic Modelling, Elsevier, vol. 97(C), pages 397-410.
• Singh, Amanjot, 2021. "Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia," Economic Modelling, Elsevier, vol. 97(C), pages 45-57.
• Cepoi, Cosmin-Octavian & Anghel, Dan-Gabriel & Pop, Ionuţ Daniel, 2021. "Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks," Economic Modelling, Elsevier, vol. 98(C), pages 302-318.
• Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi, 2021. "Oil price shocks, geopolitical risks, and green bond market dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
• Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco, 2021. "Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019. "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," Working Papers 201913, University of Pretoria, Department of Economics.
  • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019. "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS61, Faculty of Economics and Management at the Free University of Bozen.
• Jiang, Wei & Liu, Yan, 2021. "The asymmetric effect of crude oil prices on stock prices in major international financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
• Tan, Chia-Yen & Koh, You-Beng & Ng, Kok-Haur & Ng, Kooi-Huat, 2021. "Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
• Okorie, David Iheke & Lin, Boqiang, 2021. "Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
• Odusami, Babatunde O, 2021. "Forecasting the Value-at-Risk of REITs using realized volatility jump models," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
• Shi, Huai-Long & Zhou, Wei-Xing, 2021. "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  • Huai-Long Shi & Wei-Xing Zhou, 2019. "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," Papers 1910.13115, arXiv.org, revised Oct 2022.
• Bai, Caiquan & Yan, Hong & Yin, Shanggang & Feng, Chen & Wei, Qian, 2021. "Exploring the development trend of internet finance in China: Perspective from club convergence," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
• Kim, Jong-Min & Kim, Dong H. & Jung, Hojin, 2021. "Applications of machine learning for corporate bond yield spread forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
• Su, Fei & Wang, Xinyi, 2021. "Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
• Uluceviz, Erhan & Yilmaz, Kamil, 2021. "Measuring real–financial connectedness in the U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  • Erhan Uluceviz & Kamil Yilmaz, 2018. "Measuring Real-Financial Connectedness in the U.S. Economy," Working Papers 2018-02, Gebze Technical University, Department of Economics.
  • Erhan Uluceviz & Kamil Yilmaz, 2018. "Measuring Real-Financial Connectedness in the U.S. Economy," Koç University-TUSIAD Economic Research Forum Working Papers 1812, Koc University-TUSIAD Economic Research Forum.
• Gross, Christian & Jarmuzek, Mariusz & Pancaro, Cosimo, 2021. "Macro-stress testing dividend income. Evidence from euro area banks," Economics Letters, Elsevier, vol. 201(C).
• Kouaissah, Noureddine, 2021. "Robust conditional expectation reward–risk performance measures," Economics Letters, Elsevier, vol. 202(C).
• Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2021. "Inflation and cryptocurrencies revisited: A time-scale analysis," Economics Letters, Elsevier, vol. 206(C).
• Doerr, S. & Erdem, M. & Franco, G. & Gambacorta, L. & Illes, A., 2021. "Technological capacity and firms’ recovery from Covid-19," Economics Letters, Elsevier, vol. 209(C).
  • Sebastian Doerr & Magdalena Erdem & Guido Franco & Leonardo Gambacorta & Anamaria Illes, 2021. "Technological capacity and firms' recovery from Covid-19," BIS Working Papers 965, Bank for International Settlements.
• Wang, Gang-Jin & Zhu, Chun-Long, 2021. "BP-CVaR: A novel model of estimating CVaR with back propagation algorithm," Economics Letters, Elsevier, vol. 209(C).
• Schwaiger, Rene & Hueber, Laura, 2021. "Do MTurkers exhibit myopic loss aversion?," Economics Letters, Elsevier, vol. 209(C).
• Khalid, Usman & Shafiullah, Muhammad, 2021. "Financial development and governance: A panel data analysis incorporating cross-sectional dependence," Economic Systems, Elsevier, vol. 45(2).
  • Khalid, Usman & Shafiullah, Muhammad, 2020. "Financial Development and Governance: A Panel Data Analysis Incorporating Cross-sectional Dependence," MPRA Paper 100880, University Library of Munich, Germany.
• Liu, Shiyuan & Du, Jiang & Zhang, Weike & Tian, Xiaoli & Kou, Gang, 2021. "Innovation quantity or quality? The role of political connections," Emerging Markets Review, Elsevier, vol. 48(C).
• Pu, Yun & Zulauf, Carl, 2021. "Where are the fundamental traders? A model application based on the Shanghai Stock Exchange," Emerging Markets Review, Elsevier, vol. 49(C).
• Cheng, Feiyang & Wang, Chunfeng & Chiao, Chaoshin & Yao, Shouyu & Fang, Zhenming, 2021. "Retail attention, retail trades, and stock price crash risk," Emerging Markets Review, Elsevier, vol. 49(C).
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2021. "Liquidity provider incentives in fragmented securities markets," Journal of Empirical Finance, Elsevier, vol. 60(C), pages 16-38.
• Chen, Yu-Lun & Yang, J. Jimmy, 2021. "Trader positions in VIX futures," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 1-17.
• Jiang, Jinglin & Liao, Li & Lu, Xi & Wang, Zhengwei & Xiang, Hongyu, 2021. "Deciphering big data in consumer credit evaluation," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 28-45.
• Gao, Xin & Xu, Weidong & Li, Donghui & Xing, Lu, 2021. "Media coverage and investment efficiency," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 270-293.
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2021. "Investor sentiment and stock returns: Global evidence," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 365-391.
• Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin, 2021. "City goes dark: Dark trading and adverse selection in aggregate markets," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 1-22.
• Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan, 2021. "On the stability of stablecoins," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 207-223.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, vol. 104(C).
• Kocaarslan, Baris & Soytas, Ugur, 2021. "Reserve currency and the volatility of clean energy stocks: The role of uncertainty," Energy Economics, Elsevier, vol. 104(C).
• Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021. "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, vol. 104(C).
  • Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020. "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers 2020100, University of Pretoria, Department of Economics.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021. "Hedging stocks with oil," Energy Economics, Elsevier, vol. 93(C).
• Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021. "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, vol. 95(C).
• Umar, Zaghum & Trabelsi, Nader & Zaremba, Adam, 2021. "Oil shocks and equity markets: The case of GCC and BRICS economies," Energy Economics, Elsevier, vol. 96(C).
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021. "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, vol. 97(C).
• Urom, Christian & Mzoughi, Hela & Abid, Ilyes & Brahim, Mariem, 2021. "Green markets integration in different time scales: A regional analysis," Energy Economics, Elsevier, vol. 98(C).
• Smales, L.A., 2021. "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, vol. 73(C).
• Sun, Qingru & Gao, Xiangyun & An, Haizhong & Guo, Sui & Liu, Xueyong & Wang, Ze, 2021. "Which time-frequency domain dominates spillover in the Chinese energy stock market?," International Review of Financial Analysis, Elsevier, vol. 73(C).
• Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021. "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 74(C).
  • Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021. "Assessing the safe haven property of the gold market during COVID-19 pandemic," MPRA Paper 105353, University Library of Munich, Germany.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021. "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, vol. 74(C).
• Siddique, Md Abubakar & Akhtaruzzaman, Md & Rashid, Afzalur & Hammami, Helmi, 2021. "Carbon disclosure, carbon performance and financial performance: International evidence," International Review of Financial Analysis, Elsevier, vol. 75(C).
  • Md Abubakar Siddique & Md Akhtaruzzaman & Afzalur Rashid & Helmi Hammami, 2021. "Carbon disclosure, carbon performance and financial performance: International evidence," Post-Print hal-03329120, HAL.
• Au Yong, Hue Hwa & Laing, Elaine, 2021. "Stock market reaction to COVID-19: Evidence from U.S. Firms’ International exposure," International Review of Financial Analysis, Elsevier, vol. 76(C).
• Goodell, John & Li, Mingsheng & Liu, Desheng, 2021. "Price informativeness and state-owned enterprises: Considering their heterogeneity," International Review of Financial Analysis, Elsevier, vol. 76(C).
• Liu, Cai & Varotto, Simone, 2021. "Is small beautiful? The resilience of small banks during the European debt crisis," International Review of Financial Analysis, Elsevier, vol. 76(C).
• Chen, Wang & Zhang, Zhiwen & Hamori, Shigeyuki & Kinkyo, Takuji, 2021. "Not all bank systemic risks are alike: Deposit insurance and bank risk revisited," International Review of Financial Analysis, Elsevier, vol. 77(C).
• Wahidin, Deni & Akimov, Alexandr & Roca, Eduardo, 2021. "The impact of bond market development on economic growth before and after the global financial crisis: Evidence from developed and developing countries," International Review of Financial Analysis, Elsevier, vol. 77(C).
• Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021. "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
  • Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2019. "VCRIX - a volatility index for crypto-currencies," IRTG 1792 Discussion Papers 2019-027, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Bajzik, Josef, 2021. "Trading volume and stock returns: A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 78(C).
  • Josef Bajzik, 2020. "Trading Volume and Stock Returns: A Meta-Analysis," Working Papers IES 2020/45, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2020.
• Su, Fei & Feng, Xu & Tang, Songlian, 2021. "Do site visits mitigate corporate fraudulence? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
• Smith, Simon C., 2021. "International stock return predictability," International Review of Financial Analysis, Elsevier, vol. 78(C).

2020

• Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020. "Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(4), pages 44-76, December.
• Muhammad Hanif & Kiran Zafar, 2020. "Developments in Islamic Finance Literature: Evidence from Specialized Journals التطورات في أدبيات التمويل الإسلامي: أدلة من دوريات متخصصة," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 33(2), pages 3-23, July.
• Albert S. Kyle & Anna A. Obizhaeva, 2020. "Adverse Selection and Liquidity: From Theory to Practice," Working Papers w0268, New Economic School (NES).
• Güven Sevil & Tutku Ünkaracalar, 2020. "An Assessment of The Relationship Between CDS Spreads And Portfolio Investments: Turkey Case," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(113), pages 285-300, April.
• Haşmet Sarıgül, 2020. "A Research on the Relationship Between Sovereign Credit Default Swap Premiums and Stock Indexes in Emerging Financial Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(114), pages 103-128, October.
• Esengül Salihoglu, 2020. "Determinants of Profitability Performances of Commercial Banks in Turkey after the Global Crisis Period," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(114), pages 211-240, October.
• Mehmet Emin Yıldız & Naci Yılmaz, 2020. "Comparing Performances of the Portfolios Created According to the Net Working Capital Approach: Example of Istanbul Stock Exchange," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(114), pages 241-262, October.
• Serdar Ögel & Halil İbrahim Gökgöz, 2020. "Analysis of the Relation of Bist 100 and Participation Index With Interest and Exchange Rates," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(114), pages 353-374, October.
• Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020. "Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(4), pages 44-76, December.
  • Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020. "Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries," International Association of Decision Sciences, Asia University, Taiwan, vol. 24(4), pages 44-76, December.
• ÇağatayORÇUN, 2020. "İnternet Tabanlı Yatırımcı İlişkileri Analizi: Borsa İstanbul Ulaştırma Sektöründe Bir İnceleme," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(1), pages 128-139.
• Melih Özçalık & Sevinç Güler Özçalık, 2020. "Turizm Endeksinde Döviz Kuru Etkisi: BIST’te Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(2), pages 374-388.
• Umut Uyar & Gözde Sarak, 2020. "Finansal Oranlar ile Firma Değeri İlişkisinin Borsa İstanbul ve Londra Borsası İmalat Sanayi Sektörlerinde Karşılaştırılması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(3), pages 537-560.
• Türker Şimşek & Oktay Özkan, 2020. "The Time-Varying Impact of Covid-19 on Stock Returns: Evidence on Developed Countries from a Bootstrap Rolling Window Causality Method," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(SI), pages 1-12.
• Suzanne K. Hayes & Bree L. Dority & Sarah J. Borchers, 2020. "Equity Crowdfunding Success: An Examination Of Title Ii Offerings," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 25, pages 9-25, June.
• Ngoc Bao Vuong & Yoshihisa Suzuki, 2020. "Does Fear has Stronger Impact than Confidence on Stock Returns? The Case of Asia-Pacific Developed Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(2), pages 157-175, June.
• Dumitru BELDIMAN & Alia Gabriela DUȚĂ, 2020. "Possibilities to Quantify the Impact of Accessing Structural Funds and Cohesion Using Econometric Models," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(22), pages 21-33, November.
• Ionela BUTU & Petre BREZEANU, 2020. "Fighting VAT Fraud through Administrative Tools in the European Union," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(22), pages 90-101, November.
• Kreitmeir, David & Lane, Nathaniel & Raschky, Paul A, 2020. "The Value of Names - Civil Society, Information, and Governing Multinationals on the Global Periphery," SocArXiv aw7sq, Center for Open Science.
  • David Kreitmeir & Nathan Lane & Paul A. Raschky, 2022. "The Value of Names – Civil Society, Information, and Governing Multinationals on the Global Periphery," CSAE Working Paper Series 2022-06, Centre for the Study of African Economies, University of Oxford.
  • David Kreitmeir & Nathan Lane & Paul A. Raschky, 2020. "The Value of Names - Civil Society, Information, and Governing Multinationals on the Global Periphery," SoDa Laboratories Working Paper Series 2020-10, Monash University, SoDa Laboratories.
• Adam Czelleng, 2020. "Market liquidity and funding liquidity: Empirical analysis of liquidity flows using VAR framework," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 70(4), pages 513-530, December.
• Levent Bulut & Islam Rizvanoghlu, 2020. "Is gold a safe haven? The international evidence revisited," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 70(4), pages 531-549, December.
• Didier, Tatiana & Levine, Ross & Llovet Montanes, Ruth & Schmukler, Sergio L., 2021. "Capital market financing and firm growth," Journal of International Money and Finance, Elsevier, vol. 118(C).
  • Didier Brandao,Tatiana & Levine,Ross Eric & Llovet Montanes,Ruth & Schmukler,Sergio L., 2020. "Capital Market Financing and Firm Growth," Policy Research Working Paper Series 9337, The World Bank.
  • Tatiana Didier & Ross Levine & Ruth Llovet Montanes & Sergio L. Schmukler, 2020. "Capital Market Financing and Firm Growth," Mo.Fi.R. Working Papers 166, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• Amir Rafique & Muhammad Umer Quddoos & Irfan Khadim & Muhammad Tariq, 2020. "Financial and Operating Performance of Initial Public Offerings in Pakistan," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 2(1), pages 35-42, June.
• Gianluca Cassese, 2021. "Complete and competitive financial markets in a complex world," Finance and Stochastics, Springer, vol. 25(4), pages 659-688, October.
  • Gianluca Cassese, 2020. "Complete and Competitive Financial Markets in a Complex World," Working Papers 435, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
  • Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org, revised Mar 2021.
• Olkhov, Victor, 2020. "Volatility Depend on Market Trades and Macro Theory," MPRA Paper 102434, University Library of Munich, Germany.
  • Victor Olkhov, 2020. "Volatility Depends on Market Trades and Macro Theory," Papers 2008.07907, arXiv.org, revised Jun 2024.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018. "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
  • Trimborn, Simon & Härdle, Wolfgang Karl, 2020. "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers 2020-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Simon Trimborn & Wolfgang Karl Hardle, 2020. "CRIX an index for cryptocurrencies," Papers 2009.09782, arXiv.org.
• Peng-Fei Dai & Xiong Xiong & Zhifeng Liu & Toan Luu Duc Huynh & Jianjun Sun, 2021. "Preventing crash in stock market: The role of economic policy uncertainty during COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-15, December.
  • Peng-Fei Dai & Xiong Xiong & Zhifeng Liu & Toan Luu Duc Huynh & Jianjun Sun, 2020. "Preventing crash in stock market: The role of economic policy uncertainty during COVID-19," Papers 2010.01043, arXiv.org, revised Aug 2021.
• Jannatul Ferdaous & Senjuti Barua, 2020. "Firm-Specific Factors and Stock Returns: Evidence from Selected Private Commercial Banks Listed on the Dhaka Stock Exchange," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(11), pages 1259-1268, November.
• Fu Qiao & Yan Yan, 2020. "A Demand-Oriented Industry-Specific Volatility Spillover Network Analysis of China’s Stock Market around the Outbreak of COVID-19," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(11), pages 1321-1341, November.
• Senjuti Barua, 2020. "Firm Level Characteristics and Stock Returns: Evidence from Selected Insurance Companies Listed on the Dhaka Stock Exchange," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(12), pages 1356-1365, December.
• Christian Peitz & Yuanhua Feng & Bernard M. Gilroy & Nico Stoeckmann, 2020. "The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(4), pages 427-438, April.
• Fu Qiao, 2020. "Study on Price Fluctuation of Industry Index in Chinas Stock Market Based on Empirical Mode Decomposition," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(5), pages 559-573, May.
• Young Sik Kim & Keun Jae Park, 2020. "R&D Spending and Stock Returns: Evidence from South Korea," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(7), pages 744-757, July.
• Koffi Pokou, 2020. "FDI Inflows and Financial Development in Ecowas: Causality Analysis in the Frequency Domain," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(8), pages 946-955, August.
• Chew Xin-Er & Ng Sin Huei & Ong Tze San & Teh Boon Heng, 2020. "Underpinning Theories of IPO Underpricing: Evidence from Malaysia," International Journal of Asian Social Science, Asian Economic and Social Society, vol. 10(10), pages 560-573, October.
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• Cem Başlevent, 2020. "The Changing Household Structure in Turkey: How are the Single-person Households Doing?," Yildiz Social Science Review, Yildiz Technical University, vol. 6(1), pages 17-31.
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• Abu Taleb Mohammad Adnan & Mohammad Mahadi Hasan & Ezaz Ahmed, 2020. "Capital Market Reactions to the Arrival of COVID-19: A Developing Market Perspective," Economic Research Guardian, Mutascu Publishing, vol. 10(2), pages 97-121, December.
• Seyed Mohammadreza Davoodalhosseini, 2020. "Adverse Selection With Heterogeneously Informed Agents," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1307-1358, August.
  • Mohammad Davoodalhosseini, 2018. "Adverse Selection with Heterogeneously Informed Agents," Staff Working Papers 18-7, Bank of Canada.
• Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020. "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 957-965, September.
  • Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019. "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers 201938, University of Pretoria, Department of Economics.
• Iryna Kaminska & Gabriele Zinna, 2020. "Official Demand for U.S. Debt: Implications for U.S. Real Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
  • Kaminska, Iryna & Zinna, Gabriele, 2019. "Official demand for US debt: implications for US real rates," Bank of England working papers 796, Bank of England.
• Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020. "Identification of preferences, demand and equilibrium with finite data," CRETA Online Discussion Paper Series 60, Centre for Research in Economic Theory and its Applications CRETA.
  • Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020. "Identification of preferences, demand and equilibrium with finite data," The Warwick Economics Research Paper Series (TWERPS) 1290, University of Warwick, Department of Economics.
• Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020. "Identification of preferences, demand and equilibrium with finite data," The Warwick Economics Research Paper Series (TWERPS) 1290, University of Warwick, Department of Economics.
  • Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020. "Identification of preferences, demand and equilibrium with finite data," CRETA Online Discussion Paper Series 60, Centre for Research in Economic Theory and its Applications CRETA.
• Eliezer Prisman, 2020. "Lecture Notes in Investment:Investment Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11806, April.
• George Xianzhi Yuan (ed.), 2020. "The CME Vulnerability:The Impact of Negative Oil Futures Trading," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11908, April.
• Eliezer Prisman, 2020. "Introduction," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "A Basic Model of Bond Markets," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 2, pages 15-28, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "No Arbitrage Condition and the Term Structure, its Estimation and Smoothing," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 3, pages 29-65, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "Duration and Immunization," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 4, pages 67-80, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "Portfolio Choice Under Uncertainty: The Mean–Variance Framework," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 5, pages 81-119, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "The Feasible Set: A General Formulation," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 6, pages 121-146, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "The Capital Asset Pricing Model: CAPM," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 7, pages 147-191, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "The Security Market Line, Estimations and Single Index Models," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 8, pages 193-239, World Scientific Publishing Co. Pte. Ltd..
• Eliezer Prisman, 2020. "Multi-Index Models and Arbitrage Pricing Theory," World Scientific Book Chapters, in: Lecture Notes in Investment Investment Fundamentals, chapter 9, pages 241-261, World Scientific Publishing Co. Pte. Ltd..
• Chern Lu, 2020. "The Overview of WTI Crude Oil Futures’ Epic Fall," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 1, pages 3-49, World Scientific Publishing Co. Pte. Ltd..
• Rongbing Huang & George Yuan, 2020. "The Better Way for CME’s Execution: Based on the Perspective of Industry’s Best Practice Rule," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 2, pages 51-67, World Scientific Publishing Co. Pte. Ltd..
• James Zhan, 2020. "Impact of Negative Oil Price on Risk Measuring," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 3, pages 69-83, World Scientific Publishing Co. Pte. Ltd..
• Duoqi Xu & Peiran Wang & Yicheng Wang, 2020. "Three Legal Reflections on the “Crude Oil Treasure” Incident: Starting with the CME Rule Change," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 4, pages 85-101, World Scientific Publishing Co. Pte. Ltd..
• Chenghu Ma & Xianzhen Wang, 2020. "Why Oil Prices Plunged and Settled Negative: A Game-Theoretical Perspective," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 5, pages 105-130, World Scientific Publishing Co. Pte. Ltd..
• Cong Sui & Mo Yang, 2020. "Tanker Shipping and Negative Oil Prices: More Than Just the Freight Rates," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 6, pages 131-146, World Scientific Publishing Co. Pte. Ltd..
• Henry Yang, 2020. "Option Pricing with Shifted Lognormal Model for Negative Oil Prices," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 7, pages 147-153, World Scientific Publishing Co. Pte. Ltd..
• Bin Zhu, 2020. "The Paradox of Negative Oil Prices," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 8, pages 155-162, World Scientific Publishing Co. Pte. Ltd..
• Michael Peng, 2020. "The Challenges of Negative Oil Future Price Posed to Risk Managers and Quants," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 9, pages 165-195, World Scientific Publishing Co. Pte. Ltd..
• Weiping Li, 2020. "Negative Asset Pricing and Moral Hazard," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 10, pages 197-214, World Scientific Publishing Co. Pte. Ltd..
• You Zhang & Lingtong (Stanley) Meng, 2020. "The Bachelier Model: Option Pricing with Negative Strike and Asset Price," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 11, pages 215-222, World Scientific Publishing Co. Pte. Ltd..
• Yali Chang & Jianwu Lin & Chengying He, 2020. "Blockchain-based Options for Physical Settlement of Commodity Futures," World Scientific Book Chapters, in: George Xianzhi Yuan (ed.), The CME Vulnerability The Impact of Negative Oil Futures Trading, chapter 12, pages 223-251, World Scientific Publishing Co. Pte. Ltd..
• Sangyup Choi & Junhyeok Shin, 2020. "Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics," Working papers 2020rwp-167, Yonsei University, Yonsei Economics Research Institute.
• Shabir A.A. Saleem & Peter N. Smith & Abdullah Yalaman, 2020. "Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data," Discussion Papers 20/09, Department of Economics, University of York.
  • Shabir A A Saleem & Peter N Smith & Abdullah Yalaman, 2021. "Analysis of systematic risk around firm-specific news in an emerging market using high frequency data," CAMA Working Papers 2021-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kuntz, Laura-Chloé, 2020. "Beta dispersion and market timing," Discussion Papers 46/2020, Deutsche Bundesbank.
• Fricke, Daniel & Wilke, Hannes, 2020. "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224511, Verein für Socialpolitik / German Economic Association.
  • Fricke, Daniel & Wilke, Hannes, 2020. "Connected funds," Discussion Papers 48/2020, Deutsche Bundesbank.
• Müller, Alexander & Paulick, Jan, 2020. ""The devil is in the details, but so is salvation": Different approachesin money market measurement," Discussion Papers 66/2020, Deutsche Bundesbank.
• Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
  • Chen, Andrew Y. & Zimmermann, Tom, 2020. "Open source cross-sectional asset pricing," CFR Working Papers 20-04, University of Cologne, Centre for Financial Research (CFR).
  • Andrew Y. Chen & Tom Zimmermann, 2021. "Open Source Cross-Sectional Asset Pricing," Finance and Economics Discussion Series 2021-037, Board of Governors of the Federal Reserve System (U.S.).
• Mirjalili, Seyed Hossein & Baan, Hassan & Soroosh, Abouzar & Botshekan, Mohammad Hashem, 2020. "Islamic Social Banking Platform (Case of Resalat Islamic Bank)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 15(1), pages 35-54.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018. "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
  • Simon Trimborn & Wolfgang Karl Hardle, 2020. "CRIX an index for cryptocurrencies," Papers 2009.09782, arXiv.org.
  • Trimborn, Simon & Härdle, Wolfgang Karl, 2020. "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers 2020-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
  • Hannes Boehm & Julia Schaumburg & Lena Tonzer, 2020. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," Tinbergen Institute Discussion Papers 20-008/III, Tinbergen Institute.
  • Böhm, Hannes & Schaumburg, Julia & Tonzer, Lena, 2020. "Financial linkages and sectoral business cycle synchronisation: Evidence from Europe," IWH Discussion Papers 2/2020, Halle Institute for Economic Research (IWH).
• Schnabl, Gunther & Sonnenberg, Nils, 2020. "Monetary policy, financial regulation and financial stability: A comparison between the Fed and the ECB," Working Papers 166, University of Leipzig, Faculty of Economics and Management Science.
• Graeme G. Acheson & Gareth Campbell & Áine Gallagher & John D. Turner, 2021. "Independent women: investing in British railways, 1870–1922," Economic History Review, Economic History Society, vol. 74(2), pages 471-495, May.
  • Acheson, Graeme & Campbell, Gareth & Gallagher, Aine & Turner, John D., 2020. "Independent Women: Investing in British Railways, 1870-1922," QBS Working Paper Series 2020/02, Queen's University Belfast, Queen's Business School.
• T. Flavin & M.Dongey & L. Sheenan, 2020. "Banks and Sovereigns: Did adversity bring them closer?," Economics Department Working Paper Series n307-20.pdf, Department of Economics, National University of Ireland - Maynooth.
  • Dungey, Mardi H. & Flavin, Thomas & Sheenan, Lisa, 2020. "Banks and Sovereigns: Did Adversity Bring Them Closer?," QBS Working Paper Series 2020/05, Queen's University Belfast, Queen's Business School.
• William Quinn & John D. Turner, 2023. "Bubbles in history," Business History, Taylor & Francis Journals, vol. 65(4), pages 636-655, May.
  • Quinn, William & Turner, John D., 2020. "Bubbles in history," QUCEH Working Paper Series 2020-07, Queen's University Belfast, Queen's University Centre for Economic History.
• Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2022. "Do designated market makers provide liquidity during a flash crash?," SAFE Working Paper Series 270, Leibniz Institute for Financial Research SAFE, revised 2022.
• Costola, Michele & Hinz, Oliver & Nofer, Michael & Pelizzon, Loriana, 2023. "Machine learning sentiment analysis, COVID-19 news and stock market reactions," Research in International Business and Finance, Elsevier, vol. 64(C).
  • Costola, Michele & Nofer, Michael & Hinz, Oliver & Pelizzon, Loriana, 2020. "Machine learning sentiment analysis, Covid-19 news and stock market reactions," SAFE Working Paper Series 288, Leibniz Institute for Financial Research SAFE.
• Pelizzon, Loriana & Sagade, Satchit & Vozian, Katia, 2020. "Resiliency: Cross-venue dynamics with Hawkes processes," SAFE Working Paper Series 291, Leibniz Institute for Financial Research SAFE.
• Fricke, Daniel & Wilke, Hannes, 2020. "Connected funds," Discussion Papers 48/2020, Deutsche Bundesbank.
  • Fricke, Daniel & Wilke, Hannes, 2020. "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224511, Verein für Socialpolitik / German Economic Association.
• Lukas Boer & Lukas Menkhoff & Malte Rieth, 2023. "The multifaceted impact of US trade policy on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 388-406, April.
  • Boer, Lukas & Menkhoff, Lukas & Rieth, Malte, 2020. "The multifaceted impact of US trade policy on financial markets," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224529, Verein für Socialpolitik / German Economic Association.
  • Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021. "The Multifaceted Impact of US Trade Policy on Financial Markets," Discussion Papers of DIW Berlin 1956, DIW Berlin, German Institute for Economic Research.

2019

• Liyun Zhou & Chunpeng Yang, 2019. "Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 859-890, December.
• Jerzy Marcinkowski, 2019. "Dynamics of the Financial Markets and the Wealth Concentration," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 323-332, Springer.
• Yangyang Chen & Rui Ge & Henock Louis & Leon Zolotoy, 2019. "Stock liquidity and corporate tax avoidance," Review of Accounting Studies, Springer, vol. 24(1), pages 309-340, March.
• Thomas Johann & Stefan Scharnowski & Erik Theissen & Christian Westheide & Lukas Zimmermann, 2019. "Liquidity in the German Stock Market," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 71(4), pages 443-473, October.
  • Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019. "Liquidity in the German stock market," CFR Working Papers 19-02, University of Cologne, Centre for Financial Research (CFR).
• Smile Dube, 2019. "GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-7.
• Feriel Gharbi, 2019. "Time-varying volatility spillovers among bitcoin and commodity currencies," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(4), pages 1-2.
• Guagliano, Claudia & Mazzacurati, Julien & Kenny, Oisin & Braunsteffer, Achim, 2019. "Use of credit default swaps by UCITS funds: evidence from EU regulatory data," ESRB Working Paper Series 95, European Systemic Risk Board.
• Luca Agnello & Vitor Castro & Ricardo Sousa, 2019. "The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases," Working Papers 34, European Stability Mechanism.
• Araujo, Aloisio & Gama, Juan Pablo & Novinski, Rodrigo & Pascoa, Mario R., 2019. "Endogenous discounting, wariness, and efficient capital taxation," Journal of Economic Theory, Elsevier, vol. 183(C), pages 520-545.
  • Aloisio Araujo & Juan Pablo Gamay & Rodrigo Novinskiz & Mario R. Pascoa, 2019. "Endogenous Discounting, Wariness, and Effcient Capital Taxation," School of Economics Discussion Papers 0619, School of Economics, University of Surrey.
• Araujo, Aloisio & Gama, Juan Pablo & Pascoa, Mario Rui, 2019. "Crashing of efficient stochastic bubbles," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 136-143.
  • Aloisio Araujo & Juan Pablo Gama & Mario R. Pascoa, 2019. "Crashing of Efficient Stochastic Bubbles," School of Economics Discussion Papers 0819, School of Economics, University of Surrey.
• Fabian Hollstein & Marcel Prokopczuk & Björn Tharann & Chardin Wese Simen, 2019. "Predicting the equity market with option-implied variables," The European Journal of Finance, Taylor & Francis Journals, vol. 25(10), pages 937-965, July.
  • Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2017. "Predicting the Equity Market with Option Implied Variables," Hannover Economic Papers (HEP) dp-619, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia, 2019. "The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market," The European Journal of Finance, Taylor & Francis Journals, vol. 25(5), pages 395-414, March.
  • Haghani Rizi, Majid & Kishor, N. Kundan, 2017. "The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market," MPRA Paper 83471, University Library of Munich, Germany.
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020. "Crisis transmission: Visualizing vulnerability," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
  • Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
• Abdullah Kazdal & Halil Ibrahim Korkmaz & Muhammed Hasan Yilmaz, 2019. "Composing High-Frequency Financial Conditions Index and Implications for Economic Activity," Working Papers 1926, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Halil Ibrahim Aydin & Ozgur Ozel, 2019. "Term Premium in Turkish Lira Interest Rates," Working Papers 1933, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Nevin Cavusoglu & Michael D. Goldberg & Joshua Stillwagon, 2019. "New Evidence on the Portfolio Balance Approach to Currency Returns," Working Papers Series 89, Institute for New Economic Thinking.
• Tanweer Akram & Anupam Das, 2019. "The Long-Run Determinants of Indian Government Bond Yields," Asian Development Review, MIT Press, vol. 36(1), pages 168-205, March.
• Mustafa Ozturk & Yavuz Agan, 2017. "Determinants of Industrial Production in Turkey," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 1(2), pages 1-16.
• Muhammad Surajo Sanusi & Farooq Ahmad, 2019. "Measuring Predictability of Oil and Gas Stock Returns and Performance of Moving Average Trading Rules," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(1), pages 47-70.
• Nicholas BURGESS, 2019. "Convexity Adjustments Made Easy: An Overview of Convexity Adjustment Methodologies in Interest Rate Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(2), pages 41-83.
• Bianconi, Marcelo & Esposito, Federico & Sammon, Marco, 2021. "Trade policy uncertainty and stock returns," Journal of International Money and Finance, Elsevier, vol. 119(C).
  • Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0830, Department of Economics, Tufts University.
  • Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.
  • Federico Esposito & Marcelo Bianconi & Marco Sammon, 2020. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0834, Department of Economics, Tufts University.
• Wasiu Abiodun Sanyaolu & Trimisiu Tunji Siynbola & Gbadebo Tirimisiyu Ogunmefun & Afeez Babatunde Makinde, 2019. "Determinants Of Profitability Of Nigerian Deposit Money Banks," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 17(1), pages 47-62, May.
• John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
  • John Cotter & Stuart Gabriel & Richard Roll, 2019. "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers 201909, Geary Institute, University College Dublin.
• Chenglu Jin & Thomas Conlon & John Cotter, 2023. "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1483-1518.
  • Thomas Conlon & John Cotter & Chenglu Jin, 2019. "Co-skewness across Return Horizons," Working Papers 201910, Geary Institute, University College Dublin.
  • Chenglu Jin & Thomas Conlon & John Cotter, 2022. "Co-skewness across Return Horizons," Working Papers 202210, Geary Institute, University College Dublin.
• Abhinav Anand & John Cotter, 2019. "Integration Among US Banks," Working Papers 201913, Geary Institute, University College Dublin.
• Huma Nawaz & Maira Abrar & Asma Salman & Syed Muhammad Hassan Bukhar, 2019. "Beyond Finance: Impact Of Islamic Finance On Economic Growth In Pakistan," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 11(1), pages 8-18, April.
• Yassin Ibrahim Eltahir & Osama Azmi Sallam & Hussien Omer Osman & Fethi Klabi, 2019. "Volatility Interdependences In The Saudi Stocks Market," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 11(1), pages 81-88, April.
• Leli Sumarni, 2019. "Financial Development And Economic Growth In Indonesia: An Ardl-Bounds Testing Approach," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 11(1), pages 89-96, April.
• Syajarul Imna Mohd Amin & Aisyah Abdul-Rahman & Hawati Janor & Khairi Mohd Asri, 2019. "Financial development and performance of palm oil industry in Malaysia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 11(2), pages 135-151, October.
• Manuel Ammann & Alexander Feser, 2019. "Robust Estimation of Risk-Neutral Moments," Working Papers on Finance 1902, University of St. Gallen, School of Finance.
• Benedikt Ballensiefen & Angelo Ranaldo, 2023. "Safe Asset Carry Trade," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(2), pages 223-265.
  • Benedikt Ballensiefen & Angelo Ranaldo, 2019. "Safe Asset Carry Trade," Working Papers on Finance 1909, University of St. Gallen, School of Finance, revised Oct 2019.
• Eckhard Platen & Renata Rendek, 2019. "Dynamics of a Well-Diversified Equity Index," Research Paper Series 398, Quantitative Finance Research Centre, University of Technology, Sydney.
• F. Douglas Foster & Xue-Zhong He & Junqing Kang & Shen Lin, 2019. "The Microstructure of Endogenous Liquidity Provision," Research Paper Series 402, Quantitative Finance Research Centre, University of Technology, Sydney.
• Gerhard Sorger, 2019. "Endogenous credit constraints: the role of informational non-uniqueness," Vienna Economics Papers 1903, University of Vienna, Department of Economics.
• Gerhard Sorger, 2019. "Endogenous credit constraints: the role of informational non-uniqueness," Vienna Economics Papers vie1903, University of Vienna, Department of Economics.
• STEFANOVA, St. Julia, 2019. "Prospects And Challenges Facing Frontier Stock Markets In The Western Balkans: Quo Vadis?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 23(2), pages 6-31, June.
• KIRKPINAR, Aysegul & ERER, Elif & ERER, Deniz, 2019. "Is There A Rational Bubble In Bist 100 And Sector Indices?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 23(3), pages 21-33, September.
• Sheilla Nyasha Corresponding author & Nicholas M. Odhiambo, 2019. "Do Financial Systems Spur Economic Growth in the USA? An Empirical Investigation," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 66(2), pages 165-185, March.
  • Nyasha, Sheilla & Odhiambo, Nicholas M., 2015. "Do financial systems spur economic growth in the USA? An empirical investigation," Working Papers 18833, University of South Africa, Department of Economics.
• Sheilla Nyasha & Nicholas M. Odhiambo, 2019. "Do Financial Systems Spur Economic Growth in the USA? An Empirical Investigation," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 66(2), pages 165-185.
  • Nyasha, Sheilla & Odhiambo, Nicholas M., 2015. "Do financial systems spur economic growth in the USA? An empirical investigation," Working Papers 18833, University of South Africa, Department of Economics.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019. "The Adaptive Market Hypothesis and the Day-of-the-Week Effect in African Stock Markets: the Markov Switching Model," Comparative Economic Research, Sciendo, vol. 22(3), pages 145-162, September.
• Rydzewski Rafał, 2019. "Market-to-Book Ratio and Creative Industries– Example of Polish Video Games Developers," Economics and Culture, Sciendo, vol. 16(1), pages 137-147, June.
• Frydrych Sylwia, 2019. "The Rationale and Conditions for the Issuing of Polish Treasury Bonds on Foreign Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 15(1), pages 59-72, March.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019. "Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 27(4), pages 71-94, December.
• Lambrev Dimitar, 2019. "Infrastructure Indices: Comparative Analysis of Performance, Risk and Representation of Global Listed Proxies," Naše gospodarstvo/Our economy, Sciendo, vol. 65(3), pages 23-39, September.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019. "Corporate Governance, Information Uncertainty and Market Reaction to Information Signals," Working Papers in Economics 19/15, University of Waikato.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019. "The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy," Working Papers in Economics 19/16, University of Waikato.
• Grossman, Richard & Campbell, Gareth & Turner, John, 2019. "Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929," CEPR Discussion Papers 13717, C.E.P.R. Discussion Papers.
  • Gareth Campbell & Richard S.Grossman & John D. Turner, 2019. "Before the Cult of Equity:New Monthly Indices of the British Share Market, 1829-1929," Wesleyan Economics Working Papers 2019-003, Wesleyan University, Department of Economics.
  • Campbell, Gareth & Grossman, Richard S. & Turner, John D., 2019. "Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929," QBS Working Paper Series 2019/07, Queen's University Belfast, Queen's Business School.
  • Campbell, Gareth & Grossman, Richard S. & Turner, John D., 2019. "Before the cult of equity: New monthly indices of the British share market, 1829-1929," QUCEH Working Paper Series 2019-01, Queen's University Belfast, Queen's University Centre for Economic History.
• Amat Adarov & Richard Grieveson & Mario Holzner & Olga Pindyuk & Hermine Vidovic, 2019. "Unsecured Lending in Central and Southeast Europe," wiiw Market Report 1, The Vienna Institute for International Economic Studies, wiiw.
• Maarten van Oordt & Chen Zhou, 2019. "Systemic risk and bank business models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 365-384, April.
• Giovanni Angelini & Luca Fanelli, 2019. "Exogenous uncertainty and the identification of structural vector autoregressions with external instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 951-971, September.
  • Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.
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• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Interest Rates," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 2, pages 22-52, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Stocks," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 3, pages 53-71, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Forwards and Futures," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 4, pages 72-91, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Options," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 5, pages 92-111, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Arbitrage and Trading," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 6, pages 112-128, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Financial Engineering and Swaps," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 7, pages 129-151, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Forwards and Futures Markets," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 8, pages 154-171, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Futures Trading," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 9, pages 172-191, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Futures Regulations," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 10, pages 192-208, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Cost-of-Carry Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 11, pages 209-228, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Extended Cost-of-Carry Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 12, pages 229-255, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Futures Hedging," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 13, pages 256-285, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Options Markets and Trading," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 14, pages 288-309, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Option Trading Strategies," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 15, pages 310-335, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Option Relations," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 16, pages 336-366, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Single-Period Binomial Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 17, pages 367-391, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Multiperiod Binomial Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 18, pages 392-421, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Black–Scholes–Merton Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 19, pages 422-461, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Using the Black–Scholes–Merton Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 20, pages 462-493, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Yields and Forward Rates," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 21, pages 496-537, World Scientific Publishing Co. Pte. Ltd..
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• Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Heath–Jarrow–Morton Libor Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 25, pages 618-654, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Risk Management Models," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 26, pages 655-683, World Scientific Publishing Co. Pte. Ltd..
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• Ana Lorena Jiménez Preciado & Salvador Cruz Aké & César Gurrola Ríos, 2019. "HUELUM Trading System: A Low-Frequency Algorithm Proposal," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(4), pages 651-669, Octubre -.
• Luis Ignacio Román de la Sancha & Federico Hernández Álvarez & Gabriel Rodríguez García, 2019. "Co-movimientos entre los Índices Accionarios y los Ciclos Económicos de Estados Unidos y México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(4), pages 693-714, Octubre -.
• Francisco López-Herrera & Domingo Rodríguez Benavides & César Gurrola Ríos, 2019. "Spillovers entre el S&Poor500 y los principales EMBIG latinoamericanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(PNEA), pages 527-540, Agosto 20.
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• Mehran Azimi & Anup Agrawal, 2019. "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning," 2019 Papers paz108, Job Market Papers.
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  • Sami Ben Naceur & RuiXin Zhang, 2016. "Financial Development, Inequality and Poverty: Some International Evidence," IMF Working Papers 2016/032, International Monetary Fund.
• Muñoz, Fernando, 2019. "The ‘smart money effect’ among socially responsible mutual fund investors," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 160-179.
• Zhao, Yujie & Zhou, Donghua & Zhao, Kangsheng & Zhou, Ping, 2019. "Is the squeaky wheel getting the grease? Earnings management and government subsidies," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 297-312.
• Yang, Heejin & Kutan, Ali M. & Ryu, Doojin, 2019. "Volatility information trading in the index options market: An intraday analysis," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 412-426.
• Chen, Zhigang & Lv, Bingyang & Liu, Yongzheng, 2019. "Financial development and the composition of government expenditure: Theory and cross-country evidence," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 600-611.
• Poshakwale, Sunil S. & Chandorkar, Pankaj & Agarwal, Vineet, 2019. "Implied volatility and the cross section of stock returns in the UK," Research in International Business and Finance, Elsevier, vol. 48(C), pages 271-286.
• Nguyen, Thai Vu Hong & Nguyen, Binh Thanh & Nguyen, Kien Son & Pham, Huy, 2019. "Asymmetric monetary policy effects on cryptocurrency markets," Research in International Business and Finance, Elsevier, vol. 48(C), pages 335-339.
• Kusen, Alex & Rudolf, Markus, 2019. "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, vol. 48(C), pages 438-463.
• Oet, Mikhail V. & Ong, Stephen J., 2019. "From organization to activity in the US collateralized interbank market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 472-485.
  • Mikhail V. Oet & Stephen J. Ong, 2015. "From Organization to Activity in the US Collateralized Interbank Market," Working Papers (Old Series) 1529, Federal Reserve Bank of Cleveland.
• Qadan, Mahmoud & Zoua’bi, Maher, 2019. "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 82(C).
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019. "Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925," CAMA Working Papers 2019-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Demekas, Dimitri G., 2019. "Building an effective financial stability policy framework: lessons from the post-crisis decade," LSE Research Online Documents on Economics 100483, London School of Economics and Political Science, LSE Library.
• Kondor, Péter & Zawadowski, Adam, 2019. "Learning in crowded markets," Journal of Economic Theory, Elsevier, vol. 184(C).
  • Kondor, Peter & Zawadowski, Adam, 2016. "Learning in crowded markets," LSE Research Online Documents on Economics 118972, London School of Economics and Political Science, LSE Library.
  • Kondor, Peter & Zawadowski, Adam, 2019. "Learning in crowded markets," LSE Research Online Documents on Economics 101378, London School of Economics and Political Science, LSE Library.
  • Adam Zawadowski & Peter Kondor, 2016. "Learning in Crowded Markets," 2016 Meeting Papers 338, Society for Economic Dynamics.
  • Peter Kondor & Adam Zawadowski, 2018. "Learning in Crowded Markets," CEU Working Papers 2018_4, Department of Economics, Central European University.
• Neil Lee & Davide Luca, 2019. "The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries," Journal of Economic Geography, Oxford University Press, vol. 19(1), pages 199-224.
  • Lee, Neil & Luca, Davide, 2019. "The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries," LSE Research Online Documents on Economics 86419, London School of Economics and Political Science, LSE Library.
• Reza Hesarzadeh & Javad Rajabalizadeh, 2019. "The impact of corporate reporting readability on informational efficiency," Asian Review of Accounting, Emerald Group Publishing Limited, vol. 27(4), pages 489-507, October.
• Reza Hesarzadeh & Javad Rajabalizadeh, 2019. "The impact of corporate reporting readability on informational efficiency," Asian Review of Accounting, Emerald Group Publishing Limited, vol. 27(4), pages 489-507, October.
• Yu Lu & Steven Cahan & Diandian Ma, 2019. "Is CSR performance related to disclosure tone in earnings announcements?," Accounting Research Journal, Emerald Group Publishing Limited, vol. 32(2), pages 129-147, July.
• Yu Lu & Steven Cahan & Diandian Ma, 2019. "Is CSR performance related to disclosure tone in earnings announcements?," Accounting Research Journal, Emerald Group Publishing Limited, vol. 32(2), pages 129-147, July.
• Hongbin Huang & Ran Li & Ya Bai, 2019. "Investor sentiment, market competition and trade credit supply," China Finance Review International, Emerald Group Publishing Limited, vol. 9(2), pages 284-306, March.
• Xiaoyu Wang & Jia Zhai & Dejun Xie & Jingjing Jiang, 2019. "The impact of monetary policy on option-implied stock market expectations," China Finance Review International, Emerald Group Publishing Limited, vol. 10(1), pages 37-51, July.
• Hongbin Huang & Ran Li & Ya Bai, 2019. "Investor sentiment, market competition and trade credit supply," China Finance Review International, Emerald Group Publishing Limited, vol. 9(2), pages 284-306, March.
• Xiaoyu Wang & Jia Zhai & Dejun Xie & Jingjing Jiang, 2019. "The impact of monetary policy on option-implied stock market expectations," China Finance Review International, Emerald Group Publishing Limited, vol. 10(1), pages 37-51, July.
• Letife Özdemir & Serap Vurur, 2019. "Volatility Spillovers Between BIST100 Index and S&P500 Index," Contemporary Studies in Economic and Financial Analysis, in: Contemporary Issues in Behavioral Finance, volume 101, pages 29-43, Emerald Group Publishing Limited.
• Syed Marwan & Mohamed Aslam Haneef, 2019. "Does doing good pay off?," Islamic Economic Studies, Emerald Group Publishing Limited, vol. 27(1), pages 23-37, August.
• Margarita Kaprielyan & Md Miran Hossain & Charles Armah Danso, 2019. "Mutual fund trading around mergers and fund performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 16(1), pages 1-20, June.
• Fadillah Mansor & Naseem Al Rahahleh & M. Ishaq Bhatti, 2019. "New evidence on fund performance in extreme events," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 15(4), pages 511-532, April.
• Margarita Kaprielyan & Md Miran Hossain & Charles Armah Danso, 2019. "Mutual fund trading around mergers and fund performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 16(1), pages 1-20, June.
• Fadillah Mansor & Naseem Al Rahahleh & M. Ishaq Bhatti, 2019. "New evidence on fund performance in extreme events," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 15(4), pages 511-532, April.
• Augusto Ferreira da Costa Neto & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto, 2019. "Investor behavior in ETF markets: a comparative study between the US and emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 14(5), pages 944-966, August.
• Harit Satt & Sarah Nechbaoui & M. Kabir Hassan & Selma Izadi, 2019. "Ramadan’s impact on the optimism of analysts’ recommendations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 12(5), pages 727-742, July.
• Harit Satt & Sarah Nechbaoui & M. Kabir Hassan & Selma Izadi, 2019. "Ramadan’s impact on the optimism of analysts’ recommendations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 12(5), pages 727-742, July.
• Harit Satt & Sarah Nechbaoui & M. Kabir Hassan & Selma Izadi, 2019. "Ramadan’s impact on the optimism of analysts’ recommendations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 12(5), pages 727-742, November.
• Gülfen Tuna, 2019. "Interaction between precious metals price and Islamic stock markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 12(1), pages 96-114, March.
• Ivana Raonic & Ali Sahin, 2019. "Do analysts understand accruals’ persistence? Evidence revisited," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 21(1), pages 38-59, December.
• Silvio John Camilleri & Francelle Galea, 2019. "The determinants of securities trading activity: evidence from four European equity markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 3(1), pages 47-67, June.
• Halil Kiymaz, 2019. "Factors influencing SRI fund performance," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 3(1), pages 68-81, June.
• Silvio John Camilleri & Francelle Galea, 2019. "The determinants of securities trading activity: evidence from four European equity markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 3(1), pages 47-67, June.
• Halil Kiymaz, 2019. "Factors influencing SRI fund performance," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 3(1), pages 68-81, June.
• Serkan Karadas & William McAndrew & Minh Tam Tammy Schlosky, 2019. "Local corruption and local stock returns," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 26(4), pages 1065-1077, October.
• Serkan Karadas & William McAndrew & Minh Tam Tammy Schlosky, 2019. "Local corruption and local stock returns," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 26(4), pages 1065-1077, October.
• Selma Izadi & Abdullah Noman, 2020. "Absence of the weekend effect and industry-style portfolios," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 12(4), pages 463-475, January.
• Dharani Munusamy, 2019. "Does Ramadan influence the returns and volatility? Evidence from Shariah index in India," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 10(4), pages 565-579, July.
• Rakesh Bharati & Susan Crain & Shrikant Jategaonkar, 2019. "The change in investor reaction to 10-K filings after Regulation Full Disclosure and the Sarbanes–Oxley Act," Managerial Finance, Emerald Group Publishing, vol. 46(1), pages 120-138, December.
• Gisung Moon & Hongbok Lee & Doug Waggle, 2019. "Long-run equity performance of firms that restate financial statements," Managerial Finance, Emerald Group Publishing, vol. 46(1), pages 92-108, November.
• Carmen Bachmann & Lars Tegtmeier & Johannes Gebhardt & Marcel Steinborn, 2019. "The “sell in May” effect: an empirical investigation of globally listed private equity markets," Managerial Finance, Emerald Group Publishing, vol. 45(6), pages 793-808, June.
• Sitikantha Parida, 2019. "Impact of competition on fund disclosures and consumer search costs," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 18(2), pages 198-220, May.
• Sitikantha Parida, 2019. "Impact of competition on fund disclosures and consumer search costs," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 18(2), pages 198-220, May.
• Ahmed Bouteska & Boutheina Regaieg, 2019. "Earnings forecast revisions and securities prices evolution in the Tunisian stock market," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 11(2), pages 165-187, June.
• Stavros Stavroyiannis & Vassilios Babalos, 2019. "Time-varying herding behavior within the Eurozone stock markets during crisis periods," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 12(2), pages 83-96, July.
• Fotini Economou, 2019. "Herding in frontier markets: evidence from the Balkan region," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 12(2), pages 119-135, August.
• Mariya Gubareva, 2019. "Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(1), pages 18-27, September.
• Matt Brigida & William R. Pratt, 2019. "High-frequency trading and the weekly natural gas storage report," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(4), pages 547-566, September.
• Panos Fousekis, 2019. "Crude oil price and implied volatility," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(2), pages 168-182, May.
• Giulio Palomba & Luca Riccetti, 2019. "Asset management with TEV and VaR constraints: the constrained efficient frontiers," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(4), pages 492-516, September.
• Duc Hong Vo & Ngoc Phu Tran & Tam Nguyen-Thanh Duong & Michael McAleer, 2019. "Risk analysis of energy in Vietnam," Documentos de Trabajo del ICAE 2019-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Vo, D.H. & Tran, N.P. & Duong, T.N.-T. & McAleer, M.J., 2019. "Risk Analysis of Energy in Vietnam," Econometric Institute Research Papers EI2019-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• N. Serap Vurur, 2019. "Does the Sustainability Index Make a Difference in Returns?," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 9(3-4), pages 17-28.
• Agata Kliber & Katarzyna Wlosik, 2019. "Isolated Islands or Communicating Vessels? – Bitcoin Price and Volume Spillovers Across Cryptocurrency Platforms," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(4), pages 324-341, August.
• Andrew Y. Chen, 2019. "The Limits of p-Hacking : A Thought Experiment," Finance and Economics Discussion Series 2019-016, Board of Governors of the Federal Reserve System (U.S.).
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2019. "Transparency and Collateral: The Design of CCPs' Loss Allocation Rules," Finance and Economics Discussion Series 2019-058, Board of Governors of the Federal Reserve System (U.S.).
• Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
• Brent Bundick, 2019. "The Persistent Effects of the Temporary Tightening in Financial Conditions," Economic Bulletin, Federal Reserve Bank of Kansas City, issue April 17,, pages 1-4, April.
• Willem Van Zandweghe, 2019. "Do Changes in the Stock Market Affect Consumer and Business Confidence?," Macro Bulletin, Federal Reserve Bank of Kansas City, issue January 9, pages 1-3, January.
• Kevin L. Kliesen & Brian Levine & Christopher J. Waller, 2019. "Gauging Market Responses to Monetary Policy Communication," Review, Federal Reserve Bank of St. Louis, vol. 101(2), pages 69-91.
• Mark Wright, 2018. "The Seniority Structure of Sovereign Debt," 2018 Meeting Papers 928, Society for Economic Dynamics.
  • Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The Seniority Structure of Sovereign Debt," Working Papers 759, Federal Reserve Bank of Minneapolis.
  • Trebesch, Christoph & Schlegl, Matthias & Wright, Mark, 2019. "The Seniority Structure of Sovereign Debt," CEPR Discussion Papers 13692, C.E.P.R. Discussion Papers.
  • Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The seniority structure of sovereign debt," CESifo Working Paper Series 7632, CESifo.
  • Matthias Schlegl & Christoph Trebesch & Mark L.J. Wright, 2019. "The Seniority Structure of Sovereign Debt," NBER Working Papers 25793, National Bureau of Economic Research, Inc.
  • Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The seniority structure of sovereign debt," Kiel Working Papers 2129, Kiel Institute for the World Economy (IfW Kiel).
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2020. "The Long and Short of It: The Post-Crisis Corporate CDS Market," Economic Policy Review, Federal Reserve Bank of New York, vol. 26(3), pages 1-49, June.
  • Boyarchenko, Nina & Costello, Anna & Shachar, Or, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," CEPR Discussion Papers 13535, C.E.P.R. Discussion Papers.
  • Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports 879, Federal Reserve Bank of New York.
• Richard K Crump & Nikolay Gospodinov, 2025. "Deconstructing the Yield Curve," The Review of Financial Studies, Society for Financial Studies, vol. 38(2), pages 381-421.
  • Richard K. Crump & Nikolay Gospodinov, 2019. "Deconstructing the yield curve," Staff Reports 884, Federal Reserve Bank of New York.
• Elizaveta V. Anufrieva, 2019. "Influence of Macroeconomic Factors on the Return of Russian Stock Exchange Indices," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 75-87, August.
• Adelina- Monica Moraru, 2019. "Managementul riscului pe piața de capital din România și utilizarea modelelor multifactoriale în estimarea rentabilității acțiunilor," Journal of Financial Studies, Institute of Financial Studies, vol. 7(4), pages 157-168, June.
• Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, vol. 11(2), pages 1-15, January.
  • Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers 201846, University of Pretoria, Department of Economics.
• Mario Cerrato & Zhekai Zhang, 2019. "Can we predict currency momentum crashes?," Working Papers 2019-12, Business School - Economics, University of Glasgow.
• Mario Cerrato & Zhekai Zhang, 2019. "Can we predict currency momentum crashes?," Working Papers 2019_12, Business School - Economics, University of Glasgow.
• Norasmah Othman, 2019. "Entrepreneurial Behavior and Intentions among Bumiputera's Students," GATR Journals gjbssr550, Global Academy of Training and Research (GATR) Enterprise.
• Khairiah Salwa Mokhtar, 2020. "Complying with the United Nations' Sustainable Development Goals: A case of the Malaysian ageing population," GATR Journals gjbssr551, Global Academy of Training and Research (GATR) Enterprise.
• Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Kang, Sang Hoon, 2019. "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Resources Policy, Elsevier, vol. 62(C), pages 588-601.
  • Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Gazi Salah Uddin & Sang Hoon Kang, 2019. "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Post-Print hal-02159274, HAL.
• Christophe J. Godlewski, 2019. "Debt Renegotiation and the Design of Financial Contracts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 191-215, June.
  • Christophe J. GODLEWSKI, 2016. "Debt renegotiation and the design of financial contracts," Working Papers of LaRGE Research Center 2016-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  • Christophe J. Godlewski, 2019. "Debt Renegotiation and the Design of Financial Contracts," Post-Print hal-03047757, HAL.
• Gilles de Truchis & Elena Ivona Dumitrescu, 2019. "Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems," EconomiX Working Papers 2019-14, University of Paris Nanterre, EconomiX.
  • Gilles de Truchis & Elena Ivona Dumitrescu, 2019. "Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems," Working Papers hal-04141871, HAL.
• Gilles de Truchis & Elena Ivona Dumitrescu & Florent Dubois, 2019. "Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems," EconomiX Working Papers 2019-15, University of Paris Nanterre, EconomiX.
  • Gilles de Truchis & Florent Dubois & Elena Ivona Dumitrescu, 2019. "Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems," Working Papers hal-04141882, HAL.
• Monika Matušovičová & Denis Matušovič, 2019. "Recovery Of The European Asset Management Ten Years After The Financial Crisis," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 70(5), pages 782-801.
• Farago, Adam & Hjalmarsson, Erik, 2019. "Compound Returns," Working Papers in Economics 767, University of Gothenburg, Department of Economics.
• Koptyug, Nikita & Persson, Lars & Tåg, Joacim, 2020. "Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  • Koptyug, Nikita & Persson, Lars & Tåg, Joacim, 2019. "Should We Worry about the Decline of the Public Corporation? A Brief Survey of the Economics and External Effects of the Stock Market," Working Paper Series 1298, Research Institute of Industrial Economics.
• Houlberg, Jacob Graubæk, 2019. "Cryptocurrencies: Applications, Complications and Solutions," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2019(1), pages 1-24.
• Wilhelmsson, Mats, 2022. "What is the impact of macroprudential regulations on the Swedish housing market?," Journal of Housing Economics, Elsevier, vol. 57(C).
  • Wilhelmsson, Mats, 2019. "What is the impact of macroprudential regulations on the Swedish housing market?," Working Paper Series 19/6, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Engelbert Stockhammer & Erik Bengtsson, 2020. "Financial effects in historic consumption and investment functions," International Review of Applied Economics, Taylor & Francis Journals, vol. 34(3), pages 304-326, May.
  • Stockhammer, Engelbert & Bengtsson, Erik, 2019. "Financial effects in historic consumption and investment functions," Lund Papers in Economic History 188, Lund University, Department of Economic History.
• Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders, 2019. "Systemic Risk and Centrality Revisited: The Role of Interactions," Working Papers 2019:4, Lund University, Department of Economics.
  • Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders, 2019. "Systemic Risk and Centrality Revisited:The Role of Interactions," Knut Wicksell Working Paper Series 2019/1, Lund University, Knut Wicksell Centre for Financial Studies.
• Aase, Knut K. & Bjerksund, Petter, 2019. "The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations," Discussion Papers 2019/7, Norwegian School of Economics, Department of Business and Management Science, revised 03 Feb 2021.
• Bjerksund, Petter & Schjelderup, Guttorm, 2019. "Does a Wealth Tax Discriminate against Domestic Investors?," Discussion Papers 2019/16, Norwegian School of Economics, Department of Business and Management Science.
• David Knezevic & Martin Nordström & Pär Österholm, 2021. "The relation between municipal and government bond yields in an era of unconventional monetary policy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 50(1), February.
  • Knezevic, David & Nordström, Martin & Österholm, Pär, 2019. "The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy," Working Papers 2019:6, Örebro University, School of Business.
• Andrei Simonov & Vadim Zyamalov, 2019. "Long Run Return and Survival Factors of ICO," HSE Economic Journal, National Research University Higher School of Economics, vol. 23(4), pages 585-604.
• Ilia Kuchin & Gennady Baranovskii & Yury Dranev & Alexander Chulok, 2019. "Does Green Bonds Placement Create Value For Firms?," HSE Working papers WP BRP 101/STI/2019, National Research University Higher School of Economics.
• Konishi, Masaru & 小西, 大 & Yoshida, Takashi, 2019. "The Prewar Financial System and the Dynamics of Corporate Financing," Working Paper Series G-1-20, Hitotsubashi University Center for Financial Research.
• Lynda S. Livingston, 2019. "Skewness, Cryptocurrency, And Peer-Topeer Loans: An Asset Allocation Exercise For A Unique Student-Managed Fund," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 11(1), pages 29-50.
• Gregory Arburn & Laura Harper, 2019. "Derivatives Markets And Managed Money: Implications For Price Discovery," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 13(1), pages 53-61.
• Johannes M. Gerlach & Julia K. T. Lutz, 2019. "Evidence On Usage Behavior And Future Adoption Intention Of Fintechs And Digital Finance Solutions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 13(2), pages 83-105.
• Mario Aceves Mejia & Rufina Georgina Hernandez Contreras & Luis Alejandro Louvier Hernandez & Jose Francisco Tenorio Martinez & Cesar Daniel Nolasco Perez, 2019. "Impulse-Response Relationship Between Economic Growth And Sectorial Stock Market Dynamic, Mexico 1998-2018 Relacion Impulso-Respuesta Entre Crecimiento Economico Y Dinamica Bursatil Sectorial, Mexico ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 12(1), pages 21-40.
• Manzano, Osmel & Ruiz-Arranz, Marta & Rivera, Luis & Trejos, Alberto & Prat, Jordi & Rojas-Romagosa, Hugo & Guevara, Porfirio & Auguste, Sebastián & Linares, Jennifer & Abuelafia, Emmanuel & Lagarda, , 2019. "El futuro de Centroamérica: Retos para un desarrollo sostenible," IDB Publications (Books), Inter-American Development Bank, number 9705.
• Ahmad Jawad & Klein Christian, 2019. "Islamic Banking And Economic Growth: Applying The Conventional Hypothesis," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(1), pages 1-26, February.
• Ahmad Jawad & Klein Christian, 2019. "Islamic Banking And Economic Growth: Applying The Conventional Hypothesis," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(1), pages 37-62, February.
• Nashr Akbar & Abdul Wahid al Faizin, 2019. "Proving Al-Maqrizi’S Concept Of The Determinants Of Inflation: Cross Border Analysis," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(4), pages 873-890, November.
• Nashr Akbar & Abdul Wahid al Faizin, 2019. "Proving Al-Maqrizi’S Concept Of The Determinants Of Inflation: Cross Border Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 5(4), pages 873-890.
• Ansari, Md Gyasuddin & Sensarma, Rudra, 2019. "US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?," Economic Analysis and Policy, Elsevier, vol. 64(C), pages 130-151.
  • Md Gyasuddin Ansari & Rudra Sensarma, 2019. "US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?," Working papers 343, Indian Institute of Management Kozhikode.

2018

• Righi, Marcelo Brutti & Borenstein, Denis, 2018. "A simulation comparison of risk measures for portfolio optimization," Finance Research Letters, Elsevier, vol. 24(C), pages 105-112.
• Fang, Libing & Chen, Baizhu & Yu, Honghai & Qian, Yichuo, 2018. "Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution," Finance Research Letters, Elsevier, vol. 24(C), pages 137-144.
• Österholm, Pär, 2018. "The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs," Finance Research Letters, Elsevier, vol. 24(C), pages 186-192.
• Sakemoto, Ryuta, 2018. "Do precious and industrial metals act as hedges and safe havens for currency portfolios?," Finance Research Letters, Elsevier, vol. 24(C), pages 256-262.
• Feldman, Todd, 2018. "Unwinding ZIRP: A simulation analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 278-288.
• Auer, Benjamin R., 2018. "A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio," Finance Research Letters, Elsevier, vol. 24(C), pages 289-290.
• Ekinci, Cumhur & Ersan, Oguz, 2018. "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, vol. 24(C), pages 313-320.
• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018. "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, vol. 24(C), pages 42-48.
• Lee, Chia-Hao & Chou, Pei-I, 2018. "Financial openness and market liquidity in emerging markets," Finance Research Letters, Elsevier, vol. 25(C), pages 124-130.
• Blau, Benjamin M. & Whitby, Ryan J., 2018. "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, vol. 25(C), pages 244-250.
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• Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
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• de Oliveira Souza, Thiago, 2018. "Red tape asset pricing," Discussion Papers on Economics 8/2018, University of Southern Denmark, Department of Economics.
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• Ge Bao & Guoliang Feng, 2018. "Testing the Dividend Discount Model in Housing Markets: the Role of Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 677-701, November.
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• Csóka, Péter, 2018. "Az adósságelengedés modellezése kooperatív játékelmélettel [Modelling debt relief using cooperative game theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 768-779.
• Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018. "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, KSP Journals, vol. 5(1), pages 103-117, March.
• Tanweer Akram & Huiqing Li, 2018. "The Dynamics of Japanese Government Bonds' Nominal Yields," Economics Working Paper Archive wp_906, Levy Economics Institute.
• Tanweer Akram & Anupam Das, 2018. "Australian Government Bonds' Nominal Yields: An Empirical Analysis," Economics Working Paper Archive wp_910, Levy Economics Institute.
• Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
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• E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series 1815, Economics, The University of Manchester.
• E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth," Economics Discussion Paper Series 1816, Economics, The University of Manchester.
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• Melek AKSU & Şakir SAKARYA, 2018. "Pricing of Covered Warrants: An Analysis on Borsa İstanbul," Sosyoekonomi Journal, Sosyoekonomi Society.
• Brian Muyambiri & Nicholas M. Odhiambo, 2018. "Financial Development and Investment Dynamics in Mauritius: A Trivariate Granger-Causality Analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(2-3), pages 62-73, April-Sep.
  • Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2016. "Financial development and investment dynamics in Mauritius: A trivariate granger-casuality analysis," Working Papers 21161, University of South Africa, Department of Economics.
• Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018. "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 307-333, March.
• Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi, 2018. "Measurement errors in stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 287-306, March.
• Mariya Gubareva & Maria Rosa Borges, 2018. "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, vol. 266(1), pages 71-100, July.
• Dimitrios Koutmos, 2018. "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, vol. 266(1), pages 441-498, July.
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
  • Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based On Penalized Quantile Regression," "Marco Fanno" Working Papers 0199, Dipartimento di Scienze Economiche "Marco Fanno".
  • Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based on Penalized Quantile Regression," Papers 1507.00250, arXiv.org.
• Bachir Sahyoun & George Giannopoulos & Yannis Anagnostopoulos & Nicos Sykianakis, 2018. "Mergers and Acquisitions: The Impact of Hiring Financial Advisors on Acquirer Shareholder Wealth in the US and UK Financial Services Sector," Contributions to Economics, in: Spyros Roukanas & Persefoni Polychronidou & Anastasios Karasavvoglou (ed.), The Political Economy of Development in Southeastern Europe, pages 161-197, Springer.
• George Galanos & Manolis Koutoulakis & Angelos Kotios, 2018. "Seven Years of Adjustment Policies in Greece: Fighting Against Causes or Symptoms?," Contributions to Economics, in: Spyros Roukanas & Persefoni Polychronidou & Anastasios Karasavvoglou (ed.), The Political Economy of Development in Southeastern Europe, pages 83-108, Springer.
• Jun-ichi Maskawa & Koji Kuroda & Joshin Murai, 2018. "Multiplicative random cascades with additional stochastic process in financial markets," Evolutionary and Institutional Economics Review, Springer, vol. 15(2), pages 515-529, December.
• Diego Winkelried & Luis A. Iberico, 2018. "Calendar effects in Latin American stock markets," Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
  • Iberico, Luis Antonio & Winkelried, Diego, 2015. "Calendar Effects in Latin American Stock Markets," Working Papers 2015-008, Banco Central de Reserva del Perú.
• Merve Tuncay, 2018. "Do political risks matter in the financial markets?: evidence from Turkey," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(2), pages 209-227, June.
• Tiantian Mao & Jun Cai, 2018. "Risk measures based on behavioural economics theory," Finance and Stochastics, Springer, vol. 22(2), pages 367-393, April.
• Omar Euch & Masaaki Fukasawa & Mathieu Rosenbaum, 2018. "The microstructural foundations of leverage effect and rough volatility," Finance and Stochastics, Springer, vol. 22(2), pages 241-280, April.
• Ulrich Horst & Dörte Kreher, 2018. "Second order approximations for limit order books," Finance and Stochastics, Springer, vol. 22(4), pages 827-877, October.
• Ludger Schuknecht, 2018. "The Supply of Safe Assets and Fiscal Policy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 53(2), pages 94-100, March.
  • Schuknecht, Ludger, 2016. "The supply of 'safe' assets and fiscal policy," CFS Working Paper Series 532, Center for Financial Studies (CFS).
• Benjamin Rainer Auer, 2018. "Are standard asset pricing factors long-range dependent?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 66-88, January.
• Yu Zhang & Weihong Huang, 2018. "Impact of strategy switching on wealth accumulation," Journal of Evolutionary Economics, Springer, vol. 28(4), pages 961-983, September.
• Sarveshwar Kumar Inani, 2018. "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 129-154, March.
• Avishek Bhandari & Kamaiah Bandi, 2018. "On the Dynamics of Inflation-Stock Returns in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 89-99, March.
• Dilip Kumar, 2018. "Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 313-335, June.
• Muhammad Ali Nasir & Min Du, 2018. "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 363-388, June.
• Dimitrios Kartsonakis Mademlis & Nikolaos Dritsakis, 2018. "Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approach," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 209-221, Springer.
• I. Antoniadis & N. Sariannidis & S. Kontsas, 2018. "The Effect of Bitcoin Prices on US Dollar Index Price," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 511-521, Springer.
• Martin Angerer & Georg Peter & Sebastian Stoeckl & Thomas Wachter & Matthias Bank & Marco Menichetti, 2018. "Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 70(3), pages 209-230, July.
• Martin Hellwig & Jochen Zimmermann & Mechthild Schrooten & Hans-Peter Burghof & Stephan Schulmeister, 2018. "Zehn Jahre nach der Lehman-Pleite — Finanzmärkte stabil? [Ten Years after the Lehman-Bankruptcy — Have Financial Markets Stabilized?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 98(8), pages 539-557, August.
• Alfranseder, Emanuel & Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia & Sobolewski, Paweł, 2018. "Indicators for the monitoring of central counterparties in the EU," ESRB Occasional Paper Series 14, European Systemic Risk Board.
• Brinkhoff, Jeroen & Langfield, Sam & Weeken, Olaf, 2018. "From the horse’s mouth: surveying responses to stress by banks and insurers," ESRB Occasional Paper Series 15, European Systemic Risk Board.
• Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
  • Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015. "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers 201595, University of Pretoria, Department of Economics.
• Michiel Bijlsma & Clemens Kool & Marielle Non, 2018. "The effect of financial development on economic growth: a meta-analysis," Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6128-6148, December.
  • M. Bijlsma & C.J.M. Kool & Marielle Non, 2017. "The effect of financial development on economic growth: a meta-analysis," Working Papers 17-01, Utrecht School of Economics.
  • Michiel Bijlsma & Clemens Kool & Marielle Non, 2017. "The effect of financial development on economic growth: a meta-analysis," CPB Discussion Paper 340, CPB Netherlands Bureau for Economic Policy Analysis.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018. "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 333-346, March.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers 201608, University of Pretoria, Department of Economics.
• C. May & G Farrell, 2018. "Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 42(3), pages 71-114, December.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019. "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
  • Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers id:12924, eSocialSciences.
  • Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
  • Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2021. "Financial and nonfinancial global stock market volatility shocks," Economic Modelling, Elsevier, vol. 96(C), pages 128-134.
  • Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2018. "Financial and non-financial global stock market volatility shocks," CAMA Working Papers 2018-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2018. "Financial and non-financial global stock market volatility shocks," Working Papers 2018-07, University of Tasmania, Tasmanian School of Business and Economics.
• Rogelio V. Mercado, 2023. "Bilateral capital flows: Gravity, push and pull," International Finance, Wiley Blackwell, vol. 26(1), pages 36-63, April.
  • Rogelio Mercado Jr, 2020. "Bilateral capital flows: gravity, push, and pull," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Bridging measurement challenges and analytical needs of external statistics: evolution or revolution?, volume 52, Bank for International Settlements.
  • Rogelio Mercado Jr., 2018. "Bilateral Capital Flows: Gravity, Push, and Pull," Working Papers wp34, South East Asian Central Banks (SEACEN) Research and Training Centre.
  • Rogelio Mercado Jr., 2018. "Bilateral Capital Flows: Gravity, Push, and Pull," Trinity Economics Papers tep0818, Trinity College Dublin, Department of Economics.
• Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022. "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, vol. 227(1), pages 65-84.
  • Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018. "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers 18-088/III, Tinbergen Institute.
• de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM a0a4fb82-734a-442a-9ea1-a, Tilburg University, School of Economics and Management.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Discussion Paper 2018-024, Tilburg University, Center for Economic Research.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM 6e799247-e229-4b41-a717-d, Tilburg University, School of Economics and Management.
  • De Haas, Ralph & Popov, Alexander, 2018. "Financial development and industrial pollution," LSE Research Online Documents on Economics 91310, London School of Economics and Political Science, LSE Library.
• de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM a0a4fb82-734a-442a-9ea1-a, Tilburg University, School of Economics and Management.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM 6e799247-e229-4b41-a717-d, Tilburg University, School of Economics and Management.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Discussion Paper 2018-024, Tilburg University, Center for Economic Research.
  • De Haas, Ralph & Popov, Alexander, 2018. "Financial development and industrial pollution," LSE Research Online Documents on Economics 91310, London School of Economics and Political Science, LSE Library.
• De Haas, Ralph & Popov, Alexander, 2018. "Financial development and industrial pollution," LSE Research Online Documents on Economics 91310, London School of Economics and Political Science, LSE Library.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM a0a4fb82-734a-442a-9ea1-a, Tilburg University, School of Economics and Management.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM 6e799247-e229-4b41-a717-d, Tilburg University, School of Economics and Management.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Discussion Paper 2018-024, Tilburg University, Center for Economic Research.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018. "Hedging Labor Income Risk over the Life-Cycle," Carlo Alberto Notebooks 576, Collegio Carlo Alberto.
  • Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018. "Hedging Labor Income Risk over the Life-Cycle," Working papers 058, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• John Cotter & Niall McGeever, 2018. "Are equity market anomalies disappearing? Evidence from the U.K," Working Papers 201804, Geary Institute, University College Dublin.
• Bård Misund & Rune Nygård, 2018. "Big Fish: Valuation of the World's Largest Salmon Farming Companies," Marine Resource Economics, University of Chicago Press, vol. 33(3), pages 245-261.
  • Misund, Bard & Nygard, Rune, 2017. ""Big Fish": Valuation of the world's largest salmon farming companies ," UiS Working Papers in Economics and Finance 2017/11, University of Stavanger.
• Mesakh Prihanto Surya Putra & Apriani Dorkas Rambu Atahau & Robiyanto Robiyanto, 2018. "Cross–asset class portfolio between gold and stocks in Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 10(1), pages 69-81, April.
• Frank Graef & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018. "Cash Holdings and the Performance of European Mutual Funds," Working Papers on Finance 1807, University of St. Gallen, School of Finance.
• Farshid Abdi & Botao Wu, 2018. "Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements," Working Papers on Finance 1828, University of St. Gallen, School of Finance.
• Farshid Abdi, 2018. "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance 1829, University of St. Gallen, School of Finance.
• Gerhard Sorger, 2018. "Capital price bubbles and dynamic inefficiency," Vienna Economics Papers 1802, University of Vienna, Department of Economics.
• Gerhard Sorger, 2020. "On the dynamics of stock price bubbles: comments on a model by Miao and Wang," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(2), pages 521-537, June.
  • Gerhard Sorger, 2018. "On the dynamics of stock price bubbles: comments on a model by Miao and Wang," Vienna Economics Papers 1803, University of Vienna, Department of Economics.
• Gerhard Sorger, 2018. "Capital price bubbles and dynamic inefficiency," Vienna Economics Papers vie1802, University of Vienna, Department of Economics.
• Gerhard Sorger, 2020. "On the dynamics of stock price bubbles: comments on a model by Miao and Wang," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(2), pages 521-537, June.
  • Gerhard Sorger, 2018. "On the dynamics of stock price bubbles: Comments on a model by Miao and Wang," Vienna Economics Papers vie1803, University of Vienna, Department of Economics.
• Krasimira Kostadinova Naydenova, 2018. "The Problem of Administratively Forced Process Going Public," Business & Management Compass, University of Economics Varna, issue 2, pages 83-102.
• Karanovic Goran & Karanovic Bisera, 2018. "The Day-of-the-Week Effect: Evidence from Selected Balkan Markets," Scientific Annals of Economics and Business, Sciendo, vol. 65(1), pages 1-11, March.
• Sheilla Nyasha & Nicholas M. Odhiambo, 2018. "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(3), pages 247-268, September.
  • Nyasha Sheilla & Odhiambo Nicholas M., 2018. "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business, Sciendo, vol. 65(3), pages 247-268, September.
• Vunjak Nenad & Vitomir Jelena & Antonijević Tamara & Stojanović Petra, 2018. "Investment Management Strategy in Financial Markets," Economics, Sciendo, vol. 6(2), pages 49-56, December.
• Muyambiri Brian & Odhiambo Nicholas M., 2018. "Financial Development and Investment in Botswana: A Multivariate Causality Test," Folia Oeconomica Stetinensia, Sciendo, vol. 18(2), pages 72-89, December.
• Olarewaju Odunayo Magret, 2018. "Income Diversification in Low Income Sub-Saharan African Countries’ Commercial Banks: A “Blessing” or “Curse”?," Folia Oeconomica Stetinensia, Sciendo, vol. 18(2), pages 90-105, December.
• Liu Lu, 2018. "Is There Relationship between Renewable Electrical Consumption and Economic Growth in Romania?," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 9(3), pages 137-144, December.
• Zhihong Jian & Zhican Zhu & Jie Zhou & Shuai Wu, 2018. "The Magnet Effect of Circuit Breakers: A role of price jumps and market liquidity," Departmental Working Papers 2018-01, The University of Winnipeg, Department of Economics.
• Martin T. Bohl & Badye Essid & Pierre L. Siklos, 2018. "Short-Selling Bans and the Global Financial Crisis: Are They Interconnected?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 64(2), pages 159-177.
  • Martin T. Bohl, Badye Essid, Pierre Siklos, 2018. "Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?," LCERPA Working Papers 0112, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
• Philippe Bracke & Edward W. Pinchbeck & James Wyatt, 2018. "The Time Value of Housing: Historical Evidence on Discount Rates," Economic Journal, Royal Economic Society, vol. 128(613), pages 1820-1843, August.
  • Bracke, Philippe & Pinchbeck, Edward & Wyatt, James, 2016. "The time value of housing: historical evidence on discount rates," Bank of England working papers 621, Bank of England.
  • Bracke, Philippe & Pinchbeck, Edward W. & Wyatt, James, 2017. "The time value of housing: historical evidence on discount rates," LSE Research Online Documents on Economics 86393, London School of Economics and Political Science, LSE Library.
• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018. "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1262-1281, October.
  • Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016. "Price Discovery in the Chinese Gold Market," MPRA Paper 71135, University Library of Munich, Germany.
• Pietro Reichlin, 2018. "Money Creation: Tax or Public Liquidity?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 1073-1094, August.
  • Reichlin, Pietro, 2015. "Money Creation: Tax or Public Liquidity?," CEPR Discussion Papers 10819, C.E.P.R. Discussion Papers.
• Margareta Gardijan & Vedran Kojić & Marina Slišković, 2018. "Farkaseva lema: elementarni dokaz i ekonomske primjene," EFZG Working Papers Series 1801, Faculty of Economics and Business, University of Zagreb.
• Klein, Arne C. & Pliszka, Kamil, 2018. "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers 14/2018, Deutsche Bundesbank.
• Unger, Robert, 2018. "Revisiting the finance and growth nexus: A deeper look at sectors and instruments," Discussion Papers 55/2018, Deutsche Bundesbank.
• Kräussl, Roman & Pollet, Joshua & Stefanova, Denitsa, 2018. "Signaling or marketing? The role of discount control mechanisms in closed-end funds," CFS Working Paper Series 597, Center for Financial Studies (CFS).
• Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021. "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 723-740.
  • Adam, Klaus & Nagel, Stefan & Matveev, Dmitry, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers 13213, C.E.P.R. Discussion Papers.
  • Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018. "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series 600, Center for Financial Studies (CFS).
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series 7285, CESifo.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
• Méndez, Lizethe & Ongena, Steven, 2018. ""Finance and growth" re-loaded," CFS Working Paper Series 604, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018. "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series 616, Center for Financial Studies (CFS).
• Podstawski, Maximilian & Velinov, Anton, 2018. "The state dependent impact of bank exposure on sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 88, pages 63-75.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019. "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 516-536.
  • Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018. "Network-based asset allocation strategies," EconStor Preprints 180063, ZBW - Leibniz Information Centre for Economics.
• Singh, Ritvik & Gangwar, Rachna, 2018. "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," EconStor Preprints 183471, ZBW - Leibniz Information Centre for Economics.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2022. "The big bang: Stock market capitalization in the long run," Journal of Financial Economics, Elsevier, vol. 145(2), pages 527-552.
  • Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018. "The Big Bang: Stock Market Capitalization in the Long Run," MPRA Paper 88581, University Library of Munich, Germany.
  • Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018. "The big bang: Stock market capitalization in the long run," IBF Paper Series 02-18, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main.
  • Dmitry Kuvshinov & Kaspar Zimmermann, 2018. "The Big Bang: Stock Market Capitalization in the Long Run," Working Papers 0136, European Historical Economics Society (EHES).
  • Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020. "The Big Bang: Stock Market Capitalization in the Long Run," CEPR Discussion Papers 14468, C.E.P.R. Discussion Papers.
• Ma, Jason Z. & Deng, Xiang & Ho, Kung-Cheng & Tsai, Sang-Bing, 2018. "Regime-switching determinants of emerging markets sovereign credit risk swaps spread," Economics Discussion Papers 2018-52, Kiel Institute for the World Economy (IfW Kiel).
• Härdle, Wolfgang Karl & Ling, Chengxiu, 2018. "How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?," IRTG 1792 Discussion Papers 2018-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Wolfgang Karl Härdle & Campbell R Harvey & Raphael C G Reule, 2020. "Understanding Cryptocurrencies," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 181-208.
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• Kariuki, Caroline & Kimundi, Gillian & Makambi, Steve, 2018. "The nexus between financial inclusion and financial stability: Credit, savings and asset quality of Kenyan banks," KBA Centre for Research on Financial Markets and Policy Working Paper Series 29, Kenya Bankers Association (KBA).
• Acheson, Graeme G. & Campbell, Gareth & Gallagher, Áine & Turner, John D., 2018. "Independent women: Shareholders in the age of the suffragettes," QUCEH Working Paper Series 2018-09, Queen's University Belfast, Queen's University Centre for Economic History.
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• Panzica, Roberto Calogero, 2018. "Idiosyncratic volatility puzzle: The role of assets' interconnections," SAFE Working Paper Series 228, Leibniz Institute for Financial Research SAFE.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2018. "Liquidity provider incentives in fragmented securities markets," SAFE Working Paper Series 231, Leibniz Institute for Financial Research SAFE.
• Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian, 2020. "Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk," SAFE Working Paper Series 234, Leibniz Institute for Financial Research SAFE, revised 2020.
• Baumann, Michael Heinrich & Herz, Bernhard & Baumann, Michaela, 2018. "Exchange-traded Funds, Investment Strategies, and Financial Stability," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181542, Verein für Socialpolitik / German Economic Association.
• Thaler, Dominik, 2018. "A Large Central Bank Balance Sheet? The Role of Interbank Market Frictions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181632, Verein für Socialpolitik / German Economic Association.
• Mária Barteková & Ľudomír Šlahor, 2018. "The Role Of Student Loans Subsidized By The State In The Slovak Banking Sector," CBU International Conference Proceedings, ISE Research Institute, vol. 6(0), pages 40-45, September.
• S.A. Bond & Q. Chang & J. Knight & S.E. Satchell, 2018. "Joint Distribution Of Forecasts And Outcomes: Impact Of Non-Normality On The Measurement Of Forecasting Skill, With Applications To Analysts’ Target Prices," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 420-459, December.
• Kim Christensen & Roel Oomen & Roberto Renò, 2018. "The drift burst hypothesis," CREATES Research Papers 2018-21, Department of Economics and Business Economics, Aarhus University.
• Kim, Hyeongwoo & Kim, Jintae, 2018. "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
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  • Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
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• Hakan Altın & Cemil Süslü, 2018. "Evaluatıon of the Performance of the Tourısm Companıes Trade on Borsa Istanbul: An Applıcatıon on Restaurants and Hotels," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 33(109), pages 31-50, April.
• Hasan Hüseyin Yıldırım & Ceren Yıldız & Özgür Aydemir, 2018. "The Effects of Credit Rating Agencies S&P, Moody’s and Fitch’s Notes on Stock Indices for Turkey: Evidence from Borsa Istanbul 2012-2016," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 33(109), pages 9-30, April.
• Dingaan Jack Khoza & J.W. Muteba Mwamba, 2018. "Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital," The African Finance Journal, Africagrowth Institute, vol. 20(1), pages 39-65.
• S.A. Bond & Q. Chang & J. Knight & S.E. Satchell, 2018. "Joint Distribution Of Forecasts And Outcomes: Impact Of Non-Normality On The Measurement Of Forecasting Skill, With Applications To Analysts’ Target Prices," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 420-459, December.
• Ayhan KIRBAŞ, 2018. "Temettü Duyurularinin Hi̇sse Senedi̇ Geti̇ri̇leri̇ne Olan Etki̇leri̇ni̇n Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 3(2), pages 133-148.
• Goran Karanovic & Bisera Karanovic, 2018. "The Day-of-the-Week Effect: Evidence from Selected Balkan Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(1), pages 1-11, March.
• Bação Pedro & Duarte António Portugal & Sebastião Helder & Redzepagic Srdjan, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business, Sciendo, vol. 65(2), pages 97-117, June.
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• Nyasha Sheilla & Odhiambo Nicholas M., 2018. "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business, Sciendo, vol. 65(3), pages 247-268, September.
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• Mobin Anwar & Sanjay Kumar, 2018. "Sectoral Robustness of Asset Pricing Models: Evidence from the Indian Capital Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 9(2), pages 42-50, May.
• Dumitru BELDIMAN, 2018. "Banking and European Funds: Funding Mechanisms Accessible to the Romanian Industry?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 114-126, November.
• Sebastian George PERPELEA & Mihai Octavian PERPELEA, 2018. "The „Carousel†Tax Fraud," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 131-137, November.
• Dumitru BELDIMAN & Jenica POPESCU, 2018. "The Implication of the Public Budget in Financing the Regional Development," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 138-148, November.
• Mihai Octavian PERPELEA & Sebastian George PERPELEA, 2018. "The Consequences of Tax Evasion: New Approaches," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 149-155, November.
• Anca BUZIERNESCU, 2018. "Personal Income Tax in Romania: Where to?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 168-174, November.
• Philip Z. MAYMIN, 2018. "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 74-84, November.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018. "High frequency trading and extreme price movements," Journal of Financial Economics, Elsevier, vol. 128(2), pages 253-265.
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• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2016. "Corporate borrowing and debt maturity : the effects of market access and crises," Policy Research Working Paper Series 7815, The World Bank.
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• Rud, Olga A. & Rabanal, Jean Paul & Sharifova, Manizha, 2019. "An experiment on the efficiency of bilateral exchange under incomplete markets," Games and Economic Behavior, Elsevier, vol. 114(C), pages 253-267.
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• Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2021. "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 73-100, June.
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• Nikolaus Hautsch & Christoph Scheu & Stefan Voigt, 2024. "Building trust takes time: limits to arbitrage for blockchain-based assets," Review of Finance, European Finance Association, vol. 28(4), pages 1345-1381.
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• Bin Wang & Wen Long & Xianhua Wei, 2018. "Investor Attention, Market Liquidity and Stock Return: A New Perspective," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(3), pages 341-352, March.
• Yunpeng Sun & Xueying Wang, 2018. "Asymmetric Effects of Chinas Monetary Policy on the Stock Market: Evidence from a Nonlinear VAR Mode," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(6), pages 745-761, June.
• Riyashad Ahmed & Md Delowar Hossain, 2018. "Testing Weak form Market Efficiency: Empirical Evidence from Selected Asian Stock Markets," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(6), pages 790-798, June.
• Tsung-Yu Hsieh & Huai-I Lee & Ying-Ru Tsai, 2018. "Idiosyncratic Risk, Stock Returns and Investor Sentiment," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(7), pages 914-924, July.
• Paul Ndubuisi & Kingsley Okere, 2018. "Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from the Nigerian Capital Market. (1986-2016)," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 6(2), pages 147-156, June.
• Rafaqat Ali & Rana Ejaz Ali Khan, 2018. "Socioeconomic Stability and Variability in Stock Market Prices: A Case Study of Karachi Stock Exchange," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 6(4), pages 428-440, December.
• Otilia MANTA, 2018. "Financial Networks And Global Financial Risk," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 49(1), pages 35-44, March.
• Tevfik Yoldemir & Aypar Uslu & Serdar Pırıntı, 2018. "The Research on the Impact of Corporate Trustworthiness and Corporate Image on Customer Satisfaction and Loyalty : Case of Healthcare Institution," Yildiz Social Science Review, Yildiz Technical University, vol. 4(1), pages 1-14.
• Tunç Durmaz, 2018. "Energy Storage and Renewable Energy: An Economic Approach," Yildiz Social Science Review, Yildiz Technical University, vol. 4(1), pages 15-38.
• Selçuk Özaydın, 2018. "Modelling the European Football Demand for the 2014/2015 Season," Yildiz Social Science Review, Yildiz Technical University, vol. 4(1), pages 39-52.
• Gökhan Duman, 2018. "An Analysis of Turkish-Tunisian Relations in Light of Arab Spring," Yildiz Social Science Review, Yildiz Technical University, vol. 4(1), pages 53-64.
• Bahman Huseynli & Nil Engizek & Sema Kurtuluş, 2018. "Adaptation of Pricing Tactic Persuasion Knowledge Scale to Turkish," Yildiz Social Science Review, Yildiz Technical University, vol. 4(1), pages 65-78.
• Hüseyin Özel, 2018. "Four Horsemen of The Apocalypse: Marx, Weber, Schumpeter, and Polany," Yildiz Social Science Review, Yildiz Technical University, vol. 4(2), pages 111-124.
• Turkan Mine Kara, 2018. "L. Lachmann, D. Lavoie and a Critical Look to the Austrian School’s Revival: Can Hermeneutics be a Solution to the Agent-Structure Problem?," Yildiz Social Science Review, Yildiz Technical University, vol. 4(2), pages 125-136.
• Kaan İrfan Öğüt, 2018. "Kompleksite İktisadi Çerçevesinde Keynes ve Keynesyen Makro İktisat: Metodolojik Bir Analiz," Yildiz Social Science Review, Yildiz Technical University, vol. 4(2), pages 137-152.
• Altuğ Yalçıntaş, 2018. "n≥30 vs. n=all: Büyük Veri, Veri Obezitesi ve Kaybolan Nedensellikler," Yildiz Social Science Review, Yildiz Technical University, vol. 4(2), pages 153-166.
• Gülenay Baş Dinar, 2018. "Kapitalizmin Krizlerini Minsky’nin Finansal İstikrarsızlık Hipotezi Çerçevesinde Anlamak," Yildiz Social Science Review, Yildiz Technical University, vol. 4(2), pages 167-186.
• Çiğdem Boz, 2018. "Sürdürülebilir Kalkinmanin Bir Öncülü Olarak Keynes’in “İyi Yaşam” Felsefesi ve Kapitalizm Eleştirisi," Yildiz Social Science Review, Yildiz Technical University, vol. 4(2), pages 187-187.
• Volkan Kaymaz & Ercan Eren, 2018. "Modern Times and Veblen," Yildiz Social Science Review, Yildiz Technical University, vol. 4(2), pages 201-212.
• Ragıp Ege, 2018. "Hegel’den Marx’a : «Olumsuzun Emeği»," Yildiz Social Science Review, Yildiz Technical University, vol. 4(2), pages 79-92.
• Ercan Eren, 2018. "Bilim(ler) ve İktisat," Yildiz Social Science Review, Yildiz Technical University, vol. 4(2), pages 93-110.
• Liudmyla Zakharkina & Maryna Abramchuk, 2018. "The Correctness Of The Capm-Model Application In The Ukrainian Reality In Terms Of Investors Financial Security," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(1).
• Ruslana Pikus & Nataliia Prykaziuk & Nataliia Kudryavska, 2018. "Prospects Of Development Of Insurance Mediation In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(2).
• Nataliia Zachosova & Nataliia Babina, 2018. "Diagnostics By Financial Regulators Of Financial Institutions Preparedness To The Implementation Of Economic Security Management," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(4).
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• Hong Thai Le & Marta Disegna, 2018. "Responses of macroeconomy and stock markets to structural oil price shocks: New evidence from Asian oil refinery," BAFES Working Papers BAFES25, Department of Accounting, Finance & Economic, Bournemouth University.
• Roberto Ruozi, 2018. "Factoring trends and technology," BANCARIA, Bancaria Editrice, vol. 11, pages 40-51, November.
• Massimo Caratelli & Lucrezia Fattobene, 2018. "Smes alternative financing: the role of mini-bonds and business lending platforms," BANCARIA, Bancaria Editrice, vol. 11, pages 60-71, November.
• Neveen Ahmed & Aliaa Bassiouny, 2018. "The Effects of Index Changes on Stock Trading: Evidence from the EGX," Review of Economics & Finance, Better Advances Press, Canada, vol. 11, pages 55-66, February.
• Hsiu-lang Chen & Rodrigo F. Malaquias, 2018. "Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 1-15, May.
• Humaira Husain & Khairul Alom & Kazi Md. Tarique, 2018. "Nexus between Firm Level Investment and Financing Constraint Measures: A Critical Review," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 88-101, May.
• Ditimi Amassoma & O. Adeleke, 2018. "Testing for the Causality between Interest Rate and Stock Market Performance in Nigeria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 109-124.
• Krassimira Naydenova, 2018. "Built-In Problems in the New European Regulations for the Bulgarian Capital Market," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 106-134.
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• Seyed Mohammadreza Davoodalhosseini, 2020. "Adverse Selection With Heterogeneously Informed Agents," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1307-1358, August.
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• Silva, Sergio H.R. da & Tabak, Benjamin M. & Cajueiro, Daniel O. & Fazio, Dimas M., 2017. "Economic growth, volatility and their interaction: What’s the role of finance?," Economic Systems, Elsevier, vol. 41(3), pages 433-444.
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• Omer ISKENDEROGLU & Asuman BALAT, 2018. "The Impact of Sovereign Ratings on the CDS Premiums: An Application on BRICS Countries and Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 12(2), pages 47-64.
• Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2018. "Missing Investors in the Italian Corporate Bond Market," Questioni di Economia e Finanza (Occasional Papers) 450, Bank of Italy, Economic Research and International Relations Area.
• Fonseca Felipe J. & Llamosas-Rosas Irving & Rangel González Erick, 2018. "Economic Liberalization and External Shocks. The Hypothesis of Convergence for the Mexican States, 1994-2015," Working Papers 2018-26, Banco de México.
• Viviana Alejandra Alfonso Corredor, 2018. "El uso de forwards peso dólar en las empresas colombianas del sector real," Borradores de Economia 1058, Banco de la Republica de Colombia.
• Jean Barthélemy & Vincent Bignon & Benoît Nguyen, 2018. "Monetary Policy and Collateral Constraints since the European Debt Crisis," Working papers 669, Banque de France.
• Anne-Sophie CAVALLO, 2018. "L’évaluation de l’impact des réformes financières internationales," Bulletin de la Banque de France, Banque de France, issue 215, pages 5-14.
• Anne-Sophie Cavallo, 2018. "Evaluating the impact of international financial reforms," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 49, pages 5-14, Spring.
• Inaki Aldasoro & Torsten Ehlers, 2018. "Global liquidity: changing instrument and currency patterns," BIS Quarterly Review, Bank for International Settlements, September.
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• David Beers & Jamshid Mavalwalla, 2018. "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers 18-30, Bank of Canada.
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• Blau, Benjamin M., 2018. "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 72-83.
  • Blau, Benjamin, 2018. "Does Religiosity Affect Liquidity in Financial Markets?," MPRA Paper 100698, University Library of Munich, Germany.
• Youssef, Mouna & Mokni, Khaled, 2018. "On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 52-63.
• Banerji, Sanjay & Duygun, Meryem & Shaban, Mohamed, 2018. "Political connections, bailout in financial markets and firm value," Journal of Corporate Finance, Elsevier, vol. 50(C), pages 388-401.
• Gupta, Kartick & Krishnamurti, Chandrasekhar, 2018. "Do macroeconomic conditions and oil prices influence corporate risk-taking?," Journal of Corporate Finance, Elsevier, vol. 53(C), pages 65-86.
• Jawadi, Fredj & Namouri, Hela & Ftiti, Zied, 2018. "An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 469-484.
• Huang, Jinbo & Li, Yong & Yao, Haixiang, 2018. "Index tracking model, downside risk and non-parametric kernel estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 103-128.
• McNevin, Bruce D. & Nix, Joan, 2018. "The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors," Economic Modelling, Elsevier, vol. 68(C), pages 570-585.
• Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2018. "The role of punctuation in P2P lending: Evidence from China," Economic Modelling, Elsevier, vol. 68(C), pages 634-643.
• Pan, Lei & Mishra, Vinod, 2018. "Stock market development and economic growth: Empirical evidence from China," Economic Modelling, Elsevier, vol. 68(C), pages 661-673.
  • Lei Pan & Vinod Mishra, 2016. "Stock Market Development and Economic Growth: Empirical Evidence from China," Monash Economics Working Papers 16-16, Monash University, Department of Economics.
• Wang, Guocheng & Wang, Yanyi, 2018. "Herding, social network and volatility," Economic Modelling, Elsevier, vol. 68(C), pages 74-81.
• Zhang, Wei & Wang, Guanying & Wang, Xingchun & Xiong, Xiong & Lei, Xuan, 2018. "Profitability of reversal strategies: A modified version of the Carhart model in China," Economic Modelling, Elsevier, vol. 69(C), pages 26-37.
• Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018. "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, vol. 71(C), pages 305-315.
• Aysun, Uluc & Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018. "Is the credit channel alive? Firm-level evidence on the sensitivity of borrowing spreads to monetary policy," Economic Modelling, Elsevier, vol. 75(C), pages 305-319.
• Jian, Zhihong & Deng, Pingjun & Zhu, Zhican, 2018. "High-dimensional covariance forecasting based on principal component analysis of high-frequency data," Economic Modelling, Elsevier, vol. 75(C), pages 422-431.
• Degenhardt, Thomas & Auer, Benjamin R., 2018. "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 169-205.
• Kim, Hyeongwoo & Kim, Jintae, 2018. "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
  • Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2017. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2017-05, Department of Economics, Auburn University.
• Liu, Qiang & Liu, Yiqi & Liu, Zhi & Wang, Li, 2018. "Estimation of spot volatility with superposed noisy data," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 62-79.
• Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2018. "Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 161-181.
• Jeong, Giho & Kang, Jangkoo & Kwon, Kyung Yoon, 2018. "Liquidity skewness premium," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 130-150.
• Jeong, Minsoo, 2018. "Consistent estimator of nonparametric structural spurious regression model for high frequency data," Economics Letters, Elsevier, vol. 162(C), pages 18-21.
• Demirer, Riza & Gupta, Rangan, 2018. "Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data," Economics Letters, Elsevier, vol. 167(C), pages 36-39.
• Marks, Joseph M. & Nam, Kiseok, 2018. "Intertemporal risk-return tradeoff in the short-run," Economics Letters, Elsevier, vol. 172(C), pages 81-84.
• Demirer, Riza & Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2018. "Global risk aversion and emerging market return comovements," Economics Letters, Elsevier, vol. 173(C), pages 118-121.
• Wohlfarth, Paul, 2018. "Measuring the impact of monetary policy attention on global asset volatility using search data," Economics Letters, Elsevier, vol. 173(C), pages 15-18.
  • Paul Wohlfarth, 2018. "Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data," Birkbeck Working Papers in Economics and Finance 1803, Birkbeck, Department of Economics, Mathematics & Statistics.
• Grammig, Joachim & Küchlin, Eva-Maria, 2018. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," Journal of Econometrics, Elsevier, vol. 205(1), pages 6-33.
• Cortina, Juan J. & Ismail, Soha & Schmukler, Sergio L., 2018. "Firm financing and growth in the Arab region," Economic Systems, Elsevier, vol. 42(2), pages 361-383.
  • Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L., 2016. "Firm financing and growth in the Arab region," Policy Research Working Paper Series 7756, The World Bank.
  • Soha Ismail & Juan Jose Cortina Lorente & Sergio L. Schmukler, 2017. "Firm Financing and Growth in the Arab Region," Working Papers 1092, Economic Research Forum, revised 05 Nov 2017.
• Ratha, Dilip & De, Supriyo & Kurlat, Sergio, 2018. "Does governing law affect bond spreads?," Emerging Markets Review, Elsevier, vol. 36(C), pages 60-78.
  • Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres & Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres, 2016. "Does governing law affect bond spreads ?," Policy Research Working Paper Series 7863, The World Bank.
• Tran, Ly Thi Hai & Hoang, Thao Thi Phuong & Tran, Hoa Xuan, 2018. "Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market," Emerging Markets Review, Elsevier, vol. 37(C), pages 114-133.
• Badshah, Ihsan & Bekiros, Stelios & Lucey, Brian M. & Uddin, Gazi Salah, 2018. "Asymmetric linkages among the fear index and emerging market volatility indices," Emerging Markets Review, Elsevier, vol. 37(C), pages 17-31.
• Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018. "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, vol. 37(C), pages 98-113.
• Chevallier, Julien & Nguyen, Duc Khuong & Siverskog, Jonathan & Uddin, Gazi Salah, 2018. "Market integration and financial linkages among stock markets in Pacific Basin countries," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 77-92.
  • Julien Chevallier & Duc Khuong Nguyen & Jonathan Siverskog & Gazi Salah Uddin, 2017. "Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries," Working Papers 2017-005, Department of Research, Ipag Business School.
• Sherrill, D. Eli & Stark, Jeffrey R., 2018. "ETF liquidation determinants," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 357-373.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018. "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
  • Simon Trimborn & Wolfgang Karl Hardle, 2020. "CRIX an index for cryptocurrencies," Papers 2009.09782, arXiv.org.
  • Trimborn, Simon & Härdle, Wolfgang Karl, 2020. "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers 2020-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Badeeb, Ramez Abubakr & Lean, Hooi Hooi, 2018. "Asymmetric impact of oil price on Islamic sectoral stocks," Energy Economics, Elsevier, vol. 71(C), pages 128-139.
• Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Hedström, Axel, 2018. "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Energy Economics, Elsevier, vol. 71(C), pages 35-46.
  • Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström, 2018. "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Post-Print hal-01996386, HAL.
• Ewing, Bradley T. & Kang, Wensheng & Ratti, Ronald A., 2018. "The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies," Energy Economics, Elsevier, vol. 72(C), pages 505-516.
• Reboredo, Juan C., 2018. "Green bond and financial markets: Co-movement, diversification and price spillover effects," Energy Economics, Elsevier, vol. 74(C), pages 38-50.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018. "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, vol. 116(C), pages 127-136.
• Dutta, Anupam & Bouri, Elie & Noor, Md Hasib, 2018. "Return and volatility linkages between CO2 emission and clean energy stock prices," Energy, Elsevier, vol. 164(C), pages 803-810.
• Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis, 2018. "Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 140-155.
• Hanna, Alan J., 2018. "A top-down approach to identifying bull and bear market states," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 93-110.
• Pae, Yuntaek & Bae, Sung C. & Lee, Namhoon, 2018. "Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 127-135.
• Ichev, Riste & Marinč, Matej, 2018. "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 153-166.
• Byström, Hans, 2018. "Stock return expectations in the credit market," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 85-92.
  • Byström, Hans, 2016. "Stock Return Expectations in the Credit Market," Working Papers 2016:26, Lund University, Department of Economics.
• Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María & Ribeiro-Navarrete, Belén, 2018. "Does social network sentiment influence the relationship between the S&P 500 and gold returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 57-64.
• Brawn, Derek A. & Šević, Aleksandar, 2018. "“Firm size matters: Industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend”," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 132-152.
• Chen, Zhongdong & Daves, Phillip R., 2018. "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 94-104.
• Dodd, Olga & Frijns, Bart, 2018. "NYSE closure and global equity trading: The case of cross-listed stocks," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 138-150.

2017

• Abdelkarim Ahmed Guendouz, 2017. "Islamic Financial Engineering: A Bundling and Unbundling Process Approach الهندسة المالية الإسلامية: مقاربة الفك والتركيب," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(3), pages 143-165, October.
• Abdelkarim Ahmed Guendouz عبدالكريم أحمد موسى قندوز, 2017. "Islamic Financial Engineering: A Bundling and Unbundling Process Approach الهندسة المالية الإسلامية: مقاربة الفك والتركيب," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(3), pages 143-165, January.
• Husnu Tekin & Burak Sencer Atasoy & Hasan Murat Ertugrul, 2017. "The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الأرباح الإسلامية: تحليل للقطاع المصرفي ," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(SI), pages 103-117, April.
• Kim, Hyeongwoo & Kim, Jintae, 2018. "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
  • Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2017. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2017-05, Department of Economics, Auburn University.
• Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, 2017. "Coarse Competitive Equilibrium and Extreme Prices," American Economic Review, American Economic Association, vol. 107(1), pages 109-137, January.
  • Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, "undated". "Coarse Competitive Equilibrium and Extreme Prices," Working Paper 8365, Harvard University OpenScholar.
  • Wolfgang Pesendorfer & Tomasz Strzalecki & Faruk Gul, 2014. "Coarse Competitive Equilibrium and Extreme Prices," 2014 Meeting Papers 1412, Society for Economic Dynamics.
• Ricardo Lagos & Guillaume Rocheteau & Randall Wright, 2017. "Liquidity: A New Monetarist Perspective," Journal of Economic Literature, American Economic Association, vol. 55(2), pages 371-440, June.
• Bertsatos, Georgios & Sakellaris, Plutarchos & Tsionas, Mike G., 2017. "Did the financial crisis affect the market valuation of large systemic U.S. banks?," Journal of Financial Stability, Elsevier, vol. 32(C), pages 115-123.
  • Georgios Bertsatos & Plutarchos Sakellaris, 2017. "Did the Financial Crisis affect the Market Valuation of Large Systemic U.S. Banks?," Working Papers 201709, Athens University Of Economics and Business, Department of Economics.
• Baah Aye Kusi & Agyapomaa Gyeke-Dako & Elikplimi Komla Agbloyor, 2017. "Bank Profitability Determination in Income Brackets in Africa: A Shareholder versus Stakeholder Perspective," The African Finance Journal, Africagrowth Institute, vol. 19(2), pages 29-46.
• Md. Abu HASAN & Anita ZAMAN, 2017. "Volatility Nexus Between Stock Market And Macroeconomic Variables In Bangladesh: An Extended Garch Approach," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(2), pages 233-243, June.
• Marin OPRIÈšESCU & Dumitru BELDIMAN, 2017. "Romania’s regional development strategy between 2014-2020," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(19), pages 7-18, November.
• Octavian Mihai PERPELEA & Dumitru BELDIMAN, 2017. "Romania on the threshold of EU accession, from the perspective of a decade of Europeanism," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(19), pages 88-96, November.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate debt maturity in developing countries: Sources of long and short‐termism," The World Economy, Wiley Blackwell, vol. 41(12), pages 3288-3316, December.
  • Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017. "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series 8222, The World Bank.
  • Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2017. "Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism," Mo.Fi.R. Working Papers 142, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• John E. Parsons, 2017. "The Fundamentals Underlying Oil and Natural Gas Derivative Markets," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 283-300, November.
• Gary Gorton, 2017. "The History and Economics of Safe Assets," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 547-586, September.
• Сейдахметова С.С. & Тусаева А.К., 2017. "Влияние Макроэкономических Показателей На Приток Прямых Иностранных Инвестиций В Республику Казахстан," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 11-19.
• Md. Mohibul Islam & Anisul M. Islam, 2017. "Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 3(9), pages 157-15-172, 09-2017.
• Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series 386, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and Growth Optimal Portfolio," Papers 1706.06832, arXiv.org.
• Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
  • Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
• Serhat Koloğlugil & Burcu Tekeş & Mercan Atalay, 2017. "Türkiye’de Özgür ve Açık Kaynak Kodlu Yazılım Üretimi: Bireysel ve Sosyal Motivasyonların Karsılaştırmalı Analizi," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 1-22.
• Kenan Göçer, 2017. "The Role of Cattle Forage Production in Sustainable Cattle Breeding in Turkey through Spatial Statistical Methods," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 23-34.
• Ferda Halıcıoğlu & Kasım Eren, 2017. "Testing Twin Deficits and Saving-Investment Nexus in Turkey," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 35-46.
  • Ferda, HALICIOGLU & Kasim, EREN, 2013. "Testing Twin Deficits and Saving-Investment Nexus in Turkey," MPRA Paper 50098, University Library of Munich, Germany.
  • HALICIOGLU, Ferda & EREN, Kasim, 2017. "Testing Twin Deficits and Saving-Investment Nexus in Turkey," MPRA Paper 83529, University Library of Munich, Germany.
• Zehra Bilgen Susanlı, 2017. "Türkiye’de İşgücüne Katılım, İstihdam ve Beşeri Sermaye Dışsallıkları," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 47-58.
• Sıdıka Başçı & Aysegül Durucan, 2017. "A Review of Small and Medium Sized Enterprises (SMEs) in Turkey," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 59-80.
• Tuğçe Ozansoy Çadırcı & Arif Emre Akmaz, 2017. "The Impact of Healthscape on Customer Satisfaction and Loyalty in Public and Private Healthcare Institutions," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 81-96.
• Murat Yıldızoğlu, 2017. "Evolutionary Dynamics and Economic Complexity," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 1-18.
• Ceren Çehreli & İpek Dursun & Yaman Barlas, 2017. "Speculative Dynamics of Exchange Rates in Turkey: A System Dynamics Approach," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 103-120.
• Kaan İrfan Öğüt & Serçin Şahin, 2017. "A Non-Walrasian Analysis of Asset Price Movements under the Tobin-Blanchard-Samuelson Model: A System Dynamics Approach," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 121-136.
• Rüya Eser & Hale Kırer Silva Lecuna, 2017. "Mekansal İktisat ve Mekansal Kompleksite Üzerine Bir Değerlendirme," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 137-153.
• Mehmet Gençer, 2017. "Review of Methods of Social Network Analysis," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 19-34.
• Ercan Eren & Demet Topal Koç, 2017. "AB Ülkeleri ve Türkiye'nin Ticaret İlişkilerine Ağ Yaklaşımı," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 35-64.
• Semanur Soyyiğit & Yasemin Asu Çırpıcı, 2017. "An Input-Output Network Structure Analysis Of Selected Countries," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 65-88.
• Semanur Soyyiğit & Çiğdem Boz, 2017. "Global Input - Output Analysis: A Network Approach," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 89-102.
• Marios Panayides & Barbara Rindi & Ingrid M.Werner, 2017. "Trading Fees and Intermarket Competition," BAFFI CAREFIN Working Papers 1751, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Violetta Kharabara, 2017. "Analysis Of Mortgage Lending In Banks In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 3(3).
• Maria Cristina Arcuri & Marina Brogi & Gino Gandolfi, 2017. "Cyber risk in the financial industry, the market reactions," BANCARIA, Bancaria Editrice, vol. 4, pages 35-49, April.
• Alberto Banfi & Fiorenzo Di Pasquali, 2017. "Ecb policies and 10 years of liquidity management: the road to Qe exit," BANCARIA, Bancaria Editrice, vol. 7, pages 37-46, July.
• Andrea Paltrinieri & Enrico Geretto & Maurizio Polato, 2017. "Volatility Exchange Traded Notes: a case study," BANCARIA, Bancaria Editrice, vol. 12, pages 64-72, December.
• Piyadasa Edirisuriya, 2017. "Financial Deepening, Economic Growth and Corruption: The Case of Islamic Banking," Review of Economics & Finance, Better Advances Press, Canada, vol. 8, pages 1-16, May.
• Ibrahim M. Awad & Abdel-Rahman Al-Ewesat, 2017. "Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data," Review of Economics & Finance, Better Advances Press, Canada, vol. 9, pages 83-97, August.
• Jean-Sébastien Fontaine & James Hately & Adrian Walton, 2017. "Repo Market Functioning when the Interest Rate Is Low or Negative," Discussion Papers 17-3, Bank of Canada.
• Guillaume Ouellet Leblanc & Maarten van Oordt, 2017. "Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators," Staff Analytical Notes 17-15, Bank of Canada.
• Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
• Hernández Vega Marco A., 2017. "Portfolio Investment Response to U.S. Monetary Policy Announcements: An Event Study Analysis Using High Frequency Data from Mexico," Working Papers 2017-02, Banco de México.
• Martha López Piñeros, 2020. "Economic Sectors and the Risk-taking Channel of Monetary Policy," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 43(123), pages 275-290, Noviembre.
  • Martha López, 2017. "Economic Sectors and the Risk-taking Channel of Monetary Policy," Borradores de Economia 1029, Banco de la Republica de Colombia.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017. "Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 1-35, September.
• Fatima Syed & Naimat U. Khan, 2017. "Islamic Calendar Anomalies: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 104-122, September.
• Muhammad Suhail Rizwan & Asifa Obaid & Dawood Ashraf, 2017. "The Impact of Corporate Social Responsibility on Default Risk: Empirical evidence from US Firms," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 36-70, September.
• Saddiqa & Ayaz ul Haq, 2017. "Firm Characteristics and Cash-Cash Flow Sensitivity of the Manufacturing Sector of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 71-103, September.
• Shahzad Hussain & Syed Muhammad Amir Shah, 2017. "Corporate Governance and Downside Systematic Risk with a Moderating Role of Socio-Political in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(4), pages 233-258, December.
• Yilmaz Bayar, 2017. "Public Governance And Financial Development In Central And Eastern European Countries," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 24, pages 53-65, March.
• Wiliiam Arrata & Benoît Nguyen & Imene Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem s asset purchases and money market rates," Working papers 652, Banque de France.
• Arrata, W. & Gautier, A. & Lopez, P. & Rahmouni-Rousseau, I. & Girotti, M. & Mojon, B. & Szczerbowicz, U. & Vari, M. & Foucault, T., 2017. "12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France," Bulletin de la Banque de France, Banque de France, issue 210, pages 35-43.
• W. Arrata & A. Gautier & P. Lopez & I. Rahmouni-Rousseau & M. Girotti & B. Mojon & U. Szczerbowicz & M. Vari & T. Foucault, 2017. "12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary)," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 45, pages 23-30, Spring.
• Bogumila Brycz & Tadeusz Dudycz & Michal J. Kowalski, 2017. "Is the success of an issuer an investor success? Evidence from Polish IPOs," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 17(1), pages 57-77.
• Codruta Boar & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017. "What are the effects of macroprudential policies on macroeconomic performance?," BIS Quarterly Review, Bank for International Settlements, September.
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• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018. "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 495-506, September.
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• Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019. "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Journal of Reviews on Global Economics, Lifescience Global, vol. 8, pages 239-257.
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• Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series 54, European Systemic Risk Board.
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• Vuslat Us, 2017. "A dynamic approach to analysing the effect of the global crisis on nonperforming loans: evidence from the Turkish banking sector," Applied Economics Letters, Taylor & Francis Journals, vol. 24(3), pages 186-192, February.
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• Sofiane Aboura & Y. Eser Arisoy, 2017. "Does aggregate uncertainty explain size and value anomalies?," Applied Economics, Taylor & Francis Journals, vol. 49(32), pages 3214-3230, July.
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• Graeme G. Acheson & Gareth Campbell & John D. Turner, 2017. "Who financed the expansion of the equity market? Shareholder clienteles in Victorian Britain," Business History, Taylor & Francis Journals, vol. 59(4), pages 607-637, May.
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• Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2017. "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Communist Economies, Taylor & Francis Journals, vol. 29(1), pages 1-26, January.
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  • Jackowicz, Krzystof & Kowalewski, Oskar & Kozlowski, Lukasz & Roszkowska, Paulina, 2014. "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," Working Papers 14-15, University of Pennsylvania, Wharton School, Weiss Center.
• Kul B. Luintel & Yongdeng Xu, 2017. "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1617-1630, October.
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• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2020. "Impact of global uncertainty on the global economy and large developed and developing economies," Applied Economics, Taylor & Francis Journals, vol. 52(22), pages 2392-2407, May.
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  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers 2017-01, University of Tasmania, Tasmanian School of Business and Economics.
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• Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries," Globalization Institute Working Papers 311, Federal Reserve Bank of Dallas.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "Global commodity prices and global stock volatility shocks: effects across countries," Working Papers 2017-05, University of Tasmania, Tasmanian School of Business and Economics.
  • Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017. "Global commodity prices and global stock volatility shocks: Effects across countries," CAMA Working Papers 2017-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017. "A semi-parametric point process model of the interactions between equity markets," Working Papers 2017-06, University of Tasmania, Tasmanian School of Business and Economics.
• Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Dungey, Mardi & Volkov, Vladimir, 2018. "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Economics Letters, Elsevier, vol. 162(C), pages 81-85.
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• Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis, 2017. "Interdependencies across Sovereign Bond Credit Default Swap Markets," Working Papers 1707, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert L., 2020. "The Relative Valuation Of Gold," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1346-1391, September.
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  • Dirk G. Baur & Joscha Beckmann & Robert Czudaj, 2017. "The Relative Valuation of Gold," Chemnitz Economic Papers 005, Department of Economics, Chemnitz University of Technology, revised May 2017.
• Vincent Van Kervel & Albert J. Menkveld, 2019. "High‐Frequency Trading around Large Institutional Orders," Journal of Finance, American Finance Association, vol. 74(3), pages 1091-1137, June.
  • Vincent van Kervel & Albert J. Menkveld, 2017. "High-Frequency Trading around Large Institutional Orders," Tinbergen Institute Discussion Papers 17-092/IV, Tinbergen Institute.
• Luz Patricia Pardo Martínez & María Victoria Huertas de Mora, 2017. "Modelos influyentes en las cooperativas de ahorro y crédito en Colombia [Influential models in the cooperatives of savings and credits in Colombia]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 125, pages 109-133.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019. "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
  • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers 201742, University of Pretoria, Department of Economics.
  • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers 2017-10, University of Connecticut, Department of Economics.
• Sergio Salas, 2017. "Asset prices and wealth inequality in a simple model with idiosyncratic shocks," Estudios de Economia, University of Chile, Department of Economics, vol. 44(1 Year 20), pages 105-119, June.
• Lesia Tyshchenko & Attila Csajbok, 2017. "A Financial Stress Index for Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 240, pages 5-13.
• Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701, December.
  • Kim Oosterlinck, 2013. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Working Papers CEB 13-039, ULB -- Universite Libre de Bruxelles.
  • Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," ULB Institutional Repository 2013/232458, ULB -- Universite Libre de Bruxelles.
• Péter Csóka & P. Jean-Jacques Herings, 2021. "An Axiomatization of the Proportional Rule in Financial Networks," Management Science, INFORMS, vol. 67(5), pages 2799-2812, May.
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  • Csoka, Péter & Herings, P. Jean-Jacques, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
• Csóka, Péter & Jean-Jacques Herings, P., 2019. "Liability games," Games and Economic Behavior, Elsevier, vol. 116(C), pages 260-268.
  • Peter Csoka & P. Jean-Jacques Herings, 2017. "Liability Games," CERS-IE WORKING PAPERS 1735, Institute of Economics, Centre for Economic and Regional Studies.
  • Csoka, Péter & Herings, P. Jean-Jacques, 2017. "Liability Games," Research Memorandum 031, Maastricht University, Graduate School of Business and Economics (GSBE).
• Luigi Mersico, 2017. "Systemic Financial Stress: a composite indicator for BRIC area," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, vol. 6(6), pages 1-30, January-A.
• Michiel Bijlsma & Clemens Kool & Marielle Non, 2018. "The effect of financial development on economic growth: a meta-analysis," Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6128-6148, December.
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  • M. Bijlsma & C.J.M. Kool & Marielle Non, 2017. "The effect of financial development on economic growth: a meta-analysis," Working Papers 17-01, Utrecht School of Economics.
• Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and Growth Optimal Portfolio," Papers 1706.06832, arXiv.org.
  • Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series 386, Quantitative Finance Research Centre, University of Technology, Sydney.
• Brian Muyambiri & NM Odhiambo, 2018. "South Africa’s Financial Development and its Role in Investment," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(1), pages 101-120.
  • Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2017. "South Africa's financial development and its role in investment," Working Papers 22084, University of South Africa, Department of Economics.
• Muyambiri Brian & Odhiambo Nicholas, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal, De Gruyter, vol. 17(3), pages 1-10, September.
  • Brian Muyambiri & Nicholas Odhiambo, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(3), pages 1-10, September.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2017. "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers 22657, University of South Africa, Department of Economics.
• Sorin PETRE - PricewaterhouseCoopers & Romania, 2017. "Valuation Multiples in the Context of Bucharest Stock Exchange and Local M&A Market," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 12(2), pages 4-51.
• Carlo Bellavite Pellegrini & Raul Caruso, 2017. "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 125(1), pages 3-12.
• Carlo Bellavite Pellegrini & Raul Caruso, 2017. "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 135(1), pages 3-12.
• David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
  • David E. Giles & Qinlu Chen, 2017. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1704, Department of Economics, University of Victoria.
• KORKMAZ, Özge, 2017. "Is Minsky’S Instability Hypothesis Acceptable For The Relation Between Borrowing Rate And Profitability?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 21(1), pages 6-27.
• ŞENOL, Zekai & KARACA, Süleyman Serdar, 2017. "The Effect Of Enterprise Risk Management On Firm Performance: A Case Study On Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 21(2), pages 6-30.
• Krasimira Naydenova, 2017. "Receivables Investment Trusts as an Alternative for the Participation of Institutional Investors in Infrastructure Projects," Business & Management Compass, University of Economics Varna, issue 3, pages 291-302.
• Gemra Kamil, 2017. "Public Issue of Bank Bonds Case Study of Bank Pocztowy S.A," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(1), pages 35-46, November.
• Nyasha Sheilla & Odhiambo Nicholas M., 2017. "Bank Versus Stock Market Development in Brazil: An ARDL Bounds Testing Approach," South East European Journal of Economics and Business, Sciendo, vol. 12(1), pages 7-21, April.
• Ibrahima Diallo & Isatou Mendy, 2017. "Impact Of Financial Development On Economic Growth In The Wamz: A Heterogeneous Panel Data Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 17(1), pages 1-18, June.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate debt maturity in developing countries: Sources of long and short‐termism," The World Economy, Wiley Blackwell, vol. 41(12), pages 3288-3316, December.
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  • Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017. "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series 8222, The World Bank.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
• Richard S.Grossman, 2017. "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," Wesleyan Economics Working Papers 2017-003, Wesleyan University, Department of Economics.
• Grossman, Richard, 2017. "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," CEPR Discussion Papers 12121, C.E.P.R. Discussion Papers.
  • Richard S.Grossman, 2017. "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," Wesleyan Economics Working Papers 2017-004, Wesleyan University, Department of Economics.
• Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701, December.
  • Kim Oosterlinck, 2013. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Working Papers CEB 13-039, ULB -- Universite Libre de Bruxelles.
  • Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," ULB Institutional Repository 2013/232458, ULB -- Universite Libre de Bruxelles.
• Felix Kübler & Herakles Polemarchakis, 2017. "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, vol. 85, pages 1219-1238, July.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," Economic Research Papers 270007, University of Warwick - Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," The Warwick Economics Research Paper Series (TWERPS) 1087, University of Warwick, Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," CRETA Online Discussion Paper Series 01, Centre for Research in Economic Theory and its Applications CRETA.
• Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises: A local Gaussian correlation approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(12), pages 1179-1204, December.
  • Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises : a local Gaussian correlation approach," Bank of Estonia Working Papers wp2016-11, Bank of Estonia, revised 06 Feb 2017.
• Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, vol. 35(C), pages 1-10.
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• Nam, Kiseok & Khaksari, Shahriar & Kang, Moonsoo, 2017. "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, Elsevier, vol. 35(C), pages 11-28.
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• Muyambiri Brian & Odhiambo Nicholas, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal, De Gruyter, vol. 17(3), pages 1-10, September.
  • Brian Muyambiri & Nicholas Odhiambo, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(3), pages 1-10, September.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2017. "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers 22657, University of South Africa, Department of Economics.
• Donald J Smith, 2017. "Valuation in a World of CVA, DVA, and FVA:A Tutorial on Debt Securities and Interest Rate Derivatives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10511, April.
• Edward E Williams & John A Dobelman, 2017. "Quantitative Financial Analytics:The Path to Investment Profits," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10555, February.
• Wai-Sum Chan & Yiu-Kuen Tse, 2017. "Financial Mathematics for Actuaries," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10564, February.
• Donald J Smith, 2017. "An Introduction to Bond Valuation Using a Binomial Tree," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 1, pages 1-12, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing Traditional Fixed-Rate Corporate Bonds," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 2, pages 13-45, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing Floating-Rate Notes and Interest Rate Caps and Floors," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 3, pages 47-71, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing Fixed-Income Bonds Having Embedded Call and Put Options," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 4, pages 73-92, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing Interest Rate Swaps with CVA and DVA," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 5, pages 93-136, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing an Interest Rate Swap Portfolio with CVA, DVA, and FVA," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 6, pages 137-161, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Structured Notes," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 7, pages 163-182, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Summary," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 8, pages 183-188, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "The Challenge: Can You Attain Wealth in Today’s Investment Environment?," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 1, pages 1-36, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Financial Mathematics," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 2, pages 37-58, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "The Securities Markets and Macroeconomics," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 3, pages 59-107, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Financial Statement Analysis," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 4, pages 109-169, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Forecasting Techniques," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 5, pages 171-194, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Analysis of Fixed Income Securities," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 6, pages 195-259, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Analysis of Common Stocks," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 7, pages 261-358, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Futures and Options," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 8, pages 359-395, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Risk, Uncertainty, Utility and Portfolio Theory," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 9, pages 397-444, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Capital Market Theory, Efficiency, and Imperfections," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 10, pages 445-510, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Appendices," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 11, pages 511-592, World Scientific Publishing Co. Pte. Ltd..
• Sangyup Choi & Ms. Yuko Hashimoto, 2017. "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," IMF Working Papers 2017/074, International Monetary Fund.
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• Sangyup Choi, 2018. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Open Economies Review, Springer, vol. 29(1), pages 89-118, February.
  • Sangyup Choi, 2017. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Working papers 2017rwp-113, Yonsei University, Yonsei Economics Research Institute.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017. "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers 17/06, Department of Economics, University of York.
• Roman Horvath & Eva Horvatova & Maria Siranova, 2017. "Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence," Working Papers 368, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Horvath, Roman & Horvatova, Eva & Siranova, Maria, 2017. "Financial development, rule of law and wealth inequality: Bayesian model averaging evidence," BOFIT Discussion Papers 12/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
• Fricke, Christoph & Fricke, Daniel, 2021. "Vulnerable asset management? The case of mutual funds," Journal of Financial Stability, Elsevier, vol. 52(C).
  • Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable asset management? The case of mutual funds," Discussion Papers 32/2017, Deutsche Bundesbank.
• Olaf Korn & Paolo Krischak & Erik Theissen, 2019. "Illiquidity transmission from spot to futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1228-1249, October.
  • Korn, Olaf & Krischak, Paolo & Theissen, Erik, 2017. "Illiquidity transmission from spot to futures markets," CFR Working Papers 14-10, University of Cologne, Centre for Financial Research (CFR), revised 2017.
• Theissen, Erik & Westheide, Christian, 2020. "Call of duty: Designated market maker participation in call auctions," Journal of Financial Markets, Elsevier, vol. 49(C).
  • Theissen, Erik & Westheide, Christian, 2019. "Call of duty: Designated market maker participation in call auctions," CFR Working Papers 16-05, University of Cologne, Centre for Financial Research (CFR), revised 2019.
  • Theissen, Erik & Westheide, Christian, 2021. "Call of duty: Designated market maker participation in call auctions," SAFE Working Paper Series 319, Leibniz Institute for Financial Research SAFE.
• Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers 17-01, University of Cologne, Centre for Financial Research (CFR).
• Hautsch, Nikolaus & Horvath, Akos, 2019. "How effective are trading pauses?," Journal of Financial Economics, Elsevier, vol. 131(2), pages 378-403.
  • Hautsch, Nikolaus & Horvath, Akos, 2017. "How effective are trading pauses?," CFS Working Paper Series 571, Center for Financial Studies (CFS).
• Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFS Working Paper Series 572, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Noé, Michael & Zhang, S. Sarah, 2017. "The ambivalent role of high-frequency trading in turbulent market periods," CFS Working Paper Series 580, Center for Financial Studies (CFS).
• Al-Faryan, Mamdouh Abdulaziz Saleh, 2017. "The relationship between corporate governance mechanisms and the performance of Saudi listed firms," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 14(2-2), pages 338-349.
• Al-Faryan, Mamdouh Abdulaziz Saleh & Dockery, Everton, 2017. "Ownership structure and corporate governance: What does the data reveal about Saudi listed firms?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 14(4-2), pages 413-424.
• Turner, John D., 2017. "The development of English company law before 1900," QUCEH Working Paper Series 2017-01, Queen's University Belfast, Queen's University Centre for Economic History.
• Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023. "The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 196-223.
  • Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017. "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series 166, Leibniz Institute for Financial Research SAFE.
• Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable Funds?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168209, Verein für Socialpolitik / German Economic Association.
• Flore, Raphael, 2017. "Costless Capital Requirements," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168226, Verein für Socialpolitik / German Economic Association.

2016

• Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
  • Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
  • Jianjun Miao & PENGFEI WANG & Lifang Xu, 2012. "Stock Market Bubbles and Unemployment," Boston University - Department of Economics - Working Papers Series WP2012-011, Boston University - Department of Economics.
  • Pengfei Wang & Lifang Xu & Jianjun Miao, 2013. "Stock Market Bubbles and Unemployment," 2013 Meeting Papers 720, Society for Economic Dynamics.
• Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
  • Jianjun Miao & PENGFEI WANG & Lifang Xu, 2012. "Stock Market Bubbles and Unemployment," Boston University - Department of Economics - Working Papers Series WP2012-011, Boston University - Department of Economics.
  • Pengfei Wang & Lifang Xu & Jianjun Miao, 2013. "Stock Market Bubbles and Unemployment," 2013 Meeting Papers 720, Society for Economic Dynamics.
• Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Post-Print hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," PSE-Ecole d'économie de Paris (Postprint) hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Post-Print halshs-01147470, HAL.
• Rubi Ahmad & Oyebola Fatima Etudaiye-Muhtar & Bolaji Tunde Matemilola & Amin Noordin Bany-Ariffin, 2016. "Financial market development, global financial crisis and economic growth: evidence from developing nations," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 199-214, December.
• Qianyun Huang & Terrance R. Skantz, 2016. "The informativeness of pro forma and street earnings: an examination of information asymmetry around earnings announcements," Review of Accounting Studies, Springer, vol. 21(1), pages 198-250, March.
• Didier Brandao,Tatiana & Levine,Ross Eric & Schmukler,Sergio L., 2015. "Capital market financing, firm growth, and firm size distribution," Policy Research Working Paper Series 7353, The World Bank.
  • Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2016. "Capital market financing, firm growth, and firm size distribution," ESRB Working Paper Series 04, European Systemic Risk Board.
  • Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2015. "Capital Market Financing, Firm Growth, and Firm Size Distribution," Working Papers 172015, Hong Kong Institute for Monetary Research.
• Célérier, Claire & Vallée, Boris, 2016. "Catering to investors through product complexity," ESRB Working Paper Series 14, European Systemic Risk Board.
• D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018. "How does risk flow in the credit default swap market?," Journal of Financial Stability, Elsevier, vol. 35(C), pages 53-74.
  • D'Errico, Marco & Battiston, Stefano & Peltonen, Tuomas A. & Scheicher, Martin, 2016. "How does risk flow in the credit default swap market?," ESRB Working Paper Series 33, European Systemic Risk Board.
  • Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
• Didier Brandao,Tatiana & Levine,Ross Eric & Schmukler,Sergio L., 2015. "Capital market financing, firm growth, and firm size distribution," Policy Research Working Paper Series 7353, The World Bank.
  • Didier, Tatiana & Levine, Ross & Schmukler, Sergio L., 2016. "Capital market financing, firm growth, and firm size distribution," ESRB Working Paper Series 4, European Systemic Risk Board.
  • Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2015. "Capital Market Financing, Firm Growth, and Firm Size Distribution," Working Papers 172015, Hong Kong Institute for Monetary Research.
• Clancy, Daragh & Merola, Rossana, 2017. "Countercyclical capital rules for small open economies," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 332-351.
  • Daragh Clancy & Rossana Merola, 2016. "Countercyclical capital rules for small open economies," Working Papers 10, European Stability Mechanism.
• Matteo Cominetta, 2016. "Financial Contagion: A New Perspective (and a New Test)," Working Papers 12, European Stability Mechanism.
• Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
  • Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers hal-01880322, HAL.
  • Jamal BOUOIYOUR & Refk SELMI, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers 2016-2017_3, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Oct 2016.
  • Jamal Bouoiyour & Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print hal-01736632, HAL.
  • Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working papers of CATT hal-01880322, HAL.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016. "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2895-2898, July.
  • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers 201536, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016. "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
  • Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015. "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers 201576, University of Pretoria, Department of Economics.
• Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
  • Bertrand Candelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Working Papers hal-04141347, HAL.
  • Bertrand Caudelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," EconomiX Working Papers 2014-18, University of Paris Nanterre, EconomiX.
  • Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Post-Print hal-03528203, HAL.
  • Bertrand Candelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Post-Print hal-01411694, HAL.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2016. "Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks," CAMA Working Papers 2016-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2016. "Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks," Working Papers 2016-01, University of Tasmania, Tasmanian School of Business and Economics.
• Bahar Sen Dogan & Murat Midilic, 2016. "Forecasting Turkish Real GDP Growth in a Data Rich Environment," Working Papers 1611, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Vuslat Us, 2017. "A dynamic approach to analysing the effect of the global crisis on nonperforming loans: evidence from the Turkish banking sector," Applied Economics Letters, Taylor & Francis Journals, vol. 24(3), pages 186-192, February.
  • Vuslat Us, 2016. "A Dynamic Approach to Analyzing the Effect of the Global Crisis on Non-Performing Loans : Evidence from the Turkish Banking Sector," Working Papers 1612, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Georgios Mantsios & Stylianos Xanthopoulos, 2016. "The Beta intervalling effect during a deep economic crisis - evidence from Greece," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 9(1), pages 19-26, April.
• Karan Bhanot, 2016. "Social Finance," Working Papers 0160fin, College of Business, University of Texas at San Antonio.
• Thomas Conlon & John Cotter & Chenglu Jin, 2016. "The Intervaling Effect on Higher-Order Co-Moments," Working Papers 201602, Geary Institute, University College Dublin.
• John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
  • John Cotter & Stuart Gabriel & Richard Roll, 2019. "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers 201909, Geary Institute, University College Dublin.
• Péter Csóka & P. Jean-Jacques Herings, 2018. "Decentralized Clearing in Financial Networks," Management Science, INFORMS, vol. 64(10), pages 4681-4699, October.
  • Peter Csoka & P. Jean-Jacques Herings, 2016. "Decentralized Clearing in Financial Networks," CERS-IE WORKING PAPERS 1603, Institute of Economics, Centre for Economic and Regional Studies.
  • Csóka, P. & Herings, P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Csóka, Péter & Herings, Jean-Jacques P., 2016. "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP) 2016/14, Corvinus University of Budapest.
• Csoka, Péter & Herings, P. Jean-Jacques, 2016. "Decentralized Clearing in Financial Networks (RM/16/005-revised-)," Research Memorandum 037, Maastricht University, Graduate School of Business and Economics (GSBE).
• Eric Jondeau, 2016. "Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc"," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(02), pages 49-50, August.
• Thomas Nitschka, 2016. "Risk premia on Swiss government bonds and sectoral stock indexes during international crises:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(02), pages 51-67, August.
• Ranaldo, Angelo & Rupprecht, Matthias, 2016. "The Forward Premium in Short-Term Rates," Working Papers on Finance 1619, University of St. Gallen, School of Finance, revised Sep 2019.
• Nihad Aliyev & Xue-Zhong He, 2016. "Toward a General Model of Financial Markets," Research Paper Series 371, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen & David Taylor, 2016. "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Papers 1610.09875, arXiv.org.
  • Eckhard Platen & David Taylor, 2016. "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Research Paper Series 379, Quantitative Finance Research Centre, University of Technology, Sydney.
• MUYAMBIRI, Brian & ODHIAMBO, Nicholas M., 2017. "The Impact of Financial Development on Investment in Botswana: an ARDL-Bounds Testing Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(2), pages 193-216.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2016. "The Impact of financial development on investment in Botswana: an ARDL-Bounds testing approach," Working Papers 20164, University of South Africa, Department of Economics.
• Brian Muyambiri & Nicholas M. Odhiambo, 2018. "Financial Development and Investment Dynamics in Mauritius: A Trivariate Granger-Causality Analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(2-3), pages 62-73, April-Sep.
  • Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2016. "Financial development and investment dynamics in Mauritius: A trivariate granger-casuality analysis," Working Papers 21161, University of South Africa, Department of Economics.
• Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023. "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, vol. 28(C), pages 1-29.
  • Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
  • Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018. "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series 225, Leibniz Institute for Financial Research SAFE.
  • Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2020. "Networks in risk spillovers: A multivariate GARCH perspective," Working Papers 2020:16, Department of Economics, University of Venice "Ca' Foscari".
• Uluc Aysun, 2016. "The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy," Working Papers 2016-01, University of Central Florida, Department of Economics.
  • Uluc Aysun & Kiyoung Jeon & Zeynep Yom, 2016. "The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy," Villanova School of Business Department of Economics and Statistics Working Paper Series 27, Villanova School of Business Department of Economics and Statistics.
• KORKMAZ, Özge & ERER, Elif & ERER, Deniz, 2016. "The Factors Affecting Credit Bubbles: The Case Of Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(1), pages 37-53.
• NAGY, Ágnes & DÉZSI-BENYOVSZKI, Annamária & SZÉKELY, Imre, 2016. "Measuring Financial Systemic Stress In Romania: A Composite Indicator Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(3), pages 28-38.
• Giulia Baschieri & Andrea Carosi & Stefano Mengoli, 2016. "Initial Public Offerings and the Firm Location," Working Papers 13, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Dębski Wiesław & Feder-Sempach Ewa & Świderski Bartosz, 2016. "Beta Stability Over Bull and Bear Market on the Warsaw Stock Exchange," Folia Oeconomica Stetinensia, Sciendo, vol. 16(1), pages 75-92, December.
• Baltes Nicolae & Dragoe Alexandra-Gabriela-Maria, 2016. "The exchange rates – indicators for assessing the financial performance of the companies from Romania," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 26(1), pages 1-10, March.
• Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence," The World Bank Economic Review, World Bank, vol. 32(2), pages 383-409.
  • Hasan, Iftekhar & Horvath, Roman & Mares, Jan, 2015. "What type of finance matters for growth? Bayesian model averaging evidence," Bank of Finland Research Discussion Papers 17/2015, Bank of Finland.
  • Hasan,Iftekhar & Horvath,Roman & Mares,Jan, 2016. "What type of finance matters for growth ? Bayesian model averaging evidence," Policy Research Working Paper Series 7645, The World Bank.
• Cortina, Juan J. & Ismail, Soha & Schmukler, Sergio L., 2018. "Firm financing and growth in the Arab region," Economic Systems, Elsevier, vol. 42(2), pages 361-383.
  • Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L., 2016. "Firm financing and growth in the Arab region," Policy Research Working Paper Series 7756, The World Bank.
  • Soha Ismail & Juan Jose Cortina Lorente & Sergio L. Schmukler, 2017. "Firm Financing and Growth in the Arab Region," Working Papers 1092, Economic Research Forum, revised 05 Nov 2017.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2016. "Corporate borrowing and debt maturity : the effects of market access and crises," Policy Research Working Paper Series 7815, The World Bank.
  • Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," Mo.Fi.R. Working Papers 149, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  • Schmukler, Sergio & Cortina Lorente, Juan & Didier, Tatiana, 2018. "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," CEPR Discussion Papers 13008, C.E.P.R. Discussion Papers.
• Ratha, Dilip & De, Supriyo & Kurlat, Sergio, 2018. "Does governing law affect bond spreads?," Emerging Markets Review, Elsevier, vol. 36(C), pages 60-78.
  • Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres & Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres, 2016. "Does governing law affect bond spreads ?," Policy Research Working Paper Series 7863, The World Bank.
• Michael Doumpos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016. "Bank Diversification and Overall Financial Strength: International Evidence," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 25(3), pages 169-213, August.
  • Michael Doumpos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016. "Bank Diversification and Overall Financial Strength: International Evidence," Working Papers 1602, University of Crete, Department of Economics.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
  • Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014. "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers 1409, Athens University of Economics and Business.
  • Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016. "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 30-45, January.
  • Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014. "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers 3514, Center for Quantitative Economics (CQE), University of Muenster.
• Stefan Trück & Rafał Weron, 2016. "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 587-611, June.
  • Stefan Trück & Rafal Weron, 2015. "Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period," HSC Research Reports HSC/15/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Mark Rempel, 2016. "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
  • Mark Rempel, 2014. "Improving Overnight Loan Identification in Payments Systems," Staff Working Papers 14-25, Bank of Canada.
• Jon Danielsson & Kevin R. James & Marcela Valenzuela & Ilknur Zer, 2016. "Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 795-812, June.
  • Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2015. "Can we prove a bank guilty of creating systemic risk? A minority report," LSE Research Online Documents on Economics 65097, London School of Economics and Political Science, LSE Library.
  • Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Can we prove a bank guilty of creating systemic risk? A minority report," LSE Research Online Documents on Economics 66721, London School of Economics and Political Science, LSE Library.
  • Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2015. "Can we prove a bank guilty of creating systemic risk? A minority report," LSE Research Online Documents on Economics 119462, London School of Economics and Political Science, LSE Library.
• Knut K. Aase, 2016. "Recursive utility using the stochastic maximum principle," Quantitative Economics, Econometric Society, vol. 7(3), pages 859-887, November.
  • Aase, Knut K., 2014. "Recursive utility using the stochastic maximum principle," Discussion Papers 2014/3, Norwegian School of Economics, Department of Business and Management Science, revised 25 Mar 2015.
• Smales, Lee A., 2016. "Trading behavior in S&P 500 index futures," Review of Financial Economics, Elsevier, vol. 28(C), pages 46-55.
  • Lee A. Smales, 2016. "Trading behavior in S&P 500 index futures," Review of Financial Economics, John Wiley & Sons, vol. 28(1), pages 46-55, January.
• Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 609-624, October.
  • Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers 201521, University of Pretoria, Department of Economics.
• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26, March.
  • Michele Costola & Massimiliano Caporin, 2015. "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers 2015:16, Department of Economics, University of Venice "Ca' Foscari".
• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26.
  • Michele Costola & Massimiliano Caporin, 2015. "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers 2015:16, Department of Economics, University of Venice "Ca' Foscari".
• Nyasha S. & Odhiambo N. M., 2016. "The Impact of Bank-Based and Market-Based Financial Development on Economic Growth: Time-Series Evidence From the United Kingdom," Global Economy Journal, De Gruyter, vol. 16(2), pages 389-410, June.
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• Jan W Dash, 2016. "Quantitative Finance and Risk Management:A Physicist's Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9003, February.
• Aurora MURGEA, 2016. "Mercury retrograde effect in capital markets: truth or illusion?," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 9(1), pages 49-61, June.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2016. "Reducing sequence risk using trend following investment strategies and the CAPE," Discussion Papers 16/11, Department of Economics, University of York.
• Ma, Guonan & Yao, Wang, 2016. "Can the Chinese bond market facilitate a globalizing renminbi?," BOFIT Discussion Papers 1/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
• Schlepper, Kathi, 2016. "High-frequency trading in the Bund futures market," Discussion Papers 15/2016, Deutsche Bundesbank.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," SAFE Working Paper Series 143, Leibniz Institute for Financial Research SAFE.
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• Ludger Schuknecht, 2018. "The Supply of Safe Assets and Fiscal Policy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 53(2), pages 94-100, March.
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• Brühl, Volker, 2016. "How to define a Systemically Important Financial Institution (SIFI): A new perspective," CFS Working Paper Series 538, Center for Financial Studies (CFS).
• Hassan, Fadi & Di Mauro, Filippo & Ottaviano, Gianmarco I. P., 2016. "Banks credit and productivity growth in the EU," EIB Working Papers 2016/05, European Investment Bank (EIB).
• Naqvi, Syed Muhammad Waqar Azeem & Rizvi, Syed Kumail Abbas & Orangzab & Ali, Muhammad, 2016. "Value at Risk at Asian Emerging Stock Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(3), pages 311-319.
• Punzi, Maria Teresa, 2016. "Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises," FinMaP-Working Papers 61, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-15.
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• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-15.
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  • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers 2016-9, Kiel Institute for the World Economy (IfW Kiel).
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• Campbell, Gareth & Rogers, Meeghan & Turner, John D., 2016. "The rise and decline of the UK's provincial stock markets, 1869-1929," QUCEH Working Paper Series 2016-03, Queen's University Belfast, Queen's University Centre for Economic History.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert L., 2020. "The Relative Valuation Of Gold," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1346-1391, September.
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• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," CFR Working Papers 16-04, University of Cologne, Centre for Financial Research (CFR).
  • Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," SAFE Working Paper Series 143, Leibniz Institute for Financial Research SAFE.
• Härdle, Wolfgang Karl & Trimborn, Simon, 2015. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers 2015-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Linton, Marco & Teo, Ernie Gin Swee & Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2016. "Dynamic topic modelling for cryptocurrency community forums," SFB 649 Discussion Papers 2016-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Irum Saba & Kausar Abbas, 2016. "Human Capital, Trade and Economic Growth: A Comparative Study of OIC Countries," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 4(7), pages 348-354, July.
• Alejandro Jara & Nestor Romero, 2016. "International Synchronicity of Housing Prices," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 31(2), pages 115-134, October.
• Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016. "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, vol. 87(C), pages 216-235.
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• Zhang, Ruixin & Ben Naceur, Sami, 2019. "Financial development, inequality, and poverty: Some international evidence," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 1-16.
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• Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2019. "Effective Macroprudential Policy: Cross‐Sector Substitution from Price and Quantity Measures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1209-1235, August.
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• Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016. "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, vol. 87(C), pages 216-235.
  • Jacopo Cimadomo & Peter Claeys & Mr. Marcos Poplawski Ribeiro, 2016. "How do Experts Forecast Sovereign Spreads?," IMF Working Papers 2016/100, International Monetary Fund.
• Guillermo Benavides Perales, 2016. "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 11(1), pages 55-77, Enero-Jun.
• Michael Razen & Jürgen Huber & Michael Kirchler, 2016. "Cash Inflow and Trading Horizon in Asset Markets," Working Papers 2016-06, Faculty of Economics and Statistics, Universität Innsbruck.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," CAEPR Working Papers 2012-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 2013-4, Department of Research, Ipag Business School.
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• Ikechukwu Kelikume, 2016. "New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(5), pages 185-197, Special I.
• Dilip B. Madan, 2016. "Benchmarking in two price financial markets," Annals of Finance, Springer, vol. 12(2), pages 201-219, May.
• Dilip B. Madan, 2016. "Adapted hedging," Annals of Finance, Springer, vol. 12(3), pages 305-334, December.
• Rudra P. Pradhan & Mak B. Arvin & Sara E. Bennett & Mahendhiran Nair & John H. Hall, 2016. "Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(2), pages 175-201, June.
• Virginia Magda Luisa Minni, 2016. "Can Greater Bank Capital Lead to Less Bank Lending?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(1), pages 135-137, March.
• Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016. "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 377-386, September.
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• Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2016. "The influence of investment experience on market prices: laboratory evidence," Experimental Economics, Springer;Economic Science Association, vol. 19(2), pages 394-411, June.
• Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
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• Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
  • Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
• Isaac Otchere & Sana Mohsni, 2016. "Changing organizational form in the stock exchange industry and risk-taking," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 427-451, November.
• Laetitia Pozniak & Sabrina Bellanca & Francesco Vullo, 2016. "Determinants of Internet Financial Communication: Evidence from AIM Italia," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(1), pages 111-112, February.
• Michael P. Hughes & Karl Rogers, 2016. "Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(2), pages 151-170, May.
• Christos Kollias & Stephanos Papadamou, 2016. "Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis," Journal of Business Ethics, Springer, vol. 138(3), pages 493-505, October.
• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
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• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 226-243, April.
• Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 226-243, April.
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• Heng An & Qun Wu & Zhonghua Wu, 2016. "REIT Crash Risk and Institutional Investors," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 527-558, November.
• Tsung-Wu Ho & Wan-Shin Mo, 2016. "Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?," Open Economies Review, Springer, vol. 27(1), pages 119-138, February.
• Tsung-Wu Ho & Wan-Shin Mo, 2016. "Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?," Open Economies Review, Springer, vol. 27(1), pages 119-138, February.
• Yubin Li & Chen Zhao & Zhaodong Zhong, 2016. "Migrate or not? The effects of regulation SHO on options trading activities," Review of Derivatives Research, Springer, vol. 19(2), pages 113-146, July.
• Paul B. McGuinness, 2016. "Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 291-333, February.
• Paul McGuinness, 2016. "Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 291-333, February.
• Nianhang Xu & Kam C. Chan & Chih-Hsiang Chang, 2016. "A quality-based global assessment of financial research," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 605-631, April.
• Jesse Y. Chan & Kam C. Chan & Jamie Y. Tong & Feida (Frank) Zhang, 2016. "Using Google Scholar citations to rank accounting programs: a global perspective," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 29-55, July.
• Jinliang Li, 2016. "When noise trading fades, volatility rises," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 475-512, October.
• Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
• Chung Baek, 2016. "Stock prices, dividends, earnings, and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1043-1061, November.
• Charlie Charoenwong & David K. Ding & Tiong Yang Thong, 2016. "Decimalization, IPO aftermath, and liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1303-1344, November.
• Gokhan Sahin Gunes & Sumru Oz, 2016. "Response of Turkish Financial Markets to Negative Interest Rate Announcements of the ECB," Koç University-TUSIAD Economic Research Forum Working Papers 1614, Koc University-TUSIAD Economic Research Forum.
• Masahito Kato, 2016. "Analyst Recommendation Bias and Brokerage House Shareholding," Discussion Papers 1635, Graduate School of Economics, Kobe University.
• Havran, Dániel & Váradi, Kata, 2016. "A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete [The structure and dynamics of limit orders on the Budapest stock exchange: The cases of O," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 966-992.
• Gül YEÞÝLÇELEBÝ, 2016. "IX. European Conference on Social and Behavioral Sciences," Journal of Economics Library, KSP Journals, vol. 3(1), pages 163-164, March.
• Leroi RAPUTSOANE, 2016. "Financial Stress Indicator Variables and Monetary Policy in South Africa," Journal of Economics Bibliography, KSP Journals, vol. 3(2), pages 203-214, June.
• M. Akýn DOÐANAY, 2016. "The Twentieth Symposium of Finance," Journal of Economics Bibliography, KSP Journals, vol. 3(4), pages 644-645, December.
• Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2016. "An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information," Discussion papers e-15-013, Graduate School of Economics , Kyoto University.
• Christophe J. Godlewski, 2019. "Debt Renegotiation and the Design of Financial Contracts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 191-215, June.
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• Stephanía Mosquera & Natalia Restrepo & Jorge Uribe, 2016. "Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 155-178, Julio - D.
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• Cüneyt Akar, 2016. "Analyzing the Synchronization between the Financial and Business Cycles in Turkey," Journal of Reviews on Global Economics, Lifescience Global, vol. 5, pages 25-35.
• Aysegul Ates, 2016. "Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(1), pages 35-42, February.
• Domingo Alberto Tarzia, 2016. "Properties of the Financial Break-Even Point in a Simple Investment Project As a Function of the Discount Rate," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(2), pages 31-45, April.
• Mohd Sollehudin Shuib & Azizi A. Bakar & Amirul F. Osman & Hydzulkifli Hashim & Aiman bin Fadzil, 2016. "Implementation of Al-Wadiah (saving instrument) Contract in Contemporary Gold Transaction," Journal of Business, LAR Center Press, vol. 1(4), pages 35-38, September.
• Davallou , Maryam & Sadrynia , Mostafa, 2016. "The Impact of Asymmetric Risk on Expected Return," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(1), pages 1-13, January.
• Nikolaos Mitianoudis & Theologos Dergiades, 2016. "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Discussion Paper Series 2016_04, Department of Economics, University of Macedonia, revised Dec 2016.
• Domenica Tropeano, 2016. "Hedging, Arbitrage, and the Financialization of Commodities Markets," International Journal of Political Economy, Taylor & Francis Journals, vol. 45(3), pages 241-256, July.
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• Domenica Tropeano, 2016. "Hedging, Arbitrage, and the Financialization of Commodities Markets," International Journal of Political Economy, Taylor & Francis Journals, vol. 45(3), pages 241-256, July.
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• Turgut Tursoy & Faisal FAISAL, 2016. "Causality between stock price and GDP in Turkey: An ARDL Bounds Testing Approach," Romanian Statistical Review, Romanian Statistical Review, vol. 64(4), pages 3-19, December.
• Pawe³ Kliber, 2016. "A puzzle of excessive equity risk premium and the case of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(1), pages 1-11, June.
• Narendra Bhana, 2016. "The Stock Market Reaction to Board Changes: The South African Experience," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(3), pages 269-294, December.
• Raphael Espinoza & Miguel Segoviano, 2016. "Determinants of Bank-Sovereign Distress," UCL SSEES Economics and Business working paper series 2016-3, UCL School of Slavonic and East European Studies (SSEES).
• Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2016. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, Southern Economic Association, vol. 83(2), pages 609-624, October.
• Ayben Koy & ?Hsan Ersan, 2016. "The Relationship between Exchange Rates, Equity Index and Equity Index Futures: A Study on Borsa Istanbul," Proceedings of International Academic Conferences 3605506, International Institute of Social and Economic Sciences.
• Edward Bace, 2016. "Stock Returns and Leverage: Analysis of the Dow Jones Industrial Average, 2000-2015," Proceedings of International Academic Conferences 3606305, International Institute of Social and Economic Sciences.
• MUSLIM ABDUL DJALIL & MIRZA TABRANI & Jalaluddin, 2016. "The Effect Of Earnings Per Share, Book Value And Systematic Risk On Equity Valuation In Manufacturing Company Listed On Indonesian Stock Exchange For The Year 2011-2014," Proceedings of International Academic Conferences 4106521, International Institute of Social and Economic Sciences.
• Lord Mensah, 2016. "Asset Allocation Brewed Accross African Stock Markets," Proceedings of Economics and Finance Conferences 3205757, International Institute of Social and Economic Sciences.
• Fabien Mercier, 2016. "Intermediary networks under the rule of equi-repartition of profits," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(5), pages 39-63, June.
• Amanjot Singh & Manjit Singh, 2016. "Investigating Impact of US, Europe, Frontier and BRIC Stock Markets on Indian Financial Stress Index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(6), pages 23-44, June.
• Divya Jindal & Ravi Singla, 2016. "A Study Of The Impact Of The Indian Stock Market Crash Of 2008 On Ipos Listed On The National Stock Exchange," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 8(3 (Decemb), pages 359-374.
• Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian, 2017. "The Liquidity Coverage Ratio and security prices," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 292-311.
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• J. Afonso & Solène Morvant-Roux & Davide Forcella & Isabelle Guérin, 2016. "Insufficiencies and loopholes of self- regulation in overindebtedness prevention: The case of the Dominican Republic," Working Papers CEB 16-014, ULB -- Universite Libre de Bruxelles.
• Georges Gallais-Hamonno & Thi-hong-van Hoang & Kim Oosterlinck, 2016. "Price Formation on Clandestine Markets: The Case of the Paris Gold Market during WWII," Working Papers CEB 16-048, ULB -- Universite Libre de Bruxelles.
• Stylianos X. Koufadakis, 2016. "Mispricing Explanations of Closed-End Funds: A Survey Review," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(1-2), pages 108-135, January-J.
• Joshin Murai, 2016. "A model of transaction signs with order splitting and public information," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 469-480, December.
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• Simon Sturn & Klara Zwickl, 2016. "A reassessment of intermediation and size effects of financial systems," Empirical Economics, Springer, vol. 50(4), pages 1467-1480, June.
• Xuan Vinh Vo & Huu Huan Nguyen & Khanh Duy Pham, 2016. "Financial structure and economic growth: the case of Vietnam," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 141-154, August.
• Matteo Burzoni & Marco Frittelli & Marco Maggis, 2016. "Universal arbitrage aggregator in discrete-time markets under uncertainty," Finance and Stochastics, Springer, vol. 20(1), pages 1-50, January.
• Matteo Burzoni & Marco Frittelli & Marco Maggis, 2016. "Universal arbitrage aggregator in discrete-time markets under uncertainty," Finance and Stochastics, Springer, vol. 20(1), pages 1-50, January.
• Torsten Schöneborn, 2016. "Adaptive basket liquidation," Finance and Stochastics, Springer, vol. 20(2), pages 455-493, April.
• George Comer & Javier Rodriguez, 2016. "An empirical analysis of the Wall Street Journal’s SmartMoney fund screen," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(2), pages 380-401, April.
• Daniel Perez-Liston & Daniel Huerta & Sanzid Haq, 2016. "Does investor sentiment impact the returns and volatility of Islamic equities?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 421-437, July.
• Kim Christensen & Roel Oomen & Roberto Renò, 2016. "The Drift Burst Hypothesis," CREATES Research Papers 2016-28, Department of Economics and Business Economics, Aarhus University.
• Abdelhalim Ammar Gherbi, 2016. "Purification of Sharīʿah: Compliant Stocks: Problems and Solutions التطهير المالي للأسهم المتوافقة مع الشريعة: إشكالات وحلول," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 29(3), pages 57-101, October.
• Simplice Asongu & Jacinta C. Nwachukwu, 2016. "Political Regimes and Stock Market Performance in Africa," Working Papers of the African Governance and Development Institute. 16/012, African Governance and Development Institute..
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• Albert S. Kyle & Anna Obizhaeva & Tugkan Tuzun, 2016. "Microstructure Invariance in U.S. Stock Market Trades," Working Papers w0230, New Economic School (NES).
• Bernard Njindan Iyke & Theodore O. Antwi-Asare & Augustine F. Gockel & Emmanuel Nii Abbey, 2016. "The Linkages Between Financial Deepening, Trade Openness, and Economic Growth in the West African Economic and Monetary Union (WAEMU)," The African Finance Journal, Africagrowth Institute, vol. 18(2), pages 93-116.
• Asongu, Simplice & Nwachukwu, Jacinta C., 2016. "Political Regimes and Stock Market Performance in Africa," MPRA Paper 73686, University Library of Munich, Germany.
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• Chen, Sihong & Wu, Ximing, 2016. "Comovements and Volatility Spillover in Commodity Markets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235686, Agricultural and Applied Economics Association.
• Adamowicz, Mieczyslaw, 2016. "Review Of The Book Entitled “The Euro Zone. Between Scepticism And Realism” By Ryszard Kata, Magdalena Cyrek, Małgorzata Wosiek, Tomasz Potocki And Władysława Jastrzębska, Cedewu, Warszawa 2015, Pp. 2," Economic and Regional Studies (Studia Ekonomiczne i Regionalne), John Paul II University of Applied Sciences in Biala Podlaska, vol. 9(3), July.
• Theognosia TELLIDOU & Chris GROSE & Persefoni POLYCHRONIDOU & Theodore KARGIDIS & Stergios ANATOLITIS, 2016. "Corporate Governance For A.S.E. Listed Firms," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 63(1), pages 105-115, March.
• Ioana Anghel & Mariana Man, 2016. "Stock Performance Analysis Of Listed Entities At The Bucharest Stock Exchange. Case Study On The Energy And Related Utilities Sector Companies," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(44), pages 147-159.
• Lauren?iu Radu, 2016. "The importance and role of International financial andmonetary system architecture in global economy," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(44), pages 322-326.
• Dumitru Beldiman & Sebastian George Perpelea, 2016. "European Funds: The Involvement of Banks, Where To?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(18), pages 141-149, November.
• Iulia-Oana Stefan, 2016. "Study on the Stock Market Evolution of Companies Listed on Bucharest Stock Exchange," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(18), pages 94-102, November.
• Rui Xue, 2016. "Study of the Contagion Mechanism for Opening Risk of Emerging Equity Markets in BRICS Countries: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 15(1), pages 154-159, March.
• Hossein Rad, 2016. "Pairs Trading and Market Efficiency Using an Adaptive Market Hypothesis Framework: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 15(1), pages 178-185, March.
• Adam Marszk, 2016. "Impact of Innovative Financial Products on Financial Systems: Exchange Traded Products and the Polish Financial System," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 14, pages 114-132, June.
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• Branka Marasovic, 2016. "Portfolio Rebalancing Model With Transaction Costs And Lower Semi-Absolute Deviation Risk Measure," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 25(2), pages 515-534, december.
• Ercan Eren, 2016. "2008 Krizi ve Makroiktisatta Bazı Sorgulamalar: Evrimci Makro İktisada Doğru mu?," Yildiz Social Science Review, Yildiz Technical University, vol. 2(1), pages 1-20.
• Kemal Kurtuluş & Sema Kurtuluş & Diren Bulut, 2016. "Benefit Segmentation of Internet Users and Their Addictive Behavior," Yildiz Social Science Review, Yildiz Technical University, vol. 2(1), pages 21-30.
• Ahmed Seid Hassen, 2016. "Consumers' Willingness to Pay for Environmental Attributes of a Cut Flower in Ethiopia: A Choice Experiment Approach," Yildiz Social Science Review, Yildiz Technical University, vol. 2(1), pages 31-46.
• Yunus Sözen, 2016. "Reason, Passion and Participation: Paradoxes of Deliberative Democracy," Yildiz Social Science Review, Yildiz Technical University, vol. 2(1), pages 47-64.
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• Erhan Aslanoğlu & Arda Balakan, 2016. "An analysis of cruise tourism on Turkish economy; a case study for Istanbul and Barcelona ports," Yildiz Social Science Review, Yildiz Technical University, vol. 2(2), pages 1-28.
• Şirin Gizem Köse & Arzu Karaman Akgül, 2016. "Innovative Approaches in Fashion Retailing," Yildiz Social Science Review, Yildiz Technical University, vol. 2(2), pages 29-38.
• Ali Rıza Güngen, 2016. "Whatever it takes? The European Central Bank's Sovereign Debt Interventions in the Eurozone Crisis," Yildiz Social Science Review, Yildiz Technical University, vol. 2(2), pages 39-52.
• Özlem İnanç Tunçer, 2016. "İçgöç, Nüfus Yapısı ve Fiyat Farklılaşması: İstanbul Örneği," Yildiz Social Science Review, Yildiz Technical University, vol. 2(2), pages 53-74.
• Celal Yılmaz & Adnan Ceylan, 2016. "Hizmetkâr Liderlik ile Örgütsel Ba§llk Arasndaki li³ki Üzerine Bir Çal³ma," Yildiz Social Science Review, Yildiz Technical University, vol. 2(2), pages 75-90.
• Ayşegül Sağkaya Güngör & Tuğçe Ozansoy Çadırcı, 2016. "Impact of Involvement and Cognitive Load on Aective Responses to Advergames and In-Game Advertising∗," Yildiz Social Science Review, Yildiz Technical University, vol. 2(2), pages 91-106.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cowles Foundation Discussion Papers 2033, Cowles Foundation for Research in Economics, Yale University.
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• Yurii Gudz & Tetyana Zadnipranna, 2016. "Research Methodology Fundamentals Of The Ukrainian Processing And Manufacturing Enterprises Economic Potential," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(1).
• Vitaliy Semenyuk, 2016. "Pragmatics Of Using A Modified Capm Model For Estimating Cost Of Equity On Emerging Markets," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(2).
• Iryna Didenko & Serhii Bohma, 2016. "Research Of Competition In Deposit Market Of Ukraine Based On The Panzar-Rosse Model," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(2).
• Fabio Scacciavillani, 2016. "The risk of pro-cyclicality," BANCARIA, Bancaria Editrice, vol. 11, pages 88-90, November.
• Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016. "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers 16-39, Bank of Canada.
• Cameron MacDonald & Maarten van Oordt & Robin Scott, 2016. "Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions," Staff Analytical Notes 16-5, Bank of Canada.
• Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016. "Financial Conditions Indicators for Brazil," Working Papers Series 435, Central Bank of Brazil, Research Department.
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• Ozge KORKMAZ & Deniz ERER & Elif ERER, 2016. "Do the Bubbles in Alternative Financial Instruments Affect the Turkish Stock Market? An Application to BIST100," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 10(2), pages 29-61.
• Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España.
• Borsi, Mihály Tamás, 2018. "Credit contractions and unemployment," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 573-593.
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• Borsi, Mihály Tamás, 2018. "Fiscal multipliers across the credit cycle," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 135-151.
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• Valerio Della Corte & Stefano Federico, 2016. "Foreign holders of Italian government debt securities: new evidence," Questioni di Economia e Finanza (Occasional Papers) 363, Bank of Italy, Economic Research and International Relations Area.
• Benavides Guillermo, 2016. "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Working Papers 2016-11, Banco de México.
• Cañón Salazar Carlos Iván & Gallón Santiago & Olivar Santiago, 2016. "Functional Systemic Risk, Complementarities and Early Warnings," Working Papers 2016-12, Banco de México.
• Luis Melo Velandia & Luis Fernando Melo Velandia, 2019. "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(76), pages 23-50, January.
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• Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016. "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia 975, Banco de la Republica de Colombia.
• Imran Riaz Malik & Attaullah Shah, 2016. "Resumption of Single Stock Futures (SSFs) with Stringent Regulations and their Impact on the Risk Characteristics of the Underlying Stocks," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 8(2), pages 1-22, October.
• Naimat U Khan & Sajjad Khan, 2016. "Weak Form of Efficient Market Hypothesis: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 8(SE), pages 1-18, March.
• Chauvet, Lisa & Jacolin, Luc, 2017. "Financial Inclusion, Bank Concentration, and Firm Performance," World Development, Elsevier, vol. 97(C), pages 1-13.
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• François Ortalo-Magné & Andrea Prat, 2016. "Spatial Asset Pricing: A First Step," Economica, London School of Economics and Political Science, vol. 83(329), pages 130-171, January.
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• Thomas Dimpfl & Stephan Jank, 2016. "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, vol. 22(2), pages 171-192, March.
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• Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2016. "Global Engagement and Returns Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 814-833, December.
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• BUNESCU Liliana, 2016. "Current Market Of Government Bonds In Romania: Key Issues," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(3), pages 8-23, December.
• MINCULETE (PIKO) Georgiana Daniela & GRIGOROI Lilia & RODEAN (COZMA) Maria Daciana, 2016. "The Evolution Of The Sustainable Growth Of Companies Within The Pharmaceutical Industry," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(3), pages 94-102, December.
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• Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2018. "Learning from History: Volatility and Financial Crises," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2774-2805.
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  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302382, HAL.
• Anthony Miloudi & Mondher Bouattour & Ramzi Benkraiem, 2016. "Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 44-58, September.
  • Anthony Miloudi & Mondher Bouattour & Ramzi Benkraiem, 2016. "Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market," Post-Print hal-01363700, HAL.
• Marlene Haas & Marius Andrei Zoican, 2016. "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print hal-01484805, HAL.
• Sofiane Aboura & Y. Eser Arisoy, 2017. "Does aggregate uncertainty explain size and value anomalies?," Applied Economics, Taylor & Francis Journals, vol. 49(32), pages 3214-3230, July.
  • Sofiane Aboura & Eser Arisoy, 2016. "Does Aggregate Uncertainty Explain Size and Value Anomalies?," Post-Print hal-01488305, HAL.
• Relwende Sawadogo & Samuel Guérineau, 2015. "Does Insurance Development Affect the Financial Markets in developing countries?," CERDI Working papers halshs-01178840, HAL.
  • Relwende Sawadogo & Samuel Guérineau, 2016. "Does Insurance Development Affect Financial Market in Developing Countries?," Post-Print hal-01687498, HAL.
  • Relwende SAWADOGO & Samuel GUERINEAU, 2015. "Does Insurance Development Affect the Financial Markets in developing countries?," Working Papers 201520, CERDI.
  • Relwende Sawadogo & Samuel Guérineau, 2015. "Does Insurance Development Affect the Financial Markets in developing countries?," Working Papers halshs-01178840, HAL.
• Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2017. "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Communist Economies, Taylor & Francis Journals, vol. 29(1), pages 1-26, January.
  • Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina, 2014. "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," MPRA Paper 58212, University Library of Munich, Germany, revised 31 Aug 2014.
  • Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2016. "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Print hal-01744583, HAL.
  • Jackowicz, Krzystof & Kowalewski, Oskar & Kozlowski, Lukasz & Roszkowska, Paulina, 2014. "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," Working Papers 14-15, University of Pennsylvania, Wharton School, Weiss Center.
• Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
  • Bertrand Candelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Working Papers hal-04141347, HAL.
  • Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Post-Print hal-03528203, HAL.
  • Bertrand Candelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Post-Print hal-01411694, HAL.
• Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
  • Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche 16-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Post-Print halshs-01316876, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," PSE-Ecole d'économie de Paris (Postprint) hal-03260731, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Post-Print hal-03260731, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03260731, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01316876, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne 16029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Relwende Sawadogo & Samuel Guerineau, 2016. "Does Insurance Development Affect Financial Market in Developing Countries?," Post-Print halshs-01370223, HAL.
• Pinter, Julien & Boissel, Charles, 2016. "The Eurozone deposit rates’ puzzle: Choosing the right benchmark," Economics Letters, Elsevier, vol. 148(C), pages 33-36.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Post-Print halshs-01388502, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Post-Print halshs-01379284, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Documents de travail du Centre d'Economie de la Sorbonne 16053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01388502, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01379284, HAL.
• Pinter, Julien & Boissel, Charles, 2016. "The Eurozone deposit rates’ puzzle: Choosing the right benchmark," Economics Letters, Elsevier, vol. 148(C), pages 33-36.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01379284, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Post-Print halshs-01388502, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Documents de travail du Centre d'Economie de la Sorbonne 16053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01388502, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Post-Print halshs-01379284, HAL.
• Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," PSE-Ecole d'économie de Paris (Postprint) hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Post-Print halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Post-Print hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302382, HAL.
• Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," PSE-Ecole d'économie de Paris (Postprint) hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Post-Print hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Post-Print halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302382, HAL.
• Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate disclosure: A review of its (direct and indirect) benefits and costs," International Economics, CEPII research center, issue 128, pages 5-31.
  • Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate Disclosure: A Review Of Its (Direct And Indirect) Benefits And Costs," Post-Print hal-03126778, HAL.
  • Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2016. "Corporate disclosure: a review of its (direct and indirect) benefits and costs," Working Papers hal-01391688, HAL.
• Lauren Stagnol, 2016. "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," EconomiX Working Papers 2016-27, University of Paris Nanterre, EconomiX.
  • Lauren Stagnol, 2016. "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," Working Papers hal-04141582, HAL.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015. "Should Dark Pools be Banned from Regulated Exchanges?," GREDEG Working Papers 2015-21, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2016. "Should dark PoolS be banned from regulated exchangeS?," Working Papers halshs-01254447, HAL.
• Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
  • Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers hal-01880322, HAL.
  • Jamal Bouoiyour & Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print hal-01736632, HAL.
  • Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working papers of CATT hal-01880322, HAL.
• Péter Csóka & P. Jean-Jacques Herings, 2018. "Decentralized Clearing in Financial Networks," Management Science, INFORMS, vol. 64(10), pages 4681-4699, October.
  • Csóka, P. & Herings, P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Peter Csoka & P. Jean-Jacques Herings, 2016. "Decentralized Clearing in Financial Networks," CERS-IE WORKING PAPERS 1603, Institute of Economics, Centre for Economic and Regional Studies.
  • Csóka, Péter & Herings, Jean-Jacques P., 2016. "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP) 2016/14, Corvinus University of Budapest.
• Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2017. "Interactions among High-Frequency Traders," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1375-1402, August.
  • Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip, 2015. "Interactions among high-frequency traders," Bank of England working papers 523, Bank of England.
  • Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016. "Interactions among High-Frequency Traders," Working Papers in Economics 680, University of Gothenburg, Department of Economics.
• Byström, Hans, 2016. "The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements," Working Papers 2016:1, Lund University, Department of Economics.
• Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2018. "Cross-commodity news transmission and volatility spillovers in the German energy markets," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 231-243.
  • Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2016. "Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets," Working Papers 2016:2, Lund University, Department of Economics, revised 11 Oct 2017.
• Byström, Hans, 2018. "Stock return expectations in the credit market," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 85-92.
  • Byström, Hans, 2016. "Stock Return Expectations in the Credit Market," Working Papers 2016:26, Lund University, Department of Economics.
• Jankensgård, Håkan & Vilhelmsson, Anders, 2016. "Ownership Determinants of Stock Return Volatility," Knut Wicksell Working Paper Series 2016/3, Lund University, Knut Wicksell Centre for Financial Studies.
• Valseth, Siri, 2016. "Likviditeten i det norske statsobligasjonsmarkedet," UiS Working Papers in Economics and Finance 2016/14, University of Stavanger.
• Meling, Tom Grimstvedt & Odegaard, Bernt Arne, 2016. "Tick Size Wars," UiS Working Papers in Economics and Finance 2016/15, University of Stavanger.
• Ødegaard, Bernt Arne, 2016. "Bond Liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2016/16, University of Stavanger.
• Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016. "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers WP BRP 54/FE/2016, National Research University Higher School of Economics.
• BHATTACHARYA, Debarati & LI, Wei-Hsien & RHEE, S. Ghon, 2016. "Does Better Corporate Governance Encourage Higher Payout? : Risk, Agency Cost, and Dividend Policy," Discussion paper series HIAS-E-20, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Simon Trimborn & Wolfgang Karl Härdle, 2015. "CRIX or evaluating Blockchain based currencies," SFB 649 Discussion Papers SFB649DP2015-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Simon Trimborn & Wolfgang Karl Härdle, 2016. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers SFB649DP2016-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong, 2016. "A first econometric analysis of the CRIX family," SFB 649 Discussion Papers SFB649DP2016-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Hermann Elendner & Simon Trimborn & Bobby Ong & Teik Ming Lee, 2016. "The Cross-Section of Crypto-Currencies as Financial Assets: An Overview," SFB 649 Discussion Papers SFB649DP2016-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Marco Linton & Wolfgang K. Härdle & Ernie Gin Swee Teo & Elisabeth Bommes & Cathy Yi-Hsuan Chen, 2016. "Dynamic Topic Modelling for Cryptocurrency Community Forums," SFB 649 Discussion Papers SFB649DP2016-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Svitlana Denga & Akansha Jain, 2016. "Definition, Classification and Use of Derivative Financial Instruments," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 90-99, March.
• Jeffry Haber, 2016. "Spliced Correlation: Theory Development," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 10(1), pages 65-69.
• Mohamad Jais & Chandana Gunathilaka, 2016. "Illiquidity Exposure Of Size And Value In Malaysian Equity Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(2), pages 81-90.
• Yang-Chao Wang & Jui-Jung Tsai & Yi Lin, 2016. "The Influence Of Shanghai-Hong Kong Stock Connect On The Mainland China And Hong Kong Stock Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(3), pages 1-10.
• Renato Balbontín, 2016. "Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(1), pages 1-13.
• Philipp Kallerhoff, 2016. "Style Investing with Machine Learning," International Business Research, Canadian Center of Science and Education, vol. 9(12), pages 13-22, December.
• Frances N. Obafemi & Chukwuedo S. Oburota & Chukwunonso V. Amoke, 2016. "Financial Deepening and Domestic Investment in Nigeria," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(3), pages 40-54, March.
• Ozge KORKMAZ & Esref Savas BASCI & SuleymanSerdar KARACA, 2016. "Macroeconomic Variables Affecting Bist30 Index Value in Turkey," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 3(1), pages 201-207, October.
• Chrysovalantis Gaganis, 2016. "Assessing the overall performance of microfinance institutions," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 7(1), pages 52-83.
  • Chrysovalantis Gaganis, 2016. "Assessing the Overall Performance of Microfinance Institutions," Working Papers 1603, University of Crete, Department of Economics.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers 12/16, Institute for Fiscal Studies.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers CWP12/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cambridge Working Papers in Economics 1620, Faculty of Economics, University of Cambridge.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cowles Foundation Discussion Papers 2033, Cowles Foundation for Research in Economics, Yale University.

2015

• Chow, Victor & Lai, Christine W., 2015. "Conditional Sharpe Ratios," Finance Research Letters, Elsevier, vol. 12(C), pages 117-133.
• Nguyen, Duc Khuong & Sousa, Ricardo M. & Uddin, Gazi Salah, 2015. "Testing for asymmetric causality between U.S. equity returns and commodity futures returns," Finance Research Letters, Elsevier, vol. 12(C), pages 38-47.
• Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015. "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, vol. 12(C), pages 77-91.
• Dare, William H. & Dennis, Steven A. & Paul, Rodney J., 2015. "Player absence and betting lines in the NBA," Finance Research Letters, Elsevier, vol. 13(C), pages 130-136.
• Godek, Paul E., 2015. "A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles," Finance Research Letters, Elsevier, vol. 13(C), pages 29-35.
• Brawn, Derek & Sevǐc, Aleksandar, 2015. "Net payout return: An alternative to the traditional returns approach based on dividends and share repurchases," Finance Research Letters, Elsevier, vol. 13(C), pages 66-73.
• Guo, Bin & Zhang, Wei & Chen, Shu-Heng & Zhang, Yongjie, 2015. "The optimal pricing of a market maker in a heterogeneous agent economy," Finance Research Letters, Elsevier, vol. 14(C), pages 178-187.
• Chauhan, Yogesh & Wadhwa, Kavita & Syamala, Sudhakar Reddy & Goyal, Abhinav, 2015. "Block-ownership structure, bank nominee director and crash-risk," Finance Research Letters, Elsevier, vol. 14(C), pages 20-28.
• Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015. "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, vol. 14(C), pages 36-44.
• Park, James L., 2015. "Equity returns of distressed equity issuers," Finance Research Letters, Elsevier, vol. 14(C), pages 93-103.
• Ehsani, Sina & Lien, Donald, 2015. "A note on minimum riskiness hedge ratio," Finance Research Letters, Elsevier, vol. 15(C), pages 11-17.
• Kim, Thomas, 2015. "Does individual-stock skewness/coskewness reflect portfolio risk?," Finance Research Letters, Elsevier, vol. 15(C), pages 167-174.
• Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse, 2015. "Credit contagion and competitive effects of bond rating downgrades along the supply chain," Finance Research Letters, Elsevier, vol. 15(C), pages 232-238.
• Araç, Ayşen & Yalta, A. Yasemin, 2015. "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, vol. 15(C), pages 41-48.
• Guan, Xian & Saxena, Konark, 2015. "Capital market seasonality: The curious case of large foreign stocks," Finance Research Letters, Elsevier, vol. 15(C), pages 85-92.
• He, Peng William & Jarnecic, Elvis & Liu, Yubo, 2015. "The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X," Journal of Financial Markets, Elsevier, vol. 22(C), pages 27-49.
• Huh, Sahn-Wook & Lin, Hao & Mello, Antonio S., 2015. "Options market makers׳ hedging and informed trading: Theory and evidence," Journal of Financial Markets, Elsevier, vol. 23(C), pages 26-58.
• Chakrabarty, Bidisha & Pascual, Roberto & Shkilko, Andriy, 2015. "Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm," Journal of Financial Markets, Elsevier, vol. 25(C), pages 52-79.
• Paiardini, Paola, 2015. "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, vol. 26(C), pages 103-121.
  • Paiardini, Paola, 2009. "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers esdp09053, University of Molise, Department of Economics.
  • Paola Paiardini, 2009. "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance 0908, Birkbeck, Department of Economics, Mathematics & Statistics.
• Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim, 2015. "Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach," Journal of Financial Markets, Elsevier, vol. 26(C), pages 64-84.
• Bansal, Vipul K. & Marshall, John F., 2015. "A tracking error approach to leveraged ETFs: Are they really that bad?," Global Finance Journal, Elsevier, vol. 26(C), pages 47-63.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  • Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, vol. 28(C), pages 95-110.
  • Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper 61440, University Library of Munich, Germany.
• Dierkes, Thomas & Ortmann, Karl Michael, 2015. "On the efficient utilisation of duration," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 29-37.
• Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2015. "Expected utility and catastrophic consumption risk," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 306-312.
• Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015. "The impact of oil price shocks on the stock market return and volatility relationship," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 41-54.
  • Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014. "The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship," CAMA Working Papers 2014-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Mansor, F. & Bhatti, M.I. & Ariff, M., 2015. "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 102-115.
• Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2015. "An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 18-29.
• Kambouroudis, Dimos S. & McMillan, David G., 2015. "Is there an ideal in-sample length for forecasting volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 114-137.
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• Abdelmajid Ibenrissoul & Zouigui Maroua, 2015. "Impact of Financial Risks on the Value of Moroccan Companies," International Journal of Business and Social Research, LAR Center Press, vol. 5(3), pages 82-94, March.
• Stefania Cosci & Valentina Meliciani & Valentina Sabato, 2015. "Relationship Lending And Innovation: Empirical Evidence On A Sample Of European Firms," CERBE Working Papers wpC04, CERBE Center for Relationship Banking and Economics.
• Nadezda Sinenko & Olga Lielkalne, 2015. "Cobweb diagram as a tool for assesing changes in the most important financial stability risks," Discussion Papers 2015/01, Latvijas Banka.
• Flavin, Thomas J. & Sheenan, Lisa, 2015. "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 167-186.
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• Zare , Roohollah, 2015. "Asymmetric Effects of Monetary Policy and Business Cycles in Iran using Markov-switching Models," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(4), pages 125-142, October.
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• Abdelmajid Ibenrissoul & Zouigui Maroua, 2015. "Impact of Financial Risks on the Value of Moroccan Companies," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 5(3), pages 82-94, March.
• Chiara Pederzoli & Costanza Torricelli, 2017. "Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise," Annals of Finance, Springer, vol. 13(3), pages 237-251, August.
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• Chiara Pederzoli & Costanza Torricelli, 2017. "Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise," Annals of Finance, Springer, vol. 13(3), pages 237-251, August.
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• Hyejin Cho, 2015. "The Bank Capital Regulation (BCR) Model," Documents de travail du Centre d'Economie de la Sorbonne 15021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends, and borrowing constraints," Documents de recherche 15-05, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
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• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
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  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03260777, HAL.
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  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-01223969, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03260777, HAL.
  • Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper 84905, University Library of Munich, Germany, revised 11 Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-01223969, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
• Fabozzi, Frank J., 2015. "Capital Markets: Institutions, Instruments, and Risk Management, Fifth Edition," MIT Press Books, The MIT Press, edition 5, volume 1, number 0262029480, December.
• Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015. "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
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• Tomasz Skoczylas, 2015. "Log-volatility enhanced GARCH models for single asset returns," Bank i Kredyt, Narodowy Bank Polski, vol. 46(5), pages 411-432.
• Constantinides, George M. & Lian, Lei, 2021. "The Supply and Demand of S&P 500 Put Options," Critical Finance Review, now publishers, vol. 10(1), pages 1-20, April.
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• Robert P. Bartlett, III & Justin McCrary, 2015. "Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision," NBER Working Papers 21286, National Bureau of Economic Research, Inc.
• Ravi Jagannathan & Binying Liu, 2019. "Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, vol. 74(1), pages 401-448, February.
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• Goetzmann, William N. & Huang, Simon, 2018. "Momentum in Imperial Russia," Journal of Financial Economics, Elsevier, vol. 130(3), pages 579-591.
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• Frydman, Carola & Papanikolaou, Dimitris, 2018. "In search of ideas: Technological innovation and executive pay inequality," Journal of Financial Economics, Elsevier, vol. 130(1), pages 1-24.
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• Mirkin, Yu., 2015. "Finance According to Greenspan," Journal of the New Economic Association, New Economic Association, vol. 25(1), pages 212-217.
• Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2016. "Global Engagement and Returns Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 814-833, December.
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  • Sourafel Girma & Sandra Lancheros & Alejandro Riano, 2015. "Global Engagement and Returns Volatility," Discussion Papers 2015/12, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
• Agarwal, Vikas & Mullally, Kevin A. & Naik, Narayan Y., 2015. "The Economics and Finance of Hedge Funds: A Review of the Academic Literature," Foundations and Trends(R) in Finance, now publishers, vol. 10(1), pages 1-111, December.
• Nicolae-Marius JULA, 2015. "Modelling loans and deposits during electoral years in Romania," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 3(1), pages 43-48, June.
• Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference guide to U.S. repo and securities lending markets," Staff Reports 740, Federal Reserve Bank of New York.
  • Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference Guide to U.S. Repo and Securities Lending Markets," Working Papers 15-17, Office of Financial Research, US Department of the Treasury.
• Chiriac Silviu-Cornel-Virgil & Ofileanu Dimi, 2015. "Modern Options For The Financing Of The Real Estate Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 873-881, July.
• Andone Diana, 2015. "Aggregate Rating Model In Romanian Tourism," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 361-369, December.
• Dilip B. Madan, 2015. "Recovering Statistical Theory in the Context of Model Calibrations," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 260-292.
• Janine Balter, 2015. "Quarticity Estimation on ohlc Data," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 505-519.
• Marine Carrasco & Rachidi Kotchoni, 2015. "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
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• Eric Budish & Peter Cramton & John Shim, 2015. "Editor's Choice The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(4), pages 1547-1621.
• Hitesh Doshi & Redouane Elkamhi & Mikhail Simutin, 2015. "Managerial Activeness and Mutual Fund Performance," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 5(2), pages 156-184.
• Agostino Capponi & Martin Larsson, 2015. "Price Contagion through Balance Sheet Linkages," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 5(2), pages 227-253.
• Hans Degryse & Frank de Jong & Vincent van Kervel, 2015. "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, vol. 19(4), pages 1587-1622.
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• Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2015. "Investor Information, Long-Run Risk, and the Term Structure of Equity," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 706-742.
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• John Cotter & Stuart Gabriel & Richard Roll, 2015. "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 913-936.
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• Peiran Jiao, 2015. "Losing from Naive Reinforcement Learning: A Survival Analysis of Individual Repurchase Decisions," Economics Series Working Papers 765, University of Oxford, Department of Economics.
• Gian Piero Aielli & Massimiliano Caporin, 2015. "Dynamic Principal Components: a New Class of Multivariate GARCH Models," "Marco Fanno" Working Papers 0193, Dipartimento di Scienze Economiche "Marco Fanno".
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
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• Amin Babaei Falah & Morteza Sardari, 2015. "A novel application of grey principal component analysis to determine stockholder’s approach towards financial ratios," Business and Economic Horizons (BEH), Prague Development Center, vol. 11(1), pages 41-50, April.
• Monika Hadas-Dyduch, 2015. "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, in: Monika Papiez & Slawomir Smiech (ed.),Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, edition 1, volume 1, pages 68-76, Institute of Economic Research.
  • Monika Hadas-Dyduch, 2015. "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, in: Monika Papiez & S³awomir Smiech (ed.),Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, edition 1, volume 1, chapter 7, pages 68-76, Institute of Economic Research.
• Monika Hadas-Dyduch, 2015. "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, in: Monika Papiez & S³awomir Smiech (ed.),Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, edition 1, volume 1, chapter 7, pages 68-76, Institute of Economic Research.
  • Monika Hadas-Dyduch, 2015. "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, in: Monika Papiez & Slawomir Smiech (ed.),Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, edition 1, volume 1, pages 68-76, Institute of Economic Research.
• Aleksandra Pieloch-Babiarz, 2015. "Catering Approach To The Dividend Payment Policy On The Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 10(2), pages 183-206, June.
• Joanna Malecka, 2015. "Revenues, Expenses, Profitability And Investments Of Potential Contenders For The Status Of A Listed Company In Poland," Oeconomia Copernicana, Institute of Economic Research, vol. 6(4), pages 91-122, December.
• Aneta Giedrewicz-Niewinska, 2015. "Udzial pracownikow w nadzorze korporacyjnym w spolce europejskiej," Working Papers 33/2015, Institute of Economic Research, revised May 2015.
• Katarzyna Kubiszewska, 2015. "Banking concentration in the Baltic and Western Balkan states – selected issues," Working Papers 68/2015, Institute of Economic Research, revised Apr 2015.
• Joanna Malecka, 2015. "Revenues, expenses, profitability and investments of potential contenders for the status of a listed company in Poland," Working Papers 78/2015, Institute of Economic Research, revised Apr 2015.
• Biedermann, Zsuzsánna, 2015. "Off-exchange Trading, Dark Pools and their Regulatory Dilemmas," Public Finance Quarterly, Corvinus University of Budapest, vol. 60(1), pages 78-94.
• Javier Lopez Bernardo & Engelbert Stockhammer & Felix Lopez Martinez, 2015. "A post-Keynesian theory for Tobin's q in a stock-flow consistent framework," Working Papers 1509, Post Keynesian Economics Society (PKES).
• Javier López Bernardo & Engelbert Stockhammer & Félix López Martínez, 2016. "A post Keynesian theory for Tobin’s in a stock-flow consistent framework," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 39(2), pages 256-285, April.
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• Nguyen Van, Phuong, 2015. "A good news or bad news has greater impact on the Vietnamese stock market?," MPRA Paper 61194, University Library of Munich, Germany.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, vol. 28(C), pages 95-110.
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• García Muñoz, Luis Manuel & de Lope Contreras, Fernando & Palomar Burdeus, Juan Esteban, 2015. "Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA," MPRA Paper 62086, University Library of Munich, Germany.
• Bell, Peter N, 2015. "Comment on Mahmoodzadeh’s Tick Size Change in the Wholesale Foreign Exchange Market," MPRA Paper 62157, University Library of Munich, Germany.
• Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 21(1), pages 53-60, January.
  • Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers 201509, University of Pretoria, Department of Economics.
  • Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper 62464, University Library of Munich, Germany.
• Janssen, Dirk-Jan & Weitzel, Utz & Füllbrunn, Sascha, 2015. "Speculative Bubbles - An introduction and application of the Speculation Elicitation Task (SET)," MPRA Paper 63028, University Library of Munich, Germany.
• Anatoly A. Peresetsky & Ruslan I. Yakubov, 2017. "Autocorrelation in an unobservable global trend: does it help to forecast market returns?," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 152-169.
  • Peresetsky, Anatoly & Yakubov, Ruslan, 2015. "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper 64579, University Library of Munich, Germany.
• Peter, Eckley, 2015. "Measuring economic uncertainty using news-media textual data," MPRA Paper 64874, University Library of Munich, Germany, revised 01 May 2015.
• Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015. "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper 65473, University Library of Munich, Germany.
• Chouliaras, Andreas, 2015. "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper 65585, University Library of Munich, Germany.
• Chouliaras, Andreas, 2015. "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper 65875, University Library of Munich, Germany.
• Ali, Muhammad & Syed ali, Raza & Chin-Hong, Puah, 2015. "Factors affecting intention to use Islamic personal financing in Pakistan: Evidence from the modified TRA model," MPRA Paper 66023, University Library of Munich, Germany.
• Gu, Xian & Kowalewski, Oskar, 2016. "Creditor rights and the corporate bond market," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 215-238.
  • Gu, Xian & Kowalewski, Oskar, 2015. "Creditor rights and corporate bond market," MPRA Paper 67022, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
• Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015. "Asymmetric volatility of the Thai stock market: evidence from high-frequency data," MPRA Paper 67181, University Library of Munich, Germany.
• Hammad, Siddiqi, 2015. "Anchoring Adjusted Capital Asset Pricing Model," MPRA Paper 67403, University Library of Munich, Germany.
• Premepeh, kwadwo Boateng & Odartei-Mills, Eugene, 2015. "Corporate governance structure and shareholder wealth maximisation," MPRA Paper 68087, University Library of Munich, Germany.
• Bornah, Mathew, 2015. "The approach of the host cities to the issue of managing the stadiums following Euro 2012," MPRA Paper 68204, University Library of Munich, Germany.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015. "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper 68421, University Library of Munich, Germany.
• Siddiqi, Hammad, 2015. "Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles," MPRA Paper 68729, University Library of Munich, Germany.
• Lixin Sun, 2018. "Quantifying the Effects of Financialization and Leverage in China," Chinese Economy, Taylor & Francis Journals, vol. 51(3), pages 209-226, May.
  • Sun, Lixin, 2015. "Quantifying the Effects of Financialisation and Leverage in China," MPRA Paper 69938, University Library of Munich, Germany.
• Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal, 2015. "“Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?," MPRA Paper 70942, University Library of Munich, Germany.
• Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi, 2015. "Estimation and prediction of an Index of Financial Safety of Tunisia," MPRA Paper 74573, University Library of Munich, Germany, revised 2016.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
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• Khan, Muhammad Kamran & Nouman, Mohammad & Imran, Muhammad, 2015. "Determinants of financial performance of financial sectors (An assessment through economic value added)," MPRA Paper 81281, University Library of Munich, Germany.
• Jaffery, Ada & Mamoon, Dawood, 2015. "Socio-economic Perspective of Microfinance as a poverty reduction tool," MPRA Paper 81485, University Library of Munich, Germany.
• Mansur, Alfan & Liu, Yichang & Zaman, Kazi Arif Uz, 2015. "Portfolio Shocks and the Dynamics of the Real Economy of Australia (1980-2014): A Structural Vector Autoregressive Model Approach," MPRA Paper 93992, University Library of Munich, Germany, revised 17 May 2015.
• Camilleri, Silvio John, 2015. "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper 95301, University Library of Munich, Germany.
• Asandului, Mircea & Lupu, Dan & Mursa, Gabriel Claudiu & Muşetescu, Radu, 2015. "Dynamic relations between CDS and stock markets in Eastern European countries," MPRA Paper 95506, University Library of Munich, Germany.
• Fukuda, Takashi, 2015. "Evidence of Korea’s Finance-Growth Nexus: VARX Analysis with Financial Crisis and Openness," MPRA Paper 98787, University Library of Munich, Germany.
• Bekiros, Stelios & Gupta, Rangan, 2015. "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, vol. 131(C), pages 83-85.
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• Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016. "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 184-191.
  • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers 201508, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 21(1), pages 53-60, January.
  • Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper 62464, University Library of Munich, Germany.
  • Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers 201509, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 609-624, October.
  • Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers 201521, University of Pretoria, Department of Economics.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017. "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 121-146, February.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 15-07, Eastern Mediterranean University, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 201524, University of Pretoria, Department of Economics.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016. "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2895-2898, July.
  • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers 201536, University of Pretoria, Department of Economics.
• Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016. "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 291-296.
  • Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015. "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers 201545, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015. "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers 201575, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016. "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
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• Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016. "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 377-386, September.
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• Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2015. "The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach," Working Papers 201582, University of Pretoria, Department of Economics.
• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-15.
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  • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers 2016-9, Kiel Institute for the World Economy (IfW Kiel).
• Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
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• Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
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• Ioana Andrada Moldovan (Gavril), 2015. "Does the Financial System Promote Sustainable Development? Evidence from Eastern European Countries," Central European Business Review, Prague University of Economics and Business, vol. 2015(2), pages 40-47.
• Jan Bastin, 2015. "Volatility Effect: An Application on the German Stock Market [Efekt nízkého rizika: Aplikace na německý akciový trh]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2015(1), pages 36-54.
• Pietro Bonaldi & Ali Hortaçsu & Jakub Kastl, 2015. "Empirical Analysis of Funding Cost Spillovers in the EURO Zone with Application to Systemic Risk," Working Papers 2015-4, Princeton University. Economics Department..
• Pietro Bonaldi & Ali Hortaçsu & Jakub Kastl, 2015. "Empirical Analysis of Funding Cost Spillovers in the EURO Zone with Application to Systemic Risk," Working Papers 2015-5, Princeton University. Economics Department..
• Diego Winkelried & Luis A. Iberico, 2018. "Calendar effects in Latin American stock markets," Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
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• TANASE, George Cosmin, 2015. "Business Intelligence and Performance Management," Romanian Distribution Committee Magazine, Romanian Distribution Committee, vol. 6(3), pages 24-27, September.
• Kaiji Chen & Alfonso Irarrazabal, 2015. "The Role of Allocative Efficiency in a Decade of Recovery," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 523-550, July.
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• Bisin, Alberto; & Gottardi, Piero; & Ruta, Guido, 2014. "Equilibrium corporate finance and intermediation," Economics Working Papers ECO2014/09, European University Institute.
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• Khoutem Ben Jedidia, 2015. "Trade openness-financial development nexus: Bounds testing approach and causality tests for Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(58), pages 27-50, December.
• Pasrun Adam, 2015. "A Model of the Dynamic of the Relationship between Stock Prices and Economic Growth of Indonesia," Applied Economics and Finance, Redfame publishing, vol. 2(3), pages 12-19, August.
• Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
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• Jaehun CHOI & Hosung LIM & Rogelio Jr. MERCADO & Cyn-Young PARK, 2015. "Price Discovery and Foreign Participation in Korea's Government Bond Cash and Futures Markets," Working Papers 2015-8, Economic Research Institute, Bank of Korea.
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• Burger, John & Warnock, Francis & Warnock, Veronica Cacdac, 2015. "Bond Market Development in Developing Asia," ADB Economics Working Paper Series 448, Asian Development Bank.
• Le, Thai-Ha & Kim, Jungsuk & Lee, Minsoo, 2015. "Institutional Quality, Trade Openness, and Financial Development in Asia: An Empirical Investigation," ADB Economics Working Paper Series 452, Asian Development Bank.
• Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2015. "Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di coin," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(2), pages 213-228.
• Schiff, John M., 2015. "Is Basel turning banks into public utilities?," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(1), pages 04-12.
• Zimmermann, Horst, 2015. "The deep roots of the government debt crisis," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(1), pages 41-58.
• Kovner, Anna & Vickery, James & Zhou, Lily, 2015. "Do big banks have lower operating costs?," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(1), pages 157-196.
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• McCahery, Joseph A. & Vermeulen, Erik P. M., 2015. "New private equity models: how should the interests of investors and managers be aligned?," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(1), pages 233-255.
• de Beus, Paul & Koning, Maarten, 2015. "Auditing estimates: what will the future bring?," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(1), pages 256-293.
• Kim, Hyong & Gardner, Errol, 2015. "The science of winning in financial services — competing on analytics: opportunities to unlock the power of data," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 13-24.
• Grung Moe, Thorvald, 2015. "Shadow banking: policy challenges for central banks," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 31-42.
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• Cameran, Mara & Negri, Giulia & Pettinicchio, Angela, 2015. "The audit mandatory rotation rule: the state of the art," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 61-75.
• Wong, Eric & Ho, Kelvin & Tsang, Andrew, 2015. "Effectiveness of loan-to-value ratio policy and its transmission mechanism:empirical evidence from Hong Kong," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 93-102.
• Hockett, Robert, 2015. "Recursive collective action problems: the structure of procyclicality in financial and monetary markets, macroeconomies and formally similar contexts," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 113-128.
• Afonso, Gara & Santos, João A.C. & Traina, James, 2015. "Do “too-big-to-fail” banks take on more risk?," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 129-143.
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• Jacobs, Bruce I. & Levy, Kenneth N., 2015. "Smart beta: too good to be true?," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 155-159.
• Dorn, Nicholas, 2015. "Regulatory herding versus democratic diversity: history and prospects," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 161-174.
• Keswani, Aneel & Stolin, David, 2015. "Squandering home field advantage? Financial institutions’ investing in their own industries," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 175-187.
• Gulamhuseinwala, Imran & Bull, Thomas & Lewis, Steven, 2015. "FinTech is gaining traction and young, high-income users are the early adopters," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(3), pages 16-23.
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• Mainelli, Michael & Smith, Mike, 2015. "Sharing ledgers for sharing economies: an exploration of mutual distributed ledgers (aka blockchain technology)," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(3), pages 38-58.
• Zhang, Bryan & Wardrop, Robert & Rau, Raghavendra & Gray, Mia, 2015. "Moving mainstream: benchmarking the European alternative finance market," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(3), pages 60-76.
• Arner, Douglas W. & Barberis, Jànos, 2015. "FinTech in China:from the shadows?," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(3), pages 78-91.
• Peters, Gareth W. & Panayi, Efstathios & Chapelley, Ariane, 2015. "Trends in cryptocurrencies and blockchain technologies: a monetary theory and regulation perspective," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(3), pages 92-113.
• Treleaven, Philip, 2015. "Financial regulation of FinTech," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(3), pages 114-121.
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• Gordon Burtch & Anindya Ghose & Sunil Wattal, 2015. "The Hidden Cost of Accommodating Crowdfunder Privacy Preferences: A Randomized Field Experiment," Management Science, INFORMS, vol. 61(5), pages 949-962, May.
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• Lopez, Juan Carlos & Babcic, Sinisa & De La Ossa, Andres, 2015. "Advice goes virtual:how new digital investment services are changing the wealth management landscape," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(3), pages 156-164.
• Yasav, Sue, 2015. "The impact of digital technology on consumer purchase behavior," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(3), pages 166-170.
• Viaene, Stijn & Danneels, Lieselot, 2015. "Driving digital: welcome to the ExConomy," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(3), pages 182-187.
• McKenzie, Rex A, 2015. "Monetary transmission in Africa: a review of official sources," Economics Discussion Papers 2015-7, School of Economics, Kingston University London.
• Ivanovski, Zoran & Ivanovska, Nadica & Narasanov, Zoran, 2015. "Application Of Dividend Discount Model Valuation At Macedonian Stock-Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 6(1), pages 147-154.
• Ivanovski, Zoran & Stojanovski, Toni & Narasanov, Zoran, 2015. "Volatility And Kurtosis Of Daily Stock Returns At Mse," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 6(2), pages 209-221.
• Kocher, Klaus & Slahor, Ludomir, 2015. "The balanced scorecard – financial perspective versus customer perspective on the german banking market in the 21st century," Zeitschrift für interdisziplinäre ökonomische Forschung, Allensbach Hochschule, issue 1, pages 23-28, April.
• Chirkova, Elena (Чиркова, Елена) & Petrov, Vladislav (Петров, Владислав), 2015. "The Diagnosis of the Insider Trading During the Conflict of Shareholders of “VimpelCom” in 2005-2013 [Диагностирование Инсайдерской Торговли В Период Конфликта Акционеров Оао «Вымпелком» В 2005—201," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 151-173.
• Georgeta VINTILA & Florinita DUCA, 2015. "Evaluation of Corporate Governance Influence on Performance of roumanian Companies," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(1), pages 47-51, January.
• Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2017. "Convex incentives in financial markets: an agent-based analysis," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 375-395, November.
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• Orléan, André, 2015. "La valeur économique comme fait social : la preuve par les évaluations boursières," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 18.
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• Martina K Linnenluecke & Cristyn Meath & Saphira Rekker & Baljit K Sidhu & Tom Smith, 2015. "Divestment from fossil fuel companies: Confluence between policy and strategic viewpoints," Australian Journal of Management, Australian School of Business, vol. 40(3), pages 478-487, August.
• Bernabé ANDRADE RODRÍGUEZ & Ana del Pilar BANDA MORA & Jaime Alberto GÓMEZ WALTEROS, 2015. "El Mercado De Capitales En América Latina 1990-2013. Capital Market In Latin America 1990-2013," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 24(3), pages 35-48.
• Satish Kumar, 2015. "The significance of working capital management and its components on SMEs performance - Evidence from India," Proceedings of International Academic Conferences 2503293, International Institute of Social and Economic Sciences.
• Simona Adascalitei, 2015. "The importance of High Frequency Data on the Financial Markets," Proceedings of International Academic Conferences 2503637, International Institute of Social and Economic Sciences.
• Jorge Andraz & Nélia Norte & Cristina Oliveira, 2015. "New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal," Proceedings of International Academic Conferences 3105388, International Institute of Social and Economic Sciences.
• Ahmed Soliman Wafi & Hassan Hassan & Adel Mabrouk, 2015. "Fundamental Analysis Models in Financial Markets ? Review Study," Proceedings of Economics and Finance Conferences 2203827, International Institute of Social and Economic Sciences.
• Ahmet Perilioglu, 2015. "Conditional Sovereign Transition Probability Matrices," Proceedings of Economics and Finance Conferences 2204981, International Institute of Social and Economic Sciences.
• Hernández Ángeles, Ignacio F. & Francisco-López Herrera & Luis Fernando Hoyos Reyes, 2015. "Análisis del efecto apalancamiento en los rendimientos del IPC mediante una Cadena de Markov Monte Carlo antes, durante y después de la crisis subprime./ Analysis of the leverage effect on the IPC ret," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 5(1), pages 43-64, enero-jun.
• Marek Lubiński, 2015. "Efekty ponadgraniczne niekonwencjonalnej polityki monetarnej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 5-28.
• Karkowska Renata, 2014. "What Kind Of Systemic Risks Do We Face In The European Banking Sector? The Approach Of CoVaR Measure," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 114-124, December.
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• Małgorzata Olszak & Mateusz Pipień & Sylwia Roszkowska & Iwona Kowalska, 2018. "The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(2), pages 133-167, June.
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• Anand Bansal, 2015. "Financial Sector Reforms And Rural Financial Markets In India," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 7(3 (Decemb), pages 345-357.
• Enver Baj Inca, 2015. "The Theories About Construction Of Financial System As Reflection Of The Economic And Financial Structure Of A Country The Case Of Kosovo," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 7(3 (Decemb), pages 371-384.
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• Ariane Szafarz, 2015. "Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater," Bankers, Markets & Investors, ESKA Publishing, issue 139, pages 20-26, November-.
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• Sheilla Nyasha & Nicholas M. Odhiambo, 2017. "Are Banks and Stock Markets Complements Or Substitutes? Empirical Evidence from Three Countries," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 15(1 (Spring), pages 81-101.
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• Aurelia BOBE, 2015. "Business Valuation. Adjusting Markets Multiples for Country Risk in Emerging Markets - Empirical Study for Romania," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 10(2), pages 68-85.
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• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26, March.
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• Krasimira Naydenova, 2015. "Institutional Influence On The Liquidity Of The Bulgarian Stock Market," Business & Management Compass, University of Economics Varna, issue 4, pages 78-89.
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• Siemińska Ewa & Krajewska Małgorzata, 2015. "Exchange Rate Risk On The Mortgage Market," Real Estate Management and Valuation, Sciendo, vol. 23(4), pages 74-84, December.
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• Xingyun PENG, 2015. "Financing Options for Borrower–Spenders," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 6, pages 113-136, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Institutions in the Financial System," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 7, pages 139-166, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Commercial Bank Operations and Management," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 8, pages 167-203, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Long-Term Capital Markets," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 9, pages 205-233, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Short-Term Money Markets," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 10, pages 235-260, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Foreign Exchange Markets," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 11, pages 261-282, World Scientific Publishing Co. Pte. Ltd..
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• Xingyun PENG, 2015. "Exchange Rate Determination and the Exchange Rate System," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 17, pages 429-452, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Balance of Payments," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 18, pages 453-477, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "National Income and Output Determination: The IS–LM Model," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 19, pages 479-499, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Monetary Policy Operations of the Central Bank," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 20, pages 501-548, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Development and Financial Structure," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 21, pages 551-575, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Deepening and Financial Liberalization," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 22, pages 577-601, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Crises," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 23, pages 603-629, World Scientific Publishing Co. Pte. Ltd..
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• Eugene F. Fama & Kenneth R. French, 2015. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 4, pages 79-102, World Scientific Publishing Co. Pte. Ltd..
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• Ramaprasad Bhar & A. G. Malliaris, 2015. "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 5, pages 103-123, World Scientific Publishing Co. Pte. Ltd..
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• Claude B. Erb & Campbell R. Harvey, 2015. "The Strategic and Tactical Value of Commodity Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 6, pages 125-178, World Scientific Publishing Co. Pte. Ltd..
• Robert S. Steigerwald, 2015. "Central Counterparty Clearing and Systemic Risk Regulation," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 7, pages 181-246, World Scientific Publishing Co. Pte. Ltd..
• Barbara J. Mack, 2015. "The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 8, pages 247-285, World Scientific Publishing Co. Pte. Ltd..
• Paul E. Peterson & Jin Wook Choi, 2015. "Agricultural Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 9, pages 289-323, World Scientific Publishing Co. Pte. Ltd..
• Raj Aggarwal & Brian Lucey & Fergal O'Connor, 2015. "World Metal Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 10, pages 325-347, World Scientific Publishing Co. Pte. Ltd..
• Bluford H. Putnam, 2015. "Interest Rate Futures: Elements of a Successful Financial Innovation," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 11, pages 349-379, World Scientific Publishing Co. Pte. Ltd..
• Tim Weithers, 2015. "Currency Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 12, pages 381-405, World Scientific Publishing Co. Pte. Ltd..
• Betty Simkins & Yuecheng Jia, 2015. "Energy Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 13, pages 407-434, World Scientific Publishing Co. Pte. Ltd..
• Tom Nohel & Steven K. Todd, 2015. "Volatility as an Asset Class," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 14, pages 437-464, World Scientific Publishing Co. Pte. Ltd..
• Jin Wook Choi & Jin Man Lee, 2015. "Housing Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 15, pages 465-485, World Scientific Publishing Co. Pte. Ltd..
• Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas, 2015. "Freight Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 16, pages 487-510, World Scientific Publishing Co. Pte. Ltd..
• Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015. "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 17, pages 511-544, World Scientific Publishing Co. Pte. Ltd..
• Paolo Falbo & Daniele Felletti & Silvana Stefani, 2015. "Electricity Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 18, pages 545-565, World Scientific Publishing Co. Pte. Ltd..
• Rita l. D'Ecclesia, 2015. "Climate Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 19, pages 567-603, World Scientific Publishing Co. Pte. Ltd..
• Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos, 2015. "The European Sovereign Debt Crisis and the Role of Credit Swaps," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 20, pages 605-639, World Scientific Publishing Co. Pte. Ltd..
• Alexandre Ziegler & William T. Ziemba, 2015. "Returns from Investing in S&P500 Futures Options, 1985–2010," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 21, pages 643-688, World Scientific Publishing Co. Pte. Ltd..
• Sebastien Lleo & William T. Ziemba, 2015. "How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 22, pages 689-750, World Scientific Publishing Co. Pte. Ltd..
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• W. William Woolsey & Scott Sumner, 2015. "Nominal GDP Futures Contract Targeting," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 23, pages 751-770, World Scientific Publishing Co. Pte. Ltd..
• Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn, 2015. "The Ethics of Financial Speculation in Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 24, pages 771-804, World Scientific Publishing Co. Pte. Ltd..
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• Ruogu Li, 2015. "The Gold Standard," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 1, pages 3-10, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "The Gold-exchange Standard," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 2, pages 11-16, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "The Bretton Woods System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 3, pages 17-30, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Patterns in the Evolution of the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 4, pages 31-36, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Characteristics of the Current International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 5, pages 39-52, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Appraisal of the Current International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 6, pages 53-66, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Sustainability of the Current International Monetary System — An Analysis," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 7, pages 67-84, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Causes, Development, and Impact of the Global Financial Crisis," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 8, pages 87-116, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Global Financial Crisis' Impact on the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 9, pages 117-128, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Adjust Global Economic Imbalance and Reform the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 10, pages 129-136, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Proposals for Reforming the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 11, pages 139-146, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Realistic Choice for Reforming the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 12, pages 147-166, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "China and Current International Monetary System Reform," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 13, pages 167-178, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Regional Currency Cooperation Theory," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 14, pages 181-188, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "European Currency Cooperation," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 15, pages 189-196, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "East Asian Currency Cooperation," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 16, pages 197-212, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "China and East Asian Currency Cooperation," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 17, pages 213-224, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Currency Internationalization," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 18, pages 227-234, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Internationalization of Major Currencies," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 19, pages 235-252, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Current State of the Internationalization of the Renminbi," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 20, pages 253-260, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Cost-benefit Analysis of the Internationalization of the Renminbi," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 21, pages 261-268, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Pathway Towards Internationalizing the Renminbi," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 22, pages 269-280, World Scientific Publishing Co. Pte. Ltd..
• Stefan Trück & Rafał Weron, 2016. "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 587-611, June.
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• Julijana Angelovska, 2015. "Macedonian Small Investors’ Behavior Towards Stock Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 18(1), pages 51-60, May.
• Chen, Yu-Fu & Funke, Michael & Tao, Kunyu, 2015. "Financial market reform – A new driver for China's economic growth?," BOFIT Discussion Papers 5/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
• Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence," The World Bank Economic Review, World Bank, vol. 32(2), pages 383-409.
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• Arnold, Eva A. & Größl, Ingrid & Koziol, Philipp, 2016. "Market discipline across bank governance models: Empirical evidence from German depositors," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 126-138.
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• Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank.
• Bednarek, Peter & Dinger, Valeriya & von Westernhagen, Natalja, 2015. "Fundamentals matter: Idiosyncratic shocks and interbank relations," Discussion Papers 44/2015, Deutsche Bundesbank.
• Agarwal, Vikas & Ma, Linlin & Mullally, Kevin, 2015. "Managerial multitasking in the mutual fund industry," CFR Working Papers 13-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
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  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," CFR Working Papers 15-01, University of Cologne, Centre for Financial Research (CFR).
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112872, Verein für Socialpolitik / German Economic Association.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
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• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
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• Kempf, Alexander & Mayston, Daniel & Gehde-Trapp, Monika & Yadav, Pradeep K., 2015. "Resiliency: A dynamic view of liquidity," CFR Working Papers 15-04, University of Cologne, Centre for Financial Research (CFR).
• Ederington, Louis & Guan, Wei & Yadav, Pradeep K., 2015. "Dealer spreads in the corporate bond market: Agent vs. market-making roles," CFR Working Papers 15-11, University of Cologne, Centre for Financial Research (CFR).
• Ben-Haim, Yakov & Demertzis, Maria, 2016. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-30.
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• Fecht, Falko & Reitz, Stefan & Weber, Patrick, 2015. "On the role of market makers for money market liquidity and tensions," Kiel Working Papers 2013, Kiel Institute for the World Economy (IfW Kiel).
• Schier, Michael & Voigtländer, Michael, 2015. "Immobilienpreise: Ist die Entwicklung am deutschen Wohnungsmarkt noch fundamental gerechtfertigt?," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 42(1), pages 57-73.
• Graeme G. Acheson & Gareth Campbell & John D. Turner, 2017. "Who financed the expansion of the equity market? Shareholder clienteles in Victorian Britain," Business History, Taylor & Francis Journals, vol. 59(4), pages 607-637, May.
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• Holger Kraft & Claus Munk & Sebastian Wagner, 2018. "Housing Habits and Their Implications for Life-Cycle Consumption and Investment [The evolution of homeownership rates in selected OECD countries: demographic and public policy influences]," Review of Finance, European Finance Association, vol. 22(5), pages 1737-1762.
  • Kraft, Holger & Munk, Claus & Wagner, Sebastian, 2015. "Housing habits and their implications for life-cycle consumption and investment," SAFE Working Paper Series 85, Leibniz Institute for Financial Research SAFE, revised 2015.
• Härdle, Wolfgang Karl & Trimborn, Simon, 2015. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers 2015-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Trimborn, Simon & Härdle, Wolfgang Karl, 2016. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers 2016-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2014. "Who trades on momentum?," Discussion Papers 42/2014, Deutsche Bundesbank.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112872, Verein für Socialpolitik / German Economic Association.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," CFR Working Papers 15-01, University of Cologne, Centre for Financial Research (CFR).
• Focke, Florens & Ruenzi, Stefan & Ungeheuer, Michael, 2015. "Advertising, Attention, and Financial Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113032, Verein für Socialpolitik / German Economic Association.
• Siemroth, Christoph, 2015. "The impossibility of informationally efficient markets when forecasts are self-defeating," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113110, Verein für Socialpolitik / German Economic Association.
• Scholtens, Bert & Veldhuis, Rineke, 2015. "How does the development of the financial industry advance renewable energy? A panel regression study of 198 countries over three decades," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113114, Verein für Socialpolitik / German Economic Association.
• Jank, Stephan, 2015. "Specialized human capital, unemployment risk, and the value premium," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113214, Verein für Socialpolitik / German Economic Association.
• Kranz Sebastian & Löffler Gunter & Posch Peter N., 2019. "Predatory Short Sales and Bailouts," German Economic Review, De Gruyter, vol. 20(4), pages 469-491, December.
  • Sebastian Kranz & Gunter Löffler & Peter N. Posch, 2019. "Predatory Short Sales and Bailouts," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 469-491, November.
  • Posch, Peter N. & Löffler, Gunter & Kranz, Sebastian, 2015. "Predatory Short Sales and Bailouts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 114734, Verein für Socialpolitik / German Economic Association.
• Mária Bohdalová & Michal Greguš, 2015. "Estimating Value-At-Risk Based On Non-Normal Distributions," CBU International Conference Proceedings, ISE Research Institute, vol. 3(0), pages 188-195, September.
• Shafi A. Khaled & A. Wahhab Khandker, 2015. "Profit-Loss Sharing Contract Formation Under Zero Interest Financial System عقد المشاركة من الأرباح والخسائر في ظل نظام مالي بدون ربا," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 28(2), pages 75-107, July.
• Dolores Moreno-Herrero & José Sánchez Campillo & Manuel Salas-Velasco, 2015. "Factores asociados al rendimiento en competencia financiera en PISA 2012," Investigaciones de Economía de la Educación volume 10, in: Marta Rahona López & Jennifer Graves (ed.), Investigaciones de Economía de la Educación 10, edition 1, volume 10, chapter 28, pages 551-570, Asociación de Economía de la Educación.
• Suthawan Prukumpai, 2015. "Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 22(2), pages 54-76, December.
• Jan Annaert & Frans Buelens & Marc Deloof, 2015. "Long-run stock returns: evidence from Belgium 1838–2010," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 9(1), pages 77-95, January.
• Rafiq Raji & Kalu Ojah, 2015. "Does Investor Sentiment Explain The Seasonality Of Overreaction? Examples Of The Nigerian And South African Equity Markets," The African Finance Journal, Africagrowth Institute, vol. 17(2), pages 25-54.
• Felix Kübler & Herakles Polemarchakis, 2017. "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, vol. 85, pages 1219-1238, July.
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  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," Economic Research Papers 270007, University of Warwick - Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," The Warwick Economics Research Paper Series (TWERPS) 1087, University of Warwick, Department of Economics.
• Marian Siminica & Silviu-Valentin CARSTINA, 2015. "Correlation Analysis Of The Company'S Liquidity, Patrimony Structure And Efficiency Indicators," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(43), pages 7-16.
• Octavian PERPELEA & Tatiana PAUN, 2015. "The Greek Crisis and the Generalization of Euro in European Union," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 103-112, December.
• Sonia Wos, 2015. "Rynek Neuer Markt: droga od sukcesu do porażki / Neuer Markt: from Success to Failure," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 11, pages 176-189, September.
• Luca Benzon & Olena Chyruk, 2015. "The Value and Risk of Human Capital," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 179-200, December.
  • Luca Benzoni & Olena Chyruk, 2015. "The Value and Risk of Human Capital," Working Paper Series WP-2015-6, Federal Reserve Bank of Chicago.
• Daniel Covitz & Nellie Liang & Tobias Adrian, 2015. "Financial Stability Monitoring," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
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• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2016. "The extent and cyclicality of career changes: Evidence for the U.K," European Economic Review, Elsevier, vol. 84(C), pages 18-41.
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• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
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• Fabio Caccioli & Imre Kondor & G'abor Papp, 2015. "Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error," Papers 1510.04943, arXiv.org.
• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2015. "Factor Models as "Explanatory UniÖers" versus "Explanatory Ideals" of Empirical Regularities of Stock Returns," MPRA Paper 122254, University Library of Munich, Germany.
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• Ercan EREN, 2015. "Developments in (macro) economics; Towards a new (macro) economics'," Yildiz Social Science Review, Yildiz Technical University, vol. 1(1), pages 1-35.
• John E. ROEMER, 2015. "Ideology, politics and the concentration of capital," Yildiz Social Science Review, Yildiz Technical University, vol. 1(1), pages 37-44.
• Remzi ALTUNIŞIK, 2015. "Büyük veri: Fırsatlar kaynağı mı yoksa yeni sorunlar yumağı mı?," Yildiz Social Science Review, Yildiz Technical University, vol. 1(1), pages 45-76.
• Cem Başlevent & Ayşenur Acar, 2015. "Recent trends in informal employment in Turkey," Yildiz Social Science Review, Yildiz Technical University, vol. 1(1), pages 77-88.
• Massimo BAGARANIY, 2015. "Applying multicriteria analysis in on-going evaluation of EU structural programmes," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 1-17.
• Stefano FANTACONEY & Petya G. GARALOVA & Carlo MILANI, 2015. "Structural budget balance and fiscal policy: The limits of the European approach," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 19-34.
• Gozde ÜNAL & Ömer FARUK TAN, 2015. "Performance evaluation of a-type Turkish mutuals funds in the era of quantitative easing," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 35-46.
• Cigdem DIKMEN, 2015. "A research on the perception level of the success criteria of learning organizations among a group of physicians and nurses," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 47-59.
• Dhananjay TRIPATHI, 2015. "Beyond pessimism: Analysing prospect for asian regionalism with cooperation between India, China and ASEAN," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 61-74.
• Ahmet Hakan YÜKSEL, 2015. "The impasse of the machine metaphor in organization and management: Ontological and epistemological rejuvenation during interregnum," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 75-88.
• Oliver Linton & Katja Smetanina, 2015. "Mean Ratio Statistic for measuring predictability," CeMMAP working papers CWP08/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics 1552, Faculty of Economics, University of Cambridge.
  • Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers 13/15, Institute for Fiscal Studies.
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• Kostiantyn Vozianov, 2015. "Main Trends Of Derivatives' Market Development In Central And Eastern Europe," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 1(1).
• Volodymyr Matskiv, 2015. "Economic Essence And Components Of Financial Support Of Agricultural Sector," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 1(2).
• Hideyuki Kamiryo, 2015. "Hyperbola Economics Towards A Utopian Economy," Hyperbola Economics towards A Utopian Economy, Better Advances Press, Canada, edition 1, number 01 edited by Dr. Yisheng Huang, May.
• Eduardo Ariel Corso, 2015. "Ambiguity, Ambiguity Aversion and Reserve of Value in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(73), pages 91-115, December.
• Eduardo Corso, 2015. "Ambiguity and portfolio decisions," BCRA Working Paper Series 201567, Central Bank of Argentina, Economic Research Department.
• Eyup KADIOGLU & Guray KUCUKKOCAOGLU, 2015. "Intraday Return and Volatility Structures in Borsa Istanbul and the Impact of Opening and Closing Call Auction Sessions," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 9(1), pages 103-126.
• Vuslat US, 2015. "Do Banks Respond Asymmetrically to the Global Crisis? Evidence From Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 9(2), pages 9-44.
• Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2015. "First-time corporate bond issuers in Italy," Questioni di Economia e Finanza (Occasional Papers) 269, Bank of Italy, Economic Research and International Relations Area.
• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015. "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers) 277, Bank of Italy, Economic Research and International Relations Area.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs' margin policies on repo markets," BIS Working Papers 515, Bank for International Settlements.
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• Ramos-Forero, Jorge Enrique & Melo-Becerra, Ligia Alba & Zárate-Solano, Hector Manuel, 2015. "Mercado de bonos soberanos y estabilidad financiera : una aplicación de gráficos acíclicos direccionados (GAD) y modelos SVAR," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 14, pages 443-463, Banco de la Republica de Colombia.
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• Andrés J. García Bernal & José E. Gómez-González & Tatiana A. Mora-Arbeláez & Mauricio Villamizar-Villegas, 2015. "Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito," Coyuntura Económica, Fedesarrollo, vol. 45(2), pages 221-268, December.
  • Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015. "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia 12934, Banco de la Republica.
  • Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015. "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia 887, Banco de la Republica de Colombia.
• Syed Muhammad Majid Shah & Fahad Abdullah, 2015. "A Study of Day of the Week Effect in Karachi Stock Exchange During Different Political Regimes in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 7(1), pages 41-66, April.
• Julija Cerović & Vesna Karadžić, 2015. "Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 60(206), pages 87-116, July - Se.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers) 1028, Bank of Italy, Economic Research and International Relations Area.
  • Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs' margin policies on repo markets," BIS Working Papers 515, Bank for International Settlements.
• Cerović Julija & Lipovina-Božović Milena & Vujošević Saša, 2015. "A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro," Business Systems Research, Sciendo, vol. 6(1), pages 36-55, March.
• Peter Gomber & Uwe Schweickert & Erik Theissen, 2015. "Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach," European Financial Management, European Financial Management Association, vol. 21(1), pages 52-78, January.
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• Petra Valickova & Tomas Havranek & Roman Horvath, 2015. "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 506-526, July.
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  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," William Davidson Institute Working Papers Series wp1045, William Davidson Institute at the University of Michigan.
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• Giovanni Cespa & Xavier Vives, 2015. "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, vol. 70(5), pages 2099-2154, October.
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• Philippe Bracke, 2015. "House Prices and Rents: Microevidence from a Matched Data Set in Central London," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(2), pages 403-431, June.
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• Melise Jaud & Madina Kukenova & Martin Strieborny, 2015. "Financial Development and Sustainable Exports: Evidence from Firm-product Data," The World Economy, Wiley Blackwell, vol. 38(7), pages 1090-1114, July.
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• Rolando Olmos Alcalá & Sergio Palma Cuenca, 2015. "Pruebas de tensión de liquidez para el sistema financiero boliviano," Serie de Documentos de Trabajo 2015/02, Banco Central de Bolivia.
• Chin, Michael & Polk, Christopher, 2015. "A forecast evaluation of expected equity return measures," Bank of England working papers 520, Bank of England.
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• Brugler, James, 2015. "Into the light: dark pool trading and intraday market quality on the primary exchange," Bank of England working papers 545, Bank of England.
• Harris, Richard D. F. & Nguyen, Linh H & Stoja, Evarist, 2015. "Extreme downside risk and financial crises," Bank of England working papers 547, Bank of England.
• Chen, Yu-Fu & Funke, Michael & Tao, Kunyu, 2015. "Financial market reform – A new driver for China's economic growth?," BOFIT Discussion Papers 5/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
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• Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence," The World Bank Economic Review, World Bank Group, vol. 32(2), pages 383-409.
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• Park, Cyn-Young & Mercado, Rogelio & Choi, Jaehun & Lim, Hosung, 2015. "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series 427, Asian Development Bank.
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• Jieun Lee & Kee H. Chung, 2015. "Foreign Ownership, Legal System and Stock Market Liquidity," Working Papers 2015-15, Economic Research Institute, Bank of Korea.
• P. Sahu & S. K. Mahapatra, 2015. "Social Expenditures at Sub-National Level: An Experience from Indian state of Odisha," Working Papers wp998, Dipartimento Scienze Economiche, Universita' di Bologna.
• Muhamed Zulkhibri, 2015. "A synthesis of theoretical and empirical research on sukuk," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(4), pages 237-248, December.
• Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015. "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(3), pages 365-393.
• Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2015. "Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(3), pages 394-437.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015. "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(4), pages 571-630.
• Richard Harris & Linh Nguyen & Evarist Stoja, 2015. "Extreme Downside Risk and Market Turbulence," Bristol Accounting and Finance Discussion Papers 15/2, School of Accounting and Finance, University of Bristol, UK.
• Gerard Hartsink, 2015. "La technologie est le meilleur garant de la gestion des risques sur les marchés financiers," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 143-154.
• Crowley, Meredith A. & Meng, Ning & Song, Huasheng, 2019. "Policy shocks and stock market returns: Evidence from Chinese solar panels," Journal of the Japanese and International Economies, Elsevier, vol. 51(C), pages 148-169.
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• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers 13/15, Institute for Fiscal Studies.
  • Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics 1552, Faculty of Economics, University of Cambridge.
  • Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers CWP13/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Samuel Guérineau & Relwende Sawadogo, 2015. "On the determinants of life insurance development in Sub-Saharan Africa: the role of the institutions quality in the effect of economic development," CERDI Working papers halshs-01178838, HAL.
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• Relwende Sawadogo & Samuel Guérineau, 2015. "Does Insurance Development Affect the Financial Markets in developing countries?," CERDI Working papers halshs-01178840, HAL.
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• Luca De Angelis & Attilio Gardini, 2015. "Disequilibria and Contagion in Financial Markets: Evidence from a New Test," Journal of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 247-265, November.
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• Jakub Mateju, 2015. "Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy," Working Papers IES 2015/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2015.
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• Mathias Hoffmann & Iryna Stewen, 2020. "Holes in the Dike: The Global Savings Glut, U.S. House Prices, and the Long Shadow of Banking Deregulation," Journal of the European Economic Association, European Economic Association, vol. 18(4), pages 2013-2055.
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  • Mathias Hoffmann & Iryna Stewen, 2016. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," CAMA Working Papers 2016-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2016. "Global Engagement and Returns Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 814-833, December.
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• Yuki SATO, 2015. "Innovation, Delegation, and Asset Price Swings," Swiss Finance Institute Research Paper Series 15-03, Swiss Finance Institute, revised Mar 2015.
• Martin HERDEGEN & Martin SCHWEIZER, 2015. "Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales)," Swiss Finance Institute Research Paper Series 15-05, Swiss Finance Institute.
• Nyborg, Kjell G., 2017. "Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 198-214.
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• Tahir CHOULLI & Martin SCHWEIZER, 2015. "Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales," Swiss Finance Institute Research Paper Series 15-15, Swiss Finance Institute.
• Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI, 2015. "The Price of the Smile and Variance Risk Premia," Swiss Finance Institute Research Paper Series 15-36, Swiss Finance Institute.
• Carlo Sala & Giovanni Barone-Adesi, 2015. "Conditioning the Information in Portfolio Optimization," Swiss Finance Institute Research Paper Series 15-50, Swiss Finance Institute, revised Apr 2016.
• Vincent Bogousslavsky & Pierre Collin-Dufresne & Mehmet Sağlam, 2018. "Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch," Swiss Finance Institute Research Paper Series 18-41, Swiss Finance Institute.
• Chunming Yuan & Tanu J. Pongsiri, 2015. "Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond," International Economics, CEPII research center, issue 141, pages 50-79.
• Andreea Maria PECE, 2015. "The Connection Between Economic Growth And Stock Markets," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 445-450, April.
• Paula VOICU & Petruta MIHAI, 2015. "Application Of Technical Level On Two Fruit And Vegetable Juicers," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 587-591, April.
• Mariana Rodica ŢÎRLEA, 2015. "Issues Regarding The Financial Flow Projections In The Selection Of Investment Projects," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 207-210, June.
• Gerardo Licandro & Jorge Ponce (ed.), 2015. "Precios de activos internos, fundamentos globales y estabilidad financiera," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, edition 1, volume 1, number 4sp, December.
• Jakub Mateju, 2015. "Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy," Working Papers IES 2015/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2015.
  • Jakub Mateju & Michal Kejak, 2015. "Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy," Working Papers 2015/16, Czech National Bank, Research and Statistics Department.
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• Marcel Fratzscher & Malte Rieth, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
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• Benedikt Rotermann & Bernd Wilfling, 2015. "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers 4015, Center for Quantitative Economics (CQE), University of Muenster.
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• Marcel Fratzscher & Malte Rieth, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
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• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2019. "Capital Controls and the Cost of Debt," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(2), pages 288-314, June.
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• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2019. "Capital Controls and the Cost of Debt," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(2), pages 288-314, June.
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• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2016. "The extent and cyclicality of career changes: Evidence for the U.K," European Economic Review, Elsevier, vol. 84(C), pages 18-41.
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• Charitou, Andreas, 2015. "Discussion of “The Association Between Energy Taxation, Participation in an Emissions Trading System, and the Intensity of Carbon Dioxide Emissions in the European Union”," The International Journal of Accounting, Elsevier, vol. 50(4), pages 418-426.
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• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015. "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 64-76.
• Flavin, Thomas J. & Sheenan, Lisa, 2015. "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 167-186.
  • Thomas Flavin & Lisa Sheenan, 2015. "The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?," Economics Department Working Paper Series n260-15.pdf, Department of Economics, National University of Ireland - Maynooth.
• Arnold, Stephan & Auer, Benjamin R., 2015. "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 187-214.
• Bekiros, Stelios & Gupta, Rangan, 2015. "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, vol. 131(C), pages 83-85.
  • Stelios Bekiros & Rangan Gupta, 2015. "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers 201505, University of Pretoria, Department of Economics.
• Breitenlechner, Max & Gächter, Martin & Sindermann, Friedrich, 2015. "The finance–growth nexus in crisis," Economics Letters, Elsevier, vol. 132(C), pages 31-33.
• Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2015. "Portfolio selection: An alternative approach," Economics Letters, Elsevier, vol. 135(C), pages 141-143.
• Eeckhoudt, Louis R. & Laeven, Roger J.A., 2015. "The probability premium: A graphical representation," Economics Letters, Elsevier, vol. 136(C), pages 39-41.
• Cederburg, Scott & O’Doherty, Michael S., 2015. "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, vol. 186(1), pages 113-128.
• Hausenblas, Václav & Kubicová, Ivana & Lešanovská, Jitka, 2015. "Contagion risk in the Czech financial system: A network analysis and simulation approach," Economic Systems, Elsevier, vol. 39(1), pages 156-180.
  • Vaclav Hausenblas & Ivana Kubicova & Jitka Lesanovska, 2012. "Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach," Working Papers 2012/14, Czech National Bank, Research and Statistics Department.
• Kirchler, Michael & Bonn, Caroline & Huber, Jürgen & Razen, Michael, 2015. "The “inflow-effect”—Trader inflow and price efficiency," European Economic Review, Elsevier, vol. 77(C), pages 1-19.
• Castro, Fernanda & Kalatzis, Aquiles E.G. & Martins-Filho, Carlos, 2015. "Financing in an emerging economy: Does financial development or financial structure matter?," Emerging Markets Review, Elsevier, vol. 23(C), pages 96-123.
• Zeng, Songlin & Bec, Frédérique, 2015. "Do stock returns rebound after bear markets? An empirical analysis from five OECD countries," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 50-61.
  • Frédérique BEC & Songlin ZENG, 2013. "Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries," THEMA Working Papers 2013-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015. "Consumption risk and the cross-section of government bond returns," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 180-200.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015. "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 3-18.
• Chatzikonstanti, Vasiliki & Venetis, Ioannis A., 2015. "Long memory in log-range series: Do structural breaks matter?," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 104-113.
• Chang, Sanders S. & Wang, F. Albert, 2015. "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 19-33.
• Maio, Paulo & Philip, Dennis, 2015. "Macro variables and the components of stock returns," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 287-308.
• Birkelund, Ole Henrik & Haugom, Erik & Molnár, Peter & Opdal, Martin & Westgaard, Sjur, 2015. "A comparison of implied and realized volatility in the Nordic power forward market," Energy Economics, Elsevier, vol. 48(C), pages 288-294.
• Reboredo, Juan C., 2015. "Is there dependence and systemic risk between oil and renewable energy stock prices?," Energy Economics, Elsevier, vol. 48(C), pages 32-45.
• Cotter, John & Hanly, Jim, 2015. "Performance of utility based hedges," Energy Economics, Elsevier, vol. 49(C), pages 718-726.
  • John Cotter & Jim Hanly, 2014. "Performance of Utility Based Hedges," Working Papers 201404, Geary Institute, University College Dublin.
• Bouri, Elie, 2015. "Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis," Energy Economics, Elsevier, vol. 51(C), pages 590-598.
• Spaenjers, Christophe & Goetzmann, William N. & Mamonova, Elena, 2015. "The economics of aesthetics and record prices for art since 1701," Explorations in Economic History, Elsevier, vol. 57(C), pages 79-94.
• Marra, Miriam, 2015. "The impact of liquidity on senior credit index spreads during the subprime crisis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 148-167.
• Smales, Lee A., 2015. "Time-variation in the impact of news sentiment," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 40-50.
• Hudson, Robert S. & Gregoriou, Andros, 2015. "Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 151-162.
• Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015. "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 72-83.
  • Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014. "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series 2014_05, Department of Economics, Loughborough University, revised Jul 2014.
• Pradhan, Rudra P. & Arvin, Mak B. & Ghoshray, Atanu, 2015. "The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countries," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 84-95.
• Elzahar, Hany & Hussainey, Khaled & Mazzi, Francesco & Tsalavoutas, Ioannis, 2015. "Economic consequences of key performance indicators' disclosure quality," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 96-112.
• Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015. "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 122-131.
• Hudson, Robert & Urquhart, Andrew, 2015. "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 166-177.
• Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay, 2015. "Do fund managers herd in frontier markets — and why?," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 76-87.
• Smales, Lee A. & Yang, Yi, 2015. "The importance of belief dispersion in the response of gold futures to macroeconomic announcements," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 292-302.
• Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015. "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 320-328.
• Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P., 2015. "The gold price in times of crisis," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 329-339.
• Hassanein, Ahmed & Hussainey, Khaled, 2015. "Is forward-looking financial disclosure really informative? Evidence from UK narrative statements," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 52-61.
• Assaf, Ata, 2015. "Long memory and level shifts in REITs returns and volatility," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 172-182.
• D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo, 2015. "Commonality on Euronext: Do location and account type matter?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 183-198.
  • Catherine d'Hondt & Christophe Majois & Paolo Mazza, 2015. "Commonality on Euronext: Do location and account type matter?," Post-Print hal-01667400, HAL.
• Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N., 2015. "The long-term performance of index additions and deletions: Evidence from the Hang Seng Index," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 407-420.

2014

• Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015. "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, vol. 118(1), pages 113-134.
  • Tim Bollerslev & Viktor Todorov & Lai Xu, 2014. "Tail Risk Premia and Return Predictability," CREATES Research Papers 2014-49, Department of Economics and Business Economics, Aarhus University.
• Kim, Hyeongwoo & Kim, Jintae, 2018. "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
  • Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2017. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2017-05, Department of Economics, Auburn University.
• Serrao, Amilcar, 2014. "The influence of behavior factors in setting the agricultural futures market prices," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170326, Agricultural and Applied Economics Association.
• Zulauf, Carl R. & Sanghyo, Kim, 2014. "Is Storage Rational When the Price is Expected to Decline? An Initial Study Using Data from U.S. Futures and Options Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170593, Agricultural and Applied Economics Association.
• Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
  • Peter Csoka & P. Jean-Jacques Herings, 2013. "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS 1331, Institute of Economics, Centre for Economic and Regional Studies.
  • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development 172703, Fondazione Eni Enrico Mattei (FEEM).
  • Péter Csóka & P. Jean-Jacques Herings, 2014. "Risk Allocation under Liquidity Constraints," Working Papers 2014.47, Fondazione Eni Enrico Mattei.
  • Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
• Gilles de Truchis & Florent Dubois, 2014. "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," Working Papers halshs-01065775, HAL.
  • Gilles de Truchis & Florent Dubois, 2014. "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," AMSE Working Papers 1445, Aix-Marseille School of Economics, France.
• Anca Simina POPESCU, 2014. "European Funds – Instrument for Economic Stability/Growth," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(16), pages 190-197, December.
• Assist. Prof. Dr. Ercan ÖZEN, PhD, 2014. "Evaluation Of Customers’ Bank Perception In Terms Of Financial Growth," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(22), pages 177-196, APRIL.
• Daciana Ionela NEAMÞIU, 2014. "Prevention, monitoring and control irregularities in obtaining and use of European non-reimbursable funds," Alma Mater University journal, Alma Mater University jornal of Sibiu, vol. 7(1), pages 61-65, April.
• Teodor Hada & Radu Mărginean & Marina Simona Lukacs, 2014. "Taxation Issues In Romanian Pre-University Education Payroll Compared To The European Union," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(16), pages 1-15.
• Laura Raisa MiloÛ & Marius Cristian MiloÅŸ, 2014. "Construction Of A Financial Portfolio On The Bucharest Stock Exchange Using Risk/Return Analysis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(16), pages 1-19.
• Kristoufek, Ladislav, 2014. "Leverage effect in energy futures," Energy Economics, Elsevier, vol. 45(C), pages 1-9.
  • Kristoufek, Ladislav, 2014. "Leverage effect in energy futures," FinMaP-Working Papers 17, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Ladislav Kristoufek, 2014. "Leverage effect in energy futures," Papers 1403.0064, arXiv.org.
• John Cotter & Enrique Salvador, 2014. "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Working Papers 201414, Geary Institute, University College Dublin.
  • John Cotter & Enrique Salvador, 2014. "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Papers 1410.6005, arXiv.org.
• Felipe Klein, 2014. "Estimación de la probabilidad de default: un modelo probit para los bancos argentinos," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 2(2), pages 88-115, Octubre.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
  • Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014. "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers 1409, Athens University of Economics and Business.
  • Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
• Dean Uckar & Andrej Grbin, 2014. "Identification Of Significant Financial Indicators For The Market Valuation Of Croation Shares," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 23(2), pages 573-588, december.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate Variance Ratio Statistics," Cambridge Working Papers in Economics 1459, Faculty of Economics, University of Cambridge.
  • Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers 29/14, Institute for Fiscal Studies.
  • Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers CWP29/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Emanuele Filiberto Rossi, 2014. "Mini bonds issuing and listing in the Italian market," BANCARIA, Bancaria Editrice, vol. 12, pages 66-76, December.
• Hideyuki Kamiryo, 2014. "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, edition 2, volume 2, number 01 edited by Dr. Yisheng Huang, May.
• Hideyuki Kamiryo, 2014. "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, edition 2, volume 2, number 02 edited by Yisheng Huang, May.
• David Beers & Jean-Sébastien Nadeau, 2014. "Database of Sovereign Defaults, 2015 (Revised May 2015)," Technical Reports 101, Bank of Canada.
• Giovanni Giusti & Janet Hua Jiang & Yiping Xu, 2014. "Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets," Staff Working Papers 14-18, Bank of Canada.
• Mark Rempel, 2016. "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
  • Mark Rempel, 2014. "Improving Overnight Loan Identification in Payments Systems," Staff Working Papers 14-25, Bank of Canada.
• George Jiang & Ingrid Lo & Giorgio Valente, 2014. "High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market," Staff Working Papers 14-56, Bank of Canada.
• Paul Ehling & Christian Heyerdahl-Larsen, 2017. "Correlations," Management Science, INFORMS, vol. 63(6), pages 1919-1937, June.
  • Paul Ehling & Christian Heyerdahl-Larsen, 2014. "Correlations," Working Papers 1413, Banco de España.
• Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
• Valentina Michelangeli & Mario Pietrunti, 2014. "A Microsimulation Model to evaluate Italian Households Financial Vulnerability," International Journal of Microsimulation, International Microsimulation Association, vol. 7(3), pages 53-79.
  • Valentina Michelangeli & Mario Pietrunti, 2014. "A microsimulation model to evaluate Italian households� financial vulnerability," Questioni di Economia e Finanza (Occasional Papers) 225, Bank of Italy, Economic Research and International Relations Area.
• Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
  • Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
  • Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
  • Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
  • Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
• Hernández del Valle Gerardo, 2014. "On a new class of barrier options," Working Papers 2014-23, Banco de México.
• Víctor Alexánder Díaz Espana, 2014. "Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 104-126, July.
  • Víctor Alexander Díaz, 2014. "Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 104-126, July.
• Ihsan Ullah & Attaullah Shah, 2014. "The Effect of Capital Structure on Abnormal Stock Returns: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 6(1), pages 1-18, April.
• Muhammad Mahmood Shah Khan & Farrukh Ijaz & Ejaz Aslam, 2014. "Determinants of Profitability of Islamic Banking Industry: An Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 6(2), pages 27-46, October.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015. "Scale and skill in active management," Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
  • Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," NBER Working Papers 19891, National Bureau of Economic Research, Inc.
  • Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," Working Papers 2014-003, Becker Friedman Institute for Research In Economics.
  • Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
• Alejandro Bernales, 2014. "The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings," Working papers 495, Banque de France.
• FOUCAULT, Thierry & DUGAST, Jérôme, 2014. "False News, Informational Efficiency, and Price Reversals," HEC Research Papers Series 1036, HEC Paris.
  • J. Dugast & T. Foucault, 2014. "False News, Informational Efficiency, and Price Reversals," Working papers 513, Banque de France.
  • Jjrrme Dugast & Thierry Foucault, 2014. "False News, Informational Efficiency, and Price Reversals," Working Papers hal-02058260, HAL.
• Leonardo Gambacorta & Jing Yang & Kostas Tsatsaronis, 2014. "Financial structure and growth," BIS Quarterly Review, Bank for International Settlements, March.
• Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014. "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, vol. 20(5), pages 995-1030, November.
• Robert S. Harris & Tim Jenkinson & Steven N. Kaplan, 2014. "Private Equity Performance: What Do We Know?," Journal of Finance, American Finance Association, vol. 69(5), pages 1851-1882, October.
  • Robert S. Harris & Tim Jenkinson & Steven N. Kaplan, 2012. "Private Equity Performance: What Do We Know?," NBER Working Papers 17874, National Bureau of Economic Research, Inc.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014. "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, vol. 69(5), pages 2279-2337, October.
  • Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2013. "The Joint Cross Section of Stocks and Options," NBER Working Papers 19590, National Bureau of Economic Research, Inc.
• Kabir K. Dutta & David F. Babbel, 2014. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(2), pages 303-334, June.
  • Dutta, Kabir K. & Babbel, David F., 2010. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 10-10, University of Pennsylvania, Wharton School, Weiss Center.
  • Dutta, Kabir K. & Babbel, David F., 2012. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 12-15, University of Pennsylvania, Wharton School, Weiss Center.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2014. "Financial Frictions and Inflation Differentials in a Monetary Union," Manchester School, University of Manchester, vol. 82(5), pages 549-595, September.
  • Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010. "Financial Frictions and Inflation Differentials in a Monetary Union," CESifo Working Paper Series 3235, CESifo.
  • Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2013. "Financial Frictions and Inflation Differentials in a Monetary Union," Munich Reprints in Economics 19365, University of Munich, Department of Economics.
• Jon Frost & Ayako Saiki, 2014. "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 722-743, September.
• Marco Belmonte Fagalde & Ignacio Garron Vedia, 2014. "Factores asociados a la evolución y marco regulatorio del crédito de consumo," Serie de Documentos de Trabajo 2014/10, Banco Central de Bolivia.
• Malik, Sheheryar & Meldrum, Andrew, 2016. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 85-102.
  • Malik, Sheheryar & Meldrum, Andrew, 2014. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Bank of England working papers 518, Bank of England.
• He, Qing & Xue, Chang & Zhu, Chenqi, 2014. "Financial development and patterns of industrial specialization : Regional evidence from China," BOFIT Discussion Papers 12/2014, Bank of Finland, Institute for Economies in Transition.
• Nyberg, Peter & Vaihekoski, Mika, 2014. "Descriptive analysis of the Finnish stock market : Part II," Research Discussion Papers 10/2014, Bank of Finland.
• Beum-Jo Park, 2014. "The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 20(2), pages 1-26, June.
• Junhan Kim & Jieun Lee, 2014. "Foreign Ownership and Commonality in Liquidity Between FX and Stock Markets (in Korean)," Working Papers 2014-18, Economic Research Institute, Bank of Korea.
• Emre Ozsoz & Erick W. Rengifo & Mustapha A. Akinkunmi, 2014. "What determines return risks for bank equities in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 23-31, March.
  • Ozsoz, Emre, 2011. "What determines return risks for bank equities in Turkey?," MPRA Paper 35291, University Library of Munich, Germany.
• Sensoy, Ahmet, 2015. "An alternative way to track the hot money in turbulent times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 215-220.
  • Ahmet Sensoy, 2014. "An Alternative Way To Track The Hot Money In Turbulent Times," Working Paper 16, Research and Business Development Department, Borsa Istanbul.
• Marco Aurélio dos Santos Sanfins & Danilo Soares Monte-Mor, 2014. "RiD: A New Approach to Estimate the Insolvency Risk," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(2), pages 229-255.
• Wlademir Ribeiro Prates & André Alves Portela Santos & Newton Carneiro Affonso da Costa Jr., 2014. "Overconfidence, turnover, and return: evidence from the Brazilian market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(3), pages 351-383.
• Marcelo Brutti Righi & Paulo Sergio Ceretta, 2014. "Risk Measures Theory: a comprehensive survey," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(3), pages 411-464.
• Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
  • Fabrice Rousseau & Laurent Germain & Anne Vanhems, 2013. "Irrational Market Makers," Economics Department Working Paper Series n261-13.pdf, Department of Economics, National University of Ireland - Maynooth.
• Emmanuel Boutron & Béatrice de Séverac & Philippe Dessertine, 2014. "Le marché obligataire corporate : un levier pour les PME-ETI ?," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 107-126.
• Joël Petey, 2014. "Les émissions obligataires des PME et ETI allemandes : entre M ittelstand et junk bonds," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 127-148.
• Emmanuel Boutron & Béatrice de Séverac & Philippe Dessertine, 2014. "Alternext : un marché au bilan contrasté," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 149-166.
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• Timur Kuran & Jared Rubin, 2014. "The Financial Power of the Powerless: Socio-Economic Status and Interest Rates under Partial Rule of Law," Working Papers 14-22, Chapman University, Economic Science Institute.
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• Adina APĂTĂCHIOAE, 2014. "L`Incidence De Crises Sur Les Systèmes Bancaires Européens," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 31, pages 17-24, November.
• Andra GAJEVSZKY, 2014. "The Impact Of Auditor`S Opinion On Earnings Management: Evidence From Romania," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 61-73, April.
• Silviu Cornel Virgil CHIRIAC & Dimi OFILEANU, 2014. "The Analysis Of Investments In An Uncertain Environment," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 5, pages 203-208, November.
• Víctor Alexander Díaz, 2014. "Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 104-126, July.
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• Diego A. Agudelo & Ángelo Gutiérrez & Nazly J. Múnera, 2014. "Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange," Documentos de Trabajo de Valor Público 14254, Universidad EAFIT.
• Diógenes Lagos Cortés & Carlos Enrique Vecino Arenas, 2014. "Influencia del gobierno corporativo en el costo de capital proveniente de la emisión de deuda," Estudios Gerenciales, Universidad Icesi, March.
• Carlos E. Martínez & Juan S. Ledesma & Alfredo O. Russo, 2014. "Modelos de cálculo de las betas a aplicar en el Capital Asset Pricing Model: el caso de Argentina," Estudios Gerenciales, Universidad Icesi, June.
• Rydqvist, Kristian & Wu, Mark, 2014. "Pre-Auction Inventory and Bidding Behavior?An Analysis of Canadian Treasury Auctions," CEPR Discussion Papers 10112, C.E.P.R. Discussion Papers.
• Bulow, Jeremy & Klemperer, Paul, 2014. "Equity Recourse Notes: Creating Counter-Cyclical Bank Capital," Research Papers 3098, Stanford University, Graduate School of Business.
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• Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Do Funds Make More When They Trade More?," Journal of Finance, American Finance Association, vol. 72(4), pages 1483-1528, August.
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• Landier, Augustin & Sraer, David & Thesmar, David, 2017. "Banking integration and house price co-movement," Journal of Financial Economics, Elsevier, vol. 125(1), pages 1-25.
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• Roger Farmer, 2014. "Asset Prices in a Lifecycle Economy," NBER Working Papers 19958, National Bureau of Economic Research, Inc.
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• Susana Álvarez Otero, 2014. "Cotización bursátil y creación de empleo: un análisis empírico para el mercado de valores español," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 37(103), pages 1-12, Abril.
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• Jos� Fajardo & Ernesto Mordecki, 2014. "Skewness premium with L�vy processes," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1619-1626, September.
• Gürgün, Gözde & Ünalmış, İbrahim, 2014. "Is gold a safe haven against equity market investment in emerging and developing countries?," Finance Research Letters, Elsevier, vol. 11(4), pages 341-348.
  • Gozde Gurgun & Ibrahim Unalmis, 2014. "Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?," Working Papers 1422, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Juan A. Montecino & Gerald Epstein, 2014. "Intra-Financial Lending, Credit, and Capital Formation," Working Papers Series 21, Institute for New Economic Thinking.
• Gerald Epstein & Iren Levina & Juan A. Montecino, 2014. "Long-term trends in intra-financial sector lending in the U.S. 1950 - 2012," Working Papers Series 22, Institute for New Economic Thinking.
• Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2014. "Expected Utility and Catastrophic Risk," Tinbergen Institute Discussion Papers 14-133/III, Tinbergen Institute.
• Marcin Wojtowicz, 2014. "The Determinants of CDS Bid-ask Spreads," Tinbergen Institute Discussion Papers 14-138/IV/ DSF82, Tinbergen Institute.
• Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015. "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
  • Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta, 2013. "Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions," Carlo Alberto Notebooks 338, Collegio Carlo Alberto.
  • Prast, H.M. & Rossi, M. & Torricelli, C. & Druta, C., 2014. "Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Other publications TiSEM f4256476-6503-4459-ba12-6, Tilburg University, School of Economics and Management.
• Dorota Ostrowska, 2014. "Insurance Market Development In Comparison With Other Financial Markets Segments In Poland In The Prosperity And Recession," Oeconomia Copernicana, Polskie Towarzystwo Ekonomiczne Oddzial w Toruniu, Wydzial Nauk Ekonomicznych i Zarzadzania UMK, vol. 5(3), pages 153-170, September.
• Lescourret, Laurence & Moinas, Sophie, 2014. "Liquidity Supply across Multiple Trading Venues," TSE Working Papers 14-533, Toulouse School of Economics (TSE), revised Mar 2015.
  • Lescourret, Laurence & Moinas, Sophie, 2015. "Liquidity Supply across Multiple Trading Venues," ESSEC Working Papers WP1505, ESSEC Research Center, ESSEC Business School.
  • Laurence Lescourret & Sophie Moinas, 2015. "Liquidity Supply across Multiple Trading Venues," Working Papers hal-01137813, HAL.
• Samuel Brazys & Peter Heaney & Patrick Paul Walsh, 2014. "From the Great Lakes to the Great Rift Valley: Does Strategic Economic Policy Explain the 2009 Malawi Election?," Working Papers 201401, Geary Institute, University College Dublin.
• Cotter, John & Hanly, Jim, 2015. "Performance of utility based hedges," Energy Economics, Elsevier, vol. 49(C), pages 718-726.
  • John Cotter & Jim Hanly, 2014. "Performance of Utility Based Hedges," Working Papers 201404, Geary Institute, University College Dublin.
• John Cotter & Stuart Gabriel & Richard Roll, 2015. "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 913-936.
  • John Cotter & Stuart Gabriel & Richard Roll, 2014. "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers 201412, Geary Institute, University College Dublin.
• John Cotter & Enrique Salvador, 2014. "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Papers 1410.6005, arXiv.org.
  • John Cotter & Enrique Salvador, 2014. "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Working Papers 201414, Geary Institute, University College Dublin.
• Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019. "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 23(2), pages 775-797, March.
  • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014. "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers 201419, University of Pretoria, Department of Economics.
  • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014. "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers 2014-11, University of Connecticut, Department of Economics.
• Carlos Eduardo Carrasquero Luces, 2014. "Transcending monetary orthodoxy: The new strategy of modern central banking," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 39(38), pages 33-58, july-dece.
• Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania, 2015. "Fiscal and monetary policies in complex evolving economies," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 166-189.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Documents de Travail de l'OFCE 2014-05, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Dosi, G. & Fagiolo, G. & Napoletano, M. & Roventini, A. & Treibich, T.G., 2014. "Fiscal and monetary policies in complex evolving economies," Research Memorandum 006, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and Monetary Policies in Complex Evolving Economies," GREDEG Working Papers 2014-07, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2015. "Fiscal and monetary policies in complex evolving economies," Post-Print halshs-01241658, HAL.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and Monetary Policies in Complex Evolving Economies," Working Papers 05/2014, University of Verona, Department of Economics.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2015. "Fiscal and monetary policies in complex evolving economies," SciencePo Working papers Main halshs-01241658, HAL.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and Monetary Policies in Complex Evolving Economies," LEM Papers Series 2014/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Working Papers hal-03460560, HAL.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," SciencePo Working papers Main hal-03460560, HAL.
• Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015. "Precious metals under the microscope: a high-frequency analysis," Quantitative Finance, Taylor & Francis Journals, vol. 15(5), pages 743-759, May.
  • Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014. "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance 1409, University of St. Gallen, School of Finance.
• David Heath & Eckhard Platen, 2014. "A Monte Carlo Method using PDE Expansions for a Diversifed Equity Index Model," Research Paper Series 350, Quantitative Finance Research Centre, University of Technology, Sydney.
• Paolo Pellizzari & Dan Ladley, 2014. "The simplicity of optimal trading in order book markets," Working Papers 2014:05, Department of Economics, University of Venice "Ca' Foscari".
• David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
  • David E. Giles & Qinlu Chen, 2017. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1704, Department of Economics, University of Victoria.
• UNGUR, Cristina, 2014. "Insurers Funds And Their Impact On The Economy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 137-144.
• Krasimira Naydenova, 2014. "Applicable Indicators For Measuring The Liquidity Of Bulgarian Stock Market," Business & Management Compass, University of Economics Varna, issue 4, pages 80-91.
• Karkowska Renata, 2014. "What Kind Of Systemic Risks Do We Face In The European Banking Sector? The Approach Of CoVaR Measure," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 114-124, December.
  • Renata Karkowska, 2015. "WHAT KIND OF SYSTEMIC RISKS DO WE FACE IN THE EUROPEAN BANKING SECTOR? THE APPROACH OF CoVaR MEASURE," Faculty of Management Working Paper Series 12015, University of Warsaw, Faculty of Management.
• Kompa Krzysztof & Witkowska Dorota, 2014. "Construction Of Hedonic Price Index For The “Most Liquid” Polish Painters," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 76-100, December.
• Wing Chan, Derek Wang, Terence Chong, 2014. "Price Limit And Stock Volatility In China During Financial Crises," LCERPA Working Papers wm0069, Laurier Centre for Economic Research and Policy Analysis.
• Hervé Stolowy & Martin Messner & Thomas Jeanjean & C. Richard Baker, 2014. "The Construction of a Trustworthy Investment Opportunity: Insights from the Madoff Fraud," Contemporary Accounting Research, John Wiley & Sons, vol. 31(2), pages 354-397, June.
  • Stolowy, Hervé & Messner, Martin & Jeanjean, Thomas & Baker, C. Richard, 2013. "The Construction of a Trustworthy Investment Opportunity: Insights from the Madoff Fraud," HEC Research Papers Series 971, HEC Paris.
• Lucio Sarno & Maik Schmeling, 2014. "Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 267-292, March.
  • Sarno, Lucio & Schmeling, Maik, 2013. "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers 9472, C.E.P.R. Discussion Papers.
• Marco Taboga, 2014. "The Riskiness of Corporate Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 693-713, June.
  • Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research and International Relations Area.
• Apergis, Nicholas & Payne, James E., 2014. "Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets," Review of Financial Economics, Elsevier, vol. 23(1), pages 46-53.
  • Nicholas Apergis & James E. Payne, 2014. "Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 46-53, January.
• Chi-Feng Tzeng, 2014. "Credit Spreads And Bankruptcy Information From Options Data," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-22.
• Chi-Feng Tzeng, 2014. "Credit Spreads And Bankruptcy Information From Options Data," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-22.
• Sheue Li Ong & Chong Mun Ho, 2014. "Testing For Linear And Non-Linear Granger Non-Causality Hypothesis Between Stock And Bond: The Cases Of Malaysia And Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(05), pages 1-18.
• Sheue Li Ong & Chong Mun Ho, 2014. "Testing For Linear And Non-Linear Granger Non-Causality Hypothesis Between Stock And Bond: The Cases Of Malaysia And Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(05), pages 1-18.
• Raymond Hon Fu Chan & Spike Tsz Ho Lee & Wing-Keung Wong, 2014. "Technical Analysis and Financial Asset Forecasting:From Simple Tools to Advanced Techniques," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8625, February.
• Takeshi Inoue & Shigeyuki Hamori, 2014. "Indian Economy:Empirical Analysis on Monetary and Financial Issues in India," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8829, April.
• Zhaodong Wang & Weian Zheng, 2014. "High-Frequency Trading and Probability Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9233, April.
• He, Qing & Xue, Chang & Zhu, Chenqi, 2014. "Financial development and patterns of industrial specialization: Regional evidence from China," BOFIT Discussion Papers 12/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
• Nyberg, Peter & Vaihekoski, Mika, 2014. "Descriptive analysis of the Finnish stock market: Part II," Bank of Finland Research Discussion Papers 10/2014, Bank of Finland.
• Schwarz, Claudia, 2014. "Investor fears and risk premia for rare events," Discussion Papers 03/2014, Deutsche Bundesbank.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2014. "Who trades on momentum?," Discussion Papers 42/2014, Deutsche Bundesbank.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112872, Verein für Socialpolitik / German Economic Association.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," CFR Working Papers 15-01, University of Cologne, Centre for Financial Research (CFR).
• Grammig, Joachim & Schaub, Eva-Maria, 2014. "Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing," CFR Working Papers 14-05, University of Cologne, Centre for Financial Research (CFR).
• Sönksen, Jantje & Grammig, Joachim, 2021. "Empirical asset pricing with multi-period disaster risk: A simulation-based approach," Journal of Econometrics, Elsevier, vol. 222(1), pages 805-832.
  • Sönksen, Jantje & Grammig, Joachim, 2020. "Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach," CFR Working Papers 14-06, University of Cologne, Centre for Financial Research (CFR), revised 2020.
• Cebiroglu, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2014. "Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?," CFS Working Paper Series 468, Center for Financial Studies (CFS).
  • Cebirogly, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2017. "Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?," Rationality and Competition Discussion Paper Series 28, CRC TRR 190 Rationality and Competition.
• Grammig, Joachim & Schaub, Eva-Maria, 2014. "Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing models," CFS Working Paper Series 479, Center for Financial Studies (CFS).
• Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-based asset pricing with rare disaster risk," CFS Working Paper Series 480, Center for Financial Studies (CFS).
• Roman Kräussl & Elizaveta Mirgorodskaya, 2014. "News Media Sentiment and Investor Behavior," LSF Research Working Paper Series 14-03, Luxembourg School of Finance, University of Luxembourg.
  • Kräussl, Roman & Mirgorodskaya, Elizaveta, 2014. "News media sentiment and investor behavior," CFS Working Paper Series 492, Center for Financial Studies (CFS).
• Bag, Dinabandhu, 2014. "Market leverage of real estate firms in India: empirical study," EconStor Conference Papers 272924, ZBW - Leibniz Information Centre for Economics.
• Injadat, Ehab M. M., 2014. "Futures and Forwards Contracts from Perspective of Islamic Law," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1(2), pages 241-252.
• Kristoufek, Ladislav, 2014. "Leverage effect in energy futures," Energy Economics, Elsevier, vol. 45(C), pages 1-9.
  • Ladislav Kristoufek, 2014. "Leverage effect in energy futures," Papers 1403.0064, arXiv.org.
  • Kristoufek, Ladislav, 2014. "Leverage effect in energy futures," FinMaP-Working Papers 17, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Hattendorff, Christian, 2014. "Natural resources, demand for external finance and financial development," Discussion Papers 2014/33, Free University Berlin, School of Business & Economics.
• Hattendorff, Christian, 2014. "Natural resources, export concentration and financial development," Discussion Papers 2014/34, Free University Berlin, School of Business & Economics.
• Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-43.
  • Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers 2014-9, Kiel Institute for the World Economy (IfW Kiel).
• Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-43.
  • Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers 2014-9, Kiel Institute for the World Economy (IfW Kiel).
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2014. "Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?," Ruhr Economic Papers 506, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Reiß, Markus & Todorov, Viktor & Tauchen, George, 2014. "Nonparametric test for a constant beta over a fixed time interval," SFB 649 Discussion Papers 2014-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Xu, Hongmei, 2014. "Why do small Chinese firms list on the Frankfurt Stock Exchange?," Discussion Papers of the Institute for Organisational Economics 11/2014, University of Münster, Institute for Organisational Economics.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "Individual investors and suboptimal early exercises in the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 14, University of Passau, Faculty of Business and Economics.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "What makes individual investors exercise early? Empirical evidence from the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 15, University of Passau, Faculty of Business and Economics.
• Marcel Fratzscher & Malte Rieth, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
  • Fratzscher, Marcel & Rieth, Malte, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 23(4), pages 745-775.
  • Rieth, Malte & Fratzscher, Marcel, 2014. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100277, Verein für Socialpolitik / German Economic Association.
  • Fratzscher, Marcel & Rieth, Malte, 2015. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers 10370, C.E.P.R. Discussion Papers.
  • Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," European Economy - Discussion Papers 009, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin 1448, DIW Berlin, German Institute for Economic Research.
• Fricke, Daniel & Gerig, Austin, 2014. "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100402, Verein für Socialpolitik / German Economic Association.
• Ruenzi, Stefan & Focke, Florens & Niessen-Ruenzi, Alexandra, 2014. "A Friendly Turn: Advertising Bias in the News Media," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100497, Verein für Socialpolitik / German Economic Association.
• Grammig, Joachim & Schaub, Eva-Maria, 2014. "Give me strong moments and time - Combining GMM and SMM to estimate long-run risk asset pricing models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100607, Verein für Socialpolitik / German Economic Association.
• Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100614, Verein für Socialpolitik / German Economic Association.
• Mathias Hoffmann & Iryna Stewen, 2020. "Holes in the Dike: The Global Savings Glut, U.S. House Prices, and the Long Shadow of Banking Deregulation," Journal of the European Economic Association, European Economic Association, vol. 18(4), pages 2013-2055.
  • Mathias Hoffmann & Iryna Stewen, 2014. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," ECON - Working Papers 183, Department of Economics - University of Zurich.
  • Stewen, Iryna & Hoffmann, Mathias, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112834, Verein für Socialpolitik / German Economic Association.
  • Mathias Hoffmann & Iryna Stewen, 2015. "Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation," CESifo Working Paper Series 5332, CESifo.
  • Mathias Hoffmann & Iryna Stewen, 2016. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," CAMA Working Papers 2016-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hoffmann, Mathias & Stewen, Iryna, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," HIT-REFINED Working Paper Series 27, Institute of Economic Research, Hitotsubashi University.

2013

• Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
• Angelo Antoci & Simone Borghesi & Marcello Galeotti, 2013. "Environmental options and technological innovation: an evolutionary game model," Journal of Evolutionary Economics, Springer, vol. 23(2), pages 247-269, April.
  • Simone Borghesi & Angelo Antoci & Marcello Galeotti, 2009. "Environmental Options and Technological Innovation: An Evolutionary Game Model," Working Papers 2009.90, Fondazione Eni Enrico Mattei.
  • Angelo Antoci & Simone Borghesi & Marcello Galeotti, 2009. "Environmental options and technological innovation: an evolutionary game model," Working Papers - Mathematical Economics 2009-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Antoci, Angelo & Borghesi, Simone & Galeotti, Marcello, 2009. "Environmental Options and Technological Innovation: An Evolutionary Game Model," Sustainable Development Papers 55289, Fondazione Eni Enrico Mattei (FEEM).
• Jörg Breitung & Robinson Kruse, 2013. "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, vol. 54(4), pages 911-930, November.
• Imlak Shaikh & Puja Padhi, 2013. "RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(4), pages 445-460, March.
• Lukas Menkhoff, 2013. "Effiziente Finanzmärkte und soziale Dynamik," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(12), pages 864-867, December.
• Thomas Fricke, 2013. "Finanzkrise: Der Reformeifer geht am Kern des Märkteproblems vorbei," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(5), pages 342-347, May.
• Simplice Anutechia ASONGU, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," Chapters of Financial Aspects of Recent Trends in the Global Economy book,in: Rajmund Mirdala (ed.), Financial Aspects of Recent Trends in the Global Economy, volume 1, chapter 1, pages 12-32 ASERS Publishing.
  • Asongu, Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," MPRA Paper 56803, University Library of Munich, Germany.
  • Asongu Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," Working Papers 13/035, African Governance and Development Institute..
• Mohammed MRAOUA & Rachid ELLAIA & Abdelkhalak EL HAMI, 2013. "Weather Effects On Returns And Volatility: Evidence From Morocco," Journal of Applied Economic Sciences Quarterly, ASERS Publishing, vol. 0(2), pages 174-183, July.
• Julien Chevallier & Florian Ielpo, 2013. "Cross-market linkages between commodities, stocks and bonds," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 1008-1018, July.
• Julien Chevallier & Florian Ielpo, 2013. "Volatility spillovers in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(13), pages 1211-1227, September.
• Julien Chevallier & Mathieu Gatumel & Florian Ielpo, 2013. "Understanding momentum in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(15), pages 1383-1402, October.
  • Mathieu Gatumel & Florian Ielpo, 2013. "Understanding momentum in commodity markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00947001, HAL.
• Sofiane Aboura & Julien Chevallier, 2013. "An equicorrelation measure for equity, bond, foreign exchange and commodity returns," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1618-1624, December.
• Georges Dionne & Thouraya Triki, 2013. "On risk management determinants: what really matters?," The European Journal of Finance, Taylor & Francis Journals, vol. 19(2), pages 145-164, February.
  • Dionne, Georges & Triki, Thouraya, 2004. "On risk management determinants: What really matters?," Working Papers 04-4, HEC Montreal, Canada Research Chair in Risk Management.
  • Georges Dionne & Thouraya Triki, 2004. "On Risk Management Determinants: What Really Matters?," Cahiers de recherche 0417, CIRPEE.
• S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
  • Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
• Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomic shocks, and information technology: an empirical analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 695-705, September.
  • Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomics shocks, and information technology: An empirical analysis," Discussion Papers 84, Aboa Centre for Economics.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers 2010-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series 2010/17, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
• Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2013. "The reactive volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 13(11), pages 1697-1706, November.
  • Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012. "The Reactive Volatility Model," Papers 1209.5190, arXiv.org, revised Apr 2013.
• Mustafa Okur & Emrah Cevik, 2013. "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 26(3), pages 99-116, January.
  • Okur, Mustafa & Cevik, Emrah Ismail, 2013. "Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE," MPRA Paper 71477, University Library of Munich, Germany, revised 2013.
• Pyemo N. Afego, 2013. "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 141-149, December.
  • Afego, Pyemo, 2011. "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper 33931, University Library of Munich, Germany, revised 16 May 2011.
• Simplice A. Asongu, 2013. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 186-201, December.
  • Asongu Simplice, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Working Papers of the African Governance and Development Institute. 12/004, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," MPRA Paper 36055, University Library of Munich, Germany.
• Phuong Pham, Thu & Joakim Westerholm, P., 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 202-223.
  • Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Working Papers 17210, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
• Thu Phuong Pham, 2015. "Broker ID transparency and price impact of trades: evidence from the Korean Exchange," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 11(1), pages 117-131, February.
  • Pham, Thu Phuong, 2013. "Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange," Working Papers 17211, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
• Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "A survey of research into broker identity and limit order book," Working Papers 17212, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
• Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu, 2013. "Reserve Options Mechanism : A New Macroprudential Tool to Limit the Adverse Effects of Capital Flow Volatility on Exchange Rates," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(3), pages 45-60.
• Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu, 2013. "Reserve Options Mechanism and FX Volatility," Working Papers 1303, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Huseyin Cagri Akkoyun & Ramazan Karasahin & Gursu Keles, 2013. "Systemic Risk Contribution of Individual Banks," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(Special I), pages 5-23.
  • Huseyin Cagri Akkoyun & Ramazan Karasahin & Gursu Keles, 2013. "Systemic Risk Contribution of Individual Banks," Working Papers 1318, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• , H. B., 2013. "Ergodic Markov equilibrium with incomplete markets and short sales," Theoretical Economics, Econometric Society, vol. 8(1), January.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Identifying cross-sided liquidity externalities," Working Paper 2012/20, Norges Bank.
  • Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2013. "Identifying Cross-Sided Liquidity Externalities," Tinbergen Institute Discussion Papers 13-154/IV/DSF63, Tinbergen Institute.
• Charles N. Noussair & Steven Tucker, 2013. "Experimental Research On Asset Pricing," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 554-569, July.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Other publications TiSEM d5f4235c-17a8-407b-800b-2, Tilburg University, School of Economics and Management.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Discussion Paper 2013-020, Tilburg University, Center for Economic Research.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
• Charles N. Noussair & Steven Tucker, 2013. "Experimental Research On Asset Pricing," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 554-569, July.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Discussion Paper 2013-020, Tilburg University, Center for Economic Research.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Other publications TiSEM d5f4235c-17a8-407b-800b-2, Tilburg University, School of Economics and Management.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
• Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomic shocks, and information technology: an empirical analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 695-705, September.
  • Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomics shocks, and information technology: An empirical analysis," Discussion Papers 84, Aboa Centre for Economics.
• Robert F. Engle & Eric Ghysels & Bumjean Sohn, 2013. "Stock Market Volatility and Macroeconomic Fundamentals," The Review of Economics and Statistics, MIT Press, vol. 95(3), pages 776-797, July.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2015. "Equilibrium fast trading," Journal of Financial Economics, Elsevier, vol. 116(2), pages 292-313.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," IDEI Working Papers 769, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2014.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," TSE Working Papers 13-387, Toulouse School of Economics (TSE), revised Sep 2014.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," HEC Research Papers Series 968, HEC Paris.
  • Bruno Biais & Thierry Foucault & Sophie Moinas, 2015. "Equilibrium fast trading," Post-Print halshs-01400252, HAL.
• Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
  • Peter Dawson, 2013. "The Capital Asset Pricing Model in Economic Perspective," Alumni working papers 2013-01, University of Connecticut, Department of Economics, revised Nov 2014.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers 201325, University of Pretoria, Department of Economics.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2014. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers 1404, University of Nevada, Las Vegas , Department of Economics.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working papers 2013-13, University of Connecticut, Department of Economics.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working Papers 201343, University of Pretoria, Department of Economics.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers 2013-20, University of Connecticut, Department of Economics, revised Dec 2013.
• Mercedes Alda & Luis Ferruz, 2013. "Management fees: Determinants and influence of legal limits. Evidence from Spanish pension funds," Estudios de Economia, University of Chile, Department of Economics, vol. 40(2 Year 20), pages 157-178, December.
• Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
  • Peter Csoka & P. Jean-Jacques Herings, 2013. "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS 1331, Institute of Economics, Centre for Economic and Regional Studies.
  • Péter Csóka & P. Jean-Jacques Herings, 2014. "Risk Allocation under Liquidity Constraints," Working Papers 2014.47, Fondazione Eni Enrico Mattei.
  • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development 172703, Fondazione Eni Enrico Mattei (FEEM).
  • Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013. "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance 1318, University of St. Gallen, School of Finance.
• Jan Baldeaux & Eckhard Platen, 2015. "Credit Derivative Evaluation and CVA Under the Benchmark Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 22(3), pages 305-331, September.
  • Jan Baldeaux & Eckhard Platen, 2013. "Credit Derivative Evaluation and CVA under the Benchmark Approach," Research Paper Series 324, Quantitative Finance Research Centre, University of Technology, Sydney.
• KiHoon Jimmy Hong, 2013. "Does More Frequent Trading Increase the Volatility? – Theoretical Evidence at Asset and Portfolio Level," Research Paper Series 332, Quantitative Finance Research Centre, University of Technology, Sydney.
• Maurizio d'AMATO, 2013. "Real Estate Valuation Using Cyclical Capitalization Models," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 8(2), pages 54-71.
• Umut Halaç & Fatma Dilvin TaÅŸkın & Efe ÇaÄŸlar ÇaÄŸlı, 2013. "The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(4), pages 499-513, June.
• Umut Halaç & Fatma Dilvin Taşkın & Efe Çağlar Çağlı, 2013. "Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(4), pages 499-513.
• Didier, Tatiana & Schmukler, Sergio L., 2013. "The financing and growth of firms in China and India: Evidence from capital markets," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 111-137.
  • Sergio Schmukler & Tatiana Didier, 2013. "The Financing and Growth of Firms in China and India: Evidence from Capital Markets," 2013 Meeting Papers 98, Society for Economic Dynamics.
  • Didier, Tatiana & Schmukler, Sergio L., 2013. "The financing and growth of firms in China and India : evidence from capital markets," Policy Research Working Paper Series 6401, The World Bank.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2015. "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 506-526, July.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 331, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," William Davidson Institute Working Papers Series wp1045, William Davidson Institute at the University of Michigan.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers IES 2013/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2013.
  • Tomas Havranek & Roman Horvath & Petra Valickova, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 2013/05, Czech National Bank, Research and Statistics Department.
• Philippe Bracke, 2013. "House Prices and Rents: Micro Evidence from a Matched Dataset in Central London_x0003_," ERSA conference papers ersa13p112, European Regional Science Association.
• Nadezhda Lvova & Ivan Darushin, 2013. "Russian Securities Market: Prospects for Regional Development," ERSA conference papers ersa13p804, European Regional Science Association.
• Carolina Castagnetti & Eduardo Rossi, 2013. "Euro Corporate Bond Risk Factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 372-391, April.
  • Castagnetti, Carolina & Rossi, Eduardo, 2008. "Euro corporate bonds risk factors," MPRA Paper 13440, University Library of Munich, Germany.
• Javier Andr√Âs & √Ìscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
  • Javier Andrés & Óscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
  • Javier Andrés & Óscar Arce & Carlos Thomas, 2010. "Banking competition, collateral constraints and optimal monetary policy," Working Papers 1001, Banco de España.
• Bekiros, Stelios D., 2013. "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, vol. 22(4), pages 213-219.
  • Stelios D. Bekiros, 2013. "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 213-219, November.
• Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013. "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-24.
• Jeffrey R. Stokes, 2013. "What is the (Real Option) Value of a College Degree?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-27.
• Jeffrey R. Stokes, 2013. "What is the (Real Option) Value of a College Degree?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-27.
• Terence Tai-Leung Chong & Tau-Hing Lam, 2013. "How To Make A Profitable Trading Strategy More Profitable?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(03), pages 1-17.
• Terence Tai-Leung Chong & Tau-Hing Lam, 2013. "How To Make A Profitable Trading Strategy More Profitable?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(03), pages 1-17.
• Phelim P. Boyle & Chenghu Ma, 2013. "Mean-Preserving-Spread Risk Aversion and The CAPM," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Ma, Chenghu & Wong, Wing-Keung, 2010. "Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR," European Journal of Operational Research, Elsevier, vol. 207(2), pages 927-935, December.
  • Chenghu Ma & Wing-Keung Wong, 2013. "Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• 马成虎 & 汪先珍, 2013. "中国股市价格的跳跃行为：基于上证综指高频数据的参数分析," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Bruna Škarica, 2013. "Determinants of Non-Performing Loans in Central and Eastern European Countries," EFZG Working Papers Series 1307, Faculty of Economics and Business, University of Zagreb.
• Julijana Angelovska, 2013. "Detecting Positive Feedback Trading when Autocorrelation is Positive," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 16(1), pages 93-101, May.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers 4/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
• Korhonen, Iikka & Peresetsky, Anatoly, 2013. "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers 15/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
• Agarwal, Vikas & Ma, Linlin, 2013. "Managerial multitasking in the mutual fund industry," CFR Working Papers 13-10, University of Cologne, Centre for Financial Research (CFR).
• Auer, Benjamin R. & Rottmann, Horst, 2014. "Is there a Friday the 13th effect in emerging Asian stock markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 17-26.
  • Benjamin R. Auer & Horst Rottmann, 2013. "Is there a Friday the 13th Effect in Emerging Asian Stock Markets?," CESifo Working Paper Series 4409, CESifo.
  • Auer, Benjamin R. & Rottmann, Horst, 2013. "Is there a Friday the 13th effect in ermerging Asian stock markets?," Weidener Diskussionspapiere 35, University of Applied Sciences Amberg-Weiden (OTH).
• Lee, Bong Soo & Ryu, Doojin, 2013. "Stock returns and implied volatility: A new VAR approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-20.
• Stein, Michael, 2013. "German Real Estate Funds – Changes in Return Distributions and Portfolio Favourability," Ruhr Economic Papers 454, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Michael Stein & Daniel Piazolo & Stoyan V. Stoyanov, 2015. "Tail parameters of stable distributions using one million observations of real estate returns from fi.ve continents," Journal of Real Estate Research, American Real Estate Society, vol. 37(2), pages 245-280.
  • Michael Stein & Daniel Piazolo & Stoyan V. Stoyanov, 2015. "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Journal of Real Estate Research, Taylor & Francis Journals, vol. 37(2), pages 245-280, April.
  • Stein, Michael & Piazolo, Daniel & Stoyanov, Stoyan V., 2013. "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Ruhr Economic Papers 465, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Adams, Zeno & Füss, Roland & Gropp, Reint, 2014. "Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 575-598, June.
  • Adams, Zeno & Füss, Roland & Gropp, Reint E., 2013. "Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach," SAFE Working Paper Series 20, Leibniz Institute for Financial Research SAFE.
• Peter Gomber & Satchit Sagade & Erik Theissen & Moritz Christian Weber & Christian Westheide, 2017. "Competition Between Equity Markets: A Review Of The Consolidation Versus Fragmentation Debate," Journal of Economic Surveys, Wiley Blackwell, vol. 31(3), pages 792-814, July.
  • Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Competition between equity markets: A review of the consolidation versus fragmentation debate," SAFE Working Paper Series 35, Leibniz Institute for Financial Research SAFE, revised 2016.
• Bibinger, Markus & Mykland, Per A., 2013. "Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing," SFB 649 Discussion Papers 2013-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Daniëls, Tijmen R. & Dönges, Jutta & Heinemann, Frank, 2013. "Crossing network versus dealer market: Unique equilibrium in the allocation of order flow," European Economic Review, Elsevier, vol. 62(C), pages 41-57.
  • Dönges, Jutta & Heinemann, Frank & Daniëls, Tijmen R., 2013. "Crossing network versus dealer market: Unique equilibrium in the allocation of order flow," SFB 649 Discussion Papers 2013-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2013. "Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency," SFB 649 Discussion Papers 2013-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bibinger, Markus & Vetter, Mathias, 2013. "Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps," SFB 649 Discussion Papers 2013-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Grammig, Joachim G. & Jank, Stephan, 2010. "Creative destruction and asset prices," CFR Working Papers 10-14, University of Cologne, Centre for Financial Research (CFR).
  • Grammig, Joachim & Jank, Stephan, 2013. "Creative destruction and asset prices," University of Tübingen Working Papers in Business and Economics 61, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Fabian Fink & Yves S. Schüler, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," Working Paper Series of the Department of Economics, University of Konstanz 2013-01, Department of Economics, University of Konstanz.
  • Schüler, Yves S. & Fink, Fabian, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79692, Verein für Socialpolitik / German Economic Association.
• Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79850, Verein für Socialpolitik / German Economic Association.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems 473, University of Regensburg, Department of Economics.
• Evan F. Koenig, 2013. "Like a Good Neighbor: Monetary Policy, Financial Stability, and the Distribution of Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 57-82, June.
• Salvador Rivas Aceves, 2013. "La Regulación del Sistema Financiero: Un Modelo de Crecimiento," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 8(2), pages 181-203, Julio-Dic.
• Roger J. A. Laeven & Mitja Stadje, 2013. "Entropy Coherent and Entropy Convex Measures of Risk," Mathematics of Operations Research, INFORMS, vol. 38(2), pages 265-293, May.
  • Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.
  • Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Other publications TiSEM 08f59c7c-7302-47f9-9a9b-b, Tilburg University, School of Economics and Management.
• Stöckl, Thomas & Huber, Jürgen & Kirchler, Michael & Lindner, Florian, 2015. "Hot hand and gambler's fallacy in teams: Evidence from investment experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 327-339.
  • Thomas Stöckl & Jürgen Huber & Michael Kirchler & Florian Lindner, 2013. "Hot Hand and Gambler's Fallacy in Teams: Evidence from Investment Experiments," Working Papers 2013-04, Faculty of Economics and Statistics, Universität Innsbruck.
• Morales-Pelagio, Ricardo Cristhian & López-Herrera, Francisco & Cabrera-Llanos, Agustín Ignacio, 2013. "Eficiencia de las principales acciones de la bolsa mexicana de valores: 2001-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(37), pages 55-75, primer tr.
• John M. Kagochi & Omar M. Al Nasser & Ellene Kebede, 2013. "Does financial development hold the key to economic growth?: the case of sub-saharan Africa," Journal of Developing Areas, Tennessee State University, College of Business, vol. 47(2), pages 61-79, July-Dece.
• Renata Karkowska, 2013. "Instability In The Cee Banking System. Evidence From The Recent Financial Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 5(4), pages 535-547, December.
• Benjamin Blau, 2013. "Informed short sales and option introductions," Annals of Finance, Springer, vol. 9(3), pages 365-382, August.
• Robert Fernholz & Tomoyuki Ichiba & Ioannis Karatzas, 2013. "A second-order stock market model," Annals of Finance, Springer, vol. 9(3), pages 439-454, August.
• Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
  • Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio, 2010. "Financial Fragility in a General Equilibrium Model: the Brazilian case," Working Papers Series 229, Central Bank of Brazil, Research Department.
• Hasanjan Sayit, 2013. "Absence of arbitrage in a general framework," Annals of Finance, Springer, vol. 9(4), pages 611-624, November.
• Ryle Perera, 2013. "Optimal investment, consumption–leisure, insurance and retirement choice," Annals of Finance, Springer, vol. 9(4), pages 689-723, November.
• Jong Lee & Jaemin Ryu & Dimitrios Tsomocos, 2013. "Measures of systemic risk and financial fragility in Korea," Annals of Finance, Springer, vol. 9(4), pages 757-786, November.
  • Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.
• Benjamin Auer, 2013. "The low return distortion of the Sharpe ratio," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(3), pages 299-306, September.
• Nelson Areal & Maria Cortez & Florinda Silva, 2013. "The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 397-429, December.
• Dimitrios Kyriazis & Chris Christou, 2013. "A Re-examination of the Performance of Value Strategies in the Athens Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(2), pages 131-151, May.
• Warren Bailey & Lin Zheng, 2013. "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 1-51, August.
• David Downs & Z. Güner, 2013. "Commercial Real Estate, Information Production and Market Activity," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 282-298, February.
• Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
  • Atanas Christev & Jacques Melitz, 2011. "EMU, EU, Market Integration and Consumption Smoothing," Working Papers 2011-21, CEPII research center.
  • Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
  • Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
• Jürgen Huber & Michael Kirchler, 2013. "Corporate campaign contributions and abnormal stock returns after presidential elections," Public Choice, Springer, vol. 156(1), pages 285-307, July.
  • Jürgen Huber & Michael Kirchler, 2008. "Corporate campaign contributions and abnormal stock returns after presidential elections," Working Papers 2008-18, Faculty of Economics and Statistics, Universität Innsbruck.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013. "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 741-745, May.
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Nominal interest rates and stationarity," Working Papers 2010_17, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Nominal Interest Rates and Stationarity," SIRE Discussion Papers 2010-43, Scottish Institute for Research in Economics (SIRE).
• Alex Huang, 2013. "Value at risk estimation by quantile regression and kernel estimator," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 225-251, August.
• Sunil Mohanty & Aigbe Akhigbe & Tawfeek Al-Khyal & Turki Bugshan, 2013. "Oil and stock market activity when prices go up and down: the case of the oil and gas industry," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 253-272, August.
• Darren Duxbury & Robert Hudson & Kevin Keasey & Zhishu Yang & Songyao Yao, 2013. "How prior realized outcomes affect portfolio decisions," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 611-629, November.
• Kam Chan & Jamie Tong & Frank Zhang, 2013. "Accounting research in the Asia–Pacific region: an update," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 675-694, November.
• Karin Jõeveer, 2013. "What do we know about the capital structure of small firms?," Small Business Economics, Springer, vol. 41(2), pages 479-501, August.
  • Karin Joeveer, 2005. "What Do We Know about the Capital Structure of Small Firms?," CERGE-EI Working Papers wp283, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
  • Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
  • Massimo Guidolin & Francesca Rinaldi, 2011. "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Schüler, Yves S. & Fink, Fabian, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79692, Verein für Socialpolitik / German Economic Association.
  • Fabian Fink & Yves S. Schüler, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," Working Paper Series of the Department of Economics, University of Konstanz 2013-01, Department of Economics, University of Konstanz.
• Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu, 2013. "Reits' Growth Options and Asset Pricing Dynamics across Time," Koç University-TUSIAD Economic Research Forum Working Papers 1303, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013. "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers 1304, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017. "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, vol. 63(11), pages 3760-3779, November.
  • Turan G. Bali & Robert F. Engle & Yi Tang, 2013. "Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1305, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Hao Zhou, 2011. "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series 2011-45, Board of Governors of the Federal Reserve System (U.S.).
  • Turan G. Bali & Hao Zhou, 2013. "Risk, Uncertainty, and Expected Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1306, Koc University-TUSIAD Economic Research Forum.
• Masahiko Egami & Yasuyuki Kato & Tomochika Sawaki, 2013. "An Analysis of CDS Market Liquidity by the Hawkes Process," Discussion papers e-13-001, Graduate School of Economics Project Center, Kyoto University.
• Michael Stein, 2013. "German Open Ended Real Estate Fund Performance – The Impact of Liquidity," Credit and Capital Markets, Credit and Capital Markets, vol. 46(1), pages 119-151.
• Dominique Jacob, 2013. "Quels sont les enseignements de l'histoire du fédéralisme américain pour la zone euro actuelle ?," Larefi Working Papers 1305, Larefi, Université Bordeaux 4.
• Safi Ullah Khan & Zaheer Abbas, 2013. "Does Equity Derivatives Trading Affect the Systematic Risk of the Underlying Stocks in an Emerging Market: Evidence from Pakistan’s Futures Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(1), pages 63-80, Jan-June.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2014. "Financial Frictions and Inflation Differentials in a Monetary Union," Manchester School, University of Manchester, vol. 82(5), pages 549-595, September.
  • Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010. "Financial Frictions and Inflation Differentials in a Monetary Union," CESifo Working Paper Series 3235, CESifo.
  • Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2013. "Financial Frictions and Inflation Differentials in a Monetary Union," Munich Reprints in Economics 19365, University of Munich, Department of Economics.
• Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
  • Fabrice Rousseau & Laurent Germain & Anne Vanhems, 2013. "Irrational Market Makers," Economics Department Working Paper Series n261-13.pdf, Department of Economics, National University of Ireland - Maynooth.
• Khakpoor Moghadam , Amir, 2013. "Economic Freedom and Banking Stability in Selected Countries," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(4), pages 137-157, October.
• Javier Andrés & Óscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
  • Javier Andr√Âs & √Ìscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
  • Javier Andrés & Óscar Arce & Carlos Thomas, 2010. "Banking competition, collateral constraints and optimal monetary policy," Working Papers 1001, Banco de España.
• Anand B. Gulati & James W. Kolari & Johan Knif, 2013. "Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 1-47, March - J.
• Jaroslaw Godyn, 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," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 9(02), pages 53-61.
• Banterle, Alessandro & Vandone, Daniela, 2013. "Price Volatility and Risk Management: The Case of Rice," 2013 International European Forum, February 18-22, 2013, Innsbruck-Igls, Austria 164766, International European Forum on System Dynamics and Innovation in Food Networks.
  • Alessandro BANTERLE & Daniela VANDONE, 2013. "Price volatility and risk management: the case of rice," Departmental Working Papers 2013-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Olga Gorelkina & Wolfgang Kuhle, 2018. "Information Aggregation through Stock Prices and the Cost of Capital," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 174(2), pages 399-420, June.
  • Olga Gorelkina & Wolfgang Kuhle, 2013. "Information Aggregation Through Stock Prices and the Cost of Capital," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2013_18, Max Planck Institute for Research on Collective Goods.
• Aurora Murgea & Robert D. Reisz, 2013. "Does the Market Make us Happy? The Stock Market and Well-being," Economia politica, Società editrice il Mulino, issue 1, pages 69-86.
  • Aurora Murgea & Robert Reisz, 2012. "Does the market make us happy? The stock market and well-being," FEAA Working Papers 2012.FEAA.F.03, West University of Timisoara, Romania, Faculty of Economics and Business Administration.
• Gerardo Coppola, 2013. "The European Retail Banking and the Day after the SEPA Migration," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 365-388.
• Dennis W. Jansen, 2013. "Understanding the Sum of Perpetuities Method for Valuing Stock Prices," Journal of Economic Insight, Missouri Valley Economic Association, vol. 39(1), pages 65-72.
• Piet Clement & Ivo Maes, 2013. "The BIS and the Latin American debt crisis of the 1980s," Working Paper Research 247, National Bank of Belgium.
• Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013. "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers 18671, National Bureau of Economic Research, Inc.
• Claude B. Erb & Campbell R. Harvey, 2013. "The Golden Dilemma," NBER Working Papers 18706, National Bureau of Economic Research, Inc.
• Cihak, Martin & Demirguc-Kunt, Asli & Feyen, Erik & Levine, Ross, 2013. "Financial Development in 205 Economies, 1960 to 2010," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(2), pages 17-36.
  • Martin Čihák & Asli Demirgüč-Kunt & Erik Feyen & Ross Levine, 2013. "Financial Development in 205 Economies, 1960 to 2010," NBER Working Papers 18946, National Bureau of Economic Research, Inc.
• Adrian Buss & Bernard Dumas, 2019. "The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees," Journal of Finance, American Finance Association, vol. 74(2), pages 795-844, April.
  • Dumas, Bernard & Buss, Adrian, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," CEPR Discussion Papers 9524, C.E.P.R. Discussion Papers.
  • Adrian Buss & Bernard Dumas, 2015. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 21421, National Bureau of Economic Research, Inc.
  • Adrian Buss & Bernard Dumas, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 19155, National Bureau of Economic Research, Inc.
• Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross-Section of OTC Stocks," The Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 2985-3028.
  • Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross Section of OTC Stocks," NBER Working Papers 19309, National Bureau of Economic Research, Inc.
• Ing-Haw Cheng & Harrison Hong & Kelly Shue, 2013. "Do Managers Do Good with Other People's Money?," NBER Working Papers 19432, National Bureau of Economic Research, Inc.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2013. "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," NBER Working Papers 19460, National Bureau of Economic Research, Inc.
• Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2020. "Firm Volatility in Granular Networks," Journal of Political Economy, University of Chicago Press, vol. 128(11), pages 4097-4162.
  • Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2013. "Firm Volatility in Granular Networks," NBER Working Papers 19466, National Bureau of Economic Research, Inc.
  • Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly, 2014. "Firm Volatility in Granular Networks," 2014 Meeting Papers 253, Society for Economic Dynamics.
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• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014. "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, vol. 69(5), pages 2279-2337, October.
  • Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2013. "The Joint Cross Section of Stocks and Options," NBER Working Papers 19590, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013. "Moral Hazard, Informed Trading, and Stock Prices," NBER Working Papers 19619, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers 19705, National Bureau of Economic Research, Inc.
• Petru CATAN & Viorica ŞEPTELICI, 2013. "Financial Stability Review Of The Microfinance Sector In Moldova," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 89-95.
• Alina MOLDOVAN-MADAN, 2013. "New Opportunities On The Market Of Mergers And Acquisitions For 2014," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 4, pages 182-186.
• Michael Bleaney & Zhiyong Li, 2015. "The performance of bid-ask spread estimators under less than ideal conditions," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(1), pages 98-127, March.
  • Michael Bleaney & Zhiyong Li, 2013. "The performance of bid-ask spread estimators under less than ideal conditions," Discussion Papers 13/05, University of Nottingham, School of Economics.
• Bulow, Jeremy & Klemperer, Paul, 2013. "Market-Based Bank Capital Regulation," Research Papers 2132, Stanford University, Graduate School of Business.
  • Jeremy Bulow & Paul Klemperer, 2013. "Market-Based Bank Capital Regulation," Economics Papers 2013-W12, Economics Group, Nuffield College, University of Oxford.
  • Bulow, Jeremy & Klemperer, Paul, 2013. "Market-Based Bank Capital Regulation," CEPR Discussion Papers 9618, C.E.P.R. Discussion Papers.
• Rintaro Tamaki, 2013. "The future of the Asian economic and financial community," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2012(2), pages 67-78.
• Martin Feldkircher & Gerhard Fenz & Robert Ferstl & Gerald Krenn & Benjamin Neudorfer & Claus Puhr & Thomas Reininger & Stefan W. Schmitz & Martin Schneider & Christoph Siebenbrunner & Michael Sigmund, 2013. "ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 100-118.
• Ciupac-Ulici Maria-Lenuta & Ardelean Ciprian George & Nistor Ioan Alin, 2013. "Theoretical Aspects Of Financial Liberalization Process," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 867-875, July.
• NAN Anca-Petruta, 2013. "Study About The Usage Of Agricultural Insurance Based On Indexes In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 331-338, December.
• Tarnaczi Tibor & Kulcsar Edina, 2013. "The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 451-462, December.
• Nattapol TAKKABUTR, 2013. "Model-free Implied Volatility Index of Japanese Stock Market," Discussion Papers in Economics and Business 13-03, Osaka University, Graduate School of Economics.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2015. "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 506-526, July.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," William Davidson Institute Working Papers Series wp1045, William Davidson Institute at the University of Michigan.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 331, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers IES 2013/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2013.
  • Tomas Havranek & Roman Horvath & Petra Valickova, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 2013/05, Czech National Bank.
• Michał Brzozowski & Joanna Siwińska-Gorzelak, 2013. "Public Spending Volatility and Financial Market Development," CESifo Economic Studies, CESifo Group, vol. 59(1), pages 72-92, March.
• Erkko Etula, 2013. "Broker-Dealer Risk Appetite and Commodity Returns," Journal of Financial Econometrics, Oxford University Press, vol. 11(3), pages 486-521, June.
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• Seongman Moon & Carlos Velasco, 2014. "On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 151-173.
  • Seongman Moon & Carlos Velasco, 2013. "On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 151-173, December.
• John Muellbauer, 2013. "Conditional eurobonds and the eurozone sovereign debt crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 610-645, AUTUMN.
  • John Muellbauer, 2013. "Conditional Eurobonds and the Eurozone Sovereign Debt Crisis," Economics Series Working Papers 681, University of Oxford, Department of Economics.
• Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2013. "The Wealth-Consumption Ratio," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(1), pages 38-94.
  • Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "The Wealth-Consumption Ratio," NBER Working Papers 13896, National Bureau of Economic Research, Inc.
  • Verdelhan, Adrien & Van Nieuwerburgh, Stijn & Lustig, Hanno, 2012. "The Wealth-Consumption Ratio," CEPR Discussion Papers 9022, C.E.P.R. Discussion Papers.
• Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 745-773.
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• Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross-Section of OTC Stocks," The Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 2985-3028.
  • Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross Section of OTC Stocks," NBER Working Papers 19309, National Bureau of Economic Research, Inc.
• Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov, 2013. "CDS Auctions," The Review of Financial Studies, Society for Financial Studies, vol. 26(3), pages 768-805.
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• Avram Marioara & Drãguºin Cristina-Petrina, 2013. "The Current Status of Financing Public Higher Education Institutions in Romania – The Case of The University of Craiova," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1070-1075, May.
• John Muellbauer, 2013. "Conditional eurobonds and the eurozone sovereign debt crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 610-645, AUTUMN.
  • John Muellbauer, 2013. "Conditional Eurobonds and the Eurozone Sovereign Debt Crisis," Economics Series Working Papers 681, University of Oxford, Department of Economics.
• Gaël Giraud & Cécile Renourad (ed.), 2013. "20 Propuestas para reformar el capitalismo," Books, Fondo Editorial, Universidad del Pacífico, edition 1, volume 1, number 13-02, June.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 1. Hacer de la función social de la empresa una prioridad estretégica: estimular y controlar," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 1, pages 17-33, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 2. Por un control independiente, financiero y extrafinanciero de las empresas," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 2, pages 33-49, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 3. Integrar el medio ambiente, lo social y la gobernanza al análisis financiero y la inversión," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 3, pages 49-61, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 4. Valorizar al asalariado para volver a dar sentido a la empresa," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 4, pages 61-69, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 5. Remunerar a los operadores financieros por su justo valor," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 5, pages 69-81, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 6. Formar a los analistas y a los operadores financieros," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 6, pages 81-91, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 7. Titulizar mejor para reparar los daños de la crisis," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 7, pages 91-105, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 8. Transformar los derivados de crédito en activos dignos de confianza," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 8, pages 105-115, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 9. Restaurar la función principal de los mercados de futuros de materias primas," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 9, pages 115-123, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 10. Poner la matemática financiera al servicio de lo real," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 10, pages 123-133, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 11. Mejorar el control de los riesgos," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 11, pages 133-143, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 12. Regular los fondos de pensiones para salvar a los jubilados europeos," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 12, pages 143-157, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 13. Reglamentar los mercados extrabursátiles," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 13, pages 157-167, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 14. Combinar Basilea II con los objetivos de la política económica," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 14, pages 167-179, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 15. Restablecer la verdad contable de los derivados exóticos," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 15, pages 179-195, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 16. Por una tributación desterritorializada para las multinacionales," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 16, pages 195-205, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 17. Hacia herramientas de medición de optimización fiscal," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 17, pages 205-219, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 18. Establecer impuesto globales," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 18, pages 219-233, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 19. Reformar el BCE para prevenir las burbujas," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 19, pages 233-257, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 20. Por un capitalismo "verde", justo y pluralista," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 20, pages 257-275, Fondo Editorial, Universidad del Pacífico.
• Alessandro Carretta & Vincenzo Farina & Elvira Anna Graziano & Marco Reale, 2013. "Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 1, pages 7-24, Palgrave Macmillan.
  • Carretta, Alessandro & Farina, Vincenzo & Graziano, Elvira Anna & Reale, Marco, 2011. "Does investor attention influence stock market activity? The case of spin-off deals," MPRA Paper 33545, University Library of Munich, Germany.
• Yuanhua Feng & Lixin Sun, 2013. "A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets," Working Papers CIE 69, Paderborn University, CIE Center for International Economics.
• Slawomir Ireneusz Bukowski, 2013. "The Degree of the Polish and Slovak equity market integration with the euro area equity market," Quaderni del Dipartimento di Economia, Finanza e Statistica 115/2013, Università di Perugia, Dipartimento Economia.
• García Muñoz, Luis Manuel, 2013. "CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions," MPRA Paper 44252, University Library of Munich, Germany.
• Shahzad, Syed jawad hussain & Ali, Paeman & Saleem, Fawad & Ali, Sajid & Akram, Sehrish, 2013. "Stock market efficiency: Behavioral or traditional paradigm?Evidence from Karachi Stock Exchange (KSE) and investors community of Pakistan," MPRA Paper 45095, University Library of Munich, Germany.
• Hatemi-J, Abdulnasser, 2013. "A New Asymmetric GARCH Model: Testing, Estimation and Application," MPRA Paper 45170, University Library of Munich, Germany.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45860, University Library of Munich, Germany.
  • Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45615, University Library of Munich, Germany.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45615, University Library of Munich, Germany.
  • Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45860, University Library of Munich, Germany.
• Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 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 [A GARCH model with autor," MPRA Paper 46328, University Library of Munich, Germany.
• Charles Ka Yui Leung & Edward Chi Ho Tang, 2015. "Speculating China Economic Growth through Hong Kong? Evidence from Stock Market IPOs and Real Estate Markets," International Real Estate Review, Global Social Science Institute, vol. 18(1), pages 45-87.
  • Leung, Charles Ka Yui & Tang, Edward Chi Ho, 2013. "Speculating China economic growth through Hong Kong? Evidence from the stock market IPO and real estate markets," MPRA Paper 46346, University Library of Munich, Germany.
• Masciantonio, Sergio, 2013. "Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective," MPRA Paper 46788, University Library of Munich, Germany.
• Ivanov, Sergei, 2013. "Interest rate paradox," MPRA Paper 47723, University Library of Munich, Germany.
• Commendatore, Pasquale & Michetti, Elisabetta & Purificato, Francesco, 2013. "Financial Development and Agglomeration," MPRA Paper 48425, University Library of Munich, Germany.
• Ratti, Ronald A. & Hasan, M. Zahid, 2013. "Oil Price Shocks and Volatility in Australian Stock Returns ‎," MPRA Paper 49043, University Library of Munich, Germany.
• Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2017. "Further evidence on bear market predictability: The role of the external finance premium," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 106-121.
  • Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013. "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper 49093, University Library of Munich, Germany.
• Akber, Ushna & Muhammad, Nabeel, 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," MPRA Paper 49128, University Library of Munich, Germany.
• Leung, Charles Ka Yui & Shi, Song & Ho Tang, Edward Chi, 2013. "Commodity house prices," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 875-887.
  • Charles Ka Yui Leung & Song Shi & Edward Tang, 2013. "Commodity house prices," Globalization Institute Working Papers 154, Federal Reserve Bank of Dallas.
  • Leung, Charles Ka Yui & Shi, Song & Tang, Edward Chi Ho, 2013. "Commodity house prices," MPRA Paper 49489, University Library of Munich, Germany.
• García Muñoz, Luis Manuel, 2013. "Interest rate modeling under multiple discounting curves," MPRA Paper 50357, University Library of Munich, Germany.
• Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew, 2013. "Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model," MPRA Paper 50544, University Library of Munich, Germany.
• Kozmenko, Olha & Kuzmenko, Olha, 2013. "Modeling the stability dynamics of Ukrainian banking system," MPRA Paper 50841, University Library of Munich, Germany.
• Chen, Yongmin & Gu, Dingwei & Yao, Zhiyong, 2013. "Rating Inflation versus Deflation: On Procyclical Credit Ratings," MPRA Paper 51159, University Library of Munich, Germany.
• Bayraci, Selcuk & Demiralay, Sercan, 2013. "Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets," MPRA Paper 51909, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013. "MOY effects in returns and in volatilities of the Romanian capital market," MPRA Paper 52474, University Library of Munich, Germany, revised 28 Oct 2013.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013. "Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union," MPRA Paper 53069, University Library of Munich, Germany, revised 04 Apr 2013.
• Malik, Saif Ullah, 2013. "Role of Foreign Private Investment and Remittance in Stock Market Development: Study of South Asia," MPRA Paper 54530, University Library of Munich, Germany.
• Asongu Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," Working Papers of the African Governance and Development Institute. 13/035, African Governance and Development Institute..
  • Asongu, Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," MPRA Paper 56803, University Library of Munich, Germany.
• Rossi, Fabrizio & Cebula, Richard, 2013. "Stock Market Reactions to Announcements of Board of Director Appointments: Evidence from Italy," MPRA Paper 58403, University Library of Munich, Germany.
• Szarowska, Irena, 2013. "Can tax policy co-cause the crisis?," MPRA Paper 59780, University Library of Munich, Germany.
• Mustafa Okur & Emrah Cevik, 2013. "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 26(3), pages 99-116, January.
  • Okur, Mustafa & Cevik, Emrah Ismail, 2013. "Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE," MPRA Paper 71477, University Library of Munich, Germany, revised 2013.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working papers 2013-13, University of Connecticut, Department of Economics.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2014. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers 1404, University of Nevada, Las Vegas , Department of Economics.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers 201325, University of Pretoria, Department of Economics.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers 2013-20, University of Connecticut, Department of Economics, revised Dec 2013.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working Papers 201343, University of Pretoria, Department of Economics.
• Jakub Kučera, 2013. "Definition, Benefits and Risks of High-Frequency Trading [Vymezení, přínosy a rizika vysokofrekvenčního obchodování]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2013(5), pages 3-30.
• Jiří Sedláček, 2013. "Using R in Finance [Využití R v oblasti financí]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2013(4), pages 145-163.
• Filippo Cavazzuti, 2013. "Luigi Spaventa in Consob (Luigi Spaventa at Consob)," Moneta e Credito, Economia civile, vol. 66(263), pages 299-335.
• Lahura, Erick & Vargas, Paula, 2013. "La Relación Dinámica entre el Sistema Financiero y el nivel de actividad real en el Perú: 1965-2011," Working Papers 2013-019, Banco Central de Reserva del Perú.
• Shakill Hassan, 2013. "South African Capital Markets An Overview," Working Papers 5962, South African Reserve Bank.
• Shang, Zilu & Brooks, Chris & McCloy, Rachel, 2014. "Are investors guided by the news disclosed by companies or by journalists?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 45-60.
  • Zilu Shang & Chris Brooks & Rachel McCloy, 2013. "Are Investors Guided by the News Disclosed by Companies or by Journalists?," ICMA Centre Discussion Papers in Finance icma-dp2013-04, Henley Business School, University of Reading.
• Saki Bigio, 2013. "Financial Frictions in Production Networks," 2013 Meeting Papers 121, Society for Economic Dynamics.
  • Saki Bigio & Jennifer La’O, 2016. "Financial Frictions in Production Networks," Working Papers 67, Peruvian Economic Association.
• Galo Nuño & Carlos Thomas, 2017. "Bank Leverage Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 32-72, April.
  • Galo Nuño & Carlos Thomas, 2012. "Bank leverage cycles," Working Papers 1222, Banco de España.
  • Carlos Thomas & Galo Nuno, 2013. "Bank Leverage Cyles," 2013 Meeting Papers 220, Society for Economic Dynamics.
  • Thomas, Carlos & Nuño, Galo, 2013. "Bank leverage cycles," Working Paper Series 1524, European Central Bank.
• Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
  • Jianjun Miao & PENGFEI WANG & Lifang Xu, 2012. "Stock Market Bubbles and Unemployment," Boston University - Department of Economics - Working Papers Series WP2012-011, Boston University - Department of Economics.
  • Pengfei Wang & Lifang Xu & Jianjun Miao, 2013. "Stock Market Bubbles and Unemployment," 2013 Meeting Papers 720, Society for Economic Dynamics.
• Kaiji Chen & Alfonso Irarrazabal, 2015. "The Role of Allocative Efficiency in a Decade of Recovery," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 523-550, July.
  • Kaiji Chen, 2013. "The Role of Allocative Efficiency in A Decade of Recovery," 2013 Meeting Papers 886, Society for Economic Dynamics.
• Didier, Tatiana & Schmukler, Sergio L., 2013. "The financing and growth of firms in China and India: Evidence from capital markets," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 111-137.
  • Didier, Tatiana & Schmukler, Sergio L., 2013. "The financing and growth of firms in China and India : evidence from capital markets," Policy Research Working Paper Series 6401, The World Bank.
  • Sergio Schmukler & Tatiana Didier, 2013. "The Financing and Growth of Firms in China and India: Evidence from Capital Markets," 2013 Meeting Papers 98, Society for Economic Dynamics.
• Pekkaya, Mehmet, 2013. "Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 4(2), pages 1-91, April.
• Kim , Sangbae & Jung , Taehun, 2013. "The Effect of Initial Margin on Long-run and Short-run Volatilities in Japan," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 17(3), pages 311-332, September.
• Aliaga Lordemann, Javier & Garrón Vedia, Ignacio, 2013. "Pruebas de tensión al sistema bancario boliviano," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 19, pages 9-53, Mayo.
  • Garrón Vedia, Ignacio & Aliaga Lordemann, Javier, 2013. "Pruebas de Tensión al Sistema Bancario Boliviano," Documentos de trabajo 6/2013, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
• Bicchetti, David & Maystre, Nicolas Maystre, 2013. "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, vol. 2(3-4), pages 233-239.
  • Bicchetti, David & Maystre, Nicolas, 2012. "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper 37486, University Library of Munich, Germany.
  • David Bicchetti & Nicolas Maystre, 2012. "The Synchronized And Long-Lasting Structural Change On Commodity Markets: Evidence From High Frequency Data," UNCTAD Discussion Papers 208, United Nations Conference on Trade and Development.
• Cihak, Martin & Demirguc-Kunt, Asli & Feyen, Erik & Levine, Ross, 2013. "Financial Development in 205 Economies, 1960 to 2010," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(2), pages 17-36.
  • Martin Čihák & Asli Demirgüč-Kunt & Erik Feyen & Ross Levine, 2013. "Financial Development in 205 Economies, 1960 to 2010," NBER Working Papers 18946, National Bureau of Economic Research, Inc.
• Goodhart, Charles, 2013. "Narratives of the Great Financial Crisis (GFC): Why I am out of step," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(3), pages 13-19.
• Aliaga Lordemann, Javier & Garrón Vedia, Ignacio, 2013. "Pruebas de tensión al sistema bancario boliviano," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 19, pages 9-53, Mayo.
  • Garrón Vedia, Ignacio & Aliaga Lordemann, Javier, 2013. "Pruebas de Tensión al Sistema Bancario Boliviano," Documentos de trabajo 6/2013, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
• Baresa, Suzana & Bogdan , Sinisa & Ivanovic, Zoran, 2013. "Strategy Of Stock Valuation By Fundamental Analysis," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 4(1), pages 45-51.
• Grubisic Seba, Mihaela, 2013. "Financing Policies Of Croatian Publicly Listed Firms," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 4(2), pages 127-141.
• Cerovic, Slobodan & Petrovic, Pero & Cerovic, Stanislav, 2013. "Economic Crisis Impact On Changes In International Financial Institutions Operating," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 4(2), pages 187-199.
• Zhiqiang HU & Yizhu WANG, 2013. "The IPO Cycles in China's A-share IPO Market: Detection Based on a Three Regimes Markov Switching Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 115-131, October.
• Georgeta VINTILA, 2013. "A Study of the Relationship between Corporate Social Responsibility - Financial Performance - Firm Size," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 62-67, March.
• Georgeta VINTILA & Florinita DUCA, 2013. "Study on CEO Duality and Corporate Governance of Companies Listed in Bucharest Stock Exchange," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(2), pages 88-93, May.
• Annalisa Ferrando & Klaas Mulier, 2015. "Firms’ Financing Constraints: Do Perceptions Match the Actual Situation?," The Economic and Social Review, Economic and Social Studies, vol. 46(1), pages 87-117.
  • Ferrando, Annalisa & Mulier, Klaas, 2013. "Firms’ financing constraints: do perceptions match the actual situation?," Working Paper Series 1577, European Central Bank.
  • A. Ferrando & K. Mulier, 2013. "Firms’ financing constraints: Do perceptions match the actual situation?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/844, Ghent University, Faculty of Economics and Business Administration.
• Michael Stein, 2013. "German Real Estate Funds – Changes in Return Distributions and Portfolio Favourability," Ruhr Economic Papers 0454, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Michael Stein & Daniel Piazolo & Stoyan V. Stoyanov, 2013. "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Ruhr Economic Papers 0465, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Marcin Mrowiec, 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," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 9(2), pages 64-74, October.
• Greg Clinch, 2013. "Disclosure quality, diversification and the cost of capital," Australian Journal of Management, Australian School of Business, vol. 38(3), pages 475-489, December.
• Nan Li & Alex YiHou Huang, 2011. "Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(2), pages 197-225, August.
• Javed Iqbal, 2012. "Stock Market in Pakistan," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(1), pages 61-91, April.
• Borio, Claudio, 2013. "On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges," National Institute Economic Review, National Institute of Economic and Social Research, vol. 225, pages 3-13, August.
  • Claudio Borio, 2013. "On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges," National Institute Economic Review, National Institute of Economic and Social Research, vol. 225(1), pages 3-13, August.
• Veli Yilanci, 2013. "The Validity of the Halloween Effect in the Istanbul Stock Exchange," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, vol. 1(1), pages 21-30, January.
• Vincenzo Candila, 2013. "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers 3_228, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
• Artur Wyszyński, 2013. "Ekonomiczne aspekty wejścia klubów piłkarskich na giełdę," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5-6, pages 123-151.
• Karkowska, Renata, 2013. "The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility," MPRA Paper 58802, University Library of Munich, Germany.
  • Renata Karkowska, 2013. "The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility," Faculty of Management Working Paper Series 32013, University of Warsaw, Faculty of Management.
• Shawkatul Islam Aziz & Shahanara Basher & Mohammad Rahim Uddin, 2013. "Efficiency Of The Stock Markets In Bangladesh: Evidence From Cse And Dse," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 5(3 (Decemb), pages 397-415.
• Chen, Been-Lon & Liao, Shian-Yu, 2014. "Capital, credit constraints and the comovement between consumer durables and nondurables," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 127-139.
  • Been-Lon Chen & Shian-Yu Liao, 2013. "Capital, Credit Constraints and the Comovement between Consumer Durables and Nondurables," IEAS Working Paper : academic research 13-A011, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Bastien Drut, 2013. "La répression financière est-elle la solution pour « liquider » la dette publique dans la zone euro ?," Working Papers CEB 13-003, ULB -- Universite Libre de Bruxelles.
• Quan-Hoang Vuong & Nancy K. Napier & Tran Tri Dung, 2013. "Rent-seekers' lost El Dorado: Vietnam's financial turmoil, 2007-2013," Working Papers CEB 13-020, ULB -- Universite Libre de Bruxelles.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 16(6), pages 365-373.
  • Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2013. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Working Papers CEB 13-031, ULB -- Universite Libre de Bruxelles.
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• Marion Fourcade & Philippe Steiner & Wolfgang Streeck & Cornelia Woll, 2013. "Moral categories in the financial crisis: Discussion Forum," Sciences Po publications info:hdl:2441/6ggbvnr6mun, Sciences Po.
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• Christian Bender & Mikko S. Pakkanen & Hasanjan Sayit, 2013. "Sticky continuous processes have consistent price systems," CREATES Research Papers 2013-38, Department of Economics and Business Economics, Aarhus University.
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• Thomas Philippon & Ariell Reshef, 2013. "An International Look at the Growth of Modern Finance," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 73-96, Spring.
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• Lumengo Bonga-Bonga, 2013. "Assessing the Stock Market Wealth Effect in South Africa," The African Finance Journal, Africagrowth Institute, vol. 15(1), pages 1-12.
• Asongu, Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," MPRA Paper 56803, University Library of Munich, Germany.
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• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers 18647, National Bureau of Economic Research, Inc.
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• Giulio PALOMBA & Luca RICCETTI, 2013. "Asset Management with TEV and VaR;Constraints: the Constrained Efficient;Frontiers," Working Papers 392, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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• Igbinedion Sunday Osahon & Oriakhi Dickson, 2013. "Fiscal Deficits And Stock Prices In Nigeria: An Empirical Evidence," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 22(1), pages 259-274, june.
• Domagoj Sajter, 2013. "Algorithmic And High-Frequency Trading," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 22(1), pages 321-336, june.
• Tihana Skrinjaric, 2013. "Investment Strategies Tailored To Daily Seasonality In Stock Returns," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 22(1), pages 97-120, june.
• Giovanni Petrella & Andrea Resti, 2013. "Basel 3 and the liquidity of corporate and government bonds in Europe," BANCARIA, Bancaria Editrice, vol. 3, pages 22-36, March.
• Andrea Paltrinieri, 2013. "Stock Exchanges mergers: the case for the United Arab Emirates," BANCARIA, Bancaria Editrice, vol. 6, pages 94-102, June.
• Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
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• Anca Meda Burca, 2013. "Romanian Medical Services Financing Alternatives. A Quantitative Review Of Literature," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano, 2014. "Regime switches in the risk–return trade-off," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 118-138.
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• Ali Hakan MUTLUAY & Tuncay Turan TURABOGLU, 2013. "The Effects of Exchange Rate Fluctuations on Corporations and Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 7(1), pages 59-78.
• Ali Osman GURBUZ & Serhat YANIK & Yusuf AYTURK, 2013. "Income Diversification and Bank Performance: Evidence From Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 7(1), pages 9-29.
• Sergio Masciantonio, 2015. "Identifying and Tracking Global, EU, and Eurozone Systemically Important Banks with Public Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(1), pages 25-64.
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• Marcello Pericoli, 2013. "Macroeconomic and monetary policy surprises and the term structure of interest rates," Temi di discussione (Economic working papers) 927, Bank of Italy, Economic Research and International Relations Area.
• Gómez-González, José Eduardo & Silva, Luisa & Restrepo, Sergio & Salazar, Mauricio, 2013. "Flujos de capitales y fragilidad financiera," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 7, pages 261-299, Banco de la Republica de Colombia.
• Zárate-Perdomo, Juan Pablo & Cobo-Serna, Adolfo León & Gómez-González, José Eduardo, 2013. "Lecciones de las crisis financieras recientes para diseñar y ejecutar la política monetaria y la financiera en Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 17, pages 645-674, Banco de la Republica de Colombia.
• León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014. "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 407-420.
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• Ramos-Forero, Jorge Enrique & Melo-Becerra, Ligia Alba & Zárate-Solano, Hector Manuel, 2015. "Mercado de bonos soberanos y estabilidad financiera : una aplicación de gráficos acíclicos direccionados (GAD) y modelos SVAR," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 14, pages 443-463, Banco de la Republica de Colombia.
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• Iftikhar-ul-Amin & Nadia Iftikhar & Muhammad Yasir, 2013. "Board Composition, CEO Duality and Corporate Financial Performance," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(1), pages 13-27, April.
• Monesa & Laila Taskeen Qazi, 2013. "The Effects of Oil Price Shocks on Economic Growth of Oil Exporting Countries: A Case of Six OPEC Economies," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(1), pages 65-87, April.
• Hanana Khan & Romana Bangash, 2013. "Nexus Between Microcredit and Poverty Alleviation: Time Series Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(2), pages 1-13, October.
• M Fahad Siddiqui & Shah Wali Khan, 2013. "Testing Hubris Hypothesis for Mergers in Pakistan: Using Event Study Technique," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(2), pages 89-105, October.
• Delatte, Anne-Laure & Lopez, Claude, 2013. "Commodity and equity markets: Some stylized facts from a copula approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5346-5356.
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• Nadežda Sinenko & Deniss Titarenko & Mikus Arinš, 2013. "The Latvian financial stress index as an important element of the financial system stability monitoring framework," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(2), pages 85-110, December.
• Beißner, Patrick, 2015. "Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility," Center for Mathematical Economics Working Papers 447, Center for Mathematical Economics, Bielefeld University.
• Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
• Bucevska Vesna, 2013. "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, Sciendo, vol. 4(1), pages 49-64, March.
• Andrey Zotov, 2013. "Institutional environment as a necessary condition for ensuring the stability of the banking system," Russian Journal of Money and Finance, Bank of Russia, vol. 734(17), pages 32-38.
• Juthathip Jongwanich & Douglas H. Brooks & Archanun Kohpaiboon, 2013. "Cross-border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia," Asian Economic Journal, East Asian Economic Association, vol. 27(3), pages 265-284, September.
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• Francesco Caselli & Nicola Gennaioli, 2013. "Dynastic Management," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 971-996, January.
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• David McCarthy & David Miles, 2013. "Optimal Portfolio Allocation for Corporate Pension Funds," European Financial Management, European Financial Management Association, vol. 19(3), pages 599-629, June.
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• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, vol. 4(3), pages 290-293, September.
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• Pasquale TRIDICO, 2013. "The impact of the economic crisis on EU labour markets: A comparative perspective," International Labour Review, International Labour Organization, vol. 152(2), pages 175-190, June.
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• BALTES Nicolae & VASIU Diana Elena, 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," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 65(3), pages 123-142.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers 4/2013, Bank of Finland, Institute for Economies in Transition.
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• Stavros Degiannakis & George Filis & Renatas Kizys, 2013. "Oil price shocks and stock market volatility: evidence from European data," Working Papers 161, Bank of Greece.
• Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers 166, Bank of Greece.
• Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013. "Oil price shocks and volatility do predict stock market regimes," Working Papers 170, Bank of Greece.
• Kate Phylaktis & Gikas Manalis, 2013. "Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 13(4), pages 79-92, December.
• Onder Buberkoku, 2013. "The Relationship Between Stock Prices and Exchange Rates Evidence from Developed and Developing Countries," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(52), pages 1-16, April.
• Alex Sandro Monteiro de Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2013. "Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(4), pages 455-479.
• Vivien Levy-Garboua & Gérard Maarek, 2013. "La contrainte cachée du collatéral," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 197-220.
• Luc Goupil, 2013. "Trading à haute fréquence : empreinte de marché et enjeux de régulation," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 277-294.
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• Kul B. Luintel & Yongdeng Xu, 2017. "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1617-1630, October.
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• Jeffrey MacIntosh, 2013. "High Frequency Traders: Angels or Devils?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 391, October.
• Philippe Bracke, 2015. "House Prices and Rents: Microevidence from a Matched Data Set in Central London," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(2), pages 403-431, June.
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• Vivek Ghosal & Yang Ye, 2013. "Business Decision-Making under Uncertainty: Evidence from Employment and Number of Businesses," CESifo Working Paper Series 4312, CESifo.
• Auer, Benjamin R. & Rottmann, Horst, 2014. "Is there a Friday the 13th effect in emerging Asian stock markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 17-26.
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• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
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  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
• Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013. "Time-varying mixture GARCH models and asymmetric volatility," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 602-623.
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• Efing, Matthias & Hau, Harald, 2015. "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, vol. 116(1), pages 46-60.
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• Xi Shen & Kanchana Chokethaworn & Chukiat Chaiboonsri, 2013. "The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(4), pages 53-64, December.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2015. "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 506-526, July.
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• León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014. "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 407-420.
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• Jairo Andrés Correa & John J. García, 2013. "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público 10670, Universidad EAFIT.
• José Joaquín Ortiz Bojacá, 2013. "¿Es necesaria y posible una teoría general para estructurar la ciencia contable?," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, December.
• Jorge Alberto Rivera Godoy & Ana Milena Padilla Ospina, 2013. "¿Los medios de comunicación en Colombia son una industria creadora de valor?," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 5(2), pages 89-113, December.
• Diógenes Lagos Cortés, 2013. "Análisis de las Prácticas de Gobierno Corporativo en la Bolsa de Valores de Colombia," Revista Ad-Minister, Universidad EAFIT, February.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers 18647, National Bureau of Economic Research, Inc.
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• Efing, Matthias & Hau, Harald, 2015. "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, vol. 116(1), pages 46-60.
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  • Hau, Harald & Efing, Matthias, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers 9465, C.E.P.R. Discussion Papers.
• Lucio Sarno & Maik Schmeling, 2014. "Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 267-292, March.
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• Adrian Buss & Bernard Dumas, 2019. "The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees," Journal of Finance, American Finance Association, vol. 74(2), pages 795-844, April.
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• Delatte, Anne-Laure & Lopez, Claude, 2013. "Commodity and equity markets: Some stylized facts from a copula approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5346-5356.
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• Bulow, Jeremy & Klemperer, Paul, 2013. "Market-Based Bank Capital Regulation," Research Papers 2132, Stanford University, Graduate School of Business.
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• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
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  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
• Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano, 2014. "Regime switches in the risk–return trade-off," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 118-138.
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• Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013. "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3218-3226.
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  • Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara, 2013. "Asymmetry in government bond returns," AJRC Working Papers 1301, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Macroeconomics Working Papers 23399, East Asian Bureau of Economic Research.
  • Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," CAMA Working Papers 2013-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Joan Hortalà i Arau & Helena Rocañín de la Fuente, 2013. "¿Es la bolsa un indicador avanzado de la economía real?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 36(100), pages 17-31, Abril.
• Jacint Ros Hombravella, 2013. "Perplejidad, vacío y hasta empecinamiento de las políticas económicas en la crisis 2007-2012/2013: ensayo de propuestas," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 36(100), pages 32-40, Abril.
• Juan Urrutia Elejalde, 2013. "Let us wake up to beauty," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 36(100), pages 41-51, Abril.
• Jizheng Huang & Heng-fu Zou, 2013. "Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy," Annals of Economics and Finance, Society for AEF, vol. 14(2), pages 367-384, November.
• Claudio Borio, 2013. "On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges," National Institute Economic Review, National Institute of Economic and Social Research, vol. 225(1), pages 3-13, August.
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• Mariana Rodica TIRLEA, 2013. "Financial Analysis, Budgeting, Decision and Control," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 3, pages 47-52.
• Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
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  • Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
  • Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
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• Dirk Ulbricht, 2013. "Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing," Discussion Papers of DIW Berlin 1324, DIW Berlin, German Institute for Economic Research.
• Jon Frost & Ayako Saiki, 2014. "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 722-743, September.
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• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," CAEPR Working Papers 2012-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
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• Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013. "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3218-3226.
  • Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," CAMA Working Papers 2013-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Finance Working Papers 23399, East Asian Bureau of Economic Research.
  • Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara, 2013. "Asymmetry in government bond returns," AJRC Working Papers 1301, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Macroeconomics Working Papers 23399, East Asian Bureau of Economic Research.
• Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013. "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3218-3226.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Finance Working Papers 23399, East Asian Bureau of Economic Research.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Macroeconomics Working Papers 23399, East Asian Bureau of Economic Research.
  • Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara, 2013. "Asymmetry in government bond returns," AJRC Working Papers 1301, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
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• Radu, Vranceanu & Besancenot, Damien & Dubart, Delphine, 2013. "Can Rumors and Other Uninformative Messages Cause Illiquidity ?," ESSEC Working Papers WP1309, ESSEC Research Center, ESSEC Business School, revised Jun 2014.
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• Cossin, Didier & Huang, Zhijiang & Auron-Nerin, Daniel & González, Fernando, 2003. "A framework for collateral risk control determination," Working Paper Series 0209, European Central Bank.
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• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, vol. 4(3), pages 290-293, September.
  • Jean-Paul Fitoussi & Joseph E. Stiglitz, 2012. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," International Economic Association Series, in: Franklin Allen & Masahiko Aoki & Jean-Paul Fitoussi & Nobuhiro Kiyotaki & Roger Gordon & Joseph E. S (ed.), The Global Macro Economy and Finance, chapter 1, pages 13-24, Palgrave Macmillan.
  • Jean Paul Fitoussi & Joseph Stiglitz, 2011. "On the measurement of social progress and well being: some further thoughts," Documents de Travail de l'OFCE 2011-19, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Jean-Paul Fitoussi & Joseph Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Post-Print hal-03399466, HAL.
  • Jean-Paul Fitoussi & Joseph Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," SciencePo Working papers Main hal-03399466, HAL.
• Arthur Foch, 2013. "Explaining the G7 and G10's influence on World Bank decisions: The role of formal and informal rules of governance," Post-Print halshs-00824678, HAL.
• Valerie Revest & Sandro Sapio, 2011. "An Essay on the Emergence, Organization and Performance of Financial Markets: the case of the Alternative Investment Market," LEM Papers Series 2011/15, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Valérie Revest & Alessandro Sapio, 2013. "An essay on the emergence, organization and performance of financial markets: the case of the Alternative Investment Market," Post-Print halshs-00855203, HAL.
• F. Riva & A. Calamia & L. Deville, 2013. "Liquidity in European equity ETFs: What really matters?," Post-Print hal-00846610, HAL.
  • Laurent Deville & A. Calamia & Fabrice Riva, 2013. "Liquidity in European Equity ETFs: What Really Matters?," Post-Print halshs-00861646, HAL.
  • Anna Calamia & Laurent Deville & Fabrice Riva, 2013. "Liquidity in European Equity ETFs: What Really Matters?," GREDEG Working Papers 2013-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015. "Financial stability and economic performance," Economic Modelling, Elsevier, vol. 48(C), pages 25-40.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2013. "Financial stability and economic performance," Working Papers hal-01064263, HAL.
  • Jerome Creel & Paul Hubert & Fabien Labondance, 2014. "Financial Stability and Economic Performance," Working papers wpaper35, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2013. "Financial stability and economic performance," SciencePo Working papers Main hal-01064263, HAL.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2013. "Financial stability and economic performance," Documents de Travail de l'OFCE 2013-24, Observatoire Francais des Conjonctures Economiques (OFCE).
• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, vol. 4(3), pages 290-293, September.
  • Jean-Paul Fitoussi & Joseph E. Stiglitz, 2012. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," International Economic Association Series, in: Franklin Allen & Masahiko Aoki & Jean-Paul Fitoussi & Nobuhiro Kiyotaki & Roger Gordon & Joseph E. S (ed.), The Global Macro Economy and Finance, chapter 1, pages 13-24, Palgrave Macmillan.
  • Jean Paul Fitoussi & Joseph Stiglitz, 2011. "On the measurement of social progress and well being: some further thoughts," Documents de Travail de l'OFCE 2011-19, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Jean-Paul Fitoussi & Joseph Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," SciencePo Working papers Main hal-03399466, HAL.
  • Jean-Paul Fitoussi & Joseph Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Post-Print hal-03399466, HAL.
• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," SciencePo Working papers Main hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2012. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers 22-2012, Singapore Management University, School of Economics.
• Marine Carrasco & Rachidi Kotchoni, 2015. "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
  • Marine Carrasco & Rachidi Kotchoni, 2011. "Adaptive Realized Kernels," CIRANO Working Papers 2011s-29, CIRANO.
  • Marine Carrasco & Rachidi Kotchoni, 2013. "Adaptive Realized Kernels," Working Papers hal-00867967, HAL.
  • Marine Carrasco & Rachidi Kotchoni, 2014. "Adaptive Realized Kernels," Post-Print hal-01386059, HAL.
• Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015. "Financial stability and economic performance," Economic Modelling, Elsevier, vol. 48(C), pages 25-40.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2013. "Financial stability and economic performance," Documents de Travail de l'OFCE 2013-24, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Jerome Creel & Paul Hubert & Fabien Labondance, 2014. "Financial Stability and Economic Performance," Working papers wpaper35, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2013. "Financial stability and economic performance," Working Papers hal-01064263, HAL.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2013. "Financial stability and economic performance," SciencePo Working papers Main hal-01064263, HAL.
• Celerier , Claire & Vallee, Boris, 2013. "What Drives Financial Complexity? A Look into the Retail Market for Structured Products," HEC Research Papers Series 1013, HEC Paris.
  • Claire Célérier & Boris Vallée, 2013. "What Drives Financial Complexity? A Look into the Retail Market for Structured Products," Working Papers hal-02058239, HAL.
• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," SciencePo Working papers Main hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2012. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers 22-2012, Singapore Management University, School of Economics.
• Robert Becker & Stefano Bosi & Cuong Van & Thomas Seegmuller, 2015. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 329-353, February.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," AMSE Working Papers 1231, Aix-Marseille School of Economics, France, revised 11 Nov 2012.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Working Papers halshs-00793530, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 2014-105, Department of Research, Ipag Business School.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne 14040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302535, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00793530, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01020635, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Post-Print halshs-01020635, HAL.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers 18647, National Bureau of Economic Research, Inc.
  • Roger Farmer & Carine Nourry & Alain Venditti, 2014. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," 2014 Meeting Papers 516, Society for Economic Dynamics.
  • Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," Working Papers halshs-00796672, HAL.
  • Farmer, Roger & Nourry, Carine & Venditti, Alain, 2013. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," CEPR Discussion Papers 9283, C.E.P.R. Discussion Papers.
  • Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," AMSE Working Papers 1311, Aix-Marseille School of Economics, France, revised 26 Feb 2013.
• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, vol. 4(3), pages 290-293, September.
  • Jean-Paul Fitoussi & Joseph E. Stiglitz, 2012. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," International Economic Association Series, in: Franklin Allen & Masahiko Aoki & Jean-Paul Fitoussi & Nobuhiro Kiyotaki & Roger Gordon & Joseph E. S (ed.), The Global Macro Economy and Finance, chapter 1, pages 13-24, Palgrave Macmillan.
  • Jean Paul Fitoussi & Joseph Stiglitz, 2011. "On the measurement of social progress and well being: some further thoughts," Documents de Travail de l'OFCE 2011-19, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Jean-Paul Fitoussi & Joseph Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," SciencePo Working papers hal-03399466, HAL.
  • Jean-Paul Fitoussi & Joseph Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Post-Print hal-03399466, HAL.
• Baetje, Fabian & Menkhoff, Lukas, 2013. "Macro determinants of U.S. stock market risk premia in bull and bear markets," Hannover Economic Papers (HEP) dp-520, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
  • Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Péter Csóka & P. Jean-Jacques Herings, 2014. "Risk Allocation under Liquidity Constraints," Working Papers 2014.47, Fondazione Eni Enrico Mattei.
  • Peter Csoka & P. Jean-Jacques Herings, 2013. "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS 1331, Institute of Economics, Centre for Economic and Regional Studies.
  • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development 172703, Fondazione Eni Enrico Mattei (FEEM).
• Mamatzakis, Emmanuel, 2013. "Are there any animal spirits behind the scenes of the Euro area sovereign debt crisis?," LSE Research Online Documents on Economics 50984, London School of Economics and Political Science, LSE Library.
  • Emmanuel Mamatzakis, 2013. "Are there any Animal Spirits behind the Scenes of the Euro area Sovereign Debt Crisis?," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 72, Hellenic Observatory, LSE.
• Armerin, Fredrik, 2013. "Robust immunization," Working Paper Series 13/16, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Melise Jaud & Madina Kukenova & Martin Strieborny, 2015. "Financial Development and Sustainable Exports: Evidence from Firm-product Data," The World Economy, Wiley Blackwell, vol. 38(7), pages 1090-1114, July.
  • Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Knut Wicksell Working Paper Series 2013/12, Lund University, Knut Wicksell Centre for Financial Studies.
  • Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Working Papers 2013:14, Lund University, Department of Economics.
  • Melise Jaud & Madina Kukenova & Martin Strieborny, 2014. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," CESifo Working Paper Series 4660, CESifo.
• Byström, Hans, 2013. "Stock Prices and Stock Return Volatilities Implied by the Credit Market," Working Papers 2013:25, Lund University, Department of Economics, revised 14 Feb 2014.
• Byström, Hans, 2014. "The impact of currency movements on asset value correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 178-186.
  • Byström, Hans, 2013. "The Impact of Currency Movements on Asset Value Correlations," Working Papers 2013:33, Lund University, Department of Economics.
• Melise Jaud & Madina Kukenova & Martin Strieborny, 2015. "Financial Development and Sustainable Exports: Evidence from Firm-product Data," The World Economy, Wiley Blackwell, vol. 38(7), pages 1090-1114, July.
  • Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Working Papers 2013:14, Lund University, Department of Economics.
  • Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Knut Wicksell Working Paper Series 2013/12, Lund University, Knut Wicksell Centre for Financial Studies.
  • Melise Jaud & Madina Kukenova & Martin Strieborny, 2014. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," CESifo Working Paper Series 4660, CESifo.
• Steigum, Erling & Thøgersen, Øystein, 2013. "A crisis not wasted – Institutional and structural reforms behind Norway’s strong macroeconomic performance," Discussion Paper Series in Economics 18/2013, Norwegian School of Economics, Department of Economics.
• Aase, Knut K., 2013. "Recursive utility and disappearing puzzles for continuous-time models," Discussion Papers 2013/2, Norwegian School of Economics, Department of Business and Management Science.
• Aase, Knut K., 2013. "Recursive utility and the equity premium puzzle: A discrete-time approach," Discussion Papers 2013/3, Norwegian School of Economics, Department of Business and Management Science, revised 25 Mar 2015.
• Asche, Frank & Dahl, Roy Endre & Oglend, Atle, 2013. "Value-at-Risk: Risk assessment for the portfolio of oil and gas producers," UiS Working Papers in Economics and Finance 2013/3, University of Stavanger.
• Brännäs, Kurt, 2013. "The Number of Shareholders - Time Series Modelling and Some Empirical Result," Umeå Economic Studies 855, Umeå University, Department of Economics.
• Brännäs, Kurt, 2013. "The Number of Traded Shares: A Time Series Modelling Approach," Umeå Economic Studies 860, Umeå University, Department of Economics.
• Markus Bibinger & Per A. Mykland, 2013. "Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing," SFB 649 Discussion Papers SFB649DP2013-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Daniëls, Tijmen R. & Dönges, Jutta & Heinemann, Frank, 2013. "Crossing network versus dealer market: Unique equilibrium in the allocation of order flow," European Economic Review, Elsevier, vol. 62(C), pages 41-57.
  • Jutta Dönges & Frank Heinemann & Tijmen R. Daniëls, 2013. "Crossing Network versus Dealer Market: Unique Equilibrium in the Allocation of Order Flow," SFB 649 Discussion Papers SFB649DP2013-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss, 2013. "Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency," SFB 649 Discussion Papers SFB649DP2013-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Markus Bibinger & Mathias Vetter, 2013. "Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps," SFB 649 Discussion Papers SFB649DP2013-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Laetitia Pozniak & Melanie Croquet & Olivier Colot, 2013. "The Relationship Between Financial Communication And Firm Performance: Evidence From France," Accounting & Taxation, The Institute for Business and Finance Research, vol. 5(1), pages 9-17.
• Ronald A. Stunda, 2013. "The Impact Of Economic Fluctuations On Earnings Forecasts," Accounting & Taxation, The Institute for Business and Finance Research, vol. 5(2), pages 55-64.
• Lynda S. Livingston, 2013. "Intraportfolio Correlation: An Application For Investments Students," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 5(1), pages 91-105.
• Lynda S. Livingston, 2013. "Adding Markowitz And Sharpe To Portfolio Investment Projects," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 5(2), pages 79-95.
• Ling T. He, 2013. "Mean Reversion of Volatility Around Extreme Stock Returns: Evidence from U.S. Stock Indexes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(4), pages 91-101.
• Laetitia Pozniak, 2013. "Internet Financial Communication: Evidence from Unregulated Markets of Brussels and Paris," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 107-122.
• Lynda S. Livingston, 2013. "Pac.Nw Travel Online," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 4(2), pages 107-130.
• Jelena Minovic & Vlastimir Vukovic, 2013. "Analysis of the Serbian Capital Market," Economic Analysis, Institute of Economic Sciences, vol. 46(1-2), pages 1-11.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2015. "Equilibrium fast trading," Journal of Financial Economics, Elsevier, vol. 116(2), pages 292-313.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," TSE Working Papers 13-387, Toulouse School of Economics (TSE), revised Sep 2014.
  • Bruno Biais & Thierry Foucault & Sophie Moinas, 2015. "Equilibrium fast trading," Post-Print halshs-01400252, HAL.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," IDEI Working Papers 769, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2014.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," HEC Research Papers Series 968, HEC Paris.
• Alejandro Bernales & Massimo Guidolin, 2013. "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers 484, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Buti, Sabrina & Rindi, Barbara & Wen, Yuanji & Werner, Ingrid M., 2013. "Tick Size Regulation and Sub-Penny Trading," Working Paper Series 2013-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Sabrina Buti & Barbara Rindi & Yuanji Wen & Ingrid M. Werner, 2013. "Tick Size Regulation and Sub-Penny Trading," Working Papers 492, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• K. Ozgur DEMİRTAS & Yigit ATILGAN, 2013. "Reward-to-Risk Ratios in Turkish Financial Markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(323), pages 9-32.
• Metin TETİK & Mehmet İVRENDİ, 2013. "Para Politikası Beklentilerinin Finansal Yatırım Araçları Üzerindeki Etkileri: Türkiye Örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(333), pages 107-136.

2012

• Shan, Liwei & Gong, Stephen X., 2012. "Investor sentiment and stock returns: Wenchuan Earthquake," Finance Research Letters, Elsevier, vol. 9(1), pages 36-47.
• Jarrow, Robert & Protter, Philip, 2012. "Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory," Finance Research Letters, Elsevier, vol. 9(2), pages 58-62.
• Simonato, Jean-Guy, 2012. "GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case," Finance Research Letters, Elsevier, vol. 9(4), pages 213-219.
• Akay, Ozgur (Ozzy) & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B., 2012. "What does PIN identify? Evidence from the T-bill market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 29-46.
• Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben, 2012. "The impact of naked short selling on the securities lending and equity market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 81-107.
• Fong, Wai Mun, 2012. "Do expected business conditions explain the value premium?," Journal of Financial Markets, Elsevier, vol. 15(2), pages 181-206.
• Rhee, S. Ghon & Wu, Feng, 2012. "Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion," Journal of Financial Markets, Elsevier, vol. 15(2), pages 258-285.
• van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk, 2012. "Excess based allocation of risk capital," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 26-42.
  • van Gulick, G. & De Waegenaere, A.M.B. & Norde, H.W., 2010. "Excess Based Allocation of Risk Capital," Discussion Paper 2010-123, Tilburg University, Center for Economic Research.
• Vivian, Andrew & Wohar, Mark E., 2012. "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 395-422.
• Murtazashvili, Irina & Vozlyublennaia, Nadia, 2012. "The role of data limitations, seasonality and frequency in asset pricing models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 555-574.
• Smales, Lee A., 2012. "30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 1006-1023.
• Abdou, Hussein A. & Pointon, John & El-Masry, Ahmed & Olugbode, Moji & Lister, Roger J., 2012. "A variable impact neural network analysis of dividend policies and share prices of transportation and related companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 796-813.
• Galagedera, Don U.A., 2012. "Recent trends in relative performance of global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 834-854.
• Bangassa, Kenbata & Su, Chen & Joseph, Nathan L., 2012. "Selectivity and timing performance of UK investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1149-1175.
• Koutmos, Dimitrios, 2012. "An intertemporal capital asset pricing model with heterogeneous expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1176-1187.
• Broussard, John Paul & Vaihekoski, Mika, 2012. "Profitability of pairs trading strategy in an illiquid market with multiple share classes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1188-1201.
• Chakrabarty, Bidisha & Moulton, Pamela C., 2012. "Earnings announcements and attention constraints: The role of market design," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 612-634.
• Kadan, Ohad & Madureira, Leonardo & Wang, Rong & Zach, Tzachi, 2012. "Analysts' industry expertise," Journal of Accounting and Economics, Elsevier, vol. 54(2), pages 95-120.
• Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2012. "The determinants and long-term projections of saving rates in Developing Asia," Japan and the World Economy, Elsevier, vol. 24(2), pages 128-137.
  • Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2010. "Determinants and Long-term Projections of Saving Rates in Developing Asia," ADB Economics Working Paper Series 228, Asian Development Bank.
  • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," ISER Discussion Paper 0821, Institute of Social and Economic Research, The University of Osaka.
  • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," NBER Working Papers 17581, National Bureau of Economic Research, Inc.
• Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2012. "Financial crisis, structure and reform," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2960-2973.
  • Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2011. "Financial Crisis, Structure and Reform," Working Papers 11-37, University of Pennsylvania, Wharton School, Weiss Center.
• Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012. "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3302-3317.
• Chavez-Demoulin, V. & McGill, J.A., 2012. "High-frequency financial data modeling using Hawkes processes," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3415-3426.
• Fan, Longzhen & Tian, Shu & Zhang, Chu, 2012. "Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 239-248.
• Chou, Pin-Huang & Ho, Po-Hsin & Ko, Kuan-Cheng, 2012. "Do industries matter in explaining stock returns and asset-pricing anomalies?," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 355-370.
• Mun, Kyung-Chun, 2012. "The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 383-394.
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
  • Avouyi-Dovi, S. & Idier, J., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
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• Becerra, O. & Cavallo, E. & Scartascini, C., 2012. "The politics of financial development: The role of interest groups and government capabilities," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 626-643.
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• Xue, Yi & Gençay, Ramazan, 2012. "Trading frequency and volatility clustering," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 760-773.
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• Murtazashvili, Irina & Vozlyublennaia, Nadia, 2012. "The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1057-1066.
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012. "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 934-956.
• Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A., 2012. "Earnings conference calls and stock returns: The incremental informativeness of textual tone," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 992-1011.
• Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng, 2012. "Extreme downside risk and expected stock returns," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1492-1502.
• Mariano, Beatriz, 2012. "Market power and reputational concerns in the ratings industry," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1616-1626.
• Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1781-1788.
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• Levy, Tamir & Yagil, Joseph, 2012. "The week-of-the-year effect: Evidence from around the globe," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1963-1974.
• Schuhmacher, Frank & Eling, Martin, 2012. "A decision-theoretic foundation for reward-to-risk performance measures," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2077-2082.
• Kim, Sangbae & In, Francis, 2012. "False discoveries in volatility timing of mutual funds," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2083-2094.
• Choy, Siu Kai & Wei, Jason, 2012. "Option trading: Information or differences of opinion?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2299-2322.
• Olmo, José & Sanso-Navarro, Marcos, 2012. "Forecasting the performance of hedge fund styles," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2351-2365.
• Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea, 2012. "Do financial systems converge? New evidence from financial assets in OECD countries," Journal of Comparative Economics, Elsevier, vol. 40(1), pages 141-155.
• Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012. "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 446-460.
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• Ackert, Lucy F. & Kluger, Brian D. & Qi, Li, 2012. "Irrationality and beliefs in a laboratory asset market: Is it me or is it you?," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 278-291.
• Cohen, Lauren & Lou, Dong, 2012. "Complicated firms," Journal of Financial Economics, Elsevier, vol. 104(2), pages 383-400.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
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• Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012. "Displacement risk and asset returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 491-510.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012. "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, vol. 106(1), pages 114-131.
• Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
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• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
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  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
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• Liu, Li-Gang & Pauwels, Laurent L., 2012. "Do external political pressures affect the Renminbi exchange rate?," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1800-1818.
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• Hirose, Yasuo & Ohyama, Shinsuke & Taniguchi, Ken, 2012. "The effects of Bank of Japan’s liquidity provision on the year-end premium," Journal of the Japanese and International Economies, Elsevier, vol. 26(1), pages 179-185.
• Bird, Ron & Yeung, Danny, 2012. "How do investors react under uncertainty?," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 310-327.
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• Liu, Chun & Maheu, John M., 2012. "Intraday dynamics of volatility and duration: Evidence from Chinese stocks," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 329-348.
• Akoum, Ibrahim & Graham, Michael & Kivihaho, Jarno & Nikkinen, Jussi & Omran, Mohammed, 2012. "Co-movement of oil and stock prices in the GCC region: A wavelet analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 385-394.
• Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2012. "The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 516-530.
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• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2012. "Asset pricing with idiosyncratic risk: The Spanish case," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 261-271.
• Bianconi, Marcelo & Yoshino, Joe A., 2012. "Firm Market Performance and Volatility in a National Real Estate Sector," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 230-253.
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• Pol, Eduardo, 2012. "The preponderant causes of the USA banking crisis 2007–08," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 519-528.
• Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
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• Gulfen TUNA, 2012. "Kovaryans Matrisi Tahmininin Portfoy Secimine Etkisi: IMKB’de Farkli Yatirim Ufuklari icin Uygulama," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 12(3), pages 311-322.
• Kardaras, Constantinos & Robertson, Scott, 2012. "Robust maximization of asymptotic growth," LSE Research Online Documents on Economics 44994, London School of Economics and Political Science, LSE Library.
• Rodolfo Cermeño Bazán & M. Pavel Solís Montes, 2012. "Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 35-67, January-J.
• Qin Lei & Murli Rajan & Xuewu Wang, 2012. "An empirical analysis of corporate insiders' trading performance," China Finance Review International, Emerald Group Publishing Limited, vol. 2(3), pages 246-264, June.
• Qiang Chen & Daolun Chen & YuTing Gong, 2012. "An empirical analysis of dynamic relationship between stock market and bond market based on information shocks," China Finance Review International, Emerald Group Publishing Limited, vol. 2(3), pages 265-285, June.
• Mansor H. Ibrahim, 2012. "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(1), pages 25-34, March.
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• Mansor H. Ibrahim, 2012. "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(1), pages 25-34, March.
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• Simplice A. Asongu, 2012. "The 2011 Japanese earthquake, tsunami and nuclear crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(4), pages 340-353, November.
• Clay M. Moffett & Robert Brooks & Jin Q. Jeon, 2012. "The efficacy of Regulation SHO in resolving naked shorts," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 20(1), pages 72-98, February.
• Stavros Degiannakis & Christos Floros & Alexandra Livada, 2012. "Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence," Managerial Finance, Emerald Group Publishing, vol. 38(4), pages 436-452, March.
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• Philipp Koenig, 2012. "The effect of LNG on the relationship between UK and Continental European natural gas markets," Working Papers EPRG 1225, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Leonardo Becchetti & Nicola Ciampoli, 2012. "What is New in the Finance-growth Nexus: OTC Derivatives, Bank Assets and Growth," CEIS Research Paper 243, Tor Vergata University, CEIS, revised 20 Jul 2012.
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• Ceylan Onay & Gözde Ünal, 2012. "Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(1), pages 66-90, February.
• Bahattin Büyüksahin & Michel A. Robe, 2012. "Does It Matter Who Trades Energy Derivatives?," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, March.
• Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2013. "In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns," Pacific Economic Review, Wiley Blackwell, vol. 18(1), pages 1-40, February.
  • Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper 32776, University Library of Munich, Germany.
  • Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2012. "In the shadow of the United States: the international transmission effect of asset returns," Globalization Institute Working Papers 121, Federal Reserve Bank of Dallas.
• Caglio, Cecilia & Mayhew, Stewart, 2016. "Equity trading and the allocation of market data revenue," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 97-111.
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• Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2013. "Repo and Securities Lending," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 131-148, National Bureau of Economic Research, Inc.
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• Cipriani, Marco & Fostel, Ana & Houser, Daniel, 2021. "Leverage and asset prices: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 700-717.
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  • Marco Cipriani & Ana Fostel & Daniel Houser, 2020. "Leverage and Asset Prices: An Experiment," NBER Working Papers 26701, National Bureau of Economic Research, Inc.
• Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
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• Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018. "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
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• Rossen Trendafilov & Erick W Rengifo, 2012. "Regime Identification in Limit Order Books," Fordham Economics Discussion Paper Series dp2012_04, Fordham University, Department of Economics.
• Giulio Cifarelli & Paolo Paesani, 2012. "An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?," Working Papers - Economics wp2012_12.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Gernot Hinterleitner & Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2012. "A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality," Working Paper Series, Social and Economic Sciences 2012-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index trading and agricultural commodity prices: A panel Granger causality analysis," International Economics, CEPII research center, issue 126-127, pages 51-71.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
• Julien Barre & Alain Raybaut & Dominique Torre, 2012. "Banks Connectivity, Credit Risk Transfer and Stability of the Banking System," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 55(1), pages 75-96.
  • Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-00640936, HAL.
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index trading and agricultural commodity prices: A panel Granger causality analysis," International Economics, CEPII research center, issue 126-127, pages 51-71.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
• Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-01279771, HAL.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
  • Sanvi Avouyi-Dovi & Julien Idier., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
  • Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
• Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks Connectivity, Credit Risk Transfer, and Stability of the Banking System," Post-Print halshs-00723659, HAL.
• Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013. "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, vol. 37(C), pages 16-28.
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• Holmen, Martin & Kirchler, Michael & Kleinlercher, Daniel, 2014. "Do option-like incentives induce overvaluation? Evidence from experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 179-194.
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• Aase, Knut K., 2012. "What Puzzles? New insights in asset pricing," Discussion Papers 2012/13, Norwegian School of Economics, Department of Business and Management Science.
• Ødegaard, Bernt Arne, 2012. "Empirics of the Oslo Stock Exchange. Ownership results 1980-2009," UiS Working Papers in Economics and Finance 2012/4, University of Stavanger.
• Ødegaard, Bernt Arne, 2012. "Empirics of the Oslo Stock Exchange. Liquidity results 1980-2011," UiS Working Papers in Economics and Finance 2012/5, University of Stavanger.
• Ødegaard, Bernt Arne, 2012. "Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2011," UiS Working Papers in Economics and Finance 2012/6, University of Stavanger.
• Emhjellen, Magne & Osmundsen, Petter, 2012. "Rate of return requirement for climate versus petroleum projects," UiS Working Papers in Economics and Finance 2012/7, University of Stavanger.
• Rakkestad, Ketil & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2012. "The liquidity of the Secondary Market for Debt Securities in Norway," UiS Working Papers in Economics and Finance 2012/12, University of Stavanger.
• Holmberg, Ulf, 2012. "Essays on Credit Markets and Banking," Umeå Economic Studies 840, Umeå University, Department of Economics.
• Lönnbark, Carl, 2012. "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies 844, Umeå University, Department of Economics.
• Lönnbark, Carl, 2012. "Asymmetry with respect to the memory in stock market volatilities," Umeå Economic Studies 849, Umeå University, Department of Economics.
• Jenny Poschmann, 2012. "The Shadow Banking System - Survey and Typological Framework," Global Financial Markets Working Paper Series 27-2012, Friedrich-Schiller-University Jena.
• Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang, 2012. "Quantile Regression in Risk Calibration," SFB 649 Discussion Papers SFB649DP2012-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Gökhan Cebiroglu & Ulrich Horst, 2012. "Hidden Liquidity: Determinants and Impact," SFB 649 Discussion Papers SFB649DP2012-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Mahmoud Dehghan Nayeri & Ali Faal Ghayoumi & Mohammad Ali Bidari, 2012. "Factors Affecting the Value Relevance of Accounting Information," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(2), pages 76-84, April.
• Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
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  • Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
  • Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
• Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Laura García Sobral, 2012. "Responsible investments in a developing country: Case study of a Bolivian pilot experience," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 1(1), pages 60-71.
• Kangrong Tan & Meifen Chu, 2012. "Estimation Of Portfolio Return And Value At Risk Using A Class Of Gaussian Mixture Distributions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(1), pages 97-107.
• Francisco Sancho & Luis Rivera & Julio Rosales, 2012. "Housing Finance in Central America: What is Holding It Back?," Research Department Publications 4761, Inter-American Development Bank, Research Department.
• Hsinan Hsu & Emily Ho, 2012. "The Optimal Total Costs for Writing a Straddle," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 11(1), pages 13-24, June.
• Imroze Nandha & Harminder Singh & Randy Silvers, 2012. "Does Momentum Still Exist in the Australian Stock-Market?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 11(1), pages 89-92, June.
• Werner Kristjanpoller Rodriguez, 2012. "Day of the Week Effect in Latin American Stock Markets," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 27(1), pages 71-89, April.
• Marcela Jaramillo Jaramillo & María Antonieta García Benau, 2012. "Reacción del Mercado de Valores Mexicano ante los Escándalos Financieros: Evidencia Empírica," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 7(2), pages 129-153, Julio-Dic.
• Guillermo Sierra Juárez, 2012. "El Modelo SABR y su Relación con la Geometría Diferencial: Valuación de Opciones de Compra de Dólares del Banco de México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 7(2), pages 185-209, Julio-Dic.
• Hugo Eduardo Ramirez J. & Liliana Blanco Castañeda, 2012. "Optimización de Portafolios con Capital en Riesgo Acotado," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 7(2), pages 211-231, Julio-Dic.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Caepr Working Papers 2012-001, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, effciency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 2013-4, Department of Research, Ipag Business School.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," CAEPR Working Papers 2012-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, effciency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 2013-4, Department of Research, Ipag Business School.
• Essers, Dennis & Cassimon, Danny, 2012. "Washing away original sin: vulnerability to crisis and the role of local currency bonds in Sub-Saharan Africa," IOB Working Papers 2012.12, Universiteit Antwerpen, Institute of Development Policy (IOB).
• Villalba-Padilla, Fátima Irina & Flores-Ortega, Miguel, 2012. "Capacidad de predicción de los modelos GARCH simétricos aplicados a variables financieras de México 2001-2011," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(34), pages 81-124, segundo t.
• Pineda-Saavedra, HUgo & Sierra-Juárez, Guillermo, 2012. "Opciones reales en la evaluación económica de activos minerales y energéticos," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(35), pages 67-83, tercer tr.
• Caberra-Llanos, Agustín Ignacio. & López-Gil, Samantha Sofía. & López-Herrera, Francisco., 2012. "Dependencia de largo plazo en los rendimientos de acciones mexicanas selectas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(14), pages 59-78, primer se.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
  • Belke, Ansgar & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 338, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers 6567, Institute of Labor Economics (IZA).
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers 201203, ROME Network.
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• Sanjay Banerji & Rajesh S. N. Raj & Kunal Sen, 2016. "Monitoring Costs, Credit Constraints and Entrepreneurship," Manchester School, University of Manchester, vol. 84(5), pages 573-599, September.
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• Gicheva, Dora & Ionescu, Felicia & Simpson, Nicole B., 2012. "The Effects of Credit Status on College Attainment and College Completion," IZA Discussion Papers 6719, Institute of Labor Economics (IZA).
• Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen, 2012. "Oil Prices and Stock Prices of Alternative Energy Companies: Time Varying Relationship with Recent Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 8(2), pages 221-258, July.
• Florinita Duca, 2012. "What Determines The Capital Structure Of Listed Firms In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4(3a), pages 523-531, September.
• Barnett, William A. & Jawadi, Fredj, 2012. "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," MPRA Paper 40971, University Library of Munich, Germany.
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• Marcel Blais & Philip Protter, 2012. "Signing trades and an evaluation of the Lee–Ready algorithm," Annals of Finance, Springer, vol. 8(1), pages 1-13, February.
• Dilip Madan, 2012. "A two price theory of financial equilibrium with risk management implications," Annals of Finance, Springer, vol. 8(4), pages 489-505, November.
• Jürgen Huber & Michael Kirchler, 2012. "The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 15(1), pages 89-105, March.
• Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012. "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 179-215, June.
• Nicholas Rueilin Lee, 2012. "Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 449-468, December.
• David Downs & Z. Güner, 2012. "Information Producers and Valuation: Evidence from Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 167-183, January.
• William Hardin & Gow-Cheng Huang & Kartono Liano, 2012. "Dividend Size, Yield, Clienteles and REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 435-449, August.
• Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012. "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, vol. 23(2), pages 337-357, April.
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• John Turner & Wenwen Zhan, 2012. "Property rights and competing for the affections of Demos: the impact of the 1867 Reform Act on stock prices," Public Choice, Springer, vol. 150(3), pages 609-631, March.
• John Goodell & Richard Bodey, 2012. "Price-earnings changes during US presidential election cycles: voter uncertainty and other determinants," Public Choice, Springer, vol. 150(3), pages 633-650, March.
• Yoshie Saito, 2012. "The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 149-175, February.
• Shah Khalid & Wali Ullah & Fazli Rabbi, 2012. "Impact of Financial Reforms on Stock Price Index of Karachi Stock Exchange: An ARDL Cointegration Approach," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(1-2), pages 46-52, March-Jun.
• Sven Christian Berger & Bernd Skiera, 2012. "Elektronische Kreditmarktplätze: Funktionsweise, Gestaltung und Erkenntnisstand bei dieser Form des „Peer-to-Peer Lending“," Credit and Capital Markets, Credit and Capital Markets, vol. 45(3), pages 289-311.
• Karl-Heinz Tödter, 2012. "Risk Measurement with a Safety Belt: Pareto Meets Chebyshev," Credit and Capital Markets, Credit and Capital Markets, vol. 45(2), pages 175-187.
• De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014. "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 50-68.
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• Nadezda Sinenko & Deniss Titarenko & Mikus Arins, 2012. "Latvian Financial Stress Index," Discussion Papers 2012/01, Latvijas Banka.
• Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012. "A Reconsideration of Arrow-Lind: Risk Aversion, Risk Sharing, and Agent Choice," Cahiers de recherche 1201, CIRPEE.
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• Hassanzadeh , Ali & Kianvand , Mehran, 2012. "The Impact of Macroeconomic Variables on Stock Prices:The Case of Tehran Stock Exchange," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(2), pages 171-190, December.
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• Adeline Saillard, 2012. "The role of complementarity and the financial liberalization in the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne 12038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Martin Širůček, 2012. "Effect of money supply on the Dow Jones Industrial Average stock index," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(2), pages 399-408.
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• J. Vermeulen, 2012. "Belgium’s progress towards SEPA – the Single Euro Payments Area," Economic Review, National Bank of Belgium, issue iii, pages 45-68, December.
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• John Geanakoplos & Lasse Heje Pedersen, 2012. "Monitoring Leverage," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 113-127, National Bureau of Economic Research, Inc.
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• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2012. "Credit Supply and House Prices: Evidence from Mortgage Market Segmentation," NBER Working Papers 17832, National Bureau of Economic Research, Inc.
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• Farley Grubb, 2016. "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," Research in Economic History, in: Research in Economic History, volume 32, pages 147-224, Emerald Group Publishing Limited.
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• Frederico Belo & Pierre Collin-Dufresne & Robert S. Goldstein, 2012. "Endogenous Dividend Dynamics and the Term Structure of Dividend Strips," NBER Working Papers 18450, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012. "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers 18451, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012. "Do prices reveal the presence of informed trading?," NBER Working Papers 18452, National Bureau of Economic Research, Inc.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2012. "Building Castles in the Air: Evidence from Industry IPO Waves," NBER Working Papers 18555, National Bureau of Economic Research, Inc.
• Geert Bekaert & Alexander Popov, 2019. "On the Link Between the Volatility and Skewness of Growth," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 746-790, December.
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• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 201228, University of Pretoria, Department of Economics.
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• Vayanos, Dimitri & Wang, Jiang, 2012. "Theories of Liquidity," Foundations and Trends(R) in Finance, now publishers, vol. 6(4), pages 221-317, November.
• Rabindra Joshi, 2012. "Effects of Dividends on Stock Prices in Nepal," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 24(2), pages 61-75, October.
• Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
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• Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
  • Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," NBER Working Papers 14904, National Bureau of Economic Research, Inc.
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• Neil Shephard & Ole E. Barndorff-Nielsen, 2012. "Basics of Levy processes," Economics Series Working Papers 610, University of Oxford, Department of Economics.
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• Halmi Mirela, 2012. "The Correlation Between The Exchange Rate And The Direct Foreign Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 809-815, July.
• Trenca Ioan & Mutu Simona & Petria Nicolae, 2012. "Analyzing The European Market Of Interest Rate Swap Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 614-619, December.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012. "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business 12-01, Osaka University, Graduate School of Economics.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 354-389, 2012 06.
  • Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009. "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers 09-110/4, Tinbergen Institute.
• Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
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• Hui Chen & Scott Joslin, 2012. "Generalized Transform Analysis of Affine Processes and Applications in Finance," The Review of Financial Studies, Society for Financial Studies, vol. 25(7), pages 2225-2256.
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• Oana Caliþoiu, 2012. "The Role of Stock Exchange in Romanian Market Capital Development," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1306-1310, May.
• Munteanu Irena, 2012. "The Leasing Market in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1559-1562, May.
• Georgeta VINTILA & Floriniþa DUCA, 2012. "The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1741-1744, May.
• Duca Floriniþa & Mihalache Raluca Andreea, 2012. "Corporate Governance Codes and their Implementation," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1090-1093, Decembre.
• Radu Ioana & Sava Catalina Claudia, 2012. "Driving Economic Growth and Stock Market Liquidity through the Dynamics of the Mutual Fund Industry," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1341-1346, Decembre.
• Radu Ioana & Nistor Ioan Alin & Ciupac-Ulici Maria Lenuþa, 2012. "Main Determinants of the Mutual Funds Dynamics in Romania before and after the Financial Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1347-1352, Decembre.
• Bãtrînca Ghiorghe, 2012. "Practical Difficulties Generated by Cargo Description in Contracts for International Sale of Goods and Bills of Lading," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 5-9, Decembre.
• Birãu Felicia Ramona, 2012. "Statistical Analysis of Emerging Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(3), pages 1-61, Decembre.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2012. "Basics of Levy processes," Economics Papers 2012-W06, Economics Group, Nuffield College, University of Oxford.
  • Neil Shephard & Ole E. Barndorff-Nielsen, 2012. "Basics of Levy processes," Economics Series Working Papers 610, University of Oxford, Department of Economics.
• Eckhard Platen & Renata Rendek, 2012. "Approximating the numéraire portfolio by naive diversification," Journal of Asset Management, Palgrave Macmillan, vol. 13(1), pages 34-50, February.
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• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, vol. 4(3), pages 290-293, September.
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• Botos, Katalin, 2012. "‘Saving Capitalism from the Capitalists’," Public Finance Quarterly, Corvinus University of Budapest, vol. 57(1), pages 140-148.
• Kovács, Levente, 2012. "Bank Taxes in the European Union," Public Finance Quarterly, Corvinus University of Budapest, vol. 57(3), pages 332-346.
• Syeda Rabab Mudakkar & Jamshed Y. Uppal, 2012. "Risk Management in the Financial Services Sector—Applicability and Performance of VaR Models in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 399-417.
• Mohammad, Sulaiman D. & Naqvi, Syed Iqbal Hussain & Lal, Irfan & Zehra, Saba, 2012. "Arbitrage Price Theory (APT) and Karachi Stock Exchange (KSE)," MPRA Paper 106875, University Library of Munich, Germany.
• Simplice A. Asongu, 2013. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 186-201, December.
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• Dakshina G. De Silva & Rachel A. J. Pownall, 2014. "Going green: does it depend on education, gender or income?," Applied Economics, Taylor & Francis Journals, vol. 46(5), pages 573-586, February.
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• Arru, Daniela & Iacovoni, Davide & Monteforte, Libero & Pericoli, Filippo Maria, 2012. "EMU sovereign spreads and macroeconomic news," MPRA Paper 37200, University Library of Munich, Germany.
• Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping, 2012. "Eliminating Laboratory Asset Bubbles by Paying Interest on Cash," MPRA Paper 37321, University Library of Munich, Germany.
• Bicchetti, David & Maystre, Nicolas Maystre, 2013. "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, vol. 2(3-4), pages 233-239.
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• Asongu Simplice, 2011. "Democracy and Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute. 11/021, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "Democracy and Stock Market Performance in African Countries," MPRA Paper 38168, University Library of Munich, Germany.
• Selcuk, Cemil, 2012. "Distressed sales and liquidity in OTC markets," MPRA Paper 38188, University Library of Munich, Germany.
• Stavarek, Daniel & Heryan, Tomas, 2012. "Day of the week effect in central European stock markets," MPRA Paper 38431, University Library of Munich, Germany.
• FOUNANOU, Mathurin/M & RATSIMALAHELO, Zaka/Z, 2012. "Regulation and supervision of microfinance institutions: an example of cooperative credit society," MPRA Paper 39581, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Government Quality Determinants of Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute. 11/019, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "Government quality determinants of stock market performance in African countries," MPRA Paper 39631, University Library of Munich, Germany.
• Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso, 2012. "Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010) [Interaction between the stock market and economic growth: An assessment of the Portugues," MPRA Paper 39808, University Library of Munich, Germany.
• Delatte, Anne-Laure & Lopez, Claude, 2013. "Commodity and equity markets: Some stylized facts from a copula approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5346-5356.
  • Delatte, Anne-Laure & Lopez, Claude, 2012. "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," MPRA Paper 39860, University Library of Munich, Germany.
  • Delatte, A-L. & Lopez, C., 2013. "Commodity and Equity Markets: Some Stylized Facts from a Copula," Working papers 421, Banque de France.
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• Sinha, Pankaj & Goyal, Lavleen, 2012. "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper 40134, University Library of Munich, Germany.
• Sinha, Pankaj & Mathur, Kritika, 2012. "Evolution of security transaction tax in India," MPRA Paper 40165, University Library of Munich, Germany.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series 57_12, Rimini Centre for Economic Analysis.
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  • Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers 1207.5269, arXiv.org.
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• William Barnett & Fredj Jawadi, 2012. "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201237, University of Kansas, Department of Economics, revised Sep 2012.
  • Barnett, William A. & Jawadi, Fredj, 2012. "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," MPRA Paper 40971, University Library of Munich, Germany.
• Lazarevski, Dimche & Mrsik, Jadranka, 2012. "Reformed Pensions Systems in Central and Eastern Europe: Challenges to future safe pension benefits," MPRA Paper 41996, University Library of Munich, Germany.
• Luis Manuel, García Muñoz, 2012. "Collateral choice and the fundamental theorem of asset pricing," MPRA Paper 42451, University Library of Munich, Germany.
• Mukherjee, Dr. Kedar nath, 2012. "Corporate Bond Market in India: Current Scope and Future Challenges," MPRA Paper 42478, University Library of Munich, Germany.
• Vanini, Paolo, 2012. "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper 42536, University Library of Munich, Germany.
• Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2012. "Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones [A GARCH model with autorregresive conditional asymme," MPRA Paper 42548, University Library of Munich, Germany.
• Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan, 2012. "The dynamic relation between short sellers, option traders, and aggregate returns," MPRA Paper 42566, University Library of Munich, Germany.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012. "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper 42905, University Library of Munich, Germany.
• Rossi, Francesco, 2012. "UK cross-sectional equity data: The case for robust investability filters," European Economic Letters, European Economics Letters Group, vol. 1(1), pages 6-13.
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• Baumöhl, Eduard & Lyócsa, Štefan, 2012. "Constructing weekly returns based on daily stock market data: A puzzle for empirical research?," MPRA Paper 43431, University Library of Munich, Germany.
• Lyócsa, Štefan & Baumöhl, Eduard, 2012. "Testing the covariance stationarity of CEE stocks," MPRA Paper 43432, University Library of Munich, Germany.
• Carney, Richard W. & Liu, Wai-Man (Raymond) & Ngo, Phong T. H., 2012. "Responding to Financial Crisis: The Rise of State Ownership and Implications for Firm Performance," MPRA Paper 43600, University Library of Munich, Germany.
• Kohonen, Anssi, 2014. "Transmission of government default risk in the eurozone," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 71-85.
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• Hoffmann, Peter, 2012. "A dynamic limit order market with fast and slow traders," MPRA Paper 44621, University Library of Munich, Germany, revised Jan 2013.
• Shumska, Svitlana & Stepanenko-Lypovyk, Bohdana, 2012. "Міжнародні Злиття Та Поглинання У Фінансовому Секторі: Світові Тенденції Та Особливості Прояву В Україні [International mergers and acquisitions in financial sector: global trends and theirs featur," MPRA Paper 48426, University Library of Munich, Germany, revised Jul 2013.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012. "Mutual influence of the exchange assets: practical aspects," MPRA Paper 50785, University Library of Munich, Germany.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012. "The necessity of stock markets information incorporation into the methodology of credit rating agencies," MPRA Paper 50790, University Library of Munich, Germany.
• Kozmenko, Olha & Kuzmenko, Olha, 2012. "The integration of the banking, insurance and reinsurance markets in Russia and Ukraine," MPRA Paper 50842, University Library of Munich, Germany.
• Wagner, Helmut & Matanovic, Eva, 2012. "Volatility Impact of Stock Index Futures Trading - A Revised Analysis," MPRA Paper 51204, University Library of Munich, Germany.
• Ahmed, Tehseen & Malik, Saif Ullah, 2012. "Determinants of Inflow of Foreign Direct Investment (FDI) into Pakistan," MPRA Paper 54737, University Library of Munich, Germany.
• Gulino, Salvatore, 2012. "Obsolescence Of The 30-Year Mortgage," MPRA Paper 55354, University Library of Munich, Germany.
• Martin Širůček, 2012. "Effect of money supply on the Dow Jones Industrial Average stock index," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(2), pages 399-408.
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• Degiannakis, Stavros & Floros, Christos & Livada, Alexandra, 2012. "Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence," MPRA Paper 80463, University Library of Munich, Germany.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
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• Milan Bašta, 2012. "Wavelets and Estimation of Long Memory in Log Volatility and Time Series Perturbed by Noise," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2012(2), pages 3-20.
• Petr Dvořák, 2012. "Some Questions about Churning by Derivatives [K některým otázkám zjišťování churningu u derivátů]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2012(4), pages 6-14.
• Václav Leinweber, 2012. "Application of financial market approaches related to uncertainty into the area of Corporate Finance," Ekonomika a Management, Prague University of Economics and Business, vol. 2012(2), pages 24-36.
• Tomáš Buus, 2012. "What is Self-Influential Economic Theory?," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2012(1), pages 28-40.
• Michel Boutillier & Nathalie Lévy & Valérie Oheix, 2012. "Un siècle et demi d’activité titres des banques commerciales américaines (un plaidoyer pour l’unité et la plasticité du système de financement)," Revue d'Économie Financière, Programme National Persée, vol. 105(1), pages 49-70.
• Pierre Jacquet & Jean-Paul Pollin, 2012. "Systèmes financiers et croissance," Revue d'Économie Financière, Programme National Persée, vol. 106(2), pages 77-108.
• Arnoud W. A. Boot & Matej Marinč, 2012. "La stabilité du secteur bancaire : gérer la négociabilité et la complexité," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 171-194.
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• Błażej Mazur & Mateusz Pipień, 2012. "On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(2), pages 95-116, June.
• Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2012. "Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 199-213, September.
• Frank Milne, 2012. "Economic Crises: The Impact On Australia And Canada," Working Paper 1296, Economics Department, Queen's University.
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• Jianfeng Yu, 2012. "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 317-335, October.
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• Jianfeng Yu, 2012. "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 317-335, October.
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• Jianfeng Yu, 2012. "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 317-335, October.
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• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
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• Josef Schroth, 2012. "Financial Crisis Resolution," Staff Working Papers 12-42, Bank of Canada.
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• Muhammad Farhan Malik & Muhammad Usman Qureshi & Muhammad Azeem, 2012. "Determination of Share Price: Evidence from Karachi Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(43), pages 97-114, March.
• Nawazish Mirza & Ayesha Afzal, 2012. "Some Preliminary Evidence on Stock Price Bubbles in an Emerging Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(44), pages 55-86, June.
• Suhail Palakkod, 2012. "Integration of Capital, Commodity and Currency Markets: A Study on Volatility Spillover," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(44), pages 87-100, June.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Papers 1112.6169, arXiv.org.
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• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
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• Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei, 2013. "Do jumps contribute to the dynamics of the equity premium?," Journal of Financial Economics, Elsevier, vol. 110(2), pages 457-477.
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• Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012. "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper 40223, University Library of Munich, Germany.
  • Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series 57_12, Rimini Centre for Economic Analysis.
  • C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012. "Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil," Working Papers wp841, Dipartimento Scienze Economiche, Universita' di Bologna.
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• Siackhachanh, A. Noy, 2012. "Strengthening the Financial System and Mobilizing Savings to Support More Balanced Growth in ASEAN+3," Working Papers on Regional Economic Integration 94, Asian Development Bank.
• Leonardo Becchetti & Nicola Ciampoli, 2012. "What is New in the Finance-growth Nexus: OTC Derivatives, Bank Assets and Growth," CEIS Research Paper 243, Tor Vergata University, CEIS, revised 20 Jul 2012.
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• Gomes, Luís & Soares, Vasco, 2012. "Dependência De Longo Prazo Em Retornos Accionistas: Modelação E Evidência Empírica Internacional," Working Papers 23/2012, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
• Alghalith, Moawia & Polius, Tracy & Franklin, Martin, 2012. "The Impact of the Exchange Rate on the Stock Market - L’impatto del tasso di cambio sul mercato azionario," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 65(4), pages 495-502.
• Faugere, Christophe, 2012. "Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market," Journal of Financial Transformation, Capco Institute, vol. 34, pages 129-148.
• Carmona, Julio & León, Ángel & Vaello-Sebastià, Antoni, 2012. "Executive Stock Options and Time Diversification," QM&ET Working Papers 12-16, University of Alicante, D. Quantitative Methods and Economic Theory.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
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• Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI, 2012. "The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange," Business Excellence and Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 2(3), pages 63-76, September.
• Florinita DUCA, 2012. "An Investigation into the Impact of the Usage of Debt on the Profitability of Romanian Companies," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(3), pages 84-87, September.
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• Leonardo Becchetti & Nicola Ciampoli, 2012. "What is new in the finance-growth nexus: OTC derivatives, bank assets and growth," Econometica Working Papers wp40, Econometica.
  • Leonardo Becchetti & Nicola Ciampoli, 2012. "What is New in the Finance-growth Nexus: OTC Derivatives, Bank Assets and Growth," CEIS Research Paper 243, Tor Vergata University, CEIS, revised 20 Jul 2012.
  • Becchetti, Leonardo & Ciampoli, Nicola, 2012. "What is new in the finance-growth nexus: OTC derivatives, bank assets and growth," AICCON Working Papers 110-2012, Associazione Italiana per la Cultura della Cooperazione e del Non Profit.
• Federico Nucera, 2012. "The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 6, December.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 0338, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Agata Gemzik-Salwach, 2012. "The Use Of A Value At Risk Measure For The Analysis Of Bank Interest Margins," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 8(4), pages 15-29, February.
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• Joachim Grammig & Erik Theissen, 2012. "Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 64(2), pages 82-100, April.
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• Sarah Draus & Mark van Achter, 2012. "Circuit Breakers and Market Runs," CSEF Working Papers 313, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
• Xavier De Scheemaekere & Kim Oosterlinck & Ariane Szafarz, 2012. "Addressing Economic Crises: The Reference-Class Problem," Working Papers CEB 12-024, ULB -- Universite Libre de Bruxelles.
• Bruno Cara Giovannetti & Guilherme B. Martins, 2012. "Do Margin Requirements Affect Asset Prices?," Working Papers, Department of Economics 2012_17, University of São Paulo (FEA-USP).
• Rodrigo De-Losso & Alan De Genaro, Bruno C. Giovannetti, 2012. "Testing the Effects of Short-Selling Restrictions on Asset Prices," Working Papers, Department of Economics 2012_18, University of São Paulo (FEA-USP).
• Nurullah Gur, 2012. "Financial Constraints, Quality of Institutions and Firm Size: What Do Perceptions Tell Us?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 2(2), pages 17-36, December.
• Michał Barski & Jerzy Zabczyk, 2012. "Forward rate models with linear volatilities," Finance and Stochastics, Springer, vol. 16(3), pages 537-560, July.
• Ruodu Wang & Liang Peng & Jingping Yang, 2013. "Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities," Finance and Stochastics, Springer, vol. 17(2), pages 395-417, April.
• Denis Belomestny & John Schoenmakers & Fabian Dickmann, 2013. "Multilevel dual approach for pricing American style derivatives," Finance and Stochastics, Springer, vol. 17(4), pages 717-742, October.
• Tomasz Wisniewski & Geoffrey Lightfoot & Simon Lilley, 2012. "Speculating on presidential success: exploring the link between the price–earnings ratio and approval ratings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 106-122, January.
• M. Berument & Nukhet Dogan, 2012. "Stock market return and volatility: day-of-the-week effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 282-302, April.
• Achim Himmelmann & Dirk Schiereck & Marc Simpson & Moritz Zschoche, 2012. "Long-term reactions to large stock price declines and increases in the European stock market: a note on market efficiency," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 400-423, April.
• Tarek Coury & Emanuela Sciubba, 2012. "Belief heterogeneity and survival in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 37-58, January.
  • Tarek Coury & Emanuela Sciubba, 2006. "Belief Heterogeneity and Survival in Incomplete Markets," Birkbeck Working Papers in Economics and Finance 0613, Birkbeck, Department of Economics, Mathematics & Statistics.
• Moritz Bassemir & Günther Gebhardt & Sascha Leyh, 2012. "Der Basiszinssatz in der Praxis der Unternehmensbewertung: Quantifizierung eines systematischen Bewertungsfehlers," Schmalenbach Journal of Business Research, Springer, vol. 64(6), pages 655-678, September.
• Klaus Schredelseker, 2012. "Finanzkrise — Mitschuld der Theorie?," Schmalenbach Journal of Business Research, Springer, vol. 64(8), pages 833-845, December.
• Bernhard Pellens & Kai Lehmann, 2012. "Managementprognosen und Analystenschätzungen — Eine deskriptive Analyse auf Basis der HDAX-Unternehmen," Schmalenbach Journal of Business Research, Springer, vol. 64(8), pages 873-892, December.
• Renata KARKOWSKA, 2012. "Towards A Measurement Scale For Contagion Effect On Capital Market," Journal of Advanced Research in Management, ASERS Publishing, vol. 0(2), pages 103-110, December.
• Lu s Pacheco, 2012. "Moody S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 58-83.
  • Pacheco, Luis, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers 22/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  • Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
• Simplice A ASONGU, 2012. "Globalization Financial Crisis And Contagion Time Dynamic Evidence From Financial Markets Of Developing Countries," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(2), pages 131-139.
  • Asongu Simplice, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," Working Papers of the African Governance and Development Institute. 11/004, African Governance and Development Institute..
  • Simplice A, Asongu, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper 30120, University Library of Munich, Germany.
• Simplice A. ASONGU, 2012. "Globalization, Financial Crisis And Contagion: Time - Dynamic Evidence From Financial Markets Of Developing Countries," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 131-139, January.
  • Asongu Simplice, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," Working Papers 11/004, African Governance and Development Institute..
  • Simplice A, Asongu, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper 30120, University Library of Munich, Germany.
• Luís Pacheco, 2012. "Moody’S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 68-83, June.
  • Pacheco, Luis, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers 22/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  • Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
• Cross, Rod & Kozyakin, Victor, 2012. "Fact And Fiction In FX Arbitrage Processes," SIRE Discussion Papers 2012-86, Scottish Institute for Research in Economics (SIRE).
  • Rod Cross & Victor Kozyakin, 2012. "Fact and Fiction in FX Arbitrage Processes," Working Papers 1211, University of Strathclyde Business School, Department of Economics.
  • Rod Cross & Victor Kozyakin, 2014. "Fact and fictions in FX arbitrage processes," Working Papers 1403, University of Strathclyde Business School, Department of Economics.
  • Cross, Rod & Kozyakin, Victor, 2014. "Fact And Fictions In FX Arbitrage Processes," SIRE Discussion Papers 2014-003, Scottish Institute for Research in Economics (SIRE).
• Wang, Jianxin & Yang, Minxian, 2013. "On the risk return relationship," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 132-141.
  • Jianxin Wang & Minxian Yang, 2012. "On the Risk Return Relationship," Discussion Papers 2012-31, School of Economics, The University of New South Wales.
• Abdulnasser Hatemi-J & Youssef El-Khatib, 2012. "Stochastic optimal hedge ratio: theory and evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 699-703, May.
  • Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010. "Stochastic optimal hedge ratio: Theory and evidence," MPRA Paper 26153, University Library of Munich, Germany.
• Gazi Mainul Hassan & Hisham M. Al refai, 2012. "Can macroeconomic factors explain equity returns in the long run? The case of Jordan," Applied Financial Economics, Taylor & Francis Journals, vol. 22(13), pages 1029-1041, July.
  • Hassan, Gazi & Hisham, Al refai, 2010. "Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan," MPRA Paper 22713, University Library of Munich, Germany.
• John Cotter & Jim Hanly, 2012. "Hedging effectiveness under conditions of asymmetry," The European Journal of Finance, Taylor & Francis Journals, vol. 18(2), pages 135-147, February.
  • Cotter, John & Hanly, James, 2007. "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper 3501, University Library of Munich, Germany.
  • John Cotter & Jim Hanly, 2011. "Hedging Effectiveness under Conditions of Asymmetry," Papers 1103.5411, arXiv.org.
  • John Cotter & Jim Hanly, 2011. "Hedging Effectiveness under Conditions of Asymmetry," Working Papers 200843, Geary Institute, University College Dublin.
• Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012. "The cost of sustainability in optimal portfolio decisions," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
  • Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010. "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers 2010/15, Sustainable Investment Research Platform.
  • Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011. "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica 84/2011, Università di Perugia, Dipartimento Economia.
• Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Dungey, Mardi & Luciani, Matteo & Veredas, David, 2012. "Ranking systemically important financial institutions," Working Papers 15473, University of Tasmania, Tasmanian School of Business and Economics, revised 21 Nov 2012.
  • Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
• Martin Scholtus & Dick van Dijk, 2012. "High-Frequency Technical Trading: The Importance of Speed," Tinbergen Institute Discussion Papers 12-018/4, Tinbergen Institute.
• Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
  • Dungey, Mardi & Luciani, Matteo & Veredas, David, 2012. "Ranking systemically important financial institutions," Working Papers 15473, University of Tasmania, Tasmanian School of Business and Economics, revised 21 Nov 2012.
• Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014. "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 89-105.
  • Martin L. Scholtus & Dick van Dijk & Bart Frijns, 2012. "Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements," Tinbergen Institute Discussion Papers 12-121/III, Tinbergen Institute.
• Kees E. Bouwman & Elvira Sojli & Wing Wah Tham, 2012. "Aggregate Stock Market Illiquidity and Bond Risk Premia," Tinbergen Institute Discussion Papers 12-140/IV/DSF46, Tinbergen Institute.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011. "Sunshine trading: Flashes of trading intent at the NASDAQ," Working Paper 2011/17, Norges Bank.
  • Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Sunshine Trading: Flashes of Trading Intent at the NASDAQ," Tinbergen Institute Discussion Papers 12-141/IV/DSF47, Tinbergen Institute.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
• Marcelo Bianconi & Joe A. Yoshino, 2012. "Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation," Discussion Papers Series, Department of Economics, Tufts University 0772, Department of Economics, Tufts University.
• John Cotter & Stuart Gabriel & Richard Roll, 2012. "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers 1208.0371, arXiv.org.
  • John Cotter & Stuart Gabriel & Richard Roll, 2012. "Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust," Working Papers 201217, Geary Institute, University College Dublin.
• Conlon, Thomas & Cotter, John, 2013. "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, vol. 36(C), pages 371-379.
  • Thomas Conlon & John Cotter, 2012. "Downside risk and the energy hedger's horizon," Working Papers 201219, Geary Institute, University College Dublin.
• Ľuboš Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740-781.
  • Stambaugh, Robert F. & Pástor, LuboÅ¡, 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
  • Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 15-24, Eastern Mediterranean University, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working papers 2012-27, University of Connecticut, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 201228, University of Pretoria, Department of Economics.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
• Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo.
  • Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012. "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers 12/12, School of Economics and Business Administration, University of Navarra.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
• Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013. "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
  • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo.
  • Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
• Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio, 2013. "Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 124-145.
  • Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012. "Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis," Faculty Working Papers 22/12, School of Economics and Business Administration, University of Navarra.
• Bicchetti, David & Maystre, Nicolas Maystre, 2013. "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, vol. 2(3-4), pages 233-239.
  • Bicchetti, David & Maystre, Nicolas, 2012. "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper 37486, University Library of Munich, Germany.
  • David Bicchetti & Nicolas Maystre, 2012. "The Synchronized And Long-Lasting Structural Change On Commodity Markets: Evidence From High Frequency Data," UNCTAD Discussion Papers 208, United Nations Conference on Trade and Development.
• Ammann, Manuel & Frey, Roman & Verhofen, Michael, 2012. "Do Newspaper Articles Predict Aggregate Stock Returns?," Working Papers on Finance 1204, University of St. Gallen, School of Finance.
• Ke Du & Eckhard Platen & Renata Rendek, 2012. "Modeling of Oil Prices," Research Paper Series 321, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen & Renata Rendek, 2012. "The Affine Nature of Aggregate Wealth Dynamics," Research Paper Series 322, Quantitative Finance Research Centre, University of Technology, Sydney.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Dunbar, Kwamie & Amin, Abu S., 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt," Review of Financial Economics, Elsevier, vol. 21(3), pages 141-152.
  • Kwamie Dunbar & Abu S. Amin, 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt," Review of Financial Economics, John Wiley & Sons, vol. 21(3), pages 141-152, September.
• Dilip B. Madan, 2012. "Execution Costs And Efficient Execution Frontiers," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-18.
• Dilip B. Madan, 2012. "Execution Costs And Efficient Execution Frontiers," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-18.
• Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013. "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-24.
• Ioana VIASU & Constantin CHILARESCU, 2012. "Mixtures of Laws: a New Method to Estimate the Parameters," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 5(17), pages 5-22.
• Aurora Murgea & Robert D. Reisz, 2013. "Does the Market Make us Happy? The Stock Market and Well-being," Economia politica, Società editrice il Mulino, issue 1, pages 69-86.
  • Aurora Murgea & Robert Reisz, 2012. "Does the market make us happy? The stock market and well-being," FEAA Working Papers 2012.FEAA.F.03, West University of Timisoara, Romania, Faculty of Economics and Business Administration.
• Martins-Filho, Carlos & Yao, Feng & Torero, Maximo, 2018. "Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory," Econometric Theory, Cambridge University Press, vol. 34(1), pages 23-67, February.
  • Carlos Martins-Filho & Feng Yao & Maximo Torero, 2012. "Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory," Working Papers 13-05, Department of Economics, West Virginia University.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016. "The trend is our friend: Risk parity, momentum and trend following in global asset allocation," Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 63-80.
  • 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," Discussion Papers 12/25, Department of Economics, University of York.
  • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers 2013-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2014. "Trend following, risk parity and momentum in commodity futures," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 1-12.
  • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "Trend Following, Risk Parity and Momentum in Commodity Futures," Discussion Papers 12/28, Department of Economics, University of York.
• Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
  • Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank.
  • Falk Bräuning & Falko Fecht, 2016. "Relationship lending in the interbank market and the price of liquidity," Working Papers 16-7, Federal Reserve Bank of Boston.
• Jank, Stephan, 2012. "Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability," CFR Working Papers 12-08, University of Cologne, Centre for Financial Research (CFR).
• Kraemer-Eis, Helmut & Lang, Frank, 2012. "The importance of leasing for SME finance," EIF Working Paper Series 2012/15, European Investment Fund (EIF).
• Lee, Bong Soo & Ryu, Doojin, 2012. "Stock returns and implied volatility: A new VAR approach," Economics Discussion Papers 2012-51, Kiel Institute for the World Economy (IfW Kiel).
• Aloud, Monira & Tsang, Edward & Olsen, Richard & Dupuis, Alexandre, 2012. "A directional-change event approach for studying financial time series," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-17.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
  • Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers 6567, Institute of Labor Economics (IZA).
  • Belke, Ansgar & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 338, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers 201203, ROME Network.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More?: The Impact of the Demographic Factor," Discussion Papers of DIW Berlin 1211, DIW Berlin, German Institute for Economic Research.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Wang, Weining, 2012. "Quantile regression in risk calibration," SFB 649 Discussion Papers 2012-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Cebiroğlu, Gökhan & Horst, Ulrich, 2012. "Hidden liquidity: Determinants and impact," SFB 649 Discussion Papers 2012-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
• Urban Jermann & Vincenzo Quadrini, 2012. "Macroeconomic Effects of Financial Shocks," American Economic Review, American Economic Association, vol. 102(1), pages 238-271, February.
  • Quadrini, Vincenzo & Jermann, Urban, 2009. "Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers 7451, C.E.P.R. Discussion Papers.
  • Urban Jermann & Vincenzo Quadrini, 2009. "Macroeconomic Effects of Financial Shocks," NBER Working Papers 15338, National Bureau of Economic Research, Inc.
• Simplice A. Asongu, 2013. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 186-201, December.
  • Simplice A, Asongu, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," MPRA Paper 36055, University Library of Munich, Germany.
  • Asongu Simplice, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Working Papers of the African Governance and Development Institute. 12/004, African Governance and Development Institute..
• Ferto, Imre & Fogarasi, Jozsef, 2011. "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114351, European Association of Agricultural Economists.
  • Ferto, Imre & Fogarasi, Jozsef, 2012. "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122510, European Association of Agricultural Economists.
• Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(3), pages 339-357, August.
  • Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-19, August.
• Robert Becker & Stefano Bosi & Cuong Van & Thomas Seegmuller, 2015. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 329-353, February.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," AMSE Working Papers 1231, Aix-Marseille School of Economics, France, revised 11 Nov 2012.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302535, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Working Papers halshs-00793530, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00793530, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 2014-105, Department of Research, Ipag Business School.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne 14040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01020635, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Post-Print halshs-01020635, HAL.
• Maria-Lenuta CIUPAC-ULICI, 2012. "Do structural break tests identify capital increase?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 114-120, December.
• Maria-Miruna POCHEA & Angela-Maria FILIP, 2012. "Identifying arbitrage opportunities on SIBEX market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 121-130, December.
• Ioan TRENCA & Eva DEZSI, 2012. "Financial contagion on the Romanian stock market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 27-36, December.
• Ioan Alin NISTOR & Maria-Lenuta CIUPAC-ULICI & Mircea-Cristian GHERMAN, 2012. "Stock markets liberalization affects volatility?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 45-51, December.
• Felicia Ramona Birău, 2012. "The Implications Of Liquidity Crises In The Context Of Emerging Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(18), pages 189-193, April.
• İmre Ersoy, 2012. "Government debt vs. financial depth dilemma in developing countries: The case of Turkey," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 62(3), pages 345-362, September.
• Erdal Atukeren & Aylin Seçkin, 2012. "Determinants of sales rates at Turkish art auctions," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 62(4), pages 489-503, December.
• Philip Bond & Alex Edmans & Itay Goldstein, 2012. "The Real Effects of Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 339-360, October.
  • Philip Bond & Alex Edmans & Itay Goldstein, 2011. "The Real Effects of Financial Markets," NBER Working Papers 17719, National Bureau of Economic Research, Inc.
• Leonid Kogan & Dimitris Papanikolaou, 2012. "Economic Activity of Firms and Asset Prices," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 361-384, October.
• Martin Cherkes, 2012. "Closed-End Funds: A Survey," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 431-445, October.
• Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2013. "The reactive volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 13(11), pages 1697-1706, November.
  • Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012. "The Reactive Volatility Model," Papers 1209.5190, arXiv.org, revised Apr 2013.
• Pasquale Tridico, 2012. "Italy from economic decline to the current crisis," Working Papers 0005, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro.
  • Pasquale Tridico, 2013. "Italy: From Economic Decline to the Current crisis," Departmental Working Papers of Economics - University 'Roma Tre' 0173, Department of Economics - University Roma Tre.
• Mehmet Kerim Gokay & Zumrut Imamoglu & Baris Soybilgen, 2012. "Credit Crunch Or not? Case of Turkey during the Global Economic Crisis," Working Papers 006, Bahcesehir University, Betam.
• ?enol Emir & Hasan Din?er & Mehpare Timor, 2012. "A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 106-122, August.
• Cornelia Pop & Dragos Bozdog & Adina Calugaru, 2012. "A Frontier Market Case: Does Bucharest Stock Exchange Have A Leading Domestic Index?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Staff Working Papers 12-35, Bank of Canada.
• Josef Schroth, 2012. "Financial Crisis Resolution," 2012 Meeting Papers 617, Society for Economic Dynamics.
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• Galo Nuño & Carlos Thomas, 2017. "Bank Leverage Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 32-72, April.
  • Galo Nuño & Carlos Thomas, 2012. "Bank leverage cycles," Working Papers 1222, Banco de España.
  • Carlos Thomas & Galo Nuno, 2013. "Bank Leverage Cyles," 2013 Meeting Papers 220, Society for Economic Dynamics.
  • Thomas, Carlos & Nuño, Galo, 2013. "Bank leverage cycles," Working Paper Series 1524, European Central Bank.
• Marcello Pericoli, 2014. "Real Term Structure and Inflation Compensation in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 1-42, March.
  • Marcello Pericoli, 2012. "Real term structure and inflation compensation in the euro area," Temi di discussione (Economic working papers) 841, Bank of Italy, Economic Research and International Relations Area.
• Marcello Pericoli, 2012. "Expected inflation and inflation risk premium in the euro area and in the United States," Temi di discussione (Economic working papers) 842, Bank of Italy, Economic Research and International Relations Area.
• Arsalan Siraj Mir & Attaur Rahman, 2012. "Lead lag Relationship: Analysis of KSE," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 4(2), pages 44-56, October.
• Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt, 2011. "Equity Yields," NBER Working Papers 17416, National Bureau of Economic Research, Inc.
  • Jules Vanbinsbergen & Wouter H. Hueskes & Ralph Koijen & Evert B Vrugt, 2012. "Equity Yields," Working Papers 2012-007, Becker Friedman Institute for Research In Economics.
• Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014. "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
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• Borio, Claudio, 2014. "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
  • Claudio Borio, 2012. "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers 395, Bank for International Settlements.
• Fernando Borraz & Gerardo Licandro & Jorge Ponce, 2012. "Precios de viviendas. una metodología para evaluar desvíos respecto a sus fundamentos," Documentos de trabajo 2012016, Banco Central del Uruguay.
• Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 7f1ffc85-7ad2-4d99-82a2-b, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 6316f2ea-660e-4b55-82fc-1, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.
• Neville Zivanayi Mandimika & Zivanemoyo Chinzara, 2012. "Risk–Return Trade-Off And Behaviour Of Volatility On The South African Stock Market: Evidence From Both Aggregate And Disaggregate Data," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 345-366, September.
• Anders C. Johansson, 2012. "China’s Growing Influence in Southeast Asia – Monetary Policy and Equity Markets," The World Economy, Wiley Blackwell, vol. 35(7), pages 816-837, July.
  • Johansson, Anders C., 2010. "China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets," Working Paper Series 2010-16, Stockholm School of Economics, China Economic Research Center.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Identifying cross-sided liquidity externalities," Working Paper 2012/20, Norges Bank.
  • Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2013. "Identifying Cross-Sided Liquidity Externalities," Tinbergen Institute Discussion Papers 13-154/IV/DSF63, Tinbergen Institute.
• de Vincent-Humphreys, Rupert & Noss, Joseph, 2012. "Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions," Bank of England working papers 455, Bank of England.
• Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2013. "A network model of financial system resilience," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 219-235.
  • Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2011. "A network model of financial system resilience," SFB 649 Discussion Papers 2011-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2012. "A network model of financial system resilience," Bank of England working papers 458, Bank of England.
• Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2015. "Reputation, risk-taking, and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 428-439.
  • Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2012. "Reputation, risk-taking and macroprudential policy," Bank of England working papers 462, Bank of England.
• Benos, Evangelos & Sagade, Satchit, 2012. "High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market," Bank of England working papers 469, Bank of England.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2014. "Does relationship matter? The choice of financial advisors," Journal of Economics and Business, Elsevier, vol. 73(C), pages 22-47.
  • Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2012. "Does relationship matter? : The choice of financial advisors," Research Discussion Papers 28/2012, Bank of Finland.
• Beum-Jo Park, 2012. "Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(3), pages 157-187, September.
• Doo Won Bang & Yun Woo Park, 2012. "The Nature and Determinants of the Loss Given Default of Residential Mortgage Loans: Evidence from the Apartment Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(4), pages 51-83, December.
• Jong Lee & Jaemin Ryu & Dimitrios Tsomocos, 2013. "Measures of systemic risk and financial fragility in Korea," Annals of Finance, Springer, vol. 9(4), pages 757-786, November.
  • Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series 57_12, Rimini Centre for Economic Analysis.
  • C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012. "Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil," Working Papers wp841, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers 1207.5269, arXiv.org.
  • Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012. "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper 40223, University Library of Munich, Germany.
• Mehmet Adak, 2012. "The Istanbul Stock Exchange and Economic Growth," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(48), pages 13-30, January.
• Julien Barre & Alain Raybaut & Dominique Torre, 2012. "Banks Connectivity, Credit Risk Transfer and Stability of the Banking System," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 55(1), pages 75-96.
  • Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-00640936, HAL.
• Michel Boutillier & Nathalie Lévy & Valérie Oheix, 2012. "Un siècle et demi d'activité titres des banques commerciales américaines Un plaidoyer pour l'unité et la plasticité du système de financement," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 49-70.
• Pierre Jacquet & Jean-Paul Pollin, 2012. "Systèmes financiers et croissance," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 77-110.
• Jonathan Peillex & Loredana Ureche-Rangau, 2012. "Création d'un indice boursier islamique sur la place financière de Paris : méthodologie et performance," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 289-314.
• Andres, P. & Harvey, A., 2012. "The Dyanamic Location/Scale Model: with applications to intra-day financial data," Cambridge Working Papers in Economics 1240, Faculty of Economics, University of Cambridge.
• Walther, A., 2012. "Asset price manipulation with several traders," Cambridge Working Papers in Economics 1242, Faculty of Economics, University of Cambridge.
• Koenig, P., 2012. "The effect of LNG on the rleationship between UK and Continental European natural gas markets," Cambridge Working Papers in Economics 1253, Faculty of Economics, University of Cambridge.
• David Longworth, 2012. "Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 361, September.
• Jeremy Fraiberg, 2012. "Finding Common Cause: The Renewed Quest for a National Securities Regulator," e-briefs 136, C.D. Howe Institute.
• Joachim Ragnitz & Johannes Steinbrecher, 2012. "Finanzierungserfordernisse des sächsischen Handwerks: gegenwärtige Situation, Perspektiven und wirtschaftspolitische Implikationen," ifo Dresden Studien, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 62.
• Rui Soares, 2012. "Debt-to-equity Swaps in Eurozone´s Banking Sector: Minor Short-term Pain for Substantial Long-term Gain," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 13(02), pages 40-44, July.
• Rui Soares, 2012. "Debt-to-equity Swaps in Eurozone´s Banking Sector: Minor Short-term Pain for Substantial Long-term Gain," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 13(2), pages 40-44, July.
• Georg Erber, 2012. "Eurobonds und Transferleistungen innerhalb der Eurozone," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(01), pages 14-19, January.
• Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010. "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 633-647, October.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-684, CIRJE, Faculty of Economics, University of Tokyo.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series CARF-F-187, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A., 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," Econometric Institute Research Papers EI 2009-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013. "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, vol. 37(C), pages 16-28.
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  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," Working Papers 2012-20, CEPII research center.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," EconomiX Working Papers 2012-42, University of Paris Nanterre, EconomiX.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Malay Kanti Roy & Hirak Ray & Tamojit Roy, 2012. "Benefits From International Diversification: Indian Experiences," Journal Articles, Center For Economic Analyses, pages 5-16, June.
• Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012. "Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis," CNMV Working Papers CNMV Working Papers no. 5, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Daiver Cardona Salgado, 2012. "Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, August.
• Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo, 2012. "Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos," Documentos de Trabajo de Valor Público 10669, Universidad EAFIT.
• José Armando Hernández, 2012. "Propuesta metodológica para la construcción de un ranking de emisores en la Bolsa de Valores de Colombia," Revista Equidad y Desarrollo, Universidad de la Salle, June.
• Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini, 2012. "Interval and fuzzy Average Internal Rate of Return for investment appraisal," Proyecciones Financieras y Valoración 9641, Master Consultores.
• Carlo Alberto Magni, 2012. "The AIRR Approach for Investment Performance Measurement," Proyecciones Financieras y Valoración 9652, Master Consultores.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
• Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
  • Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
  • Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
  • Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
  • Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
• Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2013. "The Wealth-Consumption Ratio," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(1), pages 38-94.
  • Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "The Wealth-Consumption Ratio," NBER Working Papers 13896, National Bureau of Economic Research, Inc.
  • Verdelhan, Adrien & Van Nieuwerburgh, Stijn & Lustig, Hanno, 2012. "The Wealth-Consumption Ratio," CEPR Discussion Papers 9022, C.E.P.R. Discussion Papers.
• Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd, 2013. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," Energy Economics, Elsevier, vol. 36(C), pages 491-502.
  • Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling, 2012. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," CQE Working Papers 2312, Center for Quantitative Economics (CQE), University of Muenster.
• Martin Bohl & Philipp Kaufmann & Patrick Stephan, 2012. "From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks," CQE Working Papers 2412, Center for Quantitative Economics (CQE), University of Muenster.
• María José Palacín-Sánchez & Eulalia María Jara-Corrales, 2012. "El mercado alternativo bursátil en España: una valoración," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 35(98), pages 77-88, Agosto.
• Tianyi Wang & Zhuo Huang, 2012. "The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 211-236, May.
• Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-19, August.
  • Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(3), pages 339-357, August.
• Franke, Günter & Herrmann, Markus & Weber, Thomas, 2012. "Loss Allocation in Securitization Transactions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(5), pages 1125-1153, October.
  • Günter Franke & Markus Herrmann & Thomas Weber, 2011. "Loss Allocation in Securitization Transactions," Working Paper Series of the Department of Economics, University of Konstanz 2011-22, Department of Economics, University of Konstanz.
• Jaroslav Baran & Jiří Witzany, 2012. "A Comparison of EVT and Standard VaR Estimations," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 19(29).
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
  • Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers 6567, Institute of Labor Economics (IZA).
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More?: The Impact of the Demographic Factor," Discussion Papers of DIW Berlin 1211, DIW Berlin, German Institute for Economic Research.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers 201203, ROME Network.
  • Belke, Ansgar & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 338, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Farley Grubb, 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," Working Papers 12-07, University of Delaware, Department of Economics.
• in ’t Veld, Daan & van Lelyveld, Iman, 2014. "Finding the core: Network structure in interbank markets," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 27-40.
  • Iman van Lelyveld & Daan in 't Veld, 2012. "Finding the core: Network structure in interbank markets," DNB Working Papers 348, Netherlands Central Bank, Research Department.
• Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013. "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, vol. 37(C), pages 16-28.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," Working Papers 2012-20, CEPII research center.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2013. "On the links between stock and commodity markets’ volatility," Post-Print hal-01385868, HAL.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," EconomiX Working Papers 2012-42, University of Paris Nanterre, EconomiX.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," Working Papers hal-04141042, HAL.
• Nurullah Gur, 2012. "Financial Constraints, Quality of Institutions and Firm Size: What Do Perceptions Tell Us?," Eurasian Economic Review, Eurasia Business and Economics Society, vol. 2(2), pages 17-36, Fall.
• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011. "Credit Risk in General Equilibrium," Working Papers 172, Oesterreichische Nationalbank (Austrian Central Bank).
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo.
  • Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012. "Credit risk in general equilibrium," Working Paper Series 1445, European Central Bank.
• Larcker, David F. & McCall, Allan L. & Ormazabal, Gaizka, 2012. "The Economic Consequences of Proxy Advisor Say-on-Pay Voting Policies," Research Papers 2105, Stanford University, Graduate School of Business.
• Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2013. "A Markov-switching multifractal inter-trade duration model, with application to US equities," Journal of Econometrics, Elsevier, vol. 177(2), pages 320-342.
  • Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," NBER Working Papers 18078, National Bureau of Economic Research, Inc.
  • Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," Working Papers 12-09, University of Pennsylvania, Wharton School, Weiss Center.
  • Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," PIER Working Paper Archive 12-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Kabir K. Dutta & David F. Babbel, 2014. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(2), pages 303-334, June.
  • Dutta, Kabir K. & Babbel, David F., 2010. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 10-10, University of Pennsylvania, Wharton School, Weiss Center.
  • Dutta, Kabir K. & Babbel, David F., 2012. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 12-15, University of Pennsylvania, Wharton School, Weiss Center.
• Ahmet Ozcan, 2012. "The Relationship Between Macroeconomic Variables and ISE Industry Index," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 184-189.
• Pyemo Afego, 2012. "Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 2009)," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 340-347.
• Yen-Hsien Lee & Fang Hao, 2012. "Oil and S&P 500 Markets: Evidence from the Nonlinear Model," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 272-280.
• Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
  • Atanas Christev & Jacques Melitz, 2011. "EMU, EU, Market Integration and Consumption Smoothing," Working Papers 2011-21, CEPII research center.
  • Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
  • Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
• Rod Cross & Victor Kozyakin, 2012. "Fact and Fiction in FX Arbitrage Processes," Working Papers 1211, University of Strathclyde Business School, Department of Economics.
  • Cross, Rod & Kozyakin, Victor, 2012. "Fact And Fiction In FX Arbitrage Processes," SIRE Discussion Papers 2012-86, Scottish Institute for Research in Economics (SIRE).
  • Rod Cross & Victor Kozyakin, 2014. "Fact and fictions in FX arbitrage processes," Working Papers 1403, University of Strathclyde Business School, Department of Economics.
  • Cross, Rod & Kozyakin, Victor, 2014. "Fact And Fictions In FX Arbitrage Processes," SIRE Discussion Papers 2014-003, Scottish Institute for Research in Economics (SIRE).
• Tang, Tanya Y.H. & Firth, Michael, 2012. "Earnings Persistence and Stock Market Reactions to the Different Information in Book-Tax Differences: Evidence from China," The International Journal of Accounting, Elsevier, vol. 47(3), pages 369-397.
• Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012. "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, vol. 23(1), pages 122-137.
  • Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
• Shawky, Hany A. & Dai, Na & Cumming, Douglas, 2012. "Diversification in the hedge fund industry," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 166-178.
• Xue, Yi & Gençay, Ramazan, 2012. "Hierarchical information and the rate of information diffusion," Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1372-1401.
  • Yi Xue & Ramazan Gencay, 2009. "Hierarchical Information and the Rate of Information Diffusion," Working Paper series 29_09, Rimini Centre for Economic Analysis.
• Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, vol. 29(4), pages 1228-1241.
• Ourir, Awatef & Snoussi, Wafa, 2012. "Markets liquidity risk under extremal dependence: Analysis with VaRs methods," Economic Modelling, Elsevier, vol. 29(5), pages 1830-1836.
• Liu, Hsiang-Hsi, 2012. "Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model," Economic Modelling, Elsevier, vol. 29(6), pages 2724-2733.
• Schuster, Martin & Auer, Benjamin R., 2012. "A note on empirical Sharpe ratio dynamics," Economics Letters, Elsevier, vol. 116(1), pages 124-128.
• Alagidede, Paul & Panagiotidis, Theodore, 2012. "Stock returns and inflation: Evidence from quantile regressions," Economics Letters, Elsevier, vol. 117(1), pages 283-286.
  • Paul Alagidede & Theodore Panagiotidis, 2012. "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series 2012_04, Department of Economics, University of Macedonia, revised Apr 2012.
• Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2012. "An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks," Economics Letters, Elsevier, vol. 117(2), pages 452-454.
• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012. "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, vol. 169(1), pages 75-93.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers 2009-52, Department of Economics and Business Economics, Aarhus University.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2010. "Jump-robust volatility estimation using nearest neighbor truncation," Staff Reports 465, Federal Reserve Bank of New York.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers 15533, National Bureau of Economic Research, Inc.
• Pirovano, Mara, 2012. "Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states," Economic Systems, Elsevier, vol. 36(3), pages 372-390.
• Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias, 2012. "How national and international financial development affect industrial R&D," European Economic Review, Elsevier, vol. 56(1), pages 72-83.
  • Keith E. Maskus & Rebecca Neumann & Tobias Seidel, 2011. "How National and International Financial Development Affect Industrial R&D," CESifo Working Paper Series 3480, CESifo.
• Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, vol. 13(2), pages 159-183.
• Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2012. "Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market," Emerging Markets Review, Elsevier, vol. 13(2), pages 202-209.
• Ekholm, Anders G., 2012. "Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 349-358.
• Weber, Enzo & Zhang, Yanqun, 2012. "Common influences, spillover and integration in Chinese stock markets," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 382-394.
  • Weber, Enzo & Zhang, Yanqun, 2008. "Common influences, spillover and integration in Chinese stock markets," SFB 649 Discussion Papers 2008-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
  • Benavides Guillermo & Capistrán Carlos, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
• Cotter, John & Hanly, Jim, 2012. "A utility based approach to energy hedging," Energy Economics, Elsevier, vol. 34(3), pages 817-827.
  • John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Working Papers 201106, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Papers 1103.5973, arXiv.org.
• Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K., 2012. "Oil price shocks and transportation firm asset prices," Energy Economics, Elsevier, vol. 34(5), pages 1370-1379.
• Ullrich, Carl J., 2012. "Realized volatility and price spikes in electricity markets: The importance of observation frequency," Energy Economics, Elsevier, vol. 34(6), pages 1809-1818.
• Loncarski, Igor & Szilagyi, Peter G., 2012. "Empirical analysis of credit spread changes of US corporate bonds," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 12-19.

2011

• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011. "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," NBER Working Papers 17152, National Bureau of Economic Research, Inc.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011. "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers 2011-23, Department of Economics and Business Economics, Aarhus University.
• Alexander S. Gorbenko & Andrey Malenko, 2011. "Competition among Sellers in Securities Auctions," American Economic Review, American Economic Association, vol. 101(5), pages 1806-1841, August.
• Robert Gallagher & Niall O’ Sullivan, 2011. "Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 57(4), pages 285-302.
• Laura Daniela TANASE (ROSCA), 2011. "The Degree Of Financial Education At The Romanian People," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, vol. 3(1), pages 23-37, March.
• Simplice A, Asongu, 2011. "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper 37459, University Library of Munich, Germany.
  • Asongu Simplice, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," Working Papers of the African Governance and Development Institute. 11/003, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper 30391, University Library of Munich, Germany.
• Simplice A ASONGU, 2012. "Globalization Financial Crisis And Contagion Time Dynamic Evidence From Financial Markets Of Developing Countries," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(2), pages 131-139.
  • Simplice A, Asongu, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper 30120, University Library of Munich, Germany.
  • Asongu Simplice, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," Working Papers of the African Governance and Development Institute. 11/004, African Governance and Development Institute..
• Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 31174, University Library of Munich, Germany.
  • Asongu Simplice, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," Working Papers of the African Governance and Development Institute. 11/006, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 39630, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Government Quality Determinants of Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute. 11/019, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "Government quality determinants of stock market performance in African countries," MPRA Paper 39631, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Democracy and Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute. 11/021, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "Democracy and Stock Market Performance in African Countries," MPRA Paper 38168, University Library of Munich, Germany.
• Harris, James Michael & Williams, Robert P., 2011. "The Changing Debt Maturity Structure of U.S. Farms," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103889, Agricultural and Applied Economics Association.
• Ferto, Imre & Fogarasi, Jozsef, 2011. "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114351, European Association of Agricultural Economists.
  • Ferto, Imre & Fogarasi, Jozsef, 2012. "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122510, European Association of Agricultural Economists.
• Ilhan MERIC & Benjamin EICHHORN & Charles McCCALL & Gulser MERIC, 2011. "The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 87-98, December.
• Alin Ionut Ciurlau, 2011. "Public Economy, Educational Services Provider," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(39), pages 29-36.
• Felicia Ramona Birau, 2011. "An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(39), pages 194-205.
• Maria-Lenuta ULICI & Ioan Alin NISTOR, 2011. "Financial Liberalization and Stock Market Efficiency," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 154-160, December.
• Ioan E. NISTOR & Ioana RADU, 2011. "Global Tendencies in Investment Funds Market Development," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 16-21, December.
• Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(16), pages 161-175, April.
• Svetlana Vlady & Ekrem Tufan, PhD, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 184-197, November.
• Zsolt Darvas & Jakob Weizsäcker, 2011. "Financial transaction tax: Small is beautiful," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 449-473, December.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial Transaction Tax: Small is Beautiful," Working Papers 1001, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 31 Aug 2010.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial-Transaction Tax- Small Is Beautiful," Bruegel Policy Contributions 379, Bruegel.
  • Zsolt Darvas & Jakob von Weizs„cker, 2010. "Financial Transaction Tax: Small is Beautiful," CERS-IE WORKING PAPERS 1019, Institute of Economics, Centre for Economic and Regional Studies.
• Mihaela IONASCU, 2011. "Properties of Analysts’ Forecasts for Romanian Listed Companies: How Much Do Firm-Specific Factors Matter?," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 10(3), pages 318-325, September.
• Mirela DOBRE, 2011. "Stock Investors’ Response to Disclosures of Material Weaknesses in Internal Control," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 10(3), pages 397-423, September.
• Maria de Lourdes Rollenberg Mollo, 2011. "Capital Fictício, Autonomia Produção-Circulação e Crises: Precedentes Teóricos para o Entendimento da Crise Atual," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(3), pages 475-496.
• Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2011. "Predictability of Returns and Cash Flows," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 467-491, December.
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• Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
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• John Cotter & Kevin Dowd, 2010. "Estimating financial risk measures for futures positions: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 689-703, July.
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• Damien Lamberton & Mohammed Mikou, 2013. "Exercise boundary of the American put near maturity in an exponential Lévy model," Finance and Stochastics, Springer, vol. 17(2), pages 355-394, April.
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• Song, Song & Bickel, Peter J., 2011. "Large vector auto regressions," SFB 649 Discussion Papers 2011-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Eleonora Kontus, 2011. "Short-Term Financing And Its Implications On Solvency And Profitability Of Company," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 20(2), pages 443-468, december.
• Michele Leonardo Bianchi & Mariano Loddo & Maria Grazia Miele, 2011. "The Exchange Traded Funds in Italy," BANCARIA, Bancaria Editrice, vol. 1, pages 90-102, January.
• Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
  • Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
• Nicholas Apergis & John Sorros, 2011. "Long-Term Debt and the Value of the Firm,Evidence from International Listed Manufacturing Firms," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 60-72, February.
• Cornelia Pop, 2011. "Bucharest Stock Exchange Position Within The Central And Eastern European Region," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Anna Pomeranets & Daniel G. Weaver, 2011. "Security Transaction Taxes and Market Quality," Staff Working Papers 11-26, Bank of Canada.
• Ricardo Bebczuk & Tamara Burdisso & Jorge Carrera & Máximo Sangiácomo, 2011. "A New Look into Credit Procyclicality: International Panel Evidence," BCRA Working Paper Series 201155, Central Bank of Argentina, Economic Research Department.
• Arif Oduncu, 2011. "The Effects of Currency Futures Trading on Turkish Currency Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 5(1), pages 97-109.
• Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
• Michele Leonardo Bianchi & Maria Grazia Miele, 2011. "Italian open-end funds: performance of asset management companies," Temi di discussione (Economic working papers) 795, Bank of Italy, Economic Research and International Relations Area.
• Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 7272, Banco de la Republica.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 615, Banco de la Republica de Colombia.
• Shahid Ali & Qamar Ishtiaq & Muhammad Naveed, 2011. "Impact of Dividend Policy on Shareholders' Wealth: A Case of Karachi Stock Exchange," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(1), pages 106-121, April.
• Qurat-ul-Ain & Sharif Ullah Jan & Muhammad Rafiq, 2011. "Effect of Macroeconomic Factors on Capital Structure Decisions of Firm: Evidence from a Developing Country," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(1), pages 64-90, April.
• Adnan Javed & Muhammad Rafiq & Sarfaraz Khan & Muhammad Mohsin Khan, 2011. "The Impact Of Macroeconomic Variables On Stock Market: Empirical Evidence On Karachi Stock Exchange By Using ARDL Model," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(2), pages 125-142, October.
• Amir Hussain & Zia Obaid & Sajid Afridi, 2011. "Testing of CAPM in An Emerging Economy: A Case Study of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(2), pages 143-153, October.
• Asmat Ullah & Syed Waqar Hussain & Zahoor Khan & Muhammad Rafiq, 2011. "Shocks in Macroeconomic Variables and Stock Market Stability: Case Study of KSE-100 Index," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(2), pages 154-163, October.
• Zia Obaid & Amir Hussain, 2011. "Effects of Alcohol Sales Restriction on DUI Related Convictions: A Case Study of Kentucky," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(2), pages 218-228, October.
• Kenan Hrapović, 2011. "Financial Reporting and Characteristics of Impairment of Assets in Republic of Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(189), pages 117-130, April – J.
• Vesna Karadžic & Tamara Backovic Vulic, 2011. "The Montenegrin Capital Market: Calendar Anomalies," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(191), pages 107-122, October-D.
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
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• Kurt Brannas & Albina Soultanaeva, 2011. "Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 11(1), pages 109-124, July.
• Stefan Avdjiev, 2016. "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April.
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• Peter L. Rousseau & Paul Wachtel, 2011. "What Is Happening To The Impact Of Financial Deepening On Economic Growth?," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 276-288, January.
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  • Peter L. Rousseau & Paul Wachtel, 2009. "What is Happening to the Impact of Financial Deepening on Economic Growth?," Vanderbilt University Department of Economics Working Papers 0915, Vanderbilt University Department of Economics.
• Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, April.
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• Alexander Puetz & Stefan Ruenzi, 2011. "Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 684-712, June.
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• Terrence Hendershott & Charles M. Jones & Albert J. Menkveld, 2011. "Does Algorithmic Trading Improve Liquidity?," Journal of Finance, American Finance Association, vol. 66(1), pages 1-33, February.
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• Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
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  • Tim Bollerslev & Viktor Todorov, 2010. "Tails, Fears and Risk Premia," Working Papers 10-33, Duke University, Department of Economics.
• J. Ginger Meng & Gang Hu & Jushan Bai, 2011. "Olive: A Simple Method For Estimating Betas When Factors Are Measured With Error," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(1), pages 27-60, March.
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• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011. "Sunshine trading: Flashes of trading intent at the NASDAQ," Working Paper 2011/17, Norges Bank.
  • Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Sunshine Trading: Flashes of Trading Intent at the NASDAQ," Tinbergen Institute Discussion Papers 12-141/IV/DSF47, Tinbergen Institute.
• Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011. "Preferred-Habitat Investors and the US Term Structure of Real Rates," FMG Discussion Papers dp674, Financial Markets Group.
  • Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," Bank of England working papers 435, Bank of England.
  • Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," LSE Research Online Documents on Economics 119074, London School of Economics and Political Science, LSE Library.
• Nyberg, Peter & Vaihekoski, Mika, 2011. "Descriptive analysis of Finnish equity, bond and money market returns," Research Discussion Papers 14/2011, Bank of Finland.
• Alexandros E. Milionis & Dimitra K. Patsouri, 2011. "A conditional CAPM; implications for the estimation of systematic risk," Working Papers 131, Bank of Greece.
• Beum-Jo Park, 2011. "The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 17(2), pages 27-55, June.
• Joonhyuk Song, 2011. "Analysis on the Forecasting Performance of KOSPI200 Volatility between Long Memory Model and Regime-Switching Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 17(4), pages 99-127, December.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Papers 1112.6169, arXiv.org.
  • A. Gabrielsen & M. Marzo & P. Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Working Papers wp802, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012. "Measuring Market Liquidity: An Introductory Survey," Working Paper series 02_12, Rimini Centre for Economic Analysis.
  • Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Measuring market liquidity: an introductory survey," MPRA Paper 35829, University Library of Munich, Germany.
• Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos, 2011. "Modeling Financial Contagion using Copula," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(3), pages 335-363.
• Eduardo Pontual Ribeiro & Luiz Teles Menezes Neto & Rosemarie Bröker Bone, 2011. "Reserves and Valuation using Multiples for Oil and Gas Companies," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(4), pages 549-570.
• Daniel Cohen, 2011. "La crise grecque. Leçons pour l'Europe," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 383-394.
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  • Daniel Cohen, 2011. "La crise grecque. Leçons pour l'Europe," PSE-Ecole d'économie de Paris (Postprint) halshs-00754539, HAL.
• Jean-Paul Tchang, 2011. "Le marché obligataire chinois," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 85-98.
• Koenig, P., 2011. "Modelling Correlation in Carbon and Energy Markets," Cambridge Working Papers in Economics 1123, Faculty of Economics, University of Cambridge.
• Dunne, Peter & Forker, John & Zholos, Andrey, 2011. "The Value Relevance of Sentiment," Research Technical Papers 5/RT/11, Central Bank of Ireland.
• Theodoros M. Diasakos, 2011. "A Simple Characterization of Dynamic Completeness in Continuous Time," Carlo Alberto Notebooks 211, Collegio Carlo Alberto.
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• Riccardo Giacomelli & Elisa Luciano, 2011. "Equilibrium price of immediacy and infrequent trade," Carlo Alberto Notebooks 221, Collegio Carlo Alberto, revised 2013.
• Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
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• Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
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  • Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012. "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers 12/12, School of Economics and Business Administration, University of Navarra.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo.
• Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias, 2012. "How national and international financial development affect industrial R&D," European Economic Review, Elsevier, vol. 56(1), pages 72-83.
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• Caporale, Guglielmo Maria & Girardi, Alessandro, 2013. "Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 227-240.
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  • Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," CESifo Working Paper Series 3525, CESifo.
• Johannes Steinbrecher & Zwerschke Patrick, 2011. "Finanzierungssituation der sächsischen Handwerksunternehmen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 18(04), pages 22-28, August.
• Sebastian Watzka & Friedrich Thießen, 2011. "Lässt sich das erneute Abgleiten in eine Wirtschafts- und Finanzkrise abwenden?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(21), pages 03-10, November.
• Manfred Borchert, 2011. "Der Einfluss der Griechenlandkrise auf den BankensektorKollateralschäden der Griechenlandkrise," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(22), pages 19-22, November.
• David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410, Central Bank of Chile.
  • Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, Bank of England.
  • David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
• Brice Corgnet & Praveen Kujal & David Porter, 2013. "Reaction to Public Information in Markets: How much does Ambiguity Matter?," Economic Journal, Royal Economic Society, vol. 123(569), pages 699-737, June.
  • Brice Corgnet & Praveen Kujal & David Porter, 2011. "Reaction to Public Information in Markets: How Much Does Ambiguity Matter?," Working Papers 11-01, Chapman University, Economic Science Institute.
  • Brice Corgnet & Praveen Kujal & David Porter, 2013. "Reaction to Public Information in Markets : How much does Ambiguity Matter?," Post-Print hal-02311957, HAL.
• Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
  • Atanas Christev & Jacques Melitz, 2011. "EMU, EU, Market Integration and Consumption Smoothing," Working Papers 2011-21, CEPII research center.
  • Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
  • Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index trading and agricultural commodity prices: A panel Granger causality analysis," International Economics, CEPII research center, issue 126-127, pages 51-71.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index trading and agricultural commodity prices: A panel Granger causality analysis," International Economics, CEPII research center, issue 126-127, pages 51-71.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
• Anna Creti & Maria-Eugenia Sanin, 2011. "Price versus quantities in the coordination of international environmental policy," International Economics, CEPII research center, issue 126-127, pages 109-130.
• Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate disclosure: A review of its (direct and indirect) benefits and costs," International Economics, CEPII research center, issue 128, pages 5-31.
  • Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate Disclosure: A Review Of Its (Direct And Indirect) Benefits And Costs," Post-Print hal-03126778, HAL.
  • Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2016. "Corporate disclosure: a review of its (direct and indirect) benefits and costs," Working Papers hal-01391688, HAL.
• Marine Carrasco & Rachidi Kotchoni, 2015. "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
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  • Marine Carrasco & Rachidi Kotchoni, 2014. "Adaptive Realized Kernels," Post-Print hal-01386059, HAL.
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• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Cowles Foundation Discussion Papers 1816, Cowles Foundation for Research in Economics, Yale University.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Levine's Working Paper Archive 786969000000000197, David K. Levine.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," NBER Working Papers 17330, National Bureau of Economic Research, Inc.
  • Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011. "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers 8539, C.E.P.R. Discussion Papers.
• Mirzha de Manuel Armendía, 2011. "Market Efficiency in the EU Emissions Trading Scheme. An outlook for the third trading period," Bruges European Economic Research Papers 20, European Economic Studies Department, College of Europe.
• Aitor Ciarreta & Mónica Lagullón & Ainhoa Zarraga, 2011. "Modelación de los precios en el mercado eléctrico espanol," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
• Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 7272, Banco de la Republica.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 615, Banco de la Republica de Colombia.
• Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 178-211, July.
  • Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 178-211, July.
• Martha López & Fernando Tenjo & Héctor Zárate, 2011. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 211-234, July.
  • Martha López & Fernando Tenjo & Héctor Zárate, 2011. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 211-234, July.
  • Martha López P. & Fernando Tenjo G. & Héctor Zárate Solano, 2010. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Borradores de Economia 616, Banco de la Republica de Colombia.
• Diego Alonso Agudelo Rueda, 2011. "Medidas intradiarias de liquidez y de costos de transacción asociados en la Bolsa de Valores de Colombia," Documentos de Trabajo de Valor Público 10662, Universidad EAFIT.
• Diego Alonso Agudelo Rueda & Milena Castaño, 2011. "Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008," Documentos de Trabajo de Valor Público 10663, Universidad EAFIT.
• Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo, 2011. "Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets," Documentos de Trabajo de Valor Público 11086, Universidad EAFIT.
• María del Pilar Báez Roa & Juan Sergio Cruz Merchán, 2011. "La estructura óptima de capital con reclamos contingentes: estudio de un caso en Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, July.
• Uribe Gil, Jorge Mario, 2011. "Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• Londono Henao, Charle Augusto & Cuan Jaramillo, Yaneth María, 2011. "Modelos de precios de los activos: un ejercicio comparativo basado en redes neuronales aplicado al mercado de valores colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• Cortés, Diógenes Lagos & Arenas, Carlos Enrique Vecino, 2011. "Medición de la aplicación de prácticas de gobierno corporativo en Colombia," Revista Tendencias, Universidad de Narino, vol. 12(2), pages 230-253, July.
• Giovanni Cespa & Xavier Vives, 2011. "Expectations, Liquidity, and Short-term Trading," CESifo Working Paper Series 3390, CESifo.
  • Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
• Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves, 2011. "Systemic Risk and Network Formation in the Interbank Market," Research Papers in Economics 2011:6, Stockholm University, Department of Economics.
  • Zenou, Yves & Patacchini, Eleonora & Cohen-Cole, Ethan, 2011. "Systemic Risk and Network Formation in the Interbank Market," CEPR Discussion Papers 8332, C.E.P.R. Discussion Papers.
• Giovanni Cespa & Thierry Focault, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CSEF Working Papers 284, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Foucault, Thierry & Cespa, Giovanni, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers 8350, C.E.P.R. Discussion Papers.
• Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov, 2013. "CDS Auctions," The Review of Financial Studies, Society for Financial Studies, vol. 26(3), pages 768-805.
  • Chernov, Mikhail & Gorbenko, Alexander & Makarov, Igor, 2011. "CDS auctions," LSE Research Online Documents on Economics 119063, London School of Economics and Political Science, LSE Library.
  • Makarov, Igor & Chernov, Mikhail & Gorbenko, Alexander, 2011. "CDS Auctions," CEPR Discussion Papers 8456, C.E.P.R. Discussion Papers.
  • Mikhail Chernov & Alexander S.Gorbenko & Igor Makarov, 2011. "CDS Auctions," FMG Discussion Papers dp688, Financial Markets Group.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
  • Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  • Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
• Hans Degryse & Frank de Jong & Vincent van Kervel, 2015. "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, vol. 19(4), pages 1587-1622.
  • de Jong, Frank & Degryse, Hans & van Kervel, Vincent, 2011. "The impact of dark trading and visible fragmentation on market quality," CEPR Discussion Papers 8630, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014. "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM a51b5d9e-2687-4972-930f-4, Tilburg University, School of Economics and Management.
• Gerrit Reher & Bernd Wilfling, 2011. "Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market," CQE Working Papers 1711, Center for Quantitative Economics (CQE), University of Muenster.
• Jizheng Huang & Heng-fu Zou, 2011. "Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism," CEMA Working Papers 456, China Economics and Management Academy, Central University of Finance and Economics.
• Tianyi Wang & Zhuo Huang, 2011. "The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective," CEMA Working Papers 514, China Economics and Management Academy, Central University of Finance and Economics.
• Hali Edison Carmen Reinhart, 2011. "Capital controls during financial crises: the cases of Malaysia and Thailand Book Title:Financial Crises in Emerging Markets," Cambridge Books, Cambridge University Press, number 9780521172189-12.
• Brevik, Frode & d’Addona, Stefano, 2010. "Information Quality and Stock Returns Revisited," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1419-1446, December.
  • Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," Finance 0511006, University Library of Munich, Germany, revised 26 Mar 2006.
  • Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," University of St. Gallen Department of Economics working paper series 2005 2005-24, Department of Economics, University of St. Gallen.
• Malinova, Katya & Park, Andreas, 2010. "Trading Volume in Dealer Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1447-1484, December.
  • Katya Malinova & Andreas Park, 2009. "Trading Volume in Dealer Markets," Working Papers tecipa-357, University of Toronto, Department of Economics.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
• Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011. "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers 8539, C.E.P.R. Discussion Papers.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Cowles Foundation Discussion Papers 1816, Cowles Foundation for Research in Economics, Yale University.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," NBER Working Papers 17330, National Bureau of Economic Research, Inc.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Levine's Working Paper Archive 786969000000000197, David K. Levine.
• Huber, Juergen & Shubik, Martin & Sunder, Shyam, 2018. "Financing of public goods through taxation in a general equilibrium economy: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 171-188.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2013.
• Huber, Juergen & Shubik, Martin & Sunder, Shyam, 2018. "Financing of public goods through taxation in a general equilibrium economy: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 171-188.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2013.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
• Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830RR, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
• John Geanakoplos, 2011. "Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School," Cowles Foundation Discussion Papers 1837, Cowles Foundation for Research in Economics, Yale University.
• John Geanakoplos & Lasse Heje Pedersen, 2012. "Monitoring Leverage," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 113-127, National Bureau of Economic Research, Inc.
  • John Geanakoplos & Lasse H. Pedersen, 2011. "Monitoring Leverage," Cowles Foundation Discussion Papers 1838, Cowles Foundation for Research in Economics, Yale University.
• Lena Cleanthous & Pany Karamanou, 2011. "The ECB Monetary Policy and the Current Financial Crisis," Working Papers 2011-1, Central Bank of Cyprus.
• Marina Theodosiou & Filip Zikes, 2011. "A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices," Working Papers 2011-2, Central Bank of Cyprus.
• Corina SBUGHEA, 2011. "The Origins of the Global Financial Crisis and Its Impact on Romanian Economy," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 107-112.
• Christos Kollias & Catherine Kyrtsou & Stephanos Papadamou, 2011. "The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship," Economics of Security Working Paper Series 57, DIW Berlin, German Institute for Economic Research.
• Mechthild Schrooten, 2011. "Risiken im Bankensektor weiter hoch: Regulierung muss gestärkt werden," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 78(9), pages 2-8.
• Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo.
  • Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012. "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers 12/12, School of Economics and Business Administration, University of Navarra.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
• Caporale, Guglielmo Maria & Girardi, Alessandro, 2013. "Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 227-240.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," CESifo Working Paper Series 3525, CESifo.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," Discussion Papers of DIW Berlin 1139, DIW Berlin, German Institute for Economic Research.
• Paresh Kumar Narayan & Zhichao Zhang & Xinwei Zheng, 2015. "Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(5), pages 915-944, September.
  • Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2010. "Some hypotheses on commonality in liquidity: new evidence from the Chinese stock market," Working Papers eco_2010_10, Deakin University, Department of Economics.
  • Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2011. "Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market," Working Papers fe_2011_11, Deakin University, Department of Economics.
• Jan Willem Slingenberg & Jakob de Haan, 2011. "Forecasting Financial Stress," DNB Working Papers 292, Netherlands Central Bank, Research Department.
• Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2012. "The determinants and long-term projections of saving rates in Developing Asia," Japan and the World Economy, Elsevier, vol. 24(2), pages 128-137.
  • Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2010. "Determinants and Long-term Projections of Saving Rates in Developing Asia," ADB Economics Working Paper Series 228, Asian Development Bank.
  • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," ISER Discussion Paper 0821, Institute of Social and Economic Research, The University of Osaka.
  • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," NBER Working Papers 17581, National Bureau of Economic Research, Inc.
• Nicky J. Ferguson & Jie Michael Guo & Nicky Herbert Y.T. Lam & Dennis Philip, 2011. "Media Sentiment and UK Stock Returns," Department of Economics Working Papers 2011_06, Durham University, Department of Economics.
• Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Microeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Macroeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Trade Working Papers 23213, East Asian Bureau of Economic Research.
• Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Macroeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Microeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Trade Working Papers 23213, East Asian Bureau of Economic Research.
• Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Microeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Trade Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Macroeconomics Working Papers 23213, East Asian Bureau of Economic Research.
• Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
  • Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
• Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011. "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, vol. 163(1), pages 42-50, July.
  • Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011. "Market liquidity as dynamic factors," Working Papers ECARES 163, 42-50, ULB -- Universite Libre de Bruxelles.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011. "The role of securitization in mortgage renegotiation," Journal of Financial Economics, Elsevier, vol. 102(3), pages 559-578.
  • Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "The role of securitization in mortgage renegotiation," Working Paper Series WP-2011-02, Federal Reserve Bank of Chicago.
  • Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011. "The Role of Securitization in Mortgage Renegotiation," Working Paper Series 2011-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2012. "Financial crisis, structure and reform," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2960-2973.
  • Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2011. "Financial Crisis, Structure and Reform," Working Papers 11-37, University of Pennsylvania, Wharton School, Weiss Center.
• He, Jie & Qian, Jun & Strahan, Philip E., 2011. "Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities," Working Papers 11-61, University of Pennsylvania, Wharton School, Weiss Center.
• Andreas Park & Hamid Sabourian, 2011. "Herding and Contrarian Behavior in Financial Markets," Econometrica, Econometric Society, vol. 79(4), pages 973-1026, July.
  • Park, A. & Sabourian, H., 2009. "Herding and Contrarian Behaviour in Financial Markets," Cambridge Working Papers in Economics 0939, Faculty of Economics, University of Cambridge.
• Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," Working Papers 10-37, Duke University, Department of Economics.
• Andreas Georgantopoulos & Anastasios Tsamis, 2011. "Investigating Seasonal Patterns in Developing Countries: The Case of FYROM Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 1(4), pages 211-219.
• Mario Cerrato & John Crosby & Muhammad Kaleem, 2011. "Measuring the economic significance of structural exchange rate models," Working Papers 2011_17, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Crosby, John & Kaleem, Muhammad, 2011. "Measuring the Economic Significance of Structural Exchange Rate Models," SIRE Discussion Papers 2011-62, Scottish Institute for Research in Economics (SIRE).
• Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011. "Accruals and the performance of stock returns following external financing activities," The British Accounting Review, Elsevier, vol. 43(3), pages 214-229.
• Demir, FIrat & Dahi, Omar S., 2011. "Asymmetric effects of financial development on South-South and South-North trade: Panel data evidence from emerging markets," Journal of Development Economics, Elsevier, vol. 94(1), pages 139-149, January.
  • Demir, Firat & Dahi, Omar S., 2009. "Asymmetric Effects of Financial Development on South-South and South-North Trade: Panel Data Evidence from Emerging Markets," MPRA Paper 19177, University Library of Munich, Germany.
• Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1), pages 710-727.
  • Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1-2), pages 710-727, January.
• Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1-2), pages 710-727, January.
  • Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1), pages 710-727.
• Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011. "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, vol. 163(1), pages 42-50, July.
  • Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011. "Market liquidity as dynamic factors," Working Papers ECARES 163, 42-50, ULB -- Universite Libre de Bruxelles.
• Schmeling, Maik & Schrimpf, Andreas, 2011. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," European Economic Review, Elsevier, vol. 55(5), pages 702-719, June.
  • Schmeling, Maik & Schrimpf, Andreas, 2008. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," SFB 649 Discussion Papers 2008-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.
  • Moreno, M. & Serrano, P. & Stute, Winfried, 2008. "Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects," DEE - Working Papers. Business Economics. WB wb084912, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Li, Yan & Yang, Liyan, 2011. "Testing conditional factor models: A nonparametric approach," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 972-992.
• Ben Sita, Bernard & Westerholm, P. Joakim, 2011. "The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 306-310.
• Francesco Furlanetto, 2011. "Does Monetary Policy React to Asset Prices? Some International Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 91-111, September.
  • Francesco FURLANETTO, 2008. "Does Monetary Policy React to Asset Prices? Some International Evidence," Cahiers de Recherches Economiques du Département d'économie 08.02, Université de Lausanne, Faculté des HEC, Département d’économie.
  • Francesco Furlanetto, 2008. "Does monetary policy react to asset prices? Some international evidence," Working Paper 2008/07, Norges Bank.
• Furceri, Davide & Zdzienicka, Aleksandra, 2012. "How costly are debt crises?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 726-742.
  • Furceri, Davide & Zdzienicka, Aleksandra, 2011. "How costly are debt crises?," MPRA Paper 30953, University Library of Munich, Germany.
  • Davide Furceri & Aleksandra Zdzienicka, 2011. "How Costly Are Debt Crises?," IMF Working Papers 11/280, International Monetary Fund.
• Claessens, Stijn & Yafeh, Yishay, 2008. "Additions to Market Indices and the Comovement of Stock Returns around the World," CEPR Discussion Papers 7052, C.E.P.R. Discussion Papers.
  • Yishay Yafeh & Stijn Claessens, 2011. "Additions to Market Indices and the Comovement of Stock Returns Around the World," IMF Working Papers 11/47, International Monetary Fund.
• Claessens, Stijn & Yafeh, Yishay, 2008. "Additions to Market Indices and the Comovement of Stock Returns around the World," CEPR Discussion Papers 7052, C.E.P.R. Discussion Papers.
  • Yishay Yafeh & Mr. Stijn Claessens, 2011. "Additions to Market Indices and the Comovement of Stock Returns Around the World," IMF Working Papers 2011/047, International Monetary Fund.
• Furceri, Davide & Zdzienicka, Aleksandra, 2012. "How costly are debt crises?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 726-742.
  • Furceri, Davide & Zdzienicka, Aleksandra, 2011. "How costly are debt crises?," MPRA Paper 30953, University Library of Munich, Germany.
  • Davide Furceri & Ms. Aleksandra Zdzienicka, 2011. "How Costly Are Debt Crises?," IMF Working Papers 2011/280, International Monetary Fund.
• Manuel J. Rocha Armada & Joao Leitao & Júlio Lobao, 2011. "The Contagion Effects of Financial Crisis on Stock Markets: What Can We Learn From a Cointegrated Vector Autoregressive Approach for Developed Countries?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 6(1), pages 29-53, Julio-Dic.
• S. Mahendra Dev, 2011. "Rising food crisis and financial crisis in India: Impact on women and children and ways of tackling the problem," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2011-003, Indira Gandhi Institute of Development Research, Mumbai, India.
• Luis-de-la-Cruz, José & Núñez, José Antonio, 2011. "Causalidad entre la Bolsa Mexicana de Valores y la actividad económica del sector real," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(30), pages 21-42, segundo t.
• Serguey Khovansky & Zhylyevskyy, Oleksandr, 2011. "What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range," Staff General Research Papers Archive 32769, Iowa State University, Department of Economics.
• Zhylyevskyy, Oleksandr & Serguey Khovansky, 2011. "Cross-sectional GMM estimation under a common data shock," Staff General Research Papers Archive 36085, Iowa State University, Department of Economics.
• Hatgioannides, John & Karanassou, Marika, 2011. "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," IZA Discussion Papers 6251, Institute of Labor Economics (IZA).
• Hai-Ching Liu & Ying-Fen Fu, 2011. "Sources of Industry Momentum Effect - Weekly Data Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 7(1), pages 23-42, January.
• Nik Tuzov & Frederi Viens, 2011. "Mutual fund performance: false discoveries, bias, and power," Annals of Finance, Springer, vol. 7(2), pages 137-169, May.
• Ioannis Polyrakis & Foivos Xanthos, 2011. "Maximal submarkets that replicate any option," Annals of Finance, Springer, vol. 7(3), pages 407-423, August.
• James Barth & Dongyun Lin & Keven Yost, 2011. "Small and Medium Enterprise Financing in Transition Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(1), pages 19-38, March.
• Edward Nissan & George Carter, 2011. "The Largest Trans-nationals of Developing Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(1), pages 71-83, March.
• Alex Huang, 2011. "Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 301-330, March.
• Michael Chlistalla & Marco Lutat, 2011. "Competition in securities markets: the impact on liquidity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 149-172, June.
• Nikolaos Sariannidis, 2011. "Stock, Energy and Currency Effects on the Asymmetric Wheat Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(2), pages 181-192, May.
• Ola Melander & Malika Pant & Miguel Segoviano & Athanasios Vamvakidis, 2011. "Dancing Spreads: Market Assessment of Contagion from the Crisis in the Euro Periphery based on Distress Dependence Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 347-363, August.
• Andy Mullineux & Victor Murinde & Rudra Sensarma, 2011. "Corporate financing and macroeconomic volatility in the European union," International Economics and Economic Policy, Springer, vol. 8(1), pages 79-92, April.
• Sarah Sanya & Simon Wolfe, 2011. "Can Banks in Emerging Economies Benefit from Revenue Diversification?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(1), pages 79-101, October.
• Kuang-Liang Chang & Nan-Kuang Chen & Charles Leung, 2011. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 221-257, July.
  • Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2009. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," MPRA Paper 23514, University Library of Munich, Germany.
• Arie Harel & Giora Harpaz & Jack Francis, 2011. "Analysis of efficient markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 287-296, February.
• Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011. "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 323-353, April.
• Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin, 2011. "Intraday return spillovers and its variations across trading sessions," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 355-390, April.
• Yangru Wu, 2011. "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 301-323, October.
• Günter Franke & Ferdinand Graf, 2011. "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz 2011-19, Department of Economics, University of Konstanz.
• Franke, Günter & Herrmann, Markus & Weber, Thomas, 2012. "Loss Allocation in Securitization Transactions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(5), pages 1125-1153, October.
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• Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra, 2011. "Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban [Methods of capital allocation and their characteristics in practice]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 619-632.
• Christian Tallau, 2011. "Volatilitätsprognosen auf Basis der DAX-Volatilitätsindizes," Credit and Capital Markets, Credit and Capital Markets, vol. 44(1), pages 47-74.
• Jorge Uribe, 2011. "Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 29-57.
• Scholz, Julia, 2011. "Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs," Discussion Papers in Business Administration 12144, University of Munich, Munich School of Management.
• Sayadnia Tayebi, Ezatollah & Shajari, Houshang & Samadi, Saeid & Arshadi, Ali, 2011. "Explaination an Early Warning System for Identification of the Financial Crisis in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 2(6), pages 169-212, March.
• Salimi Soderjani, Ehsan & Mahmoudinia, Davoud & Pourshahabi, Farshid, 2011. "The Dynamic Causality Relationship Among Financial Depth, Savings and Economic Growth (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 3(7), pages 109-136, June.
• Hassanzadeh, Ali & Nazarian, Rafik & Kianvand, Mehran, 2011. "The Impact of Monetary Policy Shocks on the Fluctuation of Stock Price Index in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 4(9), pages 1-44, December.
• Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 255-296, March.
  • Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 255-296, March.
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• Fiorella De Fiore & Oreste Tristani, 2011. "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 407-440, March.
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• Yongyang Su & Lan Zheng, 2011. "The Impact of Securities Transaction Taxes on the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 32-46, January.
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• Magdalena Morgese Borys & Petr ZemÄÂik, 2011. "Size and Value Effects in the Visegrad Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(3), pages 50-68, May.
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• Éva G. Fekete, 2011. "Elements of Social and Solidarity Economy (SSE) in the Hungarian Local Development," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 7(01), pages 17-27.
• Stefan Mittnik & Sandra Paterlini & Tina Yener, 2011. "Operational–risk Dependencies and the Determination of Risk Capital," Center for Economic Research (RECent) 070, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Katarzyna Bień-Barkowska, 2011. "Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market," NBP Working Papers 104, Narodowy Bank Polski.
• John J. McArdle & James P. Smith & Robert Willis, 2011. "Cognition and Economic Outcomes in the Health and Retirement Survey," NBER Chapters, in: Explorations in the Economics of Aging, pages 209-233, National Bureau of Economic Research, Inc.
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• Hui Chen & Scott Joslin, 2012. "Generalized Transform Analysis of Affine Processes and Applications in Finance," The Review of Financial Studies, Society for Financial Studies, vol. 25(7), pages 2225-2256.
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• Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2018. "Complex Mortgages [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]," Review of Finance, European Finance Association, vol. 22(6), pages 1975-2007.
  • Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2010. "Complex mortgages," Working Paper Series WP-2010-17, Federal Reserve Bank of Chicago.
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• Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011. "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers 8539, C.E.P.R. Discussion Papers.
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• van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013. "Equity yields," Journal of Financial Economics, Elsevier, vol. 110(3), pages 503-519.
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• Robinson, David T. & Sensoy, Berk A., 2016. "Cyclicality, performance measurement, and cash flow liquidity in private equity," Journal of Financial Economics, Elsevier, vol. 122(3), pages 521-543.
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• Kristian Rydqvist & Joshua Spizman & Ilya A. Strebulaev, 2011. "Government Policy and Ownership of Financial Assets," NBER Working Papers 17522, National Bureau of Economic Research, Inc.
• Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2012. "The determinants and long-term projections of saving rates in Developing Asia," Japan and the World Economy, Elsevier, vol. 24(2), pages 128-137.
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• Nicholas Economides & Roy C. Smith, 2011. "Trichet Bonds to Resolve the European Sovereign Debt Problem," Working Papers 11-05, New York University, Leonard N. Stern School of Business, Department of Economics.
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• Ray Barrell & Tatiana Fic & John Fitz Gerald, 2011. "The Banking Sector And Recovery In The Eu Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 216(1), pages 41-52, April.
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• Mardiros Daniela-Neonila, 2011. "The Place Of The Emerging Economy Of Romania Inside The European Union Economies In Terms Of Ftse Criteria," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 557-563, December.
• Steffen Andersen & Kasper Meisner Nielsen, 2011. "Participation Constraints in the Stock Market: Evidence from Unexpected Inheritance Due to Sudden Death," The Review of Financial Studies, Society for Financial Studies, vol. 24(5), pages 1667-1697.
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• Serban Florentin & Buºu Mihail, 2011. "A Relationship between the Degree of Search and Evolution of Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 2052-2055, May.
• Ghita-Mitrescu Silvia & Duhnea Cristina, 2011. "Credit Institutions – Actors on the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 824-829, May.
• Murgea Aurora, 2011. "Mood and Investor Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 884-889, May.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2011. "Conditional jumps in volatility and their economic determinants," "Marco Fanno" Working Papers 0138, Dipartimento di Scienze Economiche "Marco Fanno".
• Simon Keel & David Ardia, 2011. "Generalized marginal risk," Journal of Asset Management, Palgrave Macmillan, vol. 12(2), pages 123-131, June.
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• Alberto Humala & Gabriel Rodriguez, 2013. "Some stylized facts of return in the foreign exchange and stock markets in Peru," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 30(2), pages 139-158, May.
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  • Alberto Humala & Gabriel Rodriguez, 2011. "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers 2011-325, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Maretno A. Harjoto & John K. Paglia, 2011. "Funding Continuum for Private Business Owners: Evidence from the Pepperdine Private Capital Markets Project Survey," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 15(2), pages 1-22, Winter.
• Pawel Uminski, 2011. "The Importance Of The Financial Sector And Its Impact On Economic System In The United States In Years 1970 – 2010," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 6(3), pages 59-68, September.
• Nagy, Zoltán Imre, 2011. "The Unique Features of the Financing of Professional Football," Public Finance Quarterly, Corvinus University of Budapest, vol. 56(4), pages 539-552.
• Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012. "The cost of sustainability in optimal portfolio decisions," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
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• Attaullah Shah, 2011. "Impact of Judicial Efficiency on Debt Maturity Structure: Evidence from Judicial Districts of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 663-682.
• Ijaz Hussain, 2011. "Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 699-714.
• Jonas Teitge & Andreas Nastansky, 2011. "Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen," Statistische Diskussionsbeiträge 47, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
• Mukherjee, Dr. Kedar nath, 2011. "Impact of Futures Trading on Indian Agricultural Commodity Market," MPRA Paper 29290, University Library of Munich, Germany, revised 04 Mar 2011.
• Estrada, Fernando, 2011. "Theory of financial risk," MPRA Paper 29665, University Library of Munich, Germany.
• Simplice A ASONGU, 2012. "Globalization Financial Crisis And Contagion Time Dynamic Evidence From Financial Markets Of Developing Countries," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(2), pages 131-139.
  • Asongu Simplice, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," Working Papers of the African Governance and Development Institute. 11/004, African Governance and Development Institute..
  • Simplice A, Asongu, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper 30120, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," Working Papers of the African Governance and Development Institute. 11/003, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper 30391, University Library of Munich, Germany.
  • Simplice A, Asongu, 2011. "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper 37459, University Library of Munich, Germany.
• El-Khatib, Youssef & Abdulnasser, Hatemi-J, 2011. "On the calculation of price sensitivities with jump-diffusion structure," MPRA Paper 30596, University Library of Munich, Germany.
• Onour, Ibrahim, 2011. "الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة [Options as Islamic Financial Derivative: Thoughts provoking discussion]," MPRA Paper 30707, University Library of Munich, Germany.
• S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
  • Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
• Furceri, Davide & Zdzienicka, Aleksandra, 2012. "How costly are debt crises?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 726-742.
  • Davide Furceri & Ms. Aleksandra Zdzienicka, 2011. "How Costly Are Debt Crises?," IMF Working Papers 2011/280, International Monetary Fund.
  • Furceri, Davide & Zdzienicka, Aleksandra, 2011. "How costly are debt crises?," MPRA Paper 30953, University Library of Munich, Germany.
• Nobuyoshi Yamori, 2011. "Commodity Etfs In The Japanese Stock Exchanges," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 2(1), pages 47-52.
  • Yamori, Nobuyoshi, 2011. "Commodity ETFs in the Japanese Stock Exchanges," MPRA Paper 31003, University Library of Munich, Germany.
• Asongu Simplice, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," Working Papers of the African Governance and Development Institute. 11/006, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 31174, University Library of Munich, Germany.
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 39630, University Library of Munich, Germany.
• Pinto, Cristian F. & Acuña, Andres A., 2011. "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza [Consistency in the evaluation of financial investment perform," MPRA Paper 31301, University Library of Munich, Germany.
• Charles Ka Yui Leung & Patrick Wai Yin Cheung & Edward Chi Ho Tang, 2013. "Financial Crisis and the Co-movements of Housing Sub-markets: Do relationships change after a crisis?," International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 68-118.
  • Leung, Charles Ka Yui & CHEUNG, W. Y. Patrick & TANG, C. H. Edward, 2011. "Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?," MPRA Paper 31627, University Library of Munich, Germany.
• Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2012. "The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 516-530.
  • 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?," MPRA Paper 32255, University Library of Munich, Germany.
• Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2013. "In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns," Pacific Economic Review, Wiley Blackwell, vol. 18(1), pages 1-40, February.
  • Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper 32776, University Library of Munich, Germany.
  • Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2012. "In the shadow of the United States: the international transmission effect of asset returns," Globalization Institute Working Papers 121, Federal Reserve Bank of Dallas.
• Lenz, Rainer, 2011. "Get rid of banks and build up a modern financial world," MPRA Paper 33501, University Library of Munich, Germany.
• Mukherjee, Dr. Kedar nath, 2011. "Commodity investments: opportunities for Indian institutional investors," MPRA Paper 33510, University Library of Munich, Germany.
• Alessandro Carretta & Vincenzo Farina & Elvira Anna Graziano & Marco Reale, 2013. "Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 1, pages 7-24, Palgrave Macmillan.
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• Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011. "Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market," MPRA Paper 33715, University Library of Munich, Germany.
  • Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market," CEIS Research Paper 240, Tor Vergata University, CEIS, revised 11 Jul 2012.
• Pyemo N. Afego, 2013. "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 141-149, December.
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• Philippe Bernard & Michel Blanchard, 2013. "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," Economics Bulletin, AccessEcon, vol. 33(3), pages 1729-1737.
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• John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Papers 1110.4119, arXiv.org.
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• Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012. "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, vol. 23(1), pages 122-137.
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• Emre Ozsoz & Erick W. Rengifo & Mustapha A. Akinkunmi, 2014. "What determines return risks for bank equities in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 23-31, March.
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• Chittedi, Krishnareddy, 2011. "Does oil price matter for Indian stock markets?," MPRA Paper 35334, University Library of Munich, Germany, revised 01 Dec 2011.
• Simplice A, Asongu, 2011. "Democracy and stock market performance in developing countries," MPRA Paper 35506, University Library of Munich, Germany.
• Simplice A, Asongu, 2011. "Government quality determinants of stock market performance in developing countries," MPRA Paper 35508, University Library of Munich, Germany.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Papers 1112.6169, arXiv.org.
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• Lu s Pacheco, 2012. "Moody S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 58-83.
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  • Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2011. "Turn - of - the - month effect on the Bucharest stock exchange," MPRA Paper 36566, University Library of Munich, Germany, revised 10 Feb 2012.
• Guzman, Giselle C., 2011. "The case for higher frequency inflation expectations," MPRA Paper 36656, University Library of Munich, Germany.
• Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 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 [Modeling Mexican stock retu," MPRA Paper 36872, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," Working Papers of the African Governance and Development Institute. 11/003, African Governance and Development Institute..
  • Simplice A, Asongu, 2011. "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper 37459, University Library of Munich, Germany.
  • Simplice A., Asongu, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper 30391, University Library of Munich, Germany.
• Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011. "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper 37953, University Library of Munich, Germany.
• Rossi, Francesco, 2011. "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper 38303, University Library of Munich, Germany, revised Nov 2011.
• Faruque, Muhammad U, 2011. "An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh," MPRA Paper 38675, University Library of Munich, Germany.
• Rossi, Francesco, 2011. "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper 38682, University Library of Munich, Germany, revised 31 Mar 2012.
• Asongu Simplice, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," Working Papers of the African Governance and Development Institute. 11/006, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 39630, University Library of Munich, Germany.
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 31174, University Library of Munich, Germany.
• Singh, Saurabh & Saharawat, Swati, 2011. "Hedging dynamics with gold futures," MPRA Paper 41472, University Library of Munich, Germany.
• Peresetsky, A. A., 2011. "What determines the behavior of the Russian stock market," MPRA Paper 41508, University Library of Munich, Germany.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange," MPRA Paper 41602, University Library of Munich, Germany, revised 20 Mar 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Monthly seasonality in the Bucharest stock exchange," MPRA Paper 41603, University Library of Munich, Germany, revised 08 Apr 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Holiday effect on the Romanian stock market," MPRA Paper 41635, University Library of Munich, Germany, revised 08 Sep 2011.
• Ayala, Alfonso, 2011. "Algunos conceptos sobre la evaluación de portafolios de inversión [Some concepts on the assessment of investment portfolios]," MPRA Paper 42404, University Library of Munich, Germany.
• Lee, King Fuei, 2011. "Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US," MPRA Paper 46350, University Library of Munich, Germany.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011. "Mutual influence of exchange assets: analysis and estimation," MPRA Paper 50779, University Library of Munich, Germany.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011. "Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading," MPRA Paper 50791, University Library of Munich, Germany.
• Silva, Pedro & Almeida, Liliana, 2011. "Weather and stock markets: empirical evidence from Portugal," MPRA Paper 54119, University Library of Munich, Germany.
• Kumar, Dr.B.Pradeep, 2011. "Financial Exclusion: A Theoretical Approach," MPRA Paper 89864, University Library of Munich, Germany, revised 17 Jun 2011.
• Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011. ""Ripple" Effects in South African House Prices," Working Papers 201102, University of Pretoria, Department of Economics.
• Petr Musílek, 2011. "European System of Financial Supervision [Evropský systém dohledu finančního trhu]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2011(2), pages 7-17.
• Jan Vlachý, 2011. "Obchodování s deriváty a pokoutní bankéři - ohlédnutí za finančním trhem v meziválečném Československu [Derivatives and Bucketshops: A Forgotten History of Czech Financial Markets between the World," Politická ekonomie, Prague University of Economics and Business, vol. 2011(2), pages 205-223.
• Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011. "Which financial frictions? Parsing the evidence from the financial crisis of 2007-09," Staff Reports 528, Federal Reserve Bank of New York.
  • Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011. "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09," Working Papers 1396, Princeton University, Department of Economics, Econometric Research Program..
• Jean-Paul Tchang, 2011. "Le marché obligataire chinois," Revue d'Économie Financière, Programme National Persée, vol. 102(2), pages 85-98.
• John Hatgioannides & Marika Karanassou, 2011. "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," Working Papers 686, Queen Mary University of London, School of Economics and Finance.
• Hatgioannides, John & Karanassou, Marika, 2011. "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," IZA Discussion Papers 6251, Institute of Labor Economics (IZA).
  • John Hatgioannides & Marika Karanassou, 2011. "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," Working Papers 686, Queen Mary University of London, School of Economics and Finance.
• Stefano D'Addona & Paola Brighi & Antonio Carlo Francesca Della Bina, 2011. "Long-Run Evidence Using Multifactor Asset Pricing Models," Working Papers 0911, CREI Università degli Studi Roma Tre, revised 2011.
• Jacques Pézier, 2011. "Rationalization of Investment Preference Criteria," ICMA Centre Discussion Papers in Finance icma-dp2011-12, Henley Business School, University of Reading.
• Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," American Economic Review, American Economic Association, vol. 105(3), pages 958-992, March.
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  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," PSE-Ecole d'économie de Paris (Postprint) hal-01301589, HAL.
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• Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
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• Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
  • Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
  • Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Chaido Dritsaki, 2011. "The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(40), pages 25-56, June.
• Juthathip Jongwanich & Douglas H. Brooks & Archanun Kohpaiboon, 2013. "Cross-border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia," Asian Economic Journal, East Asian Economic Association, vol. 27(3), pages 265-284, September.
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• Hou, Jack W., 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," ADBI Working Papers 323, Asian Development Bank Institute.
• Penikas, Henry, 2011. "Copula-Based Price Risk Hedging Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 3-21.
• Ahmad, Nor Hayati Bt & Noor, Mohamad Akbar & Noor, Bin Mohamad, 2011. "The Impact of 1998 and 2008 Financial Crises on Profitability of Islamic Banks," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 34(1), pages 1-22, March.
• Lu s Pacheco, 2012. "Moody S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 58-83.
  • Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
  • Pacheco, Luis, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers 22/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
• Han, Young Wook, 2011. "Structural Breaks and Long Memory Property in Korean Won Exchange Rates: Adaptive FIGARCH Model," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 15(2), pages 33-59, June.
• Shojai, Shahin & Feiger, George, 2011. "Economists’ Hubris – The Case of Award Winning Finance Literature," Journal of Financial Transformation, Capco Institute, vol. 31, pages 9-17.
• Mansor H. Ibrahim, 2012. "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(1), pages 25-34, March.
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• Paul Zarembka and Radhika Desai (ed.), 2011. "Revitalizing Marxist Theory For Today'S Capitalism," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, volume 27, number volm27a, November.
• Silvia Gabrieli, 2011. "The microstructure of the money market before and after the financial crisis: a network perspective," CEIS Research Paper 181, Tor Vergata University, CEIS, revised 19 Jan 2011.
• Joanna B³ach, 2011. "Financial Innovations and Their Role in the Modern Financial System – Identification and Systematization of the Problem," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 7(3), pages 13-26, November.
• Barrell, Ray & Fic, Tatiana & Gerald, John Fitz & Orazgani, Ali & Whitworth, Rachel, 2011. "The Banking Sector and Recovery in the EU Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 216, pages 41-52, April.
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• Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
  • Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
• Foucault, Thierry & Cespa, Giovanni, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers 8350, C.E.P.R. Discussion Papers.
  • Giovanni Cespa & Thierry Focault, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CSEF Working Papers 284, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Draus, Sarah, 2010. "Does inter-market competition lead to less regulation?," CFS Working Paper Series 2010/13, Center for Financial Studies (CFS).
  • Sarah Draus, 2011. "Does Inter-Market Competition Lead to Less Regulation?," CSEF Working Papers 296, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Sarah Draus, 2011. "The Certification Role of Listings," CSEF Working Papers 297, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Claudia Nicoleta Guni, 2011. "The Trading System And The Trading Participants In The Bse," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 3(3 (Novemb), pages 570-575.
• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers hal-03460920, HAL.
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  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2012. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers 22-2012, Singapore Management University, School of Economics.
• Almut Veraart, 2011. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 253-291, September.
  • Almut E. D. Veraart, 2010. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers 2010-65, Department of Economics and Business Economics, Aarhus University.
• Steven Clark & T. Coggin, 2011. "Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks," Empirical Economics, Springer, vol. 40(2), pages 373-391, April.
• Chung-Hua Shen & Chien-Chiang Lee & Shyh-Wei Chen & Zixiong Xie, 2011. "Roles played by financial development in economic growth: application of the flexible regression model," Empirical Economics, Springer, vol. 41(1), pages 103-125, August.
• Stefan Kassberger & Thomas Liebmann, 2011. "Minimal q-entropy martingale measures for exponential time-changed Lévy processes," Finance and Stochastics, Springer, vol. 15(1), pages 117-140, January.
• Teemu Pennanen, 2011. "Arbitrage and deflators in illiquid markets," Finance and Stochastics, Springer, vol. 15(1), pages 57-83, January.
• Nicholas Westray & Harry Zheng, 2011. "Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization," Finance and Stochastics, Springer, vol. 15(3), pages 501-512, September.
• Denis Belomestny, 2011. "Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates," Finance and Stochastics, Springer, vol. 15(4), pages 655-683, December.
• Tim Leung & Qingshuo Song & Jie Yang, 2013. "Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing," Finance and Stochastics, Springer, vol. 17(4), pages 839-870, October.
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• Richard DeFusco & Stoyu Ivanov & Gordon Karels, 2011. "The exchange traded funds’ pricing deviation: analysis and forecasts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(2), pages 181-197, April.
• Chung Baek & Jongwook Reem & Thomas Jackman, 2011. "Bank loan commitments and Material Adverse Change clause," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(3), pages 361-369, July.
• İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray, 2011. "Housing prices and the optimal time-on-the-market decision," Finance Research Letters, Elsevier, vol. 8(4), pages 171-179.
• Szyszka, Adam, 2011. "The genesis of the 2008 global financial crisis and challenges to the neoclassical paradigm of finance," Global Finance Journal, Elsevier, vol. 22(3), pages 211-216.
• Long, Cheryl & Zhang, Xiaobo, 2011. "Cluster-based industrialization in China: Financing and performance," Journal of International Economics, Elsevier, vol. 84(1), pages 112-123, May.
  • Long, Cheryl & Zhang, Xiaobo, 2009. "Cluster-based industrialization in China: Financing and performance," IFPRI discussion papers 937, International Food Policy Research Institute (IFPRI).
• Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2011. "Worst case risk measurement: Back to the future?," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 380-392.
• Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros, 2011. "Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3335-3350.
• Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2011. "An investigation of customer order flow in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1892-1906, August.
  • Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Business School - Economics, University of Glasgow, revised Feb 2010.
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• Tsai, Chun-Li, 2011. "The reaction of stock returns to unexpected increases in the federal funds rate target," Journal of Economics and Business, Elsevier, vol. 63(2), pages 121-138.
• Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
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• Greenwood, Robin & Thesmar, David, 2011. "Stock price fragility," Journal of Financial Economics, Elsevier, vol. 102(3), pages 471-490.
  • David Thesmar, 2009. "Stock Price Fragility," Post-Print hal-00496062, HAL.
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• Kim, Heeho, 2011. "The risk adjusted uncovered equity parity," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1491-1505.
• Volosovych, Vadym, 2011. "Measuring financial market integration over the long run: Is there a U-shape?," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1535-1561.
  • Vadym Volosovych, 2011. "Measuring Financial Market Integration over the Long Run: Is there a U-Shape?," Tinbergen Institute Discussion Papers 11-018/2, Tinbergen Institute.
• Hsu, Kuang-Chung & Chiang, Hui-Chu, 2011. "Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 339-349.
• Tervala, Juha, 2011. "Export pricing and the cross-country correlation of stock prices," Review of Financial Economics, Elsevier, vol. 20(2), pages 74-83, May.
• Keef, Stephen P. & Khaled, Mohammed S., 2011. "A review of the seasonal affective disorder hypothesis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 959-967.
• Igor P. Rivera & Enzo D'Antonio di Vito & Andrés Fundia, 2011. "Valuación de Swaptions Bermuda basada en el modelo LIBOR adaptado a vectores frontera," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 5(1), pages 77-92.
• Cohen, Lauren & Lou, Dong, 2011. "Complicated firms," LSE Research Online Documents on Economics 119066, London School of Economics and Political Science, LSE Library.
• Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011. "Preferred-Habitat Investors and the US Term Structure of Real Rates," FMG Discussion Papers dp674, Financial Markets Group.
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• Dimitri Vayanos & Paul Woolley, 2011. "Fund Flows and Asset Prices: A Baseline Model," FMG Discussion Papers dp667, Financial Markets Group.
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• Gerard Caprio, 2011. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 14, Edward Elgar Publishing.
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• Yu‐Shan Wang & Chung‐Gee Lin & Shih‐Chieh Shih, 2011. "The dynamic relationship between agricultural futures and agriculture index in China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 3(3), pages 369-382, September.
• Sameeksha Desai & Johan Eklund & Andreas Högberg, 2011. "Pro‐market reforms and allocation of capital in India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(2), pages 123-139, May.
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• Philipp Koenig, 2011. "Modelling Correlation in Carbon and Energy Markets," Working Papers EPRG 1107, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Petar Chobanov & Amine Lahiani & Nikolay Nenovsky, 2011. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
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• Yuliya S. Evlakhova, 2011. "Financial Market Concept within the Modern Finance Theory Framework," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 81-92, July.
• Gete, Pedro & Porchia, Paolo, 2010. "Fertility and Consumption when Having a Child is a Risky Investment," MPRA Paper 27885, University Library of Munich, Germany.
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• Mario Cerrato & Chia Chun Lo & Konstantinos Skindilias, 2011. "Adaptive continuous time Markov chain approximation model to general jump-diffusions," Working Papers 2011_16, Business School - Economics, University of Glasgow.
• Cerrato, Mario & Crosby, John & Kaleem, Muhammad, 2011. "Measuring the Economic Significance of Structural Exchange Rate Models," SIRE Discussion Papers 2011-62, Scottish Institute for Research in Economics (SIRE).
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• Daniel Cohen, 2011. "La crise grecque. Leçons pour l'Europe," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 383-394.
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• Daniel Cohen, 2011. "La crise grecque. Leçons pour l'Europe," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 383-394.
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• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
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• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
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• Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
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• Blix Grimaldi, Marianna, 2011. "Up for count? Central bank words and financial stress," Working Paper Series 252, Sveriges Riksbank (Central Bank of Sweden).
• Valseth, Siri, 2013. "Price discovery in government bond markets," Journal of Financial Markets, Elsevier, vol. 16(1), pages 127-151.
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• Osmundsen, Petter, 2011. "Colloboration in Norway's offshore sector. Contracts and incentives," UiS Working Papers in Economics and Finance 2011/4, University of Stavanger.
• Zenou, Yves & Patacchini, Eleonora & Cohen-Cole, Ethan, 2011. "Systemic Risk and Network Formation in the Interbank Market," CEPR Discussion Papers 8332, C.E.P.R. Discussion Papers.
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• Julian di Giovanni & Akito Matsumoto, 2011. "The Value of Human Capital Wealth," Global COE Hi-Stat Discussion Paper Series gd10-174, Institute of Economic Research, Hitotsubashi University.
• Markus Bibinger, 2011. "Asymptotics of Asynchronicity," SFB 649 Discussion Papers SFB649DP2011-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Markus Bibinger, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers SFB649DP2011-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Santiago Moreno-Bromberg & Traian A. Pirvu & Anthony Réveillac, 2011. "CRRA Utility Maximization under Risk Constraints," SFB 649 Discussion Papers SFB649DP2011-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers 1106.3915, arXiv.org.
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• Markus Bibinger & Markus Reiß, 2011. "Spectral estimation of covolatility from noisy observations using local weights," SFB 649 Discussion Papers SFB649DP2011-086, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Madalina - Gabriela Anghel, 2011. "The Analysis on the Evolution of Capital Market Basically in Romania during 1995 – November 2011," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 1(2), pages 1-7, December.
• Alejandro Vargas Sánchez, 2011. "Estimación del costo del patrimonio y costo del capital por medio de tasas de rendimiento ajustadas al riesgo," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 1(1), pages 118-135.
• Chien-Jen Wang & Po-Chin Wu & Yu-Ming Lu, 2011. "Twin-Rate Uncertainty, Debt And Investment Decisions– Evidence From Dow Jones Panel Data," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(1), pages 15-26.
• Peter Harris & Paul R. Kutasovic, 2011. "Did Exit Pricing Under Fasb 157 Contribute To The Subprime Mortgage Crisis?," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(2), pages 97-104.
• Shih-Ping Feng, 2011. "The Liquidity Effect In Option Pricing: An Empirical Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(2), pages 35-43.
• Mario Cuevas & Sigfrido Lee & Maria Isabel Bonilla, 2011. "The Missing Foundations of Housing Finance: Incomplete Markets, Fragmented Policies and Emerging Solutions in Guatemala," Research Department Publications 4750, Inter-American Development Bank, Research Department.
• Katharina Diekmann, 2011. "Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets?," IEER Working Papers 89, Institute of Empirical Economic Research, Osnabrueck University.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
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• Rasim ÖZCAN, 2011. "Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(306), pages 53-67.
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• Ana González & Gonzalo Rubio, 2011. "Portfolio choice and the effects of liquidity," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(1), pages 53-74, March.
• Xiaolou YANG, 2011. "Ambiguity, Analyst Forecast Incentives And Abnormal Stock Returns," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 117-129, June.
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• Lumír Kulhánek, 2011. "Money, Stock Prices And Economic Activity In Selected European Countries," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 101-115, December.
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• Valerie Revest & Sandro Sapio, 2011. "An Essay on the Emergence, Organization and Performance of Financial Markets: the case of the Alternative Investment Market," LEM Papers Series 2011/15, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Valérie Revest & Alessandro Sapio, 2013. "An essay on the emergence, organization and performance of financial markets: the case of the Alternative Investment Market," Post-Print halshs-00855203, HAL.
• Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011. "How do banks' funding costs affect interest margins?," Discussion Papers 665, Statistics Norway, Research Department.
• Nicholas Economides & Roy C. Smith, 2011. "Trichet Bonds To Resolve the European Sovereign Debt Problem," Working Papers 11-01, NET Institute.
  • Nicholas Economides & Roy C. Smith, 2011. "Trichet Bonds to Resolve the European Sovereign Debt Problem," Working Papers 11-05, New York University, Leonard N. Stern School of Business, Department of Economics.
• Liu, Li-Gang & Pauwels, Laurent L., 2012. "Do external political pressures affect the Renminbi exchange rate?," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1800-1818.
  • Li-gang Liu & Laurent Pauwels & Jun-yu Chan, 2008. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 0805, Hong Kong Monetary Authority.
  • Liu, Li-Gang & Pauwels, Laurent, 2011. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 10/2011, University of Sydney Business School, Discipline of Business Analytics.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price formation on the EuroMTS platform," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 229-233.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," CESifo Working Paper Series 2938, CESifo.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," Discussion Papers of DIW Berlin 977, DIW Berlin, German Institute for Economic Research.
• Shu-Ling Chen & Hyeongwoo Kim, 2011. "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," International Economic Journal, Taylor & Francis Journals, vol. 25(2), pages 239-250.
  • Chen, Shu-Ling & Kim, Hyeongwoo, 2008. "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," MPRA Paper 18680, University Library of Munich, Germany, revised Nov 2009.
• Ingmar Nolte & Valeri Voev, 2011. "Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 94-108, April.
  • Ingmar Nolte & Valeri Voev, 2009. "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers 2009-16, Department of Economics and Business Economics, Aarhus University.
• Emmanuel Anoruo, 2011. "Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 4(3), pages 75-92, December.
• Menkveld, Albert J., 2013. "High frequency trading and the new market makers," Journal of Financial Markets, Elsevier, vol. 16(4), pages 712-740.
  • Albert J. Menkveld, 2011. "High Frequency Trading and the New-Market Makers," Tinbergen Institute Discussion Papers 11-076/2/DSF21, Tinbergen Institute, revised 15 Aug 2011.
• Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Other publications TiSEM 08f59c7c-7302-47f9-9a9b-b, Tilburg University, School of Economics and Management.
  • Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.
• Beck, T.H.L., 2011. "Finance and Oil. Is there a Resource Curse in Financial Development?," Other publications TiSEM 123f034a-fde0-4c02-b147-c, Tilburg University, School of Economics and Management.
  • Beck, T.H.L., 2011. "Finance and Oil. Is there a Resource Curse in Financial Development?," Discussion Paper 2011-017, Tilburg University, Center for Economic Research.
  • Beck, T.H.L., 2011. "Finance and Oil. Is There a Resource Curse in Financial Development?," Other publications TiSEM b26da712-6c4c-446e-a74b-0, Tilburg University, School of Economics and Management.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011. "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Other publications TiSEM f9895511-3b4b-4db5-bf34-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011. "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Discussion Paper 2011-069, Tilburg University, Center for Economic Research.
• Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.
  • Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Other publications TiSEM 08f59c7c-7302-47f9-9a9b-b, Tilburg University, School of Economics and Management.
• Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "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 sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
• Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "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 sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
• Sattar A. Mansi & Yaxuan Qi & John K. Wald, 2011. "Debt Covenants, Bankruptcy Risk, and Issuance Costs," Working Papers 0024, College of Business, University of Texas at San Antonio.
• Don Bredin & John Cotter, 2008. "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 540-560, October.
  • Cotter, John & Bredin, Don, 2005. "Volatility and Irish Exports," MPRA Paper 3522, University Library of Munich, Germany.
  • Don Bredin & John Cotter, 2011. "Volatility and Irish Exports," Working Papers 200416, Geary Institute, University College Dublin.
• Cotter, John, 2007. "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1338-1354, December.
  • Cotter, John, 2004. "Varying the VaR for Unconditional and Conditional Environments," MPRA Paper 3483, University Library of Munich, Germany.
  • John Cotter, 2011. "Varying the VaR for Unconditional and Conditional Environments," Working Papers 200419, Geary Institute, University College Dublin.
  • John Cotter, 2011. "Varying the VaR for Unconditional and Conditional Environments," Papers 1103.5649, arXiv.org.
• Cotter, John, 2006. "Modelling catastrophic risk in international equity markets: An extreme value approach," MPRA Paper 3507, University Library of Munich, Germany.
  • John Cotter, 2011. "Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach," Working Papers 200515, Geary Institute, University College Dublin.
  • john cotter, 2011. "Modelling catastrophic risk in international equity markets: An extreme value approach," Papers 1103.5656, arXiv.org.
• John Cotter & Simon Stevenson, 2006. "Multivariate Modeling of Daily REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 305-325, May.
  • Cotter, John & Stevenson, Simon, 2005. "Multivariate Modeling of Daily REIT Volatility," MPRA Paper 3524, University Library of Munich, Germany.
  • John Cotter & Simon Stevenson, 2011. "Multivariate Modelling of Daily REIT Volatility," Working Papers 200517, Geary Institute, University College Dublin.
  • John Cotter & Simon Stevenson, 2011. "Multivariate Modeling of Daily REIT Volatility," Papers 1103.5660, arXiv.org.
• John Cotter & Jim Hanly, 2006. "Reevaluating hedging performance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 677-702, July.
  • Cotter, John & Hanly, James, 2005. "Re-evaluating Hedging Performance," MPRA Paper 3523, University Library of Munich, Germany.
  • John Cotter & Jim Hanly, 2011. "Re-evaluating Hedging Performance," Working Papers 200518, Geary Institute, University College Dublin.
• John Cotter & Jim Hanly, 2012. "Hedging effectiveness under conditions of asymmetry," The European Journal of Finance, Taylor & Francis Journals, vol. 18(2), pages 135-147, February.
  • Cotter, John & Hanly, James, 2007. "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper 3501, University Library of Munich, Germany.
  • John Cotter & Jim Hanly, 2011. "Hedging Effectiveness under Conditions of Asymmetry," Working Papers 200843, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "Hedging Effectiveness under Conditions of Asymmetry," Papers 1103.5411, arXiv.org.
• Cotter, John & Hanly, Jim, 2012. "A utility based approach to energy hedging," Energy Economics, Elsevier, vol. 34(3), pages 817-827.
  • John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Papers 1103.5973, arXiv.org.
  • John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Working Papers 201106, Geary Institute, University College Dublin.
• John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Papers 1110.4119, arXiv.org.
  • John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Working Papers 201131, Geary Institute, University College Dublin.
  • Cotter, John & Gabriel, Stuart & Roll, Richard, 2011. "Integration and contagion in US housing markets," MPRA Paper 34591, University Library of Munich, Germany.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011. "Why do variance swaps exist?," Documentos de Trabajo del ICAE 2011-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011. "Variance Swaps and Intertemporal Asset Pricing," Documentos de Trabajo del ICAE 2011-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," UMASS Amherst Economics Working Papers 2011-05, University of Massachusetts Amherst, Department of Economics.
  • James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," Working Papers wp255, Political Economy Research Institute, University of Massachusetts at Amherst.
• James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," Working Papers wp255, Political Economy Research Institute, University of Massachusetts at Amherst.
  • James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," UMASS Amherst Economics Working Papers 2011-05, University of Massachusetts Amherst, Department of Economics.
• Jack Gray & Ron Bird, 2011. "A Brief Critical Review of Australia's Retirement Savings System," Published Paper Series 2011-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012. "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 446-460.
  • Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011. "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series 290, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ke Du & Eckhard Platen, 2011. "Three-Benchmarked Risk Minimization for Jump Diffusion Markets," Research Paper Series 296, Quantitative Finance Research Centre, University of Technology, Sydney.
• Florian Hauser & Marco LiCalzi, 2011. "Learning to Trade in an Unbalanced Market," Lecture Notes in Economics and Mathematical Systems, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart (ed.), Emergent Results of Artificial Economics, pages 65-76, Springer.
  • Florian Hauser & Marco LiCalzi, 2011. "Learning to trade in an unbalanced market," Working Papers 2, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2011. "An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 669-707, June.
  • Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2007. "An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics," CoFE Discussion Papers 07/04, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011. "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(1), pages 81-101, January.
  • Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009. "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers 0609, Center for Quantitative Economics (CQE), University of Muenster.
• Fiorella De Fiore & Oreste Tristani, 2011. "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 407-440, March.
  • Fiorella De Fiore & Oreste Tristani, 2011. "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 407-440, March.
  • De Fiore, Fiorella & Tristani, Oreste, 2008. "Credit and the natural rate of interest," Working Paper Series 889, European Central Bank.
• Richard D Bateson, 2011. "Financial Derivative Investments:An Introduction to Structured Products," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p779, February.
• Richard D. Bateson, 2011. "Introduction," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 1, pages 1-20, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Introduction to Swap Finance," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 2, pages 21-33, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Pricing Equity Options," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 3, pages 35-58, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Equity Structured Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 4, pages 59-93, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Basket Equity Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 5, pages 95-127, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Pricing Interest Rate Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 6, pages 129-149, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Interest Rate Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 7, pages 151-172, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Pricing Credit Derivatives," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 8, pages 173-202, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Structured Credit Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 9, pages 203-234, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Fund Options and Hybrids," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 10, pages 235-245, World Scientific Publishing Co. Pte. Ltd..
• Eckhard Platen, 2011. "A Benchmark Approach to Investing and Pricing," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 28, pages 409-426, World Scientific Publishing Co. Pte. Ltd..
  • Eckhard Platen, 2009. "A Benchmark Approach to Investing and Pricing," Research Paper Series 253, Quantitative Finance Research Centre, University of Technology, Sydney.
• Laura Raisa MILOS & Carmen CORDUNEANU, 2011. "Pension funds – main institutional investor on the Romanian capital market?," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(2(14)), pages 105-110.
• Nikolai Stähler, 2013. "Recent Developments In Quantitative Models Of Sovereign Default," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
  • Stähler, Nikolai, 2011. "Recent developments in quantitative models of sovereign default," Discussion Paper Series 1: Economic Studies 2011,17, Deutsche Bundesbank.
• Vikas Agarwal & Wei Jiang & Yuehua Tang & Baozhong Yang, 2013. "Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide," Journal of Finance, American Finance Association, vol. 68(2), pages 739-783, April.
  • Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2010. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09, University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2011. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Peter Gomber & Uwe Schweickert & Erik Theissen, 2015. "Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach," European Financial Management, European Financial Management Association, vol. 21(1), pages 52-78, January.
  • Gomber, Peter & Schweickert, Uwe & Theissen, Erik, 2011. "Liquidity dynamics in an electronic open limit order book: An event study approach," CFR Working Papers 11-14, University of Cologne, Centre for Financial Research (CFR).
• Thomas Dimpfl & Stephan Jank, 2016. "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, vol. 22(2), pages 171-192, March.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics 18, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can internet search queries help to predict stock market volatility?," CFR Working Papers 11-15, University of Cologne, Centre for Financial Research (CFR).
• Joachim Grammig & Erik Theissen, 2012. "Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 64(2), pages 82-100, April.
  • Grammig, Joachim G. & Theissen, Erik, 2011. "Is BEST really better? Internalization of orders in an open limit order book," CFS Working Paper Series 2011/03, Center for Financial Studies (CFS).
• Grammig, Joachim & Theissen, Erik & Wuensche, Oliver, 2007. "Time and price impact of a trade: A structural approach," CFR Working Papers 07-12, University of Cologne, Centre for Financial Research (CFR).
  • Grammig, Joachim G. & Theissen, Erik & Wünsche, Oliver, 2011. "Time and the price impact of a trade: A structural approach," CFS Working Paper Series 2011/08, Center for Financial Studies (CFS).
• Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya, 2011. "The evolution of aggregate stock ownership," CFS Working Paper Series 2011/18, Center for Financial Studies (CFS).
• Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
  • Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
• Aloud, Monira & Tsang, Edward & Olsen, Richard & Dupuis, Alexandre, 2011. "A directional-change events approach for studying financial time series," Economics Discussion Papers 2011-28, Kiel Institute for the World Economy (IfW Kiel).
• Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers 1106.3915, arXiv.org.
  • Song, Song & Bickel, Peter J., 2011. "Large vector auto regressions," SFB 649 Discussion Papers 2011-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bibinger, Markus & Reiß, Markus, 2011. "Spectral estimation of covolatility from noisy observations using local weights," SFB 649 Discussion Papers 2011-086, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Thomas Dimpfl & Stephan Jank, 2016. "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, vol. 22(2), pages 171-192, March.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can internet search queries help to predict stock market volatility?," CFR Working Papers 11-15, University of Cologne, Centre for Financial Research (CFR).
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics 18, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.

2010

• Felix Kubler & Karl Schmedders, 2010. "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 181-200, October.
  • Felix Kubler & Karl Schmedders, 2007. "Non-parametric counterfactual analysis in dynamic general equilibrium," PIER Working Paper Archive 07-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Felix KUBLER & Karl SCHMEDDERS, 2009. "Non-parametric counterfactual analysis in dynamic general equilibrium," Swiss Finance Institute Research Paper Series 09-05, Swiss Finance Institute.
• Edi Karni, 2010. "A mechanism for thawing the credit markets," Review of Economic Design, Springer;Society for Economic Design, vol. 14(3), pages 243-249, September.
  • Edi Karni, 2009. "A Mechanism for Thawing the Credit Markets," Economics Working Paper Archive 551, The Johns Hopkins University,Department of Economics.
• Fariz Huseynov, 2010. "Review of CIS Stock Markets: Future Perspectives," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 17(1), pages 63-79, May.
• Anand BANSAL & J.S. PASRICHA, 2010. "Impact Of Foreign Capital On Economic Growth In India: 1992 – 2009," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 9-15, June.
• Arvid Raknerud & Øivind Skare, 2010. "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers 614, Statistics Norway, Research Department.
• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
• Marina Nikiforow, 2010. "Does training on behavioural finance influence fund managers' perception and behaviour?," Applied Financial Economics, Taylor & Francis Journals, vol. 20(7), pages 515-528.
  • Nikiforow, Marina, 2009. "Does training on behavioral finance influence fund managers' perception and behavior?," Hannover Economic Papers (HEP) dp-419, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Shane Miller & Eckhard Platen, 2010. "Real-World Pricing for a Modified Constant Elasticity of Variance Model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 17(2), pages 147-175.
  • Shane M Miller & Eckhard Platen, 2008. "Real World Pricing for a Modified Constant Elasticity of Variance Model," Research Paper Series 237, Quantitative Finance Research Centre, University of Technology, Sydney.
• Claus Aastrup Jensen & Nikolaj Malchow-Møller & Jan Rose Skaksen, 2010. "Does coordination of immigration policies among destination countries increase immigration?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 19(3), pages 357-384.
  • Rose Skaksen, Jan & Malchow-Møller, Nikolaj & Aastrup Jensen, Claus, 2007. "Does Coordination of Immigration Policies among Destination Countries Increase Immigration?," Working Papers 15-2007, Copenhagen Business School, Department of Economics.
• Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
  • Jorge Caiado & Nuno Crato, 2009. "Identifying common dynamic features in stock returns," CEMAPRE Working Papers 0902, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  • Caiado, Jorge & Crato, Nuno, 2009. "Identifying common dynamic features in stock returns," MPRA Paper 15241, University Library of Munich, Germany.
• Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series 2932, CESifo.
  • Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission.
  • Thomas Hemmelgarn & Gaëtan Nicodème, 2010. "The 2008 Financial Crisis and Taxation Policy," Working Papers CEB 10-006.RS, ULB -- Universite Libre de Bruxelles.
  • Nicodème, Gaëtan & Hemmelgarn, Thomas, 2010. "The 2008 Financial Crisis and Taxation Policy," CEPR Discussion Papers 7666, C.E.P.R. Discussion Papers.
• Selim Elekdag & Ibrahim Burak Kanli & Zahid Samancioglu & Cagri Sarikaya, 2010. "Finansal Stres ve Iktisadi Faaliyet," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(2), pages 1-8.
  • Selim Elekdag & Ibrahim Burak Kanli, 2010. "Finansal Stres ve Iktisadi Faaliyet," CBT Research Notes in Economics 1006, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Selim Elekdag & Ibrahim Burak Kanli & Zahid Samancioglu & Cagri Sarikaya, 2010. "Finansal Stres ve Iktisadi Faaliyet," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(2), pages 1-8.
  • Selim Elekdag & Ibrahim Burak Kanli, 2010. "Finansal Stres ve Iktisadi Faaliyet," CBT Research Notes in Economics 1006, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Manish Kumar, 2010. "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 3(2), pages 21-39, December.
• Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 7f1ffc85-7ad2-4d99-82a2-b, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 6316f2ea-660e-4b55-82fc-1, Tilburg University, School of Economics and Management.
• van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk, 2012. "Excess based allocation of risk capital," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 26-42.
  • van Gulick, G. & De Waegenaere, A.M.B. & Norde, H.W., 2010. "Excess Based Allocation of Risk Capital," Discussion Paper 2010-123, Tilburg University, Center for Economic Research.
• Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 7f1ffc85-7ad2-4d99-82a2-b, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 6316f2ea-660e-4b55-82fc-1, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.
• Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 7f1ffc85-7ad2-4d99-82a2-b, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 6316f2ea-660e-4b55-82fc-1, Tilburg University, School of Economics and Management.
• Chun Liu & John M Maheu, 2010. "Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market," Working Papers tecipa-401, University of Toronto, Department of Economics.
• Jude C. EGGOH, 2010. "DeVELOPPEMENT FINANCIER, INSTABILITe FINANCIeRE ET CROISSANCE eCONOMIQUE : UN ReEXAMEN DE LA RELATION," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 32, pages 9-30.
• Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," IDEI Working Papers 600, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," TSE Working Papers 10-147, Toulouse School of Economics (TSE).
• John Cotter & Jim Hanly, . "Hedging: scaling and the investor horizon," Journal of Risk, Journal of Risk.
  • John Cotter & Jim Hanly, 2010. "Hedging: Scaling and the Investor Horizon," Working Papers 201002, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "Hedging: Scaling and the Investor Horizon," Papers 1103.5966, arXiv.org.
• Karl Case & John Cotter & Stuart Gabriel, 2010. "Housing Risk and Return: Evidence From a Housing Asset-Pricing Model," Working Papers 201005, Geary Institute, University College Dublin.
  • Karl Case & John Cotter & Stuart Gabriel, 2011. "Housing risk and return: Evidence from a housing asset-pricing model," Papers 1103.5971, arXiv.org.
• Cotter, John & Hanly, Jim, 2010. "Time-varying risk aversion: An application to energy hedging," Energy Economics, Elsevier, vol. 32(2), pages 432-441, March.
  • John Cotter & Jim Hanly, 2010. "Time Varying Risk Aversion: An Application to Energy Hedging," Working Papers 201007, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "Time Varying Risk Aversion: An Application to Energy Hedging," Papers 1103.5968, arXiv.org.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers 1004, University of Nevada, Las Vegas , Department of Economics.
  • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
• James Crotty, 2010. "The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability (revised)," Working Papers wp209_revised3, Political Economy Research Institute, University of Massachusetts at Amherst.
• Fernandez-Pol, Eduardo, 2010. "The Financial Crisis 2007-08 and Causality: A Hicksian Perspective," Economics Working Papers wp10-03, School of Economics, University of Wollongong, NSW, Australia.
• Antonio Ciccone & Elias Papaioannou, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," Working Papers 504, Barcelona School of Economics.
  • Antonio Ciccone & Elias Papaioannou, 2010. "Estimating cross-industry cross-country models using benchmark industry characteristics," Economics Working Papers 1235, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
  • Ciccone, Antonio & Papaioannou, Elias, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," CEPR Discussion Papers 8056, C.E.P.R. Discussion Papers.
• Mansor H. Ibrahim, 2010. "Short-horizon Asymmetry in Conditional Mean of Asean Stock Market Returns," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 6(2), pages 115-128.
• Bird, Ron & Yeung, Danny, 2012. "How do investors react under uncertainty?," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 310-327.
  • Ron Bird & Danny Yeung, 2010. "How Do Investors React Under Uncertainty?," Working Paper Series 8, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• Eckhard Platen & Renata Rendek, 2012. "Approximating the numéraire portfolio by naive diversification," Journal of Asset Management, Palgrave Macmillan, vol. 13(1), pages 34-50, February.
  • Eckhard Platen & Renata Rendek, 2010. "Approximating the Numeraire Portfolio by Naive Diversification," Research Paper Series 281, Quantitative Finance Research Centre, University of Technology, Sydney.
• Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010. "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers 2010_10, Department of Economics, University of Venice "Ca' Foscari".
• Michael Donadelli & Federico Silvestri, 2010. "Why Should Naive Investors Avoid Stock Markets ?," Working Papers 2010_19, Department of Economics, University of Venice "Ca' Foscari".
• Boško Živković & Jelena Minović, 2010. "Illiquidity of Frontier Financial Market: Case of Serbia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 349-367, September.
• Boško Živković & Jelena Minović, 2010. "Illiquidity of Frontier Financial Market: Case of Serbia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 349-367.
• Gerard Caprio, 2011. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 14, Edward Elgar Publishing.
  • Gerard Caprio, Jr, "undated". "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series iiisdp311, IIIS.
  • Caprio, Gerard, Jr., 2010. "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series 5198, The World Bank.
  • Gerard Caprio, 2009. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Department of Economics Working Papers 2009-06, Department of Economics, Williams College.
• Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO 1253, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Peter Chobanov & Amine Lahiani & Nikolay Nenovsky, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," William Davidson Institute Working Papers Series wp1002, William Davidson Institute at the University of Michigan.
• John Cotter & Kevin Dowd, 2010. "Estimating financial risk measures for futures positions: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 689-703, July.
  • Cotter, John & Dowd, Kevin, 2007. "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper 3503, University Library of Munich, Germany.
  • john cotter & kevin dowd, 2011. "Estimating financial risk measures for futures positions: a non-parametric approach," Papers 1103.5666, arXiv.org.
  • John Cotter & Kevin Dowd, 2011. "Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach," Working Papers 200613, Geary Institute, University College Dublin.
• Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
• Krzysztof Kontek, 2010. "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers 43, Department of Applied Econometrics, Warsaw School of Economics.
• Gabriele Di Filippo, 2010. "Conventions in the Foreign Exchange Market:Do they really explain Exchange Rate Dynamics?," FIW Working Paper series 044, FIW.
• Alexander Puetz & Stefan Ruenzi, 2011. "Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 684-712, June.
  • Pütz, Alexander & Ruenzi, Stefan, 2009. "Overconfidence among professional investors: Evidence from mutual fund managers," CFR Working Papers 08-08, University of Cologne, Centre for Financial Research (CFR).
  • Pütz, Alexander & Ruenzi, Stefan, 2010. "Overconfidence among professional investors: Evidence from mutual fund managers," CFR Working Papers 08-08 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Grammig, Joachim G. & Peter, Franziska J., 2010. "Tell-tale tails: A data driven approach to estimate unique market information shares," CFR Working Papers 10-06, University of Cologne, Centre for Financial Research (CFR).
• Vikas Agarwal & Wei Jiang & Yuehua Tang & Baozhong Yang, 2013. "Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide," Journal of Finance, American Finance Association, vol. 68(2), pages 739-783, April.
  • Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2010. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09, University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2011. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y., 2010. "Risk and return in convertible arbitrage: Evidence from the convertible bond market," CFR Working Papers 10-19, University of Cologne, Centre for Financial Research (CFR).
• Draus, Sarah, 2010. "Does inter-market competition lead to less regulation?," CFS Working Paper Series 2010/13, Center for Financial Studies (CFS).
  • Sarah Draus, 2011. "Does Inter-Market Competition Lead to Less Regulation?," CSEF Working Papers 296, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers 2010-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series 2010/17, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
• Verrier, Tatjana, 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," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 41600.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers 2010-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series 2010/17, Center for Financial Studies (CFS).
• Schulz, Frowin C., 2010. "Robust estimation of integrated variance and quarticity under flat price and no trading bias," Discussion Papers in Econometrics and Statistics 4/10, University of Cologne, Institute of Econometrics and Statistics.
• Schulz, Frowin C., 2010. "Explaining time-varying risk of electricity forwards: trading activity and news announcements," Discussion Papers in Econometrics and Statistics 8/10, University of Cologne, Institute of Econometrics and Statistics.
• Lischewski, Judith & Voronkova, Svitlana, 2010. "Size, value and liquidity: Do they really matter on an emerging stock market?," ZEW Discussion Papers 10-070, ZEW - Leibniz Centre for European Economic Research.
• Jose García B., 2010. "Return's seasonalities in the Latibex Market," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 25(1), pages 3-14, June.
• Susan Thomas, 2010. "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers 23028, East Asian Bureau of Economic Research.
  • Susan Thomas, 2010. "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2010-006, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Susan Thomas, 2010. "Call Auctions: A Solution to Some Difficulties in Indian Finance," Working Papers id:2597, eSocialSciences.
• Alva-Vázquez, Abraham. & Sierra-Juárez, Guillermo., 2010. "Opciones climáticas para el sector pesquero del pacífico mexicano," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(11), pages 29-61, segundo s.
• Christophe Rault & António Afonso, 2011. "Long-run Determinants of Sovereign Yields," Economics Bulletin, AccessEcon, vol. 31(1), pages 367-374.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," CESifo Working Paper Series 3155, CESifo.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," Working Papers Department of Economics 2010/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Melik KAMISLI & Nuray GIRGINER, 2010. "Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 11(1), pages 1-30, May.
• Elena Márquez & Belén Nieto Doménech & Gonzalo Rubio Irigoyen, 2010. "Consumption, liquidity and the cross-sectional variation of expected returns," Working Papers. Serie AD 2010-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin, 2010. "An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 6(2), pages 247-270, July.
• Erhan Bayraktar & Hasanjan Sayit, 2010. "No arbitrage conditions for simple trading strategies," Annals of Finance, Springer, vol. 6(1), pages 147-156, January.
  • Erhan Bayraktar & Hasanjan Sayit, 2008. "No Arbitrage Conditions For Simple Trading Strategies," Papers 0801.4047, arXiv.org, revised Jan 2009.
• Paolo Guasoni & Miklós Rásonyi & Walter Schachermayer, 2010. "The fundamental theorem of asset pricing for continuous processes under small transaction costs," Annals of Finance, Springer, vol. 6(2), pages 157-191, March.
• Andros Gregoriou, 2010. "Corporate Valuation and Dividends: UK Evidence from Panel Unit Root and Cointegration Tests," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(1), pages 15-22, March.
• Juan Brida & Wiston Risso, 2010. "Dynamics and Structure of the 30 Largest North American Companies," Computational Economics, Springer;Society for Computational Economics, vol. 35(1), pages 85-99, January.
• Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
  • Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
  • Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
• Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
• Thomas Nitschka, 2010. "Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(1), pages 49-65, March.
• Don Galagedera, 2010. "Association between environmental factors and equity market performance: evidence from a nonparametric frontier method," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 245-269, September.
• Christos Alexakis & Emmanouil Mavrakis, 2010. "Is Moderate Market Performance in the U.S. a Sufficient Condition for Abnormal Returns on CEFs?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 80-95, February.
• Nicholas Apergis & John Sorros, 2010. "Disaggregated Earnings and Stock Prices: Evidence from International Listed Shipping Firms," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(3), pages 269-281, August.
• Elias Oikarinen, 2010. "Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data," The Journal of Real Estate Finance and Economics, Springer, vol. 41(4), pages 486-509, November.
• Frank Zhang, 2010. "An empirical analysis of alternative recovery risk models and implied recovery rates," Review of Derivatives Research, Springer, vol. 13(2), pages 101-124, July.
• Alex Frino & Elvis Jarnecic & Hui Zheng, 2010. "Activity in futures: does underlying market size relate to futures trading volume?," Review of Quantitative Finance and Accounting, Springer, vol. 34(3), pages 313-325, April.
• Sidney Leung & Bertrand Horwitz, 2010. "Corporate governance and firm value during a financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 34(4), pages 459-481, May.
• Arie Harel & Giora Harpaz & Joseph Yagil, 2010. "A new paradigm for forecasting security returns in a market regulated by price limits," Review of Quantitative Finance and Accounting, Springer, vol. 35(1), pages 113-121, July.
• Lawrence Fisher & Daniel Weaver & Gwendolyn Webb, 2010. "Removing biases in computed returns," Review of Quantitative Finance and Accounting, Springer, vol. 35(2), pages 137-161, August.
• Michael Goldstein & Andriy Shkilko & Bonnie Ness & Robert Ness, 2010. "Inter-market competition for NYSE-listed securities under decimals," Review of Quantitative Finance and Accounting, Springer, vol. 35(4), pages 371-391, November.
• Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2010. "The hot hand belief and the gambler’s fallacy in investment decisions under risk," Theory and Decision, Springer, vol. 68(4), pages 445-462, April.
• Sang Hoon Kang & Seong-Min Yoon, 2010. "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, vol. 26, pages 431-451.
• Günter Franke & Ferdinand Graf, 2010. "Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?," Working Paper Series of the Department of Economics, University of Konstanz 2010-11, Department of Economics, University of Konstanz.
• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
• Georgi Bontschev & Martin Eling, 2010. "Wo investieren Distressed-Securities-Hedgefonds? Ein Asset-based Style-Faktorenmodell," Credit and Capital Markets, Credit and Capital Markets, vol. 43(3), pages 375-406.
• Shaneera Boolell-Gunesh & Maxime Merli, 2010. "Trading activity and Overconfidence: First Evidence from a large European Database," Working Papers of LaRGE Research Center 2010-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Shaneera Boolell-Gunesh & Marie-Hélène Broihanne & Maxime Merli, 2010. "Investor Sophistication, Learning and the Disposition Effect," Working Papers of LaRGE Research Center 2010-12, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Peter Chobanov & Amine Lahiani & Nikolay Nenovsky, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," William Davidson Institute Working Papers Series wp1002, William Davidson Institute at the University of Michigan.
  • Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO 1253, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Gann, Philipp & Kretzschmar, Anne & Rudolph, Bernd, 2010. "Determinanten der Eigenkapitalrendite von Sparkassen," Discussion Papers in Business Administration 11786, University of Munich, Munich School of Management.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
• Tolga Cenesizoglu, 2010. "Size, Book-to-Market Ratio and Macroeconomic News," Cahiers de recherche 1033, CIRPEE.
• Hassanzadeh, Ali & Ahmadian, Azam, 2010. "Effect of Stock Market Development on Economic Growth (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 1(2), pages 31-52, March.
• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
• Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
  • Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
  • Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
• Stacey Schreft & Adam Bold, 2010. "The Ups & Downs of the Stock Market: Is This Time Different?," Working Papers 1, The Mutual Fund Research Center®.
• Levente Kovács, 2010. "New Model of Current Account Balances," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 6(02), pages 31-35.
• Zsolt Darvas & Jakob Weizsäcker, 2011. "Financial transaction tax: Small is beautiful," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 449-473, December.
  • Zsolt Darvas & Jakob von Weizs„cker, 2010. "Financial Transaction Tax: Small is Beautiful," CERS-IE WORKING PAPERS 1019, Institute of Economics, Centre for Economic and Regional Studies.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial Transaction Tax: Small is Beautiful," Working Papers 1001, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 31 Aug 2010.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial-Transaction Tax- Small Is Beautiful," Bruegel Policy Contributions 379, Bruegel.
• Ágnes Csermely & Zoltán Szalai, 2010. "The role of financial imbalances in monetary policy," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 5(2), pages 6-12, June.
• Dominique Guegan & Chafic Merhy, 2010. "A Note on fair Value and Illiquid Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460856, HAL.
  • Dominique Guegan & Chafic Merhy, 2010. "A note on fair value and illiquid markets," Documents de travail du Centre d'Economie de la Sorbonne 10001, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Alexander Subbotin & Thierry Chauveau, 2010. "Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders," Documents de travail du Centre d'Economie de la Sorbonne 10048, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Pierre-André Maugis, 2010. "Market Efficiencies and Market Risks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544324, HAL.
  • Pierre-André Maugis, 2010. "Market efficiencies and market risks," Documents de travail du Centre d'Economie de la Sorbonne 10094, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Ľuboš Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740-781.
  • Stambaugh, Robert F. & Pástor, LuboÅ¡, 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
  • Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
• Robert S. Gibbons & Richard T. Holden & Michael L. Powell, 2010. "Rational-Expectations Equilibrium in Intermediate Good Markets," NBER Working Papers 15783, National Bureau of Economic Research, Inc.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive 661465000000000237, David K. Levine.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers 15883, National Bureau of Economic Research, Inc.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers 1502, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Bebchuk, Lucian A. & Cohen, Alma & Wang, Charles C.Y., 2013. "Learning and the disappearing association between governance and returns," Journal of Financial Economics, Elsevier, vol. 108(2), pages 323-348.
  • Lucian A. Bebchuk & Alma Cohen & Charles C.Y. Wang, 2010. "Learning and the Disappearing Association Between Governance and Returns," NBER Working Papers 15912, National Bureau of Economic Research, Inc.
• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," Research Department Publications 4667, Inter-American Development Bank, Research Department.
  • John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," NBER Working Papers 16052, National Bureau of Economic Research, Inc.
  • Burger, John D. & Rebucci, Alessandro & Warnock, Francis E. & Cacdac Warnock, Veronica, 2010. "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers) 1127, Inter-American Development Bank.
• Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 745-773.
  • Ian Martin, 2010. "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers 16153, National Bureau of Economic Research, Inc.
• Jeffrey Wurgler, 2010. "On the Economic Consequences of Index-Linked Investing," NBER Working Papers 16376, National Bureau of Economic Research, Inc.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2011. "What Does Equity Sector Orderflow Tell Us About the Economy?," The Review of Financial Studies, Society for Financial Studies, vol. 24(11), pages 3688-3730.
  • Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2010. "What Does Equity Sector Orderflow Tell Us about the Economy?," NBER Working Papers 16534, National Bureau of Economic Research, Inc.
• Kitty Moloney & Srinivas Raghavendra, 2010. "Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory," Working Papers 0158, National University of Ireland Galway, Department of Economics, revised 2010.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
  • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers 1004, University of Nevada, Las Vegas , Department of Economics.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers 15883, National Bureau of Economic Research, Inc.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers 1502, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive 661465000000000237, David K. Levine.
• Hetes Roxana & Miru Oana & Crâsneac Alexandru, 2010. "The Development And Implications Of The U.S. Subprime Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 742-747, December.
• Claudio Borio, 2010. "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo Group, vol. 56(1), pages 70-95, March.
  • Claudio Borio, 2009. "Ten propositions about liquidity crises," BIS Working Papers 293, Bank for International Settlements.
• Enzo Weber, 2010. "Structural Conditional Correlation," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 392-407, Summer.
  • Weber, Enzo, 2009. "Structural Conditional Correlation," University of Regensburg Working Papers in Business, Economics and Management Information Systems 434, University of Regensburg, Department of Economics.
• Matthew Rabin & Dimitri Vayanos, 2010. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 730-778.
  • Rabin, Matthew & Vayanos, Dimitri, 2007. "The gambler's and hot-hand fallacies: theory and applications," LSE Research Online Documents on Economics 24476, London School of Economics and Political Science, LSE Library.
  • Vayanos, Dimitri & Rabin, Matthew, 2007. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," CEPR Discussion Papers 6081, C.E.P.R. Discussion Papers.
  • Matthew Rabin & Dimitri Vayanos, 2007. "The Gambler's and Hot-Hand Fallacies:Theory and Applications," FMG Discussion Papers dp578, Financial Markets Group.
• POPA Lucia - Ramona, 2010. "Advantages and Risks Offered by Romanian to Foreign Investors," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 141-146, May.
• POPA Lucia - Ramona, 2010. "The Impact of Direct Foreign Investments on the Economic Growth in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 147-152, May.
• Eduardo Morón & Johanna Tejada & Alonso Villacorta, 2010. "Competencia y concentración en el sistema financiero en el Perú," Working Papers 10-03, Centro de Investigación, Universidad del Pacífico.
• Kosmas Njanike, 2010. "Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(1), pages 217-228.
• Shaikh, Salman, 2010. "A Brief Review & Introduction to Practiced Islamic Banking & Finance," MPRA Paper 19458, University Library of Munich, Germany.
• Smant, David / D.J.C., 2010. "Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases," MPRA Paper 19815, University Library of Munich, Germany.
• Moawia, Alghalith, 2010. "Forward dynamic utilities: a new model and new results," MPRA Paper 21074, University Library of Munich, Germany.
• Chen, Hui & Parsley, David & Yang, Ya-wen, 2010. "Corporate Lobbying and Financial Performance," MPRA Paper 21114, University Library of Munich, Germany.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo & Des Rosiers, Francois, 2010. "Determining The Value-at-risk In The Shadow Of The Power Law: The Case Of The SP-500 Index," MPRA Paper 22604, University Library of Munich, Germany.
• Yongyang Su & Lan Zheng, 2011. "The Impact of Securities Transaction Taxes on the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 32-46, January.
  • Su, Yongyang, 2010. "The impact of the securities transaction taxes on the Chinese stock market," MPRA Paper 22695, University Library of Munich, Germany, revised 13 May 2010.
• Gazi Mainul Hassan & Hisham M. Al refai, 2012. "Can macroeconomic factors explain equity returns in the long run? The case of Jordan," Applied Financial Economics, Taylor & Francis Journals, vol. 22(13), pages 1029-1041, July.
  • Hassan, Gazi & Hisham, Al refai, 2010. "Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan," MPRA Paper 22713, University Library of Munich, Germany.
• Emenike, Kalu O., 2010. "Modelling Stock Returns Volatility In Nigeria Using GARCH Models," MPRA Paper 22723, University Library of Munich, Germany.
• Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010. "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series EERI_RP_2010_18, Economics and Econometrics Research Institute (EERI), Brussels.
  • Iqbal, Javed & Azher, Sara & Ijza, Ayesha, 2010. "Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index," MPRA Paper 23752, University Library of Munich, Germany.
• Siddiqi, Hammad, 2010. "Information transmission and the emergence of a peculiar trading facility in certain emerging markets," MPRA Paper 23925, University Library of Munich, Germany.
• Abdel Aal Mahmoud, Ashraf, 2010. "FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data," MPRA Paper 24654, University Library of Munich, Germany.
• Mihaela Nicolau, 2010. "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
  • Nicolau, Mihaela, 2010. "Practitioners' tools in analysing financial markets evolution," MPRA Paper 25646, University Library of Munich, Germany.
• Abdulnasser Hatemi-J & Youssef El-Khatib, 2012. "Stochastic optimal hedge ratio: theory and evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 699-703, May.
  • Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010. "Stochastic optimal hedge ratio: Theory and evidence," MPRA Paper 26153, University Library of Munich, Germany.
• Hasan, Zubair, 2010. "Dubai financial crisis: causes, bailout and after - a case study," MPRA Paper 26397, University Library of Munich, Germany.
• Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
  • Csóka, Péter & Pintér, Miklós, 2010. "On the impossibility of fair risk allocation," MPRA Paper 26515, University Library of Munich, Germany.
  • Peter Csoka & Miklos Pinter, 2011. "On the Impossibility of Fair Risk Allocation," CERS-IE WORKING PAPERS 1117, Institute of Economics, Centre for Economic and Regional Studies.
  • Csóka, Péter & Pintér, Miklós, 2014. "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP) 2014/12, Corvinus University of Budapest.
• Waśniewski, Krzysztof, 2010. "Emergence of alternative capital markets in developing countries as a process of institutional change," MPRA Paper 26681, University Library of Munich, Germany.
• Shaikh, Salman & Saeed, Shan, 2010. "Sukuk Bond: The Global Islamic Financial Instrument," MPRA Paper 26700, University Library of Munich, Germany.
• Ramosaj, Berim, 2010. "Challenges to Solvency II Reform in Insurance Industry," MPRA Paper 26739, University Library of Munich, Germany.
• Mihaela NICOLAU, 2010. "Financial Markets Interactions between Economic Theory and Practice," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 27-36.
  • Nicolau, Mihaela, 2010. "Financial Markets Interactions between Economic Theory and Practice," MPRA Paper 27322, University Library of Munich, Germany.
• Kucuk, Ugur N., 2010. "Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market," MPRA Paper 27428, University Library of Munich, Germany.
• Song, In Ho, 2010. "House Prices and Consumption," MPRA Paper 27481, University Library of Munich, Germany.
• Gete, Pedro & Porchia, Paolo, 2010. "Fertility and Consumption when Having a Child is a Risky Investment," MPRA Paper 27885, University Library of Munich, Germany.
  • Pedro Gete and Paolo Porchia, 2011. "Fertility and Consumption when Having a Child is a Risky Investment," Working Papers gueconwpa~11-11-03, Georgetown University, Department of Economics.
• Loukil, Nadia & Yousfi, Ouidad, 2010. "Does corporate governance affect stock liquidity in the Tunisian Stock Market?," MPRA Paper 28697, University Library of Munich, Germany, revised Feb 2011.
• Loukil, Nadia & Yousfi, Ouidad, 2010. "Firm's information environment and stock liquidity: evidence from Tunisian context," MPRA Paper 28699, University Library of Munich, Germany, revised Feb 2011.
  • Nadia Loukil & Ouidad Yousfi, 2011. "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Post-Print hal-00813921, HAL.
  • Nadia Loukil & Ouidad Yousfi, 2013. "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Papers 1304.4852, arXiv.org.
• Douch, Mohamed & Bouaddi, Mohammed, 2010. "EQUITY Premium Puzzle in a Data-Rich Environment," MPRA Paper 29440, University Library of Munich, Germany.
• Vo, Xuan Vinh & Batten, Jonathan, 2010. "An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis," MPRA Paper 29862, University Library of Munich, Germany, revised 10 Jan 2011.
• Vo, Xuan Vinh, 2010. "Foreign ownership in Vietnam stock markets - an empirical analysis," MPRA Paper 29863, University Library of Munich, Germany, revised 10 Jan 2011.
• Sarath Chandran, B.P. & Manju, T.K., 2010. "Financial Inclusion Strategies For Inclusive Growth In India," MPRA Paper 33569, University Library of Munich, Germany.
• Courtney, Samuel, 2010. "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper 35366, University Library of Munich, Germany.
• Courtney, Samuel, 2010. "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper 35390, University Library of Munich, Germany.
• MAKU, Olukayode E. & ATANDA, Akinwande Abdulmaliq, 2010. "Determinants of stock market performance in Nigeria: long-run analysis," MPRA Paper 35838, University Library of Munich, Germany.
• Reiffen, David & Buyuksahin, Bahattin, 2010. "The puzzle of privately-imposed price limits: are the limits imposed by financial exchanges effective?," MPRA Paper 35927, University Library of Munich, Germany.
• Guzman, Giselle C., 2010. "An inflation expectations horserace," MPRA Paper 36511, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2010. "Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania," MPRA Paper 36716, University Library of Munich, Germany, revised 16 Feb 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2010. "Systematic risks for the financial and for the non-financial Romanian companies," MPRA Paper 41636, University Library of Munich, Germany, revised 28 Feb 2010.
• Zawadzki, Krystian & Lewicka, Marta, 2010. "Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia [Financial market in Russian Federation – selected issues]," MPRA Paper 45043, University Library of Munich, Germany.
• Petr Sedláček, 2010. "State-Run Investment Funds: Major Institutional Investors on Global Financial Markets [Státní investiční fondy - významný institucionální investor globálních finančních trhů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2010(2), pages 3-22.
• Petr Musílek, 2010. "Financial Crises and Their Responses in the Institutional Reforms: Glass-Steagall Act versus Dodd-Frank Act [Finanční krize a jejich odezvy v institucionálních reformách: Glass-Steagall Act versus ," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2010(2), pages 6-17.
• Ladislav Krištoufek, 2010. "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009 [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, vol. 2010(4), pages 471-487.
• Stephen Morris & Hyun Song Shin, 2012. "Contagious Adverse Selection," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 1-21, January.
  • Stephen Morris & Hyun Song Shin, 2010. "Contagious Adverse Selection," Working Papers 1251, Princeton University, Department of Economics, Econometric Research Program..
• Stephen Morris & Hyun Song Shin, 2010. "Contagious Adverse Selection - Revised November, 2010," Working Papers 1282, Princeton University, Department of Economics, Econometric Research Program..
• Catherine Karyotis, 2010. "Rétrospective et perspective : six décennies de comptes courants de titres," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 71-85.
• Françoise Le Quéré, 2010. "L’habillage de portefeuille par les gérants de fonds dans la littérature : incitations, effets et risques," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 275-293.
• Christian Saint-Étienne, 2010. "À quelles conditions la finance est-elle utile ? Enjeux d’une place financière puissante à Paris," Revue d'Économie Financière, Programme National Persée, vol. 98(3), pages 317-332.
• Carlo D'Adda, 2010. "Dalla crisi finanziaria alla crisi reale," Moneta e Credito, Economia civile, vol. 63(249), pages 59-66.
• Ugo Sacchetti, 2010. "Global imbalances: a gathering storm," PSL Quarterly Review, Economia civile, vol. 63(252), pages 7-38.
• Ivo Maes, 2010. "Alexandre Lamfalussy and the origins of the BIS macro-prudential approach to financial stability," PSL Quarterly Review, Economia civile, vol. 63(254), pages 265-292.
• Ralf Becker & Adam Clements, 2010. "Volatility and the role of order book structure," NCER Working Paper Series 64, National Centre for Econometric Research.
• Alberto Humala & Gabriel Rodriguez, 2013. "Some stylized facts of return in the foreign exchange and stock markets in Peru," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 30(2), pages 139-158, May.
  • Humala, Alberto & Rodriguez, Gabriel, 2010. "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers 2010-017, Banco Central de Reserva del Perú.
  • Alberto Humala & Gabriel Rodriguez, 2011. "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers 2011-325, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Tim Landvoigt & Monika Piazzesi & Martin Schneider, 2015. "The Housing Market(s) of San Diego," American Economic Review, American Economic Association, vol. 105(4), pages 1371-1407, April.
  • Monika Piazzesi & Martin Schneider & Tim Landvoigt, 2010. "The Housing Market(s) of San Diego," 2010 Meeting Papers 1309, Society for Economic Dynamics.
  • Tim Landvoigt & Monika Piazzesi & Martin Schneider, 2012. "The Housing Market(s) of San Diego," NBER Working Papers 17723, National Bureau of Economic Research, Inc.
• Le Grand, F. & Ragot, X., 2010. "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," Working papers 302, Banque de France.
  • Xavier Ragot & Francois Le Grand, 2010. "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," 2010 Meeting Papers 300, Society for Economic Dynamics.
• Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
  • Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
  • Gara Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," NBER Working Papers 20419, National Bureau of Economic Research, Inc.
  • Gara M. dup Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
  • Gara M. dup Afonso & Ricardo Lagos, 2012. "Trade dynamics in the market for federal funds," Staff Reports 549, Federal Reserve Bank of New York.
  • Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
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  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
• Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
  • Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
  • Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
• Paola Brighi & Stefano d'Addona & Antonio Carlo Francesco Della Bina, 2010. "Too Small or too Low? New Evidence on the 4-Factor Model," Working Paper series 31_10, Rimini Centre for Economic Analysis.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
• Bhattacharyay, Biswa, 2010. "Financing Asia’s Infrastructure: Modes of Development and Integration of Asian Financial Markets," ADBI Working Papers 229, Asian Development Bank Institute.
• Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012. "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, vol. 23(2), pages 337-357, April.
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• Rotfuß, Waldemar, 2010. "Options, futures, and other derivatives in Russia: an overview," Journal of Financial Transformation, Capco Institute, vol. 29, pages 149-154.
  • Rotfuß, Waldemar, 2007. "Options, Futures, and Other Derivatives in Russia: An Overview," ZEW Discussion Papers 07-059, ZEW - Leibniz Centre for European Economic Research.
• Agapie, Adriana & Bratianu, Constantin, 2010. "Repetitive Stochastic Guesstimation for Estimating Parameters in a GARCH(1,1) Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 213-222, July.
• Necula, Ciprian, 2010. "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 93-106, September.
• Mohammad Saleh JAHUR & S.M. Nasrul QUADIR, 2010. "Development Of Bond Market In Bangladesh: Issues, Status And Policies," Management Research and Practice, Research Centre in Public Administration and Public Services, Bucharest, Romania, vol. 2(3), pages 299-313, September.
• Mahdi SALEHI & Saeid Jabarzadeh KANGARLOUEI, 2010. "An Investigation of the Effect of Audit Quality on Accrual Reliability of Listed Companies on Tehran Stock Exchange," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 11(5), pages 940-960, December.
• Maria Czech, 2010. "Analiza struktury inwestorow na warszawskim parkiecie w aspeckie fluktuacji indeksu WIG20," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 6(4), pages 92-102, December.
• Agata Gemzik-Salwach, 2010. "KSZTAlTOWANIE SIe MARz ODSETKOWYCH BANKoW," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 6(special), pages 64-73, December.
• Vasileios Kallinterakis & Nomana Munir & Mirjana Radovic-Markovic, 2010. "Herd Behaviour, Illiquidity and Extreme Market States," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(3), pages 305-324, December.
• Christophe Schinckus, 2010. "Semiotics of Financial Marketplace," Journal of Interdisciplinary Economics, , vol. 22(4), pages 317-333, July.
• Thorsten Hock, 2010. "Tactical Size Rotation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 553-576, September.
• Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission.
  • Thomas Hemmelgarn & Gaëtan Nicodème, 2010. "The 2008 Financial Crisis and Taxation Policy," Working Papers CEB 10-006.RS, ULB -- Universite Libre de Bruxelles.
  • Nicodème, Gaëtan & Hemmelgarn, Thomas, 2010. "The 2008 Financial Crisis and Taxation Policy," CEPR Discussion Papers 7666, C.E.P.R. Discussion Papers.
  • Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series 2932, CESifo.
• Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010. "Looking far in the past: revisiting the growth-returns nexus with non-parametric tests," Empirical Economics, Springer, vol. 38(3), pages 743-766, June.
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• Masaaki Fukasawa, 2010. "Central limit theorem for the realized volatility based on tick time sampling," Finance and Stochastics, Springer, vol. 14(2), pages 209-233, April.
• Constantinos Kardaras, 2012. "Market viability via absence of arbitrage of the first kind," Finance and Stochastics, Springer, vol. 16(4), pages 651-667, October.
• Ashkan Nikeghbali & Eckhard Platen, 2013. "A reading guide for last passage times with financial applications in view," Finance and Stochastics, Springer, vol. 17(3), pages 615-640, July.
• Lakshmi Balasubramanyan & Ramesh Mohan, 2010. "How well is productivity being priced?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(4), pages 415-429, October.
• Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
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  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
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  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
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• Rasmus Tangsgaard Varneskov, 2010. "The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data," CREATES Research Papers 2010-39, Department of Economics and Business Economics, Aarhus University.
• Nektarios Aslanidis & Charlotte Christiansen, 2010. "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers 2010-55, Department of Economics and Business Economics, Aarhus University.
• Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013. "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, vol. 172(2), pages 307-324.
  • Tim Bollerslev & Viktor Todorov, 2010. "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers 2010-64, Department of Economics and Business Economics, Aarhus University.
• Almut Veraart, 2011. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 253-291, September.
  • Almut E. D. Veraart, 2010. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers 2010-65, Department of Economics and Business Economics, Aarhus University.
• Nektarios Aslanidis & Isabel Casas, 2010. "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers 2010-71, Department of Economics and Business Economics, Aarhus University.
• Yuan-Ming Lee & Kuan-Min Wang, 2010. "The Asymmetric Impulse of the Sunshine Effect on Stock Returns and Volatilities," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 12(28), pages 606-633, June.
• Umar Bida Ndako, 2010. "Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa," The African Finance Journal, Africagrowth Institute, vol. 12(2), pages 72-92.
• Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo, 2010. "Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?," The African Finance Journal, Africagrowth Institute, vol. 12(Conferenc), pages 75-97.
• Lect. Sanda Constantin Ph.D & Lect. Dana Adriana Lupşa-Tătaru Ph. D, 2010. "Capital Markets And The Cost Of Capital," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(38), pages 1-6, May.
• Ioan NISTOR & Maria ULICI, 2010. "Banking crisis. Case of U.S. banks versus UK banks," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 26-34, May.
• Dorina POANTA & Vera MORARIU, 2010. "Trends and expectations regarding lending activity," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 53-59, May.
• Ioan TRENCA & Maria Miruna POCHEA & Angela Maria FILIP, 2010. "Options evaluation - Black-Scholes model vs. binomial options pricing model," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 137-146, December.
• Cristina CURUTIU BALINT, 2010. "The correlation between the macroeconomic variables and the Bucharest stock exchange share prices," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 189-195, December.
• Luca RICCETTI, 2010. "Minimum Tracking Error Volatility," Working Papers 340, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• PIROVANO, Mara, 2010. "Financial integration, monetary policy and stock prices: Empirical evidence for the new EU member states," Working Papers 2010024, University of Antwerp, Faculty of Business and Economics.
• Alina Camelia Sargu, 2010. "The Impact of the European Financial Integration Process and Other International Tendencies on the Romanian Stock Market," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Alberto Burchi, 2010. "Hedge funds regulation towards new challenges," BANCARIA, Bancaria Editrice, vol. 11, pages 65-75, November.
• Beatriz García & Juan M. Garcia Lara & Fenando Penalva, 2010. "Accounting Conservatism and Firm Investment Efficiency," Working Papers 1004, Departament Empresa, Universitat Autònoma de Barcelona, revised Jan 2010.
• Paiardini, Paola, 2015. "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, vol. 26(C), pages 103-121.
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• Cristina Curutiu, 2010. "WILL THE ROMANIAN SMEs BE LISTED ON THE BUCHAREST STOCK EXCHANGE?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
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• Javier Andrés & Óscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
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• Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, April.
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• Gómez-Pineda, Javier G., 2010. "El mercado de bonos," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 8, pages 133-168, Banco de la Republica de Colombia.
• Gómez-Pineda, Javier G., 2010. "El mercado de acciones," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 9, pages 169-184, Banco de la Republica de Colombia.
• Gómez-Pineda, Javier G., 2010. "El mercado de derivados," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 10, pages 185-199, Banco de la Republica de Colombia.
• Javier G. Gómez-Pineda, 2010. "Dinero, banca y mercados financieros. Los países emergentes en la economía global," Books, Banco de la Republica de Colombia, number 2010-05.
• Salman Ahmad & Mohammad Gul & Gohar Saeed, 2010. "Effects Of Interest Rates On Stock Market Capitalization," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 2(1), pages 18-22, April.
• Muhammad Akbar & Shahid Ali, 2010. "A Test Of The Validity Of The CAPM In Pakistani Equity Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 2(1), pages 23-28, April.
• Muhammad Atiq & Muhammad Rafiq & Roohullah, 2010. "Factors Affecting Stock Prices: A Case Study Of Karachi Stock Exchange," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 2(1), pages 7-12, April.
• Muhammad Akbar & Muhammad Kamran Khan & Shahid Ali, 2010. "The Relationship between EVA and Stock Returns: Empirical Evidence from KSE," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 2(2), pages 1-5, October.
• Goran Andjelic & Ivana Milosev & Vladimir Djakovic, 2010. "Extreme Value Theory In Emerging Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(185), pages 63-106, April - J.
• Ana Manola & Branko Uroševic, 2010. "Option-Based Valuation Of Mortgage-Backed Securities," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(186), pages 42-66, July – Se.
• Theo Lubke & Ada Li & Darrell Duffie, 2010. "Policy perspectives on OTC derivatives market infrastructure," Staff Reports 424, Federal Reserve Bank of New York.
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• Sanvi Avouyi-Dovi & Julien Idier., 2010. "Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market," Working papers 278, Banque de France.
• Xavier Ragot & Francois Le Grand, 2010. "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," 2010 Meeting Papers 300, Society for Economic Dynamics.
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• Antonio Ciccone & Elias Papaioannou, 2010. "Estimating cross-industry cross-country models using benchmark industry characteristics," Economics Working Papers 1235, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
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• Wei Chen & J L Ford, 2010. "Volatility and the Hedging Effectiveness of China Fuel Oil Futures," Discussion Papers 10-15, Department of Economics, University of Birmingham.
• Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, vol. 11(3), pages 381-396, August.
  • Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
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  • Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006. "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers ECO2006/32, European University Institute.
• Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11, pages 381-396, August.
• Gerard Hoberg & Gordon Phillips, 2010. "Real and Financial Industry Booms and Busts," Journal of Finance, American Finance Association, vol. 65(1), pages 45-86, February.
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• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010. "Sell‐Side School Ties," Journal of Finance, American Finance Association, vol. 65(4), pages 1409-1437, August.
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• David Abad & Roberto Pascual, 2010. "Switching To A Temporary Call Auction In Times Of High Uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(1), pages 45-75, March.
  • David Abad & Roberto Pascual, 2007. "Switching to a temporary call auction in times of high uncertainty," CNMV Working Papers CNMV Working Papers no. 1, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Skjeltorp, Johannes A & Odegaard, Bernt Arne, 2010. "Why do firms pay for liquidity provision in limit order markets?," UiS Working Papers in Economics and Finance 2010/3, University of Stavanger.
  • Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2010. "Why do firms pay for liquidity provision in limit order markets?," Working Paper 2010/12, Norges Bank.
• Nordal, Kjell Bjorn & Naes, Randi, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," UiS Working Papers in Economics and Finance 2010/10, University of Stavanger.
  • Kjell Bjørn Nordal & Randi Næs, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," Working Paper 2010/31, Norges Bank.
• Jong-Ku Kang, 2010. "Empirical Estimation of Banks' Herding in the Korean Loan Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 16(1), pages 1-36, March.
• Mehmet Hasan Eken & Taylan Ozgür Uner, 2010. "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 59-95.
• Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
  • Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, vol. 11(3), pages 381-396, August.
  • Motta, Massimo & , & Argentesi, Elena, 2006. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," CEPR Discussion Papers 5912, C.E.P.R. Discussion Papers.
  • Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006. "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers ECO2006/32, European University Institute.
• Zsolt Darvas & Jakob Weizsäcker, 2011. "Financial transaction tax: Small is beautiful," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 449-473, December.
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• Antonio Zoratto Sanvicente & Renato Teles Delgado, 2010. "Learning Theory and Equity Valuation: an Empirical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(2), pages 113-139.
• Fábio Augusto Reis Gomes & Vicente Cresto, 2010. "Long-Short Fund Performance Evaluation in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(4), pages 505-529.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(3/4), pages 457-480.
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  • Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne 10033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Parail, V., 2010. "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Cambridge Working Papers in Economics 1059, Faculty of Economics, University of Cambridge.
• Schouten, M.C., 2010. "The Mechanism of Voting Efficiency," Working Papers wp410, Centre for Business Research, University of Cambridge.
• Rodolfo Apreda, 2010. "The pricing of financial assets in the physical world of finance," CEMA Working Papers: Serie Documentos de Trabajo. 427, Universidad del CEMA.
• François Ortalo-Magné & Andrea Prat, 2016. "Spatial Asset Pricing: A First Step," Economica, London School of Economics and Political Science, vol. 83(329), pages 130-171, January.
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  • Francois Ortalo-Magne & Andrea Prat, 2010. "Spatial Asset Pricing: A First Step," STICERD - Theoretical Economics Paper Series 546, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Jerome L. Stein, 2010. "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series 2924, CESifo.
• Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission.
  • Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series 2932, CESifo.
  • Thomas Hemmelgarn & Gaëtan Nicodème, 2010. "The 2008 Financial Crisis and Taxation Policy," Working Papers CEB 10-006.RS, ULB -- Universite Libre de Bruxelles.
  • Nicodème, Gaëtan & Hemmelgarn, Thomas, 2010. "The 2008 Financial Crisis and Taxation Policy," CEPR Discussion Papers 7666, C.E.P.R. Discussion Papers.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price formation on the EuroMTS platform," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 229-233.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," Discussion Papers of DIW Berlin 977, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," CESifo Working Paper Series 2938, CESifo.
• Christophe Rault & António Afonso, 2011. "Long-run Determinants of Sovereign Yields," Economics Bulletin, AccessEcon, vol. 31(1), pages 367-374.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," Working Papers Department of Economics 2010/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," CESifo Working Paper Series 3155, CESifo.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2014. "Financial Frictions and Inflation Differentials in a Monetary Union," Manchester School, University of Manchester, vol. 82(5), pages 549-595, September.
  • Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010. "Financial Frictions and Inflation Differentials in a Monetary Union," CESifo Working Paper Series 3235, CESifo.
  • Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2013. "Financial Frictions and Inflation Differentials in a Monetary Union," Munich Reprints in Economics 19365, University of Munich, Department of Economics.
• Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo, 2012. "Quoted spreads and trade imbalance dynamics in the European Treasury bond market," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 173-182.
  • Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin 1080, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," CESifo Working Paper Series 3281, CESifo.
• Emilios Avgouleas, 2010. "The Regulation of Short Sales and its Reform," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(01), pages 24-27, April.
• Andrea Resti & Andrea Sironi, 2010. "What Future for Basel II?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(01), pages 3-7, April.
• Phoebus Athanassiou, 2010. "The Draft AIFM Directive and the Future of European Alternative Investment Fund Regulation," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(01), pages 8-13, April.
• Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(02), pages 40-46, July.
  • Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_31, Max Planck Institute for Research on Collective Goods.
• Emilios Avgouleas, 2010. "The Regulation of Short Sales and its Reform," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(1), pages 24-27, 04.
• Andrea Resti & Andrea Sironi, 2010. "What Future for Basel II?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(1), pages 3-7, 04.
• Phoebus Athanassiou, 2010. "The Draft AIFM Directive and the Future of European Alternative Investment Fund Regulation," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(1), pages 8-13, 04.
• Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(2), pages 40-46, 07.
  • Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_31, Max Planck Institute for Research on Collective Goods.
• Donatella Gatti & Anne-Gael Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 37-43, April.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," Post-Print halshs-00754464, HAL.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," PSE-Ecole d'économie de Paris (Postprint) halshs-00754464, HAL.
• Riccardo Revelli, 2010. "Italy: Inching Out of the Global Crisis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 44-54, April.
• Dilip K. Das, 2010. "The Global Economy: Recovering from the Edge of a Financial And Economic Abyss," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 55-61, April.
• Augustin Kwasi Fosu, 2010. "Africa's Economic Future: Learning from the Past," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 62-71, April.
• Vito Tanzi, 2010. "Comments on Recent Fiscal Developments and Exit Strategies," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(02), pages 105-110, July.
• Hans-Werner Sinn, 2010. "Introduction by Hans-Werner Sinn," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 12-19, October.
• Valdis Dombrovskis, 2010. "Managing the Crisis: Keynote Adress by Valdis Dombrovskis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 25-26, October.
• Manfred J.M. Neumann, 2010. "Managing the Crisis by Manfred J.M. Neumann," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 27-32, October.
• Horst Köhler, 2010. "Keynote Adress by Horst Köhler," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 3-7, October.
• Jean-Claude Trichet, 2010. "Keynote Adress by Jean-Claude Trichet," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 8-11, October.
• Donatella Gatti & Anne-Gael Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(1), pages 37-43, April.
• Riccardo Revelli, 2010. "Italy: Inching Out of the Global Crisis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(1), pages 44-54, April.
• Dilip K. Das, 2010. "The Global Economy: Recovering from the Edge of a Financial And Economic Abyss," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(1), pages 55-61, April.
• Augustin Kwasi Fosu, 2010. "Africa's Economic Future: Learning from the Past," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(1), pages 62-71, April.
• Vito Tanzi, 2010. "Comments on Recent Fiscal Developments and Exit Strategies," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(2), pages 105-110, July.
• Hans-Werner Sinn, 2010. "Introduction by Hans-Werner Sinn," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 12-19, October.
• Valdis Dombrovskis, 2010. "Managing the Crisis: Keynote Adress by Valdis Dombrovskis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 25-26, October.
• Manfred J.M. Neumann, 2010. "Managing the Crisis by Manfred J.M. Neumann," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 27-32, October.
• Horst Köhler, 2010. "Keynote Adress by Horst Köhler," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 3-7, October.
• Jean-Claude Trichet, 2010. "Keynote Adress by Jean-Claude Trichet," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 8-11, October.
• Erich Harbrecht & Martin Wieland & Ralf Elsas & Ottmar Schneck, 2010. "Ist eine europäische Ratingagentur sinnvoll, und wie sollte sie organisiert sein?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(01), pages 03-11, January.
• Christoph Zeitler & Bernd Rudolph & Christian Kirchner & Christoph Kaserer & Markus Ferber, 2010. "Regulierung und Aufsicht der Banken: Brauchen wir Basel III?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(03), pages 03-20, February.
• Thiess Büttner, 2010. "Caveat Emptor: Gläubigerschutz ist keine Lösung," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(05), pages 30-31, March.
• Thomas Mirow & Gunther Schnabl & Michael Knogler & Klaus-Jürgen Gern, 2010. "Auswirkungen der Krise auf Schwellenländer: Welches Entwicklungsmodell hat sich bewährt?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(06), pages 03-17, March.
• Hans-Bernd Schäfer, 2010. "Was wird aus Griechenland? Überlegungen zu einem Insolvenzrecht für internationale Staatsschulden," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(06), pages 18-25, March.
• Gerhard Illing, 2010. "Geld- und Fiskalpolitik in der Wirtschaftskrise," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(07), pages 10-16, April.
• Andre Horovitz & Martin Schütte & Barbara Hendricks & Sigrid Müller & Max Otte, 2010. "Ist ein Verbot von Wertpapier-Leerverkäufen bzw. ungedeckten Credit Default Swaps sinnvoll?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(13), pages 03-18, July.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers 1502, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive 661465000000000237, David K. Levine.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers 15883, National Bureau of Economic Research, Inc.
• Paul De Grauwe, 2010. "The Financial Crisis and the Future of the Eurozone," Bruges European Economic Policy Briefings 21, European Economic Studies Department, College of Europe.
• Christian Espinosa Méndez, 2010. "Caos en el mercado de commodities," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• María Jesús Alonso Nuez & Jorge Rosell Martínez, 2010. "Desregulación sectorial y política de competencia en Espana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 615, Banco de la Republica de Colombia.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 7272, Banco de la Republica.
• Diego Alonso Agudelo Rueda, 2010. "Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 anos?," Documentos de Trabajo de Valor Público 10654, Universidad EAFIT.
• Edgardo Cayón Fallón & Tomás Ricardo Di Santo Rojas & Camilo Roncancio Pena, 2010. "Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS," Estudios Gerenciales, Universidad Icesi, June.
• Roberto J. Santillán Salgado, 2010. "Stock Market Wealth-Effects During Privatization Initial Public Offers In Chile (1984-1989)," Estudios Gerenciales, Universidad Icesi, December.
• Julián Benavides Franco* & Samuel Mongrut Montalván, 2010. "Governance Codes: Facts Or Fictions? A Study Of Governance Codes In Colombia," Estudios Gerenciales, Universidad Icesi, December.
• Florina Guadalupe Arredondo Trapero & Verónica Del Carmen Maldonado De Lozada & Jorge De La Garza García, 2010. "Consumers And Their Buying Decision Making Based On Price And Information About Corporate Social Responsibility (Csr).Case Study: Undergraduate Studen," Estudios Gerenciales, Universidad Icesi, December.
• Kristjanpoller Rodríguez, Werner, 2010. "Análisis del efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, January.
• Gustavo Adolfo Díaz Valencia, 2010. "Las imperfecciones del mercado de créditos, la restricción crediticia y los créditos alternativos," Revista CIFE, Universidad Santo Tomás, December.
• Adolfo Carbal Herrera, 2010. "La valoracion economica de bienes y servicios ambientales como herramienta estrategica para la conservacion y uso sostenible de los ecosistemas," Revista Criterio Libre, Universidad Libre - Sede Principal, May.
• Gladys Yaneth Marino Becerra & Inelia Medina Sandoval, 2010. "La administracion financiera: una utopia en las microempresas," Revista Criterio Libre, Universidad Libre - Sede Principal, June.
• Danielle Tomta & Cesaire Chiatchoua, 2010. "Cadenas productivas y productividad de las Mipymes," Revista Criterio Libre, Universidad Libre - Sede Principal, June.
• Miryam Romero Restrepo & Constanza Loreth Fajardo Calderón & Carlos A ndrés Vélez R omero, 2010. "Aspectos jurídicos y tributarios de la factura como título valor," Revista Criterio Libre, Universidad Libre - Sede Principal, December.
• José Joaquín Ortiz Bojacá, 2010. "La complejidad y la teoría contable," Revista Criterio Libre, Universidad Libre - Sede Principal, December.
• Carlos Aldana & Felipe Aristizabal & Claudia Echavarría, 2010. "Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
• Andrea Patricia Alba & Nidia Remolina, 2010. "Segundo Mercado: balance y propuestas para su profundización desde la perspectiva de las pequenas y medianas empresas," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
• María Rosa Álvarez Castrillón & Andrés Ramírez Hassan & Alejandro Rendón Barrera, 2010. "La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009," Revista Ecos de Economía, Universidad EAFIT, October.
• Román Leonardo Villarreal Ramos, 2010. "El mercado de crédito colombiano, un análisis desde las reformas financieras," Revista Equidad y Desarrollo, Universidad de la Salle, November.
• Carlo Alberto Magni, 2010. "ROE, Market Value Added e creazione di valore," Proyecciones Financieras y Valoración 7532, Master Consultores.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission.
  • Nicodème, Gaëtan & Hemmelgarn, Thomas, 2010. "The 2008 Financial Crisis and Taxation Policy," CEPR Discussion Papers 7666, C.E.P.R. Discussion Papers.
  • Thomas Hemmelgarn & Gaëtan Nicodème, 2010. "The 2008 Financial Crisis and Taxation Policy," Working Papers CEB 10-006.RS, ULB -- Universite Libre de Bruxelles.
  • Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series 2932, CESifo.
• Atanas CHRISTEV & Jacques MELITZ, 2010. "EMU, EU, Capital Market Integration and Consumption Smoothing," Working Papers 2010-06, Center for Research in Economics and Statistics.
  • Melitz, Jacques & Christev, Atanas, 2010. "EMU, EU, capital market integration and consumption smoothing," CEPR Discussion Papers 7776, C.E.P.R. Discussion Papers.
• François Ortalo-Magné & Andrea Prat, 2016. "Spatial Asset Pricing: A First Step," Economica, London School of Economics and Political Science, vol. 83(329), pages 130-171, January.
  • Francois Ortalo-Magne & Andrea Prat, 2010. "Spatial Asset Pricing: A First Step," STICERD - Theoretical Economics Paper Series 546, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Ortalo-Magné, François & Prat, Andrea, 2010. "Spatial Asset Pricing: A First Step," CEPR Discussion Papers 7842, C.E.P.R. Discussion Papers.
• Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
  • Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
• Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 255-296, March.
  • Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 255-296, March.
  • Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2007. "Winners and Losers in Housing Markets," CDMA Conference Paper Series 0705, Centre for Dynamic Macroeconomic Analysis.
  • Kiyotaki, Nobuhiro & Michaelides, Alexander & Nikolov, Kalin, 2010. "Winners and Losers in Housing Markets," CEPR Discussion Papers 7953, C.E.P.R. Discussion Papers.
• Antonio Ciccone & Elias Papaioannou, 2010. "Estimating cross-industry cross-country models using benchmark industry characteristics," Economics Working Papers 1235, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
  • Ciccone, Antonio & Papaioannou, Elias, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," CEPR Discussion Papers 8056, C.E.P.R. Discussion Papers.
  • Antonio Ciccone & Elias Papaioannou, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," Working Papers 504, Barcelona School of Economics.
• Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," American Economic Review, American Economic Association, vol. 105(3), pages 958-992, March.
  • Imbs, Jean & Favara, Giovanni, 2010. "Credit Supply and the Price of Housing," CEPR Discussion Papers 8129, C.E.P.R. Discussion Papers.
  • Jean Imbs & Giovanni Favara, 2011. "Credit Supply and the Price of Housing," 2011 Meeting Papers 1342, Society for Economic Dynamics.
  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," Post-Print hal-01301589, HAL.
  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," PSE-Ecole d'économie de Paris (Postprint) hal-01301589, HAL.
  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01301589, HAL.
• Melitz, Jacques & Christev, Atanas, 2010. "EMU, EU, capital market integration and consumption smoothing," CEPR Discussion Papers 7776, C.E.P.R. Discussion Papers.
  • Atanas CHRISTEV & Jacques MELITZ, 2010. "EMU, EU, Capital Market Integration and Consumption Smoothing," Working Papers 2010-06, Center for Research in Economics and Statistics.
• Veraart, Almut E.D., 2010. "Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales," Econometric Theory, Cambridge University Press, vol. 26(2), pages 331-368, April.
  • Almut Veraart, 2008. "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers 2008-17, Department of Economics and Business Economics, Aarhus University.
• Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010. "Winners and Losers in House Markets," Working Papers 2010-5, Central Bank of Cyprus.
• Marina Theodosiou, 2010. "Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps," Working Papers 2010-7, Central Bank of Cyprus.
• Mioara CHIRITA, 2010. "The Macroeconomic Outlook and the Impact of the Global Crisis in the Euro Area," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 131-136.
• Mihaela NICOLAU, 2010. "Financial Markets Interactions between Economic Theory and Practice," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 27-36.
  • Nicolau, Mihaela, 2010. "Financial Markets Interactions between Economic Theory and Practice," MPRA Paper 27322, University Library of Munich, Germany.
• Ioana-Veronica ALEXA & Gabriel-Iulian DAJBOG, 2010. "Financial Shortages Patterns - an Overview on Emerging Economies," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 79-86.
• Steffen Elstner & Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010. "Optimal Monetary Policy in a Monetary Union with Housing and Credit Market Heterogeneity," Working Paper / FINESS 7.4B, DIW Berlin, German Institute for Economic Research.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price formation on the EuroMTS platform," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 229-233.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," CESifo Working Paper Series 2938, CESifo.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," Discussion Papers of DIW Berlin 977, DIW Berlin, German Institute for Economic Research.
• Paresh Kumar Narayan & Zhichao Zhang & Xinwei Zheng, 2015. "Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(5), pages 915-944, September.
  • Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2010. "Some hypotheses on commonality in liquidity: new evidence from the Chinese stock market," Working Papers eco_2010_10, Deakin University, Department of Economics.
  • Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2011. "Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market," Working Papers fe_2011_11, Deakin University, Department of Economics.
• Ron Berndsen, 2010. "Toward a Uniform Functional Model of Payment and Securities Settlement Systems," DNB Working Papers 243, Netherlands Central Bank, Research Department.
• Mihaela Nicolau, 2010. "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
  • Nicolau, Mihaela, 2010. "Practitioners' tools in analysing financial markets evolution," MPRA Paper 25646, University Library of Munich, Germany.
• Edward Tower & Wei Zheng, 2008. "Ranking mutual fund families: minimum expenses and maximum loads as markers for moral turpitude," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 55(4), pages 315-350, December.
  • Edward Tower & Wei Zheng, 2010. "Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude," Working Papers 10-12, Duke University, Department of Economics.
• Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
  • Tim Bollerslev & Viktor Todorov, 2009. "Tails, Fears and Risk Premia," CREATES Research Papers 2009-26, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Tails, Fears and Risk Premia," Working Papers 10-33, Duke University, Department of Economics.
• Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," Working Papers 10-37, Duke University, Department of Economics.
• GORMUS Sakir & GUNES, Sevcan, 2010. "Consumer Confidence, Stock Prices And Exchange Rates: The Case Of Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
• Biswa Nath Bhattacharyay, 2010. "Financing Asia’s Infrastructure : Modes of Development and Integration of Asian Financial Markets," Finance Working Papers 21883, East Asian Bureau of Economic Research.
• Celia Reyes & Alellie Sobreviñas & Jeremy de Jesus, 2010. "The Impact of the Global Financial Crisis on Poverty in the Philippines," Finance Working Papers 22808, East Asian Bureau of Economic Research.
• Susan Thomas, 2010. "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2010-006, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Susan Thomas, 2010. "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers 23028, East Asian Bureau of Economic Research.
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• Stefano Lovo, 2009. "Preopening and equilibrium selection," Post-Print hal-00495940, HAL.
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• Kapferer, Jean-Noël & Tabatoni, Olivier, 2010. "Is the luxury industry really a financier’s dream ?," HEC Research Papers Series 935, HEC Paris.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2010. "Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis," Working Paper Series 2010-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "Market-based loss mitigation practices for troubled mortgages following the financial crisis," Working Paper Series WP-2011-03, Federal Reserve Bank of Chicago.
• Darrell Duffie & Ada Li & Theo Lubke, 2010. "Policy perspectives on OTC derivatives market infrastructure," Staff Reports 424, Federal Reserve Bank of New York.
  • Duffie, Darrell & Li, Ada & Lubke, Theo, 2010. "Policy Perspectives on OTC Derivatives Market Infrastructure," Research Papers 2046, Stanford University, Graduate School of Business.
• Larcker, David F. & Ormazabal, Gaizka & Taylor, Daniel J., 2010. "The Market Reaction to Corporate Governance Regulation," Research Papers 2059, Stanford University, Graduate School of Business.
• Barth, Mary E. & Gow, Ian D. & Taylor, Daniel J., 2010. "Non-GAAP and Street Earnings: Evidence from SFAS 123R," Research Papers 2064, Stanford University, Graduate School of Business.
• Kabir K. Dutta & David F. Babbel, 2014. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(2), pages 303-334, June.
  • Dutta, Kabir K. & Babbel, David F., 2010. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 10-10, University of Pennsylvania, Wharton School, Weiss Center.
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• Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2010. "The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008," Working Papers 10-22, University of Pennsylvania, Wharton School, Weiss Center.
• Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2011. "An investigation of customer order flow in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1892-1906, August.
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• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013. "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 741-745, May.
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Nominal interest rates and stationarity," Working Papers 2010_17, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Nominal Interest Rates and Stationarity," SIRE Discussion Papers 2010-43, Scottish Institute for Research in Economics (SIRE).
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2015. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 40-52.
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Working Papers 2010_30, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts," SIRE Discussion Papers 2010-107, Scottish Institute for Research in Economics (SIRE).
• Griffin, J.E. & Steel, M.F.J., 2010. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2594-2608, November.
  • Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany.
• He, Zhongfang & Maheu, John M., 2010. "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.
  • Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series 11_09, Rimini Centre for Economic Analysis.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers 09-31, Bank of Canada.
• Todorov, Viktor & Bollerslev, Tim, 2010. "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, vol. 157(2), pages 220-235, August.
  • Viktor Todorov & Tim Bollerslev, 2007. "Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks," CREATES Research Papers 2007-15, Department of Economics and Business Economics, Aarhus University.
• Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
  • Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007. "Asset prices, exchange rates and the current account," Working Paper Series 790, European Central Bank.
  • Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009. "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers 7614, C.E.P.R. Discussion Papers.
  • Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
• Ma, Chenghu & Wong, Wing-Keung, 2010. "Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR," European Journal of Operational Research, Elsevier, vol. 207(2), pages 927-935, December.
  • Chenghu Ma & Wing-Keung Wong, 2013. "Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Cotter, John & Hanly, Jim, 2010. "Time-varying risk aversion: An application to energy hedging," Energy Economics, Elsevier, vol. 32(2), pages 432-441, March.
  • John Cotter & Jim Hanly, 2010. "Time Varying Risk Aversion: An Application to Energy Hedging," Working Papers 201007, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "Time Varying Risk Aversion: An Application to Energy Hedging," Papers 1103.5968, arXiv.org.
• Ferland, René & Gauthier, Geneviève & Lalancette, Simon, 2010. "A regime-switching term structure model with observable state variables," Finance Research Letters, Elsevier, vol. 7(2), pages 103-109, June.
• Balvers, Ronald & Wu, Yangru, 2010. "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, vol. 13(1), pages 129-156, February.
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• Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
  • Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
  • Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
• Becker, Sascha O. & Hoffmann, Mathias, 2010. "Equity fund ownership and the cross-regional diversification of household risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 90-102, January.
  • Becker, Sascha & Hoffmann, Mathias, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," Stirling Economics Discussion Papers 2008-25, University of Stirling, Division of Economics.
  • Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series 2205, CESifo.
• Baur, Dirk G. & McDermott, Thomas K., 2010. "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1886-1898, August.
  • Dirk G. Baur & Thomas K. McDermott, "undated". "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp310, IIIS.
• Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010. "On equilibrium prices in continuous time," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1086-1112, May.
  • Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2008. "On equilibrium prices in continuous time," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 672, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2011. "On equilibrium prices in continuous time," Center for Mathematical Economics Working Papers 397, Center for Mathematical Economics, Bielefeld University.
  • V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On Equilibrium Prices in Continuous Time," Papers 0802.3585, arXiv.org.
• Dorn, Daniel & Huberman, Gur, 2010. "Preferred risk habitat of individual investors," Journal of Financial Economics, Elsevier, vol. 97(1), pages 155-173, July.
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• Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
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  • Nuno Cassola & Claudio Morana, 2007. "Comovements in Volatility in the Euro Money Market," ICER Working Papers 7-2007, ICER - International Centre for Economic Research.
• Galvani, Valentina & Troitsky, Vladimir G., 2010. "Options and efficiency in spaces of bounded claims," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 616-619, July.
  • Galvani, Valentina & Troitsky, Vladimir, 2009. "Options and Efficiency in Spaces of Bounded Claims," Working Papers 2009-4, University of Alberta, Department of Economics.
• Raimondos-Møller, Pascalis & Schmitt, Nicolas, 2010. "Commodity taxation and parallel imports," Journal of Public Economics, Elsevier, vol. 94(1-2), pages 153-162, February.
  • Schmitt, Nicolas & Raimondos, Pascalis, 2007. "Commodity Taxation and Parallel Imports," CEPR Discussion Papers 6580, C.E.P.R. Discussion Papers.
  • Raimondos-Møller, Pascalis & Schmitt, Nicolas, 2007. "Commodity Taxation and Parallel Imports," Working Papers 04-2007, Copenhagen Business School, Department of Economics.
• Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010. "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 633-647, October.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series CARF-F-187, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A., 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," Econometric Institute Research Papers EI 2009-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-684, CIRJE, Faculty of Economics, University of Tokyo.
• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
• Nyberg, Peter & Vaihekoski, Mika, 2010. "A new value-weighted total return index for the Finnish stock market," Research in International Business and Finance, Elsevier, vol. 24(3), pages 267-283, September.
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• Iqbal, Javed & Azher, Sara & Ijza, Ayesha, 2010. "Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index," MPRA Paper 23752, University Library of Munich, Germany.
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• Vreeland, James & Spada, Paolo, 2010. "Participatory Decision Making: A Field Experiment on Manipulating the Votes," MPRA Paper 24048, University Library of Munich, Germany.
  • Paolo Spada & Raymond Vreeland, 2010. "Participatory Decision Making: A Field Experiment on Manipulating the Votes," EERI Research Paper Series EERI_RP_2010_19, Economics and Econometrics Research Institute (EERI), Brussels.
• Dasgupta, Amil & Prat, Andrea & Verardo, Michela, 2010. "Institutional trade persistence and long-term equity returns," LSE Research Online Documents on Economics 119080, London School of Economics and Political Science, LSE Library.
• Denis Gromb & Dimitri Vayanos, 2010. "Limits of Arbitrage: The State of the Theory," NBER Working Papers 15821, National Bureau of Economic Research, Inc.
  • Gromb, Denis & Vayanos, Dimitri, 2010. "Limits of arbitrage: the state of the theory," LSE Research Online Documents on Economics 119089, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2010. "Limits of Arbitrage: The State of the Theory," CEPR Discussion Papers 7738, C.E.P.R. Discussion Papers.
  • Dimitri Vayanos & Denis Gromb, 2010. "Limits of Arbitrage: The State of the Theory," FMG Discussion Papers dp650, Financial Markets Group.
• Goodhart, Charles & Tsomocos, Dimitri & Vardoulakis, Alexandros, 2010. "Modelling a housing and mortgage crisis," LSE Research Online Documents on Economics 119090, London School of Economics and Political Science, LSE Library.
• Parsons, John E., 2010. "Black gold and fool's gold: speculation in the oil futures market," LSE Research Online Documents on Economics 123354, London School of Economics and Political Science, LSE Library.
• Scott, Susan V. & Paris, Carolyn, 2010. "The place of contract in organizational awareness: deconstructing process, market and connectedness," LSE Research Online Documents on Economics 26700, London School of Economics and Political Science, LSE Library.
• Kardaras, Constantinos, 2010. "Numéraire-invariant preferences in financial modeling," LSE Research Online Documents on Economics 44993, London School of Economics and Political Science, LSE Library.
• H. Douglas Witte, 2010. "Outliers and the Halloween Effect: Comment on Maberly and Pierce," Econ Journal Watch, Econ Journal Watch, vol. 7(1), pages 91-98, January.
• Knebel Baggio, Daniel & Ferruz Agudo, Luis & Marco Sanjuán, Isabel, 2010. "¿Es el desempeño de los fondos de inversión de Brasil un indicador de movimiento futuro de su patrimonio?," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 445-471, abril-jun.
• Dongmin Kong & Tusheng Xiao & Shasha Liu, 2010. "Asymmetric information, firm investment and stock prices," China Finance Review International, Emerald Group Publishing, vol. 1(1), pages 6-33, October.
• Vladimir Parail, 2010. "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Working Papers EPRG 1033, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Guillermo Benavides Perales, 2010. "The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 1-22, May.
• Susan Thomas, 2010. "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2010-006, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Susan Thomas, 2010. "Call Auctions: A Solution to Some Difficulties in Indian Finance," Working Papers id:2597, eSocialSciences.
  • Susan Thomas, 2010. "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers 23028, East Asian Bureau of Economic Research.
• Kadir Can Yalcin, 2010. "Market Rationality: Efficient Market Hypothesis versus Market Anomalies," European Journal of Economic and Political Studies, Fatih University, vol. 3(2), pages 23-38.
• Ladislav Krištoufek, 2010. "Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 315-329, November.
• Jeong-Gil Choi & Pat Obi & Shomir Sil, 2010. "A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(5), pages 400-413, December.
• Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2011. "Introducing financial frictions and unemployment into a small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 1999-2041.
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  • Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Introducing financial frictions and unemployment into a small open economy model," FRB Atlanta CQER Working Paper 2010-04, Federal Reserve Bank of Atlanta.
  • Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2008. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," 2008 Meeting Papers 423, Society for Economic Dynamics.
• Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2018. "Complex Mortgages [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]," Review of Finance, European Finance Association, vol. 22(6), pages 1975-2007.
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• Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
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• Duffie, Darrell & Li, Ada & Lubke, Theo, 2010. "Policy Perspectives on OTC Derivatives Market Infrastructure," Research Papers 2046, Stanford University, Graduate School of Business.
  • Darrell Duffie & Ada Li & Theo Lubke, 2010. "Policy perspectives on OTC derivatives market infrastructure," Staff Reports 424, Federal Reserve Bank of New York.
• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012. "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, vol. 169(1), pages 75-93.
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• Denis Gromb & Dimitri Vayanos, 2010. "Limits of Arbitrage: The State of the Theory," NBER Working Papers 15821, National Bureau of Economic Research, Inc.
  • Dimitri Vayanos & Denis Gromb, 2010. "Limits of Arbitrage: The State of the Theory," FMG Discussion Papers dp650, Financial Markets Group.
  • Gromb, Denis & Vayanos, Dimitri, 2010. "Limits of Arbitrage: The State of the Theory," CEPR Discussion Papers 7738, C.E.P.R. Discussion Papers.
  • Gromb, Denis & Vayanos, Dimitri, 2010. "Limits of arbitrage: the state of the theory," LSE Research Online Documents on Economics 119089, London School of Economics and Political Science, LSE Library.
• Tarakanov Sergey I., 2010. "Risk Management and the Financial Markets," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 147-152, July.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013. "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 741-745, May.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Nominal Interest Rates and Stationarity," SIRE Discussion Papers 2010-43, Scottish Institute for Research in Economics (SIRE).
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Nominal interest rates and stationarity," Working Papers 2010_17, Business School - Economics, University of Glasgow.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2015. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 40-52.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts," SIRE Discussion Papers 2010-107, Scottish Institute for Research in Economics (SIRE).
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Working Papers 2010_30, Business School - Economics, University of Glasgow.
• Emmanuel PETIT, 2010. "The role of regret in the persistence of anomalies in financial markets (In French)," Cahiers du GREThA (2007-2019) 2010-07, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Dominique Guegan & Chafic Merhy, 2010. "A note on fair value and illiquid markets," Documents de travail du Centre d'Economie de la Sorbonne 10001, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(3/4), pages 457-480.
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  • Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne 10033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Pierre-André Maugis, 2010. "Market efficiencies and market risks," Documents de travail du Centre d'Economie de la Sorbonne 10094, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Journal of Finance, American Finance Association, vol. 63(1), pages 119-158, February.
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  • Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Post-Print hal-00459801, HAL.
  • Foucault, Thierry & Menkveld, Albert, 2006. "Competition for order flow and smart order routing systems," HEC Research Papers Series 831, HEC Paris.
• Greenwood, Robin & Thesmar, David, 2011. "Stock price fragility," Journal of Financial Economics, Elsevier, vol. 102(3), pages 471-490.
  • David Thesmar, 2009. "Stock Price Fragility," Post-Print hal-00496062, HAL.
  • Robin Greenwood & David Thesmar, 2011. "Stock price fragility," Post-Print hal-00635979, HAL.
  • David Thesmar, 2010. "Stock Price Fragility," Post-Print hal-00554105, HAL.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(3/4), pages 457-480.
  • Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne 10033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Post-Print halshs-00482370, HAL.
  • Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00482370, HAL.
• Donatella Gatti & Anne-Gael Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 37-43, April.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," PSE-Ecole d'économie de Paris (Postprint) halshs-00754464, HAL.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," Post-Print halshs-00754464, HAL.
• Donatella Gatti & Anne-Gael Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 37-43, April.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," Post-Print halshs-00754464, HAL.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," PSE-Ecole d'économie de Paris (Postprint) halshs-00754464, HAL.
• Stefano Lovo, 2009. "Preopening and equilibrium selection," Post-Print hal-00495940, HAL.
  • Stefano Lovo & Riccardo Calcagno, 2010. "Preopening and Equilibrium Selection," Working Papers hal-00540793, HAL.
  • Riccardo Calcagno & Stefano Lovo, 2010. "Preopening and Equilibrium Selection," Tinbergen Institute Discussion Papers 10-023/2, Tinbergen Institute.
  • Lovo, Stefano & Calcagno, Ricardo, 2010. "Preopening and equilibrium selection," HEC Research Papers Series 927, HEC Paris.
• Herve Alexandre & Karima Bouaiss & Catherine Refait-Alexandre, 2010. "Does a banking relationship help a firm on the syndicated loans market in a time of financial crisis?," Working Papers halshs-00538328, HAL.
• Zsolt Darvas & Jakob Weizsäcker, 2011. "Financial transaction tax: Small is beautiful," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 449-473, December.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial Transaction Tax: Small is Beautiful," Working Papers 1001, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 31 Aug 2010.
  • Zsolt Darvas & Jakob von Weizs„cker, 2010. "Financial Transaction Tax: Small is Beautiful," CERS-IE WORKING PAPERS 1019, Institute of Economics, Centre for Economic and Regional Studies.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial-Transaction Tax- Small Is Beautiful," Bruegel Policy Contributions 379, Bruegel.
• Nanda, Ramana, 2010. "Entrepreneurship and the Discipline of External Finance," Working Papers 10-10, University of Aarhus, Aarhus School of Business, Department of Economics.
  • Ramana Nanda, 2010. "Entrepreneurship and the Discipline of External Finance," Harvard Business School Working Papers 11-098, Harvard Business School.
• Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012. "The cost of sustainability in optimal portfolio decisions," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
  • Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010. "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers 2010/15, Sustainable Investment Research Platform.
  • Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011. "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica 84/2011, Università di Perugia, Dipartimento Economia.
• Ramana Nanda, 2010. "Entrepreneurship and the Discipline of External Finance," Harvard Business School Working Papers 11-098, Harvard Business School.
  • Nanda, Ramana, 2010. "Entrepreneurship and the Discipline of External Finance," Working Papers 10-10, University of Aarhus, Aarhus School of Business, Department of Economics.
• Steffen Andersen & Kasper Meisner Nielsen, 2011. "Participation Constraints in the Stock Market: Evidence from Unexpected Inheritance Due to Sudden Death," The Review of Financial Studies, Society for Financial Studies, vol. 24(5), pages 1667-1697.
  • Andersen, Steffen & Meisner Nielsen, Kasper, 2010. "Participation Constraints in the Stock Market Evidence from Unexpected Inheritance due to Sudden Death," Working Papers 03-2010, Copenhagen Business School, Department of Economics.
• Anders C. Johansson, 2012. "China’s Growing Influence in Southeast Asia – Monetary Policy and Equity Markets," The World Economy, Wiley Blackwell, vol. 35(7), pages 816-837, July.
  • Johansson, Anders C., 2010. "China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets," Working Paper Series 2010-16, Stockholm School of Economics, China Economic Research Center.
• Hans Bystrom, 2012. "Executive compensation based on asset values," Economics Bulletin, AccessEcon, vol. 32(2), pages 1504-1508.
  • Byström, Hans, 2010. "Executive Compensation Based on Asset Values," Working Papers 2010:9, Lund University, Department of Economics.
• Bakke, Einar & Leite, Tore E. & Thorburn, Karin S., 2010. "Public information and IPO underpricing," Discussion Papers 2010/6, Norwegian School of Economics, Department of Business and Management Science.
• Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2010. "Why do firms pay for liquidity provision in limit order markets?," Working Paper 2010/12, Norges Bank.
  • Skjeltorp, Johannes A & Odegaard, Bernt Arne, 2010. "Why do firms pay for liquidity provision in limit order markets?," UiS Working Papers in Economics and Finance 2010/3, University of Stavanger.
• Kjell Bjørn Nordal & Randi Næs, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," Working Paper 2010/31, Norges Bank.
  • Nordal, Kjell Bjorn & Naes, Randi, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," UiS Working Papers in Economics and Finance 2010/10, University of Stavanger.
• Jørgensen, Kjell & Valseth, Siri, 2010. "A market microstructure approach to cross-market spillovers," UiS Working Papers in Economics and Finance 2010/11, University of Stavanger.
• Valseth, Siri, 2010. "Forecasting short term yield changes using order flow. Is dealer skill a source of predictability?," UiS Working Papers in Economics and Finance 2010/12, University of Stavanger.
• Jacob, Martin, 2010. "Taxation, Dividends, and Share Repurchases: Taking Evidence Global," Working Paper Series, Center for Fiscal Studies 2010:10, Uppsala University, Department of Economics.
• Eric Girardin & Dijun Tan & Woon K. Wong, 2010. "Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets," Working Papers 022010, Hong Kong Institute for Monetary Research.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," SFB 649 Discussion Papers SFB649DP2010-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series 2010/17, Center for Financial Studies (CFS).
• Cristian Ricardo Nogales Carvajal & Carlos Alberto Foronda Rojas, 2010. "La inclusión en el sistema financiero y las microfinanzas," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 11(1), pages 124-138.
• Pamela Córdova Olivera, 2010. "Contribución del sistema de pensiones privado de capitalización individual al desarrollo del mercado de capitales en Bolivia 1997-2009," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 1(1), pages 139-152.
• Laetitia Pozniak,, 2010. "Financial Communication On The Web Evidence From Belgium," Accounting & Taxation, The Institute for Business and Finance Research, vol. 2(1), pages 47-58.
• Peter Harris & Paul R. Kutasovic, 2010. "Did Fasb 157 Cause The Financial Crisis?," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 4(3), pages 119-125.
• Her-Jiun Sheu & Yang-Cheng Lu & Yu-Chen Wei, 2010. "Causalities Between Sentiment Indicators And Stock Market Returns Under Different Market Scenarios," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 159-171.
• John Shon & Ping Zhou, 2010. "Can Mispricing Of Asset Growth Explain The Accruals Anomaly?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 73-83.
• Hemant Sharma, 2010. "Impact of Income Shocks on Asset Portfolio of Rural Indian Households: An Empirical Analysis," IBSU Scientific Journal, International Black Sea University, vol. 4(1), pages 17-38.
• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," NBER Working Papers 16052, National Bureau of Economic Research, Inc.
  • Burger, John D. & Rebucci, Alessandro & Warnock, Francis E. & Cacdac Warnock, Veronica, 2010. "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers) 1127, Inter-American Development Bank.
  • John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," Research Department Publications 4667, Inter-American Development Bank, Research Department.
• Becerra, O. & Cavallo, E. & Scartascini, C., 2012. "The politics of financial development: The role of interest groups and government capabilities," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 626-643.
  • Oscar Becerra & Eduardo Cavallo & Carlos Scartascini, 2010. "The Politics of Financial Development - The Role of Interest Groups and Government Capabilities," Research Department Publications 4686, Inter-American Development Bank, Research Department.
  • Becerra, Oscar & Cavallo, Eduardo A. & Scartascini, Carlos, 2010. "The Politics of Financial Development: The Role of Interest Groups and Government Capabilities," IDB Publications (Working Papers) 1980, Inter-American Development Bank.
• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," NBER Working Papers 16052, National Bureau of Economic Research, Inc.
  • John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers) 5378, Inter-American Development Bank.
  • John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," Research Department Publications 4667, Inter-American Development Bank, Research Department.
• Becerra, O. & Cavallo, E. & Scartascini, C., 2012. "The politics of financial development: The role of interest groups and government capabilities," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 626-643.
  • Oscar Becerra & Eduardo Cavallo & Carlos Scartascini, 2010. "The Politics of Financial Development - The Role of Interest Groups and Government Capabilities," Research Department Publications 4686, Inter-American Development Bank, Research Department.
  • Oscar Becerra & Eduardo A. Cavallo & Carlos Scartascini, 2010. "The Politics of Financial Development: The Role of Interest Groups and Government Capabilities," IDB Publications (Working Papers) 6873, Inter-American Development Bank.
• Becerra, O. & Cavallo, E. & Scartascini, C., 2012. "The politics of financial development: The role of interest groups and government capabilities," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 626-643.
  • Becerra, Oscar & Cavallo, Eduardo A. & Scartascini, Carlos, 2010. "The Politics of Financial Development: The Role of Interest Groups and Government Capabilities," IDB Publications (Working Papers) 1980, Inter-American Development Bank.
  • Oscar Becerra & Eduardo Cavallo & Carlos Scartascini, 2010. "The Politics of Financial Development - The Role of Interest Groups and Government Capabilities," Research Department Publications 4686, Inter-American Development Bank, Research Department.
• Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," TSE Working Papers 10-147, Toulouse School of Economics (TSE).
  • Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," IDEI Working Papers 600, Institut d'Économie Industrielle (IDEI), Toulouse.
• Ionela Baltatescu, 2010. "China's Capital Market: its Structure and Characteristics," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, vol. 2(4), December.

2009

• Ødegaard, Bernt Arne, 2009. "The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?," Finance Research Letters, Elsevier, vol. 6(2), pages 56-72, June.
  • Ødegaard, Bernt Arne, 2009. "The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?," UiS Working Papers in Economics and Finance 2009/22, University of Stavanger.
• Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, vol. 12(1), pages 1-31, February.
  • Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," Sonderforschungsbereich 504 Publications 05-33, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  • Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," SIFR Research Report Series 35, Institute for Financial Research.
• Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009. "Stable allocations of risk," Games and Economic Behavior, Elsevier, vol. 67(1), pages 266-276, September.
  • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Stable Allocations of Risk," Working Paper Series 0802, Óbuda University, Keleti Faculty of Business and Management, revised Apr 2008.
  • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Stable allocations of risk," Research Memorandum 041, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007. "Stable Allocations of Risk," CERS-IE WORKING PAPERS 0704, Institute of Economics, Centre for Economic and Regional Studies.
• Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
  • Angelo Ranaldo, 2007. "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers 2007-03, Swiss National Bank.
• Chen, Shiu-Sheng, 2009. "Predicting the bear stock market: Macroeconomic variables as leading indicators," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 211-223, February.
• Menkhoff, Lukas & Nikiforow, Marina, 2009. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 318-329, August.
  • Menkhoff, Lukas & Nikiforow, Marina, 2008. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Hannover Economic Papers (HEP) dp-392, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Lukas Menkhoff & Marina Nikiforow, 2009. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Post-Print hal-00690277, HAL.
• Martin, Alberto, 2009. "A model of collateral, investment, and adverse selection," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1572-1588, July.
  • Alberto Martin, 2009. "A model of collateral, investment and adverse selection," Economics Working Papers 1136, Department of Economics and Business, Universitat Pompeu Fabra.
• Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2009. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Journal of Financial Economics, Elsevier, vol. 91(3), pages 319-338, March.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2004. "Dynamic order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Working Papers of Department of Economics, Leuven ces0415, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2007. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Working Paper Research 121, National Bank of Belgium.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Other publications TiSEM a63f4ee1-35ab-4fe3-a4ba-2, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Discussion Paper 2007-017, Tilburg University, Tilburg Law and Economic Center.
• Artzrouni, Marc, 2009. "The mathematics of Ponzi schemes," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 190-201, September.
  • Artzrouni, Marc, 2009. "The mathematics of Ponzi schemes," MPRA Paper 14420, University Library of Munich, Germany.
• Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2009. "The long-run determinants of inequality: What can we learn from top income data?," Journal of Public Economics, Elsevier, vol. 93(7-8), pages 974-988, August.
  • Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007. "The Long-run Determinants of Inequality: What Can We Learn from Top Income Data?," Working Paper Series 721, Research Institute of Industrial Economics, revised 01 Apr 2009.
• Brammer, Stephen & Brooks, Chris & Pavelin, Stephen, 2009. "The stock performance of America's 100 Best Corporate Citizens," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1065-1080, August.
  • Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "The Stock Performance of America's 100 Best Corporate Citizens," ICMA Centre Discussion Papers in Finance icma-dp2006-06, Henley Business School, University of Reading.
• Fry, J. M., 2009. "Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion," MPRA Paper 16027, University Library of Munich, Germany.
  • John M. Fry, 2009. "Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion," EERI Research Paper Series EERI_RP_2009_10, Economics and Econometrics Research Institute (EERI), Brussels.
• Jean-Pierre Zigrand & Rohit Rahi, 2009. "Endogenous Liquidity and Contagion," FMG Discussion Papers dp637, Financial Markets Group.
  • Rahi, Rohit & Zigrand, Jean-Pierre, 2009. "Endogenous liquidity and contagion," LSE Research Online Documents on Economics 29300, London School of Economics and Political Science, LSE Library.
• Chen, Runquan, 2009. "Regime switching in volatilities and correlation between stock and bond markets," LSE Research Online Documents on Economics 29306, London School of Economics and Political Science, LSE Library.
• Lou, Dong, 2009. "A flow-based explanation for return predictability," LSE Research Online Documents on Economics 29310, London School of Economics and Political Science, LSE Library.
• Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series CARF-F-179, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hakim, M.S. & McAleer, M.J., 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," Econometric Institute Research Papers EI 2009-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CIRJE F-Series CIRJE-F-677, CIRJE, Faculty of Economics, University of Tokyo.
• Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010. "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 633-647, October.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series CARF-F-187, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A., 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," Econometric Institute Research Papers EI 2009-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-684, CIRJE, Faculty of Economics, University of Tokyo.
• Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009. "Riding Bubbles," ERIM Report Series Research in Management ERS-2009-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Vladimir Parail, 2009. "Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed," Working Papers EPRG 0926, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Nikolaos L. Hourvouliades, 2009. "International Portfolio Diversification: Evidence from European Emerging Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 55-78.
• Oreste Napolitano, 2009. "Is the impact of the ECB Monetary Policy on EMU stock market returns asymmetric?," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(97), pages 145-180.
  • Oreste Napolitano, 2006. "Is The Impact Of Ecb Monetary Policy On Emu Stock Market Returns Asymmetric?," Working Papers 3_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • Oreste Napolitano, 2006. "Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?," Discussion Papers 1_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
• Mitja Stefancic, 2009. "Lessons from the 2007-2008 Crisis: The Benefits from a "Soft" Methodological Pluralism in the Analysis of Financial Markets," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(98), pages 125-134.
• Ladislav Kristoufek, 2009. "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES 2009/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2009.
• Angelo Antoci & Simone Borghesi & Marcello Galeotti, 2013. "Environmental options and technological innovation: an evolutionary game model," Journal of Evolutionary Economics, Springer, vol. 23(2), pages 247-269, April.
  • Antoci, Angelo & Borghesi, Simone & Galeotti, Marcello, 2009. "Environmental Options and Technological Innovation: An Evolutionary Game Model," Sustainable Development Papers 55289, Fondazione Eni Enrico Mattei (FEEM).
  • Simone Borghesi & Angelo Antoci & Marcello Galeotti, 2009. "Environmental Options and Technological Innovation: An Evolutionary Game Model," Working Papers 2009.90, Fondazione Eni Enrico Mattei.
  • Angelo Antoci & Simone Borghesi & Marcello Galeotti, 2009. "Environmental options and technological innovation: an evolutionary game model," Working Papers - Mathematical Economics 2009-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Rodrigo Chicaroli & Pedro L. Valls Pereira, 2015. "Predictability of Equity Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(6), pages 427-440, September.
  • Valls Pereira, Pedro L. & Chicaroli, Rodrigo, 2009. "Predictability of Equity Models," MPRA Paper 10955, University Library of Munich, Germany.
  • Pereira, Pedro L. Valls, 2009. "Predictability of equity models," Textos para discussão 176, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Asani Sarkar, 2009. "Liquidity risk, credit risk, and the federal reserve’s responses to the crisis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 335-348, December.
  • Asani Sarkar, 2009. "Liquidity risk, credit risk, and the Federal Reserve's responses to the crisis," Staff Reports 389, Federal Reserve Bank of New York.
• Erkko Etula, 2013. "Broker-Dealer Risk Appetite and Commodity Returns," Journal of Financial Econometrics, Oxford University Press, vol. 11(3), pages 486-521, June.
  • Erkko Etula, 2009. "Broker-dealer risk appetite and commodity returns," Staff Reports 406, Federal Reserve Bank of New York.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2009. "Endogenous liquidity and contagion," LSE Research Online Documents on Economics 29300, London School of Economics and Political Science, LSE Library.
  • Jean-Pierre Zigrand & Rohit Rahi, 2009. "Endogenous Liquidity and Contagion," FMG Discussion Papers dp637, Financial Markets Group.
• Long, Cheryl & Zhang, Xiaobo, 2011. "Cluster-based industrialization in China: Financing and performance," Journal of International Economics, Elsevier, vol. 84(1), pages 112-123, May.
  • Long, Cheryl & Zhang, Xiaobo, 2009. "Cluster-based industrialization in China: Financing and performance," IFPRI discussion papers 937, International Food Policy Research Institute (IFPRI).
• Maria Grazia Romano, 2009. "Informational Cascades in Financial Economics: A Review," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 68(1), pages 81-109, March.
• Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2011. "An investigation of customer order flow in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1892-1906, August.
  • Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Business School - Economics, University of Glasgow, revised Feb 2010.
  • Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2010. "An investigation of customer order flow in the foreign exchange market," SIRE Discussion Papers 2010-11, Scottish Institute for Research in Economics (SIRE).
• Cerrato, Mario & Abbasyan, Abdollah, 2008. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2008-36, Scottish Institute for Research in Economics (SIRE).
  • Mario Cerrato & Abdollah Abbasyan, 2009. "Optimal martingales and American option pricing," Working Papers 2009_27, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Abbasyan, Abdollah, 2009. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2009-38, Scottish Institute for Research in Economics (SIRE).
• Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009. "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne 09054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Augustin Landier & David Sraer & David Thesmar, 2009. "Financial Risk Management: When Does Independence Fail?," American Economic Review, American Economic Association, vol. 99(2), pages 454-458, May.
  • Augustin Landier & D. Sraer & David Thesmar, 2009. "Financial Risk Management: When Does Independence Fail?," Post-Print hal-00461112, HAL.
• D. Vallière & E. Denis & Y. Kabanov, 2009. "Hedging of American options under transaction costs," Finance and Stochastics, Springer, vol. 13(1), pages 105-119, January.
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• Stefano Lovo, 2009. "Preopening and equilibrium selection," Post-Print hal-00495940, HAL.
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• Greenwood, Robin & Thesmar, David, 2011. "Stock price fragility," Journal of Financial Economics, Elsevier, vol. 102(3), pages 471-490.
  • David Thesmar, 2009. "Stock Price Fragility," Post-Print hal-00496062, HAL.
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• Menkhoff, Lukas & Nikiforow, Marina, 2009. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 318-329, August.
  • Menkhoff, Lukas & Nikiforow, Marina, 2008. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Hannover Economic Papers (HEP) dp-392, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Lukas Menkhoff & Marina Nikiforow, 2009. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Post-Print hal-00690277, HAL.
• Fabienne Bonetto & Srdjan Redžepagić & Anna Tykhonenko, 2009. "Balkan Countries: Catching Up and their Integration in the European Financial System," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(4), pages 475-489.
  • Anna Tykhonenko & F. Bonetto & Srdjan Redžepagić, 2009. "" Balkan Countries: Catching Up and their Integration in the European Financial System," Post-Print halshs-00726317, HAL.
  • Fabienne Bonetto & Srdjan Redzepagic & Anna Tykhonenko, 2009. "Balkan countries: Catching up and their integration in the European financial system," Post-Print hal-02392654, HAL.
• Fabienne Bonetto & Srdjan Redžepagić & Anna Tykhonenko, 2009. "Balkan Countries: Catching Up and their Integration in the European Financial System," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(4), pages 475-489.
  • Fabienne Bonetto & Srdjan Redzepagic & Anna Tykhonenko, 2009. "Balkan countries: Catching up and their integration in the European financial system," Post-Print hal-02392654, HAL.
  • Anna Tykhonenko & F. Bonetto & Srdjan Redžepagić, 2009. "" Balkan Countries: Catching Up and their Integration in the European Financial System," Post-Print halshs-00726317, HAL.
• Mélise Jaud & Madina Kukenova & Martin Strieborny, 2009. "Financial dependence and intensive margin of trade," Working Papers halshs-00575005, HAL.
  • Melise Jaud & Madina Kukenova & Martin Strieborny, 2021. "Financial Dependence and Intensive Margin of Trade," Working Papers 2021_14, Business School - Economics, University of Glasgow.
  • Mélise Jaud & Madina Kukenova & Martin Strieborny, 2009. "Financial dependence and intensive margin of trade," PSE Working Papers halshs-00575005, HAL.
• Mélise Jaud & Madina Kukenova & Martin Strieborny, 2009. "Financial dependence and intensive margin of trade," PSE Working Papers halshs-00575005, HAL.
  • Melise Jaud & Madina Kukenova & Martin Strieborny, 2021. "Financial Dependence and Intensive Margin of Trade," Working Papers 2021_14, Business School - Economics, University of Glasgow.
  • Mélise Jaud & Madina Kukenova & Martin Strieborny, 2009. "Financial dependence and intensive margin of trade," Working Papers halshs-00575005, HAL.
• Marina Nikiforow, 2010. "Does training on behavioural finance influence fund managers' perception and behaviour?," Applied Financial Economics, Taylor & Francis Journals, vol. 20(7), pages 515-528.
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• Munch, Jakob Roland & Skaksen, Jan Rose, 2008. "Human capital and wages in exporting firms," Journal of International Economics, Elsevier, vol. 75(2), pages 363-372, July.
  • Jakob Roland Munch & Jan Rose Skaksen, 2006. "Human Capital and Wages in Exporting Firms," EPRU Working Paper Series 06-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  • Munch, Jakob Roland & Rose Skaksen, Jan, 2009. "Human Capital and Wages in Exporting Firms," Working Papers 09-2006, Copenhagen Business School, Department of Economics.
  • Munch, Jakob R. & Skaksen, Jan Rose, 2006. "Human Capital and Wages in Exporting Firms," IZA Discussion Papers 2409, Institute of Labor Economics (IZA).
• Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan, 2009. "Udenlandsk arbejdskraft i Danmark," Working Papers 16-2007, Copenhagen Business School, Department of Economics.
• Andersen, Steffen & Bulte, Erwin & Gneezy, Uri & List, John A., 2009. "Do Women Supply more Public Goods than Men?," Working Papers 01-2008, Copenhagen Business School, Department of Economics.
• Sameeksha Desai & Johan Eklund & Andreas Högberg, 2011. "Pro‐market reforms and allocation of capital in India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(2), pages 123-139, May.
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  • Desai, Sameeksha & Eklund, Johan & Högberg, Andreas, 2009. "Promarket reforms and allocation of capital in India," Working Paper Series in Economics and Institutions of Innovation 206, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Hans Byström, 2009. "News aggregators, volatility and the stock market," Economics Bulletin, AccessEcon, vol. 29(4), pages 2673-2682.
  • Byström, Hans, 2009. "News Aggregators, Volatility and the Stock Market," Working Papers 2009:11, Lund University, Department of Economics.
• Aase, Knut K., 2009. "The investment horizon problem: A resolution," Discussion Papers 2009/7, Norwegian School of Economics, Department of Business and Management Science.
• Rydqvist, Kristian & Strebulaev, Ilya & Spizman, Joshua, 2009. "The Evolution of Aggregate Stock Ownership---A Unified Explanation," CEPR Discussion Papers 7356, C.E.P.R. Discussion Papers.
  • Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya, 2009. "The Evolution of Aggregate Stock Ownership - A Unified Explanation," SIFR Research Report Series 68, Institute for Financial Research.
• Ødegaard, Bernt Arne, 2009. "Who moves stock prices? Monthly evidence," UiS Working Papers in Economics and Finance 2009/4, University of Stavanger.
• Ødegaard, Bernt Arne, 2009. "The (implicit) cost of equity trading at the Oslo Stock Exchange. What does the data tell us?," UiS Working Papers in Economics and Finance 2009/17, University of Stavanger.
• Randi Næs & Bernt Arne Ødegaard, 2008. "Liquidity and asset pricing: Evidence on the role of investor holding period," Working Paper 2007/11, Norges Bank.
  • Naes, Randi & Ødegaard, Bernt Arne, 2009. "Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period," UiS Working Papers in Economics and Finance 2009/19, University of Stavanger.
• Ødegaard, Bernt Arne, 2009. "The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?," Finance Research Letters, Elsevier, vol. 6(2), pages 56-72, June.
  • Ødegaard, Bernt Arne, 2009. "The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?," UiS Working Papers in Economics and Finance 2009/22, University of Stavanger.
• Ødegaard, Bernt Arne, 2009. "Statlig eierskap på Oslo Børs," UiS Working Papers in Economics and Finance 2009/25, University of Stavanger.
• Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009. "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?," Working Paper 2009/26, Norges Bank.
  • Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009. "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2009/35, University of Stavanger.
• Lönnbark, Carl & Soultanaeva, Albina, 2009. "Profitability of Technical Trading Rules on the Baltic Stock Markets," Umeå Economic Studies 761, Umeå University, Department of Economics.
• Lönnbark, Carl, 2009. "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies 768, Umeå University, Department of Economics.
• Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," Umeå Economic Studies 769, Umeå University, Department of Economics.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A high-low model of daily stock price ranges," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 103-119.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008. "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series 2387, CESifo.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A High-Low Model of Daily Stock Price Ranges," Working Papers 032009, Hong Kong Institute for Monetary Research.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
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  • FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001. "Limit order book as a market for liquidity," HEC Research Papers Series 728, HEC Paris.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print hal-00459785, HAL.
• Jadranka Kapic, 2009. "Cash Flow Statements," Economic Analysis, Institute of Economic Sciences, vol. 42(3-4), pages 38-49.
• Vasileios Kallinterakis & Maria Lodetti, 2009. "Nonlinearities, Herd Behaviour and Market Illiquidity: Evidence from Montenegro," Economic Analysis, Institute of Economic Sciences, vol. 42(3-4), pages 7-17.
• Ibrahim A. Onour, 2009. "Financial integration of GCC capital markets: evidence of non-linear cointegration," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(3), pages 251-265.
  • Onour, Ibrahim, 2008. "Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration," MPRA Paper 15187, University Library of Munich, Germany.
• Stavros Degiannakis & George Giannopoulos, 2009. "Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors' expectations regarding permanent earnings? Evidence from Athens Stock Exchange," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(1), pages 89-110.
  • Degiannakis, Stavros & Giannopoulos, George, 2009. "Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors’ expectations regarding permanent earnings? Evidence from Athens Stock Exchange," MPRA Paper 96305, University Library of Munich, Germany.
• Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
  • Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
  • Camilleri, Silvio John & Green, Christopher, 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 85069, University Library of Munich, Germany.
• Eva Carceles-Poveda & Daniele Coen-Pirani, 2009. "Shareholders' Unanimity With Incomplete Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 577-606, May.
  • Daniele Coen-Pirani & Eva Carceles-Poveda, "undated". "Shareholders Unanimity With Incomplete Markets," GSIA Working Papers 2005-E13, Carnegie Mellon University, Tepper School of Business.
  • Daniele Coen-Pirani, 2004. "Shareholders Unanimity With Incomplete Markets," 2004 Meeting Papers 479, Society for Economic Dynamics.
• Burcu KIRAN, 2009. "Türkiye’de döviz kuru ve hisse senedi fiyatlarının sınır testi analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(275), pages 66-88.
• Michael MUSSA, 2009. "Global economics crisis and IMF," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(277), pages 18-28.
• Daron ACEMOĞLU, 2009. "Küresel iktisadi kriz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(277), pages 9-17.
• Canan ERYİĞİT & Mehmet ERYİĞİT, 2009. "Temel finansal oranların sistematik riske etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(281), pages 60-76.
• Miroslav Misina & Greg Tkacz, 2009. "Credit, Asset Prices, and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 95-122, December.
• Jianying Qiu, 2007. "Loss aversion and mental accounting: the favorite longshot bias in parimutuel betting," Jena Economics Research Papers 2007-017, Friedrich-Schiller-University Jena.
  • Jianying Qiu, 2009. "Loss aversion and mental accounting: The favorite-longshot bias in parimutuel betting," Working Papers 2009-15, Faculty of Economics and Statistics, Universität Innsbruck.
• Benavides, Guillermo, 2009. "Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(09), pages 55-95, segundo s.
• Rosa Borges, 2009. "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics 2009/37, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• António Afonso & Ricardo Sousa, 2011. "The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(1), pages 61-82, April.
  • Ricardo M. Sousa & António Afonso, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," NIPE Working Papers 3/2009, NIPE - Universidade do Minho.
  • António Afonso & Ricardo M. Sousa, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," Working Papers Department of Economics 2009/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Beatriz García Osma & Encarna Guillamón Saorín, 2009. "Corporate governance and impression management in annual press releases," Working Papers. Serie EC 2009-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Joaquín Farinos & Vicente Sanchis, 2009. "Factores determinantes de la salida a bolsa en España," Working Papers. Serie EC 2009-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• John J. McArdle & James P. Smith & Robert Willis, 2011. "Cognition and Economic Outcomes in the Health and Retirement Survey," NBER Chapters, in: Explorations in the Economics of Aging, pages 209-233, National Bureau of Economic Research, Inc.
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• Charles K.D. Adjasi & Nicholas Biekpe, 2009. "Do stock markets matter in investment growth in Africa?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 43(1), pages 109-120, September.
• Edi Karni, 2010. "A mechanism for thawing the credit markets," Review of Economic Design, Springer;Society for Economic Design, vol. 14(3), pages 243-249, September.
  • Edi Karni, 2009. "A Mechanism for Thawing the Credit Markets," Economics Working Paper Archive 551, The Johns Hopkins University,Department of Economics.
• Schulz Alexander & Wolff Guntram B., 2009. "The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin’s Forgone Bail-out," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(1), pages 61-83, February.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A high-low model of daily stock price ranges," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 103-119.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008. "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series 2387, CESifo.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A High-Low Model of Daily Stock Price Ranges," Working Papers 032009, Hong Kong Institute for Monetary Research.
• Falko Fecht & Antoine Martin, 2009. "Banks, markets, and efficiency," Annals of Finance, Springer, vol. 5(2), pages 131-160, March.
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• Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlögl, 2009. "Alternative Defaultable Term Structure Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 16(1), pages 1-31, March.
  • Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlogl, 2009. "Alternative Defaultable Term Structure Models," Research Paper Series 242, Quantitative Finance Research Centre, University of Technology, Sydney.
• Martin Eling & Luisa Tibiletti, 2009. "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 37(2), pages 209-210, June.
• Taiji Watanabe, 2009. "Neutrality of a Dividend Imputation System under the Modigliani–Miller Proposition," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 37(3), pages 321-322, September.
• Franz Gehrels, 2009. "Financial Markets and the Instability of General Equilibrium," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 37(4), pages 327-333, December.
• Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009. "Commonalities in the order book," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 209-242, September.
  • BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim, 2005. "Commonalities in the order book," LIDAM Discussion Papers CORE 2005011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG, 2005. "Commonalities in the order book," Discussion Papers (ECON - Département des Sciences Economiques) 2005014, Université catholique de Louvain, Département des Sciences Economiques.
  • BELTRAN-LOPEZ, Héléna & GIOT, Pierre & GRAMMIG, Joachim, 2009. "Commonalities in the order book," LIDAM Reprints CORE 2195, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G., 2009. "Commonalities in the order book," CFR Working Papers 09-05, University of Cologne, Centre for Financial Research (CFR).
• Asani Sarkar, 2009. "Liquidity risk, credit risk, and the federal reserve’s responses to the crisis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 335-348, December.
  • Asani Sarkar, 2009. "Liquidity risk, credit risk, and the Federal Reserve's responses to the crisis," Staff Reports 389, Federal Reserve Bank of New York.
• Gerald Lander & Katherine Barker & Margarita Zabelina & Tiffany Williams, 2009. "Subprime Mortgage Tremors: An International Issue," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(1), pages 1-16, February.
• Thomas Zieger, 2009. "Rating of Network-Integrated Corporations," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(1), pages 115-124, February.
• François-Éric Racicot & Raymond Théoret, 2009. "On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(1), pages 30-43, February.
• Krzysztof Kompa & Aleksandra Matuszewska-Janica, 2009. "Efficiency of the Warsaw Stock Exchange: Analysis of Selected Properties," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(1), pages 59-70, February.
• Dong Lee, 2009. "How Do Employees View Their Underwater Stock Options?: Evidence from the Stock Option Exchange Program," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(3), pages 273-296, June.
• Antonio Díaz, 2009. "Retail Investors and the Trading of Treasury Securities," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(1), pages 45-63, August.
• Sei-Wan Kim & Radha Bhattacharya, 2009. "Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity," The Journal of Real Estate Finance and Economics, Springer, vol. 38(4), pages 443-460, May.
• Dilip Madan, 2009. "A tale of two volatilities," Review of Derivatives Research, Springer, vol. 12(3), pages 213-230, October.
• J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October.
• Marcus Flemisch & Andreas Hackethal & Dirk Schiereck, 2009. "Market Maker unter Wolken – Wettereffekte am deutschen Aktienmarkt," Credit and Capital Markets, Credit and Capital Markets, vol. 42(3), pages 413-433.
• Werner Kristjanpoller Rodríguez, 2009. "An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 71, pages 189-208.
• Tomas Ramanauskas, 2009. "Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach," Bank of Lithuania Working Paper Series 3, Bank of Lithuania.
• Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas, 2009. "Building an Artificial Stock Market Populated by Reinforcement-Learning Agents," Bank of Lithuania Working Paper Series 6, Bank of Lithuania.
• Dionne, Georges & Gauthier, Geneviève & Ouertani, Nadia, 2009. "Basket options on heterogeneous underlying assets," Working Papers 09-3, HEC Montreal, Canada Research Chair in Risk Management.
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• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
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• Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 1-11, March.
  • Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," Stirling Economics Discussion Papers 2009-04, University of Stirling, Division of Economics.
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• Dongming Zhu & John W. Galbraith, 2009. "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers 2009s-24, CIRANO.
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• Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk, 2009. "European Put-Call Parity and the Early Exercise Premium for American Currency Options," Multinational Finance Journal, Multinational Finance Journal, vol. 13(1-2), pages 39-54, March-Jun.
• Daniella Acker & Nigel W. Duck, 2009. "The Effect of Extreme Markets on the Benefits of International Portfolio Diversification," Multinational Finance Journal, Multinational Finance Journal, vol. 13(3-4), pages 155-188, September.
• Paiardini, Paola, 2015. "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, vol. 26(C), pages 103-121.
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  • Paiardini, Paola, 2009. "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers esdp09053, University of Molise, Department of Economics.
• Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009. "Volatility Models: from GARCH to Multi-Horizon Cascades," Documents de travail du Centre d'Economie de la Sorbonne 09036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009. "High Watermarks of Market Risks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00425585, HAL.
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• J. Vermeulen & A. Waterkeyn, 2009. "The Belgian migration to SEPA (Single Euro Payments Area)," Economic Review, National Bank of Belgium, issue ii, pages 69-84, June.
• Ivo Maes, 2009. "On the origins of the BIS macro-prudential approach to financial stability: Alexandre Lamfalussy and financial fragility," Working Paper Research 176, National Bank of Belgium.
• Campbell, John Y. & Sunderam, Adi & Viceira, Luis M., 2017. "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," Critical Finance Review, now publishers, vol. 6(2), pages 263-301, September.
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• Jung-Wook Kim & Jason Lee & Randall Morck, 2009. "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers 14733, National Bureau of Economic Research, Inc.
• Geert Bekaert & Eric Engstrom, 2009. "Asset Return Dynamics under Bad Environment Good Environment Fundamentals," NBER Working Papers 15222, National Bureau of Economic Research, Inc.
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• Urban Jermann & Vincenzo Quadrini, 2012. "Macroeconomic Effects of Financial Shocks," American Economic Review, American Economic Association, vol. 102(1), pages 238-271, February.
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• Stavros Panageas & Leonid Kogan & Nicolae Garleanu, 2009. "The Demographics of Innovation and Asset Returns," 2009 Meeting Papers 140, Society for Economic Dynamics.
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• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012. "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, vol. 169(1), pages 75-93.
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• Alexander David & Pietro Veronesi, 2009. "What Ties Return Volatilities to Price Valuations and Fundamentals?," NBER Working Papers 15563, National Bureau of Economic Research, Inc.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009. "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers 15591, National Bureau of Economic Research, Inc.
• António Afonso & Ricardo Sousa, 2011. "The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(1), pages 61-82, April.
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• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics.
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• Pierre-Alain Pionnier & María Belén Zinni & Kéa Baret, 2023. "Sensitivity of capital and MFP measurement to asset depreciation patterns and initial capital stock estimates," OECD Statistics Working Papers -en, OECD Publishing.
• Giuseppe Bruno & Riccardo De Bonis, 2009. "Do financial systems converge? New evidence from household financial assets in selected OECD countries," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 383-401, Bank for International Settlements.
  • Giuseppe Bruno & Riccardo De Bonis, 2009. "Do Financial Systems Converge?: New Evidence from Household Financial Assets in Selected OECD Countries," OECD Statistics Working Papers 2009/1, OECD Publishing.
• Firtescu Bogdan, 2009. "European Economic Integration – Challenges And Consequences On Romanian Financial System Soundness," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 201-207, May.
• Nistor Ioan & Ulici Maria, 2009. "Impact Of Financial Crisis Over The Companies Of Bet Index Composition," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 281-287, May.
• Terci Nicolae, 2009. "Budget Retrenchment In The Public Sector - Challenges Against The Background Of The Financial Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 388-394, May.
• Bogdan Victoria & Pop Cosmina Madalina & Popa Dorina Nicoleta, 2009. "Voluntary Internet Financial Reporting And Disclosure – A New Challenge For Romanian Companies," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 770-778, May.
• Moldovan Darie & Silaghi Gheorghe Cosmin, 2009. "A Clustering Of Dja Stocks - The Application In Finance Of A Method First Used In Gene Trajectory Study," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 4(1), pages 1006-1011, May.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009. "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 373-411, Fall.
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• Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 437-480, Fall.
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• Sydney C. Ludvigson & Serena Ng, 2009. "Macro Factors in Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5027-5067, December.
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• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2009. "Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 925-957.
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• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2009. "Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 925-957, March.
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• Andrew J. Patton, 2009. "Are "Market Neutral" Hedge Funds Really Market Neutral?," The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2295-2330, July.
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• Annabelle Mourougane & Lukas Vogel, 2009. "Speed of Adjustment to Selected Labour Market and Tax Reforms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 51(4), pages 500-519, December.
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• Rodrigo Chicaroli & Pedro L. Valls Pereira, 2015. "Predictability of Equity Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(6), pages 427-440, September.
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• Andriansyah, Andriansyah, 2009. "The Static Trade-Off against the Pecking Order Hypotheses of Firms’ Capital Structure in Indonesia's Financial Market," MPRA Paper 124206, University Library of Munich, Germany.
• Schouten, Michael C., 2009. "The Case for Mandatory Ownership Disclosure," MPRA Paper 12800, University Library of Munich, Germany.
• Siddiqi, Hammad, 2009. "Ambiguity, Infra-Marginal Investors, and Market Prices," MPRA Paper 13514, University Library of Munich, Germany.
• Ivan O. Kitov, 2009. "What is the best firm size to invest?," Papers 0903.0286, arXiv.org.
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• Schouten, Michael C., 2009. "The Case for Mandatory Ownership Disclosure," MPRA Paper 14139, University Library of Munich, Germany, revised 13 Mar 2009.
• Fernandez, Pablo, 2009. "Prima de Riesgo del Mercado: Histórica, Esperada, Exigida e Implícita [Equity Risk Premium: Historic, Expected, Required and Implied]," MPRA Paper 14221, University Library of Munich, Germany.
• Galimberti, Jaqueson Kingeski & Cupertino, César Medeiros, 2009. "Explaining earnings persistence: a threshold autoregressive panel unit root approach," MPRA Paper 14237, University Library of Munich, Germany.
• Artzrouni, Marc, 2009. "The mathematics of Ponzi schemes," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 190-201, September.
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• Muhammad Mahmud & Gobind M. Herani & Prof. A. W. Rajar, 2009. "Economic Factors Influencing Corporate Capital Structure in Three Asian Countries: Evidence from Japan, Malaysia and Pakistan," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, vol. 3(1), pages 9-17, June.
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• Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
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• Siddiqi, Hammad, 2009. "Information Transmission and Micro-structure rents in Emerging Markets," MPRA Paper 15452, University Library of Munich, Germany.
• Berdugo, Binyamin & Hadad, Sharon, 2009. "How does Investors' Legal Protection affect Productivity and Growth?," MPRA Paper 15496, University Library of Munich, Germany.
• Gan, Jumwu, 2009. "Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process," MPRA Paper 15596, University Library of Munich, Germany.
• Tokel, Omer Emre & Yucel, Eray M., 2009. "Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey," MPRA Paper 15704, University Library of Munich, Germany.
• John M. Fry, 2009. "Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion," EERI Research Paper Series EERI_RP_2009_10, Economics and Econometrics Research Institute (EERI), Brussels.
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• Kristoufek, Ladislav, 2009. "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper 16424, University Library of Munich, Germany.
• Kristoufek, Ladislav, 2009. "Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 [Long-term memory and its evolution in returns of PX between 1999 and 2009]," MPRA Paper 16435, University Library of Munich, Germany.
• Kaizoji, Taisei, 2009. "Root Causes of The Housing Bubble," MPRA Paper 16808, University Library of Munich, Germany.
• O. Emre Tokel & M. Eray Yucel, 2009. "Click to Download Data : An Event Study of Internet Access to Economic Statistics," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 9(2), pages 1-22.
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• Simon Keel & David Ardia, 2011. "Generalized marginal risk," Journal of Asset Management, Palgrave Macmillan, vol. 12(2), pages 123-131, June.
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• Maku, Olukayode E. & Atanda, Akinwande A., 2009. "Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?," MPRA Paper 17917, University Library of Munich, Germany.
• Demir, FIrat & Dahi, Omar S., 2011. "Asymmetric effects of financial development on South-South and South-North trade: Panel data evidence from emerging markets," Journal of Development Economics, Elsevier, vol. 94(1), pages 139-149, January.
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• Kucuk, Ugur N., 2009. "Dynamic Sources of Sovereign Bond Market Liquidity," MPRA Paper 19677, University Library of Munich, Germany.
• Bennani, Norddine & Maetz, Jerome, 2009. "A Spot Stochastic Recovery Extension of the Gaussian Copula," MPRA Paper 19736, University Library of Munich, Germany.
• Corduneanu, Carmen & 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," MPRA Paper 19877, University Library of Munich, Germany.
• Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa, 2009. "An empirical analysis of the interlinkages between financial sector and economic growth," MPRA Paper 20085, University Library of Munich, Germany.
• Dima, Bogdan & Murgea, Aurora & Cristea, Stefana, 2009. "The pattern of Euronext volatility in the crisis period: an intrinsic volatility analysis," MPRA Paper 20145, University Library of Munich, Germany.
• Kuang-Liang Chang & Nan-Kuang Chen & Charles Leung, 2011. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 221-257, July.
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• Chin-Hong Puah & Muzafar Shah Habibullah & Venus Khim-Sen Liew, 2010. "Is money neutral in stock market? The case of Malaysia," Economics Bulletin, AccessEcon, vol. 30(3), pages 1852-1861.
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• Petrushchak, Bohdan, 2009. "Вплив Екзогенних Чинників На Розвиток Українського Фондового Ринку [The Influence of the Exogenous Factors on the Development of Ukrainian Stock Market]," MPRA Paper 28284, University Library of Munich, Germany.
• Erdemlioglu, Deniz, 2009. "Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach," MPRA Paper 28895, University Library of Munich, Germany.
• Köksal, Bülent, 2009. "A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns," MPRA Paper 30510, University Library of Munich, Germany.
• Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona, 2009. "The impact of the US stock market on the Romanian stock market in the context of the financial crisis," MPRA Paper 36862, University Library of Munich, Germany, revised 22 Feb 2012.
• Santillán Salgado, Roberto & Hibert Sánchez, Abel, 2009. "A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry," MPRA Paper 56020, University Library of Munich, Germany.
• Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
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• Stavros Degiannakis & George Giannopoulos, 2009. "Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors' expectations regarding permanent earnings? Evidence from Athens Stock Exchange," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(1), pages 89-110.
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• Burton G. Malkiel & Atanu Saha & Alex Grecu, 2009. "The Clustering of Extreme Movements: Stock Prices and the Weather," Working Papers 1162, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Burton G. Malkiel & Atanu Saha & Alex Grecu, 2009. "The Clustering of Extreme Movements: Stock Prices and the Weather," Working Papers 1162, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Burton G. Malkiel & Derek Jun, 2009. "The Value Effect and the Market For Chinese Stocks," Working Papers 1177, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Burton G. Malkiel & Derek Jun, 2009. "The Value Effect and the Market For Chinese Stocks," Working Papers 1177, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Ghassen Bouslama, 2009. "La finance islamique : une récente histoire avec la France, une longue histoire avec ses banques," Revue d'Économie Financière, Programme National Persée, vol. 95(2), pages 325-350.
• María de Lourdes Cárcamo Solís & María del Pilar Ester Arroyo López, 2009. "La Crisis Hipotecaria De Estados Unidos Y Sus Repercusiones En México," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 24, pages 93-104, Julio-Dic.
• Yann Algan & Olivier Allais & Eva Carceles-Poveda, 2009. "Macroeconomic Effects of Financial Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 678-696, October.
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• Martin Lettau & Sydney Ludvigson, 2009. "Euler Equation Errors," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 255-283, April.
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• Nicolae Gârleanu & Leonid Kogan & Stavros Panageas, 2009. "The Demographics of Innovation and Asset Returns," NBER Working Papers 15457, National Bureau of Economic Research, Inc.
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• Douglas Gale & Piero Gottardi, 2008. "Illiquidity and Under-Valuation of Firms," Working Papers 2008_36, Department of Economics, University of Venice "Ca' Foscari".
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• Xue, Yi & Gençay, Ramazan, 2012. "Hierarchical information and the rate of information diffusion," Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1372-1401.
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• Galvani, Valentina & Plourde, Andre, 2009. "Spanning with Zero-Price Investment Assets," Working Papers 2009-5, University of Alberta, Department of Economics.
• Georges Dionne & Geneviève Gauthier & Nadia Ouertani, 2009. "Basket Options on Heterogeneous Underlying Assets," Cahiers de recherche 0918, CIRPEE.
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• An , Yu-Hua, 2009. "The Role of Cross-border Mergers and Acquisitions in Foreign Direct Investment: Evidence from the Chinese Stock Market," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 13(2), pages 39-84, December.
• Kenourgios, Dimitris & Samitas, Aristeidis, 2009. "Financial Market Dynamics in an Enlarged European Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 197-221.
• Dhal, Sarat, 2009. "Global Crisis and the Integration of India’s Stock Market," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 778-805.
• Jiang, Wenjiang & Wu, Zhenyu, 2009. "Financial risk and political risk in mature and emerging financial markets," Journal of Financial Transformation, Capco Institute, vol. 25, pages 15-18.
• Sheedy, Elizabeth, 2009. "Can risk modeling work?," Journal of Financial Transformation, Capco Institute, vol. 27, pages 82-87.
• Seidler, Jakub & Horvath, Roman & Jakubík, Petr, 2009. "Estimating expected loss given default in an emerging market: the case of Czech Republic," Journal of Financial Transformation, Capco Institute, vol. 27, pages 103-107.
• Khan, Hameed Ullah & Ullah, Zahid & Mahmud, Maqsood, 2009. "Currencies Analysis Based on Stability: Using Apriori-Algorithm," Papers 2009/10, Osterreichish-Rumanischer Akademischer Verein.
• Necula, Ciprian, 2009. "Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 118-131, June.
• Paul Alagidede & Theodore Panagiotidis, 2009. "Calendar Anomalies in the Ghana Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(1), pages 1-23, April.
• Shamila Jayasuriya & William Shambora & Rosemary Rossiter, 2009. "Asymmetric Volatility in Emerging and Mature Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(1), pages 25-43, April.
• George Filis, 2009. "An Analysis between Implied and Realised Volatility in the Greek Derivative Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(3), pages 251-263, September.
• Imen Kouki & Mahfuzul Haque, 2009. "Tunisian Dealer Behaviour in FX Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(3), pages 265-287, September.
• Hirak Ray & Malay Kanti Ray & Joydeep Biswas, 2009. "Bank, Market and Economic Growth," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 10(2), pages 403-428, July.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  • Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research.
  • Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 19-2009, Singapore Management University, School of Economics.
  • Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
  • Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Peter C.B. Philips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers 23050, East Asian Bureau of Economic Research.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  • Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research.
  • Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
  • Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 19-2009, Singapore Management University, School of Economics.
  • Peter C.B. Philips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers 23050, East Asian Bureau of Economic Research.
• Tran Tri Dung & Quan-Hoang Vuong, 2009. "A Note on Studies of Monetary Policy and Implementation in Vietnam," Working Papers CEB 09-024.RS, ULB -- Universite Libre de Bruxelles.
• Igor Evstigneev & Dhruv Kapoor, 2009. "Arbitrage in stationary markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 32(1), pages 5-12, May.
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• D. Vallière & E. Denis & Y. Kabanov, 2009. "Hedging of American options under transaction costs," Finance and Stochastics, Springer, vol. 13(1), pages 105-119, January.
• Alexander Schied & Torsten Schöneborn, 2009. "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," Finance and Stochastics, Springer, vol. 13(2), pages 181-204, April.
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• Oleg Kudryavtsev & Sergei Levendorskiǐ, 2009. "Fast and accurate pricing of barrier options under Lévy processes," Finance and Stochastics, Springer, vol. 13(4), pages 531-562, September.
• Damien Lamberton & Mohammed Mikou, 2013. "Exercise boundary of the American put near maturity in an exponential Lévy model," Finance and Stochastics, Springer, vol. 17(2), pages 355-394, April.
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• Gianandrea Goisis, 2009. "Micro and macroeconomic effects of financial innovation in a domestic and international perspective," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 56(3), pages 205-214, September.
• Gianandrea Goisis & Maria Giorgetti & Paola Parravicini & Francesco Salsano & Giovanna Tagliabue, 2009. "Economies of scale and scope in the European banking sector," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 56(3), pages 227-242, September.
• Steven Jones & Kevin Banning, 2009. "US elections and monthly stock market returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(3), pages 273-287, July.
• André Schöne, 2009. "Zur Handelbarkeit der Volatilitätsindizes VDAX und VDAX-New der Deutsche Börse AG," Schmalenbach Journal of Business Research, Springer, vol. 61(8), pages 881-910, December.
• Nikolaj Malchow-Møller & Jakob Munch & Sanne Schroll & Jan Skaksen, 2009. "Explaining Cross-Country Differences in Attitudes Towards Immigration in the EU-15," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 91(3), pages 371-390, May.
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• Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2009. "Option-implied preferences adjustments, density forecasts, and the equity risk premium," Spanish Economic Review, Springer;Spanish Economic Association, vol. 11(2), pages 141-164, June.
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• Yamori NOBUYOSHI, 2009. "Characteristics Of Japan'S Commodities Index And Its Correlation With Stock Index," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 187-192, December.
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• Arvid Raknerud & Øivind Skare, 2009. "Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes," Discussion Papers 601, Statistics Norway, Research Department.
• Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 1-11, March.
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• Kurt Jornsten & Jan Ubøe, 2009. "Strategic Pricing of Commodities," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(5), pages 385-399.
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• O. Emre Tokel & M. Eray Yucel, 2009. "Click to Download Data : An Event Study of Internet Access to Economic Statistics," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 9(2), pages 1-22.
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• Boris Molochny, 2009. "Essay on International Financial Crisis and Endogenous Growth Theory," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 2(1), pages 7-15, June.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 354-389, 2012 06.
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• Hakim, M.S. & McAleer, M.J., 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," Econometric Institute Research Papers EI 2009-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CIRJE F-Series CIRJE-F-677, CIRJE, Faculty of Economics, University of Tokyo.
  • Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series CARF-F-179, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010. "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 633-647, October.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series CARF-F-187, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-684, CIRJE, Faculty of Economics, University of Tokyo.
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• Malinova, Katya & Park, Andreas, 2010. "Trading Volume in Dealer Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1447-1484, December.
  • Katya Malinova & Andreas Park, 2009. "Trading Volume in Dealer Markets," Working Papers tecipa-357, University of Toronto, Department of Economics.
• Katya Malinova & Andreas Park, 2009. "Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading," Working Papers tecipa-358, University of Toronto, Department of Economics.
• John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics.
• Lucio Sarno & Giorgio Valente, 2009. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
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• Rebecca Brown & Tue Gørgens, 2009. "Corporate governance and financial performance in an Australian context," Treasury Working Papers 2009-02, The Treasury, Australian Government, revised Mar 2009.
• Kwamie Dunbar, 2009. "The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach," Working papers 2009-03, University of Connecticut, Department of Economics, revised Feb 2009.
• Kwamie Dunbar, 2009. "Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space," Working papers 2009-04, University of Connecticut, Department of Economics.
• James Crotty, 2009. "The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability," UMASS Amherst Economics Working Papers 2009-13, University of Massachusetts Amherst, Department of Economics.
• Martin, Alberto, 2009. "A model of collateral, investment, and adverse selection," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1572-1588, July.
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• James P. Gander, 2009. "Extreme Value Theory and the Financial Crisis of 2008," Working Paper Series, Department of Economics, University of Utah 2009_03, University of Utah, Department of Economics.
• Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlögl, 2009. "Alternative Defaultable Term Structure Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 16(1), pages 1-31, March.
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• Eckhard Platen & Willi Semmler, 2009. "Asset Markets and Monetary Policy," Research Paper Series 247, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2011. "A Benchmark Approach to Investing and Pricing," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 28, pages 409-426, World Scientific Publishing Co. Pte. Ltd..
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• Peter L. Rousseau & Paul Wachtel, 2011. "What Is Happening To The Impact Of Financial Deepening On Economic Growth?," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 276-288, January.
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• Fabienne Bonetto & Srđan Redžepagić & Anna Tykhonenko, 2009. "Balkan Countries: Catching Up and their Integration in the European Financial System," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(4), pages 475-489, December.
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• Fabienne Bonetto & Srdjan Redžepagić & Anna Tykhonenko, 2009. "Balkan Countries: Catching Up and their Integration in the European Financial System," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(4), pages 475-489.
  • Anna Tykhonenko & F. Bonetto & Srdjan Redžepagić, 2009. "" Balkan Countries: Catching Up and their Integration in the European Financial System," Post-Print halshs-00726317, HAL.
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• Sandra Lechner & Ingmar Nolte, 2009. "Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform," Working Papers wp09-01, Warwick Business School, Finance Group.
• Ingmar Nolte & Valeri Voev, 2011. "Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 94-108, April.
  • Ingmar Nolte & Valeri Voev, 2009. "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers 2009-16, Department of Economics and Business Economics, Aarhus University.
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• Mondher Bellalah, 2009. "Derivatives, Risk Management & Value," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7175, April.
• Bogdan DIMA & Mircea Mihai ROB, 2009. "Remarks on Romanian Capital Market Volatility in the Framework of an Power ARCH (PARCH) Model," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 2(2(6)), pages 77-82.
• Alexander Puetz & Stefan Ruenzi, 2011. "Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 684-712, June.
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• Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009. "Commonalities in the order book," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 209-242, September.
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• Frey, Stefan & Sandås, Patrik, 2009. "The impact of iceberg orders in limit order books," CFR Working Papers 09-06, University of Cologne, Centre for Financial Research (CFR).
• Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2005. "Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE," MPRA Paper 13586, University Library of Munich, Germany, revised 10 Oct 2008.
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• Yadav, Pradeep K. & Fotak, Veljko & Raman, Vikas, 2009. "Naked short selling: The emperor`s new clothes?," CFR Working Papers 09-09, University of Cologne, Centre for Financial Research (CFR).
• Kempf, Alexander & Niessen-Ruenzi, Alexandra & Merkle, Christoph, 2009. "Low risk and high return - how emotions shape expectations on the stock market," CFR Working Papers 09-10, University of Cologne, Centre for Financial Research (CFR).
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• Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan, 2009. "Cross-sectional analysis of risk-neutral skewness," CFR Working Papers 09-11, University of Cologne, Centre for Financial Research (CFR).
• Grau-Carles, Pilar & Sainz, Jorge & Otamendi, Javier & Doncel, Luis Miguel, 2009. "Different risk-adjusted fund performance measures: a comparison," Economics Discussion Papers 2009-54, Kiel Institute for the World Economy (IfW Kiel).
• Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2009. "Higher-order beliefs among professional stock market forecasters: some first empirical tests," ZEW Discussion Papers 09-042, ZEW - Leibniz Centre for European Economic Research.
• José Fajardo & Ernesto Mordecki, 2006. "Skewness Premium with Lévy Processes," IBMEC RJ Economics Discussion Papers 2006-04, Economics Research Group, IBMEC Business School - Rio de Janeiro.
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• Ingmar Nolte & Valeri Voev, 2011. "Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 94-108, April.
  • Ingmar Nolte & Valeri Voev, 2009. "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers 2009-16, Department of Economics and Business Economics, Aarhus University.
• Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009. "Stochastic volatility of volatility in continuous time," CREATES Research Papers 2009-25, Department of Economics and Business Economics, Aarhus University.
• Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
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• Alessandro Palandri, 2009. "The Effects of Interest Rate Movements on Assets’ Conditional Second Moments," CREATES Research Papers 2009-32, Department of Economics and Business Economics, Aarhus University.
• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012. "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, vol. 169(1), pages 75-93.
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• David Autor & David Dorn, 2009. "This Job Is "Getting Old": Measuring Changes in Job Opportunities Using Occupational Age Structure," American Economic Review, American Economic Association, vol. 99(2), pages 45-51, May.
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• Augustin Landier & David Sraer & David Thesmar, 2009. "Financial Risk Management: When Does Independence Fail?," American Economic Review, American Economic Association, vol. 99(2), pages 454-458, May.
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• Clemens Sialm, 2009. "Tax Changes and Asset Pricing," American Economic Review, American Economic Association, vol. 99(4), pages 1356-1383, September.
• Douglas M. Gale & Shachar Kariv, 2009. "Trading in Networks: A Normal Form Game Experiment," American Economic Journal: Microeconomics, American Economic Association, vol. 1(2), pages 114-132, August.
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• Joshua Coval & Jakub Jurek & Erik Stafford, 2009. "The Economics of Structured Finance," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 3-25, Winter.
• Paul Alagidede, 2009. "Are African Stock Markets Integrated with the Rest of the World?," The African Finance Journal, Africagrowth Institute, vol. 11(1), pages 37-53.
• Alain Kabundi & Idriss Mouchili, 2009. "Stock Market Integration: A South African Perspective," The African Finance Journal, Africagrowth Institute, vol. 11(2), pages 51-66.
• Lumengo Bonga-Bonga, 2009. "An Assessment of the Degree of South Africa's Financial Integration into the World Economy," The African Finance Journal, Africagrowth Institute, vol. 11(2), pages 67-79.
• Angelo Antoci & Simone Borghesi & Marcello Galeotti, 2013. "Environmental options and technological innovation: an evolutionary game model," Journal of Evolutionary Economics, Springer, vol. 23(2), pages 247-269, April.
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• Morris, Brittany D. & Richardson, James W. & Frosch, Brian J. & Outlaw, Joe L. & Rooney, William L., 2009. "Economic Feasibility of Ethanol Production from Sweet Sorghum Juice in Texas," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46852, Southern Agricultural Economics Association.
• Mircea CIOLPAN, 2009. "New financial derivatives on Romanian market - contracts for difference," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(10), pages 190-195, December.
• Ioan NISTOR & Maria ULICI, 2009. "Impact of financial crisis over the evolution of banks from the capital market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(10), pages 22-31, December.
• Lect. Ph.D Stanciu Cristian Valeriu & Lect. Ph.D Rizescu Sabin & Prof. Ph.D Spulbar Cristi & Assoc. Prof. PhD Dracea Raluca, 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," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13S), pages 19-26, November.
• Bogdan Dima & Laura Raisa MiloÅŸ, 2009. "Testing The Efficiency Market Hypothesis For The Romanian Stock Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-41.
• Manuel Illueca & Lars Norden & Gregory F. Udell, 2009. "Liberalization, Corporate Governance, and Savings Banks," Mo.Fi.R. Working Papers 17, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• Andrew W. Lo & Robert C. Merton, 2009. "Preface to the Annual Review of Financial Economics," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 1-17, November.
• Malcolm Baker, 2009. "Capital Market-Driven Corporate Finance," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 181-205, November.
• Paul A. Samuelson, 2009. "An Enjoyable Life Puzzling Over Modern Finance Theory," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 19-35, November.
• Xavier Gabaix, 2009. "Power Laws in Economics and Finance," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 255-294, May.
  • Xavier Gabaix, 2008. "Power Laws in Economics and Finance," NBER Working Papers 14299, National Bureau of Economic Research, Inc.
• Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79850, Verein für Socialpolitik / German Economic Association.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems 473, University of Regensburg, Department of Economics.
• Enzo Weber, 2010. "Structural Conditional Correlation," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 392-407, Summer.
  • Weber, Enzo, 2009. "Structural Conditional Correlation," University of Regensburg Working Papers in Business, Economics and Management Information Systems 434, University of Regensburg, Department of Economics.
• Alejandro García & Andrei Prokopiw, 2009. "Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks," Discussion Papers 09-12, Bank of Canada.
• Lana Embree & Tom Roberts, 2009. "Network Analysis and Canada's Large Value Transfer System," Discussion Papers 09-13, Bank of Canada.
• Marco Taboga, 2014. "The Riskiness of Corporate Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 693-713, June.
  • Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research and International Relations Area.
• Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
  • Benavides Guillermo & Capistrán Carlos, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
• Elizondo Rocío & Padilla Pablo & Bladt Mogens, 2009. "An Alternative Formula to Price American Options," Working Papers 2009-06, Banco de México.
• Muhammad Akbar & Shahid Ali & Faheera Tariq, 2009. "The Determinants Of Capital Structure In The Textile Sector Of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 1(1), pages 15-19, April.
• Adnan Javed & Muhammad Rafiq & Uzma Atta & Muhammad Atiq, 2009. "Predictability Of Returns: A Case Study Of Karachi Stock Exchange, Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 1(1), pages 25-28, April.
• Stavros Panageas & Leonid Kogan & Nicolae Garleanu, 2009. "The Demographics of Innovation and Asset Returns," 2009 Meeting Papers 140, Society for Economic Dynamics.
  • Nicolae Garleanu & Leonid Kogan & Stavros Panageas, 2009. "The Demographics of Innovation and Asset Returns," Working Papers 2009-008, Becker Friedman Institute for Research In Economics.
  • Nicolae Gârleanu & Leonid Kogan & Stavros Panageas, 2009. "The Demographics of Innovation and Asset Returns," NBER Working Papers 15457, National Bureau of Economic Research, Inc.
• Giuseppe Bruno & Riccardo De Bonis, 2009. "Do financial systems converge? New evidence from household financial assets in selected OECD countries," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 383-401, Bank for International Settlements.
  • Giuseppe Bruno & Riccardo De Bonis, 2009. "Do Financial Systems Converge?: New Evidence from Household Financial Assets in Selected OECD Countries," OECD Statistics Working Papers 2009/1, OECD Publishing.
• Ingo Fender & Janet Mitchell, 2009. "The future of securitisation: how to align incentives," BIS Quarterly Review, Bank for International Settlements, September.
• Hui Guo, 2009. "Data Revisions And Out‐Of‐Sample Stock Return Predictability," Economic Inquiry, Western Economic Association International, vol. 47(1), pages 81-97, January.
• Maria Kasch‐Haroutounian & Erik Theissen, 2009. "Competition between Exchanges: Euronext versus Xetra," European Financial Management, European Financial Management Association, vol. 15(1), pages 181-207, January.
  • Kasch-Haroutounian, Maria & Theissen, Erik, 2006. "Competition between exchanges: Euronext versus Xetra," CFS Working Paper Series 2007/19, Center for Financial Studies (CFS).
  • Kasch-Haroutounian, Maria & Theissen, Erik, 2006. "Competition between exchanges: Euronext versus Xetra," CFR Working Papers 07-10, University of Cologne, Centre for Financial Research (CFR).
• Asani Sarkar & Robert A. Schwartz, 2009. "Market Sidedness: Insights into Motives for Trade Initiation," Journal of Finance, American Finance Association, vol. 64(1), pages 375-423, February.
  • Asani Sarkar & Robert A. Schwartz, 2007. "Market sidedness: insights into motives for trade initiation," Staff Reports 292, Federal Reserve Bank of New York.
• Mark Grinblatt & Matti Keloharju, 2009. "Sensation Seeking, Overconfidence, and Trading Activity," Journal of Finance, American Finance Association, vol. 64(2), pages 549-578, April.
  • Mark Grinblatt & Matti Keloharju, 2006. "Sensation Seeking, Overconfidence, and Trading Activity," NBER Working Papers 12223, National Bureau of Economic Research, Inc.
• Péter Kondor, 2009. "Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading," Journal of Finance, American Finance Association, vol. 64(2), pages 631-655, April.
  • Péter Kondor, 2006. "Risk in Dynamic Arbitrage: Price Effects of Convergence Trading," MNB Working Papers 2006/6, Magyar Nemzeti Bank (Central Bank of Hungary).
• René M. Stulz, 2009. "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 349-390, May.
  • René M. Stulz, 2008. "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," NBER Working Papers 14218, National Bureau of Economic Research, Inc.
• Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009. "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2009/35, University of Stavanger.
  • Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009. "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?," Working Paper 2009/26, Norges Bank.
• Kjell Bjørn Nordal & Randi Næs, 2009. "Mean reversion in profitability for non-listed firms," Working Paper 2009/29, Norges Bank.
• David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410, Central Bank of Chile.
  • David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
  • Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, Bank of England.
• Nyberg, Peter & Vaihekoski, Mika, 2010. "A new value-weighted total return index for the Finnish stock market," Research in International Business and Finance, Elsevier, vol. 24(3), pages 267-283, September.
  • Nyberg, Peter & Vaihekoski, Mika, 2009. "A new value-weighted total return index for the Finnish stock market," Research Discussion Papers 21/2009, Bank of Finland.
• Tervala, Juha, 2009. "Export pricing and the cross-country correlation of stock prices," Research Discussion Papers 28/2009, Bank of Finland.
• Yasuo Hirose & Shinsuke Ohyama & Ken Taniguchi, 2009. "Identifying the Effect of Bank of Japan's Liquidity Provision on the Year-End Premium: A Structural Approach," Bank of Japan Working Paper Series 09-E-6, Bank of Japan.
• Yasuo Hirose & Shinsuke Ohyama, 2009. "Identifying the Effect of Bank of Japan's Liquidity Facilities: The Case of CP Operations During Financial Turmoil," Bank of Japan Working Paper Series 09-E-7, Bank of Japan.
• Jong-Ku Kang, 2009. "Herding in Financial Markets: Its Causes and Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 15(4), pages 118-165, December.
• Ekrem Tufan & Bahattin Hamarat, 2009. "Jinx Numbers Effect," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(41), pages 45-60.
• Semra Karacaer & Yusuf Volkan Topuz, 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," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(42), pages 1-18.
• Bekir Elmas & M.Sinan Temurlenk, 2009. "Granger Causality Between Stock Price and Trading Volume: A Stock-Based Analysis in the ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(43), pages 1-16.
• Daniella Acker & Nigel W. Duck, 2009. "On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts," Bristol Economics Discussion Papers 09/611, School of Economics, University of Bristol, UK.
• Mitja Stefancic, 2009. "A new framework for the analysis of contemporary financial markets: the need for pluralistic approaches," The Journal of Philosophical Economics, Bucharest Academy of Economic Studies, The Journal of Philosophical Economics, vol. 3(1), pages 90-107, November.
• Andreas Park & Hamid Sabourian, 2011. "Herding and Contrarian Behavior in Financial Markets," Econometrica, Econometric Society, vol. 79(4), pages 973-1026, July.
  • Park, A. & Sabourian, H., 2009. "Herding and Contrarian Behaviour in Financial Markets," Cambridge Working Papers in Economics 0939, Faculty of Economics, University of Cambridge.
• Parail, V., 2009. "Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed," Cambridge Working Papers in Economics 0947, Faculty of Economics, University of Cambridge.
• Jezek, M., 2009. "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics 0951, Faculty of Economics, University of Cambridge.
• Mathias M. Siems & Michael C. Schouten, 2009. "The Evolution of Ownership Disclosure Rules across Countries," Working Papers wp393, Centre for Business Research, University of Cambridge.
• Rodolfo Apreda, 2009. "An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics)," CEMA Working Papers: Serie Documentos de Trabajo. 398, Universidad del CEMA.
• Magdalena Morgese Borys & Petr ZemÄÂik, 2011. "Size and Value Effects in the Visegrad Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(3), pages 50-68, May.
  • Magdalena Morgese Borys & Petr Zemcik, 2009. "Size and Value Efects in the Visegrad Countries," CERGE-EI Working Papers wp391, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Jerome L. Stein, 2009. "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series 2539, CESifo.
• Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2008. "The price of liquidity: bank characteristics and market conditions," Discussion Paper Series 1: Economic Studies 2008,30, Deutsche Bundesbank.
  • Falko FECHT & Kjell G. NYBORG & Jörg ROCHOLL, 2010. "The Price of Liquidity: Bank Characteristics and Market Conditions," Swiss Finance Institute Research Paper Series 10-20, Swiss Finance Institute.
  • Falko Fecht & Kjell G. Nyborg & Jörg Rocholl, 2009. "The Price of Liquidity: Bank Characteristics and Market Conditions," CESifo Working Paper Series 2576, CESifo.
  • Nyborg, Kjell & Fecht, Falko & Rocholl, Jörg, 2010. "The Price of Liquidity: Bank Characteristics and Market Conditions," CEPR Discussion Papers 7794, C.E.P.R. Discussion Papers.
• Biswa N. Bhattacharyay, 2009. "Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis," CESifo Working Paper Series 2803, CESifo.
• Biswa N. Bhattacharyay & Dennis Dlugosch & Benedikt Kolb & Kajal Lahiri & Irshat Mukhametov & Gernot Nerb, 2009. "Early Warning System for Economic and Financial Risks in Kazakhstan," CESifo Working Paper Series 2832, CESifo.
• Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
  • Cespa, Giovanni & Vives, Xavier, 2007. "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers D/716, IESE Business School.
  • Giovanni Cespa & Xavier Vives, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series 2839, CESifo.
  • Giovanni Cespa & Xavier Vives, 2008. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers 191, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Vives, Xavier & Cespa, Giovanni, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers 7506, C.E.P.R. Discussion Papers.
• Douglas Gale & Piero Gottardi, 2008. "Illiquidity and Under-Valuation of Firms," Working Papers 2008_36, Department of Economics, University of Venice "Ca' Foscari".
  • Douglas Gale & Piero Gottardi, 2009. "Illiquidity and Under-Valuation of Firms," CESifo Working Paper Series 2900, CESifo.
  • Douglas Gale & Piero Gottardi, 2009. "Illiquidity and Under-Valuation of Firms," Economics Working Papers ECO2009/38, European University Institute.
  • Piero Gottardi & Douglas Gale, 2009. "Illiquidity and Under-Valuation of Firms," 2009 Meeting Papers 751, Society for Economic Dynamics.
• Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(01), pages 29-44, April.
• Silvia Schula & Hans-Günther Vieweg, 2009. "Perspectives For The Global Economy- The Aftermath Of The Financial Shocks: Report On The 2009 CESifo International Spring Conference," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(02), pages 43-51, July.
• Wim Naudé, 2009. "Fallacies about the Global Financial Crisis Harms Recovery in the Poorest Countries," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(04), pages 3-12, January.
• Olusanya Ajakaiye & Tayo Fakiyesi & Mutiu Oyinlola, 2009. "Impact of the Global Financial Crisis on the Social Services Sector in Ghana and Nigeria," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(04), pages 36-42, January.
• Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(1), pages 29-44, April.
• Silvia Schula & Hans-Günther Vieweg, 2009. "Perspectives For The Global Economy- The Aftermath Of The Financial Shocks: Report On The 2009 CESifo International Spring Conference," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(2), pages 43-51, July.
• Wim Naudé, 2009. "Fallacies about the Global Financial Crisis Harms Recovery in the Poorest Countries," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(4), pages 3-12, January.
• Olusanya Ajakaiye & Tayo Fakiyesi & Mutiu Oyinlola, 2009. "Impact of the Global Financial Crisis on the Social Services Sector in Ghana and Nigeria," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(4), pages 36-42, January.
• Rolf J. Langhammer & Doris Neuberger & Thorsten Polleit & Hermann A. Wagner & Irwin Collier, 2009. "G-20-Gipfel in London: ein Durchbruch zur Regulierung der Finanzmärkte?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(11), pages 03-16, June.
  • Langhammer, Rolf J. & Neuberger, Doris & Polleit, Thorsten & Wagner, Hermann A. & Collier, Irwin L., 2009. "G-20-Gipfel in London: Ein Durchbruch zur Regulierung der Finanzmärkte?," Open Access Publications from Kiel Institute for the World Economy 28762, Kiel Institute for the World Economy (IfW Kiel).
• Georg Fahrenschon & Axel A. Weber & Theodor Weimer, 2009. "Die neue Architektur der internationalen Finanzwelt," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(12), pages 06-10, June.
• Hakim, M.S. & McAleer, M.J., 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," Econometric Institute Research Papers EI 2009-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series CARF-F-179, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CIRJE F-Series CIRJE-F-677, CIRJE, Faculty of Economics, University of Tokyo.
• David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410, Central Bank of Chile.
  • Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, Bank of England.
  • David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
• John Galbraith & Dongming Zhu, 2009. "Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution," Departmental Working Papers 2009-01, McGill University, Department of Economics.
  • Dongming Zhu & John W. Galbraith, 2009. "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers 2009s-24, CIRANO.
• Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
  • Caiado, Jorge & Crato, Nuno, 2009. "Identifying common dynamic features in stock returns," MPRA Paper 15241, University Library of Munich, Germany.
  • Jorge Caiado & Nuno Crato, 2009. "Identifying common dynamic features in stock returns," CEMAPRE Working Papers 0902, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
• E. Otranto, 2009. "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS 200917, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Vicent Aragó Manzana, 2009. "Teorías sobre cobertura con contratos de futuro," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
• Diego Alonso Agudelo Rueda & Álvarez L., A. Marcela & Osorno M., Yesica T., 2009. "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público 10655, Universidad EAFIT.
• Nelson Darío Díaz Gil, 2009. "Ranking Financiero: Herramienta Financiera Para Medir La Productividad De Las Empresas De Comercialización De Energía Eléctrica," Estudios Gerenciales, Universidad Icesi, June.
• María Ángeles Navarro Bailón & María Sicilia Pinero & Elena Delgado Ballester, 2009. "Efectos De La Comunicación Integrada De Marketing A Través De La Consistencia Estratégica: Una Propuesta Teórica Y Metodológica," Estudios Gerenciales, Universidad Icesi, June.
• Nelson Darío Díaz Gil, 2009. "Costes Normalizados Y Completos En La Prestación Del Servicio Eléctrico, Como Herramienta Para La Toma De Decisiones Empresariales," Estudios Gerenciales, Universidad Icesi, December.
• Catherine Fayad Hernández & Roberto Carlos Fortich Mesa & Ignacio Vélez - Pareja, 2009. "Proyección De La Tasa De Cambio De Colombia Bajo Condiciones De Ppa: Evidencia Empírica Usando Var," Estudios Gerenciales, Universidad Icesi, December.
• David Mauricio Rivera Palacio, 2009. "Modelacion del efecto del día de la semana para los índices accionarios de Colombia mediante un modelo STAR GARCH," Revista de Economía del Rosario, Universidad del Rosario, May.
• Micheal Hudson, 2009. "Why the " Miracle of Compound Interest" leads to financial crises?," Ensayos de Economía 8010, Universidad Nacional de Colombia Sede Medellín.
• Marco Leonardo Penagos Rozo, 2009. "Incidencia del sector financiero en el conflicto económico: la formación bruta de capital en Colombia y el Prime Rate," Revista Equidad y Desarrollo, Universidad de la Salle, September.
• Ignacio Velez-Pareja, 2009. "El mercado de acciones en Colombia: 1930-1998," Proyecciones Financieras y Valoración 5517, Master Consultores.
• LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009. "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE 2009002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• HEINEN, Andréas & VALDESOGO, Alfonso, 2009. "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE 2009069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009. "Commonalities in the order book," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 209-242, September.
  • BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim, 2005. "Commonalities in the order book," LIDAM Discussion Papers CORE 2005011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BELTRAN-LOPEZ, Héléna & GIOT, Pierre & GRAMMIG, Joachim, 2009. "Commonalities in the order book," LIDAM Reprints CORE 2195, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG, 2005. "Commonalities in the order book," Discussion Papers (ECON - Département des Sciences Economiques) 2005014, Université catholique de Louvain, Département des Sciences Economiques.
  • Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G., 2009. "Commonalities in the order book," CFR Working Papers 09-05, University of Cologne, Centre for Financial Research (CFR).
• Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
  • Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
  • Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
• Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya, 2009. "The Evolution of Aggregate Stock Ownership - A Unified Explanation," SIFR Research Report Series 68, Institute for Financial Research.
  • Rydqvist, Kristian & Strebulaev, Ilya & Spizman, Joshua, 2009. "The Evolution of Aggregate Stock Ownership---A Unified Explanation," CEPR Discussion Papers 7356, C.E.P.R. Discussion Papers.
• Urban Jermann & Vincenzo Quadrini, 2012. "Macroeconomic Effects of Financial Shocks," American Economic Review, American Economic Association, vol. 102(1), pages 238-271, February.
  • Urban Jermann & Vincenzo Quadrini, 2009. "Macroeconomic Effects of Financial Shocks," NBER Working Papers 15338, National Bureau of Economic Research, Inc.
  • Quadrini, Vincenzo & Jermann, Urban, 2009. "Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers 7451, C.E.P.R. Discussion Papers.
• Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
  • Cespa, Giovanni & Vives, Xavier, 2007. "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers D/716, IESE Business School.
  • Vives, Xavier & Cespa, Giovanni, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers 7506, C.E.P.R. Discussion Papers.
  • Giovanni Cespa & Xavier Vives, 2008. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers 191, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Giovanni Cespa & Xavier Vives, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series 2839, CESifo.
• Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
  • Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007. "Asset prices, exchange rates and the current account," Working Paper Series 790, European Central Bank.
  • Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009. "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers 7614, C.E.P.R. Discussion Papers.
  • Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011. "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(1), pages 81-101, January.
  • Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009. "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers 0609, Center for Quantitative Economics (CQE), University of Muenster.
• Martin T. Bohl & Christian A. Salm, 2009. "The Other January Effect: International Evidence," CQE Working Papers 0809, Center for Quantitative Economics (CQE), University of Muenster.
• Monteiro, André A., 2009. "The econometrics of randomly spaced financial data: a survey," DES - Working Papers. Statistics and Econometrics. WS ws097924, Universidad Carlos III de Madrid. Departamento de Estadística.
• Jun Ma, 2009. "Pricing Foreign Equity Options with Stochastic Correlation and Volatility," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 303-327, November.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  • Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research.
  • Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
  • Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 19-2009, Singapore Management University, School of Economics.
  • Peter C.B. Philips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers 23050, East Asian Bureau of Economic Research.
• Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
  • Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
• Christian Dreger & Jürgen Wolters, 2009. "Geldpolitik und Vermögensmärkte," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(1), pages 56-65.
• Manfred Weber & Mathias Brehe, 2009. "Stabilität und Effizienz des deutschen Bankensektors im Lichte der Subprime-Krise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(1), pages 96-113.
• Hella Engerer & Mechthild Schrooten, 2009. "Russland im Sog der internationalen Finanzkrise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(3), pages 38-45.
• Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
  • Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  • Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research.
  • Peter C.B. Philips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers 23050, East Asian Bureau of Economic Research.
  • Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
  • Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 19-2009, Singapore Management University, School of Economics.
• Saffi, Pedro A.C. & Sturgess, Jason, 2009. "Equity lending markets and ownership structure," IESE Research Papers D/836, IESE Business School.
• António Afonso & Ricardo M. Sousa, 2008. "Fiscal Policy, Housing and Stock Prices," Working Papers Department of Economics 2008/58, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • António AFONSO & Ricardo SOUSA, 2010. "Fiscal Policy, Housing and Stock Prices," EcoMod2010 259600005, EcoMod.
  • Afonso, António & Sousa, Ricardo M., 2009. "Fiscal policy, housing and stock prices," Working Paper Series 990, European Central Bank.
  • Ricardo M. Sousa & António Afonso, 2008. "Fiscal Policy, Housing and Stock Prices," NIPE Working Papers 21/2008, NIPE - Universidade do Minho.
• Christian Hellwig & Guido Lorenzoni, 2009. "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, vol. 77(4), pages 1137-1164, July.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-Enforcing Debt," NBER Working Papers 12614, National Bureau of Economic Research, Inc.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-enforcing Debt," Levine's Bibliography 321307000000000383, UCLA Department of Economics.
• Cerrato, Mario & Abbasyan, Abdollah, 2008. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2008-36, Scottish Institute for Research in Economics (SIRE).
  • Cerrato, Mario & Abbasyan, Abdollah, 2009. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2009-38, Scottish Institute for Research in Economics (SIRE).
  • Mario Cerrato & Abdollah Abbasyan, 2009. "Optimal martingales and American option pricing," Working Papers 2009_27, Business School - Economics, University of Glasgow.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2009. "Asymmetric multivariate normal mixture GARCH," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2129-2154, April.
  • Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2008. "Asymmetric multivariate normal mixture GARCH," CFS Working Paper Series 2008/07, Center for Financial Studies (CFS).
• Castagnetti, Carolina & Rosti, Luisa, 2009. "Effort allocation in tournaments: The effect of gender on academic performance in Italian universities," Economics of Education Review, Elsevier, vol. 28(3), pages 357-369, June.
  • Castagnetti, Carolina & Rosti, Luisa, 2007. "Effort allocation in tournaments: the effect of gender on academic performance in Italian universities," MPRA Paper 13441, University Library of Munich, Germany, revised 30 Jun 2008.
• Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 1-11, March.
  • Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," Stirling Economics Discussion Papers 2009-04, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis, 2009. "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series 2009_01, Department of Economics, University of Macedonia, revised Jan 2009.

2008

• Veraart, Almut E.D., 2010. "Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales," Econometric Theory, Cambridge University Press, vol. 26(2), pages 331-368, April.
  • Almut Veraart, 2008. "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers 2008-17, Department of Economics and Business Economics, Aarhus University.
• Nolte, Ingmar & Voev, Valeri, 2007. "Estimating high-frequency based (co-) variances: A unified approach," CoFE Discussion Papers 07/07, University of Konstanz, Center of Finance and Econometrics (CoFE).
  • Ingmar Nolte & Valeri Voev, 2008. "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CREATES Research Papers 2008-31, Department of Economics and Business Economics, Aarhus University.
• Almut E. D. Veraart, 2008. "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers 2008-57, Department of Economics and Business Economics, Aarhus University.
• Archishman Chakraborty & Bilge Yilmaz, 2008. "Microstructure Bluffing with Nested Information," American Economic Review, American Economic Association, vol. 98(2), pages 280-284, May.
• Hendrik Bessembinder & William Maxwell, 2008. "Markets: Transparency and the Corporate Bond Market," Journal of Economic Perspectives, American Economic Association, vol. 22(2), pages 217-234, Spring.
• Jay R. Ritter, 2008. "Forensic Finance," Journal of Economic Perspectives, American Economic Association, vol. 22(3), pages 127-147, Summer.
• Jerry H. Tempelman & Hendrik Bessembinder & William Maxwell, 2008. "Comments," Journal of Economic Perspectives, American Economic Association, vol. 22(4), pages 225-226, Fall.
• Bogan, Vicki, 2008. "Are Higher 529 College Savings Plan Fees Linked to Greater State Tax Incentives?," Working Papers 51127, Cornell University, Department of Applied Economics and Management.
• Ioan TRENCA & Adrian ZOICAS-IENCIU, 2008. "Stock Markets and their informational inefficiencies - the BSE case," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(8), pages 117-125, December.
• Mirela CRISTEA & Raluca DRACEA & Murat KASIMOGLU, 2008. "Risk insolvability management through optimizing insurance portfolio - mathematical calculations," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(8), pages 93-98, December.
• Petru Åžtefea & Andrei Pelin & Daniel Brindescu, 2008. "The Reflection Of Enterprise Performance Through Cash Flows," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-24.
• Dima Bogda & Pirtea Marilen & Murgea Aurora & Mura Petru Ovidiu, 2008. "Recent Changes On Romanian Capital Market'S Volatility In The Framework Of A Component Garch Model," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-25.
• Melles Hagos Tewolde, 2008. "Investment Decisions In A Firm As The Part Of Business Financial Decision System," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-29.
• Teodor Hada, 2008. "Uncorrelations In The Value Stock Exchange In Bucharest," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-30.
• Bogdan Dima & Aurora Murgea & Gabriel Marilen Pirtea, 2008. "Recent Evolutions Of The Romanian Capital Market In The Context Of Financial Crisis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-46.
• Victoria Bogdan & Cosmina Mădălina Pop, 2008. "Romanian Companies' Web-Based Disclosure Choices And Capital Markets," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-9.
• Erhan Bayraktar & Hasanjan Sayit, 2010. "No arbitrage conditions for simple trading strategies," Annals of Finance, Springer, vol. 6(1), pages 147-156, January.
  • Erhan Bayraktar & Hasanjan Sayit, 2008. "No Arbitrage Conditions For Simple Trading Strategies," Papers 0801.4047, arXiv.org, revised Jan 2009.
• J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive 122247000000002067, David K. Levine.
  • J. Doyne Farmer & John Geanakoplos, 2008. "The virtues and vices of equilibrium and the future of financial economics," Papers 0803.2996, arXiv.org.
  • J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers 1647, Cowles Foundation for Research in Economics, Yale University.
• Ivan Angelov, 2008. "The Global Financial and Economic Crisis and Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 35-65.
• Velcho Soyanov, 2008. "The Neoliberal Financial System - Provocateur and Generator of the Global Financial and Economic Crisis and the Expectations after it," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 35-47.
• Miroslav Misina & Greg Tkacz, 2008. "Credit, Asset Prices, and Financial Stress in Canada," Staff Working Papers 08-10, Bank of Canada.
• Sarai Criado & Adrian van Rixtel, 2008. "Structured finance and the financial turmoil of 2007-2008: and introductory overview," Occasional Papers 0808, Banco de España.
• Elizondo Rocío & Padilla Pablo, 2008. "An Analytical Approach to Merton's Rational Option Pricing Theory," Working Papers 2008-03, Banco de México.
• Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010. "On equilibrium prices in continuous time," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1086-1112, May.
  • Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2008. "On equilibrium prices in continuous time," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 672, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2011. "On equilibrium prices in continuous time," Center for Mathematical Economics Working Papers 397, Center for Mathematical Economics, Bielefeld University.
  • V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On Equilibrium Prices in Continuous Time," Papers 0802.3585, arXiv.org.
• Don Bredin & John Cotter, 2008. "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 540-560, October.
  • Cotter, John & Bredin, Don, 2005. "Volatility and Irish Exports," MPRA Paper 3522, University Library of Munich, Germany.
  • Don Bredin & John Cotter, 2011. "Volatility and Irish Exports," Working Papers 200416, Geary Institute, University College Dublin.
• Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Journal of Finance, American Finance Association, vol. 63(1), pages 119-158, February.
  • Foucault, Thierry & Menkveld, Albert, 2006. "Competition for order flow and smart order routing systems," HEC Research Papers Series 831, HEC Paris.
  • Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Post-Print hal-00459801, HAL.
  • Thierry Foucault, 2010. "Competition for Order Flow and Smart Order Routing Systems," Post-Print hal-00554030, HAL.
  • Foucault, Thierry & Menkveld, Albert J., 2006. "Competition for Order Flow and Smart Order Routing Systems," CEPR Discussion Papers 5523, C.E.P.R. Discussion Papers.
• Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, vol. 63(2), pages 639-672, April.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," Working Papers 613, Queen Mary University of London, School of Economics and Finance.
  • Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," CSEF Working Papers 174, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• JULES H. Van BINSBERGEN & MICHAEL W. BRANDT & RALPH S. J. KOIJEN, 2008. "Optimal Decentralized Investment Management," Journal of Finance, American Finance Association, vol. 63(4), pages 1849-1895, August.
  • Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2006. "Optimal Decentralized Investment Management," NBER Working Papers 12144, National Bureau of Economic Research, Inc.
• Arnoud W. A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor, 2008. "Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?," Journal of Finance, American Finance Association, vol. 63(4), pages 2013-2059, August.
  • Thakor, Anjan & Boot, Arnoud & Gopalan, Radhakrishnan, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why Do Firms Go Private?," CEPR Discussion Papers 5510, C.E.P.R. Discussion Papers.
  • Arnoud W.A. Boot & Radhakrishnan Gopaian & Anjan V. Thakor, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?," Tinbergen Institute Discussion Papers 06-011/2, Tinbergen Institute.
• Randi Næs & Bernt Arne Ødegaard, 2008. "Liquidity and asset pricing: Evidence on the role of investor holding period," Working Paper 2007/11, Norges Bank.
  • Naes, Randi & Ødegaard, Bernt Arne, 2009. "Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period," UiS Working Papers in Economics and Finance 2009/19, University of Stavanger.
• Naes, Randi & Skjeltorp, Johannes & Odegaard, Bernt Arne, 2008. "Liquidity and the Business Cycle," UiS Working Papers in Economics and Finance 2009/1, University of Stavanger.
  • Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegard, 2008. "Liquidity and the business cycle," Working Paper 2008/11, Norges Bank.
• Joonhyuk Song & Youngsoo Choi, 2008. "Bond Risk Premia and Business Cycle (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(4), pages 1-46, December.
• Beum-Jo Park, 2008. "A Study on the Relationship between Volatility and Trading Volumes Using a Surprising-Information-Stochastic-Volatility(SISV) Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(4), pages 47-85, December.
• Klaas Schulze, 2008. "Asymptotic Maturity Behavior of the Term Structure," Bonn Econ Discussion Papers bgse11_2008, University of Bonn, Germany.
• Cuneyt Akar, 2008. "Do Foreigners Act as Positive Feedback Traders in Turkey?," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 10(39), pages 59-66.
• Rafael Victal Saliba, 2008. "Application of Multiple Evaluation Models in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(1), pages 13-47.
• Ludovic Desmedt, 2008. "L'analyse de la monnaie et de la finance par David Hume. Conventions, promesses, régulations," Revue économique, Presses de Sciences-Po, vol. 59(1), pages 51-73.
• Harvey, A. & Chakravarty, T., 2008. "Beta-t-(E)GARCH," Cambridge Working Papers in Economics 0840, Faculty of Economics, University of Cambridge.
• Theodoros Diasakos, 2008. "Comparative Statics of Asset Prices," Carlo Alberto Notebooks 72, Collegio Carlo Alberto, revised 2011.
• Pesaran, M. Hashem & Pick, Andreas, 2007. "Econometric issues in the analysis of contagion," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1245-1277, April.
  • Pesaran, M.H. & Pick, A., 2004. "Econometric Issues in the Analysis of Contagion," Cambridge Working Papers in Economics 0402, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Andreas Pick, 2004. "Econometric Issues in the Analysis of Contagion," CESifo Working Paper Series 1176, CESifo.
  • Hashem Pesaran & Andreas Pick, 2004. "Econometric Issues in the Analysis of Contagion," Money Macro and Finance (MMF) Research Group Conference 2004 67, Money Macro and Finance Research Group.
• Yin-Wong Cheung, 2007. "An empirical model of daily highs and lows," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 1-20.
  • Yin-wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," Working Papers 072006, Hong Kong Institute for Monetary Research.
  • Yin-Wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series 1695, CESifo.
• Becker, Sascha O. & Hoffmann, Mathias, 2010. "Equity fund ownership and the cross-regional diversification of household risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 90-102, January.
  • Becker, Sascha & Hoffmann, Mathias, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," Stirling Economics Discussion Papers 2008-25, University of Stirling, Division of Economics.
  • Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series 2205, CESifo.
• Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013. "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
  • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo.
  • Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A high-low model of daily stock price ranges," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 103-119.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008. "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series 2387, CESifo.
  • Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A High-Low Model of Daily Stock Price Ranges," Working Papers 032009, Hong Kong Institute for Monetary Research.
• Kovalenkov, Alexander & Vives, Xavier, 2014. "Competitive rational expectations equilibria without apology," Journal of Economic Theory, Elsevier, vol. 149(C), pages 211-235.
  • Vives, Xavier & Kovalenkov, Alex, 2008. "Competitive Rational Expectations Equilibria Without Apology," CEPR Discussion Papers 7025, C.E.P.R. Discussion Papers.
  • Alexander Kovalenkov & Xavier Vives, 2008. "Competitive Rational Expectations Equilibria without Apology," CESifo Working Paper Series 2446, CESifo.
• J. Doyne Farmer & John Geanakoplos, 2008. "The virtues and vices of equilibrium and the future of financial economics," Papers 0803.2996, arXiv.org.
  • J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive 122247000000002067, David K. Levine.
  • J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers 1647, Cowles Foundation for Research in Economics, Yale University.
• Daniel Esteban Osorio Rodríguez, 2008. "Riesgo de fondeo, riesgo de liquidez y relación de solvencia en un modelo de espirales de liquidez," Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA, number prg2008, July-Dece.
• Daniel Esteban Osorio Rodríguez, 2008. "Funding Risk, Liquidity Risk and the Solvency Ratio in a Liquidity Spiral Model," Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA, number prg2008eng, July-Dece.
• David Bardey & Nohora Forero Ramírez, 2008. "Teorías y algunas experiencias internacionales en el financiamiento de la educación superior: lecciones para Colombia," Documentos de Trabajo 4692, Universidad del Rosario.
• Marta Casas Monsegny & Edilberto Cepeda, 2008. "Modelos ARCH, GARCH y EGARCH: aplicaciones a series financieras," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
• Oscar Becerra & Luis Fernando Melo, 2008. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Borradores de Economia 489, Banco de la Republica de Colombia.
  • Oscar Becerra & Luis Fernando Melo, 2008. "Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones," Borradores de Economia 4523, Banco de la Republica.
  • Becerra, Oscar & Melo-Velandia, Luis Fernando, 2019. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Working papers 7, Red Investigadores de Economía.
• Estrada, Dairo Ayiber & Gutiérrez R., Javier, 2009. "Supervisión y regulación del sistema financiero: modelos, implicaciones y alcances," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, August.
  • Dairo Estrada & Javier Gutiérrez Rueda, 2008. "Supervisión y regulación del sistema financiero: Modelos, implicaciones y alcances," Borradores de Economia 490, Banco de la Republica de Colombia.
  • Dairo Estrada & Javier Gutiérrez Rueda, 2008. "Supervisión Y Regulación Del Sistema Financiero:Modelos Implicaciones Y Alcances," Borradores de Economia 4543, Banco de la Republica.
• Jorge Enrique Bueno Orozco, 2008. "La valoración de empresas: sus fundamentos económicos, estratégicos y financieros," Revista de Economía y Administración, Universidad Autónoma de Occidente, July.
• José Joaquín Alzate Marín, 2008. "Cómo medir la quiebra de las empresas en Santander, el modelo logístico: una herramienta para evaluar el riesgo de quiebra," Revista CIFE, Universidad Santo Tomás, December.
• Alberto Gómez Mejía, 2008. "Modelos EGARCH Aplicados a la prueba del CAPM y los Modelos multifactoriales párrafo Acciones colombianas (2002-2008)," Revista Equidad y Desarrollo, Universidad de la Salle, November.
• Adriana Patricia López Velázquez & Néstor Juan Sanabria Landazábal, 2008. "Bogotá: metrópoli de conflictos," Revista Equidad y Desarrollo, Universidad de la Salle, November.
• Santiago Manuel Sáenz Torres & Salomón Helfgott Lerner, 2008. "Evaluación del impacto de la agricultura de conservación en la reconversión agropecuaria sustentable de la región centro-andina colombiana," Revista Equidad y Desarrollo, Universidad de la Salle, June.
• Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 437-480, Fall.
  • Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO, 2008. "Modelling international financial returns with a multivariate regime switching copula," Discussion Papers (ECON - Département des Sciences Economiques) 2008011, Université catholique de Louvain, Département des Sciences Economiques.
  • CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso, 2008. "Modeling international financial returns with a multivariate regime switching copula," LIDAM Discussion Papers CORE 2008013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," MPRA Paper 8114, University Library of Munich, Germany.
  • Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," Discussion Papers 2008/3, Norwegian School of Economics, Department of Business and Management Science.
• Michiel Bijlsma & Wim Suyker, 2008. "The credit crisis and the Dutch economy... in eight frequently asked questions," CPB Memorandum 210, CPB Netherlands Bureau for Economic Policy Analysis.
• Michiel Bijlsma & Wim Suyker, 2008. "The credit crisis and the Dutch economy... in eight frequently asked questions," CPB Memorandum 210.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Lucio Sarno & Giorgio Valente, 2009. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
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• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
  • Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers 6794, C.E.P.R. Discussion Papers.
  • Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers 628, Queen Mary University of London, School of Economics and Finance.
  • Cespa, Giovanni & Foucault, Thierry, 2008. "Insiders-outsiders, transparency and the value of the ticker," CFS Working Paper Series 2008/39, Center for Financial Studies (CFS).
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• Kovalenkov, Alexander & Vives, Xavier, 2014. "Competitive rational expectations equilibria without apology," Journal of Economic Theory, Elsevier, vol. 149(C), pages 211-235.
  • Alexander Kovalenkov & Xavier Vives, 2008. "Competitive Rational Expectations Equilibria without Apology," CESifo Working Paper Series 2446, CESifo.
  • Vives, Xavier & Kovalenkov, Alex, 2008. "Competitive Rational Expectations Equilibria Without Apology," CEPR Discussion Papers 7025, C.E.P.R. Discussion Papers.
• Claessens, Stijn & Yafeh, Yishay, 2008. "Additions to Market Indices and the Comovement of Stock Returns around the World," CEPR Discussion Papers 7052, C.E.P.R. Discussion Papers.
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• George Xanthos & Dikaios Tserkezos, 2008. "Optimal Portfolio Analysis for the Czech Republic, Hungary and Poland During 2001-2006 Period," Working Papers 0813, University of Crete, Department of Economics.
• Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.
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• Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 437-480, Fall.
  • Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," Discussion Papers 2008/3, Norwegian School of Economics, Department of Business and Management Science.
  • Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO, 2008. "Modelling international financial returns with a multivariate regime switching copula," Discussion Papers (ECON - Département des Sciences Economiques) 2008011, Université catholique de Louvain, Département des Sciences Economiques.
  • Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," MPRA Paper 8114, University Library of Munich, Germany.
  • CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso, 2008. "Modeling international financial returns with a multivariate regime switching copula," LIDAM Discussion Papers CORE 2008013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Paul P.J. Gao & Kevin X.D. Huang, 2008. "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, vol. 9(1), pages 1-37, May.
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• Love, Ryan & Payne, Richard, 2008. "Macroeconomic News, Order Flows, and Exchange Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(2), pages 467-488, June.
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• J. Doyne Farmer & John Geanakoplos, 2008. "The virtues and vices of equilibrium and the future of financial economics," Papers 0803.2996, arXiv.org.
  • J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers 1647, Cowles Foundation for Research in Economics, Yale University.
  • J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive 122247000000002067, David K. Levine.
• Martin Šmíd, 2008. "Price Tails in the Smith and Farmer's Model," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 15(25).
• Hélène Rainelli-Le Montagner, 2008. "Finance d'entreprise:voix nouvelles et nouvelles voies," Revue Finance Contrôle Stratégie, revues.org, vol. 11(Special), pages 291-313, June.
• Fabrice Hervé, 2008. "Fonds de retraite et performance:la famille compte-t-elle ?," Revue Finance Contrôle Stratégie, revues.org, vol. 11(2), pages 79-104, June.
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• Fabrice Hervé, 2008. "Fonds de retraite et performance:la famille compte-t-elle? - Pension Funds performance: does family matter?," Working Papers CREGO 1080503, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• FAN He, 2008. "Tsunami in New York Earthquake in Beijing?," Finance Working Papers 22733, East Asian Bureau of Economic Research.
• Saffi, Pedro, 2008. "Differences of opinion, information and the timing of trades," IESE Research Papers D/747, IESE Business School.
• De Santis, Roberto A. & Sarno, Lucio, 2008. "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series 883, European Central Bank.
• Fiorella De Fiore & Oreste Tristani, 2011. "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 407-440, March.
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• Ammer, John & Cai, Fang, 2008. "Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?," Working Papers 09-2, University of Pennsylvania, Wharton School, Weiss Center.
• Cerrato, Mario & Abbasyan, Abdollah, 2008. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2008-36, Scottish Institute for Research in Economics (SIRE).
  • Cerrato, Mario & Abbasyan, Abdollah, 2009. "Optimal Martingales and American Option Pricing," SIRE Discussion Papers 2009-38, Scottish Institute for Research in Economics (SIRE).
  • Mario Cerrato & Abdollah Abbasyan, 2009. "Optimal martingales and American option pricing," Working Papers 2009_27, Business School - Economics, University of Glasgow.
• Mario Cerrato, 2008. "Valuing American Derivatives by Least Squares Methods," Working Papers 2008_12, Business School - Economics, University of Glasgow, revised Sep 2008.
  • Cerrato, Mario, 2008. "Valuing American Derivatives by Least Squares Methods," SIRE Discussion Papers 2008-44, Scottish Institute for Research in Economics (SIRE).
• Kreickemeier, Udo & Raimondos-Møller, Pascalis, 2008. "Tari[ff]-tax reforms and market access," Journal of Development Economics, Elsevier, vol. 87(1), pages 85-91, August.
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• Sørensen, Anders, 2008. "Skill-upgrading and internationalization: Country-of-origin or end-use of products," Economics Letters, Elsevier, vol. 101(1), pages 9-12, October.
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• Bali, Turan G. & Cakici, Nusret & Levy, Haim, 2008. "A model-independent measure of aggregate idiosyncratic risk," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 878-896, December.
• Jeffrey E. Jarrett, 2008. "Predicting Daily Stock Returns: A Lengthy Study of the Hong Kong and Tokyo Stock Exchanges," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(1), pages 37-51, April.
• Lu, Yinqiu & Neftci, Salih, 2008. "Financial instruments to hedge commodity price risk for developing countries," Journal of Financial Transformation, Capco Institute, vol. 24, pages 137-143.
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• Lu, Yinqiu & Neftci, Salih, 2008. "Financial instruments to hedge commodity price risk for developing countries," Journal of Financial Transformation, Capco Institute, vol. 24, pages 137-143.
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• Till van Treeck, 2008. "The political economy debate on ‘financialisation’ – a macroeconomic perspective," IMK Working Paper 01-2008, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Jürgen Huber & Michael Kirchler, 2013. "Corporate campaign contributions and abnormal stock returns after presidential elections," Public Choice, Springer, vol. 156(1), pages 285-307, July.
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• Cecilia Maya & Karoll Gómez, 2008. "What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 161-183.
• Alessandro Girardi, 2008. "The Informational Content of Trades on the EuroMTS Platform," ISAE Working Papers 97, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
• Ricardo M. Sousa & António Afonso, 2008. "Fiscal Policy, Housing and Stock Prices," NIPE Working Papers 21/2008, NIPE - Universidade do Minho.
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• Chih-Jen Huang, 2008. "The Interactive Effect between Earnings and Dividend Announcements: Complement or Substitute?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 4(2), pages 163-180, July.
• Felipe Zurita, 2008. "Liquidity and market incompleteness," Annals of Finance, Springer, vol. 4(3), pages 299-303, July.
  • Felipe Zurita, 2007. "Liquidity and Market Incompleteness," Documentos de Trabajo 318, Instituto de Economia. Pontificia Universidad Católica de Chile..
• Adrian Banner & Daniel Fernholz, 2008. "Short-term relative arbitrage in volatility-stabilized markets," Annals of Finance, Springer, vol. 4(4), pages 445-454, October.
• Santiago Budría, 2008. "An Exploration of Asset Returns in a Production Economy with Relative Habits," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(3), pages 261-274, September.
  • Santiago Budria, 2005. "An Exploration of Asset Returns in a Production Economy with Relative Habits," Finance 0505004, University Library of Munich, Germany.
• Mahua Barari & Saibal Mitra, 2008. "Power Law Versus Exponential Law in Characterizing Stock Market Returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(3), pages 377-379, September.
• Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008. "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
  • Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der, 2006. "E&F Chaos: a user friendly software package for nonlinear economic dynamics," CeNDEF Working Papers 06-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Reinhold Hafner & Martin Wallmeier, 2008. "Optimal investments in volatility," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(2), pages 147-167, June.
• Peter Gomber & Peter Rohr & Uwe Schweickert, 2008. "Sports betting as a new asset class—current market organization and options for development," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(2), pages 169-192, June.
• Günter Franke & Julia Hein, 2008. "Securitization of mezzanine capital in Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(3), pages 219-240, September.
• Roman Tancar & Jan Viebig, 2008. "Alternative beta applied—an introduction to hedge fund replication," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(3), pages 259-279, September.
• François-Éric Racicot & Raymond Théoret, 2008. "On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(4), pages 473-474, November.
• Juerg Syz & Paolo Vanini & Marco Salvi, 2008. "Property Derivatives and Index-Linked Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 23-35, January.
• Andrea Mattozzi, 2008. "Can we insure against political uncertainty? Evidence from the U.S. stock market," Public Choice, Springer, vol. 137(1), pages 43-55, October.
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• Paul Brockman & Dennis Chung, 2008. "Investor protection, adverse selection, and the probability of informed trading," Review of Quantitative Finance and Accounting, Springer, vol. 30(2), pages 111-131, February.
• Warren Dean & Robert Faff, 2008. "Evidence of feedback trading with Markov switching regimes," Review of Quantitative Finance and Accounting, Springer, vol. 30(2), pages 133-151, February.
• B. Craven & Sardar Islam, 2008. "A model for stock market returns: non-Gaussian fluctuations and financial factors," Review of Quantitative Finance and Accounting, Springer, vol. 30(4), pages 355-370, May.
• Malay Dey & Hossein Kazemi, 2008. "Bid ask spread in a competitive market with institutions and order size," Review of Quantitative Finance and Accounting, Springer, vol. 30(4), pages 433-453, May.
• Francis In & Sangbae Kim & Vijaya Marisetty & Robert Faff, 2008. "Analysing the performance of managed funds using the wavelet multiscaling method," Review of Quantitative Finance and Accounting, Springer, vol. 31(1), pages 55-70, July.
• William Hardin & Kartono Liano & Kam Chan & Robert Fok, 2008. "Finance editorial board membership and research productivity," Review of Quantitative Finance and Accounting, Springer, vol. 31(3), pages 225-240, October.
• Luis Gil-Alana & Rolando Peláez, 2008. "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 425-439, November.
  • Luis A. Gil-Alana & Rolando Pelaez, 2008. "The Persistence of Earnings per Share," Faculty Working Papers 08/08, School of Economics and Business Administration, University of Navarra.
• Claas Prelle & Albrecht Irle, 2008. "A note on Arbitrage under Transaction Costs," Kiel Working Papers 1450, Kiel Institute for the World Economy.
• Boolell-Gunesh S. & Broihanne M-H. & Merli M., 2008. "Are French Individual Investors reluctant to realize their losses?," Working Papers of LaRGE Research Center 2008-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
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• Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
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• David Michayluk & Laurie Prather, 2008. "A Liquidity Motivated Algorithm for Discerning Trade Direction," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 45-66, March-Jun.
• L. K. Hotta & E. C. Lucas & H. P Palaro, 2008. "Estimation of VaR Using Copula and Extreme Value Theory," Multinational Finance Journal, Multinational Finance Journal, vol. 12(3-4), pages 205-218, September.
• Giorgio PIZZUTTO, 2008. "Rischio di lungo periodo e premio a termine," Departmental Working Papers 2008-003, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Giorgio PIZZUTTO, 2008. "Tassi di interesse reali, rischio di lungo periodo e cicli economici," Departmental Working Papers 2008-005, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Giorgio PIZZUTTO, 2008. "Rischio di lungo periodo e premio a termine," Departmental Working Papers 2008-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Giorgio PIZZUTTO, 2008. "Tassi di interesse reali, rischio di lungo periodo e cicli economici," Departmental Working Papers 2008-05, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Ágnes Lublóy & Eszter Tanai, 2008. "Operational Disruption and the Hungarian Real Time Gross Settlement System (VIBER)," MNB Occasional Papers 2008/75, Magyar Nemzeti Bank (Central Bank of Hungary).
• Mathieu Gatumel & Dominique Guegan, 2008. "Towards an understanding approach of the insurance linked securities market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235354, HAL.
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• Alexander Subbotin, 2008. "A multi-horizon scale for volatility," Documents de travail du Centre d'Economie de la Sorbonne bla08020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Ghislain Yanou, 2008. "Extension of random matrix theory to the L-moments for robust portfolio allocation," Documents de travail du Centre d'Economie de la Sorbonne bla08103, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2013. "The Wealth-Consumption Ratio," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(1), pages 38-94.
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• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010. "Sell‐Side School Ties," Journal of Finance, American Finance Association, vol. 65(4), pages 1409-1437, August.
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• René M. Stulz, 2009. "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 349-390, May.
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• Gerard Hoberg & Gordon Phillips, 2010. "Real and Financial Industry Booms and Busts," Journal of Finance, American Finance Association, vol. 65(1), pages 45-86, February.
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• Paul W. Rhode & Koleman Strumpf, 2008. "Historical Political Futures Markets: An International Perspective," NBER Working Papers 14377, National Bureau of Economic Research, Inc.
• Matthew J. Higgins & Paula E. Stephan & Jerry G. Thursby, 2008. "Conveying Quality and Value in Emerging Industries: Star Scientists and the Role of Learning in Biotechnology," NBER Working Papers 14602, National Bureau of Economic Research, Inc.
• Ricardo Ribeiro, 2008. "Market Dominance and Barriers to Competition in Financial Trading Venues," Working Papers 08-35, NET Institute, revised Oct 2008.
• António Afonso & Ricardo M. Sousa, 2008. "Fiscal Policy, Housing and Stock Prices," Working Papers Department of Economics 2008/58, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
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• Annabelle Mourougane & Lukas Vogel, 2009. "Speed of Adjustment to Selected Labour Market and Tax Reforms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 51(4), pages 500-519, December.
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• Dinga Emil, 2008. "Asupra portofoliului sustenabil de finanţare," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Michael Boss & Gerhard Fenz & Gerald Krenn & Johannes Pann & Claus Puhr & Thomas Scheiber & Stefan W. Schmitz & Martin Schneider & Eva Ubl, 2008. "Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 15, pages 68-92.
• Michael Boss & Gerald Krenn & Valentina Metz & Claus Puhr & Stefan W. Schmitz, 2008. "Systemically Important Accounts, Network Topology and Contagion in ARTIS," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 15, pages 93-111.
• Anghel Flavia & Bucur Cristiana & Radu Elena, 2008. "The Informational Valences Of The Financial Signals System Used In The Evaluation Of Companies Global Performance," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(1), pages 105-111, May.
• Popa Adina & Peres Ion, 2008. "Aspects Regarding Corporate Mandatory And Voluntary Disclosure," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 1407-1411, May.
• Batrâncea Ioan & Csegedi Sandor, 2008. "The influence of taxes on financial equilibrium," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 57-63, May.
• Zapodeanu Daniela & Popa Diana, 2008. "The Financial Intermediaries, A Real Danger For Banks?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 901-904, May.
• Chun Liu & John M. Maheu, 2008. "Are There Structural Breaks in Realized Volatility?," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 326-360, Summer.
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• Guido Lorenzoni, 2008. "Inefficient Credit Booms," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 809-833.
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• Martin Lettau & Stijn Van Nieuwerburgh, 2008. "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1607-1652, July.
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  • Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," 2006 Meeting Papers 29, Society for Economic Dynamics.
• Tim Jenkinson, 2008. "Public or private equity? How accelerated IPOs can increase competition in offerings," OFRC Working Papers Series 2008fe19, Oxford Financial Research Centre.
  • Tim Jenkinson, 2008. "Public or private equity? How accelerated IPOs can increase competition in offerings," Economics Series Working Papers 2008fe19, University of Oxford, Department of Economics.
• Massimiliano Caporin & Juliusz Pres, 2008. "Forecasting temperature indices with timevarying long-memory models," "Marco Fanno" Working Papers 0088, Dipartimento di Scienze Economiche "Marco Fanno".
• S. Sanfelici & S. Ogawa, 2008. "An improved two-step regularization scheme for spot volatility estimation," Economics Department Working Papers 2008-ME02, Department of Economics, Parma University (Italy).
• Fernando Lefort & Rodrigo Gonzalez, 2008. "Hacia Un Mejor Gobierno Corporativo En Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 11(1), pages 19-45.
• Francesco, Guidi, 2008. "European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel," MPRA Paper 10759, University Library of Munich, Germany.
• Wenzelburger, Jan, 2008. "A Note on the Two-fund Separation Theorem," MPRA Paper 11014, University Library of Munich, Germany, revised 31 Sep 2008.
• Griffin, J.E. & Steel, M.F.J., 2010. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2594-2608, November.
  • Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany.
• Visser, Marcel P., 2008. "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper 11100, University Library of Munich, Germany.
• Adam, Anokye M. & Tweneboah, George, 2008. "Macroeconomic Factors and Stock Market Movement: Evidence from Ghana," MPRA Paper 11256, University Library of Munich, Germany.
• Papahristodoulou, Christos, 2008. "A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio," MPRA Paper 11365, University Library of Munich, Germany.
• Iqbal, Javed, 2008. "Stock Market in Pakistan: An Overview," MPRA Paper 11868, University Library of Munich, Germany.
• Lawrence, Craig & Thomas, Mathew, 2008. "Real Options: Applications in Public Economics," MPRA Paper 11915, University Library of Munich, Germany.
• Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 12621, University Library of Munich, Germany.
  • Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 11918, University Library of Munich, Germany, revised 31 Nov 2008.
• Md Isa, Abu Hassan & Puah, Chin-Hong & Yong, Ying-Kiu, 2008. "Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM," MPRA Paper 12355, University Library of Munich, Germany.
• Gray, Wesley & Kern, Andrew, 2008. "Fundamental Value Investors: Characteristics and Performance," MPRA Paper 12620, University Library of Munich, Germany.
• Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 11918, University Library of Munich, Germany, revised 31 Nov 2008.
  • Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 12621, University Library of Munich, Germany.
• Smith, Reginald, 2008. "The Spread of the Credit Crisis: View from a Stock Correlation Network," MPRA Paper 12659, University Library of Munich, Germany, revised 02 Dec 2008.
• Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008. "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper 12788, University Library of Munich, Germany.
• Tanasoiu, Georgiana Lavinia & Enea, Constanta, 2008. "Social Duty and Her Function in Communication Strategy of Firm," MPRA Paper 12938, University Library of Munich, Germany.
• Alexandru, Ciprian Antoniade, 2008. "Indicators for the analysis of the evolution of the stock exchange," MPRA Paper 12981, University Library of Munich, Germany.
• Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily, 2008. "The Efficiency of Trading Halts; Evidence from Bursa Malaysia," MPRA Paper 13077, University Library of Munich, Germany.
• Carolina Castagnetti & Eduardo Rossi, 2013. "Euro Corporate Bond Risk Factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 372-391, April.
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• Ibrahim A. Onour, 2009. "Financial integration of GCC capital markets: evidence of non-linear cointegration," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(3), pages 251-265.
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• Shu-Ling Chen & Hyeongwoo Kim, 2011. "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," International Economic Journal, Taylor & Francis Journals, vol. 25(2), pages 239-250.
  • Chen, Shu-Ling & Kim, Hyeongwoo, 2008. "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," MPRA Paper 18680, University Library of Munich, Germany, revised Nov 2009.
• Pirtea, Marilen & Iovu, Laura Raisa & Milos, Marius Cristian, 2008. "Dynamics of financial markets in the context of globalization," MPRA Paper 19889, University Library of Munich, Germany.
• Ntim, Collins G & Opong, Kwaku K & Danbolt, Jo & Dewotor, Frank, 2008. "Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?," MPRA Paper 32289, University Library of Munich, Germany, revised 14 Jul 2011.
• Guzman, Giselle C., 2008. "Using sentiment to predict GDP growth and stock returns," MPRA Paper 36505, University Library of Munich, Germany.
• Giselle Guzmán, 2009. "Using Sentiment Surveys to Predict GDP Growth and Stock Returns," Chapters, in: Lawrence R. Klein (ed.), The Making of National Economic Forecasts, chapter 12, Edward Elgar Publishing.
  • Guzman, Giselle C., 2008. "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper 36653, University Library of Munich, Germany.
• Rossi, Francesco, 2008. "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper 40183, University Library of Munich, Germany.
• Allen, David E & Powell, Robert, 2008. "Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective," MPRA Paper 47206, University Library of Munich, Germany.
• Camilleri, Silvio John, 2008. "Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange," MPRA Paper 62493, University Library of Munich, Germany.
• Stephen Fagan & Ramazan Gencay, 2008. "Liquidity-Induced Dynamics in Futures Markets," EERI Research Paper Series EERI_RP_2008_01, Economics and Econometrics Research Institute (EERI), Brussels.
  • Fagan, Stephen & Gencay, Ramazan, 2008. "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper 6677, University Library of Munich, Germany.
• Alexander Schied & Torsten Schöneborn, 2009. "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," Finance and Stochastics, Springer, vol. 13(2), pages 181-204, April.
  • Schied, Alexander & Schoeneborn, Torsten, 2008. "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," MPRA Paper 7105, University Library of Munich, Germany.
• Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008. "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper 7460, University Library of Munich, Germany.
• Adam, Anokye M. & Tweneboah, George, 2008. "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper 9357, University Library of Munich, Germany, revised 2008.
  • Adam, Anokye M. & Tweneboah, George, 2008. "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper 9301, University Library of Munich, Germany.
• Adam, Anokye M. & Tweneboah, George, 2008. "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper 9301, University Library of Munich, Germany.
  • Adam, Anokye M. & Tweneboah, George, 2008. "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper 9357, University Library of Munich, Germany, revised 2008.
• Mierzejewski, Fernando, 2008. "The Allocation of Economic Capital in Opaque Financial Conglomerates," MPRA Paper 9432, University Library of Munich, Germany.
• Hasan, Zubair, 2008. "La introducción de la microfinanciación islámica en África: el caso nigeriano," MPRA Paper 9522, University Library of Munich, Germany.
• Challet, Damien & Peirano, Pier Paolo, 2008. "The ups and downs of the renormalization group applied to financial time series," MPRA Paper 9770, University Library of Munich, Germany.
• Petr Musílek, 2008. "Causes of Global Financial Crises and Regulation-Failure [Příčiny globální finanční krize a selhání regulace]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2008(4), pages 6-20.
• Martin Mandel & Vladimír Tomšík, 2008. "Relativní verze teorie parity kupní síly: problémy empirické verifikace [Relative version of the theory of purchasing power parity: problems of empirical verification]," Politická ekonomie, Prague University of Economics and Business, vol. 2008(6), pages 723-738.
• Pinelopi Koujianou Goldberg & Rebecca Hellerstein, 2006. "A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application," 2006 Meeting Papers 625, Society for Economic Dynamics.
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  • Pinelopi K. Goldberg & Rebecca Hellerstein, 2007. "A framework for identifying the sources of local currency price stability with an empirical application," Staff Reports 287, Federal Reserve Bank of New York.
• Pinelopi Koujianou Goldberg & Rebecca Hellerstein, 2006. "A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application," 2006 Meeting Papers 625, Society for Economic Dynamics.
  • Pinelopi Koujianou Goldberg & Rebecca Hellerstein, 2008. "A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application," Working Papers 1161, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Pinelopi K. Goldberg & Rebecca Hellerstein, 2007. "A framework for identifying the sources of local currency price stability with an empirical application," Staff Reports 287, Federal Reserve Bank of New York.
• Jean-François Théodore, 2008. "Banque et Bourse : la nouvelle frontière," Revue d'Économie Financière, Programme National Persée, vol. 92(2), pages 113-120.
• Dominique Hoenn & Gilles Vaysset, 2008. "La stratégie des banques face aux marchés dans le contexte nouveau de la MIFID : Entretien avec Dominique Hoenn," Revue d'Économie Financière, Programme National Persée, vol. 92(2), pages 121-128.
• Yves Jégourel, 2008. "Les fonds d’investissement en microfinance : nouvelle niche de la finance éthique ?," Revue d'Économie Financière, Programme National Persée, vol. 93(3), pages 89-102.
• Patrick Artus, 2008. "Les hedge funds ont-ils une influence déstabilisante ?," Revue d'Économie Financière, Programme National Persée, vol. 93(3), pages 103-114.
• Inès Chaari & Jézabel Couppey-Soubeyran, 2008. "La place des banques dans le financement de l’économie tunisienne," Revue d'Économie Financière, Programme National Persée, vol. 93(3), pages 297-317.
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• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
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• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
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• Martin Lettau & Sydney Ludvigson, 2009. "Euler Equation Errors," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 255-283, April.
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• Campbell, John Y. & Sunderam, Adi & Viceira, Luis M., 2017. "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," Critical Finance Review, now publishers, vol. 6(2), pages 263-301, September.
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• Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2011. "Introducing financial frictions and unemployment into a small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 1999-2041.
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• Gheorghe Hurduzeu & Laura Gabriela Constantin, 2008. "Several Aspects Regarding Weather and Weather Derivatives," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 11(27), pages 187-202, January.
• Terada-Hagiwara, Akiko, 2008. "Asian Holdings of US Treasury Securities: Trade Integration as a Threshold," ADB Economics Working Paper Series 137, Asian Development Bank.
• James, William & Park, Donghyun & Jha, Shikha & Jongwanich, Juthathip & Terada-Hagiwara, Akiko & Sumulong, Lea, 2008. "The US Financial Crisis, Global Financial Turmoil, and Developing Asia: Is the Era of High Growth at an End?," ADB Economics Working Paper Series 139, Asian Development Bank.
• Salazar Soares, Vasco, 2008. "Technical Analysis and Nonlinear Dynamics," Working Papers 5/2008, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
• A. Antzoulatos, Angelos & Thanopoulos, John, 2008. "Financial System Structure and Change - 1986-2005 Evidence from the OECD Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 977-1001.
• Lu, Yinqiu & Neftci, Salih, 2008. "Financial instruments to hedge commodity price risk for developing countries," Journal of Financial Transformation, Capco Institute, vol. 24, pages 137-143.
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• Palmiter, Alan & Taha, Ahmed, 2008. "Mutual Fund Investors: Sharp Enough?," Journal of Financial Transformation, Capco Institute, vol. 24, pages 113-121.
• B. Leyman & K. Schoors, 2008. "Bank Debt Restructuring under Belgian Court-Supervised Reorganization," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/508, Ghent University, Faculty of Economics and Business Administration.
• Sushil Wadhwani, 2008. "Should Monetary Policy Respond To Asset Price Bubbles? Revisiting the Debate," National Institute Economic Review, National Institute of Economic and Social Research, vol. 206(1), pages 25-34, October.
• Tim Jenkinson, 2008. "Public or private equity? How accelerated IPOs can increase competition in offerings," Economics Series Working Papers 2008fe19, University of Oxford, Department of Economics.
  • Tim Jenkinson, 2008. "Public or private equity? How accelerated IPOs can increase competition in offerings," OFRC Working Papers Series 2008fe19, Oxford Financial Research Centre.
• Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
  • Cespa, Giovanni & Vives, Xavier, 2007. "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers D/716, IESE Business School.
  • Giovanni Cespa & Xavier Vives, 2008. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers 191, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Giovanni Cespa & Xavier Vives, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series 2839, CESifo.
  • Vives, Xavier & Cespa, Giovanni, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers 7506, C.E.P.R. Discussion Papers.
• Manuel Ammann & Andreas Zingg, 2008. "Investment Performance of Swiss Pension Funds and Investment Foundations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 153-195, June.
• Jian Hu, 2008. "Does Weather Matter?," Departmental Working Papers 0809, Southern Methodist University, Department of Economics.
• Maria Clara Rueda Maurer, 2008. "Foreign bank entry, institutional development and credit access: firm-level evidence from 22 transition countries," Working Papers 2008-04, Swiss National Bank.
• André Farber & Nguyen Huu Tu & Tran Tri Dung & Quan-Hoang Vuong, 2008. "The financial storms in Vietnam's transition economy: a reasoning on the 1991-2008 period," Working Papers CEB 08-023.RS, ULB -- Universite Libre de Bruxelles.
• Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Paola Veroni & Mathieu Plane & Christine Rifflart, 2008. "Finance : rien ne va plus," SciencePo Working papers Main hal-01052779, HAL.
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• Miklós Rásonyi, 2008. "A note on arbitrage in term structure," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 31(1), pages 73-79, May.
• Damir Filipović & Stefan Tappe, 2008. "Existence of Lévy term structure models," Finance and Stochastics, Springer, vol. 12(1), pages 83-115, January.
• Dmitry Rokhlin, 2008. "Asymptotic arbitrage and numéraire portfolios in large financial markets," Finance and Stochastics, Springer, vol. 12(2), pages 173-194, April.
• Yuri Kabanov, 2008. "In discrete time a local martingale is a martingale under an equivalent probability measure," Finance and Stochastics, Springer, vol. 12(3), pages 293-297, July.
• Christian Bender & Tommi Sottinen & Esko Valkeila, 2008. "Pricing by hedging and no-arbitrage beyond semimartingales," Finance and Stochastics, Springer, vol. 12(4), pages 441-468, October.
• Damien Lamberton & Mohammed Mikou, 2008. "The critical price for the American put in an exponential Lévy model," Finance and Stochastics, Springer, vol. 12(4), pages 561-581, October.
• Saul Jacka & Abdelkarem Berkaoui & Jon Warren, 2008. "No arbitrage and closure results for trading cones with transaction costs," Finance and Stochastics, Springer, vol. 12(4), pages 583-600, October.
• Edward Tower & Wei Zheng, 2008. "Ranking mutual fund families: minimum expenses and maximum loads as markers for moral turpitude," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 55(4), pages 315-350, December.
  • Edward Tower & Wei Zheng, 2010. "Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude," Working Papers 10-12, Duke University, Department of Economics.
• Jeff Madura & Thanh Ngo, 2008. "Pricing behavior of exchange traded funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(1), pages 1-23, January.
• John Knight & Stephen Satchell, 2008. "Testing for infinite order stochastic dominance with applications to finance, risk and income inequality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(1), pages 35-46, January.
  • Knight, J. & Satchell, S., 1999. "Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality," Cambridge Working Papers in Economics 9911, Faculty of Economics, University of Cambridge.
• Douglas Emery & Weiyu Guo & Tie Su, 2008. "A closer look at Black–Scholes option thetas," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(1), pages 59-74, January.
• Robert DiSario & Hakan Saraoglu & Joseph McCarthy & H. Li, 2008. "An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(2), pages 136-147, April.
• José Aragonés & Carlos Blanco, 2008. "Incorporating correlation regimes in an integrated stressed risk modeling process," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(2), pages 148-157, April.
• Munch, Jakob Roland & Skaksen, Jan Rose, 2008. "Human capital and wages in exporting firms," Journal of International Economics, Elsevier, vol. 75(2), pages 363-372, July.
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• Inès Chaari & Jézabel Couppey-Soubeyran, 2008. "La place des banques dans le financement de l’économie tunisienne," Revue d'Économie Financière, Programme National Persée, vol. 93(3), pages 297-317.
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• Warnock, Veronica Cacdac & Warnock, Francis E., 2008. "Markets and housing finance," Journal of Housing Economics, Elsevier, vol. 17(3), pages 239-251, September.
  • Veronica Cacdac Warnock & Francis E. Warnock, 2007. "Markets and Housing Finance," NBER Working Papers 13081, National Bureau of Economic Research, Inc.
  • Veronica Cacdac Warnock & Francis E. Warnock, 2008. "Markets and Housing Finance," Working Papers 032008, Hong Kong Institute for Monetary Research.
  • Veronica Cacdac Warnock & Francis E. Warnock, 2007. "Markets and Housing Finance," The Institute for International Integration Studies Discussion Paper Series iiisdp221, IIIS.
• Enzo Weber, 2008. "Structural Constant Conditional Correlation," SFB 649 Discussion Papers SFB649DP2008-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Schmeling, Maik & Schrimpf, Andreas, 2011. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," European Economic Review, Elsevier, vol. 55(5), pages 702-719, June.
  • Maik Schmeling & Andreas Schrimpf, 2008. "Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?," SFB 649 Discussion Papers SFB649DP2008-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Enzo Weber, 2008. "Structural Dynamic Conditional Correlation," SFB 649 Discussion Papers SFB649DP2008-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Weber, Enzo & Zhang, Yanqun, 2012. "Common influences, spillover and integration in Chinese stock markets," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 382-394.
  • Enzo Weber & Yanqun Zhang, 2008. "Common Influences, Spillover and Integration in Chinese Stock Markets," SFB 649 Discussion Papers SFB649DP2008-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Jelena Minovic, 2008. "Application and Diagnostic Checking of Univariate and Multivariate GARCH Models in Serbian Financial Market," Economic Analysis, Institute of Economic Sciences, vol. 41(1-2), pages 73-87.
• Roberto Casarin & Andrea Piva & Loriana Pelizzon, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," The IUP Journal of Financial Economics, IUP Publications, vol. 0(1), pages 7-28, March.
  • Loriana Pelizzon & Roberto Casarin & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 2008_12, Department of Economics, University of Venice "Ca' Foscari".
  • Roberto Casarin & Loriana Pelizzon & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 0817, University of Brescia, Department of Economics.
• Dawood Mamoon & Eatzaz Ahmad, 2008. "Macroeconomic Uncertainty of the 1990s and Volatility at Karachi Stock Exchange," The IUP Journal of Financial Economics, IUP Publications, vol. 0(3), pages 7-28, September.
  • Mamoon, Dawood, 2007. "Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange," MPRA Paper 3219, University Library of Munich, Germany.
• David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
  • David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
  • Frankel, David M., 2007. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive 12817, Iowa State University, Department of Economics.
  • Frankel, David M., 2008. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive 31688, Iowa State University, Department of Economics.
• Yılmaz AKYÜZ, 2008. "The current global financial turmoil and Asian developing countries," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(273), pages 7-49.
• Takaaki Ohnishi & Hideki Takayasu & Takatoshi Ito & Yuko Hashimoto & Tsutomu Watanabe & Misako Takayasu, 2008. "Dynamics of quote and deal prices in the foreign exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 99-106, June.
• Stefan Krasa & Tridib Sharma & Anne Villamil, 2008. "Bankruptcy and firm finance," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(2), pages 239-266, August.
• Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(1), pages 119-146, October.
• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2008. "A multivariate integer count hurdle model: theory and application to exchange rate dynamics," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 31-48, Springer.
  • Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2006. "A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics," CoFE Discussion Papers 06/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2008. "Modelling financial transaction price movements: a dynamic integer count data model," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 167-197, Springer.
  • Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2006. "Modelling financial transaction price movements: a dynamic integer count data model," Empirical Economics, Springer, vol. 30(4), pages 795-825, January.
• Gabriele Tion, 2008. "The Impacts of the Basel II Accord on the Concentration of the Entrepreneurial and Banking System," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 15(2), pages 403-415, September.
• Ronald B. Davies & Delia Ionascu & Helga Kristjánsdóttir, 2008. "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 144(3), pages 381-407, October.
  • Ronald B. Davies & Delia Ionascu & Helga Kristjánsdóttir, 2007. "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," University of Oregon Economics Department Working Papers 2007-8, University of Oregon Economics Department, revised 01 May 2007.
  • Davies, Ronald B. & Ionascu, Delia & Kristjánsdóttir, Helga, 2007. "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," Working Papers 02-2007, Copenhagen Business School, Department of Economics.
  • Ronald B. Davies & Delia Ionascu & Helga Kristjánsdóttir, 2007. "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," The Institute for International Integration Studies Discussion Paper Series iiisdp228, IIIS.
• Becker, Sascha O. & Hoffmann, Mathias, 2010. "Equity fund ownership and the cross-regional diversification of household risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 90-102, January.
  • Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series 2205, CESifo.
  • Becker, Sascha & Hoffmann, Mathias, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," Stirling Economics Discussion Papers 2008-25, University of Stirling, Division of Economics.
• Evan Gilbert & Dave Strugnell, 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)," Working Papers 19/2008, Stellenbosch University, Department of Economics.
• David Giles, 2008. "Some properties of absolute returns as a proxy for volatility," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(5), pages 347-350.
  • David E. Giles, 2007. "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers 0706, Department of Economics, University of Victoria.
• Sascha Mergner & Jan Bulla, 2008. "Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 771-802.
  • Sascha Mergner & Jan Bulla, 2005. "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance 0510029, University Library of Munich, Germany.
• David Giles, 2008. "Some properties of absolute returns as a proxy for volatility," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(5), pages 347-350.
  • David E. Giles, 2007. "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers 0706, Department of Economics, University of Victoria.
• Noussair, C.N. & Powell, O.R., 2008. "Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals," Other publications TiSEM 9be9b88a-9251-4921-a913-6, Tilburg University, School of Economics and Management.
  • Noussair, C.N. & Powell, O.R., 2008. "Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals," Discussion Paper 2008-49, Tilburg University, Center for Economic Research.
• He, Zhongfang & Maheu, John M., 2010. "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.
  • Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series 11_09, Rimini Centre for Economic Analysis.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers 09-31, Bank of Canada.
• Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen, 2008. "Emerging Market Liquidity and Crises," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 668-682, 04-05.
  • Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2007. "Emerging market liquidity and crises," Policy Research Working Paper Series 4445, The World Bank.
• Loriana Pelizzon & Roberto Casarin & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 2008_12, Department of Economics, University of Venice "Ca' Foscari".
  • Roberto Casarin & Loriana Pelizzon & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 0817, University of Brescia, Department of Economics.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 951-979, October.
  • Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007. "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers 13121, National Bureau of Economic Research, Inc.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics.
  • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2009. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working Papers 0905, University of Nevada, Las Vegas , Department of Economics.
• Luis Gil-Alana & Rolando Peláez, 2008. "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 425-439, November.
  • Luis A. Gil-Alana & Rolando Pelaez, 2008. "The Persistence of Earnings per Share," Faculty Working Papers 08/08, School of Economics and Business Administration, University of Navarra.
• Eckhard Platen & Hardy Hulley, 2008. "Hedging for the Long Run," Research Paper Series 214, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2008. "The Law of Minimal Price," Research Paper Series 215, Quantitative Finance Research Centre, University of Technology, Sydney.
• Shane M. Miller & Eckhard Platen, 2008. "Analytic Pricing Of Contingent Claims Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(08), pages 841-867.
  • Shane Miller & Eckhard Platen, 2008. "Analytic Pricing of Contingent Claims Under the Real-World Measure," Research Paper Series 216, Quantitative Finance Research Centre, University of Technology, Sydney.
• Louis R. Mercorelli & David Michayluk & Anthony D. Hall, 2008. "Modelling Adverse Selection on Electronic Order-Driven Markets," Research Paper Series 220, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2008. "A Unifying Approach to Asset Pricing," Research Paper Series 227, Quantitative Finance Research Centre, University of Technology, Sydney.
• Sergio Chavez & Eckhard Platen, 2008. "Distributional Deviations in Random Number Generation in Finance," Research Paper Series 228, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ashkan Nikeghbali & Eckhard Platen, 2008. "On honest times in financial modeling," Papers 0808.2892, arXiv.org.
  • Ashkan Nikeghbali & Eckhard Platen, 2008. "On Honest Times in Financial Modeling," Research Paper Series 229, Quantitative Finance Research Centre, University of Technology, Sydney.
• Shane Miller & Eckhard Platen, 2010. "Real-World Pricing for a Modified Constant Elasticity of Variance Model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 17(2), pages 147-175.
  • Shane M Miller & Eckhard Platen, 2008. "Real World Pricing for a Modified Constant Elasticity of Variance Model," Research Paper Series 237, Quantitative Finance Research Centre, University of Technology, Sydney.
• Roberto Casarin & Loriana Pelizzon & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 0817, University of Brescia, Department of Economics.
  • Loriana Pelizzon & Roberto Casarin & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 2008_12, Department of Economics, University of Venice "Ca' Foscari".
• Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto, 2008. "Time-Deformation Modeling Of Stock Returns Directed By Duration Processes," Working Papers 08010, University of Waterloo, Department of Economics.
• David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
  • David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
  • Frankel, David M., 2007. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive 12817, Iowa State University, Department of Economics.
  • Frankel, David M., 2008. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive 31688, Iowa State University, Department of Economics.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin Huang, 2004. "Financial intermediaries, markets, and growth," Econometric Society 2004 North American Summer Meetings 419, Econometric Society.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Research Working Paper RWP 04-02, Federal Reserve Bank of Kansas City.
  • Falko Fecht & Kevin X.D. Huang & Antoine Martin, 2007. "Financial Intermediaries, Markets, and Growth," Vanderbilt University Department of Economics Working Papers 0714, Vanderbilt University Department of Economics.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Working Papers 04-24, Federal Reserve Bank of Philadelphia.
  • Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005. "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies 2005,03, Deutsche Bundesbank.
• Geoffrey Poitras & John Heaney, 2008. ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-27.
  • Poitras, Geoffrey & Heaney, John, 2008. "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper 114056, University Library of Munich, Germany.
• Geoffrey Poitras & John Heaney, 2008. ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-27.
• Alexander Melnikov & Yuliya Romanyuk, 2008. "Efficient Hedging And Pricing Of Equity-Linked Life Insurance Contracts On Several Risky Assets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 295-323.
  • Alexander Melnikov & Yuliya Romanyuk, 2006. "Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets," Staff Working Papers 06-43, Bank of Canada.
• Alexander Melnikov & Yuliya Romanyuk, 2008. "Efficient Hedging And Pricing Of Equity-Linked Life Insurance Contracts On Several Risky Assets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 295-323.
  • Alexander Melnikov & Yuliya Romanyuk, 2006. "Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets," Staff Working Papers 06-43, Bank of Canada.
• Shane M. Miller & Eckhard Platen, 2008. "Analytic Pricing Of Contingent Claims Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(08), pages 841-867.
  • Shane Miller & Eckhard Platen, 2008. "Analytic Pricing of Contingent Claims Under the Real-World Measure," Research Paper Series 216, Quantitative Finance Research Centre, University of Technology, Sydney.
• Shane M. Miller & Eckhard Platen, 2008. "Analytic Pricing Of Contingent Claims Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(08), pages 841-867.
  • Shane Miller & Eckhard Platen, 2008. "Analytic Pricing of Contingent Claims Under the Real-World Measure," Research Paper Series 216, Quantitative Finance Research Centre, University of Technology, Sydney.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2008. "Should Benchmark Indices Have Alpha? Revisiting Performance," Yale School of Management Working Papers amz2452, Yale School of Management, revised 26 Jan 2010.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2008. "Should Benchmark Indices Have Alpha? Revisiting Performance," Yale School of Management Working Papers amz2452, Yale School of Management, revised 26 Jan 2010.
• Schulze, Klaas, 2008. "Asymptotic Maturity Behavior of the Term Structure," Bonn Econ Discussion Papers 11/2008, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Schulz, Alexander & Wolff, Guntram B., 2008. "The German sub-national government bond market: evolution, yields and liquidity," Discussion Paper Series 1: Economic Studies 2008,06, Deutsche Bundesbank.
• Stange, Sebastian & Kaserer, Christoph, 2008. "The impact of order size on stock liquidity: a representative study," CEFS Working Paper Series 2008-09, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2009. "Asymmetric multivariate normal mixture GARCH," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2129-2154, April.
  • Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2008. "Asymmetric multivariate normal mixture GARCH," CFS Working Paper Series 2008/07, Center for Financial Studies (CFS).
• Haas, Markus & Mittnik, Stefan, 2008. "Multivariate regimeswitching GARCH with an application to international stock markets," CFS Working Paper Series 2008/08, Center for Financial Studies (CFS).
• Sperl, Miriam, 2008. "Quantifying the efficiency of the Xetra LOB market: Detailed recipe," CFS Working Paper Series 2008/21, Center for Financial Studies (CFS).
• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
  • Cespa, Giovanni & Foucault, Thierry, 2008. "Insiders-outsiders, transparency and the value of the ticker," CFS Working Paper Series 2008/39, Center for Financial Studies (CFS).
  • Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers 628, Queen Mary University of London, School of Economics and Finance.
  • Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers 6794, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Giovanni Cespa, 2011. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers hal-00580153, HAL.
• Terrence Hendershott & Charles M. Jones & Albert J. Menkveld, 2011. "Does Algorithmic Trading Improve Liquidity?," Journal of Finance, American Finance Association, vol. 66(1), pages 1-33, February.
  • Hendershott, Terrence & Jones, Charles M. & Menkveld, Albert J., 2008. "Does algorithmic trading improve liquidity?," CFS Working Paper Series 2008/41, Center for Financial Studies (CFS).
• van Achter, Mark, 2008. "Dynamic limit order market with diversity in trading horizons," CFS Working Paper Series 2008/46, Center for Financial Studies (CFS).
• Frey, Stefan & Sandås, Patrik, 2008. "The impact of hidden liquidity in limit order books," CFS Working Paper Series 2008/48, Center for Financial Studies (CFS).
• Gsell, Markus, 2008. "Assessing the impact of algorithmic trading on markets: A simulation approach," CFS Working Paper Series 2008/49, Center for Financial Studies (CFS).
• Wuyts, Gunther, 2008. "The impact of liquidity shocks through the limit order book," CFS Working Paper Series 2008/53, Center for Financial Studies (CFS).
• Rottmann, Horst & Franz, Thomas, 2008. "Die Performance deutscher Aktienfonds: Lassen sich Selektions- und Timingfähigkeiten nachweisen und hat die Wahl des Performancemaßes einen Einfluss auf die Beurteilung?," Weidener Diskussionspapiere 5, University of Applied Sciences Amberg-Weiden (OTH).
• Irle, Albrecht & Prelle, Claas, 2008. "A note on arbitrage under transaction costs," Kiel Working Papers 1450, Kiel Institute for the World Economy (IfW Kiel).
• Dummann, Kathrin, 2008. "Retirement saving and attitude towards financial intermediaries: Evidence for Germany," Thuenen-Series of Applied Economic Theory 99, University of Rostock, Institute of Economics.
• Weber, Enzo, 2008. "Structural constant conditional correlation," SFB 649 Discussion Papers 2008-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Schmeling, Maik & Schrimpf, Andreas, 2011. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," European Economic Review, Elsevier, vol. 55(5), pages 702-719, June.
  • Schmeling, Maik & Schrimpf, Andreas, 2008. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," SFB 649 Discussion Papers 2008-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Weber, Enzo, 2008. "Structural dynamic conditional correlation," SFB 649 Discussion Papers 2008-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Weber, Enzo & Zhang, Yanqun, 2012. "Common influences, spillover and integration in Chinese stock markets," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 382-394.
  • Weber, Enzo & Zhang, Yanqun, 2008. "Common influences, spillover and integration in Chinese stock markets," SFB 649 Discussion Papers 2008-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Thomas Nitschka, 2008. "The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate," IEW - Working Papers 385, Institute for Empirical Research in Economics - University of Zurich.
• Mathias Hoffmann & Toshihiro Okubo, 2021. "Comparative advantage and pathways to financial development: evidence from Japan’s silk-reeling industry," ECON - Working Papers 387, Department of Economics - University of Zurich.
  • Mathias Hoffmann & Toshihiro Okubo, 2021. "Comparative advantage and pathways to financial development: evidence from Japan’s silk-reeling industry," IEW - Working Papers 387, Institute for Empirical Research in Economics - University of Zurich.

2007

• Anna Battauz & Fulvio Ortu, 2007. "Dynamic versus one-period completeness in event-tree security markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(1), pages 191-193, January.
• Diego García & Francesco Sangiorgi & Branko Urošević, 2007. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 313-336, February.
  • Diego Garcia & Francesco Sangiorgi & Branko Urosevic, 2004. "Overconfidence and market efficiency with heterogeneous agents," Economics Working Papers 786, Department of Economics and Business, Universitat Pompeu Fabra.
  • Diego Garcia & Francesco Sangiorgi & Branko Urosevic, 2005. "Overconfidence and Market Efficiency with Heterogeneous Agents," Carlo Alberto Notebooks 11, Collegio Carlo Alberto.
• Anke Gerber & Marc Bettzüge, 2007. "Evolutionary choice of markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(3), pages 453-472, March.
• Martin Shubik & Eric Smith, 2007. "Structure, Clearinghouses and Symmetry," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(3), pages 587-597, March.
  • Martin Shubik & Eric Smith, 2003. "Structure, Clearinghouses and Symmetry," Cowles Foundation Discussion Papers 1419, Cowles Foundation for Research in Economics, Yale University.
  • Martin Shubik & David Eric Smith, 2004. "Structure, Clearinghouses and Symmetry," Yale School of Management Working Papers ysm378, Yale School of Management.
• Lars Nielsen, 2007. "Dividends in the theory of derivative securities pricing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(3), pages 447-471, June.
• Horst Hanusch & Andreas Pyka, 2007. "Applying a Comprehensive Neo-Schumpeterian Approach to Europe and Its Lisbon Agenda," Springer Books, in: Richard Tilly & Paul J. J. Welfens & Michael Heise (ed.), 50 Years of EU Economic Dynamics, chapter 0, pages 275-299, Springer.
  • Horst Hanusch & Andreas Pyka, 2006. "Applying a Comprehensive Neo-Schumpeterian Approach to Europe and its Lisbon Agenda," Discussion Paper Series 286, Universitaet Augsburg, Institute for Economics.
• Matthias Klaes & Geoff Lightfoot & Simon Lilley, 2007. "Market masculinities and electronic trading," SCEME Working Papers: Advances in Economic Methodology 014/2007, SCEME.
• Carlo Alberto Magni, 2007. "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(3), pages 165-168.
  • Magni, Carlo Alberto, 2007. "Project selection and equivalent CAPM-based investment criteria," MPRA Paper 14526, University Library of Munich, Germany.
• Stanislav Anatolyev & Dmitry Shakin, 2007. "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 87-104.
  • Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, Center for Economic and Financial Research (CEFIR).
  • Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, New Economic School (NES).
• Roger Lord & Antoon Pelsser, 2007. "Level-Slope-Curvature - Fact or Artefact?," Applied Mathematical Finance, Taylor & Francis Journals, vol. 14(2), pages 105-130.
  • Roger Lord & Antoon Pelsser, 2005. "Level-Slope-Curvature - Fact or Artefact?," Tinbergen Institute Discussion Papers 05-083/2, Tinbergen Institute.
• Kais Dachraoui & Georges Dionne, 2007. "Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors," The European Journal of Finance, Taylor & Francis Journals, vol. 13(5), pages 397-404.
  • Dachraoui, Khaïs & Dionne, Georges, 2006. "Conditions ensuring the decomposition of asset demand for all risk-averse investors," Working Papers 04-1, HEC Montreal, Canada Research Chair in Risk Management.
• Carlo Alberto Magni, 2007. "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(3), pages 165-168.
  • Magni, Carlo Alberto, 2007. "Project selection and equivalent CAPM-based investment criteria," MPRA Paper 14526, University Library of Munich, Germany.
• John Cotter & Simon Stevenson, 2007. "Uncovering Volatility Dynamics in Daily REIT Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 13(2), pages 119-128, January.
  • Cotter, John & Stevenson, Simon, 2004. "Uncovering Volatility Dynamics in Daily REIT Returns," MPRA Paper 3533, University Library of Munich, Germany, revised 2005.
  • John Cotter & Simon Stevenson, 2011. "Uncovering Volatility Dynamics in Daily REIT Returns," Papers 1103.5417, arXiv.org.
• Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2009. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Journal of Financial Economics, Elsevier, vol. 91(3), pages 319-338, March.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2004. "Dynamic order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Working Papers of Department of Economics, Leuven ces0415, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Discussion Paper 2007-017, Tilburg University, Tilburg Law and Economic Center.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2007. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Working Paper Research 121, National Bank of Belgium.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Other publications TiSEM a63f4ee1-35ab-4fe3-a4ba-2, Tilburg University, School of Economics and Management.
• Norden, Lars & Wagner, Wolf, 2008. "Credit derivatives and loan pricing," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2560-2569, December.
  • Norden, L. & Wagner, W.B., 2007. "Credit Derivatives and Loan Pricing," Other publications TiSEM eb6693d1-7ce6-485f-80cb-5, Tilburg University, School of Economics and Management.
  • Norden, L. & Wagner, W.B., 2007. "Credit Derivatives and Loan Pricing," Discussion Paper 2007-015, Tilburg University, Tilburg Law and Economic Center.
• Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2009. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Journal of Financial Economics, Elsevier, vol. 91(3), pages 319-338, March.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2004. "Dynamic order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Working Papers of Department of Economics, Leuven ces0415, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Other publications TiSEM a63f4ee1-35ab-4fe3-a4ba-2, Tilburg University, School of Economics and Management.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2007. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Working Paper Research 121, National Bank of Belgium.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Discussion Paper 2007-017, Tilburg University, Tilburg Law and Economic Center.
• Norden, Lars & Wagner, Wolf, 2008. "Credit derivatives and loan pricing," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2560-2569, December.
  • Norden, L. & Wagner, W.B., 2007. "Credit Derivatives and Loan Pricing," Discussion Paper 2007-015, Tilburg University, Tilburg Law and Economic Center.
  • Norden, L. & Wagner, W.B., 2007. "Credit Derivatives and Loan Pricing," Other publications TiSEM eb6693d1-7ce6-485f-80cb-5, Tilburg University, School of Economics and Management.
• Chun Liu & John M. Maheu, 2008. "Are There Structural Breaks in Realized Volatility?," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 326-360, Summer.
  • Chun Liu & John M Maheu, 2007. "Are there Structural Breaks in Realized Volatility?," Working Papers tecipa-304, University of Toronto, Department of Economics.
• Sharad Asthana & Lucy Huajing Chen, 2007. "Differential Changes In The Value-Relevance Of Earnings And Book Values Over Time: Financial Versus Other Industries," Working Papers 0026, College of Business, University of Texas at San Antonio.
• Gerald Epstein & Arjun Jayadev, 2007. "The Correlates of Rentier Returns in OECD Countries," Working Papers wp123, Political Economy Research Institute, University of Massachusetts at Amherst.
• Péter Csóka & P. Herings & László Kóczy, 2011. "Balancedness conditions for exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 41-52, August.
  • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Balancedness Conditions for Exact Games," Working Paper Series 0805, Óbuda University, Keleti Faculty of Business and Management, revised May 2008.
  • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Balancedness conditions for exact games," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009. "Stable allocations of risk," Games and Economic Behavior, Elsevier, vol. 67(1), pages 266-276, September.
  • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Stable Allocations of Risk," Working Paper Series 0802, Óbuda University, Keleti Faculty of Business and Management, revised Apr 2008.
  • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Stable allocations of risk," Research Memorandum 041, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007. "Stable Allocations of Risk," CERS-IE WORKING PAPERS 0704, Institute of Economics, Centre for Economic and Regional Studies.
• Belén Nieto & Gonzalo Rubio, 2007. "Measuring time-varying economic fears with consumption-based stochastic discount factors," Economics Working Papers 1029, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2007.
• Ana González & Gonzalo Rubio, 2007. "Portfolio choice and the effects of liquidity," Economics Working Papers 1035, Department of Economics and Business, Universitat Pompeu Fabra.
• Eckhard Platen & Wolfgang Runggaldier, 2007. "A Benchmark Approach to Portfolio Optimization under Partial Information," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(1), pages 25-43, March.
  • Eckhard Platen & Wolfgang Runggaldier, 2007. "A Benchmark Approach to Portfolio Optimization under Partial Information," Research Paper Series 191, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen & Renata Rendek, 2007. "Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices," Research Paper Series 194, Quantitative Finance Research Centre, University of Technology, Sydney.
• Uwe Küchler & Eckhard Platen, 2007. "Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities," Research Paper Series 195, Quantitative Finance Research Centre, University of Technology, Sydney.
• Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen, 2007. "Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models," Research Paper Series 198, Quantitative Finance Research Centre, University of Technology, Sydney.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin Huang, 2004. "Financial intermediaries, markets, and growth," Econometric Society 2004 North American Summer Meetings 419, Econometric Society.
  • Falko Fecht & Kevin X.D. Huang & Antoine Martin, 2007. "Financial Intermediaries, Markets, and Growth," Vanderbilt University Department of Economics Working Papers 0714, Vanderbilt University Department of Economics.
  • Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005. "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies 2005,03, Deutsche Bundesbank.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Research Working Paper RWP 04-02, Federal Reserve Bank of Kansas City.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Working Papers 04-24, Federal Reserve Bank of Philadelphia.
• David Giles, 2008. "Some properties of absolute returns as a proxy for volatility," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(5), pages 347-350.
  • David E. Giles, 2007. "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers 0706, Department of Economics, University of Victoria.
• Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen, 2008. "Emerging Market Liquidity and Crises," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 668-682, 04-05.
  • Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2007. "Emerging market liquidity and crises," Policy Research Working Paper Series 4445, The World Bank.
• Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Shiu-Sheng Chen, 2007. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 667-688, March.
  • Shiu‐Sheng Chen, 2007. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 667-688, March.
  • Shiu-Sheng Chen, 2005. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Macroeconomics 0502001, University Library of Munich, Germany, revised 01 Feb 2005.
• Chenghu Ma, 2007. "Preferences, Lévy Jumps And Option Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-33.
• Chenghu Ma, 2007. "Preferences, Lévy Jumps And Option Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-33.
• Raymond W Y Kao, 2007. "Stewardship-Based Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6355, April.
• Cheng-Few Lee (ed.), 2007. "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6433, April.
• Raymond W Y Kao, 2007. "Introduction," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 1, pages 1-20, World Scientific Publishing Co. Pte. Ltd..
• Raymond W Y Kao, 2007. "People," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 2, pages 21-38, World Scientific Publishing Co. Pte. Ltd..
• Raymond W Y Kao, 2007. "Resources," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 3, pages 39-60, World Scientific Publishing Co. Pte. Ltd..
• Raymond W Y Kao, 2007. "Fear, Ownership and Stewardship Responsibility," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 4, pages 61-79, World Scientific Publishing Co. Pte. Ltd..
• Raymond W Y Kao, 2007. "Production," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 5, pages 80-100, World Scientific Publishing Co. Pte. Ltd..
• Raymond W Y Kao, 2007. "From Slave Trade to Globalization," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 6, pages 101-120, World Scientific Publishing Co. Pte. Ltd..
• Raymond W Y Kao, 2007. "Distribution and Sharing," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 7, pages 121-142, World Scientific Publishing Co. Pte. Ltd..
• Raymond W Y Kao, 2007. "Capital, Capital Accumulation and Diseconomy," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 8, pages 143-164, World Scientific Publishing Co. Pte. Ltd..
• Raymond W Y Kao, 2007. "Two Plus One," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 9, pages 165-190, World Scientific Publishing Co. Pte. Ltd..
• Raymond W Y Kao, 2007. "The Candle of Hope," World Scientific Book Chapters, in: Stewardship-Based Economics, chapter 10, pages 191-204, World Scientific Publishing Co. Pte. Ltd..
• Guan-Yu Chen & Ken Palmer & Yuan-Chung Sheu, 2007. "The Least Cost Superreplicating Portfolio for Short Puts and Calls in The Boyle–Vorst Model with Transaction Costs," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 1, pages 1-22, World Scientific Publishing Co. Pte. Ltd..
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007. "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 2, pages 23-50, World Scientific Publishing Co. Pte. Ltd..
  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Public Policy Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
• Beni Lauterbach & Joseph Vu, 2007. "Equity Restructuring via Tracking Stocks: Is there any Value Added?," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 3, pages 51-62, World Scientific Publishing Co. Pte. Ltd..
• Wei Zhang & Steven F. Cahan, 2007. "Stock Option Exercises and Discretionary Disclosure," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 4, pages 63-84, World Scientific Publishing Co. Pte. Ltd..
• Dave Jackson & Jeff Madura & Judith Swisher, 2007. "Do Profit Warnings Convey Information About the Industry?," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 5, pages 85-111, World Scientific Publishing Co. Pte. Ltd..
• Erik Devos & Yiuman Tse, 2007. "Are Whisper Forecasts More Informative than Consensus Analysts’ Forecasts?," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 6, pages 113-140, World Scientific Publishing Co. Pte. Ltd..
• Le (Emily) Xu, 2007. "Earning Forecast-Based Return Predictions: Risk Proxies in Disguise?," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 7, pages 141-161, World Scientific Publishing Co. Pte. Ltd..
• Hemantha S. B. Herath & Pranesh Kumar, 2007. "On Simple Binomial Approximations for Two Variable Functions in Finance Applications," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 8, pages 163-179, World Scientific Publishing Co. Pte. Ltd..
• Bradley T. Ewing & Jamie Brown Kruse, 2007. "The Prime Rate-Deposit Rate Spread and Macroeconomic Shocks," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 9, pages 181-197, World Scientific Publishing Co. Pte. Ltd..
• Charmen Loh, 2007. "The Long-Run Performance of Firms that Issue Tracking Stocks," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 10, pages 199-213, World Scientific Publishing Co. Pte. Ltd..
• William Dimovski & Robert Brooks, 2007. "Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 11, pages 215-225, World Scientific Publishing Co. Pte. Ltd..
• Rajeeva Sinha & Vijay Jog, 2007. "Performance of Canadian Mutual Funds and Investors," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 12, pages 227-258, World Scientific Publishing Co. Pte. Ltd..
• Pauline Shum & Kevin X. Zhu, 2007. "Identifying Major Shocks in Market Volatility and Their Impact on Trading Strategies," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 13, pages 259-281, World Scientific Publishing Co. Pte. Ltd..
• Anthony Yanxiang Gu & John T. Simon, 2007. "The September Phenomenon of US Equity Market," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 14, pages 283-297, World Scientific Publishing Co. Pte. Ltd..
• Chi-Keung Woo & Ira Horowitz & Nate Toyama & Arne Olson & Aaron Lai & Ray Wan, 2007. "Fundamental Drivers of Electricity Prices in the Pacific Northwest," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 15, pages 299-323, World Scientific Publishing Co. Pte. Ltd..
• Eichberger, Jürgen & Spanjers, Willem, 2003. "Liquidity and Ambiguity: Banks or Asset Markets?," Economics Discussion Papers 2003-11, School of Economics, Kingston University London.
  • Eichberger, Jürgen & Spanjers, Willy, 2007. "Liquidity and Ambiguity: Banks or Asset Markets?," Sonderforschungsbereich 504 Publications 07-18, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Dötz, Niko, 2007. "Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery," Discussion Paper Series 2: Banking and Financial Studies 2007,08, Deutsche Bundesbank.
• Hartmann, Philipp & Fecht, Falko & Grüner, Hans Peter, 2007. "Welfare Effects of Financial Integration," CEPR Discussion Papers 6311, C.E.P.R. Discussion Papers.
  • Hartmann, Philipp & Grüner, Hans Peter & Fecht, Falko, 2007. "Welfare effects of financial integration," Discussion Paper Series 2: Banking and Financial Studies 2007,11, Deutsche Bundesbank.
• Grammig, Joachim & Theissen, Erik & Wuensche, Oliver, 2007. "Time and price impact of a trade: A structural approach," CFR Working Papers 07-12, University of Cologne, Centre for Financial Research (CFR).
  • Grammig, Joachim G. & Theissen, Erik & Wünsche, Oliver, 2011. "Time and the price impact of a trade: A structural approach," CFS Working Paper Series 2011/08, Center for Financial Studies (CFS).
• Nolte, Ingmar & Voev, Valeri, 2007. "Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market," CoFE Discussion Papers 07/02, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Lechner, Sandra & Nolte, Ingmar, 2007. "Customer trading in the foreign exchange market empirical evidence from an internet trading platform," CoFE Discussion Papers 07/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2011. "An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 669-707, June.
  • Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2007. "An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics," CoFE Discussion Papers 07/04, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Nolte, Ingmar & Voev, Valeri, 2007. "Estimating high-frequency based (co-) variances: A unified approach," CoFE Discussion Papers 07/07, University of Konstanz, Center of Finance and Econometrics (CoFE).
  • Ingmar Nolte & Valeri Voev, 2008. "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CREATES Research Papers 2008-31, Department of Economics and Business Economics, Aarhus University.
• Franke, Günter & Hein, Julia, 2007. "Securitisation of mezzanine capital in Germany," CoFE Discussion Papers 07/09, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Franke, Günter & Herrmann, Markus & Weber, Thomas, 2007. "Information asymmetries and securitization design," CoFE Discussion Papers 07/10, University of Konstanz, Center of Finance and Econometrics (CoFE).
• 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," Darmstadt Discussion Papers in Economics 181, Darmstadt University of Technology, Department of Law and Economics.
• Cuadro-Sáez, Lucía & Moreno, Manuel, 2007. "GARCH modeling of robust market returns," Kiel Advanced Studies Working Papers 440, Kiel Institute for the World Economy (IfW Kiel).
• Krätschmer, Volker, 2007. "On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model," SFB 649 Discussion Papers 2007-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Weber, Enzo, 2007. "Correlation vs. causality in stock market comovement," SFB 649 Discussion Papers 2007-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Frahm, Gabriel, 2007. "Testing for the best alternative with an application to performance measurement," Discussion Papers in Econometrics and Statistics 7/07, University of Cologne, Institute of Econometrics and Statistics.
• David E. Wildasin, 2000. "Factor mobility and fiscal policy in the EU: policy issues and analytical approaches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 15(31), pages 338-378.
  • Wildasin, David E., 1999. "Factor mobility and fiscal policy in the EU: policy issues and analytical approaches," ZEW Discussion Papers 99-35, ZEW - Leibniz Centre for European Economic Research.
  • David E. Wildasin, 2000. "Factor Mobility and Fiscal Policy in the EU: Policy Issues and Analytical Approaches," CESifo Working Paper Series 344, CESifo.
• Ronald B. Davies & Delia Ionascu & Helga Kristjánsdóttir, 2008. "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 144(3), pages 381-407, October.
  • Ronald B. Davies & Delia Ionascu & Helga Kristjánsdóttir, 2007. "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," University of Oregon Economics Department Working Papers 2007-8, University of Oregon Economics Department, revised 01 May 2007.
  • Ronald B. Davies & Delia Ionascu & Helga Kristjánsdóttir, 2007. "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," The Institute for International Integration Studies Discussion Paper Series iiisdp228, IIIS.
  • Davies, Ronald B. & Ionascu, Delia & Kristjánsdóttir, Helga, 2007. "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," Working Papers 02-2007, Copenhagen Business School, Department of Economics.
• Mehmet Asutay, 2007. "Conceptualisation Of The Second Best Solution In Overcoming The Social Failure Of Islamic Banking And Finance: Examining The Overpowering Of Homoislamicus By Homoeconomicus," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 15(2), pages 167-176, December.
• Asyraf Wajdi Dusuki & Abdulazeem Abozaid, 2007. "A Critical Appraisal On The Challenges Of Realizing Maqasid Al-Shariaah In Islamic Banking And Finance," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 15(2), pages 999-1000, December.
• Yin-Wong Cheung, 2007. "An empirical model of daily highs and lows," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 1-20.
  • Yin-wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," Working Papers 072006, Hong Kong Institute for Monetary Research.
  • Yin-Wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series 1695, CESifo.
• Jose Garcia Blandon, 2007. "Return autocorrelation anomalies in two European stock markets," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 22(1), pages 59-70, June.
• Markus Glaser & Thomas Langer & Martin Weber, 2007. "On the Trend Recognition and Forecasting Ability of Professional Traders," Decision Analysis, INFORMS, vol. 4(4), pages 176-193, December.
  • Weber, Martin & Glaser, Markus & Langer, Thomas, 2003. "On the Trend Recognition and Forecasting Ability of Professional Traders," CEPR Discussion Papers 3904, C.E.P.R. Discussion Papers.
  • Glaser, Markus & Langer, Thomas & Weber, Martin, 2003. "On the trend recognition and forecasting ability of professional traders," Sonderforschungsbereich 504 Publications 03-06, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Felipe Zurita, 2008. "Liquidity and market incompleteness," Annals of Finance, Springer, vol. 4(3), pages 299-303, July.
  • Felipe Zurita, 2007. "Liquidity and Market Incompleteness," Documentos de Trabajo 318, Instituto de Economia. Pontificia Universidad Católica de Chile..
• David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
  • David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
  • Frankel, David M., 2007. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive 12817, Iowa State University, Department of Economics.
  • Frankel, David M., 2008. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive 31688, Iowa State University, Department of Economics.
• Ivana Komunjer, 2007. "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921.
  • Ivana Komunjer, 2004. "Asymmetric Power Distribution: Theory and Applications to Risk Measurement," Econometric Society 2004 Latin American Meetings 44, Econometric Society.
• Jianying Qiu, 2007. "Loss aversion and mental accounting: the favorite longshot bias in parimutuel betting," Jena Economics Research Papers 2007-017, Friedrich-Schiller-University Jena.
  • Jianying Qiu, 2009. "Loss aversion and mental accounting: The favorite-longshot bias in parimutuel betting," Working Papers 2009-15, Faculty of Economics and Statistics, Universität Innsbruck.
• Marc Atlan & Hélyette Geman & Dilip Madan & Marc Yor, 2007. "Correlation and the pricing of risks," Annals of Finance, Springer, vol. 3(4), pages 411-453, October.
• Eckhard Platen & Wolfgang Runggaldier, 2007. "A Benchmark Approach to Portfolio Optimization under Partial Information," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(1), pages 25-43, March.
  • Eckhard Platen & Wolfgang Runggaldier, 2007. "A Benchmark Approach to Portfolio Optimization under Partial Information," Research Paper Series 191, Quantitative Finance Research Centre, University of Technology, Sydney.
• Nicola Bruti-Liberati & Eckhard Platen, 2007. "Approximation of jump diffusions in finance and economics," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 283-312, May.
  • Nicola Bruti-Liberati & Eckhard Platen, 2006. "Approximation of Jump Diffusions in Finance and Economics," Research Paper Series 176, Quantitative Finance Research Centre, University of Technology, Sydney.
• Antonio Cabrales & Rosemarie Nagel & Roc Armenter, 2007. "Equilibrium selection through incomplete information in coordination games: an experimental study," Experimental Economics, Springer;Economic Science Association, vol. 10(3), pages 221-234, September.
  • Rosemarie Nagel & Antonio Cabrales & Roc Armenter, 2002. "Equilibrium selection through incomplete information in coordination games: An experimental study," Economics Working Papers 601, Department of Economics and Business, Universitat Pompeu Fabra.
• Stefan Illmer & Wolfgang Marty, 2007. "Return decomposition of absolute-performance multi-asset class portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(1), pages 121-134, March.
• Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 1-36, June.
  • Markus Glaser & Martin Weber, 1990. "Overconfidence and trading volume," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 1-36, January.
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  • Weber, Martin & Glaser, Markus, 2003. "Overconfidence and Trading Volume," CEPR Discussion Papers 3941, C.E.P.R. Discussion Papers.
  • Glaser, Markus & Weber, Martin, 2005. "Overconfidence and Trading Volume," SIFR Research Report Series 40, Institute for Financial Research.
• Maria Borges, 2007. "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(1), pages 65-80, February.
• Charles Leung, 2007. "Equilibrium Correlations of Asset Price and Return," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 233-256, February.
  • Charles Ka Yui Leung, 2005. "Equilibrium Correlation of Asset Price and Return," Departmental Working Papers _175, Chinese University of Hong Kong, Department of Economics.
  • Charles Ka Yui Leung, 2005. "Equilibrium Correlation of Asset Price and Return," Discussion Papers 00017, Chinese University of Hong Kong, Department of Economics.
• William Hardin & Kartono Liano & Gow-Cheng Huang & Gregory Nagel, 2007. "REITs, Decimalization, and Ex-dividend Stock Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 34(4), pages 499-511, May.
• Charles Cao & Jing-Zhi Huang, 2007. "Determinants of S&P 500 index option returns," Review of Derivatives Research, Springer, vol. 10(1), pages 1-38, January.
• Lucía Cuadro Sáez & Manuel Moreno, 2007. "GARCH Modeling of Robust Market Returns," Kiel Advanced Studies Working Papers 440, Kiel Institute for the World Economy.
• Ingmar Nolte & Valeri Voev, 2007. "Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤," CoFE Discussion Paper 07-02, Center of Finance and Econometrics, University of Konstanz.
• Ingmar Nolte & Sandra Lechner, 2007. "Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform," CoFE Discussion Paper 07-03, Center of Finance and Econometrics, University of Konstanz.
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• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2011. "An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 669-707, 06.
  • Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2007. "An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics," CoFE Discussion Paper 07-04, Center of Finance and Econometrics, University of Konstanz.
• Ingmar Nolte & Valeri Voev, 2007. "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CoFE Discussion Paper 07-07, Center of Finance and Econometrics, University of Konstanz.
  • Ingmar Nolte & Valeri Voev, 2008. "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CREATES Research Papers 2008-31, Department of Economics and Business Economics, Aarhus University.
• Günter Franke & Julia Hein, 2007. "Securitisation of Mezzanine Capital in Germany," CoFE Discussion Paper 07-07, Center of Finance and Econometrics, University of Konstanz.
• Günter Franke & Markus Herrmann & Thomas Weber, 2007. "Information asymmetries and securitization design," CoFE Discussion Paper 07-10, Center of Finance and Econometrics, University of Konstanz.
• Sauer, Stephan, 2007. "Three Liquidity Crises in Retrospective: Implications for Central Banking Today," Discussion Papers in Economics 2011, University of Munich, Department of Economics.
• Miralles Marcelo, José Luis & Miralles Quirós, María Del Mar & Miralles Quirós, José Luis., 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," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 25, pages 199-214, Abril.
• Shiu‐Sheng Chen, 2007. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 667-688, March.
  • Shiu-Sheng Chen, 2007. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 667-688, March.
  • Shiu-Sheng Chen, 2005. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Macroeconomics 0502001, University Library of Munich, Germany, revised 01 Feb 2005.
• Erik R. Lidén, 2007. "Swedish Stock Recommendations: Information Content or Price Pressure?," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 253-285, September.
• Gianni DEMICHELIS & Daniela VANDONE, 2007. "I servizi di investimento e la gestione dei conflitti di interesse in Spagna," Departmental Working Papers 2007-030, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Gianni DEMICHELIS & Daniela VANDONE, 2007. "I servizi di investimento e la gestione dei conflitti di interesse in Spagna," Departmental Working Papers 2007-30, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Pelagatti Matteo M, 2009. "Modelling Good and Bad Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-20, March.
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• Dittmann, I. & Maug, E.G., 2006. "Valuation Biases, Error Measures, and the Conglomerate Discount," ERIM Report Series Research in Management ERS-2006-011-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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• H. Maillard & J. Vermeulen, 2007. "The Single Euro Payments Area : SEPA," Economic Review, National Bank of Belgium, issue ii, pages 47-61, September.
• Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2009. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Journal of Financial Economics, Elsevier, vol. 91(3), pages 319-338, March.
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• Konrad Szelag, 2007. "Expected and actual impact of EMU on growth, public finances and structural reforms in the euro area," NBP Working Papers 40, Narodowy Bank Polski.
• Mark Carey & René M. Stulz, 2007. "The Risks of Financial Institutions," NBER Books, National Bureau of Economic Research, Inc, number care06-1, October.
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• Mark Carey & Rene M. Stulz, 2007. "Introduction to "The Risks of Financial Institutions"," NBER Chapters, in: The Risks of Financial Institutions, pages 1-25, National Bureau of Economic Research, Inc.
• Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 513-544, National Bureau of Economic Research, Inc.
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• Nicolae Gârleanu & Lasse Heje Pedersen, 2007. "Liquidity and Risk Management," American Economic Review, American Economic Association, vol. 97(2), pages 193-197, May.
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• Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2015. "Investor Information, Long-Run Risk, and the Term Structure of Equity," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 706-742.
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• Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 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," Journal of Econometrics, Elsevier, vol. 138(1), pages 125-180, May.
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• Warnock, Veronica Cacdac & Warnock, Francis E., 2008. "Markets and housing finance," Journal of Housing Economics, Elsevier, vol. 17(3), pages 239-251, September.
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  • Veronica Cacdac Warnock & Francis E. Warnock, 2008. "Markets and Housing Finance," Working Papers 032008, Hong Kong Institute for Monetary Research.
  • Veronica Cacdac Warnock & Francis E. Warnock, 2007. "Markets and Housing Finance," NBER Working Papers 13081, National Bureau of Economic Research, Inc.
• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007. "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1005-1033.
  • Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007. "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," NBER Working Papers 13107, National Bureau of Economic Research, Inc.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 951-979, October.
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• Paola Sapienza & Anna Toldra‐Simats & Luigi Zingales, 2013. "Understanding Trust," Economic Journal, Royal Economic Society, vol. 123(12), pages 1313-1332, December.
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• Guido Lorenzoni, 2008. "Inefficient Credit Booms," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 809-833.
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• Gabriel Vasco J. & Alexandre Fernando & Bação Pedro, 2008. "The Consumption-Wealth Ratio under Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-32, December.
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• Nilton Clóvis Machado de Araújo & Valter José Stulp, 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]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 17(1), pages 165-194, January-A.
• Radu Carmen, 2007. "Tendinţe şi mutaţii pe pieţele de capital," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Helmut Elsinger & Christine Zulehner, 2007. "Bidding Behavior in Austrian Treasury Bond Auctions," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 109-125.
• Horst Hanusch & Andreas Pyka, 2007. "Principles of Neo-Schumpeterian Economics," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 31(2), pages 275-289, March.
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• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007. "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1005-1033.
  • Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007. "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," NBER Working Papers 13107, National Bureau of Economic Research, Inc.
• Loretta J. Mester & Leonard I. Nakamura & Micheline Renault, 2007. "Transactions Accounts and Loan Monitoring," The Review of Financial Studies, Society for Financial Studies, vol. 20(3), pages 529-556.
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• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
  • Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003. "Does anonymity matter in electronic limit order markets ?," HEC Research Papers Series 784, HEC Paris.
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  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2005. "Does anonymity matter in electronic limit order markets?," CFR Working Papers 05-15, University of Cologne, Centre for Financial Research (CFR).
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print hal-00459795, HAL.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003. "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers 4091, C.E.P.R. Discussion Papers.
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• Felix Kubler & Karl Schmedders, 2010. "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 181-200, October.
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  • Felix KUBLER & Karl SCHMEDDERS, 2009. "Non-parametric counterfactual analysis in dynamic general equilibrium," Swiss Finance Institute Research Paper Series 09-05, Swiss Finance Institute.
• Muhammad Arshad Khan & Abdul Qayyum, 2007. "Trade Liberalisation, Financial Development and Economic Growth," Trade Working Papers 22204, East Asian Bureau of Economic Research.
  • Muhammad Arshad Khan & Abdul Qayyum, 2007. "Trade Liberalisation, Financial Development and Economic Growth," PIDE-Working Papers 2007:19, Pakistan Institute of Development Economics.
• Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009. "Stable allocations of risk," Games and Economic Behavior, Elsevier, vol. 67(1), pages 266-276, September.
  • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Stable allocations of risk," Research Memorandum 041, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Stable Allocations of Risk," Working Paper Series 0802, Óbuda University, Keleti Faculty of Business and Management, revised Apr 2008.
  • Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007. "Stable Allocations of Risk," CERS-IE WORKING PAPERS 0704, Institute of Economics, Centre for Economic and Regional Studies.
• Alexandru, Ciprian Antoniade, 2007. "Local financing through capital markets," MPRA Paper 12980, University Library of Munich, Germany.
• Castagnetti, Carolina & Rosti, Luisa, 2009. "Effort allocation in tournaments: The effect of gender on academic performance in Italian universities," Economics of Education Review, Elsevier, vol. 28(3), pages 357-369, June.
  • Castagnetti, Carolina & Rosti, Luisa, 2007. "Effort allocation in tournaments: the effect of gender on academic performance in Italian universities," MPRA Paper 13441, University Library of Munich, Germany, revised 30 Jun 2008.
• Muñoz, Jorge & Recabal, Claudio & Acuña, Andrés, 2007. "La política monetaria y su impacto sobre los retornos reales del mercado bursátil chileno
  [Monetary Policy and its impact over the Chilean stock market's real returns]," MPRA Paper 14392, University Library of Munich, Germany.
• Carlo Alberto Magni, 2007. "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(3), pages 165-168.
  • Magni, Carlo Alberto, 2007. "Project selection and equivalent CAPM-based investment criteria," MPRA Paper 14526, University Library of Munich, Germany.
• Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "Are Pound and Euro the Same Currency? - Updated," MPRA Paper 1981, University Library of Munich, Germany.
• Mishra, SK, 2007. "Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program," MPRA Paper 2000, University Library of Munich, Germany.
• Mamoon, Dawood, 2007. "Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange," MPRA Paper 3219, University Library of Munich, Germany.
• Espinosa Méndez, Christian, 2007. "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno [Effect Weekend And Effect Month End In The Chilean Stock Market]," MPRA Paper 3252, University Library of Munich, Germany.
• Lee, Kiseop & Xu, Mingxin, 2007. "Parameter estimation from multinomial trees to jump diffusions with k means clustering," MPRA Paper 3307, University Library of Munich, Germany, revised 26 Apr 2007.
• J. Ginger Meng & Gang Hu & Jushan Bai, 2011. "Olive: A Simple Method For Estimating Betas When Factors Are Measured With Error," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(1), pages 27-60, March.
  • Meng, Ginger & Hu, Gang & Bai, Jushan, 2007. "Olive: a simple method for estimating betas when factors are measured with error," MPRA Paper 33183, University Library of Munich, Germany.
• Sarker, Debnarayan & Ghosh, Bikash Kumar, 2007. "A study of market efficiency in the stock market, forex market and bullion market in India," MPRA Paper 33701, University Library of Munich, Germany.
• Cotter, John & Dowd, Kevin, 2007. "Exponential Spectral Risk Measures," MPRA Paper 3499, University Library of Munich, Germany.
  • Kevin Dowd & John Cotter, 2011. "Exponential Spectral Risk Measures," Papers 1103.5409, arXiv.org.
• John Cotter & Kevin Dowd, 2010. "Estimating financial risk measures for futures positions: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 689-703, July.
  • Cotter, John & Dowd, Kevin, 2007. "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper 3503, University Library of Munich, Germany.
  • John Cotter & Kevin Dowd, 2011. "Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach," Working Papers 200613, Geary Institute, University College Dublin.
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• Tang, Hong Peng & Habibullah, Muzafar Shah & Puah, Chin-Hong, 2007. "Stock market and economic growth in selected Asian countries," MPRA Paper 37649, University Library of Munich, Germany.
• Puah, Chin-Hong & Jayaraman, T. K., 2007. "Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji," MPRA Paper 37671, University Library of Munich, Germany.
• Schied, Alexander & Schöneborn, Torsten, 2007. "Optimal Portfolio Liquidation for CARA Investors," MPRA Paper 5075, University Library of Munich, Germany.
• Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2007. "Fisher hypothesis: East Asian evidence from panel unit root tests," MPRA Paper 5432, University Library of Munich, Germany.
• Ghosal, Vivek, 2007. "Small is Beautiful but Size Matters: The Asymmetric Impact of Uncertainty and Sunk Costs on Small and Large Businesses," MPRA Paper 5461, University Library of Munich, Germany.
• Schoeneborn, Torsten & Schied, Alexander, 2007. "Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision," MPRA Paper 5548, University Library of Munich, Germany.
• Antonio Ruiz-Porras, 2008. "Banking Competition and Financial Fragility: Evidence from Panel-Data," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 23(1), pages 49-87.
  • Ruiz-Porras, Antonio, 2007. "Banking competition and financial fragility: Evidence from panel-data," MPRA Paper 5673, University Library of Munich, Germany.
• Horobet, Alexandra & Ilie, Livia, 2007. "On the dynamic link between stock prices and exchange rates: evidence from Romania," MPRA Paper 6429, University Library of Munich, Germany.
• Muhammad Arshad Khan & Muhammad Abdul Qayyum, 2007. "Trade, Financial and Growth Nexus in Pakistan," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 6, pages 1-24, December.
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• Caiado, Jorge & Crato, Nuno, 2007. "Identifying common spectral and asymmetric features in stock returns," MPRA Paper 6607, University Library of Munich, Germany.
• Doojav, Gan-Ochir & Damdinsuren, Batnyam & Baasansuren, Lkhagvajav, 2007. "Monetary policy and bond market development: A case of Mongolia," MPRA Paper 72193, University Library of Munich, Germany, revised May 2007.
• Anolli, Mario & Petrella, Giovanni, 2007. "A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality," MPRA Paper 7931, University Library of Munich, Germany.
• Martin Šmíd, 2007. "Are Limit Orders Rational? [Je racionální používat limitní objednávky?]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2007(4), pages 32-38.
• Jiří Málek & Jarmila Radová & Filip Štěrba, 2007. "Konstrukce výnosové křivky pomocí vládních dluhopisů v České republice [Vield curve construction using government bonds in the Czech republic]," Politická ekonomie, Prague University of Economics and Business, vol. 2007(6), pages 792-808.
• Daniel Bouton & Daniel Amadieu, 2007. "Les possibles conséquences d’une application différenciée de la réforme Bâle II aux États-Unis et en Europe," Revue d'Économie Financière, Programme National Persée, vol. 87(1), pages 111-119.
• Yves Ullmo, 2007. "Intermédiation, intermédiaires financiers et marché," Revue d'Économie Financière, Programme National Persée, vol. 89(3), pages 23-38.
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• Chris Brooks & Konstantina Kappou & Charles Ward, 2007. "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance icma-dp2007-05, Henley Business School, University of Reading.
• Jacques Pézier, 2007. "Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory," ICMA Centre Discussion Papers in Finance icma-dp2008-05, Henley Business School, University of Reading, revised Dec 2008.
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• Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, vol. 63(2), pages 639-672, April.
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• Urs von Arx, 2007. "Principle Guided Investing: The Use of Exclusionary Screens and Its Implications for Green Investors," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(I), pages 3-30, March.
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• Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2007. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.1, Bank of Israel, revised Oct 2018.
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• Cuneyt Akar, 2007. "Asymmetric Responses in Volatility Between Positive and Negative Shocks: New Evidence From Turkish Data by Using TAR-GARCH Model," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 9(36), pages 69-76.
• Marcos Massaki Abe & Eui Jung Chang & Benjamin Miranda Tabak, 2007. "Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 5(1), pages 29-39.
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• Benoît Sévi, 2007. "Préférences par rapport au risque et marchés à terme : le cas d'une quantité incertaine," Recherches économiques de Louvain, De Boeck Université, vol. 73(2), pages 217-228.
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• Massacci, D., 2007. "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics 0744, Faculty of Economics, University of Cambridge.
• José Pablo Dapena, 2007. "Sobre Burbujas De Precios De Activos, Expectativas Y Equilibrios," CEMA Working Papers: Serie Documentos de Trabajo. 361, Universidad del CEMA.
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• Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi, 2007. "Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 21-31, May.
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• 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," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 28002, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
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• Takeaki KARIYA & Darrell DUFFIE & Mariko FUJII & Masaaki KIJIMA & Takao KOBAYASHI & Atsuyuki KOGURE & Robert MERTON & Akihiko TAKAHASHI & Keiichi TANAKA & Satoshi YAMASHITA, 2007. "Report on “The Committee on Yen Risk-free-rate Model Estimationâ€Â," Finance Working Papers 22315, East Asian Bureau of Economic Research.
• Muhammad Arshad Khan & Abdul Qayyum, 2007. "Trade Liberalisation, Financial Development and Economic Growth," PIDE-Working Papers 2007:19, Pakistan Institute of Development Economics.
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• Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
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• Van Rixtel, Adrian & Garcí­a, Juan Angel, 2007. "Inflation-linked bonds from a Central Bank perspective," Occasional Paper Series 62, European Central Bank.
• Cour-Thimann, Philippine & Salleo, Carmelo & Perrard, Romain & Hendrikx, Maarten & Waschiczek, Walter & Antão, Paula & Rantala, Anssi & Nahmias, Laurent & Sauvé, Annie & Reininger, Thomas & Walko, Zol, 2007. "Corporate finance in the euro area - including background material," Occasional Paper Series 63, European Central Bank.
• Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
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• Gomes, Armando & Gorton, Gary & Madureira, Leonardo, 2007. "SEC Regulation Fair Disclosure, information, and the cost of capital," Journal of Corporate Finance, Elsevier, vol. 13(2-3), pages 300-334, June.
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• Pesaran, M. Hashem & Pick, Andreas, 2007. "Econometric issues in the analysis of contagion," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1245-1277, April.
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• Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 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," Journal of Econometrics, Elsevier, vol. 138(1), pages 125-180, May.
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• Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
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• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
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• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
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• Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007. "Coherent measures of risk from a general equilibrium perspective," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2517-2534, August.
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• Vayanos, Dimitri & Wang, Tan, 2007. "Search and endogenous concentration of liquidity in asset markets," Journal of Economic Theory, Elsevier, vol. 136(1), pages 66-104, September.
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• Ludvigson, Sydney C. & Ng, Serena, 2007. "The empirical risk-return relation: A factor analysis approach," Journal of Financial Economics, Elsevier, vol. 83(1), pages 171-222, January.
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• Holthausen, Cornelia & Tapking, Jens, 2007. "Raising rival's costs in the securities settlement industry," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 91-116, January.
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• Cotter, John, 2007. "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1338-1354, December.
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• Scaillet, Olivier, 2007. "Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 533-543, March.
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• Fellner, Gerlinde & Maciejovsky, Boris, 2007. "Risk attitude and market behavior: Evidence from experimental asset markets," Journal of Economic Psychology, Elsevier, vol. 28(3), pages 338-350, June.
  • Gerlinde Fellner & Boris Maciejovsky, "undated". "Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets," Papers on Strategic Interaction 2002-34, Max Planck Institute of Economics, Strategic Interaction Group.
• Monnet, Cyril & Quintin, Erwan, 2007. "Why do financial systems differ? History matters," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1002-1017, May.
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• Dimitri Vayanos & Pierre‐Olivier Weill, 2008. "A Search‐Based Theory of the On‐the‐Run Phenomenon," Journal of Finance, American Finance Association, vol. 63(3), pages 1361-1398, June.
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• Matthew Rabin & Dimitri Vayanos, 2010. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 730-778.
  • Matthew Rabin & Dimitri Vayanos, 2007. "The Gambler's and Hot-Hand Fallacies:Theory and Applications," FMG Discussion Papers dp578, Financial Markets Group.
  • Rabin, Matthew & Vayanos, Dimitri, 2007. "The gambler's and hot-hand fallacies: theory and applications," LSE Research Online Documents on Economics 24476, London School of Economics and Political Science, LSE Library.
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• Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
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• Jón Daníelsson & Francisco Peñaranda, 2011. "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 621-638, August.
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• Rahi, Rohit & Zigrand, Jean-Pierre, 2007. "A theory of strategic intermediation and endogenous liquidity," LSE Research Online Documents on Economics 4764, London School of Economics and Political Science, LSE Library.
• Vasileios Kallinterakis & Tatyana Kratunova, 2007. "Does thin Trading Impact Upon the Measurement of Herding? Evidence from Bulgaria," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 10(1), pages 42-65, Summer.
• Alfonso García Mora & Gloria Hervás Ortega & María Romero Paniagua, 2007. "El sistema financiero español ante la crisis crediticia internacional," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 66(03), pages 92-125.
• Parisi, Franco & Espinosa, Christian & Parisi, Antonino, 2007. "Pruebas de comportamiento caótico en índices bursátiles americanos," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(296), pages 901-927, octubre-d.
• Boris Podobnik & Vanco Balen & Timotej Jagric & Marko Kolanovic, 2007. "Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(3-4), pages 159-177, June.
• Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
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• Pinelopi Koujianou Goldberg & Rebecca Hellerstein, 2006. "A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application," 2006 Meeting Papers 625, Society for Economic Dynamics.
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• Asani Sarkar & Robert A. Schwartz, 2009. "Market Sidedness: Insights into Motives for Trade Initiation," Journal of Finance, American Finance Association, vol. 64(1), pages 375-423, February.
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• Matthew Rabin & Dimitri Vayanos, 2010. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 730-778.
  • Rabin, Matthew & Vayanos, Dimitri, 2007. "The gambler's and hot-hand fallacies: theory and applications," LSE Research Online Documents on Economics 24476, London School of Economics and Political Science, LSE Library.
  • Matthew Rabin & Dimitri Vayanos, 2007. "The Gambler's and Hot-Hand Fallacies:Theory and Applications," FMG Discussion Papers dp578, Financial Markets Group.
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• Pavel Trunin & M. Kamenskih, 2007. "Monitoring Financial Stability In Developing Economies (Case of Russia)," Research Paper Series, Gaidar Institute for Economic Policy, issue 111.
• Gabriel Vasco J. & Alexandre Fernando & Bação Pedro, 2008. "The Consumption-Wealth Ratio under Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-32, December.
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• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
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• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
  • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series 2005-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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  • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
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• Karine Michalon, 2007. "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," Working Papers halshs-00142777, HAL.
• Morten Bennedsen & Sven E. Feldmann, 2006. "Lobbying Bureaucrats," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(4), pages 643-668, December.
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• Agrell, Per J. & Bogetoft, Peter & Halbersma, Rein & Mikkers, Misja C., 2007. "Yardstick competition for multi-product hospitals," Working Papers 01-2007, Copenhagen Business School, Department of Economics.
• Ronald B. Davies & Delia Ionascu & Helga Kristjánsdóttir, 2008. "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 144(3), pages 381-407, October.
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• Bennedsen, Morten & Junge, Martin & Kragh Jacobsen, Jesper & Torp Jespersen, Svend & Meisner Nielsen, Kasper, 2007. "Ownership structure and economic performance of European corporations," Working Papers 03-2007, Copenhagen Business School, Department of Economics.
• Raimondos-Møller, Pascalis & Schmitt, Nicolas, 2010. "Commodity taxation and parallel imports," Journal of Public Economics, Elsevier, vol. 94(1-2), pages 153-162, February.
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• Nikolaj Malchow-Møller & Jakob Munch & Sanne Schroll & Jan Skaksen, 2009. "Explaining Cross-Country Differences in Attitudes Towards Immigration in the EU-15," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 91(3), pages 371-390, May.
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• Blomgren-Hansen, Niels, 2007. "Kapitalfondes opkøb af butikskæder," Working Papers 06-2007, Copenhagen Business School, Department of Economics.
• la Cour, Lisbeth & Ionascu, Delia, 2007. "Firm productivity," Working Papers 09-2007, Copenhagen Business School, Department of Economics.
• Waisman, Gisela & Larsen, Birthe, 2007. "Do attitudes towards immigrants matter?," Working Papers 11-2007, Copenhagen Business School, Department of Economics.
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• Larsen, Birthe & Waisman, Gisela, 2007. "Who is hurt by discrimination?," Working Papers 12-2007, Copenhagen Business School, Department of Economics.
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• Bennedsen, Morten & Pérez-González, Francisco & Wolfenzon, Daniel, 2007. "Do CEOs Matter?," Working Papers 13-2007, Copenhagen Business School, Department of Economics.
• Bennedsen, Morten & Kongsted, Hans Christian & Meisner Nielsen, Kasper, 2007. "The Causal Effects of Board Size in the Performance of Closely Held Corporations," Working Papers 14-2007, Copenhagen Business School, Department of Economics.
• Claus Aastrup Jensen & Nikolaj Malchow-Møller & Jan Rose Skaksen, 2010. "Does coordination of immigration policies among destination countries increase immigration?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 19(3), pages 357-384.
  • Rose Skaksen, Jan & Malchow-Møller, Nikolaj & Aastrup Jensen, Claus, 2007. "Does Coordination of Immigration Policies among Destination Countries Increase Immigration?," Working Papers 15-2007, Copenhagen Business School, Department of Economics.
• Aastrup Jensen, Claus & Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan, 2007. "Udenlandsk arbejdskraft i landbruget," Working Papers 17-2007, Copenhagen Business School, Department of Economics.
• Sørensen, Anders, 2008. "Skill-upgrading and internationalization: Country-of-origin or end-use of products," Economics Letters, Elsevier, vol. 101(1), pages 9-12, October.
  • Sørensen, Anders, 2007. "Skill-Upgrading and Internationalization: Country-of-Origin or End-Use of Products," Working Papers 19-2007, Copenhagen Business School, Department of Economics.
• Rosholm, Michael & Scheuer, Christian & Sørensen, Anders, 2007. "The Implications of Globalization for Firms? Demand for Skilled and Unskilled Labor," Working Papers 20-2007, Copenhagen Business School, Department of Economics.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009. "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 373-411, Fall.
  • Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance 0652, Stockholm School of Economics.
  • Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers 2008-05, Department of Economics and Business Economics, Aarhus University.
• Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007. "What Determines Top Income Shares? Evidence from the Twentieth Century," Research Papers in Economics 2007:17, Stockholm University, Department of Economics.
  • Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007. "What Determines Top Income Shares? Evidence from the Twentieth Century," SSE/EFI Working Paper Series in Economics and Finance 676, Stockholm School of Economics.
• Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2009. "The long-run determinants of inequality: What can we learn from top income data?," Journal of Public Economics, Elsevier, vol. 93(7-8), pages 974-988, August.
  • Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007. "The Long-run Determinants of Inequality: What Can We Learn from Top Income Data?," Working Paper Series 721, Research Institute of Industrial Economics, revised 01 Apr 2009.
• Byström, Hans, 2007. "Structured Microfinance in China," Working Papers 2007:18, Lund University, Department of Economics.
• Bindseil, Ulrich & Nyborg, Kjell G., 2007. "Monetary policy implementation: A European Perspective," Discussion Papers 2007/10, Norwegian School of Economics, Department of Business and Management Science.
• Ekern, Steinar, 2007. "Simplifying and generalizing some efficient frontier and CAPM related results," Discussion Papers 2007/12, Norwegian School of Economics, Department of Business and Management Science.
• Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2011. "Introducing financial frictions and unemployment into a small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 1999-2041.
  • Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2007. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," Working Paper Series 214, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2011.
  • Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2008. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," 2008 Meeting Papers 423, Society for Economic Dynamics.
  • Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Introducing financial frictions and unemployment into a small open economy model," FRB Atlanta CQER Working Paper 2010-04, Federal Reserve Bank of Atlanta.
• Giannetti, Mariassunta & Yu, Xiaoyun, 2007. "Favouritism or Markets in Capital Allocation?," CEPR Discussion Papers 6124, C.E.P.R. Discussion Papers.
  • Giannetti, Mariassunta & Yu, Xiaoyun, 2007. "Favoritism or Markets in Capital Allocation?," SIFR Research Report Series 50, Institute for Financial Research.
• Buti, Sabrina, 2007. "A Challenger to the Limit Order Book: The NYSE Specialist," SIFR Research Report Series 55, Institute for Financial Research.
• Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007. "What Determines Top Income Shares? Evidence from the Twentieth Century," SSE/EFI Working Paper Series in Economics and Finance 676, Stockholm School of Economics.
  • Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007. "What Determines Top Income Shares? Evidence from the Twentieth Century," Research Papers in Economics 2007:17, Stockholm University, Department of Economics.
• Iwaisako, Tokuo & 祝迫, 得夫, 2007. "Stock Index Autocorrelation and Cross-autocorrelations of Size-sorted Portfolios in the Japanese Market," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 48(1), pages 95-112, June.
• Ip-wing Yu & Chi-sang Tam, 2007. "Measuring Market Sentiment in Hong Kong's Stock Market," Working Papers 0705, Hong Kong Monetary Authority.
• Tom Fong & Alfred Wong & Ivy Yong, 2007. "Share Price Disparity in Chinese Stock Markets," Working Papers 0711, Hong Kong Monetary Authority.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  • Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research.
  • Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
  • Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 19-2009, Singapore Management University, School of Economics.
  • Peter C.B. Philips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers 23050, East Asian Bureau of Economic Research.
• Abe, Naohito & Chung, Yessica C.Y., 2009. "Voluntary Information Disclosure and Corporate Governance : The Empirical Evidence on Earnings Forecasts," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(2), pages 59-74, December.
  • Naohito Abe & Yessica C.Y. Chung, 2007. "Voluntary Information Disclosure and Corporate Governance: The Empirical Evidence on Earnings Forecasts," Hi-Stat Discussion Paper Series d06-203, Institute of Economic Research, Hitotsubashi University.
• Volker Krätschmer, 2007. "On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model," SFB 649 Discussion Papers SFB649DP2007-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Enzo Weber, 2007. "Correlation vs. Causality in Stock Market Comovement," SFB 649 Discussion Papers SFB649DP2007-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Kevin Dowd & John Cotter, 2007. "Exponential Spectral Risk Measures," The IUP Journal of Financial Economics, IUP Publications, vol. 0(4), pages 57-66, December.
  • Cotter, John & Dowd, Kevin, 2007. "Exponential Spectral Risk Measures," MPRA Paper 3499, University Library of Munich, Germany.
  • Kevin Dowd & John Cotter, 2011. "Exponential Spectral Risk Measures," Papers 1103.5409, arXiv.org.
• Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
  • Cassola, Nuno & Morana, Claudio, 2006. "Comovements in volatility in the euro money market," Working Paper Series 703, European Central Bank.
  • Nuno Cassola & Claudio Morana, 2007. "Comovements in Volatility in the Euro Money Market," ICER Working Papers 7-2007, ICER - International Centre for Economic Research.
• Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007. "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series 0703, Institute of Economic Research, Korea University.
• Ekrem GÜL & Aykut EKİNCİ & Mustafa ÖZER, 2007. "Türkiye’de faiz oranları ve döviz kuru arasındaki nedensellik ilişkisi: 1984 – 2006," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(251), pages 21-31.
• Mustafa MİYNAT, 2007. "Finansal liberalleşme, finansal krizler ve finansal transferlerin yeniden dağıtım boyutu," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(251), pages 63-84.
• Warnock, Veronica Cacdac & Warnock, Francis E., 2008. "Markets and housing finance," Journal of Housing Economics, Elsevier, vol. 17(3), pages 239-251, September.
  • Veronica Cacdac Warnock & Francis E. Warnock, 2007. "Markets and Housing Finance," NBER Working Papers 13081, National Bureau of Economic Research, Inc.
  • Veronica Cacdac Warnock & Francis E. Warnock, 2008. "Markets and Housing Finance," Working Papers 032008, Hong Kong Institute for Monetary Research.
  • Veronica Cacdac Warnock & Francis E. Warnock, 2007. "Markets and Housing Finance," The Institute for International Integration Studies Discussion Paper Series iiisdp221, IIIS.

2006

• Lanza, Alessandro & Manera, Matteo & McAleer, Michael, 2006. "Modeling dynamic conditional correlations in WTI oil forward and futures returns," Finance Research Letters, Elsevier, vol. 3(2), pages 114-132, June.
  • Matteo Manera & Alessandro Lanza & Michael McAleer, 2004. "Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns," Working Papers 2004.72, Fondazione Eni Enrico Mattei.
• Lindset, Snorre & Persson, Svein-Arne, 2006. "A note on a barrier exchange option: The world's simplest option formula?," Finance Research Letters, Elsevier, vol. 3(3), pages 207-211, September.
  • Lindset, Snorre & Persson, Svein-Arne, 2005. "A Note on a Barrier Exchange Option: The World’s Simplest Option Formula?," Discussion Papers 2005/5, Norwegian School of Economics, Department of Business and Management Science.
• Junker, Markus & Szimayer, Alex & Wagner, Niklas, 2006. "Nonlinear term structure dependence: Copula functions, empirics, and risk implications," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1171-1199, April.
  • Markus Junker & Alexander Szimayer & Niklas Wagner, 2004. "Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications," Econometrics 0401007, University Library of Munich, Germany.
• Corielli, Francesco & Marcellino, Massimiliano, 2006. "Factor based index tracking," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August.
  • Francesco Corielli & Massimiliano Marcellino, "undated". "Factor Based Index Trading," Working Papers 209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Marcellino, Massimiliano & Corielli, Francesco, 2002. "Factor Based Index Tracking," CEPR Discussion Papers 3265, C.E.P.R. Discussion Papers.
• Rosenberg, Joshua V. & Schuermann, Til, 2006. "A general approach to integrated risk management with skewed, fat-tailed risks," Journal of Financial Economics, Elsevier, vol. 79(3), pages 569-614, March.
  • Joshua V. Rosenberg & Til Schuermann, 2004. "A general approach to integrated risk management with skewed, fat-tailed risks," Staff Reports 185, Federal Reserve Bank of New York.
• Caballero, Ricardo J. & Krishnamurthy, Arvind, 2006. "Bubbles and capital flow volatility: Causes and risk management," Journal of Monetary Economics, Elsevier, vol. 53(1), pages 35-53, January.
  • Ricardo J. Caballero & Arvind Krishnamurthy, 2005. "Bubbles and Capital Flow Volatility: Causes and Risk Management," NBER Working Papers 11618, National Bureau of Economic Research, Inc.
• Da Rin, Marco & Nicodano, Giovanna & Sembenelli, Alessandro, 2006. "Public policy and the creation of active venture capital markets," Journal of Public Economics, Elsevier, vol. 90(8-9), pages 1699-1723, September.
  • Marco Da Rin & Giovanna Nicodano & Alessandro Sembenelli, 2004. "Public Policy and the Creation of Active Venture Capital Markets," Working Papers 270, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Da Rin, Marco & Nicodano, Giovanna & Sembenelli, Alessandro, 2005. "Public policy and the creation of active venture capital markets," Working Paper Series 430, European Central Bank.
  • Da Rin, M. & Nicodano, G. & Sembenelli, A., 2006. "Public policy and the creation of active venture capital markets," Other publications TiSEM 94370b9a-a6ac-444d-85a2-2, Tilburg University, School of Economics and Management.
• Parisi F., Antonino & Parisi F., Franco, 2006. "Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(290), pages 265-288, abril-jun.
• Michael C. Bonello & George M. von Furstenberg & Kari Kemppainen & Sinikka Salo, 2006. "The Adoption of the Euro, Choice of Currency Regime and Integration of Payment Systems," SUERF Studies, SUERF - The European Money and Finance Forum, number 2006/5 edited by Morten Balling, May.
• Christa N. Brunnschweiler, 2006. "Financing the alternative: renewable energy in developing and transition countries," CER-ETH Economics working paper series 06/49, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, vol. 11(3), pages 381-396, August.
  • Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
  • Motta, Massimo & , & Argentesi, Elena, 2006. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," CEPR Discussion Papers 5912, C.E.P.R. Discussion Papers.
  • Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006. "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers ECO2006/32, European University Institute.
• Filip Žikeš & Vít Bubák, 2006. "Seasonality and Non-Trading Effect on Central European Stock Markets (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(1-2), pages 69-79, January.
• Yeliz Yalcin & Eray M. Yycel, 2006. "The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(5-6), pages 258-277, May.
• Xavier Gine & Dean Karlan, 2006. "Group versus Individual Liability: A Field Experiment in the Philippines," Working Papers 940, Economic Growth Center, Yale University.
  • Dean Karlan & Xavier Giné, 2007. "Group Versus Individual Liability: A Field Experiment in the Philippines," Working Papers 111, Center for Global Development.
  • Xavier Gine & Dean Karlan, 2006. "Group versus individual liability: A field experiment in the philippines," Natural Field Experiments 00253, The Field Experiments Website.
  • Gine, Xavier & Karlan, Dean, 2007. "Group versus Individual Liability: A Field Experiment in the Philippines," CEPR Discussion Papers 6193, C.E.P.R. Discussion Papers.
  • Gine, Xavier & Karlan, Dean S., 2006. "Group versus individual liability : a field experiment in the Philippines," Policy Research Working Paper Series 4008, The World Bank.
  • Gine, Xavier & Karlan, Dean S., 2006. "Group versus Individual Liability: A Field Experiment in the Philippines," Center Discussion Papers 28413, Yale University, Economic Growth Center.
• Mark Aguiar & Manuel Amador & Gita Gopinath, 2006. "Efficient Expropriation: Sustainable Fiscal Policy in a Small Open Economy," Working Papers 2006-2, Princeton University. Economics Department..
  • Mark Aguiar & Manuel Amador & Gita Gopinath, 2006. "Efficient expropriation: sustainable fiscal policy in a small open economy," Working Papers 06-9, Federal Reserve Bank of Boston.
• Drobyshevsky Sergey & Trunin Pavel & Knobel Alexandr, 2006. "Some Approaches to the Development of the System of Indicators for Monitoring the Financial Stability," Research Paper Series, Gaidar Institute for Economic Policy, issue 103P.
• Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques) 2005015, Université catholique de Louvain, Département des Sciences Economiques.
  • A. Durre & H. Beltran & P. Giot, 2006. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00260870, HAL.
  • A. Durre & H. Beltran & P. Giot, 2006. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00260906, HAL.
  • A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268757, HAL.
  • BELTRAN, Helena & DURRE, Alain & GIOT, Pierre, 2005. "Volatility regimes and the provision of liquidity in order book markets," LIDAM Discussion Papers CORE 2005012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268760, HAL.
• Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques) 2005015, Université catholique de Louvain, Département des Sciences Economiques.
  • A. Durre & H. Beltran & P. Giot, 2006. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00260906, HAL.
  • A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268757, HAL.
  • A. Durre & H. Beltran & P. Giot, 2006. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00260870, HAL.
  • BELTRAN, Helena & DURRE, Alain & GIOT, Pierre, 2005. "Volatility regimes and the provision of liquidity in order book markets," LIDAM Discussion Papers CORE 2005012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268760, HAL.
• Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, vol. 88(1), pages 146-168, April.
  • Thierry Foucault & T. Gehrig, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00125690, HAL.
  • Thierry Foucault, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00121054, HAL.
  • Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," HEC Research Papers Series 840, HEC Paris.
  • Thierry Foucault & Thomas Gehrig, 2008. "Stock price informativeness, cross-listings and investment decisions," Post-Print hal-00459807, HAL.
  • Gehrig, Thomas & Foucault, Thierry, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers 5722, C.E.P.R. Discussion Papers.
• Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, vol. 88(1), pages 146-168, April.
  • Thierry Foucault, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00121054, HAL.
  • Thierry Foucault & T. Gehrig, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00125690, HAL.
  • Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," HEC Research Papers Series 840, HEC Paris.
  • Thierry Foucault & Thomas Gehrig, 2008. "Stock price informativeness, cross-listings and investment decisions," Post-Print hal-00459807, HAL.
  • Gehrig, Thomas & Foucault, Thierry, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers 5722, C.E.P.R. Discussion Papers.
• Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007. "Coherent measures of risk from a general equilibrium perspective," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2517-2534, August.
  • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2006. "Coherent measures of risk from a general equilibrium perspective," Research Memorandum 016, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Péter Csóka & Jean-Jacques Herings & László Kóczy, 2006. "Coherent Measures of Risk from a General Equilibrium Perspective," CERS-IE WORKING PAPERS 0611, Institute of Economics, Centre for Economic and Regional Studies, revised 30 Aug 2006.
• Lund, Lars, 2006. "Kortsigtede økonomiske virkninger for Nanortalik ved en kommunesammenlægning," Working Papers 03-2006, Copenhagen Business School, Department of Economics.
• Pascalis Raimondos-Møller & Alan Woodland, 2014. "Steepest ascent tariff reform," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(1), pages 69-99, January.
  • Pascalis Raimondos & Alan D. Woodland, 2006. "Steepest Ascent Tariff Reforms," CESifo Working Paper Series 1760, CESifo.
  • Woodland, Alan D. & Raimondos-Møller, Pascalis, 2006. "Steepest Ascent Tariff Reforms," Working Papers 04-2006, Copenhagen Business School, Department of Economics.
  • Woodland, Alan D & Raimondos, Pascalis, 2006. "Steepest Ascent Tariff Reforms," CEPR Discussion Papers 5782, C.E.P.R. Discussion Papers.
• Raimondos, Pascalis & Kreickemeier, Udo, 2006. "Concertina Reforms with International Capital Mobility," CEPR Discussion Papers 5888, C.E.P.R. Discussion Papers.
  • Kreickemeier, Udo & Raimondos-Møller, Pascalis, 2006. "Concertina Reforms with International Capital Mobility," Working Papers 05-2006, Copenhagen Business School, Department of Economics.
• Kreickemeier, Udo & Raimondos-Møller, Pascalis, 2008. "Tari[ff]-tax reforms and market access," Journal of Development Economics, Elsevier, vol. 87(1), pages 85-91, August.
  • Raimondos, Pascalis & Kreickemeier, Udo, 2006. "Tariff-Tax Reforms and Market Access," CEPR Discussion Papers 5889, C.E.P.R. Discussion Papers.
  • Kreickemeier, Udo & Raimondos-Møller, Pascalis, 2006. "Tariff-Tax Reforms and Market Access," Working Papers 06-2006, Copenhagen Business School, Department of Economics.
• Malchow-Møller, Nikolaj & Munch, Jakob R. & Schroll, Sanne & Skaksen, Jan Rose, 2006. "Attitudes Towards Immigration: Does Economic Self-Interest Matter?," IZA Discussion Papers 2283, Institute of Labor Economics (IZA).
  • Malchow-Møller, Nikolaj & Roland Munch, Jakob & Schroll, Sanne & Rose Skaksen, Jan, 2006. "Attitudes Towards Immigration: Does Economic Self-Interest Matter?," Working Papers 11-2006, Copenhagen Business School, Department of Economics.
• Vinten, Frederik & Thomsen, Steen, 2006. "Delistings in Europe and the Cost of Governance," Working Papers 12-2006, Copenhagen Business School, Department of Economics.
• Trine Filges & John Kennes & Torban Tranaes, 2006. "Social Preferences and Labor Market Policy," 2006 Meeting Papers 562, Society for Economic Dynamics.
  • Filges, Trine & Kennes, John & Larsen, Birthe & Tranæs, Torben, 2006. "Social Preferences and Labor Market Policy," Working Papers 13-2006, Copenhagen Business School, Department of Economics.
• la Cour, Lisbeth Funding & Milhøj, Anders, 2006. "Temporal aggregation in first order cointegrated vector autoregressive," Working Papers 14-2006, Copenhagen Business School, Department of Economics.
• Christian Keuschnigg & Søren Bo Nielsen, 2003. "Public Policy for Start-up Entrepreneurship with Venture Capital and Bank Finance," CESifo Working Paper Series 850, CESifo.
  • Nielsen, Søren Bo & Keuschnigg, Christian, 2006. "Public Policy for Start-up Entrepreneurship with Venture Capital and Bank Finance," Working Papers 15-2006, Copenhagen Business School, Department of Economics.
  • Christian Keuschnigg & Soren Bo Nielsen, 2003. "Public Policy For Start-up Entrepreneurship With Venture Capital and Bank Finance," University of St. Gallen Department of Economics working paper series 2003 2003-02, Department of Economics, University of St. Gallen.
• Lidén, Erik R. & Rosenberg, Markus, 2006. "Ten Years of Misleading Information - Investment Advice in Printed Media," Working Papers in Economics 230, University of Gothenburg, Department of Economics.
• Kurt Jornsten & Jan Ubøe, 2009. "Strategic Pricing of Commodities," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(5), pages 385-399.
  • Jörnsten, Kurt & Ubøe, Jan, 2006. "Strategic pricing of commodities," Discussion Papers 2006/19, Norwegian School of Economics, Department of Business and Management Science.
• Pelikan, Pavel, 2006. "Markets vs. Government when Rationality Is Unequally Bounded: Some Consequences of Cognitive Inequalities for Theory and Policy," Ratio Working Papers 85, The Ratio Institute, revised 03 Sep 2006.
• Becker, Bo, 2006. "City Size and Financial Development," SIFR Research Report Series 46, Institute for Financial Research.
• Brännäs, Kurt & Soultanaeva, Albina, 2006. "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies 696, Umeå University, Department of Economics.
• Ågren, Martin, 2006. "Does Oil Price Uncertainty Transmit to Stock Markets?," Working Paper Series 2006:23, Uppsala University, Department of Economics.
• Yin-Wong Cheung, 2007. "An empirical model of daily highs and lows," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 1-20.
  • Yin-Wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series 1695, CESifo.
  • Yin-wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," Working Papers 072006, Hong Kong Institute for Monetary Research.
• José Fajardo & Ernesto Mordecki, 2006. "Skewness Premium with Lévy Processes," IBMEC RJ Economics Discussion Papers 2006-04, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  • José Fajardo & Ernesto Mordecki, 2009. "Skewness Premium with Lévy Processes," CREATES Research Papers 2009-10, Department of Economics and Business Economics, Aarhus University.
• Chin-Hong Puah, & Muzafar Shah Habibullah & Kian-Ping Lim, 2006. "Testing Long-Run Neutrality Of Money: Evidence From Malaysian Stock Market," The IUP Journal of Applied Economics, IUP Publications, vol. 0(4), pages 15-37, July.
  • Puah, Chin-Hong & Habibullah, Muzafar Shah & Lim, Kian-Ping, 2006. "Testing long-run neutrality of money: evidence from Malaysian stock market," MPRA Paper 37676, University Library of Munich, Germany.
• Hakan SARITAŞ, 2006. "Portföy büyüklüğünün portföy getirisi üzerindeki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(241), pages 105-113.
• M. Mete DOĞANAY & Ramazan AKTAŞ & Ünsal BAN, 2006. "Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(242), pages 27-33.
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• Giuseppe Alesii, 2006. "Fundamentals Efficiency of the Italian Stock Market: Some Long Run Evidence," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(3), pages 245-264, December.
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• Antonino Parisini & Franco Parisini & David Díaz, 2006. "Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 43(128), pages 251-284.
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• Richard MacMinn & Frank Page, 2006. "Stock options and capital structure," Annals of Finance, Springer, vol. 2(1), pages 39-50, January.
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• Martin Dierker, 2006. "Endogenous Information Acquisition with Cournot Competition," Annals of Finance, Springer, vol. 2(4), pages 369-395, October.
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• Rosario Dell’Aquila & Paul Embrechts, 2006. "Extremes and Robustness: A Contradiction?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(1), pages 103-118, April.
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• Barbara Rovetta, 2006. "Investment Policies and Excess Returns in Corporate Spin-offs: Evidence from the US Market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(3), pages 287-307, September.
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• Fazley Siddiq, 2006. "Managing Canada's Federal Debt: A Risk Analysis of Alternative Debt Instruments," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(1), pages 140-141, February.
• John Sell, 2006. "The Neuer Markt is Dead. Long Live the Neuer Markt!," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(2), pages 191-202, May.
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• Ian Rakita, 2006. "Are the Most Profitable U.S. Companies Also the Best Investments?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(3), pages 431-431, August.
• John Cotter & Simon Stevenson, 2006. "Multivariate Modeling of Daily REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 305-325, May.
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• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics," CoFE Discussion Paper 06-06, Center of Finance and Econometrics, University of Konstanz.
• Paul Alagidede & Theodore Panagiotidis, 2006. "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series 2006_13, Department of Economics, Loughborough University, revised Jun 2006.
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• Emanuele Deligia, 2006. "Innovation And Finance: The Theoretical Links," Economia, Societa', e Istituzioni, Dipartimento di Economia e Finanza, LUISS Guido Carli, vol. 0(1).
• Georges Dionne & Genevieve Gauthier & Nadia Ouertani & Nabil Tahani, 2011. "Heterogeneous Basket Options Pricing Using Analytical Approximations," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 47-85, March - J.
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• Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010. "Looking far in the past: revisiting the growth-returns nexus with non-parametric tests," Empirical Economics, Springer, vol. 38(3), pages 743-766, June.
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• John G. Galbraith & Serguei Zernov, 2006. "Extreme Dependence In The Nasdaq And S&P Composite Indexes," Departmental Working Papers 2006-14, McGill University, Department of Economics.
• T.J. Brailsford & J. H.W. Penm & R.D. Terrell, 2006. "The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates," Multinational Finance Journal, Multinational Finance Journal, vol. 10(3-4), pages 153-178, September.
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• Donald MacKenzie, 2006. "An Engine, Not a Camera: How Financial Models Shape Markets," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262134608, December.
• JULES H. Van BINSBERGEN & MICHAEL W. BRANDT & RALPH S. J. KOIJEN, 2008. "Optimal Decentralized Investment Management," Journal of Finance, American Finance Association, vol. 63(4), pages 1849-1895, August.
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• Ulrike Elsenhuber & Claus Puhr & Stefan W. Schmitz, 2006. "Operational Risk and Contagion in the Austrian Large-Value Payment System ARTIS," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 11, pages 96-113.
• Federico M. Bandi & Benoit Perron, 2006. "Long Memory and the Relation Between Implied and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 636-670.
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• Harald Hau & Hélène Rey, 2006. "Exchange Rates, Equity Prices, and Capital Flows," The Review of Financial Studies, Society for Financial Studies, vol. 19(1), pages 273-317.
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• Samuel Mongrut, 2006. "Tasas de descuento en Latinoamérica: Hechos y desafíos," Working Papers 06-09, Centro de Investigación, Universidad del Pacífico.
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence," Finance Working Papers 22075, East Asian Bureau of Economic Research.
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• Mayur, Manas & Kumar, Manoj, 2006. "An Empirical Investigation of Going Public Decision of Indian Companies," MPRA Paper 1801, University Library of Munich, Germany.
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• Vicente Lazen, 2006. "Conflictos de Interés en Servicios Financieros: Taxonomía y Mecanismos de Control Regulatorio," Serie de Documentos de Trabajo 2006-12, Superintendencia de Valores y Seguros.
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• Yildizhan, Celim, 2006. "Stock Splits, A Survey," MPRA Paper 53888, University Library of Munich, Germany.
• Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006. "Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models," MPRA Paper 593, University Library of Munich, Germany, revised 07 Oct 2006.
• Camilleri, Silvio John, 2006. "An Analysis of Stock Index Distributions of Selected Emerging Markets," MPRA Paper 62490, University Library of Munich, Germany.
• Barna, Flavia, 2006. "The Impact Of The Foreign Investments On The Capital Market In Romania," MPRA Paper 7109, University Library of Munich, Germany.
• Law, Siong Hook & Azman-Saini, W.N.W. & Smith, Peter, 2006. "Finance and growth in a small open emerging market," MPRA Paper 715, University Library of Munich, Germany.
• Bulla, Jan, 2006. "Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series," MPRA Paper 7675, University Library of Munich, Germany.
• Rose, Martin & Zitouni, Loubna, 2006. "Modélisation d'actifs à volatilité stochastique et pricing d'options européennes [Modeling asset prices in a stochastic volatility environment and determining prices for European options]," MPRA Paper 81153, University Library of Munich, Germany.
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• Oreste Napolitano, 2009. "Is the impact of the ECB Monetary Policy on EMU stock market returns asymmetric?," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(97), pages 145-180.
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• Antonio Roma, 2006. "Common factors and balance sheet structure of major European banks," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(237), pages 123-170.
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• Carol Alexander & Andreza Barbosa, 2006. "Minimum Variance Hedging and Stock Index Market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2006-04, Henley Business School, University of Reading, revised Sep 2006.
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• S. Nagornii & D. Widijanto, 2006. "New Dimensions in Portfolio Optimization," Computing in Economics and Finance 2006 459, Society for Computational Economics.
• Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn, 2006. "On the Expectations Hypothesis in US Term Structure," Computing in Economics and Finance 2006 508, Society for Computational Economics.
• Salvatore Capasso, 2006. "Stock Market Development and Economic Growth: A Matter of Information Dynamics," CSEF Working Papers 166, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Claudio Loderer & Marc-André Mittermayer, 2006. "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(I), pages 79-114, March.
• Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 479-500, December.
  • Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," EconomiX Working Papers 2006-17, University of Paris Nanterre, EconomiX.
• Angelo Ranaldo, 2006. "Intraday Market Dynamics Around Public Information Arrivals," Working Papers 2006-11, Swiss National Bank.
• Stefan Frey & Joachim Grammig, 2006. "Liquidity supply and adverse selection in a pure limit order book market," Empirical Economics, Springer, vol. 30(4), pages 1007-1033, January.
• Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2008. "Modelling financial transaction price movements: a dynamic integer count data model," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 167-197, Springer.
  • Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2006. "Modelling financial transaction price movements: a dynamic integer count data model," Empirical Economics, Springer, vol. 30(4), pages 795-825, January.
• Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
  • Pierre Giot & Joachim Grammig, 2002. "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002 2002-23, Department of Economics, University of St. Gallen.
  • GIOT, Pierre & GRAMMIG, Joachim, 2006. "How large is liquidity risk in an automated auction market?," LIDAM Reprints CORE 1846, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • GIOT, Pierre & GRAMMIG, Joachim, 2002. "How large is liquidity risk in an automated auction market ?," LIDAM Discussion Papers CORE 2002054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Bruno Bouchard, 2006. "No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure," Finance and Stochastics, Springer, vol. 10(2), pages 276-297, April.
• Bruno Bouchard, 2006. "No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure," Finance and Stochastics, Springer, vol. 10(2), pages 276-297, April.
• Lothar Rogge, 2006. "Call Completeness Implies Completeness in the n-period Model of a Financial Market," Finance and Stochastics, Springer, vol. 10(2), pages 298-301, April.
• David Heath & Hyejin Ku, 2006. "Consistency among trading desks," Finance and Stochastics, Springer, vol. 10(3), pages 331-340, September.
• Paul Embrechts & Giovanni Puccetti, 2006. "Bounds for Functions of Dependent Risks," Finance and Stochastics, Springer, vol. 10(3), pages 341-352, September.
• A. Cherny, 2006. "Weighted V@R and its Properties," Finance and Stochastics, Springer, vol. 10(3), pages 367-393, September.
• Luciano Campi & Walter Schachermayer, 2006. "A super-replication theorem in Kabanov’s model of transaction costs," Finance and Stochastics, Springer, vol. 10(4), pages 579-596, December.
• Alan Kirman, 2006. "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(1), pages 89-117, May.
• Baosheng Yuan & Kan Chen, 2006. "Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(2), pages 189-214, November.
• Peter L. Rousseau & Paul Wachtel, 2011. "What Is Happening To The Impact Of Financial Deepening On Economic Growth?," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 276-288, January.
  • Paul Wachtel & Peter L. Rousseau, 2006. "What is happening to the impact of financial deepening on economic growth?," Working Papers 06-15, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Peter L. Rousseau & Paul Wachtel, 2009. "What is Happening to the Impact of Financial Deepening on Economic Growth?," Vanderbilt University Department of Economics Working Papers 0915, Vanderbilt University Department of Economics.
• John Cotter, 2006. "Modelling catastrophic risk in international equity markets: an extreme value approach," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 13-17, January.
  • Cotter, John, 2006. "Modelling catastrophic risk in international equity markets: An extreme value approach," MPRA Paper 3507, University Library of Munich, Germany.
  • John Cotter, 2011. "Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach," Working Papers 200515, Geary Institute, University College Dublin.
  • john cotter, 2011. "Modelling catastrophic risk in international equity markets: An extreme value approach," Papers 1103.5656, arXiv.org.
• Maurice J. Roche, 2006. "The equity premium puzzle and decreasing relative risk aversion," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(3), pages 179-182, May.
  • M. J. Roche, 2005. "The equity premium puzzle and decreasing relative risk aversion," Economics Department Working Paper Series n1510205, Department of Economics, National University of Ireland - Maynooth.
• Claudio Morana & Andrea Beltratti, 2006. "Structural breaks and common factors in the volatility of the Fama-French factor portfolios," Applied Financial Economics, Taylor & Francis Journals, vol. 16(14), pages 1059-1073.
  • Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research.
• Kevin Fergusson & Eckhard Platen, 2006. "On the Distributional Characterization of Daily Log-Returns of a World Stock Index," Applied Mathematical Finance, Taylor & Francis Journals, vol. 13(1), pages 19-38.
  • Kevin Fergusson & Eckhard Platen, 2005. "On the Distributional Characterization of Log-returns of a World Stock Index," Research Paper Series 153, Quantitative Finance Research Centre, University of Technology, Sydney.
• Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
  • Cassola, Nuno & Morana, Claudio, 2003. "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series 235, European Central Bank.
• Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2006. "Random walks, liquidity molasses and critical response in financial markets," Quantitative Finance, Taylor & Francis Journals, vol. 6(2), pages 115-123.
  • J. -P. Bouchaud & J. Kockelkoren & M. Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Papers cond-mat/0406224, arXiv.org, revised Jun 2004.
  • Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Science & Finance (CFM) working paper archive 500063, Science & Finance, Capital Fund Management.
• David Heath & Eckhard Platen, 2006. "Local volatility function models under a benchmark approach," Quantitative Finance, Taylor & Francis Journals, vol. 6(3), pages 197-206.
  • David Heath & Eckhard Platen, 2004. "Local Volatility Function Models under a Benchmark Approach," Research Paper Series 124, Quantitative Finance Research Centre, University of Technology, Sydney.
• Elisa Luciano & Wim Schoutens, 2006. "A multivariate jump-driven financial asset model," Quantitative Finance, Taylor & Francis Journals, vol. 6(5), pages 385-402.
  • Elisa Luciano & Wim Schoutens, 2005. "A Multivariate Jump-Driven Financial Asset Model," ICER Working Papers - Applied Mathematics Series 6-2005, ICER - International Centre for Economic Research.
  • Elisa Luciano & Wim Schoutens, 2006. "A Multivariate Jump-Driven Financial Asset Model," Carlo Alberto Notebooks 29, Collegio Carlo Alberto.
• Maurice J. Roche, 2006. "The equity premium puzzle and decreasing relative risk aversion," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 2(3), pages 179-182.
  • M. J. Roche, 2005. "The equity premium puzzle and decreasing relative risk aversion," Economics Department Working Paper Series n1510205, Department of Economics, National University of Ireland - Maynooth.
• Viviana Fernández, 2006. "Extremal dependence in European capital markets," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 275-293, November.
  • Viviana Fernandez, 2006. "Extremal Dependence in European Capital Markets," Journal of Applied Economics, Taylor & Francis Journals, vol. 9(2), pages 275-293, November.
• Arnoud W. A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor, 2008. "Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?," Journal of Finance, American Finance Association, vol. 63(4), pages 2013-2059, August.
  • Thakor, Anjan & Boot, Arnoud & Gopalan, Radhakrishnan, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why Do Firms Go Private?," CEPR Discussion Papers 5510, C.E.P.R. Discussion Papers.
  • Arnoud W.A. Boot & Radhakrishnan Gopaian & Anjan V. Thakor, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?," Tinbergen Institute Discussion Papers 06-011/2, Tinbergen Institute.
• Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Other publications TiSEM e08f916d-d7d5-4a3d-8d05-7, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-9, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Other publications TiSEM 27ad9839-8974-408a-8094-8, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-005, Tilburg University, Tilburg Law and Economic Center.
• Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-9, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-005, Tilburg University, Tilburg Law and Economic Center.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Other publications TiSEM 27ad9839-8974-408a-8094-8, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Other publications TiSEM e08f916d-d7d5-4a3d-8d05-7, Tilburg University, School of Economics and Management.
• Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-9, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Other publications TiSEM 27ad9839-8974-408a-8094-8, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-005, Tilburg University, Tilburg Law and Economic Center.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Other publications TiSEM e08f916d-d7d5-4a3d-8d05-7, Tilburg University, School of Economics and Management.
• Da Rin, Marco & Nicodano, Giovanna & Sembenelli, Alessandro, 2006. "Public policy and the creation of active venture capital markets," Journal of Public Economics, Elsevier, vol. 90(8-9), pages 1699-1723, September.
  • Marco Da Rin & Giovanna Nicodano & Alessandro Sembenelli, 2004. "Public Policy and the Creation of Active Venture Capital Markets," Working Papers 270, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Da Rin, M. & Nicodano, G. & Sembenelli, A., 2006. "Public policy and the creation of active venture capital markets," Other publications TiSEM 94370b9a-a6ac-444d-85a2-2, Tilburg University, School of Economics and Management.
  • Da Rin, Marco & Nicodano, Giovanna & Sembenelli, Alessandro, 2005. "Public policy and the creation of active venture capital markets," Working Paper Series 430, European Central Bank.
• Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-9, Tilburg University, Center for Economic Research.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Other publications TiSEM e08f916d-d7d5-4a3d-8d05-7, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Other publications TiSEM 27ad9839-8974-408a-8094-8, Tilburg University, School of Economics and Management.
  • Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-005, Tilburg University, Tilburg Law and Economic Center.
• Zhang Qiang, 2006. "The Spirit of Capitalism and Asset Pricing: An Empirical Investigation," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-25, November.
  • Qiang Zhang, 2006. "The Spirit of Capitalism and Asset Pricing: an Empirical Investigation," CIRJE F-Series CIRJE-F-428, CIRJE, Faculty of Economics, University of Tokyo.
• Harald Hau, 2006. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," Journal of the European Economic Association, MIT Press, vol. 4(4), pages 862-890, June.
  • Hau, Harald, 2002. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," CEPR Discussion Papers 3651, C.E.P.R. Discussion Papers.
• Roberto Casarin & Carmine Trecroci, 2006. "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers ubs0603, University of Brescia, Department of Economics.
• Michael W. Brandt & Francis X. Diebold, 2006. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," The Journal of Business, University of Chicago Press, vol. 79(1), pages 61-74, January.
  • Michael W. Brandt & Francis X. Diebold & April, "undated". "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," Center for Financial Institutions Working Papers 03-15, Wharton School Center for Financial Institutions, University of Pennsylvania.
  • Michael W. Brandt & Francis X. Diebold, 2001. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," PIER Working Paper Archive 03-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Apr 2003.
  • Brandt, Michael W. & Diebold, Francis X., 2004. "A no-arbitrage approach to range-based estimation of return covariances and correlations," CFS Working Paper Series 2004/07, Center for Financial Studies (CFS).
  • Michael W. Brandt & Francis X. Diebold, 2003. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," NBER Working Papers 9664, National Bureau of Economic Research, Inc.
• Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007. "Coherent measures of risk from a general equilibrium perspective," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2517-2534, August.
  • Péter Csóka & Jean-Jacques Herings & László Kóczy, 2006. "Coherent Measures of Risk from a General Equilibrium Perspective," CERS-IE WORKING PAPERS 0611, Institute of Economics, Centre for Economic and Regional Studies, revised 30 Aug 2006.
  • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2006. "Coherent measures of risk from a general equilibrium perspective," Research Memorandum 016, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Ciccone, Antonio & Papaioannou, Elias, 2006. "Adjustment to Target Capital, Finance and Growth," CEPR Discussion Papers 5969, C.E.P.R. Discussion Papers.
  • Antonio Ciccone & Elias Papaioannou, 2006. "Adjustment to target capital, finance and growth," Economics Working Papers 982, Department of Economics and Business, Universitat Pompeu Fabra.
• Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
  • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Nicola Bruti-Liberati & Eckhard Platen, 2007. "Approximation of jump diffusions in finance and economics," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 283-312, May.
  • Nicola Bruti-Liberati & Eckhard Platen, 2006. "Approximation of Jump Diffusions in Finance and Economics," Research Paper Series 176, Quantitative Finance Research Centre, University of Technology, Sydney.
• Nicola Bruti-Liberati & Eckhard Platen, 2006. "On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance," Research Paper Series 179, Quantitative Finance Research Centre, University of Technology, Sydney.
• Truc Le & Eckhard Platen, 2006. "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series 184, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Truc Le & Eckhard Platen, 2006. "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series 180, Quantitative Finance Research Centre, University of Technology, Sydney.
• Truc Le & Eckhard Platen, 2006. "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series 180, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Truc Le & Eckhard Platen, 2006. "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series 184, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2006. "On the Pricing and Hedging of Long Dated Zero Coupon Bonds," Research Paper Series 185, Quantitative Finance Research Centre, University of Technology, Sydney.
• Lucy Amigo Dobaño, 2006. "Anomalías de los Mercados Financieros. Análisis de las Empresas Gallegas que cotizan en el Mercado de Renta Variable," Working Papers 0602, Universidade de Vigo, Departamento de Economía Aplicada.
• Menkveld, Albert J., 2008. "Splitting orders in overlapping markets: A study of cross-listed stocks," Journal of Financial Intermediation, Elsevier, vol. 17(2), pages 145-174, April.
  • Menkveld, Albert J., 2006. "Splitting orders in overlapping markets: a study of cross-listed stocks," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Menkveld, Albert J. & Cheung, Yiu Chung & de Jong, Frank, 2004. "Euro area sovereign yield dynamics: the role of order imbalance," Working Paper Series 385, European Central Bank.
  • Menkveld, Albert J. & Cheung, Yiu C. & Jong, Frank de, 2006. "Euro-Area Sovereign Yield Dynamics: the role of order imbalance," Serie Research Memoranda 0006, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Xavier Gine & Dean Karlan, 2006. "Group versus Individual Liability: A Field Experiment in the Philippines," Working Papers 940, Economic Growth Center, Yale University.
  • Dean Karlan & Xavier Giné, 2007. "Group Versus Individual Liability: A Field Experiment in the Philippines," Working Papers 111, Center for Global Development.
  • Gine, Xavier & Karlan, Dean, 2007. "Group versus Individual Liability: A Field Experiment in the Philippines," CEPR Discussion Papers 6193, C.E.P.R. Discussion Papers.
  • Gine, Xavier & Karlan, Dean S., 2006. "Group versus individual liability : a field experiment in the Philippines," Policy Research Working Paper Series 4008, The World Bank.
  • Xavier Gine & Dean Karlan, 2006. "Group versus individual liability: A field experiment in the philippines," Natural Field Experiments 00253, The Field Experiments Website.
  • Gine, Xavier & Karlan, Dean S., 2006. "Group versus Individual Liability: A Field Experiment in the Philippines," Center Discussion Papers 28413, Yale University, Economic Growth Center.
• Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
  • Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109, January.
  • BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen, 2003. "Multivariate GARCH models: a survey," LIDAM Discussion Papers CORE 2003031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen VK, 2006. "Multivariate GARCH models: a survey," LIDAM Reprints CORE 1847, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• John Cotter & Jim Hanly, 2006. "Reevaluating hedging performance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 677-702, July.
  • Cotter, John & Hanly, James, 2005. "Re-evaluating Hedging Performance," MPRA Paper 3523, University Library of Munich, Germany.
  • John Cotter & Jim Hanly, 2011. "Re-evaluating Hedging Performance," Working Papers 200518, Geary Institute, University College Dublin.
• Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2006. "Estimating liquidity using information on the multivariate trading process," CoFE Discussion Papers 06/04, University of Konstanz, Center of Finance and Econometrics (CoFE).
  • Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "Estimating liquidity using information on the multivariate trading process," Working Papers 10, Department of Applied Econometrics, Warsaw School of Economics.
• Steven Cook, 2006. "Are Stock Prices And Economic Activity Cointegrated? Evidence From The Us, 1950–2005," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-10.
• Wai Mun Fong & Wing-Keung Wong, 2006. "The Stochastic Component Of Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-34.
• Steven Cook, 2006. "Are Stock Prices And Economic Activity Cointegrated? Evidence From The Us, 1950–2005," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-10.
• Wai Mun Fong & Wing-Keung Wong, 2006. "The Stochastic Component Of Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-34.
• Cheng-Few Lee (ed.), 2006. "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6235, April.
• Pelikan, Pavel, 2006. "Markets vs. Government when Rationality is Unequally Bounded: Some Consequences of Cognitive Inequalities for Theory and Policy," Freiburg Discussion Papers on Constitutional Economics 06/5, Walter Eucken Institut e.V..
• Trauten, Andreas & Schulz, Roland C., 2006. "IPO investment strategies and pseudo market timing," Working Papers 36, University of Münster, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS).
• Kempf, Alexander & Mayston, Daniel, 2006. "Liquidity commonality beyond best prices," CFR Working Papers 06-04, University of Cologne, Centre for Financial Research (CFR).
• Maria Kasch‐Haroutounian & Erik Theissen, 2009. "Competition between Exchanges: Euronext versus Xetra," European Financial Management, European Financial Management Association, vol. 15(1), pages 181-207, January.
  • Kasch-Haroutounian, Maria & Theissen, Erik, 2006. "Competition between exchanges: Euronext versus Xetra," CFS Working Paper Series 2007/19, Center for Financial Studies (CFS).
  • Kasch-Haroutounian, Maria & Theissen, Erik, 2006. "Competition between exchanges: Euronext versus Xetra," CFR Working Papers 07-10, University of Cologne, Centre for Financial Research (CFR).
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2006. "Multivariate normal mixture GARCH," CFS Working Paper Series 2006/09, Center for Financial Studies (CFS).
• Maria Kasch‐Haroutounian & Erik Theissen, 2009. "Competition between Exchanges: Euronext versus Xetra," European Financial Management, European Financial Management Association, vol. 15(1), pages 181-207, January.
  • Kasch-Haroutounian, Maria & Theissen, Erik, 2006. "Competition between exchanges: Euronext versus Xetra," CFR Working Papers 07-10, University of Cologne, Centre for Financial Research (CFR).
  • Kasch-Haroutounian, Maria & Theissen, Erik, 2006. "Competition between exchanges: Euronext versus Xetra," CFS Working Paper Series 2007/19, Center for Financial Studies (CFS).
• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "Estimating liquidity using information on the multivariate trading process," Working Papers 10, Department of Applied Econometrics, Warsaw School of Economics.
  • Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2006. "Estimating liquidity using information on the multivariate trading process," CoFE Discussion Papers 06/04, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2008. "A multivariate integer count hurdle model: theory and application to exchange rate dynamics," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 31-48, Springer.
  • Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2006. "A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics," CoFE Discussion Papers 06/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Rengifo, Erick W. & Trifan, Emanuela, 2006. "Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets," Darmstadt Discussion Papers in Economics 180, Darmstadt University of Technology, Department of Law and Economics.
• Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
  • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Jens Eisenschmidt & Klaus Wälde, 2007. "International Trade, Hedging, and the Demand for Forward Contracts," Review of International Economics, Wiley Blackwell, vol. 15(2), pages 414-429, May.
  • Jens, EISENSCHMIDT & Klaus, WAELDE, 2003. "International Trade, Hedging and the Demand for Forward Contracts," LIDAM Discussion Papers IRES 2003022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Eisenschmidt, Jens & Wälde, Klaus, 2006. "International Trade, Hedging and the Demand for Forward Contracts," W.E.P. - Würzburg Economic Papers 69, University of Würzburg, Department of Economics.
  • Eisenschmidt, Jens & Wälde, Klaus, 2003. "International trade, hedging and the demand for forward contracts," Dresden Discussion Paper Series in Economics 19/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
• Stanislav Anatolyev & Dmitry Shakin, 2007. "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 87-104.
  • Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, Center for Economic and Financial Research (CEFIR).
  • Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, New Economic School (NES).
• Charles Adjasi & Nicholas Biekpe, 2006. "Interest Rate and Stock Market Returns in Africa," The African Finance Journal, Africagrowth Institute, vol. 8(2), pages 12-30.
• Bogan, Vicki, 2006. "Stock Market Participation and the Internet," Working Papers 127044, Cornell University, Department of Applied Economics and Management.
• Bogan, Vicki, 2006. "Bubbles or Convenience Yields? A Theoretical Explanation with Evidence from Technology Company Equity Carve-Outs," Working Papers 127045, Cornell University, Department of Applied Economics and Management.
• Curpăn Alina Mihaela, 2006. "Estimation Of Fair Value Of Equity Instruments Granted In Share-Based Payment Transactions," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(8), pages 1-19.
• Hada Teodor & Moraru Alin, 2006. "Fundamental Analisys, Decision For Stock Exchange Investments," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(8), pages 1-34.
• Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008. "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
  • Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der, 2006. "E&F Chaos: a user friendly software package for nonlinear economic dynamics," CeNDEF Working Papers 06-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Horst Hanusch & Andreas Pyka, 2007. "Applying a Comprehensive Neo-Schumpeterian Approach to Europe and Its Lisbon Agenda," Springer Books, in: Richard Tilly & Paul J. J. Welfens & Michael Heise (ed.), 50 Years of EU Economic Dynamics, chapter 0, pages 275-299, Springer.
  • Horst Hanusch & Andreas Pyka, 2006. "Applying a Comprehensive Neo-Schumpeterian Approach to Europe and its Lisbon Agenda," Discussion Paper Series 286, Universitaet Augsburg, Institute for Economics.
• Horst Hanusch & Andreas Pyka, 2006. "Manifesto for Comprehensive Neo-Schumpeterian Economics," Discussion Paper Series 289, Universitaet Augsburg, Institute for Economics.
• Tarek Coury & Emanuela Sciubba, 2012. "Belief heterogeneity and survival in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 37-58, January.
  • Tarek Coury & Emanuela Sciubba, 2006. "Belief Heterogeneity and Survival in Incomplete Markets," Birkbeck Working Papers in Economics and Finance 0613, Birkbeck, Department of Economics, Mathematics & Statistics.
• Alexander Melnikov & Yuliya Romanyuk, 2008. "Efficient Hedging And Pricing Of Equity-Linked Life Insurance Contracts On Several Risky Assets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 295-323.
  • Alexander Melnikov & Yuliya Romanyuk, 2006. "Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets," Staff Working Papers 06-43, Bank of Canada.
• Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2009. "Option-implied preferences adjustments, density forecasts, and the equity risk premium," Spanish Economic Review, Springer;Spanish Economic Association, vol. 11(2), pages 141-164, June.
  • Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2006. "Option-implied preferences adjustments, density forecasts, and the equity risk premium," Working Papers 0630, Banco de España.
• Fabio Panetta & Paolo Angelini & Giuseppe Grande & Aviram Levy & Roberto perli & Pinar Yesin & Stefan Gerlach & Srichander Ramaswam & Michela Scatigna, 2006. "The recent behaviour of financial market volatility," Questioni di Economia e Finanza (Occasional Papers) 2, Bank of Italy, Economic Research and International Relations Area.
• Benavides Guillermo, 2006. "Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models," Working Papers 2006-04, Banco de México.
• Burton Hollifield & Robert A. Miller & Patrik Sandås & Joshua Slive, 2006. "Estimating the Gains from Trade in Limit‐Order Markets," Journal of Finance, American Finance Association, vol. 61(6), pages 2753-2804, December.
  • Hollifield, Burton & SandÃ¥s, Patrik & Miller, Robert A. & Slive, Joshua, 2004. "Estimating the Gains From Trade in Limit Order Markets," CEPR Discussion Papers 4432, C.E.P.R. Discussion Papers.
• Eckhard Platen, 2006. "A Benchmark Approach To Finance," Mathematical Finance, Wiley Blackwell, vol. 16(1), pages 131-151, January.
  • Eckhard Platen, 2004. "A Benchmark Approach to Finance," Research Paper Series 138, Quantitative Finance Research Centre, University of Technology, Sydney.
• Morten Bennedsen & Sven E. Feldmann, 2006. "Lobbying Bureaucrats," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(4), pages 643-668, December.
  • Bennedsen, Morten & Feldmann, Sven E., 2007. "Lobbying Bureaucrats," Working Papers 04-2004, Copenhagen Business School, Department of Economics.
• Nildag Basak Ceylan, 2006. "The Effects of G-7 Countries’ Stock Markets on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(32), pages 37-56.
• Elisa Luciano & Wim Schoutens, 2006. "A multivariate jump-driven financial asset model," Quantitative Finance, Taylor & Francis Journals, vol. 6(5), pages 385-402.
  • Elisa Luciano & Wim Schoutens, 2005. "A Multivariate Jump-Driven Financial Asset Model," ICER Working Papers - Applied Mathematics Series 6-2005, ICER - International Centre for Economic Research.
  • Elisa Luciano & Wim Schoutens, 2006. "A Multivariate Jump-Driven Financial Asset Model," Carlo Alberto Notebooks 29, Collegio Carlo Alberto.
• Monetary and Financial Statistics Division, 2006. "Monetary and Financial Statistics," Handbooks, Centre for Central Banking Studies, Bank of England, number 25.
• Viviana Fernandez, 2006. "Extremal Dependence in European Capital Markets," Journal of Applied Economics, Taylor & Francis Journals, vol. 9(2), pages 275-293, November.
  • Viviana Fernández, 2006. "Extremal dependence in European capital markets," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 275-293, November.
• Pascalis Raimondos-Møller & Alan Woodland, 2014. "Steepest ascent tariff reform," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(1), pages 69-99, January.
  • Woodland, Alan D. & Raimondos-Møller, Pascalis, 2006. "Steepest Ascent Tariff Reforms," Working Papers 04-2006, Copenhagen Business School, Department of Economics.
  • Pascalis Raimondos & Alan D. Woodland, 2006. "Steepest Ascent Tariff Reforms," CESifo Working Paper Series 1760, CESifo.
  • Woodland, Alan D & Raimondos, Pascalis, 2006. "Steepest Ascent Tariff Reforms," CEPR Discussion Papers 5782, C.E.P.R. Discussion Papers.
• Oliver Hülsewig & Timo Wollmershäuser, 2006. "Makroökonomische Bedeutung von Vermögenspreisblase: Eine Event-Studie für die G4-Länder," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(19), pages 13-33, October.
• Stanislav Anatolyev & Dmitry Shakin, 2007. "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 87-104.
  • Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, New Economic School (NES).
  • Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, Center for Economic and Financial Research (CEFIR).
• Christian Hellwig & Guido Lorenzoni, 2009. "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, vol. 77(4), pages 1137-1164, July.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-Enforcing Debt," NBER Working Papers 12614, National Bureau of Economic Research, Inc.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-enforcing Debt," Levine's Bibliography 321307000000000383, UCLA Department of Economics.
• Antonio Cosma & Fausto Galli, 2006. "A Nonparametric ACD Model," LSF Research Working Paper Series 06-10, Luxembourg School of Finance, University of Luxembourg.
  • COSMA, Antonio & GALLI, Fausto, 2006. "A nonparametric ACD model," LIDAM Discussion Papers CORE 2006067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Cosma, Antonio & Galli, Fausto, 2014. "A non parametric ACD model," MPRA Paper 53990, University Library of Munich, Germany.
• CORONEO, Laura & VEREDAS, David, 2006. "Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation," LIDAM Discussion Papers CORE 2006077, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
  • GIOT, Pierre & GRAMMIG, Joachim, 2002. "How large is liquidity risk in an automated auction market ?," LIDAM Discussion Papers CORE 2002054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • GIOT, Pierre & GRAMMIG, Joachim, 2006. "How large is liquidity risk in an automated auction market?," LIDAM Reprints CORE 1846, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Pierre Giot & Joachim Grammig, 2002. "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002 2002-23, Department of Economics, University of St. Gallen.
• Arnoud W. A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor, 2008. "Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?," Journal of Finance, American Finance Association, vol. 63(4), pages 2013-2059, August.
  • Arnoud W.A. Boot & Radhakrishnan Gopaian & Anjan V. Thakor, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?," Tinbergen Institute Discussion Papers 06-011/2, Tinbergen Institute.
  • Thakor, Anjan & Boot, Arnoud & Gopalan, Radhakrishnan, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why Do Firms Go Private?," CEPR Discussion Papers 5510, C.E.P.R. Discussion Papers.
• Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Journal of Finance, American Finance Association, vol. 63(1), pages 119-158, February.
  • Foucault, Thierry & Menkveld, Albert, 2006. "Competition for order flow and smart order routing systems," HEC Research Papers Series 831, HEC Paris.
  • Foucault, Thierry & Menkveld, Albert J., 2006. "Competition for Order Flow and Smart Order Routing Systems," CEPR Discussion Papers 5523, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Post-Print hal-00459801, HAL.
  • Thierry Foucault, 2010. "Competition for Order Flow and Smart Order Routing Systems," Post-Print hal-00554030, HAL.
• Reichlin, Pietro, 2006. "Relating Output and Volatility in a Model of International Risk-Sharing with Limited Commitment," CEPR Discussion Papers 5557, C.E.P.R. Discussion Papers.
• Foucault, Thierry & Gehrig, Thomas, 2008. "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, vol. 88(1), pages 146-168, April.
  • Thierry Foucault, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00121054, HAL.
  • Gehrig, Thomas & Foucault, Thierry, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers 5722, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Thomas Gehrig, 2008. "Stock price informativeness, cross-listings and investment decisions," Post-Print hal-00459807, HAL.
  • Foucault, Thierry & Gehrig, Thomas, 2006. "Stock price informativeness, cross-listings and investment decisions," HEC Research Papers Series 840, HEC Paris.
  • Thierry Foucault & T. Gehrig, 2006. "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print halshs-00125690, HAL.
• Ramadorai, Tarun, 2006. "Persistence, Performance and Prices in Foreign Exchange Markets," CEPR Discussion Papers 5861, C.E.P.R. Discussion Papers.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2004. "The cost of banking regulation," Proceedings 937, Federal Reserve Bank of Chicago.
  • Guiso, Luigi & Zingales, Luigi & Sapienza, Paola, 2006. "The Cost of Banking Regulation," CEPR Discussion Papers 5864, C.E.P.R. Discussion Papers.
  • Luigi Guiso & Paola Sapienza & Luigi Zingales, 2006. "The Cost of Banking Regulation," NBER Working Papers 12501, National Bureau of Economic Research, Inc.
  • Luigi Guiso & Paola Sapienza & Luigi Zingales, 2007. "The Cost of Banking Regulation," Economics Working Papers ECO2007/43, European University Institute.
• Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, vol. 11(3), pages 381-396, August.
  • Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
  • Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006. "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers ECO2006/32, European University Institute.
  • Motta, Massimo & , & Argentesi, Elena, 2006. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," CEPR Discussion Papers 5912, C.E.P.R. Discussion Papers.
• Antonio Ciccone & Elias Papaioannou, 2006. "Adjustment to target capital, finance and growth," Economics Working Papers 982, Department of Economics and Business, Universitat Pompeu Fabra.
  • Ciccone, Antonio & Papaioannou, Elias, 2006. "Adjustment to Target Capital, Finance and Growth," CEPR Discussion Papers 5969, C.E.P.R. Discussion Papers.
• COSMA, Antonio & GALLI, Fausto, 2006. "A nonparametric ACD model," LIDAM Discussion Papers CORE 2006067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Antonio Cosma & Fausto Galli, 2006. "A Nonparametric ACD Model," LSF Research Working Paper Series 06-10, Luxembourg School of Finance, University of Luxembourg.
  • Cosma, Antonio & Galli, Fausto, 2014. "A non parametric ACD model," MPRA Paper 53990, University Library of Munich, Germany.
• Greta Falavigna, 2006. "Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks," CERIS Working Paper 200610, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
• Jan Melecký, 2006. "A Simple Stock Market Model Involving Delay," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 13(23).
• Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
  • Röthig, Andreas & Chiarella, Carl, 2009. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77372, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Edwin Lambregts & Daniël Ottens, 2006. "The Roots of Banking Crises in Emerging Market Economics: A Panel Data Approach," DNB Working Papers 084, Netherlands Central Bank, Research Department.
• Jan Willem van den End, 2006. "Indicator and boundaries of financial stability," DNB Working Papers 097, Netherlands Central Bank, Research Department.
• Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 479-500, December.
  • Catherine Bruneau & Amine Lahiani, 2006. "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," EconomiX Working Papers 2006-17, University of Paris Nanterre, EconomiX.
• Mohd Zaini Abd KARIM & Chan Sok GEE, 2006. "Stock Market Integration Between Malaysia and its Major Trading Partners (1994-2002)," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence," PIER Working Paper Archive 06-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence," Finance Working Papers 22075, East Asian Bureau of Economic Research.
  • Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence," Finance Working Papers 22481, East Asian Bureau of Economic Research.
• Abdul Qayyum & A. R. Kemal, 2006. "Volatility Spillover between the Stock Market and the Foreign Market in Pakistan," PIDE-Working Papers 2006:7, Pakistan Institute of Development Economics.
  • Abdul Qayyum & A. R. Kemal, 2006. "Volatility Spillover between the Stock Market and the Foreign Market in Pakistan," Finance Working Papers 22216, East Asian Bureau of Economic Research.
• Naim Sipra, 2006. "Mutual Fund Performance in Pakistan, 1995-2004," Finance Working Papers 22281, East Asian Bureau of Economic Research.
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence," PIER Working Paper Archive 06-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence," Finance Working Papers 22481, East Asian Bureau of Economic Research.
  • Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence," Finance Working Papers 22075, East Asian Bureau of Economic Research.
• Franzoni, Francesco, 2006. "Where is beta going ? the riskiness of value and small stocks," HEC Research Papers Series 829, HEC Paris.
• Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
  • Cassola, Nuno & Morana, Claudio, 2006. "Comovements in volatility in the euro money market," Working Paper Series 703, European Central Bank.
  • Nuno Cassola & Claudio Morana, 2007. "Comovements in Volatility in the Euro Money Market," ICER Working Papers 7-2007, ICER - International Centre for Economic Research.
• Koppl, Thorsten V., 2006. "Risk sharing through financial markets with endogenous enforcement of trades," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.
  • Thorsten V. Koeppl, 2004. "Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades," Working Paper 1048, Economics Department, Queen's University.
  • Koeppl, Thorsten Volker, 2004. "Risk sharing through financial markets with endogenous enforcement of trades," Working Paper Series 319, European Central Bank.
  • Thorsten V. Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.
• Manski, Charles F., 2006. "Interpreting the predictions of prediction markets," Economics Letters, Elsevier, vol. 91(3), pages 425-429, June.
  • Charles F. Manski, 2004. "Interpreting the Predictions of Prediction Markets," NBER Working Papers 10359, National Bureau of Economic Research, Inc.
• Beltratti, A. & Morana, C., 2006. "Breaks and persistency: macroeconomic causes of stock market volatility," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 151-177.
  • Andrea Beltratti & Claudio Morana, 2004. "Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility," Working Papers 20, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont.

2005

• Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing High House Prices: Bubbles, Fundamentals and Misperceptions," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 67-92, Fall.
  • Charles P. Himmelberg & Christopher J. Mayer & Todd M. Sinai, 2005. "Assessing high house prices: bubbles, fundamentals, and misperceptions," Staff Reports 218, Federal Reserve Bank of New York.
  • Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing High House Prices: Bubbles, Fundamentals, and Misperceptions," NBER Working Papers 11643, National Bureau of Economic Research, Inc.
• Zulauf, Carl R. & Zhou, Haijiang & Roberts, Matthew C., 2005. "Updating the Estimation of the Supply of Storage Model," 2005 Annual meeting, July 24-27, Providence, RI 19122, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
• Turgut Ozkan, 2005. "The Leverage Degrees of Companies Traded in Istanbul Stock Exchange," Anadolu University Journal of Social Sciences, Anadolu University, vol. 5(1), pages 237-256, June.
• Horst Hanusch & Andreas Pyka, 2007. "Principles of Neo-Schumpeterian Economics," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 31(2), pages 275-289, March.
  • Horst Hanusch & Andreas Pyka, 2005. "Principles of Neo-Schumpeterian Economics," Discussion Paper Series 278, Universitaet Augsburg, Institute for Economics.
• De Grauwe, Paul & Grimaldi, Marianna, 2004. "Bubbles and Crashes in a Behavioural Finance Model," Working Paper Series 164, Sveriges Riksbank (Central Bank of Sweden).
  • Paul De Grauwe & Marianna Grimaldi, 2005. "Bubbles and crashes in a Behavioural Finance Model," Working Papers de Economia (Economics Working Papers) 25, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
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• Alipi Alipiev, 2005. "Necessity and Prerequisites for the Debt Market Development in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 101-107.
• Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2005. "Testing the forecasting performace of IBEX 35 option implied risk neutral densities," Working Papers 0504, Banco de España.
• Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2005. "Medidas De Riesgo, Caracteristicas Y Técnicas De Medición: Una Aplicación Del Var Y El Es A La Tasa Interbancaria De Colombia," Borradores de Economia 3198, Banco de la Republica.
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• Luz Adriana Flórez & Carlos Esteban Posada & José Fernando Escobar, 2005. "Crédito y depósitos bancarios en Colombia (1990-2004): una relación de largo plazo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 23(48), pages 12-63, June.
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• Koresh Galil, 2005. "Ratings as Predictors of Default in the Long Term:an Empirical Investigation," Working Papers 0505, Ben-Gurion University of the Negev, Department of Economics.
• Ingo Fender & Janet Mitchell, 2005. "Structured finance : complexity, risk and the use of ratings," Financial Stability Review, National Bank of Belgium, vol. 3(1), pages 127-135, June.
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• Nikola Tarashev, 2005. "Structural models of default: lessons from firm-level data," BIS Quarterly Review, Bank for International Settlements, September.
• Eckhard Platen, 2005. "On The Role Of The Growth Optimal Portfolio In Finance," Australian Economic Papers, Wiley Blackwell, vol. 44(4), pages 365-388, December.
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• Randolph B. Cohen & Joshua D. Coval & Ľuboš Pástor, 2005. "Judging Fund Managers by the Company They Keep," Journal of Finance, American Finance Association, vol. 60(3), pages 1057-1096, June.
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• René M. Stulz, 2007. "The Limits of Financial Globalization," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(1), pages 8-15, January.
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• Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, August.
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• Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist, 2005. "Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions," Journal of Finance, American Finance Association, vol. 60(4), pages 1865-1902, August.
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• Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005. "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 437-462, May.
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• Ming Dong & David Hirshleifer, 2005. "A Generalized Earnings‐Based Stock Valuation Model," Manchester School, University of Manchester, vol. 73(s1), pages 1-31, September.
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• Keith Blackburn & Niloy Bose & Salvatore Capasso, 2005. "Financial Development, Financing Choice and Economic Growth," Review of Development Economics, Wiley Blackwell, vol. 9(2), pages 135-149, May.
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• Prasanna Gai & Nicholas Vause, 2006. "Measuring Investors' Risk Appetite," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
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• Lucey, Brian M. & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis : evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition.
• Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2005. "Measuring Liquidity in the Greek Government Securities Market," Working Papers 23, Bank of Greece.
• Chen, An, 2008. "Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1035-1049, June.
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• Antje Mahayni & Michael Suchanecki, 2005. "Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten," Bonn Econ Discussion Papers bgse8_2005, University of Bonn, Germany.
• Diego García & Francesco Sangiorgi & Branko Urošević, 2007. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 313-336, February.
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• Piotr Wdowinski, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series 1557, CESifo.
• Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005. "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series 1570, CESifo.
• Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," Research Department Publications 4399, Inter-American Development Bank, Research Department.
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  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit To Small And Medium Sized Enterprises: The Role Of Creditor Protection," Documentos CEDE 2049, Universidad de los Andes, Facultad de Economía, CEDE.
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• Charles Leung, 2007. "Equilibrium Correlations of Asset Price and Return," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 233-256, February.
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• Charles Leung, 2007. "Equilibrium Correlations of Asset Price and Return," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 233-256, February.
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• Deidda, Luca & Fattouh, Bassam, 2008. "Banks, financial markets and growth," Journal of Financial Intermediation, Elsevier, vol. 17(1), pages 6-36, January.
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• Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," Working Papers Central Bank of Chile 347, Central Bank of Chile.
  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit To Small And Medium Sized Enterprises: The Role Of Creditor Protection," Documentos CEDE 2049, Universidad de los Andes, Facultad de Economía, CEDE.
  • Galindo, Arturo & Micco, Alejandro, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," IDB Publications (Working Papers) 1305, Inter-American Development Bank.
  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," Research Department Publications 4399, Inter-American Development Bank, Research Department.
• Nikita Ratanov, 2005. "Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts," Borradores de Investigación 3410, Universidad del Rosario.
• Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo, 2005. "Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia," Borradores de Economia 343, Banco de la Republica de Colombia.
  • Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2005. "Medidas De Riesgo, Caracteristicas Y Técnicas De Medición: Una Aplicación Del Var Y El Es A La Tasa Interbancaria De Colombia," Borradores de Economia 3198, Banco de la Republica.
• David Quintana Montero & Pedro Isasi Vinuela., 2005. "Revisión de precios y reputación de asesores financieros: dos propuestas de índices para explicar el rendimiento a corto plazo de las salida," Estudios Gerenciales, Universidad Icesi, March.
• Nikita Ratanov, 2005. "Pricing Options under Telegraph Processes," Revista de Economía del Rosario, Universidad del Rosario, December.
• Luís Diego Vélez Gómez, 2005. "Un juicio sobre el valor presente neto como criterio de decisión," Ensayos de Economía 9018, Universidad Nacional de Colombia Sede Medellín.
• Carlos Caballero, 2005. "Las crisis financieras del último cuarto del siglo XX," Coyuntura Económica, Fedesarrollo, December.
• Joaquín Bernal, 2005. "Infraestructura del mercado financiero," Coyuntura Económica, Fedesarrollo, December.
• HAMADI, Malika & RENGIFO, Erick & SALZMAN, Diego, 2005. "Illusionary finance and trading behavior," LIDAM Discussion Papers CORE 2005004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009. "Commonalities in the order book," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 209-242, September.
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  • Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G., 2009. "Commonalities in the order book," CFR Working Papers 09-05, University of Cologne, Centre for Financial Research (CFR).
• Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques) 2005015, Université catholique de Louvain, Département des Sciences Economiques.
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• Eckbo, B. Espen & Norli, Oyvind, 2005. "Liquidity risk, leverage and long-run IPO returns," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 1-35, March.
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• Martin Lettau & Jessica A. Wachter, 2007. "Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium," Journal of Finance, American Finance Association, vol. 62(1), pages 55-92, February.
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• Martin Lettau & Sydney Ludvigson, 2009. "Euler Equation Errors," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 255-283, April.
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  • Martin Lettau & Sydney C. Ludvigson, 2005. "Euler Equation Errors," NBER Working Papers 11606, National Bureau of Economic Research, Inc.
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• Martin Lettau & Sydney Ludvigson, 2009. "Euler Equation Errors," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 255-283, April.
  • Sydney C. Ludvigson & Martin Lettau, 2005. "Euler Equation Errors," 2005 Meeting Papers 487, Society for Economic Dynamics.
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• Fecht, Falko & Grüner, Hans Peter, 2005. "Financial integration and systemic risk," Discussion Paper Series 2: Banking and Financial Studies 2005,11, Deutsche Bundesbank.
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• Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
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• Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009. "Commonalities in the order book," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 209-242, September.
  • BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim, 2005. "Commonalities in the order book," LIDAM Discussion Papers CORE 2005011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG, 2005. "Commonalities in the order book," Discussion Papers (ECON - Département des Sciences Economiques) 2005014, Université catholique de Louvain, Département des Sciences Economiques.
  • BELTRAN-LOPEZ, Héléna & GIOT, Pierre & GRAMMIG, Joachim, 2009. "Commonalities in the order book," LIDAM Reprints CORE 2195, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G., 2009. "Commonalities in the order book," CFR Working Papers 09-05, University of Cologne, Centre for Financial Research (CFR).
• Chin-Tsai Lin & Yi-Hsien Wang, 2005. "An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 169-183, May.
• Chang Dan & Hong Gu & Kuan Xu, 2005. "The Impact of Hedging on Stock Return and Firm Value: New Evidence from Canadian Oil and Gas Companies," Department of Economics at Dalhousie University working papers archive hedging, Dalhousie, Department of Economics.
• Daniel Ottens & Edwin Lambregts & Steven Poelhekke, 2005. "Credit Booms in Emerging Market Economies: A Recipe for Banking Crises?," DNB Working Papers 046, Netherlands Central Bank, Research Department.
• Sadakazu Osaki, 2005. "Reforming Japan's Capital Markets," Finance Working Papers 22314, East Asian Bureau of Economic Research.
• Nobuyoshi Yamori & Narunto Nishigaki, 2005. "The Public Financial System in Japan - Re-verification of the ballooning theory and the privileged government enterprise theory -," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 1(1), pages 33-48, March.
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• Da Rin, Marco & Nicodano, Giovanna & Sembenelli, Alessandro, 2006. "Public policy and the creation of active venture capital markets," Journal of Public Economics, Elsevier, vol. 90(8-9), pages 1699-1723, September.
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• Monnet, Cyril & Quintin, Erwan, 2007. "Why do financial systems differ? History matters," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1002-1017, May.
  • Cyril Monnet & Erwan Quintin, 2004. "Why do financial systems differ? History matters," Center for Latin America Working Papers 0304, Federal Reserve Bank of Dallas.
  • Monnet, Cyril & Quintin, Erwan, 2005. "Why do financial systems differ? History matters," Working Paper Series 442, European Central Bank.
  • Cyril Monnet & Erwan Quintin, 2005. "Why do financial systems differ? History matters," 2005 Meeting Papers 275, Society for Economic Dynamics.
• Loh, Roger & Mian, G. Mujtaba, 2005. "Do Accurate Earnings Forecasts Facilitate Superior Investment Recommendations?," Working Paper Series 2004-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• René M. Stulz, 2007. "The Limits of Financial Globalization," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(1), pages 8-15, January.
  • René M. Stulz, 2005. "The Limits of Financial Globalization," Journal of Finance, American Finance Association, vol. 60(4), pages 1595-1638, August.
  • Rene M. Stulz, 2005. "The Limits of Financial Globalization," NBER Working Papers 11070, National Bureau of Economic Research, Inc.
  • Stulz, Rene M., 2005. "The Limits of Financial Globalization," Working Paper Series 2005-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Mark Carey & René M. Stulz, 2007. "The Risks of Financial Institutions," NBER Books, National Bureau of Economic Research, Inc, number care06-1, October.
  • Mark Carey & Rene M. Stulz, 2005. "The Risks of Financial Institutions," NBER Working Papers 11442, National Bureau of Economic Research, Inc.
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• Bernadette A. Minton & René Stulz & Rohan Williamson, 2005. "How Much Do Banks Use Credit Derivatives to Reduce Risk?," NBER Working Papers 11579, National Bureau of Economic Research, Inc.
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• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
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  • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series 2005-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Eckbo, B. Espen & Norli, Oyvind, 2005. "Liquidity risk, leverage and long-run IPO returns," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 1-35, March.
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• Rousseau, Peter L. & Sylla, Richard, 2005. "Emerging financial markets and early US growth," Explorations in Economic History, Elsevier, vol. 42(1), pages 1-26, January.
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• Jonas Vlachos & Daniel Waldenström, 2005. "International financial liberalization and industry growth," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 263-284.
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• Jesús Téllez Gaytán & Pablo López Sarabia, 2005. "A Comparative Analysis Of Volatility Models In Some Emerging Stock Exchanges," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 4(2), pages 127-147, Junio 200.
• Juan Carlos Gómez Sala & Germán López Espinosa, 2005. "El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español," Working Papers. Serie EC 2005-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Martin Barner & Francesco Feri & Charles R. Plott, 2005. "On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market," Annals of Finance, Springer, vol. 1(1), pages 73-107, January.
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• Robert Fernholz & Ioannis Karatzas, 2005. "Relative arbitrage in volatility-stabilized markets," Annals of Finance, Springer, vol. 1(2), pages 149-177, November.
• Wolfgang Breymann & Leah Kelly & Eckhard Platen, 2005. "Intraday Empirical Analysis and Modeling of Diversified World Stock Indices," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(1), pages 1-28, March.
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• Mirko Cardinale & Mike Orszag, 2005. "Severance Pay and Corporate Finance: Empirical Evidence from a Panel of Austrian and Italian Firms," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 32(3), pages 309-343, September.
• Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," Review of Finance, European Finance Association, vol. 9(4), pages 537-567.
  • Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," Review of Finance, Springer, vol. 9(4), pages 537-567, December.
  • Luigi Guiso & Tullio Jappelli, 2003. "Awareness and Stock Market Participation," CSEF Working Papers 110, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Jun 2004.
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• Dorota Witkowska & Edyta Marcinkiewicz, 2005. "Construction and Evaluation of Trading Systems: Warsaw Index Futures," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 11(1), pages 83-92, February.
• Post, Thierry, 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 efec," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 7-25, Abril.
• Santana Jiménez, Yolanda & Pérez Rodríguez, Jorge Vicente, 2005. "El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 187-206, Abril.
• Spronk, Jaap & Segovia, Trinidad & Evangelista, Juan, 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," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 29-44, Abril.
• Gómez Déniz, Emilio & León Santana, Miguel, 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," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 79-91, Abril.
• López Martín, Mª Del Carmen & Rodero Franganillo, Adolfo, 2005. "Los activos de las instituciones de inversión colectiva de carácter financiero/Assets by Financial Institutions for Collective Investment," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 93-124, Abril.
• Moral Carcedo, Julián & Sánchez González, Julián, 2005. "Restricciones financieras y de liquidez: reforzando el acelerador “ financiero “/“Financial and Liquidity Constraints: Reinforcing the Financial Accelerator Mechanism”," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 125-149, Abril.
• Villar Frexedas, Oscar & Vayá, Esther, 2005. "Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 151-165, Abril.
• Maurice J. Roche, 2006. "The equity premium puzzle and decreasing relative risk aversion," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 2(3), pages 179-182.
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• Darren Butterworth & Phil Holmes, 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," Multinational Finance Journal, Multinational Finance Journal, vol. 9(3-4), pages 131-160, September.
• Lawrence Kryzanowski & Skander Lazrak & Ian Rakita, 2005. "The Behavior of Prices, Trades and Spreads for Canadian IPO’s," Multinational Finance Journal, Multinational Finance Journal, vol. 9(3-4), pages 215-236, September.
• Nobuyoshi Yamori & Narunto Nishigaki, 2005. "The Public Financial System in Japan - Re-verification of the ballooning theory and the privileged government enterprise theory -," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 1(1), pages 33-48, March.
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• Pascal Gourdel & Leila Triki, 2005. "Incomplete markets and monetary policy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00193970, HAL.
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• Mohamed Ben Abdallah & Iuliana Matei, 2005. "Crise et contagion : cas des pays de l'Europe de l'Est," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194873, HAL.
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• Capelle-Blancard, Gunther & Couppey-Soubeyran, Jezabel & Soulat, Laurent, 2008. "The measurement of financial intermediation in Japan," Japan and the World Economy, Elsevier, vol. 20(1), pages 40-60, January.
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• Janet Mitchell, 2005. "Financial intermediation theory and implications for the sources of value in structured finance markets," Working Paper Document 71, National Bank of Belgium.
• Ingo Fender & Janet Mitchell, 2005. "Structured finance: complexity, risk and the use of ratings," BIS Quarterly Review, Bank for International Settlements, June.
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• Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu, 2005. "Mimicking Portfolios with Conditioning Information," NBER Working Papers 11020, National Bureau of Economic Research, Inc.
• René M. Stulz, 2007. "The Limits of Financial Globalization," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(1), pages 8-15, January.
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• Peter Hecht & Tuomo Vuolteenaho, 2005. "Explaining Returns with Cash-Flow Proxies," NBER Working Papers 11169, National Bureau of Economic Research, Inc.
• Mark Carey & René M. Stulz, 2007. "The Risks of Financial Institutions," NBER Books, National Bureau of Economic Research, Inc, number care06-1, October.
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• Ludvigson, Sydney C. & Ng, Serena, 2007. "The empirical risk-return relation: A factor analysis approach," Journal of Financial Economics, Elsevier, vol. 83(1), pages 171-222, January.
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• Bruce N. Lehmann, 2005. "Notes for a Contingent Claims Theory of Limit Order Markets," NBER Working Papers 11533, National Bureau of Economic Research, Inc.
• Minton, Bernadette A. & Stulz, Rene M. & Williamson, Rohan, 2005. "How Much Do Banks Use Credit Derivatives to Reduce Risk?," Working Paper Series 2005-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Martin Lettau & Sydney Ludvigson, 2009. "Euler Equation Errors," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 255-283, April.
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  • Martin Lettau & Sydney C. Ludvigson, 2005. "Euler Equation Errors," NBER Working Papers 11606, National Bureau of Economic Research, Inc.
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• Caballero, Ricardo J. & Krishnamurthy, Arvind, 2006. "Bubbles and capital flow volatility: Causes and risk management," Journal of Monetary Economics, Elsevier, vol. 53(1), pages 35-53, January.
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• Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing High House Prices: Bubbles, Fundamentals and Misperceptions," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 67-92, Fall.
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• Sydney C. Ludvigson & Serena Ng, 2009. "Macro Factors in Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5027-5067, December.
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• Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005. "The Myth of Long-Horizon Predictability," NBER Working Papers 11841, National Bureau of Economic Research, Inc.
• Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stability of the Wealth Effect," School of Economics Discussion Papers 1405, School of Economics, University of Surrey.
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• Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Tinbergen Institute Discussion Papers 05-092/4, Tinbergen Institute.
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• Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
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• Joaquim Oliveira Martins & Frédéric Gonand & Pablo Antolín & Christine de la Maisonneuve & Kwang-Yeol Yoo, 2005. "The Impact of Ageing on Demand, Factor Markets and Growth," OECD Economics Department Working Papers 420, OECD Publishing.
• Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," Review of Finance, Springer, vol. 9(4), pages 537-567, December.
  • Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," Review of Finance, European Finance Association, vol. 9(4), pages 537-567.
  • Luigi Guiso & Tullio Jappelli, 2003. "Awareness and Stock Market Participation," CSEF Working Papers 110, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Jun 2004.
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• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
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• Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 513-544, National Bureau of Economic Research, Inc.
  • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers 11069, National Bureau of Economic Research, Inc.
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  • Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Practical volatility and correlation modeling for financial market risk management," CFS Working Paper Series 2005/02, Center for Financial Studies (CFS).
• Carlos F. alves & Victor Mendes, 2005. "Institutional Investor Activism: Does the Portfolio Management Skill Matter?," FEP Working Papers 184, Universidade do Porto, Faculdade de Economia do Porto.
• Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2005. "Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE," MPRA Paper 13586, University Library of Munich, Germany, revised 10 Oct 2008.
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• Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L., 2005. "Hurst exponents, Markov processes, and nonlinear diffusion equations," MPRA Paper 2152, University Library of Munich, Germany.
• Qayyum, Abdul & Mohsin, H, 2005. "The Integration of Financial Markets: Empirical Evidence from South Asian Countries," MPRA Paper 2364, University Library of Munich, Germany, revised 2005.
• Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2006. "Liquidity and Asset Prices," Foundations and Trends(R) in Finance, now publishers, vol. 1(4), pages 269-364, February.
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• Espinosa Méndez, Christian, 2005. "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos [Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper 2794, University Library of Munich, Germany, revised 30 Jun 2006.
• John Cotter & Simon Stevenson, 2006. "Multivariate Modeling of Daily REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 305-325, May.
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• Yalincak, Orhun Hakan, 2005. "Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula)," MPRA Paper 63208, University Library of Munich, Germany.
• Magni, Carlo Alberto, 2005. "Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I," MPRA Paper 7359, University Library of Munich, Germany, revised 27 Feb 2008.
• Jaroslava Durčáková & Martin Mandel & Vladimír Tomšík, 2005. "Dynamický model nekryté úrokové parity (teorie a empirická verifikace v tranzitivních ekonomikách) [Dynamic model of uncovered interest rate parity (theory and empirical verification in the transit," Politická ekonomie, Prague University of Economics and Business, vol. 2005(3), pages 291-303.
• Gisèle Chanel-Reynaud & Dominique Chabert, 2005. "L’infrastructure financière européenne, base d’un espace financier intégré," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 289-308.
• Patrick Bisciari & Alain Durré, 2005. "La bulle « Internet », un remake de la bulle de 1929 ?," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 157-169.
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• J.P.A. Sagaram & J. Wickramanayake, 2005. "Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(232), pages 21-51.
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• J.P.A. Sagaram & J. Wickramanayake, 2005. "Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(232), pages 21-51.
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• Terenzio Cozzi, 2005. "Una rivisitazione delle teorie di Modigliani sulla finanza," Moneta e Credito, Economia civile, vol. 58(230-231), pages 233-254.
• John Board & Charles Sutcliffe, 2007. "Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate," Economic Analysis, Institute of Economic Sciences, vol. 40(3-4), pages 87-118.
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• Carol Alexander & Andreza Barbosa, 2005. "Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds," ICMA Centre Discussion Papers in Finance icma-dp2005-16, Henley Business School, University of Reading.
• Monnet, Cyril & Quintin, Erwan, 2007. "Why do financial systems differ? History matters," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1002-1017, May.
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• Martin Lettau & Jessica A. Wachter, 2007. "Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium," Journal of Finance, American Finance Association, vol. 62(1), pages 55-92, February.
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• Martin Lettau & Sydney Ludvigson, 2009. "Euler Equation Errors," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 255-283, April.
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• DeGennaro, Ramon P., 2005. "Market imperfections," Journal of Financial Transformation, Capco Institute, vol. 14, pages 107-117.
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• Bortoli, Luke & Frino, Alex & Jarnecic, Elvis, 2005. "The impact of automation on the cost of transacting in futures markets," Journal of Financial Transformation, Capco Institute, vol. 14, pages 87-93.
• Emilio Barucci & Carlo Bianchi & Angelica Passaponti, 2005. "Comportamenti imitativi tra gli analisti finanziari nel mercato finanziario italiano," Rivista di Politica Economica, SIPI Spa, vol. 95(3), pages 103-136, May-June.
• Wolfgang Gerke & Ferdinand Mager & Alexander Röhrs, 2005. "Twenty Years of International Diversification from a German Perspective," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 57(2), pages 86-102, April.
• Egon Zakrajsek & Andrew Levin & Roberto Perli, 2005. "The Determinants of Market Frictions in the Corporate Market," Computing in Economics and Finance 2005 379, Society for Computational Economics.
• Manuel Ammann, 2005. "Eigenschaften von Verwaltungsräten und Unternehmensperformance," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 1-22, March.
• Lisa Borland & Jean-Philippe Bouchaud, 2005. "On a multi-timescale statistical feedback model for volatility fluctuations," Science & Finance (CFM) working paper archive 500059, Science & Finance, Capital Fund Management.
• Quentin Michard & Jean-Philippe Bouchaud, 2005. "Theory of collective opinion shifts: from smooth trends to abrupt swings," Science & Finance (CFM) working paper archive 500060, Science & Finance, Capital Fund Management.
• Lisa Borland & Jean-Philippe Bouchaud & Jean-Francois Muzy & Gilles Zumbach, 2005. "The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond," Science & Finance (CFM) working paper archive 500061, Science & Finance, Capital Fund Management.
• Tomas Björk & Henrik Hult, 2005. "A note on Wick products and the fractional Black-Scholes model," Finance and Stochastics, Springer, vol. 9(2), pages 197-209, April.
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• Goetzmann, William N. & Massa, Massimo, 2005. "Dispersion of opinion and stock returns," Journal of Financial Markets, Elsevier, vol. 8(3), pages 324-349, August.
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• Vahamaa, Sami, 2005. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Journal of Economics and Business, Elsevier, vol. 57(1), pages 23-38.
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• Lettau, Martin & Ludvigson, Sydney C., 2005. "Expected returns and expected dividend growth," Journal of Financial Economics, Elsevier, vol. 76(3), pages 583-626, June.
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• Acharya, Viral V. & Pedersen, Lasse Heje, 2005. "Asset pricing with liquidity risk," Journal of Financial Economics, Elsevier, vol. 77(2), pages 375-410, August.
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• Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005. "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October.
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• Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2005. "'Some contagion, some interdependence': More pitfalls in tests of financial contagion," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1177-1199, December.
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• Muermann, Alexander & Shore, Stephen H., 2005. "Spot market power and future market trading," LSE Research Online Documents on Economics 24644, London School of Economics and Political Science, LSE Library.
• Battalio, Robert & Ellul, Andrew & Jennings, Robert, 2005. "Reputation effects in trading on the New York Stock Exchange," LSE Research Online Documents on Economics 24659, London School of Economics and Political Science, LSE Library.
• Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2005. "Testing the forecasting performace of IBEX 35 option implied risk neutral densities," Working Papers 0504, Banco de España.
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• Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo, 2005. "Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
• Aktham I. Maghyereh & Sadeg J. Abul, 2005. "The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 8(2), pages 194-209, Winter.
• de Jong, C.M., 2005. "The Nature of Power Spikes: a regime-switch approach," ERIM Report Series Research in Management ERS-2005-052-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Urs von Arx, 2005. "Principle guided investing: The use of negative screens and its implications for green investors," CER-ETH Economics working paper series 05/45, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Olivier Scaillet, 2005. "A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence," FAME Research Paper Series rp128, International Center for Financial Asset Management and Engineering.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
  • Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005. "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series 2005-4, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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  • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering.
• Julien Hugonnier & Erwan Morellec & Suresh Sundaresan, 2005. "Growth Options in General Equilibrium: Some Asset Pricing Implications," FAME Research Paper Series rp138, International Center for Financial Asset Management and Engineering.
• Scaillet, Olivier, 2007. "Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 533-543, March.
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• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005. "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series rp159, International Center for Financial Asset Management and Engineering.
• DeGennaro, Ramon P., 2005. "Market imperfections," Journal of Financial Transformation, Capco Institute, vol. 14, pages 107-117.
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• Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
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• Falko Fecht & Antoine Martin, 2009. "Banks, markets, and efficiency," Annals of Finance, Springer, vol. 5(2), pages 131-160, March.
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• Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing High House Prices: Bubbles, Fundamentals and Misperceptions," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 67-92, Fall.
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• Loretta J. Mester & Leonard I. Nakamura & Micheline Renault, 2007. "Transactions Accounts and Loan Monitoring," The Review of Financial Studies, Society for Financial Studies, vol. 20(3), pages 529-556.
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• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September.
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  • Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005. "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series rp135, International Center for Financial Asset Management and Engineering.
• Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stability of the Wealth Effect," School of Economics Discussion Papers 1405, School of Economics, University of Surrey.
  • Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2005. "On the Stability of the Wealth Effect," GEMF Working Papers 2005-17, GEMF, Faculty of Economics, University of Coimbra.
  • Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stablity of the Wealth Effect," NIPE Working Papers 14/2005, NIPE - Universidade do Minho.
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• Pascal Gourdel & Leila Triki, 2005. "Incomplete markets and monetary policy," Cahiers de la Maison des Sciences Economiques b05024, Université Panthéon-Sorbonne (Paris 1).
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• Mohamed Ben Abdallah & Iuliana Matei, 2005. "Crise et contagion : cas des pays de l'Europe de l'Est," Cahiers de la Maison des Sciences Economiques bla05044, Université Panthéon-Sorbonne (Paris 1).
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• Capelle-Blancard, Gunther & Couppey-Soubeyran, Jezabel & Soulat, Laurent, 2008. "The measurement of financial intermediation in Japan," Japan and the World Economy, Elsevier, vol. 20(1), pages 40-60, January.
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• Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques) 2005015, Université catholique de Louvain, Département des Sciences Economiques.
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• Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques) 2005015, Université catholique de Louvain, Département des Sciences Economiques.
  • A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268760, HAL.
  • A. Durre & H. Beltran & P. Giot, 2006. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00260906, HAL.
  • A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268757, HAL.
  • A. Durre & H. Beltran & P. Giot, 2006. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00260870, HAL.
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• Patrick Bisciari & Alain Durré, 2005. "La bulle « Internet », un remake de la bulle de 1929 ?," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 157-169.
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• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print halshs-00005043, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011. "Limit Order Book as a Market for Liquidity," Working Papers hal-00597190, HAL.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," Post-Print hal-00459785, HAL.
  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Mohamed Ben Abdallah & Iuliana Matei, 2005. "Crise et contagion : cas des pays de l'Europe de l'Est," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194873, HAL.
  • Mohamed Ben Abdallah & Iuliana Matei, 2005. "Crise et contagion : cas des pays de l'Europe de l'Est," Post-Print halshs-00194873, HAL.
  • Mohamed Ben Abdallah & Iuliana Matei, 2005. "Crise et contagion : cas des pays de l'Europe de l'Est," Cahiers de la Maison des Sciences Economiques bla05044, Université Panthéon-Sorbonne (Paris 1).
• Capelle-Blancard, Gunther & Couppey-Soubeyran, Jezabel & Soulat, Laurent, 2008. "The measurement of financial intermediation in Japan," Japan and the World Economy, Elsevier, vol. 20(1), pages 40-60, January.
  • Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat, 2005. "The measurement of financial intermediation in Japan," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00197104, HAL.
  • Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat, 2005. "The measurement of financial intermediation in Japan," Post-Print halshs-00197104, HAL.
  • Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat, 2005. "The measurement of financial intermediation in Japan," Cahiers de la Maison des Sciences Economiques bla05080, Université Panthéon-Sorbonne (Paris 1), revised Nov 2005.
  • Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat, 2008. "The measurement of financial intermediation in Japan," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00265547, HAL.
  • Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat, 2008. "The measurement of financial intermediation in Japan," Post-Print halshs-00265547, HAL.
• Marion Soulerot & Samuel Sponem & Laurent Deville, 2005. "Les réactions du marché à l'annonce de programmes de réduction des coûts : une étude exploratoire sur les entreprises du CAC 40," Post-Print halshs-00150460, HAL.
  • Laurent Deville & Marion Soulerot & Samuel Sponem, 2005. "Les Réactions Du Marché À L'Annonce De Programmes De Reduction Des Couts : Une Étude Exploratoire Sur Les Entreprises Du Cac 40," Post-Print halshs-00581183, HAL.
• Bakshi, Gurdip & Chen, Zhiwu & Hjalmarsson, Erik, 2005. "Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures," Working Papers in Economics 159, University of Gothenburg, Department of Economics.
• Annastiina Silvennoinen & Timo Teräsvirta, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series 168, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Silvennoinen, Annastiina & Teräsvirta, Timo, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," SSE/EFI Working Paper Series in Economics and Finance 577, Stockholm School of Economics, revised 01 Oct 2005.
• Tomas Björk & Henrik Hult, 2005. "A note on Wick products and the fractional Black-Scholes model," Finance and Stochastics, Springer, vol. 9(2), pages 197-209, April.
  • Björk, Tomas & Hult, Henrik, 2005. "A Note on Wick Products and the Fractional Black-Scholes Model," SSE/EFI Working Paper Series in Economics and Finance 596, Stockholm School of Economics.
• Queijo, Virginia, 2005. "How Important are Financial Frictions in the U.S. and Euro Area?," Seminar Papers 738, Stockholm University, Institute for International Economic Studies.
  • Queijo von Heideken, Virginia, 2008. "How Important are Financial Frictions in the U.S. and the Euro Area?," Working Paper Series 223, Sveriges Riksbank (Central Bank of Sweden).
• Jörnsten, Kurt & Ubøe, Jan, 2005. "Efficient Statistical Equilibria in Markets," Discussion Papers 2005/2, Norwegian School of Economics, Department of Business and Management Science.
• Lindset, Snorre & Persson, Svein-Arne, 2006. "A note on a barrier exchange option: The world's simplest option formula?," Finance Research Letters, Elsevier, vol. 3(3), pages 207-211, September.
  • Lindset, Snorre & Persson, Svein-Arne, 2005. "A Note on a Barrier Exchange Option: The World’s Simplest Option Formula?," Discussion Papers 2005/5, Norwegian School of Economics, Department of Business and Management Science.
• Gjerde, Øystein & Knivsflå, Kjell Henry & Sættem, Frode, 2005. "The Value Relevance of Financial Reporting on the Oslo Stock Exchange over the Period 1964-2003," Discussion Papers 2005/23, Norwegian School of Economics, Department of Business and Management Science.
• Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, vol. 12(1), pages 1-31, February.
  • Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," Sonderforschungsbereich 504 Publications 05-33, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  • Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," SIFR Research Report Series 35, Institute for Financial Research.
• Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 1-36, June.
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  • Glaser, Markus & Weber, Martin, 2003. "Overconfidence and Trading Volume," Sonderforschungsbereich 504 Publications 03-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  • Weber, Martin & Glaser, Markus, 2003. "Overconfidence and Trading Volume," CEPR Discussion Papers 3941, C.E.P.R. Discussion Papers.
• Balvers, Ronald & Wu, Yangru, 2010. "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, vol. 13(1), pages 129-156, February.
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• Zhijun Zhao & Yue Ma & Yuhui Liu, 2005. "Equity Valuation in Mainland China and Hong Kong: The Chinese A-H Share Premium," Working Papers 142005, Hong Kong Institute for Monetary Research.
• Koch, Alexander K. & Lazarov, Zdravetz, 2001. "Clustering of Trading Activity in the DAX Index Options Market," Bonn Econ Discussion Papers 30/2001, University of Bonn, Bonn Graduate School of Economics (BGSE).
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• Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer, 2005. "Predicting Bankruptcy with Support Vector Machines," SFB 649 Discussion Papers SFB649DP2005-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Claudio Morana & Andrea Beltratti, 2006. "Structural breaks and common factors in the volatility of the Fama-French factor portfolios," Applied Financial Economics, Taylor & Francis Journals, vol. 16(14), pages 1059-1073.
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• Elisa Luciano & Wim Schoutens, 2006. "A multivariate jump-driven financial asset model," Quantitative Finance, Taylor & Francis Journals, vol. 6(5), pages 385-402.
  • Elisa Luciano & Wim Schoutens, 2005. "A Multivariate Jump-Driven Financial Asset Model," ICER Working Papers - Applied Mathematics Series 6-2005, ICER - International Centre for Economic Research.
  • Elisa Luciano & Wim Schoutens, 2006. "A Multivariate Jump-Driven Financial Asset Model," Carlo Alberto Notebooks 29, Collegio Carlo Alberto.
• Arturo Galindo & Alejandro Micco, 2005. "Bank Credit To Small And Medium Sized Enterprises: The Role Of Creditor Protection," Documentos CEDE 2049, Universidad de los Andes, Facultad de Economía, CEDE.
  • Galindo, Arturo & Micco, Alejandro, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," IDB Publications (Working Papers) 1305, Inter-American Development Bank.
  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," Research Department Publications 4399, Inter-American Development Bank, Research Department.
  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," Working Papers Central Bank of Chile 347, Central Bank of Chile.
• Arturo Galindo & Alejandro Micco, 2005. "Bank Credit To Small And Medium Sized Enterprises: The Role Of Creditor Protection," DOCUMENTOS CEDE 002049, UNIVERSIDAD DE LOS ANDES-CEDE.
  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," IDB Publications (Working Papers) 6455, Inter-American Development Bank.
  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," Research Department Publications 4399, Inter-American Development Bank, Research Department.
  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," Working Papers Central Bank of Chile 347, Central Bank of Chile.
• Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," Working Papers Central Bank of Chile 347, Central Bank of Chile.
  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," Research Department Publications 4399, Inter-American Development Bank, Research Department.
  • Arturo Galindo & Alejandro Micco, 2005. "Bank Credit To Small And Medium Sized Enterprises: The Role Of Creditor Protection," Documentos CEDE 2049, Universidad de los Andes, Facultad de Economía, CEDE.
  • Galindo, Arturo & Micco, Alejandro, 2005. "Bank Credit to Small and Medium-Sized Enterprises: The Role of Creditor Protection," IDB Publications (Working Papers) 1305, Inter-American Development Bank.
• Eric Smith & Martin Shubik, 2005. "Strategic freedom, constraint, and symmetry in one-period markets with cash and credit payment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 513-551, April.
  • Martin Shubik & Eric Smith, 2003. "Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment," Cowles Foundation Discussion Papers 1420, Cowles Foundation for Research in Economics, Yale University.
  • Martin Shubik & David Eric Smith, 2004. "Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment," Yale School of Management Working Papers ysm379, Yale School of Management.
• Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 983-997, June.
  • Giovanni Cespa, 2002. "Giffen goods and market making," Economics Working Papers 681, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2003.
  • Giovanni Cespa, 2015. "Giffen Goods and Market Making," Working Papers 68, Barcelona School of Economics.
  • Giovanni Cespa, 2003. "Giffen Goods and Market Making," CSEF Working Papers 97, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Luis Braido, 2005. "General equilibrium with endogenous securities and moral hazard," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(1), pages 85-101, July.
  • Luis H. B. Braido, 2004. "General Equilibrium with Endogenous Securities and Moral Hazard," Microeconomics 0407007, University Library of Munich, Germany.
• Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stablity of the Wealth Effect," NIPE Working Papers 14/2005, NIPE - Universidade do Minho.
  • Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stability of the Wealth Effect," School of Economics Discussion Papers 1405, School of Economics, University of Surrey.
  • Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2005. "On the Stability of the Wealth Effect," GEMF Working Papers 2005-17, GEMF, Faculty of Economics, University of Coimbra.
  • Pedro Bação & Fernando Alexandre & Vasco J. Gabriel, 2006. "On the stability of the wealth effect," Computing in Economics and Finance 2006 281, Society for Computational Economics.
• John Cotter, 2005. "Uncovering long memory in high frequency UK futures," The European Journal of Finance, Taylor & Francis Journals, vol. 11(4), pages 325-337.
  • Cotter, John, 2004. "Uncovering Long Memory in High Frequency UK Futures," MPRA Paper 3525, University Library of Munich, Germany.
  • John Cotter, 2011. "Uncovering Long Memory in High Frequency UK Futures," Papers 1103.5651, arXiv.org.
  • John Cotter, 2011. "Uncovering Long Memory in High Frequency UK Futures," Working Papers 200414, Geary Institute, University College Dublin.
• Niklas Wagner & Terry Marsh, 2005. "Surprise volume and heteroskedasticity in equity market returns," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 153-168.
  • Wagner, Niklas & Marsh, Terry A., 2004. "Surprise volume and heteroskedasticity in equity market returns," CEFS Working Paper Series 2004-03, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  • Niklas Wagner & Terry A. Marsh, 2004. "Surprise Volume and Heteroskedasticity in Equity Market Returns," Econometrics 0409009, University Library of Munich, Germany.
• Roger Lord & Antoon Pelsser, 2007. "Level-Slope-Curvature - Fact or Artefact?," Applied Mathematical Finance, Taylor & Francis Journals, vol. 14(2), pages 105-130.
  • Roger Lord & Antoon Pelsser, 2005. "Level-Slope-Curvature - Fact or Artefact?," Tinbergen Institute Discussion Papers 05-083/2, Tinbergen Institute.
• Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007. "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 16-27, March.
  • Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005. "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 05-091/4, Tinbergen Institute.
• Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Economics Papers 2005-W24, Economics Group, Nuffield College, University of Oxford.
  • Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Tinbergen Institute Discussion Papers 05-092/4, Tinbergen Institute.
• Kathy Yuan, 2005. "The Liquidity Service Of Benchmark Securities," Journal of the European Economic Association, MIT Press, vol. 3(5), pages 1156-1180, September.
• Brevik, Frode & d’Addona, Stefano, 2010. "Information Quality and Stock Returns Revisited," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1419-1446, December.
  • Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," Finance 0511006, University Library of Munich, Germany, revised 26 Mar 2006.
  • Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," University of St. Gallen Department of Economics working paper series 2005 2005-24, Department of Economics, University of St. Gallen.
• Eckhard Platen, 2005. "On The Role Of The Growth Optimal Portfolio In Finance," Australian Economic Papers, Wiley Blackwell, vol. 44(4), pages 365-388, December.
  • Eckhard Platen, 2005. "On the Role of the Growth Optimal Portfolio in Finance," Research Paper Series 144, Quantitative Finance Research Centre, University of Technology, Sydney.
• Kevin Fergusson & Eckhard Platen, 2006. "On the Distributional Characterization of Daily Log-Returns of a World Stock Index," Applied Mathematical Finance, Taylor & Francis Journals, vol. 13(1), pages 19-38.
  • Kevin Fergusson & Eckhard Platen, 2005. "On the Distributional Characterization of Log-returns of a World Stock Index," Research Paper Series 153, Quantitative Finance Research Centre, University of Technology, Sydney.
• David Heath & Eckhard Platen, 2005. "Currency Derivatives Under A Minimal Market Model With Random Scaling," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(08), pages 1157-1177.
  • David Heath & Eckhard Platen, 2005. "Currency Derivatives under a Minimal Market Model with Random Scaling," Research Paper Series 154, Quantitative Finance Research Centre, University of Technology, Sydney.
• Hardy Hulley & Shane Miller & Eckhard Platen, 2005. "Benchmarking and Fair Pricing Applied to Two Market Models," Research Paper Series 155, Quantitative Finance Research Centre, University of Technology, Sydney.
• Bruti-Liberati, Nicola & Martini, Filippo & Piccardi, Massimo & Platen, Eckhard, 2008. "A hardware generator of multi-point distributed random numbers for Monte Carlo simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(1), pages 45-56.
  • Nicola Bruti-Liberati & Filippo Martini & Massimo Piccardi & Eckhard Platen, 2005. "A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation," Research Paper Series 156, Quantitative Finance Research Centre, University of Technology, Sydney.
• Nicola Bruti-Liberati & Eckhard Platen, 2005. "On the Strong Approximation of Jump-Diffusion Processes," Research Paper Series 157, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2005. "Investments for the Short and Long Run," Research Paper Series 163, Quantitative Finance Research Centre, University of Technology, Sydney.
• Nicola Bruti-Liberati & Eckhard Platen, 2005. "On the Strong Approximation of Pure Jump Processes," Research Paper Series 164, Quantitative Finance Research Centre, University of Technology, Sydney.
• Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
  • Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
  • Giorgio Valente & Daniel Thornton & Lucio Sarno, 2005. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Working Papers wp05-13, Warwick Business School, Finance Group.
  • Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," CEPR Discussion Papers 5259, C.E.P.R. Discussion Papers.
• Martin Smid, 2005. "Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process," Econometrics 0503015, University Library of Munich, Germany, revised 02 May 2005.
• Martin Smid, 2005. "Forecasting in Continuous Double Auction," Econometrics 0508002, University Library of Munich, Germany, revised 31 Dec 2005.
• Eric Hillebrand, 2005. "Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation," Finance 0501015, University Library of Munich, Germany.
• Cornelis A. Los, 2005. "Measurement of Financial Risk Persistence," Finance 0502013, University Library of Munich, Germany.
• Gourdel & Triki, 2005. "Monetary Policy with Incomplete Markets," Finance 0503026, University Library of Munich, Germany.
• Cumhur Ekinci, 2005. "Influence de la premiere heure de cotation," Finance 0506016, University Library of Munich, Germany.
• Fernando Rubio, 2005. "Caso Soros," Finance 0507013, University Library of Munich, Germany.
• Falko Fecht & Antoine Martin, 2009. "Banks, markets, and efficiency," Annals of Finance, Springer, vol. 5(2), pages 131-160, March.
  • Fecht, Falko & Martin, Antoine, 2005. "Banks, markets, and efficiency," Discussion Paper Series 2: Banking and Financial Studies 2005,04, Deutsche Bundesbank.
  • Falko Fecht & Antoine Martin, 2005. "Banks, Markets, and Efficiency," Finance 0507017, University Library of Munich, Germany.
  • Falko Fecht & Antoine Martin, 2005. "Banks, markets, and efficiency," Staff Reports 210, Federal Reserve Bank of New York.
• Fernando Rubio, 2005. "Valuation Of Callable Bonds: The Salomon Brothers Aproach," Finance 0507019, University Library of Munich, Germany, revised 23 Jul 2005.
• Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
• Lai, Richard, 2004. "A Catering Theory of Analyst Bias," MPRA Paper 4761, University Library of Munich, Germany.
  • Richard Kum-yew Lai, 2005. "A Catering Theory of Analyst Bias," Finance 0509004, University Library of Munich, Germany.
• Sascha Mergner, 2005. "Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques," Finance 0509024, University Library of Munich, Germany.
• Joao Leitao & Cristovao Oliveira, 2005. "The Contagion Effect of the Terrorist Attacks of the 11th of September," Finance 0510006, University Library of Munich, Germany.
• Cumhur Ekinci, 2005. "Limit Order Book Reconstruction And Beyond: An Application To Istanbul Stock Exchange," Finance 0510025, University Library of Munich, Germany, revised 24 Oct 2005.
• Sascha Mergner & Jan Bulla, 2008. "Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 771-802.
  • Sascha Mergner & Jan Bulla, 2005. "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance 0510029, University Library of Munich, Germany.
• Dimitris Kenourgios & Nikolaos Pavlidis, 2005. "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance 0512011, University Library of Munich, Germany.
• Tarun Sabarwal, 2005. "Common Structures of Asset-Backed Securities and Their Risks," Finance 0512012, University Library of Munich, Germany, revised 29 Dec 2005.
• Godwin Nwaobi, 2005. "Securities Markets And Social Capital Integration In Africa: Risks And Policy Options," Finance 0512019, University Library of Munich, Germany.
• Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005. "The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange," Finance 0512028, University Library of Munich, Germany.
• Shiu‐Sheng Chen, 2007. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 667-688, March.
  • Shiu-Sheng Chen, 2007. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 667-688, March.
  • Shiu-Sheng Chen, 2005. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Macroeconomics 0502001, University Library of Munich, Germany, revised 01 Feb 2005.
• V.F. Martins-da-Rocha & L. Triki, 2005. "Equilibria in exchange economies with financial constraints: Beyond the Cass Trick," Microeconomics 0503013, University Library of Munich, Germany.
• Eckhard Platen, 2005. "An Alternative Interest Rate Term Structure Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(06), pages 717-735.
  • Eckhard Platen, 2003. "An Alternative Interest Rate Term Structure Model," Research Paper Series 97, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2005. "An Alternative Interest Rate Term Structure Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(06), pages 717-735.
  • Eckhard Platen, 2003. "An Alternative Interest Rate Term Structure Model," Research Paper Series 97, Quantitative Finance Research Centre, University of Technology, Sydney.
• David Heath & Eckhard Platen, 2005. "Currency Derivatives Under A Minimal Market Model With Random Scaling," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(08), pages 1157-1177.
  • David Heath & Eckhard Platen, 2005. "Currency Derivatives under a Minimal Market Model with Random Scaling," Research Paper Series 154, Quantitative Finance Research Centre, University of Technology, Sydney.
• David Heath & Eckhard Platen, 2005. "Currency Derivatives Under A Minimal Market Model With Random Scaling," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(08), pages 1157-1177.
  • David Heath & Eckhard Platen, 2005. "Currency Derivatives under a Minimal Market Model with Random Scaling," Research Paper Series 154, Quantitative Finance Research Centre, University of Technology, Sydney.
• Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005. "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 4, pages 63-108, World Scientific Publishing Co. Pte. Ltd..
  • Arik Ben Dor & Ravi Jagannathan, 2002. "Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis," NBER Working Papers 9111, National Bureau of Economic Research, Inc.
• Richard D. MacMinn, 2005. "The Fisher Model with Certainty," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 1, pages 1-11, World Scientific Publishing Co. Pte. Ltd..
• Richard D. MacMinn, 2005. "The Fisher Model," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 2, pages 12-21, World Scientific Publishing Co. Pte. Ltd..
• Richard D. MacMinn, 2005. "Financial Values," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 3, pages 22-26, World Scientific Publishing Co. Pte. Ltd..
• Richard D. MacMinn, 2005. "Fisher Separation," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 4, pages 27-36, World Scientific Publishing Co. Pte. Ltd..
• Richard D. MacMinn, 2005. "More Values," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 5, pages 37-43, World Scientific Publishing Co. Pte. Ltd..
• Richard D. MacMinn, 2005. "Corporate Finance Theorems," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 6, pages 44-52, World Scientific Publishing Co. Pte. Ltd..
• Richard D. MacMinn, 2005. "Agency Problems," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 7, pages 53-66, World Scientific Publishing Co. Pte. Ltd..
• Richard D. MacMinn, 2005. "Information Problems: Hidden Knowledge," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 8, pages 67-83, World Scientific Publishing Co. Pte. Ltd..
• Richard D. MacMinn, 2005. "Corporate Risk Management," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 9, pages 84-99, World Scientific Publishing Co. Pte. Ltd..
• Richard D. MacMinn, 2005. "Concluding Remarks," World Scientific Book Chapters, in: The Fisher Model And Financial Markets, chapter 10, pages 100-101, World Scientific Publishing Co. Pte. Ltd..
• Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, vol. 12(1), pages 1-31, February.
  • Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," SIFR Research Report Series 35, Institute for Financial Research.
  • Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," Sonderforschungsbereich 504 Publications 05-33, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Goetzmann, William N. & Massa, Massimo, 2005. "Dispersion of opinion and stock returns," Journal of Financial Markets, Elsevier, vol. 8(3), pages 324-349, August.
  • Goetzmann, William & Massa, Massimo, 2004. "Dispersion of Opinion and Stock Returns," CEPR Discussion Papers 4819, C.E.P.R. Discussion Papers.
  • William N. Goetzmann & Massimo Massa, 2005. "Dispersion of Opinion and Stock Returns," Yale School of Management Working Papers ysm444, Yale School of Management.
• Massimo Massa & William Goetzmann, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm333, Yale School of Management, revised 01 Apr 2005.
  • William N. Goetzmann & Massimo Massa, 2005. "Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias," Yale School of Management Working Papers ysm447, Yale School of Management.
  • Goetzmann, William & Massa, Massimo, 2004. "Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias," CEPR Discussion Papers 4814, C.E.P.R. Discussion Papers.
  • William N. Goetzmann & Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," NBER Working Papers 9499, National Bureau of Economic Research, Inc.
  • William N. Goetzmann & Massimo Massa, 2004. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm331, Yale School of Management.
  • William N. Goetzmann & Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias," Yale School of Management Working Papers ysm14, Yale School of Management.
• Lucey, Brian M. & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
• Chen, An, 2005. "Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging Strategies," Bonn Econ Discussion Papers 19/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Mahayni, Antje & Suchanecki, Michael, 2005. "Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten," Bonn Econ Discussion Papers 8/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin Huang, 2004. "Financial intermediaries, markets, and growth," Econometric Society 2004 North American Summer Meetings 419, Econometric Society.
  • Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005. "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies 2005,03, Deutsche Bundesbank.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Research Working Paper RWP 04-02, Federal Reserve Bank of Kansas City.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Working Papers 04-24, Federal Reserve Bank of Philadelphia.
  • Falko Fecht & Kevin X.D. Huang & Antoine Martin, 2007. "Financial Intermediaries, Markets, and Growth," Vanderbilt University Department of Economics Working Papers 0714, Vanderbilt University Department of Economics.
• Falko Fecht & Antoine Martin, 2009. "Banks, markets, and efficiency," Annals of Finance, Springer, vol. 5(2), pages 131-160, March.
  • Falko Fecht & Antoine Martin, 2005. "Banks, Markets, and Efficiency," Finance 0507017, University Library of Munich, Germany.
  • Fecht, Falko & Martin, Antoine, 2005. "Banks, markets, and efficiency," Discussion Paper Series 2: Banking and Financial Studies 2005,04, Deutsche Bundesbank.
  • Falko Fecht & Antoine Martin, 2005. "Banks, markets, and efficiency," Staff Reports 210, Federal Reserve Bank of New York.
• Fecht, Falko & Grüner, Hans Peter, 2005. "Financial Integration and Systemic Risk," CEPR Discussion Papers 5253, C.E.P.R. Discussion Papers.
  • Fecht, Falko & Grüner, Hans Peter, 2005. "Financial integration and systemic risk," Discussion Paper Series 2: Banking and Financial Studies 2005,11, Deutsche Bundesbank.
• Fang Xu, 2005. "Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany," Economics Bulletin, AccessEcon, vol. 3(30), pages 1-13.
  • Xu, Fang, 2005. "Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany," Economics Working Papers 2005-02, Christian-Albrechts-University of Kiel, Department of Economics.
• Frey, Stefan & Grammig, Joachim, 2005. "Liquidity supply and adverse selection in a pure limit order book market," CFR Working Papers 05-01, University of Cologne, Centre for Financial Research (CFR).
• Beltran, Héléna & Grammig, Joachim & Menkveld, Albert J., 2005. "Understanding the limit order book: Conditioning on trade informativeness," CFR Working Papers 05-05, University of Cologne, Centre for Financial Research (CFR).
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
  • Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003. "Does anonymity matter in electronic limit order markets ?," HEC Research Papers Series 784, HEC Paris.
  • Thierry Foucault & Sophie Moinas & Eric Theissen, 2007. "Does anonymity matter in electronic limit order markets ?," Post-Print halshs-00170387, HAL.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2005. "Does anonymity matter in electronic limit order markets?," CFR Working Papers 05-15, University of Cologne, Centre for Financial Research (CFR).
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print hal-00459795, HAL.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003. "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers 4091, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2011. "Does anonymity matter in electronic limit order markets ?," Working Papers hal-00592031, HAL.
• Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 513-544, National Bureau of Economic Research, Inc.
  • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers 11069, National Bureau of Economic Research, Inc.
  • Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Practical volatility and correlation modeling for financial market risk management," CFS Working Paper Series 2005/02, Center for Financial Studies (CFS).
  • Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," PIER Working Paper Archive 05-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Kluß, Norbert & Bayer, Marcus & Cremers, Heinz, 2005. "Wertsicherungsstrategien für das Asset Management," Frankfurt School - Working Paper Series 62, Frankfurt School of Finance and Management.
• Müller, Sebastian & Müller, Gerhard, 2005. "Sicherheits-orientiertes Portfoliomanagement," Wismar Discussion Papers 09/2005, Hochschule Wismar, Wismar Business School.

2004

• Andreas Richter, 2004. "Moderne Finanzinstrumente im Rahmen des Katastrophen-Risk-Managements — Basisrisiko versus Ausfallrisiko," Schmalenbach Journal of Business Research, Springer, vol. 56(2), pages 99-121, March.
• Philippe Bacchetta & Eric Van Wincoop, 2004. "A Scapegoat Model of Exchange-Rate Fluctuations," American Economic Review, American Economic Association, vol. 94(2), pages 114-118, May.
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• Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud, 2004. "Multiple time scales in volatility and leverage correlations: a stochastic volatility model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 11(1), pages 27-50.
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• Patricia Fraser & Foort Hamelink & Martin Hoesli & Bryan Macgregor, 2004. "Time-varying betas and the cross-sectional return-risk relation: evidence from the UK," The European Journal of Finance, Taylor & Francis Journals, vol. 10(4), pages 255-276.
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• P. Hartmann & S. Straetmans & C. G. de Vries, 2004. "Asset Market Linkages in Crisis Periods," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 313-326, February.
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• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
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  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print hal-00459795, HAL.
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• Sánchez, Julián, 2004. "The Basic Dynamics of the Stock of Money and Capital," Working Papers in Economic Theory 2004/01, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
• John Cotter, 2005. "Uncovering long memory in high frequency UK futures," The European Journal of Finance, Taylor & Francis Journals, vol. 11(4), pages 325-337.
  • Cotter, John, 2004. "Uncovering Long Memory in High Frequency UK Futures," MPRA Paper 3525, University Library of Munich, Germany.
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• John Cotter, 2004. "Minimum capital requirement calculations for UK futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(2), pages 193-220, February.
  • Cotter, John, 2004. "Minimum Capital Requirement Calculations for UK Futures," MPRA Paper 3527, University Library of Munich, Germany.
  • John Cotter, 2011. "Minimum Capital Requirement Calculations for UK Futures," Working Papers 200418, Geary Institute, University College Dublin.
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• Sergiu Hart & Yair Tauman, 2004. "Market Crashes without External Shocks," The Journal of Business, University of Chicago Press, vol. 77(1), pages 1-8, January.
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• BAUWENS, Luc & VEREDAS, David, 1999. "The stochastic conditional duration model: a latent factor model for the analysis of financial durations," LIDAM Discussion Papers CORE 1999058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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• Matos, João Manuel Gonçalves Amaro de & Fernandes, Marcelo, 2001. "Testing the Markov property with ultra high frequency financial data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 414, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
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• Nam, Jouahn & Wang, Jun & Zhang, Ge, 2004. "Strategic trading against retail investors with disposition effects," Working Papers 2004-11, University of New Orleans, Department of Economics and Finance.
• Diego García & Francesco Sangiorgi & Branko Urošević, 2007. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 313-336, February.
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• Beltratti, A. & Morana, C., 2006. "Breaks and persistency: macroeconomic causes of stock market volatility," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 151-177.
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• Patrick Coggi & Bogdan Manescu, 2004. "A multifactor model of stock returns with endogenous regime switching," University of St. Gallen Department of Economics working paper series 2004 2004-01, Department of Economics, University of St. Gallen.
• David Heath & Eckhard Platen, 2006. "Local volatility function models under a benchmark approach," Quantitative Finance, Taylor & Francis Journals, vol. 6(3), pages 197-206.
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• Wolfgang Breymann & Leah Kelly & Eckhard Platen, 2005. "Intraday Empirical Analysis and Modeling of Diversified World Stock Indices," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(1), pages 1-28, March.
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• David Heath & Eckhard Platen, 2004. "Understanding the Implied Volatility Surface for Options on a Diversified Index," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 55-77, March.
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• Eckhard Platen, 2004. "Diversified Portfolios with Jumps in a Benchmark Framework," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 1-22, March.
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• Shane Miller & Eckhard Platen, 2004. "A Two-Factor Model for Low Interest Rate Regimes," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 107-133, March.
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• Eckhard Platen, 2006. "A Benchmark Approach To Finance," Mathematical Finance, Wiley Blackwell, vol. 16(1), pages 131-151, January.
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• Eckhard Platen & Jason West & Wolfgang Breymann, 2004. "An Intraday Empirical Analysis of Electricity Price Behaviour," Research Paper Series 140, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2004. "Capital Asset Pricing for Markets with Intensity Based Jumps," Research Paper Series 143, Quantitative Finance Research Centre, University of Technology, Sydney.
• Raymond Fisman & Inessa Love, 2004. "Financial Development and Growth in the Short and Long Run," NBER Working Papers 10236, National Bureau of Economic Research, Inc.
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• John Cotter, 2004. "Minimum capital requirement calculations for UK futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(2), pages 193-220, February.
  • Cotter, John, 2004. "Minimum Capital Requirement Calculations for UK Futures," MPRA Paper 3527, University Library of Munich, Germany.
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• Junker, Markus & Szimayer, Alex & Wagner, Niklas, 2006. "Nonlinear term structure dependence: Copula functions, empirics, and risk implications," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1171-1199, April.
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• Niklas Wagner & Terry Marsh, 2005. "Surprise volume and heteroskedasticity in equity market returns," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 153-168.
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• Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, University Library of Munich, Germany.
• Terry A. Marsh and Niklas Wagner., 2000. "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance Working Papers RPF-293, University of California at Berkeley.
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• Fernando Rubio, 2004. "Simple Trading Rules: Trading On Ibex At Meff," Finance 0402001, University Library of Munich, Germany, revised 28 Jul 2005.
• Fernando Rubio, 2004. "Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno," Finance 0402002, University Library of Munich, Germany.
• Fernando Rubio, 2004. "DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica," Finance 0402004, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Capital Asset Pricing Model (Capm) Y Arbitrage Pricing Theory (Apt): Una Nota Técnica," Finance 0402007, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno," Finance 0402010, University Library of Munich, Germany.
• Fernando Rubio, 2004. "La Informacion Contable Y La Valuacion De Activos De Capital En El Sector De Inversiones Chileno," Finance 0402012, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Administración De La Contabilidad De Costos. Apuntes De Clases Y Ejercicios (Casos). Borrador," Finance 0402015, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Some Technical Analysis On The Stock Market: Spain And Usa," Finance 0402017, University Library of Munich, Germany, revised 27 Jul 2005.
• Cumhur EKINCI, 2004. "Introduction to Market Microstructure," Finance 0404007, University Library of Munich, Germany, revised 19 May 2004.
• Fernando Rubio, 2004. "Intangibles Y Valoracion De Empresas: Evidencia Empirica," Finance 0404014, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Eficiencia Simple Del Mercado De Renta Fija En Chile," Finance 0405009, University Library of Munich, Germany.
• John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho, 2004. "Caught on Tape: Predicting Institutional Ownership With Order Flow," Harvard Institute of Economic Research Working Papers 2046, Harvard - Institute of Economic Research.
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• Cumhur EKINCI, 2004. "Introduction A La Microstructure Des Marches Financiers," Finance 0405025, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Contrastacion De Metodologías Para El Cálculo De Beta De Mercado: El Caso De España," Finance 0405030, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Technical Analysis On Foreign Exchange: 1975 - 2004," Finance 0405033, University Library of Munich, Germany, revised 01 Jul 2004.
• José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho, 2004. "Efficiency tests in the Iberian stock markets," Finance 0406001, University Library of Munich, Germany.
• Cumhur Ekinci, 2004. "Piyasa Mikroyapisina Giris," Finance 0407001, University Library of Munich, Germany.
• Philip Kostov & Seamus McErlean, 2004. "Estimating the probability of large negative stock market," Finance 0409011, University Library of Munich, Germany.
• Peter Carr & Liuren Wu, 2004. "Variance Risk Premia," Finance 0409015, University Library of Munich, Germany.
• Massoud Heidari & Liuren Wu, 2004. "What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities," Finance 0409017, University Library of Munich, Germany.
• Sutthisit Jamdee & Cornelis A. Los, 2004. "Dynamic Risk Profile of the US Term Structure by Wavelet MRA," Finance 0409045, University Library of Munich, Germany.
• Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Caso Banco Galicia Y Buenos Aires S.A," Finance 0410003, University Library of Munich, Germany, revised 17 Aug 2005.
• Fernando Rubio, 2004. "Data Mining Sobre El Beta En España," Finance 0410011, University Library of Munich, Germany.
• Fernando Rubio, 2004. "Caso Zurich Y Bsch En Bolivia," Finance 0410014, University Library of Munich, Germany.
• Zhiwu Chen & Ming Dong, 2001. "Stock Valuation and Investment Strategies," Yale School of Management Working Papers ysm212, Yale School of Management, revised 01 Oct 2001.
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• Ming Dong & David Hirshleifer, 2005. "A Generalized Earnings‐Based Stock Valuation Model," Manchester School, University of Manchester, vol. 73(s1), pages 1-31, September.
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• Huzaimi Hussain & Venus Khim-Sen Liew, 2004. "Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil," International Finance 0405015, University Library of Munich, Germany.
• Luis Braido, 2005. "General equilibrium with endogenous securities and moral hazard," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(1), pages 85-101, July.
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• Hongquan Zhu & Zudi Lu & Shouyang Wang & Abdol S. Soofi, 2004. "Causal Linkages Among Shanghai, Shenzhen, And Hong Kong Stock Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 135-149.
• Eckhard Platen, 2004. "Modeling The Volatility And Expected Value Of A Diversified World Index," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 511-529.
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• Mircea Gligor, 2004. "An Empirical Study On The Statistical Properties Of Romanian Emerging Stock Market Rasdaq," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(06), pages 723-739.
• Eckhard Platen, 2004. "A Benchmark Framework for Risk Management," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 15, pages 305-335, World Scientific Publishing Co. Pte. Ltd..
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• Massimo Massa & William Goetzmann, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm333, Yale School of Management, revised 01 Apr 2005.
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• Marios Panayides, 2004. "The Specialist`s Participation in Quoted Prices and the NYSE`s Price Continuity Rule," Yale School of Management Working Papers ysm442, Yale School of Management.
• Marios Panayides & Andreas Charitou, 2004. "The Role of the Market Maker in International Capital Markets: Challenges and Benefits of Implementation in Emerging Markets," Yale School of Management Working Papers ysm443, Yale School of Management.
• Marco Rummer & Andreas Oehler & Peter N. Smith, 2004. "IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany," Money Macro and Finance (MMF) Research Group Conference 2004 62, Money Macro and Finance Research Group.
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• Oehler, Andreas & Rummer, Marco & Smith, Peter N., 2004. "The Existence and Effectiveness of Price Support Activities in Germany: A Note," Discussion Papers 30, University of Bamberg, Chair of Finance.
• Lazarov, Zdravetz, 2004. "Modeling and Forecasting DAX Index Volatility," Bonn Econ Discussion Papers 5/2004, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Lazarov, Zdravetz, 2004. "Distribution of Trading Activity across Strike Prices in the DAX Index Options Market," Bonn Econ Discussion Papers 7/2004, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Niklas Wagner & Terry Marsh, 2005. "Surprise volume and heteroskedasticity in equity market returns," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 153-168.
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• Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y., 2004. "Risk and return in convertible arbitrage: Evidence from the convertible bond market," CFR Working Papers 04-03, University of Cologne, Centre for Financial Research (CFR).
• Merrick, John J. & Naik, Narayan Y. & Yadav, Pradeep K., 2004. "Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze," CFR Working Papers 04-07, University of Cologne, Centre for Financial Research (CFR).
• Tykvová, Tereza & Walz, Uwe, 2004. "Are IPOs of Different VCs Different?," ZEW Discussion Papers 04-32, ZEW - Leibniz Centre for European Economic Research.
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• Michael W. Brandt & Francis X. Diebold, 2006. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," The Journal of Business, University of Chicago Press, vol. 79(1), pages 61-74, January.
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• Heimer, Thomas & Köhler, Thomas, 2004. "Auswirkungen des Basel II Akkords auf österreichisches KMU," Frankfurt School - Working Paper Series 58, Frankfurt School of Finance and Management.
• Wilhelm, Jochen & Nietert, Bernhard, 2004. "Non-Negativity of Nominal and Real Riskless Rates, Arbitrage Theory, and the Null-Alternative Cash," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 11, University of Passau, Faculty of Business and Economics.
• Carlos Pulido, 2004. "El CRÉDITO BANCARIO COMO AR(1): EL CASO DE MÉXICO 1980-2003," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 3(2), pages 223-235, Junio 200.
• Belén Gill de Albornoz & Peter F. Pope, 2004. "The Determinants Of The Going Public Decision: Evidence From The U.K," Working Papers. Serie AD 2004-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
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  • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
• Eckhard Platen, 2004. "Diversified Portfolios with Jumps in a Benchmark Framework," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 1-22, March.
  • Eckhard Platen, 2004. "Diversified Portfolios with Jumps in a Benchmark Framework," Research Paper Series 129, Quantitative Finance Research Centre, University of Technology, Sydney.
• Shane Miller & Eckhard Platen, 2004. "A Two-Factor Model for Low Interest Rate Regimes," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 107-133, March.
  • Shane Miller & Eckhard Platen, 2004. "Two-Factor Model for Low Interest Rate Regimes," Research Paper Series 130, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen & Jason West, 2004. "A Fair Pricing Approach to Weather Derivatives," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 23-53, March.
  • Eckhard Platen & Jason West, 2003. "Fair Pricing of Weather Derivatives," Research Paper Series 106, Quantitative Finance Research Centre, University of Technology, Sydney.
• David Heath & Eckhard Platen, 2004. "Understanding the Implied Volatility Surface for Options on a Diversified Index," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 55-77, March.
  • David Heath & Eckhard Platen, 2004. "Understanding the Implied Volatility Surface for Options on a Diversified Index," Research Paper Series 128, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen & Wolfgang Runggaldier, 2004. "A Benchmark Approach to Filtering in Finance," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 79-105, March.
  • Eckhard Platen & Wolfgang Runggaldier, 2002. "A Benchmark Approach to Filtering in Finance," Research Paper Series 77, Quantitative Finance Research Centre, University of Technology, Sydney.
• Janecskó, Balázs, 2004. "A Bázel II. belső minősítésen alapuló módszerének közgazdasági-matematikai háttere és a granularitási korrekció elmélete [The economic and mathematical background to the Basel II internal ratings-b," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 218-234.
• Theodore Panagiotidis & David Chappell, 2004. "Using the Correlation Dimension to Detect non-linear dynamics," Discussion Paper Series 2004_17, Department of Economics, Loughborough University, revised Nov 2004.
• Pouchkarev, I & Spronk, J. & Trinidad Segovia, J.E., 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®," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 7-21, Abril.
• Kaïs Dachraoui & Georges Dionne, 2004. "Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors," Cahiers de recherche 0411, CIRPEE.
• Georges Dionne & Thouraya Triki, 2013. "On risk management determinants: what really matters?," The European Journal of Finance, Taylor & Francis Journals, vol. 19(2), pages 145-164, February.
  • Dionne, Georges & Triki, Thouraya, 2004. "On risk management determinants: What really matters?," Working Papers 04-4, HEC Montreal, Canada Research Chair in Risk Management.
  • Georges Dionne & Thouraya Triki, 2004. "On Risk Management Determinants: What Really Matters?," Cahiers de recherche 0417, CIRPEE.
• Jan Bartholdy & Kate Brown, 2004. "Testing for Multiple Types of Marginal Investor in Ex-Day Pricing," Multinational Finance Journal, Multinational Finance Journal, vol. 8(3-4), pages 173-209, september.
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• S Capasso, 2003. "Stock Market Development and Economic Growth: A matter of informational problems," Centre for Growth and Business Cycle Research Discussion Paper Series 32, Economics, The University of Manchester.
  • Salvatore Capasso, 2004. "Stock market development and economic growth: a matter of informational problems," Money Macro and Finance (MMF) Research Group Conference 2003 10, Money Macro and Finance Research Group.
• Oehler, Andreas & Rummer, Marco & Smith, Peter N., 2004. "IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany," Discussion Papers 26, University of Bamberg, Chair of Finance.
  • Marco Rummer & Andreas Oehler & Peter N. Smith, 2004. "IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany," Money Macro and Finance (MMF) Research Group Conference 2004 62, Money Macro and Finance Research Group.
• Pesaran, M. Hashem & Pick, Andreas, 2007. "Econometric issues in the analysis of contagion," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1245-1277, April.
  • Pesaran, M.H. & Pick, A., 2004. "Econometric Issues in the Analysis of Contagion," Cambridge Working Papers in Economics 0402, Faculty of Economics, University of Cambridge.
  • Hashem Pesaran & Andreas Pick, 2004. "Econometric Issues in the Analysis of Contagion," Money Macro and Finance (MMF) Research Group Conference 2004 67, Money Macro and Finance Research Group.
  • M. Hashem Pesaran & Andreas Pick, 2004. "Econometric Issues in the Analysis of Contagion," CESifo Working Paper Series 1176, CESifo.
• Marianna Valentinyi-Endrész, 2004. "Structural breaks and financial risk management," MNB Working Papers 2004/11, Magyar Nemzeti Bank (Central Bank of Hungary).
• Abdelkrim Seghir & Leila Triki & Stella Kanellopoulou, 2004. "On the survival and irreducibility assumptions for financial markets with nominal assets," Cahiers de la Maison des Sciences Economiques b04008, Université Panthéon-Sorbonne (Paris 1).
• Mohamed Ben Abdallah & Kalidou Diallo, 2004. "Incidence des crises financières : une analyse empirique à partir des pays émergents," Cahiers de la Maison des Sciences Economiques bla04071, Université Panthéon-Sorbonne (Paris 1).
• Claudio Borio & William Curt Hunter & George G. Kaufman & Kostas Tsatsaronis (ed.), 2004. "Market Discipline Across Countries and Industries," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262025752, December.
• Mario J. Miranda & Paul L. Fackler, 2004. "Applied Computational Economics and Finance," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262633094, December.
• Helena Beltran & Alain Durré & Pierre Giot, 2004. "How does liquidity react to stress periods in a limit order market?," Working Paper Research 49, National Bank of Belgium.
• Fisman, Raymond & Love, Inessa, 2004. "Financial development and growth in the short and long run," Policy Research Working Paper Series 3319, The World Bank.
  • Raymond Fisman & Inessa Love, 2004. "Financial Development and Growth in the Short and Long Run," NBER Working Papers 10236, National Bureau of Economic Research, Inc.
• Manski, Charles F., 2006. "Interpreting the predictions of prediction markets," Economics Letters, Elsevier, vol. 91(3), pages 425-429, June.
  • Charles F. Manski, 2004. "Interpreting the Predictions of Prediction Markets," NBER Working Papers 10359, National Bureau of Economic Research, Inc.
• Gomes, Armando & Gorton, Gary & Madureira, Leonardo, 2007. "SEC Regulation Fair Disclosure, information, and the cost of capital," Journal of Corporate Finance, Elsevier, vol. 13(2-3), pages 300-334, June.
  • Armando Gomes & Gary Gorton & Leonardo Madureira, 2004. "SEC Regulation Fair Disclosure, Information, and the Cost of Capital," NBER Working Papers 10567, National Bureau of Economic Research, Inc.
• Iris Claus & Veronica Jacobsen & Brock Jera, 2004. "Financial Systems and Economic Growth: An Evaluation Framework for Policy," Treasury Working Paper Series 04/17, New Zealand Treasury.
• John W. Galbraith, 2004. "Circuit Breakers and the Tail Index of Equity Returns," Journal of Financial Econometrics, Oxford University Press, vol. 2(1), pages 109-129.
  • John W. Galbraith & Serguei Zernov, 2002. "Circuit Breakers and the Tail Index of Equity Returns," CIRANO Working Papers 2002s-62, CIRANO.
• Markus Haas, 2004. "Mixed Normal Conditional Heteroskedasticity," Journal of Financial Econometrics, Oxford University Press, vol. 2(2), pages 211-250.
  • Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2002. "Mixed normal conditional heteroskedasticity," CFS Working Paper Series 2002/10, Center for Financial Studies (CFS).
• Burton Hollifield & Robert A. Miller & Patrik Sandås, 2004. "Empirical Analysis of Limit Order Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(4), pages 1027-1063.
  • Burton Hollifield & Robert A. Miller & patrik Sandas, "undated". "An Empirical Analysis of Limit Order Markets," Rodney L. White Center for Financial Research Working Papers 29-99, Wharton School Rodney L. White Center for Financial Research.
  • Burton Hollifield & Robert Miller & Patrik Sandas, "undated". "Empirical Analysis of Limit Order Markets," GSIA Working Papers -290183991, Carnegie Mellon University, Tepper School of Business.
  • Hollifield, Burton & SandÃ¥s, Patrik & Miller, Robert, 2001. "Empirical Analysis of Limit Order Markets," CEPR Discussion Papers 2843, C.E.P.R. Discussion Papers.
• Ilan Kremer, 2004. "Underpricing and Market Power in Uniform Price Auctions," The Review of Financial Studies, Society for Financial Studies, vol. 17(3), pages 849-877.
  • Nyborg, Kjell & Kremer, Ilan, 2004. "Underpricing and Market Power in Uniform Price Auctions," CEPR Discussion Papers 4363, C.E.P.R. Discussion Papers.
• Clive Bowsher, 2004. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model," Economics Series Working Papers 2003-W03, University of Oxford, Department of Economics.
• Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao, 2004. "Extreme Contagion in Equity Markets," IMF Staff Papers, Palgrave Macmillan, vol. 51(2), pages 1-8.
  • Mr. James Y. Yao & Mr. Jorge A Chan-Lau & Mr. Donald J Mathieson, 2002. "Extreme Contagion in Equity Markets," IMF Working Papers 2002/098, International Monetary Fund.
• Jorge Caiado, 2004. "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 9(1), pages 3-21.
  • Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany.
• Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2004. "Information flow between volatilities across time scales," MPRA Paper 10355, University Library of Munich, Germany.
• Jorge Caiado, 2004. "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 9(1), pages 3-21.
  • Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany.
• Ji, Tingting, 2004. "Essays on consumer portfolio choice and credit risk," MPRA Paper 3161, University Library of Munich, Germany.
• Cotter, John, 2007. "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1338-1354, December.
  • Cotter, John, 2004. "Varying the VaR for Unconditional and Conditional Environments," MPRA Paper 3483, University Library of Munich, Germany.
  • John Cotter, 2011. "Varying the VaR for Unconditional and Conditional Environments," Working Papers 200419, Geary Institute, University College Dublin.
  • John Cotter, 2011. "Varying the VaR for Unconditional and Conditional Environments," Papers 1103.5649, arXiv.org.
• John Cotter, 2005. "Uncovering long memory in high frequency UK futures," The European Journal of Finance, Taylor & Francis Journals, vol. 11(4), pages 325-337.
  • Cotter, John, 2004. "Uncovering Long Memory in High Frequency UK Futures," MPRA Paper 3525, University Library of Munich, Germany.
  • John Cotter, 2011. "Uncovering Long Memory in High Frequency UK Futures," Working Papers 200414, Geary Institute, University College Dublin.
  • John Cotter, 2011. "Uncovering Long Memory in High Frequency UK Futures," Papers 1103.5651, arXiv.org.
• John Cotter, 2004. "Minimum capital requirement calculations for UK futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(2), pages 193-220, February.
  • Cotter, John, 2004. "Minimum Capital Requirement Calculations for UK Futures," MPRA Paper 3527, University Library of Munich, Germany.
  • John Cotter, 2011. "Minimum Capital Requirement Calculations for UK Futures," Papers 1103.5416, arXiv.org.
  • John Cotter, 2011. "Minimum Capital Requirement Calculations for UK Futures," Working Papers 200418, Geary Institute, University College Dublin.
• Cotter, John & Longin, Francois, 2004. "Margin setting with high-frequency data," MPRA Paper 3528, University Library of Munich, Germany, revised 2006.
• Cotter, John, 2004. "Modelling extreme financial returns of global equity markets," MPRA Paper 3532, University Library of Munich, Germany.
• John Cotter & Simon Stevenson, 2007. "Uncovering Volatility Dynamics in Daily REIT Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 13(2), pages 119-128, January.
  • Cotter, John & Stevenson, Simon, 2004. "Uncovering Volatility Dynamics in Daily REIT Returns," MPRA Paper 3533, University Library of Munich, Germany, revised 2005.
  • John Cotter & Simon Stevenson, 2011. "Uncovering Volatility Dynamics in Daily REIT Returns," Papers 1103.5417, arXiv.org.
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond-Feingold, 2004. "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 17-44.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Post-Print hal-00308982, HAL.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308982, HAL.
• Koppl, Thorsten V., 2006. "Risk sharing through financial markets with endogenous enforcement of trades," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.
  • Thorsten V. Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.
  • Thorsten V. Koeppl, 2004. "Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades," Working Paper 1048, Economics Department, Queen's University.
  • Koeppl, Thorsten Volker, 2004. "Risk sharing through financial markets with endogenous enforcement of trades," Working Paper Series 319, European Central Bank.
• Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos, 2004. "A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models," Working Papers 514, Queen Mary University of London, School of Economics and Finance.
• Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos, 2004. "A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models," Working Papers 514, Queen Mary University of London, School of Economics and Finance.
  • Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos, 2004. "A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models," Working Papers 514, Queen Mary University of London, School of Economics and Finance.
• Carol Alexander & Anca Dimitriu, 2004. "The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations," ICMA Centre Discussion Papers in Finance icma-dp2004-01, Henley Business School, University of Reading.
• Chris Brooks & Konstantina Kappou & Charles Ward, 2004. "Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect," ICMA Centre Discussion Papers in Finance icma-dp2004-04, Henley Business School, University of Reading.
• Falko Fecht & Kevin Huang, 2004. "Financial Intermediation, markets, and growth," 2004 Meeting Papers 464, Society for Economic Dynamics.
• Eva Carceles-Poveda & Daniele Coen-Pirani, 2009. "Shareholders' Unanimity With Incomplete Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 577-606, May.
  • Daniele Coen-Pirani & Eva Carceles-Poveda, "undated". "Shareholders Unanimity With Incomplete Markets," GSIA Working Papers 2005-E13, Carnegie Mellon University, Tepper School of Business.
  • Daniele Coen-Pirani, 2004. "Shareholders Unanimity With Incomplete Markets," 2004 Meeting Papers 479, Society for Economic Dynamics.
• Georges Dionne & Thouraya Triki, 2013. "On risk management determinants: what really matters?," The European Journal of Finance, Taylor & Francis Journals, vol. 19(2), pages 145-164, February.
  • Georges Dionne & Thouraya Triki, 2004. "On Risk Management Determinants: What Really Matters?," Cahiers de recherche 0417, CIRPEE.
  • Dionne, Georges & Triki, Thouraya, 2004. "On risk management determinants: What really matters?," Working Papers 04-4, HEC Montreal, Canada Research Chair in Risk Management.
• Goel, Rajeev K. & Hasan, Iftekhar & Ram, Rati, 2004. "Effect of General Uncertainty on Venture-Capital Investments: A Cross-Country Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 57(3), pages 305-313.
• Sharpe, William F., 2004. "Interview with Nobel Prize Laureate William F. Sharpe," Nobel Prize in Economics documents 1990-7, Nobel Prize Committee.
• Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," RAND Journal of Economics, The RAND Corporation, vol. 35(2), pages 329-355, Summer.
  • Thierry Foucault & Christine a Parlour, "undated". "Competition for Listings," GSIA Working Papers 2000-E11, Carnegie Mellon University, Tepper School of Business.
  • FOUCAULT, Thierry & PARLOUR, Christine A., 1999. "Competition for Listings," HEC Research Papers Series 666, HEC Paris.
  • Thierry Foucault & Christine A. Parlour, 2011. "Competition for Listings," Working Papers hal-00599911, HAL.
  • Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," Post-Print hal-00481211, HAL.
  • Foucault, Thierry & Parlour, Christine A, 1999. "Competition for Listings," CEPR Discussion Papers 2222, C.E.P.R. Discussion Papers.
• Giovanni Cespa, 2004. "A Comparison of Stock Market Mechanisms," RAND Journal of Economics, The RAND Corporation, vol. 35(4), pages 803-824, Winter.
  • Giovanni Cespa, 2001. "A comparison of stock market mechanisms," Economics Working Papers 545, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2003.
  • Giovanni Cespa, 2015. "A comparison of stock market mechanisms," Working Papers 50, Barcelona School of Economics.
  • Giovanni Cespa, 2003. "A Comparison of Stock Market Mechanism," CSEF Working Papers 94, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Jules SADEFO KAMDEM, 2004. "Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors," Computing in Economics and Finance 2004 12, Society for Computational Economics.
• D. Widijanto & S. Nagornii, 2004. "Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization," Computing in Economics and Finance 2004 160, Society for Computational Economics.
• Jan Wenzelburger & Xihao Li, 2004. "Price Formation and Asset Allocations of the Electronic Trading System Xetra," Computing in Economics and Finance 2004 198, Society for Computational Economics.
• Szilard Pafka & Marc Potters & Imre Kondor, 2004. "Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization," Papers cond-mat/0402573, arXiv.org.
  • Szilard Pafka & Marc Potters & Imre Kondor, 2004. "Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization," Science & Finance (CFM) working paper archive 500050, Science & Finance, Capital Fund Management.
• Olivier Guedj & Jean-Philippe Bouchaud, 2004. "Experts' earning forecasts: bias, herding and gossamer information," Science & Finance (CFM) working paper archive 500062, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2006. "Random walks, liquidity molasses and critical response in financial markets," Quantitative Finance, Taylor & Francis Journals, vol. 6(2), pages 115-123.
  • J. -P. Bouchaud & J. Kockelkoren & M. Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Papers cond-mat/0406224, arXiv.org, revised Jun 2004.
  • Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Science & Finance (CFM) working paper archive 500063, Science & Finance, Capital Fund Management.
• Belal Baaquie & Jean-Philippe Bouchaud, 2004. ""Stiff" Field Theory of Interest Rates and Psychological Future Time," Science & Finance (CFM) working paper archive 500064, Science & Finance, Capital Fund Management.
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004. "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers 02-2005, Singapore Management University, School of Economics, revised Jan 2005.
• Angelos Kanas, 2004. "Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios," Empirical Economics, Springer, vol. 29(3), pages 575-592, September.
• Philippe Bacchetta & Eric Van Wincoop, 2004. "A Scapegoat Model of Exchange-Rate Fluctuations," American Economic Review, American Economic Association, vol. 94(2), pages 114-118, May.
  • Philippe BACCHETTA & Eric VAN WINCOOP, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," Cahiers de Recherches Economiques du Département d'économie 04.01, Université de Lausanne, Faculté des HEC, Département d’économie.
  • Bacchetta, Philippe & van Wincoop, Eric, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," CEPR Discussion Papers 4268, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Eric van Wincoop, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," NBER Working Papers 10245, National Bureau of Economic Research, Inc.
  • Philippe Bacchetta & Eric van Wincoop, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," Working Papers 04.01, Swiss National Bank, Study Center Gerzensee.
• Daryl Collins & Mark Abrahamson, 2004. "Sector Level Contagion in African Financial Markets," The African Finance Journal, Africagrowth Institute, vol. 6(1), pages 1-20.
• Luz Adriana Flórez & Carlos Esteban Posada & José Fernando Escobar, 2004. "El Crédito Y Sus Factores Determinantes: El Caso Colombiano (1990-2004)," Borradores de Economia 2482, Banco de la Republica.
  • Luz Adriana Flórez & Carlos Esteban Posda & José Fernando Escobar, 2004. "El crédito y sus factores determinantes: el caso colombiano (1990 -2004)," Borradores de Economia 311, Banco de la Republica de Colombia.
• Gonzalez, F. & Haas, F. & Johannes, R. & Persson, M. & Toledo, L. & Violi, R. & Zins, C. & Wieland, M., 2004. "Market dynamics associated with credit ratings: a literature review," Financial Stability Review, Banque de France, issue 4, pages 53-76, June.
  • González, Fernando & Haas, François & Johannes, Ronald & Persson, Mattias & Toledo, Liliana & Violi, Roberto & Wieland, Martin & Zins, Carmen, 2004. "Market dynamics associated with credit ratings: a literature review," Occasional Paper Series 16, European Central Bank.
• Marian Micu & Eli M Remolona & Philip D Wooldridge, 2004. "The price impact of rating announcements: evidence from the credit default swap market," BIS Quarterly Review, Bank for International Settlements, June.
• Fabio Fornari, 2004. "Macroeconomic announcements and implied volatilities in swaption markets," BIS Quarterly Review, Bank for International Settlements, September.
• Blaise Gadanecz, 2004. "The syndicated loan market," BIS Quarterly Review, Bank for International Settlements, December.
• Serdat Dinc & Patrick M. McGuire, 2004. "Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s?," BIS Working Papers 164, Bank for International Settlements.
• Marco Sorge, 2004. "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers 165, Bank for International Settlements.
• George G. Kaufman, 2004. "Depositor Liquidity and Loss Sharing in Bank Failure Resolutions," Contemporary Economic Policy, Western Economic Association International, vol. 22(2), pages 237-249, April.
• Randi Næs, 2004. "Ownership Structure and Stock Market Liquidity," Working Paper 2004/6, Norges Bank.
• Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2004. "The ownership structure of repurchasing firms," Working Paper 2004/7, Norges Bank.
• Zdravetz Lazarov, 2004. "Modeling and Forecasting DAX Index Volatility," Bonn Econ Discussion Papers bgse5_2004, University of Bonn, Germany.
• Zdravetz Lazarov, 2004. "Distribution of Trading Activity across Strike Prices in the DAX Index Options Market," Bonn Econ Discussion Papers bgse7_2004, University of Bonn, Germany.
• Vinicius Ratton Brandi & Beatriz Vaz de Melo Mendes, 2004. "Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates," Brazilian Review of Finance, Brazilian Society of Finance, vol. 2(2), pages 207-223.
• Daniella Acker & Nigel W. Duck, 2004. "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers 04/557, School of Economics, University of Bristol, UK.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007. "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 2, pages 23-50, World Scientific Publishing Co. Pte. Ltd..
  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Public Policy Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007. "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, in: Cheng-Few Lee (ed.), Advances In Quantitative Analysis Of Finance And Accounting, chapter 2, pages 23-50, World Scientific Publishing Co. Pte. Ltd..
  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Public Policy Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
• Pesaran, M. Hashem & Pick, Andreas, 2007. "Econometric issues in the analysis of contagion," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1245-1277, April.
  • Hashem Pesaran & Andreas Pick, 2004. "Econometric Issues in the Analysis of Contagion," Money Macro and Finance (MMF) Research Group Conference 2004 67, Money Macro and Finance Research Group.
  • Pesaran, M.H. & Pick, A., 2004. "Econometric Issues in the Analysis of Contagion," Cambridge Working Papers in Economics 0402, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Andreas Pick, 2004. "Econometric Issues in the Analysis of Contagion," CESifo Working Paper Series 1176, CESifo.
• Michael Magill & Martine Quinzii, 1997. "Which improves welfare more: A nominal or an indexed bond?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 1-37.
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  • Martine Quinzii & Michael Magill, 2004. "Which Improves Welfare More: Nominal Or Indexed Bond?," Working Papers 230, University of California, Davis, Department of Economics.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 9521, Southern California - Department of Economics.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 95-20, California Davis - Institute of Governmental Affairs.
  • MAGILL, Michael & QUINZII, Martine, 1995. "Which Improves Welfare More : Nominal or Indexed Bond ?," LIDAM Discussion Papers CORE 1995072, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Department of Economics 95-20, California Davis - Department of Economics.
  • Martine Quinzii & Michael Magill, 2004. "Which Improves Welfare More: Nominal Or Indexed Bond?," Working Papers 9520, University of California, Davis, Department of Economics.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 9521, Southern California - Department of Economics.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 95-20, California Davis - Institute of Governmental Affairs.
  • MAGILL, Michael & QUINZII, Martine, 1995. "Which Improves Welfare More : Nominal or Indexed Bond ?," CORE Discussion Papers 1995072, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist, 2005. "Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions," Journal of Finance, American Finance Association, vol. 60(4), pages 1865-1902, August.
  • Rydqvist, Kristian & Nyborg, Kjell & Keloharju, Matti, 2002. "Strategic Behaviour and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions," CEPR Discussion Papers 3586, C.E.P.R. Discussion Papers.
  • Keloharju, Matti & Nyborg, Kjell G. & Rydqvist, Kristian, 2004. "Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions," University of California at Los Angeles, Anderson Graduate School of Management qt6v17p79w, Anderson Graduate School of Management, UCLA.
• Rodolfo Apreda, 2004. "Differential rates, residual information sets and transactional algebras," CEMA Working Papers: Serie Documentos de Trabajo. 256, Universidad del CEMA.
• Rodolfo Apreda, 2004. "Enhancing corporate governance with one-and two-tiered convertible preferred stock," CEMA Working Papers: Serie Documentos de Trabajo. 260, Universidad del CEMA.
• Piotr Wdowinski, 2004. "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series 1120, CESifo.
• De Grauwe, Paul & Grimaldi, Marianna, 2004. "Bubbles and Crashes in a Behavioural Finance Model," Working Paper Series 164, Sveriges Riksbank (Central Bank of Sweden).
  • Paul De Grauwe & Marianna Grimaldi, 2004. "Bubbles and Crashes in a Behavioural Finance Model," CESifo Working Paper Series 1194, CESifo.
  • Paul De Grauwe & Marianna Grimaldi, 2005. "Bubbles and crashes in a Behavioural Finance Model," Working Papers de Economia (Economics Working Papers) 25, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
• Pesaran, M. Hashem & Timmermann, Allan, 2004. "How costly is it to ignore breaks when forecasting the direction of a time series?," International Journal of Forecasting, Elsevier, vol. 20(3), pages 411-425.
  • Pesaran, H.M. & Timmermann, A., 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," Cambridge Working Papers in Economics 0306, Faculty of Economics, University of Cambridge.
  • Allan Timmermann & M. Hashem Pesaran, 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," CESifo Working Paper Series 875, CESifo.
• Michael W. Brandt & Francis X. Diebold, 2006. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," The Journal of Business, University of Chicago Press, vol. 79(1), pages 61-74, January.
  • Michael W. Brandt & Francis X. Diebold & April, "undated". "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," Center for Financial Institutions Working Papers 03-15, Wharton School Center for Financial Institutions, University of Pennsylvania.
  • Michael W. Brandt & Francis X. Diebold, 2004. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," CFS Working Paper Series 2004/07, Center for Financial Studies.
  • Michael W. Brandt & Francis X. Diebold, 2001. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," PIER Working Paper Archive 03-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Apr 2003.
  • Brandt, Michael W. & Diebold, Francis X., 2004. "A no-arbitrage approach to range-based estimation of return covariances and correlations," CFS Working Paper Series 2004/07, Center for Financial Studies (CFS).
  • Michael W. Brandt & Francis X. Diebold, 2003. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," NBER Working Papers 9664, National Bureau of Economic Research, Inc.
• Martin Barner & Francesco Feri & Charles R. Plott, 2005. "On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market," Annals of Finance, Springer, vol. 1(1), pages 73-107, January.
  • Barner, Martin & Feri, Francesco & Plott, Charles, 2004. "On the Microstructure of Price Determination and Information Aggregation with Sequential and Asymmetric Information Arrival in an Experimental Asset Market," Working Papers 1204, California Institute of Technology, Division of the Humanities and Social Sciences.
• Andrea Mattozzi, 2008. "Can we insure against political uncertainty? Evidence from the U.S. stock market," Public Choice, Springer, vol. 137(1), pages 43-55, October.
  • Mattozzi, Andrea, 2004. "Can we insure against political uncertainty? Evidence from the U.S. Stock Market," Working Papers 1207, California Institute of Technology, Division of the Humanities and Social Sciences.
• Plantin, Guillaume, 2003. "Self-fulfilling liquidity and the coordination premium," LSE Research Online Documents on Economics 24756, London School of Economics and Political Science, LSE Library.
  • Guillaume Plantin, 2004. "Self-Fulfilling Liquidity and the Coordination Premium," GSIA Working Papers 2005-E3, Carnegie Mellon University, Tepper School of Business.
• Andrés Zambrano & Hernán Jaramillo Salazar & Clemente Forero, 2004. "Recuento Crítico de la Literatura sobre los Impactos de la Investigación y sus Indicadores," Borradores de Investigación 3420, Universidad del Rosario.
• Luz Adriana Flórez & Carlos Esteban Posda & José Fernando Escobar, 2004. "El crédito y sus factores determinantes: el caso colombiano (1990 -2004)," Borradores de Economia 311, Banco de la Republica de Colombia.
  • Luz Adriana Flórez & Carlos Esteban Posada & José Fernando Escobar, 2004. "El Crédito Y Sus Factores Determinantes: El Caso Colombiano (1990-2004)," Borradores de Economia 2482, Banco de la Republica.
• Mauricio Nash & Darcy Fuenzalida., 2004. "The effect of dividend distribution on share return in Chile," Estudios Gerenciales, Universidad Icesi, December.
• Anif & Fedesarrollo, 2004. "Los servicios financieros y el TLC con Estados Unidos," Cuadernos de Fedesarrollo 12715, Fedesarrollo.
• Eduardo Lora T., 2004. "Los efectos sociales de las reformas estructurales de los noventa," Coyuntura Social 12922, Fedesarrollo.
• Jeroen Rombouts & E.W. Rengifo, 2004. "Dynamic Optimal Portfolio Selection in a VaR Framework," Cahiers de recherche 04-05, HEC Montréal, Institut d'économie appliquée.
  • RENGIFO, Erick & ROMBOUTS, Jeroen, 2004. "Dynamic optimal portfolio selection in a VaR framework," LIDAM Discussion Papers CORE 2004057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick, 2004. "Trading activity and liquidity supply in a pure limit order book market," LIDAM Discussion Papers CORE 2004058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," Review of Finance, European Finance Association, vol. 9(4), pages 537-567.
  • Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," Review of Finance, Springer, vol. 9(4), pages 537-567, December.
  • Luigi Guiso & Tullio Jappelli, 2003. "Awareness and Stock Market Participation," CSEF Working Papers 110, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Jun 2004.
  • Guiso, Luigi & Jappelli, Tullio, 2005. "Awareness and stock market participation," CFS Working Paper Series 2005/29, Center for Financial Studies (CFS).
  • Guiso, Luigi & Jappelli, Tullio, 2004. "Awareness and Stock Market Participation," CEPR Discussion Papers 4182, C.E.P.R. Discussion Papers.
• Rydqvist, Kristian & Maug, Ernst, 2004. "Do Shareholders vote Strategically? Evidence on the Advisory Role of Annual General Meetings," CEPR Discussion Papers 4192, C.E.P.R. Discussion Papers.
• Philippe Bacchetta & Eric Van Wincoop, 2004. "A Scapegoat Model of Exchange-Rate Fluctuations," American Economic Review, American Economic Association, vol. 94(2), pages 114-118, May.
  • Philippe BACCHETTA & Eric VAN WINCOOP, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," Cahiers de Recherches Economiques du Département d'économie 04.01, Université de Lausanne, Faculté des HEC, Département d’économie.
  • Bacchetta, Philippe & van Wincoop, Eric, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," CEPR Discussion Papers 4268, C.E.P.R. Discussion Papers.
  • Philippe Bacchetta & Eric van Wincoop, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," NBER Working Papers 10245, National Bureau of Economic Research, Inc.
  • Philippe Bacchetta & Eric van Wincoop, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," Working Papers 04.01, Swiss National Bank, Study Center Gerzensee.
• Ilan Kremer, 2004. "Underpricing and Market Power in Uniform Price Auctions," The Review of Financial Studies, Society for Financial Studies, vol. 17(3), pages 849-877.
  • Nyborg, Kjell & Kremer, Ilan, 2004. "Underpricing and Market Power in Uniform Price Auctions," CEPR Discussion Papers 4363, C.E.P.R. Discussion Papers.
• Sarno, Lucio & Valente, Giorgio, 2004. "Asset Prices and International Spillovers: An Empirical Investigation," CEPR Discussion Papers 4380, C.E.P.R. Discussion Papers.
• Miyajima, Hideaki & Yafeh, Yishay, 2004. "Japan's Banking Crisis: Who Has the Most to Lose?," CEPR Discussion Papers 4403, C.E.P.R. Discussion Papers.
• Burton Hollifield & Robert A. Miller & Patrik Sandås & Joshua Slive, 2006. "Estimating the Gains from Trade in Limit‐Order Markets," Journal of Finance, American Finance Association, vol. 61(6), pages 2753-2804, December.
  • Hollifield, Burton & SandÃ¥s, Patrik & Miller, Robert A. & Slive, Joshua, 2004. "Estimating the Gains From Trade in Limit Order Markets," CEPR Discussion Papers 4432, C.E.P.R. Discussion Papers.
• Wei, Shang-Jin & Boyreau-Debray, Genevieve, 2004. "Pitfalls of a State-Dominated Financial System: The Case of China," CEPR Discussion Papers 4471, C.E.P.R. Discussion Papers.
  • Genevieve Boyreau-Debray & Shang-Jin Wei, 2005. "Pitfalls of a State-Dominated Financial System: The Case of China," NBER Working Papers 11214, National Bureau of Economic Research, Inc.
• Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, August.
  • Brunnermeier, Markus K. & Pederson, Lasse Heje, 2003. "Predatory trading," LSE Research Online Documents on Economics 24829, London School of Economics and Political Science, LSE Library.
  • Brunnermeier, Markus & Pedersen, Lasse Heje, 2004. "Predatory Trading," CEPR Discussion Papers 4639, C.E.P.R. Discussion Papers.
  • Lasse H. Pedersen & Markus Brunnermeier, 2004. "Predatory Trading," Econometric Society 2004 North American Winter Meetings 425, Econometric Society.
  • Markus K. Brunnermeier & Lasse Heje Pedersen, 2004. "Predatory Trading," NBER Working Papers 10755, National Bureau of Economic Research, Inc.
  • Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group.
• Cespa, Giovanni, 2004. "Information Sales and Insider Trading," CEPR Discussion Papers 4667, C.E.P.R. Discussion Papers.
• Norden, Lars & Weber, Martin, 2004. "The comovement of credit default swap, bond and stock markets: An empirical analysis," CFS Working Paper Series 2004/20, Center for Financial Studies (CFS).
  • Weber, Martin & Norden, Lars, 2004. "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers 4674, C.E.P.R. Discussion Papers.
• Acharya, Viral V. & Pedersen, Lasse Heje, 2005. "Asset pricing with liquidity risk," Journal of Financial Economics, Elsevier, vol. 77(2), pages 375-410, August.
  • Acharya, Viral & Pedersen, Lasse Heje, 2003. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 3749, C.E.P.R. Discussion Papers.
  • Acharya, Viral & Pedersen, Lasse Heje, 2004. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 4718, C.E.P.R. Discussion Papers.
  • Viral V. Acharya & Lasse Heje Pedersen, 2004. "Asset Pricing with Liquidity Risk," NBER Working Papers 10814, National Bureau of Economic Research, Inc.
• Thesmar, David, 2004. "Financial Market Development and the Rise in Firm Level Uncertainty," CEPR Discussion Papers 4761, C.E.P.R. Discussion Papers.
• Dunne, Peter G & Hau, Harald & Moore, Michael, 2004. "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers 4806, C.E.P.R. Discussion Papers.
• Massa, Massimo & Gaspar, José-Miguel, 2004. "Idiosyncratic Volatility and Product Market Competition," CEPR Discussion Papers 4812, C.E.P.R. Discussion Papers.
• Massimo Massa & William Goetzmann, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm333, Yale School of Management, revised 01 Apr 2005.
  • Goetzmann, William & Massa, Massimo, 2004. "Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias," CEPR Discussion Papers 4814, C.E.P.R. Discussion Papers.
  • William N. Goetzmann & Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," NBER Working Papers 9499, National Bureau of Economic Research, Inc.
  • William N. Goetzmann & Massimo Massa, 2004. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm331, Yale School of Management.
  • William N. Goetzmann & Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias," Yale School of Management Working Papers ysm14, Yale School of Management.
  • William N. Goetzmann & Massimo Massa, 2005. "Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias," Yale School of Management Working Papers ysm447, Yale School of Management.
• Goetzmann, William N. & Massa, Massimo, 2005. "Dispersion of opinion and stock returns," Journal of Financial Markets, Elsevier, vol. 8(3), pages 324-349, August.
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  • William N. Goetzmann & Massimo Massa, 2005. "Dispersion of Opinion and Stock Returns," Yale School of Management Working Papers ysm444, Yale School of Management.
• Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN, 2004. "Illusionary Finance and Trading Behavior," Discussion Papers (ECON - Département des Sciences Economiques) 2005012, Université catholique de Louvain, Département des Sciences Economiques, revised 15 Jan 2005.
• Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques) 2005015, Université catholique de Louvain, Département des Sciences Economiques.
  • A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268757, HAL.
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  • A. Durre & H. Beltran & P. Giot, 2006. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00260870, HAL.
  • BELTRAN, Helena & DURRE, Alain & GIOT, Pierre, 2005. "Volatility regimes and the provision of liquidity in order book markets," LIDAM Discussion Papers CORE 2005012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • A. Durre & H. Beltran & P. Giot, 2005. "Volatility regimes and the provision of liquidity in order book markets," Post-Print hal-00268760, HAL.
• Cebrián, Ana C. & Denuit, Michel & Scaillet, Olivier, 2004. "Testing for Concordance Ordering," ASTIN Bulletin, Cambridge University Press, vol. 34(1), pages 151-173, May.
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• Robert J. Shiller, 2004. "Radical Financial Innovation," Cowles Foundation Discussion Papers 1461, Cowles Foundation for Research in Economics, Yale University.
• Floros, C., 2004. "Stock Returns and Inflation in Greece," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(2).
• Maghyereh, A., 2004. "Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(2), pages 27-40.
• Gonzalez, F. & Haas, F. & Johannes, R. & Persson, M. & Toledo, L. & Violi, R. & Zins, C. & Wieland, M., 2004. "Market dynamics associated with credit ratings: a literature review," Financial Stability Review, Banque de France, issue 4, pages 53-76, June.
  • Fernando Gonzalez & François Haas & Ronald Johannes & Mattias Persson & Liliana Toledo & Roberto Violi & Martin Wieland & Carmen Zins, 2004. "Market dynamics associated with credit ratings - a literature review," Occasional Paper Series 16, European Central Bank.
• Gonzalez, F. & Haas, F. & Johannes, R. & Persson, M. & Toledo, L. & Violi, R. & Zins, C. & Wieland, M., 2004. "Market dynamics associated with credit ratings: a literature review," Financial Stability Review, Banque de France, issue 4, pages 53-76, June.
  • González, Fernando & Haas, François & Johannes, Ronald & Persson, Mattias & Toledo, Liliana & Violi, Roberto & Wieland, Martin & Zins, Carmen, 2004. "Market dynamics associated with credit ratings: a literature review," Occasional Paper Series 16, European Central Bank.
• Vahamaa, Sami, 2005. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Journal of Economics and Business, Elsevier, vol. 57(1), pages 23-38.
  • Vähämaa, Sami, 2004. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Working Paper Series 315, European Central Bank.
• Koppl, Thorsten V., 2006. "Risk sharing through financial markets with endogenous enforcement of trades," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.
  • Thorsten V. Koeppl, 2004. "Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades," Working Paper 1048, Economics Department, Queen's University.
  • Koeppl, Thorsten Volker, 2004. "Risk sharing through financial markets with endogenous enforcement of trades," Working Paper Series 319, European Central Bank.
  • Thorsten V. Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.
• Holthausen, Cornelia & Tapking, Jens, 2007. "Raising rival's costs in the securities settlement industry," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 91-116, January.
  • Holthausen, Cornelia & Tapking, Jens, 2004. "Raising rival's costs in the securities settlement industry," Working Paper Series 376, European Central Bank.
• Menkveld, Albert J. & Cheung, Yiu Chung & de Jong, Frank, 2004. "Euro area sovereign yield dynamics: the role of order imbalance," Working Paper Series 385, European Central Bank.
  • Menkveld, Albert J. & Cheung, Yiu C. & Jong, Frank de, 2006. "Euro-Area Sovereign Yield Dynamics: the role of order imbalance," Serie Research Memoranda 0006, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Stephen E. Satchell & Shaun A. Bond, 2004. "Asymmetry, Loss Aversion and Forecasting," Econometric Society 2004 Australasian Meetings 160, Econometric Society.
• Ilias Tsiakas, 2004. "Analysis of the predictive ability of information accumulated over nights, weekends and holidays," Econometric Society 2004 Australasian Meetings 208, Econometric Society.
• George Milunovich, 2004. "Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model," Econometric Society 2004 Australasian Meetings 55, Econometric Society.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang, 2004. "Tracking Brazilian Exchange Rate Volatility," Econometric Society 2004 Far Eastern Meetings 487, Econometric Society.
• Joon Chae & Albert Wang, 2004. "Who makes market," Econometric Society 2004 Far Eastern Meetings 605, Econometric Society.
• Sun jian-ming, 2004. "Estimating Prices Transition Rate with Ultra-High-Frequency Data," Econometric Society 2004 Far Eastern Meetings 673, Econometric Society.
• Erick Rengifo & Andresas Heinen, 2004. "Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas," Econometric Society 2004 Far Eastern Meetings 755, Econometric Society.
• Alok Kumar, 2004. "Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market," Econometric Society 2004 Far Eastern Meetings 783, Econometric Society.
• Christophe Prechac & Aditya Goenka, 2004. "Are Sunspots Inevitable?," Econometric Society 2004 Far Eastern Meetings 786, Econometric Society.
• João Amaro de Matos, 2004. "Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets," Econometric Society 2004 Latin American Meetings 114, Econometric Society.
• Viviana Fernandez, 2004. "Extremal Dependence In Exchange Rate Markets," Econometric Society 2004 Latin American Meetings 13, Econometric Society.
• Ivana Komunjer, 2007. "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921.
  • Ivana Komunjer, 2004. "Asymmetric Power Distribution: Theory and Applications to Risk Measurement," Econometric Society 2004 Latin American Meetings 44, Econometric Society.
• Michael D. Bordo & Joseph G. Haubrich, 2004. "The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997," NBER Working Papers 10431, National Bureau of Economic Research, Inc.
  • Michael Bordo & Joseph Haubrich, 2004. "The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997," Econometric Society 2004 North American Summer Meetings 165, Econometric Society.
  • Michael D. Bordo & Joseph G. Haubrich, 2004. "The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997," Working Papers (Old Series) 0402, Federal Reserve Bank of Cleveland.
• Albert Wang & Joon Chae, 2004. "Who makes markets? The Role of Dealers and Liquidity Provision," Econometric Society 2004 North American Summer Meetings 364, Econometric Society.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Working Papers 04-24, Federal Reserve Bank of Philadelphia.
  • Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005. "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies 2005,03, Deutsche Bundesbank.
  • Falko Fecht & Kevin Huang, 2004. "Financial intermediaries, markets, and growth," Econometric Society 2004 North American Summer Meetings 419, Econometric Society.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Research Working Paper RWP 04-02, Federal Reserve Bank of Kansas City.
  • Falko Fecht & Kevin X.D. Huang & Antoine Martin, 2007. "Financial Intermediaries, Markets, and Growth," Vanderbilt University Department of Economics Working Papers 0714, Vanderbilt University Department of Economics.
• Wei Xiong & Ronnie Sircar, 2004. "Evaluating Incentive Options," Econometric Society 2004 North American Winter Meetings 253, Econometric Society.
• Koppl, Thorsten V., 2006. "Risk sharing through financial markets with endogenous enforcement of trades," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.
  • Thorsten V. Koeppl, 2004. "Risk Sharing Through Financial Markets With Endogenous Enforcement Of Trades," Working Paper 1048, Economics Department, Queen's University.
  • Thorsten V. Koeppl, 2004. "Risk Sharing through Financial Markets with Endogenous Enforcement of Trades," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.
  • Koeppl, Thorsten Volker, 2004. "Risk sharing through financial markets with endogenous enforcement of trades," Working Paper Series 319, European Central Bank.
• Campa, Jose Manuel, 2004. "Exchange rates and trade: How important is hysteresis in trade?," European Economic Review, Elsevier, vol. 48(3), pages 527-548, June.
  • Campa, José Manuel, 2000. "Exchange Rates and Trade: How Important is Hysteresis in Trade?," CEPR Discussion Papers 2606, C.E.P.R. Discussion Papers.
  • Campa, Jose M., 2000. "Exchange rates and trade: How important is hysteresis in trade?," IESE Research Papers D/427, IESE Business School.
• Pesaran, M. Hashem & Timmermann, Allan, 2004. "How costly is it to ignore breaks when forecasting the direction of a time series?," International Journal of Forecasting, Elsevier, vol. 20(3), pages 411-425.
  • Pesaran, H.M. & Timmermann, A., 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," Cambridge Working Papers in Economics 0306, Faculty of Economics, University of Cambridge.
  • Allan Timmermann & M. Hashem Pesaran, 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," CESifo Working Paper Series 875, CESifo.
• Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004. "Structural changes in volatility and stock market development: Evidence for Spain," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1745-1773, July.
  • Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Structural Changes in Volatility and Stock Market Development: Evidence for Spain," Faculty Working Papers 06/03, School of Economics and Business Administration, University of Navarra.
• Carr, Peter & Wu, Liuren, 2004. "Time-changed Levy processes and option pricing," Journal of Financial Economics, Elsevier, vol. 71(1), pages 113-141, January.
  • Peter Carr & Liuren Wu, 2002. "Time-Changed Levy Processes and Option Pricing," Finance 0207011, University Library of Munich, Germany.
• Degeorge, Francois & Jenter, Dirk & Moel, Alberto & Tufano, Peter, 2004. "Selling company shares to reluctant employees: France Telecom's experience," Journal of Financial Economics, Elsevier, vol. 71(1), pages 169-202, January.
  • François Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000. "Selling Company Shares to Reluctant Employees: France Télécom's Experience," Working Papers hal-00598172, HAL.
  • DEGEORGE, François & JENTER, Dirk & MOEL, Alberto & TUFANO, Peter, 2000. "Selling company shares to reluctant employees : France Télécom's experience," HEC Research Papers Series 703, HEC Paris.
  • Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000. "Selling Company Shares to Reluctant Employees: France Telecom's Experience," NBER Working Papers 7683, National Bureau of Economic Research, Inc.
• Zurita, Felipe, 2004. "On the limits to speculation in centralized versus decentralized market regimes," Journal of Financial Intermediation, Elsevier, vol. 13(3), pages 378-408, July.
  • Felipe Zurita, 2001. "On the Limits to Speculation in Centralized versus Decentralized Market Regimes," Documentos de Trabajo 196, Instituto de Economia. Pontificia Universidad Católica de Chile..
• Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
  • Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2003. "A Model to Analyse Financial Fragility," OFRC Working Papers Series 2003fe13, Oxford Financial Research Centre.
  • Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A model to analyse financial fragility," LSE Research Online Documents on Economics 24703, London School of Economics and Political Science, LSE Library.
  • Dimitrios P Tsomocos & Charles A.E. Goodhart & Pojanart Sunirand, 2003. "A Model to Analyse Financial Fragility," Economics Series Working Papers 2003-FE-13, University of Oxford, Department of Economics.
• Danielsson, Jon & Love, Ryan, 2004. "Feedback trading," LSE Research Online Documents on Economics 24760, London School of Economics and Political Science, LSE Library.
• Sabbatini, Michael & Linton, Oliver, 2004. "A GARCH model of the implied volatility of the Swiss Market Index from options prices," LSE Research Online Documents on Economics 24773, London School of Economics and Political Science, LSE Library.
• Andrew J. Patton, 2009. "Are "Market Neutral" Hedge Funds Really Market Neutral?," The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2295-2330, July.
  • Patton, Andrew J., 2004. "Are "market neutral" hedge funds really market neutral?," LSE Research Online Documents on Economics 24819, London School of Economics and Political Science, LSE Library.
• Vayanos, Dimitri & Wang, Tan, 2007. "Search and endogenous concentration of liquidity in asset markets," Journal of Economic Theory, Elsevier, vol. 136(1), pages 66-104, September.
  • Dmitrios Vayanos, 2004. "Search and Endogenous Concentration of Liquidity in Asset Markets," Econometric Society 2004 North American Winter Meetings 647, Econometric Society.
  • Vayanos, Dimitri & Wang, Tan, 2004. "Search and endogenous concentration of liquidity in asset markets," LSE Research Online Documents on Economics 455, London School of Economics and Political Science, LSE Library.
• Parisi, Antonino & Parisi, Franco & Cornejo, Edinson, 2004. "Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(284), pages 789-809, octubre-d.
• Jean-Paul Abraham & Alexandre Lamfalussy & Jean-Claude Trichet & Robert Raymond & Franco Bruni, 2004. "European Monetary and Financial Integration: Evolution and Prospects," SUERF Studies, SUERF - The European Money and Finance Forum, number 2004/2 edited by Morten Balling, May.
• Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2009. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Journal of Financial Economics, Elsevier, vol. 91(3), pages 319-338, March.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2004. "Dynamic order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Working Papers of Department of Economics, Leuven ces0415, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2007. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Working Paper Research 121, National Bank of Belgium.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Other publications TiSEM a63f4ee1-35ab-4fe3-a4ba-2, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Discussion Paper 2007-017, Tilburg University, Tilburg Law and Economic Center.
• Olivier SCAILLET, 2004. "Nonparametric Estimation of Conditional Expected Shortfall," FAME Research Paper Series rp112, International Center for Financial Asset Management and Engineering.
• Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2004. "Equity Returns and Integration: Is Europe Changing?," FAME Research Paper Series rp117, International Center for Financial Asset Management and Engineering.
• Massimo Giovannini & Margherita Grasso & Alessandro Lanza & Matteo Manera, 2006. "Conditional correlations in the returns on oil companies stock prices and their determinants," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 33(4), pages 193-207, September.
  • Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza, 2004. "Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants," Working Papers 2004.71, Fondazione Eni Enrico Mattei.
• Lanza, Alessandro & Manera, Matteo & McAleer, Michael, 2006. "Modeling dynamic conditional correlations in WTI oil forward and futures returns," Finance Research Letters, Elsevier, vol. 3(2), pages 114-132, June.
  • Matteo Manera & Alessandro Lanza & Michael McAleer, 2004. "Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns," Working Papers 2004.72, Fondazione Eni Enrico Mattei.
• Michael D. Bordo & Joseph G. Haubrich, 2004. "The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997," NBER Working Papers 10431, National Bureau of Economic Research, Inc.
  • Michael D. Bordo & Joseph G. Haubrich, 2004. "The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997," Working Papers (Old Series) 0402, Federal Reserve Bank of Cleveland.
  • Michael Bordo & Joseph Haubrich, 2004. "The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997," Econometric Society 2004 North American Summer Meetings 165, Econometric Society.
• Monnet, Cyril & Quintin, Erwan, 2007. "Why do financial systems differ? History matters," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1002-1017, May.
  • Cyril Monnet & Erwan Quintin, 2004. "Why do financial systems differ? History matters," Center for Latin America Working Papers 0304, Federal Reserve Bank of Dallas.
  • Monnet, Cyril & Quintin, Erwan, 2005. "Why do financial systems differ? History matters," Working Paper Series 442, European Central Bank.
  • Cyril Monnet & Erwan Quintin, 2005. "Why do financial systems differ? History matters," 2005 Meeting Papers 275, Society for Economic Dynamics.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2004. "The cost of banking regulation," Proceedings 937, Federal Reserve Bank of Chicago.
  • Guiso, Luigi & Zingales, Luigi & Sapienza, Paola, 2006. "The Cost of Banking Regulation," CEPR Discussion Papers 5864, C.E.P.R. Discussion Papers.
  • Luigi Guiso & Paola Sapienza & Luigi Zingales, 2007. "The Cost of Banking Regulation," Economics Working Papers ECO2007/43, European University Institute.
  • Luigi Guiso & Paola Sapienza & Luigi Zingales, 2006. "The Cost of Banking Regulation," NBER Working Papers 12501, National Bureau of Economic Research, Inc.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin Huang, 2004. "Financial intermediaries, markets, and growth," Econometric Society 2004 North American Summer Meetings 419, Econometric Society.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Research Working Paper RWP 04-02, Federal Reserve Bank of Kansas City.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Working Papers 04-24, Federal Reserve Bank of Philadelphia.
  • Falko Fecht & Kevin X.D. Huang & Antoine Martin, 2007. "Financial Intermediaries, Markets, and Growth," Vanderbilt University Department of Economics Working Papers 0714, Vanderbilt University Department of Economics.
  • Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005. "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies 2005,03, Deutsche Bundesbank.
• Paul P.J. Gao & Kevin X.D. Huang, 2008. "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, vol. 9(1), pages 1-37, May.
  • Paul Gao & Kevin X. D. Huang, 2004. "Aggregate consumption-wealth ratio and the cross-section of stock returns: some international evidence," Research Working Paper RWP 04-07, Federal Reserve Bank of Kansas City.
• Rosenberg, Joshua V. & Schuermann, Til, 2006. "A general approach to integrated risk management with skewed, fat-tailed risks," Journal of Financial Economics, Elsevier, vol. 79(3), pages 569-614, March.
  • Joshua V. Rosenberg & Til Schuermann, 2004. "A general approach to integrated risk management with skewed, fat-tailed risks," Staff Reports 185, Federal Reserve Bank of New York.
• Loretta J. Mester & Leonard I. Nakamura & Micheline Renault, 2007. "Transactions Accounts and Loan Monitoring," The Review of Financial Studies, Society for Financial Studies, vol. 20(3), pages 529-556.
  • Loretta J. Mester & Leonard I. Nakamura & Micheline Renault, 2004. "Transactions accounts and loan monitoring," Working Papers 04-20, Federal Reserve Bank of Philadelphia.
  • Loretta J. Mester & Leonard I. Nakamura, 2005. "Transactions accounts and loan monitoring," Working Papers 05-14, Federal Reserve Bank of Philadelphia.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008. "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 701-720, June.
  • Falko Fecht & Kevin Huang, 2004. "Financial intermediaries, markets, and growth," Econometric Society 2004 North American Summer Meetings 419, Econometric Society.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Working Papers 04-24, Federal Reserve Bank of Philadelphia.
  • Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Research Working Paper RWP 04-02, Federal Reserve Bank of Kansas City.
  • Falko Fecht & Kevin X.D. Huang & Antoine Martin, 2007. "Financial Intermediaries, Markets, and Growth," Vanderbilt University Department of Economics Working Papers 0714, Vanderbilt University Department of Economics.
  • Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005. "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies 2005,03, Deutsche Bundesbank.
• LINTON, Olivier & PERRON, Benoît, 1999. "The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model," Cahiers de recherche 9911, Universite de Montreal, Departement de sciences economiques.
  • Benoit Perron & Oliver Linton, 2004. "The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model," FMG Discussion Papers dp514, Financial Markets Group.
  • Linton, Oliver & Perron, Benoit, 2000. "The shape of the risk premium: evidence from a semiparametric GARCH model," LSE Research Online Documents on Economics 24769, London School of Economics and Political Science, LSE Library.
• John Campbell & Tarun Ramadorai & Tuomo Vuolteenaho, 2004. "Caught On Tape: Predicting Institutional Ownership With Order Flow," Finance 0405012, University Library of Munich, Germany.
  • John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho, 2004. "Caught on Tape: Predicting Institutional Ownership With Order Flow," Harvard Institute of Economic Research Working Papers 2046, Harvard - Institute of Economic Research.
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond-Feingold, 2004. "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 17-44.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Post-Print hal-00308982, HAL.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308982, HAL.
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond-Feingold, 2004. "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 17-44.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308982, HAL.
  • Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Post-Print hal-00308982, HAL.
• Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," RAND Journal of Economics, The RAND Corporation, vol. 35(2), pages 329-355, Summer.
  • Thierry Foucault & Christine a Parlour, "undated". "Competition for Listings," GSIA Working Papers 2000-E11, Carnegie Mellon University, Tepper School of Business.
  • Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," Post-Print hal-00481211, HAL.
  • FOUCAULT, Thierry & PARLOUR, Christine A., 1999. "Competition for Listings," HEC Research Papers Series 666, HEC Paris.
  • Thierry Foucault & Christine A. Parlour, 2011. "Competition for Listings," Working Papers hal-00599911, HAL.
  • Foucault, Thierry & Parlour, Christine A, 1999. "Competition for Listings," CEPR Discussion Papers 2222, C.E.P.R. Discussion Papers.
• Bennedsen, Morten & Nielsen, Kasper, 2004. "The Family behind the Family Firm," Working Papers 03-2004, Copenhagen Business School, Department of Economics.
• Aase, Knut K., 2004. "Negative volatility and the Survival of Western Financial Markets," Discussion Papers 2004/5, Norwegian School of Economics, Department of Business and Management Science.
• Paul De Grauwe & Marianna Grimaldi, 2004. "Bubbles and Crashes in a Behavioural Finance Model," CESifo Working Paper Series 1194, CESifo.
  • De Grauwe, Paul & Grimaldi, Marianna, 2004. "Bubbles and Crashes in a Behavioural Finance Model," Working Paper Series 164, Sveriges Riksbank (Central Bank of Sweden).
  • Paul De Grauwe & Marianna Grimaldi, 2005. "Bubbles and crashes in a Behavioural Finance Model," Working Papers de Economia (Economics Working Papers) 25, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
• RENGIFO, Erick & ROMBOUTS, Jeroen, 2004. "Dynamic optimal portfolio selection in a VaR framework," LIDAM Discussion Papers CORE 2004057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jeroen Rombouts & E.W. Rengifo, 2004. "Dynamic Optimal Portfolio Selection in a VaR Framework," Cahiers de recherche 04-05, HEC Montréal, Institut d'économie appliquée.
• Da Rin, Marco & Nicodano, Giovanna & Sembenelli, Alessandro, 2006. "Public policy and the creation of active venture capital markets," Journal of Public Economics, Elsevier, vol. 90(8-9), pages 1699-1723, September.
  • Marco Da Rin & Giovanna Nicodano & Alessandro Sembenelli, 2004. "Public Policy and the Creation of Active Venture Capital Markets," Working Papers 270, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Da Rin, Marco & Nicodano, Giovanna & Sembenelli, Alessandro, 2005. "Public policy and the creation of active venture capital markets," Working Paper Series 430, European Central Bank.
  • Da Rin, M. & Nicodano, G. & Sembenelli, A., 2006. "Public policy and the creation of active venture capital markets," Other publications TiSEM 94370b9a-a6ac-444d-85a2-2, Tilburg University, School of Economics and Management.

2003

• Luo, Guo Ying, 2003. "Evolution, efficiency and noise traders in a one-sided auction market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 163-197, April.
  • Guo Ying (Rosemary) Luo, 2001. "Evolution, Efficiency and Noise Traders in a One-Sided Auction Market," Computing in Economics and Finance 2001 49, Society for Computational Economics.
• Dominguez, Kathryn M. E., 2003. "The market microstructure of central bank intervention," Journal of International Economics, Elsevier, vol. 59(1), pages 25-45, January.
  • Dominguez & K., 1997. "The Market Microstructure of Central Bank Intervention," Working Papers 412, Research Seminar in International Economics, University of Michigan.
  • Kathryn M. Dominguez, 1999. "The Market Microstructure of Central Bank Intervention," NBER Working Papers 7337, National Bureau of Economic Research, Inc.
• Plantin, Guillaume, 2003. "Self-fulfilling liquidity and the coordination premium," LSE Research Online Documents on Economics 24756, London School of Economics and Political Science, LSE Library.
  • Guillaume Plantin, 2004. "Self-Fulfilling Liquidity and the Coordination Premium," GSIA Working Papers 2005-E3, Carnegie Mellon University, Tepper School of Business.
• Caggese, Andrea, 2007. "Financing constraints, irreversibility, and investment dynamics," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2102-2130, October.
  • Andrea Caggese, 2001. "Financing constraints, irreversibility and investment dynamics," Economics Working Papers 1008, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2006.
  • Caggese, Andrea, 2003. "Financing constraints, irreversibility, and investment dynamics," LSE Research Online Documents on Economics 24828, London School of Economics and Political Science, LSE Library.
  • Andrea Caggese, 2003. "Financing Constraints, Irreversibility, and Investment Dynamics," FMG Discussion Papers dp440, Financial Markets Group.
  • Andrea Caggese, 2015. "Financing Constraints, Irreversibility, and Investment Dynamics," Working Papers 53, Barcelona School of Economics.
• Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, August.
  • Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group.
  • Lasse H. Pedersen & Markus Brunnermeier, 2004. "Predatory Trading," Econometric Society 2004 North American Winter Meetings 425, Econometric Society.
  • Markus K. Brunnermeier & Lasse Heje Pedersen, 2004. "Predatory Trading," NBER Working Papers 10755, National Bureau of Economic Research, Inc.
  • Brunnermeier, Markus K. & Pederson, Lasse Heje, 2003. "Predatory trading," LSE Research Online Documents on Economics 24829, London School of Economics and Political Science, LSE Library.
  • Brunnermeier, Markus & Pedersen, Lasse Heje, 2004. "Predatory Trading," CEPR Discussion Papers 4639, C.E.P.R. Discussion Papers.
• Schuster, Josef Anton & Luo, Jinhui, 2003. "Management behaviour and market response," LSE Research Online Documents on Economics 24861, London School of Economics and Political Science, LSE Library.
• Ellul, Andrew & Holden, Craig W. & Jain, Pankaj & Jennings, Robert, 2003. "A comprehensive test of order choice theory: recent evidence from the NYSE," LSE Research Online Documents on Economics 24896, London School of Economics and Political Science, LSE Library.
• Love, Ryan & Payne, Richard, 2008. "Macroeconomic News, Order Flows, and Exchange Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(2), pages 467-488, June.
  • Richard Payne, 2003. "Macroeconomic news, order flows and exchange rates," FMG Discussion Papers dp475, Financial Markets Group.
  • Love, Ryan & Payne, Richard, 2003. "Macroeconomic news, order flows and exchange rates," LSE Research Online Documents on Economics 24901, London School of Economics and Political Science, LSE Library.
• Gómez Bezares, Fernando & Larreina, Mikel, 2003. "Una valoración del sector vinícola riojano," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis, 2003. "Modelos predictivos de redes neuronales en índices bursátiles," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(280), pages 721-744, octubre-d.
• Hipòlit Torró & Vicente Meneu & Enric Valor, 2003. "Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 4(4), pages 6-17, March.
  • Enric Valor & Hipòlit Torró & Vicente Meneu, 2001. "Single Factor Stochastic Models With Seasonality Applied To Underlying Weather Derivatives Variables," Working Papers. Serie EC 2001-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Pouchkarev, I. & Spronk, J. & van Vliet, P., 2003. "Portfolio Return Characteristics of Different Industries," ERIM Report Series Research in Management ERS-2003-014-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Bert Scholtens & Dick van Wensveen, 2003. "The Theory of Financial Intermediation: An Essay On What It Does (Not) Explain," SUERF Studies, SUERF - The European Money and Finance Forum, number 2003/1 edited by Morten Balling.
  • Bert Scholtens & Dick van Wensveen, 2003. "The Theory of Financial Intermediation: An Essay On What It Does (Not) Explain," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
• Bert Scholtens & Dick van Wensveen, 2003. "The Theory of Financial Intermediation: An Essay On What It Does (Not) Explain," SUERF Studies, SUERF - The European Money and Finance Forum, number 2003/1 edited by Morten Balling, May.
• Jean-Paul Abraham, 2003. "Monetary and Financial Thinking in Europe - Evidence from Four Decades of SUERF," SUERF Studies, SUERF - The European Money and Finance Forum, number 2003/3 edited by Morten Balling, May.
• C. Guermat & K. Hadri & C. C. Kucukozmen, 2003. "Forecasting Value at Risk in Emerging Arab Stock Markets," Discussion Papers 0303, University of Exeter, Department of Economics.
• Jean-David Fermanian & Olivier Scaillet, . "Nonparametric estimation of copulas for time series," Journal of Risk, Journal of Risk.
  • Fermanian, Jean-David & Scaillet, Olivier, 2003. "Nonparametric estimation of copulas for time series," Working Papers unige:41797, University of Geneva, Geneva School of Economics and Management.
  • Jean-David FERMANIAN & Olivier SCAILLET, 2003. "Nonparametric Estimation of Copulas for Time Series," FAME Research Paper Series rp57, International Center for Financial Asset Management and Engineering.
• Jean-David FERMANIAN & Olivier SCAILLET, 2003. "Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements," FAME Research Paper Series rp89, International Center for Financial Asset Management and Engineering.
• Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist, 2003. "Strategic Behavior and Underpricing in Uniform Price Auctions," Working Papers 2003.25, Fondazione Eni Enrico Mattei.
• Peter L. Rousseau, 2003. "Historical perspectives on financial development and economic growth," Review, Federal Reserve Bank of St. Louis, vol. 85(Jul), pages 81-106.
  • Peter L. Rousseau, 2002. "Historical Perspectives on Financial Development and Economic Growth," NBER Working Papers 9333, National Bureau of Economic Research, Inc.
• Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, August.
  • Brunnermeier, Markus K. & Pederson, Lasse Heje, 2003. "Predatory trading," LSE Research Online Documents on Economics 24829, London School of Economics and Political Science, LSE Library.
  • Lasse H. Pedersen & Markus Brunnermeier, 2004. "Predatory Trading," Econometric Society 2004 North American Winter Meetings 425, Econometric Society.
  • Markus K. Brunnermeier & Lasse Heje Pedersen, 2004. "Predatory Trading," NBER Working Papers 10755, National Bureau of Economic Research, Inc.
  • Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group.
  • Brunnermeier, Markus & Pedersen, Lasse Heje, 2004. "Predatory Trading," CEPR Discussion Papers 4639, C.E.P.R. Discussion Papers.
• Love, Ryan & Payne, Richard, 2008. "Macroeconomic News, Order Flows, and Exchange Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(2), pages 467-488, June.
  • Love, Ryan & Payne, Richard, 2003. "Macroeconomic news, order flows and exchange rates," LSE Research Online Documents on Economics 24901, London School of Economics and Political Science, LSE Library.
  • Richard Payne, 2003. "Macroeconomic news, order flows and exchange rates," FMG Discussion Papers dp475, Financial Markets Group.
• Jean-David Fermanian & Olivier Scaillet, . "Nonparametric estimation of copulas for time series," Journal of Risk, Journal of Risk.
  • Jean-David FERMANIAN & Olivier SCAILLET, 2003. "Nonparametric Estimation of Copulas for Time Series," FAME Research Paper Series rp57, International Center for Financial Asset Management and Engineering.
  • Fermanian, Jean-David & Scaillet, Olivier, 2003. "Nonparametric estimation of copulas for time series," Working Papers unige:41797, University of Geneva, Geneva School of Economics and Management.
• FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," HEC Research Papers Series 742, HEC Paris.
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• Hervé Alexandre & Maxime Merli, 2003. "Notations et écarts de rentabilité:le marché français avant l'euro," Revue Finance Contrôle Stratégie, revues.org, vol. 6(3), pages 5-22, September.
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• Lidén, Erik R., 2003. "Swedish Stock Recommendations: Information Content or Price Pressure?," Working Papers in Economics 98, University of Gothenburg, Department of Economics, revised 19 Nov 2004.
• Lidén, Erik R., 2003. "Stock Recommendations in Swedish Printed Media: Leading or Misleading?," Working Papers in Economics 99, University of Gothenburg, Department of Economics, revised 17 Nov 2004.
• Ahn, Sanghoon, 2003. "Technology Upgrading with Learning Cost," CEI Working Paper Series 2003-21, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
• Jean-Charles Rochet & Jean Tirole, 2003. "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 990-1029, June.
  • Rochet, Jean-Charles & Triole, Jean, 2002. "Platform competition in two sided markets," LSE Research Online Documents on Economics 24929, London School of Economics and Political Science, LSE Library.
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• Christos I. Giannikos & Hany Guirguis & Deniz Ozenbas, 2003. "Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 2(1), pages 49-55, April.
• Dar-Hsin Chen & Lloyd P. Blenman, 2003. "An Extended Model of Serial Covariance Bid-Ask Spreads," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 2(1), pages 75-83, April.
• Saiful Azhar Rosly & Azizi Che Semanb, 2003. "JURISTIC VIEWPOINTS ON BAYC Al-C¡NAH IN MALAYSIA: A SURVEY," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 11(1), pages 87-112, June.
• Antonio Mínguez Vera & Juan Francisco Martín Ugedo, 2003. "Concentración Accionarial Y Liquidez De Mercado: Un Analisis Con Ecuaciones Simultáneas," Working Papers. Serie EC 2003-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Winfried Pohlmeier & Roman Liesenfeld, 2003. "A Dynamic Integer Count Data Model for Financial Transaction Prices," CoFE Discussion Paper 03-03, Center of Finance and Econometrics, University of Konstanz.
• Jelena Zubkova, 2003. "Interest Rate Term Structure in Latvia in the Monetary Policy Context," Working Papers 2003/03, Latvijas Banka.
• S Capasso, 2003. "Stock Market Development and Economic Growth: A matter of informational problems," Centre for Growth and Business Cycle Research Discussion Paper Series 32, Economics, The University of Manchester.
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• Anthony J. Seymour & Daniel A. Polakow, 2003. "A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test," Multinational Finance Journal, Multinational Finance Journal, vol. 7(1-2), pages 3-23, March-Jun.
• Weber, Martin & Langer, Thomas, 2003. "Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis," CEPR Discussion Papers 4084, C.E.P.R. Discussion Papers.
  • Langer, Thomas & Weber, Martin, 2003. "Does binding or feedback influence myopic loss aversion : an experimental analysis," Papers 03-20, Sonderforschungsbreich 504.
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• Jean-Pierre Galavielle, 2003. "Y a-t-il une théorie des marchés financiers ?," Cahiers de la Maison des Sciences Economiques r04029, Université Panthéon-Sorbonne (Paris 1).
• Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003. "Stock Market Valuation In The United States," Finance 0312011, University Library of Munich, Germany.
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• Robert E. Hall, 2003. "Corporate Earnings Track the Competitive Benchmark," NBER Working Papers 10150, National Bureau of Economic Research, Inc.
• Rajnish Mehra, 2003. "The Equity Premium: Why is it a Puzzle?," NBER Working Papers 9512, National Bureau of Economic Research, Inc.
• Takatoshi Ito & Kimie Harada, 2003. "Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives," NBER Working Papers 9589, National Bureau of Economic Research, Inc.
• Lettau, Martin & Ludvigson, Sydney C., 2005. "Expected returns and expected dividend growth," Journal of Financial Economics, Elsevier, vol. 76(3), pages 583-626, June.
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• Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
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• Cheolbeom Park, 2003. "Asset Prices, Heterogeneous Expectations, and Limited Short Sales," Departmental Working Papers wp0308, National University of Singapore, Department of Economics.
• Brian McCulloch, 2003. "Geometric Return and Portfolio Analysis," Treasury Working Paper Series 03/28, New Zealand Treasury.
• Burkhard Raunig, 2003. "Testing for Longer Horizon Predictability of Return Volatility with an Application to the German," Working Papers 86, Oesterreichische Nationalbank (Austrian Central Bank).
• Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2003. "Household stockholding in Europe: where do we stand and where do we go? [‘Limited market participation and volatility of assets prices’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(36), pages 123-170.
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• Erik Theissen, 2003. "Trader Anonymity, Price Formation and Liquidity," Review of Finance, European Finance Association, vol. 7(1), pages 1-26.
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• Marco Schulmerich & Siegfried Trautmann, 2003. "Local Expected Shortfall-Hedging in Discrete Time," Review of Finance, European Finance Association, vol. 7(1), pages 75-102.
• Suleyman Basak & Michael Gallmeyer, 2003. "Capital Market Equilibrium with Differential Taxation," Review of Finance, European Finance Association, vol. 7(2), pages 121-159.
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• Kee-Hong Bae & G. Andrew Karolyi & René M. Stulz, 2003. "A New Approach to Measuring Financial Contagion," The Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 717-763, July.
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• Patrik Bauer & Vít Bubák, 2003. "Informative value of firm capital structure," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(3), pages 233-248.
• Jan Kodera & Václava Pánková, 2003. "Makroekonomické veličiny a ceny akcií [Macroeconomic variables and stock prices]," Politická ekonomie, Prague University of Economics and Business, vol. 2003(6), pages 825-837.
• Constantin Mellios, 2003. "La gestion des risques financiers par les entreprises : explications théoriques versus études empiriques," Revue d'Économie Financière, Programme National Persée, vol. 72(3), pages 243-264.
• Dominique Lacoue-Labarthe, 2003. "L'évolution de la supervision bancaire et de la réglementation prudentielle (1945-1996)," Revue d'Économie Financière, Programme National Persée, vol. 73(4), pages 39-63.
• Michael E. Drew & Jon D. Stanford, 2003. "Retail Superannuation Management in Australia: Risk, Cost and Alpha," School of Economics and Finance Discussion Papers and Working Papers Series 126, School of Economics and Finance, Queensland University of Technology.
• Peree, Eric & Riess, Armin, 2003. "The transformation of finance in Europe:introduction and overview," EIB Papers 1/2003, European Investment Bank, Economics Department.
• Nunnenkamp, Peter, 2003. "Reforming the international financial architecture: What globalization critics demand and what policymakers have (not) achieved," Journal of Financial Transformation, Capco Institute, vol. 9, pages 39-46.
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• Eichberger, Jürgen & Spanjers, Willem, 2003. "Liquidity and Ambiguity: Banks or Asset Markets?," Economics Discussion Papers 2003-11, School of Economics, Kingston University London.
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• Abhaysingh Chavan & Rajendra R. Vaidya, 2003. "Financial Liberalization in India and the Bank Lending Channel of Monetary Transmissionâ€," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 4(2), pages 221-243, September.
• Markus Glaser & Martin Weber, 2003. "Momentum and Turnover: Evidence from the German Stock Market," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 55(2), pages 108-135, April.
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• Giovanni Cespa, 2004. "A Comparison of Stock Market Mechanisms," RAND Journal of Economics, The RAND Corporation, vol. 35(4), pages 803-824, Winter.
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• Keith Blackburn & Niloy Bose & Salvatore Capasso, 2005. "Financial Development, Financing Choice and Economic Growth," Review of Development Economics, Wiley Blackwell, vol. 9(2), pages 135-149, May.
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• Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 983-997, June.
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• Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart, 2003. "Fluctuations and response in financial markets: the subtle nature of `random' price changes," Papers cond-mat/0307332, arXiv.org, revised Aug 2003.
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• Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud, 2004. "Multiple time scales in volatility and leverage correlations: a stochastic volatility model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 11(1), pages 27-50.
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• Marc Potters & Jean-Philippe Bouchaud, 2003. "Comment on: "Two-phase behaviour of financial markets"," Science & Finance (CFM) working paper archive 50002, Science & Finance, Capital Fund Management.
• Matthieu Wyart & Jean-Philippe Bouchaud, 2003. "Self-referential behaviour, overreaction and conventions in financial markets," Science & Finance (CFM) working paper archive 500020, Science & Finance, Capital Fund Management.
• Benoit Pochard & Jean-Philippe Bouchaud, 2003. "Option pricing and hedging with minimum expected shortfall," Science & Finance (CFM) working paper archive 500029, Science & Finance, Capital Fund Management.
• Martin Schweizer & Dirk Becherer & Jürgen Amendinger, 2003. "A monetary value for initial information in portfolio optimization," Finance and Stochastics, Springer, vol. 7(1), pages 29-46.
• Paul Embrechts & Andrea Höing & Alessandro Juri, 2003. "Using copulae to bound the Value-at-Risk for functions of dependent risks," Finance and Stochastics, Springer, vol. 7(2), pages 145-167.
• Thomas Møller, 2003. "Indifference pricing of insurance contracts in a product space model," Finance and Stochastics, Springer, vol. 7(2), pages 197-217.
• Winfried Hallerbach, 2003. "Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration," Applied Financial Economics, Taylor & Francis Journals, vol. 13(4), pages 287-294.
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• David Heath & Eckhard Platen, 2003. "Pricing of index options under a minimal market model with log-normal scaling," Quantitative Finance, Taylor & Francis Journals, vol. 3(6), pages 442-450.
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• Ioannidou, V. & Pierides, Y., 2003. "The Bank's Choice of Financing and the Correlation Structure of Loan Returns," Discussion Paper 2003-51, Tilburg University, Center for Economic Research.
• van den Goorbergh, R.W.J. & de Roon, F.A. & Werker, B.J.M., 2003. "Economic Hedging Portfolios," Discussion Paper 2003-102, Tilburg University, Center for Economic Research.
• Jean-Charles Rochet & Jean Tirole, 2003. "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 990-1029, June.
  • Rochet, Jean-Charles & Triole, Jean, 2002. "Platform competition in two sided markets," LSE Research Online Documents on Economics 24929, London School of Economics and Political Science, LSE Library.
  • Jean-Charles Rochet & Jean Triole, 2002. "Platform Competition in Two Sided Markets," FMG Discussion Papers dp409, Financial Markets Group.
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• Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004. "Structural changes in volatility and stock market development: Evidence for Spain," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1745-1773, July.
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• Gleason, Katherine I. & Klock, Mark S., 2003. "Intangible capital in the pharmaceutical & chemical industry," Working Papers 2003-04, University of New Orleans, Department of Economics and Finance.
• Gleason, Katherine I., 2003. "Insider trading, NASDAQ quotes, and market maker competition," Working Papers 2003-09, University of New Orleans, Department of Economics and Finance.
• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
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• David Heath & Eckhard Platen, 2003. "Pricing of index options under a minimal market model with log-normal scaling," Quantitative Finance, Taylor & Francis Journals, vol. 3(6), pages 442-450.
  • David Heath & Eckhard Platen, 2003. "Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling," Research Paper Series 101, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2004. "Modeling The Volatility And Expected Value Of A Diversified World Index," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 511-529.
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• Eckhard Platen & Jason West, 2004. "A Fair Pricing Approach to Weather Derivatives," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 23-53, March.
  • Eckhard Platen & Jason West, 2003. "Fair Pricing of Weather Derivatives," Research Paper Series 106, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2003. "Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models," Research Paper Series 110, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2004. "A Benchmark Framework for Risk Management," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 15, pages 305-335, World Scientific Publishing Co. Pte. Ltd..
  • Eckhard Platen, 2003. "A Benchmark Framework for Risk Management," Research Paper Series 113, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2003. "Diversified Portfolios in a Benchmark Framework," Research Paper Series 87, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2005. "An Alternative Interest Rate Term Structure Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(06), pages 717-735.
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• Posthuma, Nolke & Sluis, Pieter Jelle van der, 2003. "A Reality Check on Hedge Funds Returns," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
• Jaime A. Londoño, 2003. "Parametric Estimation Of Diffusion Processes Sampled At First Exit Time," Econometrics 0305002, University Library of Munich, Germany, revised 16 Feb 2004.
• Federico M. Bandi & Benoit Perron, 2006. "Long Memory and the Relation Between Implied and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 636-670.
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• Cumhur Ekinci, 2003. "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance 0305006, University Library of Munich, Germany, revised 22 Nov 2004.
• Thomas Schuster, 2003. "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance 0305009, University Library of Munich, Germany.
• Sohnke M. Bartram & Frank R. Fehle, 2003. "Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax," Finance 0307005, University Library of Munich, Germany, revised 06 Nov 2003.
• Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, University Library of Munich, Germany.
• Dmitry Yakovlev & Dmitry Zhabin, 2003. "About discrete hedging and option pricing," Finance 0310005, University Library of Munich, Germany.
• Sohnke M. Bartram & Frank R. Fehle, 2003. "Alternative Market Structures for Derivatives," Finance 0311007, University Library of Munich, Germany, revised 12 Dec 2003.
• Patrick Bisciari & Alain Durré & Alain Nyssens, 2003. "Stock market valuation in the United States," Working Paper Document 41, National Bank of Belgium.
  • Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003. "Stock Market Valuation In The United States," Finance 0312011, University Library of Munich, Germany.
• James R. Lothian & Cornelia H.. McCarthy, 2001. "Equity Returns and Inflation: The Puzzlingly Long Lags," International Finance 0107003, University Library of Munich, Germany.
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• Lamon Rutten, 2003. "The feasibility of an international tropical plywood futures contract," Risk and Insurance 0301001, University Library of Munich, Germany.
• Ghosal, Vivek, 2002. "Impact of Uncertainty and Sunk Costs on Firm Survival and Industry Dynamics," Royal Economic Society Annual Conference 2002 86, Royal Economic Society.
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• Markus Glaser & Thomas Langer & Martin Weber, 2007. "On the Trend Recognition and Forecasting Ability of Professional Traders," Decision Analysis, INFORMS, vol. 4(4), pages 176-193, December.
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• Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 1-36, June.
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  • Glaser, Markus & Weber, Martin, 2005. "Overconfidence and Trading Volume," SIFR Research Report Series 40, Institute for Financial Research.
• Weber, Martin & Langer, Thomas, 2003. "Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis," CEPR Discussion Papers 4084, C.E.P.R. Discussion Papers.
  • Langer, Thomas & Weber, Martin, 2003. "Does Binding or Feeback Influence Myopic Loss Aversion - An Experimental Analysis," Sonderforschungsbereich 504 Publications 03-20, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
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• Massimo Massa & William Goetzmann, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm333, Yale School of Management, revised 01 Apr 2005.
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• William N. Goetzmann & Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias," Yale School of Management Working Papers ysm14, Yale School of Management.
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  • William N. Goetzmann & Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," NBER Working Papers 9499, National Bureau of Economic Research, Inc.
  • William N. Goetzmann & Massimo Massa, 2005. "Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias," Yale School of Management Working Papers ysm447, Yale School of Management.
  • William N. Goetzmann & Massimo Massa, 2004. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," Yale School of Management Working Papers ysm331, Yale School of Management.
• Susana Callao Gast�n & Beatriz Cu�llar Fern�ndez & Jos� Ignacio Jarne Jarne & Jos� Antonio La�nez Gadea, 2003. "The valuation of earnings components by the capital markets. An international comparison," Documentos de Trabajo dt2003-02, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
• Oehler, Andreas, 2003. "Zur Makrostruktur von Finanzmärkten: Börsen als Finanzintermediäre im Wettbewerb," Discussion Papers 22, University of Bamberg, Chair of Finance.
• Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk, 2003. "Measuring the Discriminative Power of Rating Systems," Discussion Paper Series 2: Banking and Financial Studies 2003,01, Deutsche Bundesbank.
• Mittnik, Stefan & Paolella, Marc S., 2003. "Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions," CFS Working Paper Series 2003/04, Center for Financial Studies (CFS).
• Franzke, Stefanie A. & Grohs, Stefanie & Laux, Christian, 2003. "Initial public offerings and venture capital in Germany," CFS Working Paper Series 2003/26, Center for Financial Studies (CFS).
• Bouis, Romain, 2003. "IPOs cycle and investment in high-tech industries," CFS Working Paper Series 2003/47, Center for Financial Studies (CFS).
• Pohlmeier, Winfried & Liesenfeld, Roman, 2003. "A Dynamic Integer Count Data Model for Financial Transaction Prices," CoFE Discussion Papers 03/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Heidorn, Thomas & König, Lars, 2003. "Investitionen in Collateralized Debt Obligations," Frankfurt School - Working Paper Series 44, Frankfurt School of Finance and Management.
• Reszat, Beate, 2003. "Japan's Financial Markets: The Lost Decade," HWWA Discussion Papers 231, Hamburg Institute of International Economics (HWWA).
• Jens Eisenschmidt & Klaus Wälde, 2007. "International Trade, Hedging, and the Demand for Forward Contracts," Review of International Economics, Wiley Blackwell, vol. 15(2), pages 414-429, May.
  • Jens, EISENSCHMIDT & Klaus, WAELDE, 2003. "International Trade, Hedging and the Demand for Forward Contracts," LIDAM Discussion Papers IRES 2003022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Eisenschmidt, Jens & Wälde, Klaus, 2006. "International Trade, Hedging and the Demand for Forward Contracts," W.E.P. - Würzburg Economic Papers 69, University of Würzburg, Department of Economics.
  • Eisenschmidt, Jens & Wälde, Klaus, 2003. "International trade, hedging and the demand for forward contracts," Dresden Discussion Paper Series in Economics 19/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
• Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 2003. "Risk Sharing and Industrial Specialization: Regional and International Evidence," American Economic Review, American Economic Association, vol. 93(3), pages 903-918, June.
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• Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Staff Working Papers 03-14, Bank of Canada.
• Jim Armstrong, 2003. "The Syndicated Loan Market: Developments in the North American Context," Staff Working Papers 03-15, Bank of Canada.
• Chris D'Souza & Charles Gaa & Jing Yang, 2003. "An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds," Staff Working Papers 03-28, Bank of Canada.
• Giovanni Cespa, 2004. "A Comparison of Stock Market Mechanisms," RAND Journal of Economics, The RAND Corporation, vol. 35(4), pages 803-824, Winter.
  • Giovanni Cespa, 2001. "A comparison of stock market mechanisms," Economics Working Papers 545, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2003.
  • Giovanni Cespa, 2015. "A comparison of stock market mechanisms," Working Papers 50, Barcelona School of Economics.
  • Giovanni Cespa, 2003. "A Comparison of Stock Market Mechanism," CSEF Working Papers 94, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 983-997, June.
  • Giovanni Cespa, 2002. "Giffen goods and market making," Economics Working Papers 681, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2003.
  • Giovanni Cespa, 2015. "Giffen Goods and Market Making," Working Papers 68, Barcelona School of Economics.
  • Giovanni Cespa, 2003. "Giffen Goods and Market Making," CSEF Working Papers 97, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2003. "Household stockholding in Europe: where do we stand and where do we go?," Economic Policy, CEPR;CES;MSH, vol. 18(36), pages 123-170, April.
• Marcello Pericoli & Massimo Sbracia, 2003. "A Primer on Financial Contagion," Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 571-608, September.
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• Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1413, August.
  • Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc.
• Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1414, August.
• Randi Naes & Johannes A. Skjeltorp, 2003. "Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets," Working Paper 2003/9, Norges Bank.
• Ney Roberto Ottoni de Brito, 2003. "Performance Evaluation and Market Timing: the Skill Index," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(1), pages 1-17.
• Paulo Coutinho & Benjamin Miranda Tabak, 2003. "Decentralized Portfolio Management," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(2), pages 243-270.
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• David Demery & Nigel Duck, 2003. "Demographic Change and the UK Savings Rate," Bristol Economics Discussion Papers 03/550, School of Economics, University of Bristol, UK.
• Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
  • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
• Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
  • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
• Alexis Cellier, 2003. "Lead lag relatîonships between short term options and the french stock index cac 40: the impact of time measurement," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(2), pages 65-82.
• Daniel Capocci & Romain Mahieu, 2003. "Les Fonds alternatifs sont-ils réellement décorrelés des produits d'investissments classiques?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(2), pages 83-110.
• Rudy De Winne & Christophe Majois, 2003. "A comparison of alternative spread décomposition models on Euronext Brussels," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(4), pages 91-136.
• Pesaran, M. Hashem & Timmermann, Allan, 2004. "How costly is it to ignore breaks when forecasting the direction of a time series?," International Journal of Forecasting, Elsevier, vol. 20(3), pages 411-425.
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• Wagner, Niklas & Marsh, Terry A., 2003. "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance, Working Paper Series qt1z87z922, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
• Rodolfo Apreda, 2003. "On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach)," CEMA Working Papers: Serie Documentos de Trabajo. 239, Universidad del CEMA.
• Christian Keuschnigg & Soren Bo Nielsen, 2003. "Public Policy For Start-up Entrepreneurship With Venture Capital and Bank Finance," University of St. Gallen Department of Economics working paper series 2003 2003-02, Department of Economics, University of St. Gallen.
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• Michael C. Jensen & John Kay & Harvey Pitt & Jürgen Stark, 2003. "The Capital Market as a Growth Engine," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 4(02), pages 14-28, October.
• Michael C. Jensen & John Kay & Harvey Pitt & Jürgen Stark, 2003. "The Capital Market as a Growth Engine," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 4(2), pages 14-28, October.
• Hans-Günther Vieweg, 2003. "Tendenzen in der deutschen Industrie - Effekte veränderter Finanzierungsbedingungen und neuer IuK-Techniken," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(09), pages 23-27, May.
• Jere R. Behrman & Nancy Birdsall & Miguel Székely, 2003. "Economic Policy and Wage Differentials in Latin America," Working Papers 29, Center for Global Development.
• Luis Ángel Medina, 2003. "Aplicación de la teoría del portafolio en el mercado accionario colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• Alberto Jaramillo & Hermilson Velásquez & Javier Santiago Ortiz & Natalia Serna, 2003. "Aspectos teóricos y empíricos de la relación empresas bancos," Documentos de Trabajo de Valor Público 3922, Universidad EAFIT.
• María Ángeles Ortega & María Ángeles Sánchez & Francisco Gonzáles, 2003. "Privatization, deregulation and competition: evidence from Spain," Revista de Economía del Rosario, Universidad del Rosario, June.
• HEINEN, Andreas & RENGIFO, Erick, 2003. "Multivariate modelling of time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE 2003025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
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  • BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen VK, 2006. "Multivariate GARCH models: a survey," LIDAM Reprints CORE 1847, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2003. "Household stockholding in Europe: where do we stand and where do we go? [‘Limited market participation and volatility of assets prices’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(36), pages 123-170.
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  • Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002. "Household Stockholding in Europe: Where Do We Stand and Where Do We Go?," University of Cyprus Working Papers in Economics 0209, University of Cyprus Department of Economics.
• Randolph B. Cohen & Joshua D. Coval & Ľuboš Pástor, 2005. "Judging Fund Managers by the Company They Keep," Journal of Finance, American Finance Association, vol. 60(3), pages 1057-1096, June.
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• Pierre-Olivier Gourinchas & Aaron Tornell, 2000. "Exchange Rate Dynamics, Learning and Misperception," Econometric Society World Congress 2000 Contributed Papers 0795, Econometric Society.
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• Harald Hau & Hélène Rey, 2006. "Exchange Rates, Equity Prices, and Capital Flows," The Review of Financial Studies, Society for Financial Studies, vol. 19(1), pages 273-317.
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• Francesco Caselli & Nicola Gennaioli, 2013. "Dynastic Management," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 971-996, January.
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• Markus Glaser & Thomas Langer & Martin Weber, 2007. "On the Trend Recognition and Forecasting Ability of Professional Traders," Decision Analysis, INFORMS, vol. 4(4), pages 176-193, December.
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• Franks, Julian & Sussman, Oren, 2003. "Financial Distress and Bank Restructuring of Small to Medium Size UK Companies," CEPR Discussion Papers 3915, C.E.P.R. Discussion Papers.
• Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 1-36, June.
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• Langer, Thomas & Weber, Martin, 2003. "Does binding or feedback influence myopic loss aversion : an experimental analysis," Papers 03-20, Sonderforschungsbreich 504.
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• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
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  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2005. "Does anonymity matter in electronic limit order markets?," CFR Working Papers 05-15, University of Cologne, Centre for Financial Research (CFR).
  • Thierry Foucault & Sophie Moinas & Eric Theissen, 2007. "Does anonymity matter in electronic limit order markets ?," Post-Print halshs-00170387, HAL.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
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  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003. "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers 4091, C.E.P.R. Discussion Papers.
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• Jens Eisenschmidt & Klaus Wälde, 2007. "International Trade, Hedging, and the Demand for Forward Contracts," Review of International Economics, Wiley Blackwell, vol. 15(2), pages 414-429, May.
  • Eisenschmidt, Jens & Wälde, Klaus, 2003. "International trade, hedging and the demand for forward contracts," Dresden Discussion Paper Series in Economics 19/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  • Eisenschmidt, Jens & Wälde, Klaus, 2006. "International Trade, Hedging and the Demand for Forward Contracts," W.E.P. - Würzburg Economic Papers 69, University of Würzburg, Department of Economics.
  • Jens, EISENSCHMIDT & Klaus, WAELDE, 2003. "International Trade, Hedging and the Demand for Forward Contracts," LIDAM Discussion Papers IRES 2003022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Chenghu Ma, 2003. "Term Structure of Interest Rates in the Presence of Levy Jumps: The HJM Approach," Annals of Economics and Finance, Society for AEF, vol. 4(2), pages 401-426, November.
• Bühlmann, Hans & Platen, Eckhard, 2003. "A Discrete Time Benchmark Approach for Insurance and Finance," ASTIN Bulletin, Cambridge University Press, vol. 33(2), pages 153-172, November.
• Martin Shubik & Eric Smith, 2007. "Structure, Clearinghouses and Symmetry," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(3), pages 587-597, March.
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• Eric Smith & Martin Shubik, 2005. "Strategic freedom, constraint, and symmetry in one-period markets with cash and credit payment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 513-551, April.
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• John Geanakoplos & Felix Kubler, 2003. "Dollar Denominated Debt and Optimal Security Design," Cowles Foundation Discussion Papers 1449, Cowles Foundation for Research in Economics, Yale University.
• Hervé Alexandre & Maxime Merli, 2003. "Notations et écarts de rentabilité:le marché français avant l'euro," Revue Finance Contrôle Stratégie, revues.org, vol. 6(3), pages 5-22, September.
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• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003. "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers 4091, C.E.P.R. Discussion Papers.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2005. "Does anonymity matter in electronic limit order markets?," CFR Working Papers 05-15, University of Cologne, Centre for Financial Research (CFR).
  • Thierry Foucault & Sophie Moinas & Eric Theissen, 2007. "Does anonymity matter in electronic limit order markets ?," Post-Print halshs-00170387, HAL.
  • Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003. "Does anonymity matter in electronic limit order markets ?," HEC Research Papers Series 784, HEC Paris.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004. "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 3, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print hal-00459795, HAL.
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• Cossin, Didier & González, Fernando & Huang, Zhijiang & Backé, Peter, 2003. "A framework for collateral risk control determination," Working Paper Series 209, European Central Bank.
• Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
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• Jansen, W. Jos & Nahuis, Niek J., 2003. "The stock market and consumer confidence: European evidence," Economics Letters, Elsevier, vol. 79(1), pages 89-98, April.
• Garcia, Rene & Luger, Richard & Renault, Eric, 2003. "Empirical assessment of an intertemporal option pricing model with latent variables," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 49-83.
  • René Garcia & Richard Luger & Eric Renault, 2000. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables," Working Papers 2000-56, Center for Research in Economics and Statistics.
  • Garcia, R. & Luger, R. & Renault, E., 2001. "Empirical Assessment of an Intertemporal option Pricing Model with Latent variables," Cahiers de recherche 2001-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables," Cahiers de recherche 2001-10, Universite de Montreal, Departement de sciences economiques.

2002

• Adrian Dragulescu & Victor Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 443-453.
  • A. Dragulescu & V. M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Computing in Economics and Finance 2002 127, Society for Computational Economics.
  • Adrian A. Dragulescu & Victor M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Papers cond-mat/0203046, arXiv.org, revised Nov 2002.
• Nicolas Audet & Toni Gravelle & Jing Yang, 2002. "Alternative Trading Systems: Does One Shoe Fit All?," Staff Working Papers 02-33, Bank of Canada.
• Toni Gravelle, 2002. "The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ," Staff Working Papers 02-9, Bank of Canada.
• Alicia García Herrero & Javier Santillán & Sonsoles Gallego & Lucía Cuadro & Carlos Egea, 2002. "Latin American Financial Development in Perspective," Working Papers 0216, Banco de España.
  • Alicia García Herrero & Javier Santillan Fraile & Sonsoles Gallego Herrero & Lucía Cuadro Sáez & Carlos Egea Martínez, 2003. "Latin American Financial Development In Perspective," Finance 0304008, University Library of Munich, Germany.
• Sonsoles Gallego & Alicia García Herrero & Jesús Saurina, 2002. "The Asian and European Banking Systems: The Case of Spain in the Quest for Develpoment and Stability," Working Papers 0217, Banco de España.
  • Alicia García Herrero & Sonsoles Gallego Herrero & Jesús Saurina Salas, 2003. "The Asian and European Banking Systems: The case of Spain in the quest for development and stability," Finance 0304007, University Library of Munich, Germany.
• Andreou, Elena & Ghysels, Eric, 2002. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-376, July.
  • Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
• Philippe Andrade & Catherine Bruneau, 2002. "Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 233-256, July.
  • Ph. Andrade & C. Bruneau, 1998. "Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998," THEMA Working Papers 98-36, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Andrade, P. & Bruneau, C., 1998. "Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998," Papers 9836, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
• Andrade, Philippe & Bruneau, Catherine, 2002. "Excess Returns, Portfolio Choices and Exchange Rate Dynamics: The Yen/Dollar Case, 1980-1998," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 237-260, July.
• Dellas, Harris & Hess, Martin K, 2002. "Financial Development and the Sensitivity of Stock Markets to External Influences," Review of International Economics, Wiley Blackwell, vol. 10(3), pages 525-538, August.
• Harris Dellas & Martin K. Hess, 2002. "Financial Development and the Sensitivity of Stock Markets to External Influences," Review of International Economics, Wiley Blackwell, vol. 10(3), pages 525-538, August.
  • Harris Dellas & Martin K. Hess, 2000. "Financial Development and the Sensitivity of Stock Markets to External Influences," Working Papers 00.06, Swiss National Bank, Study Center Gerzensee.
  • Dellas, Harris & Hess, Martin, 2001. "Financial Development and the Sensitivity of Stock Markets to External Influences," CEPR Discussion Papers 2766, C.E.P.R. Discussion Papers.
• Erik Theissen, 2003. "Trader Anonymity, Price Formation and Liquidity," Review of Finance, European Finance Association, vol. 7(1), pages 1-26.
  • Erik Theissen, 2002. "Trader Anonymity, Price Formation and Liquidity," Bonn Econ Discussion Papers bgse20_2002, University of Bonn, Germany.
• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
  • Joachim Grammig & Erik Theissen, 2002. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," Bonn Econ Discussion Papers bgse37_2002, University of Bonn, Germany.
  • Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
• Bruno Amable & Régis Breton & Xavier Ragot, 2002. "Does the “New Economy” Change the Frontiers of the Large Corporation," Recherches économiques de Louvain, De Boeck Université, vol. 68(1), pages 239-255.
  • Bruno AMABLE & Régis BRETON & Xavier RAGOT, 2002. "Does the “New Economy” Change the Frontiers of the Large Corporation?," Discussion Papers (REL - Recherches Economiques de Louvain) 2002029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Bruno Amable & Régis Breton & Xavier Ragot, 2002. "Does the "New Economy" change the frontiers of the large corporation?," Post-Print halshs-00256784, HAL.
• John W. Galbraith, 2004. "Circuit Breakers and the Tail Index of Equity Returns," Journal of Financial Econometrics, Oxford University Press, vol. 2(1), pages 109-129.
  • John W. Galbraith & Serguei Zernov, 2002. "Circuit Breakers and the Tail Index of Equity Returns," CIRANO Working Papers 2002s-62, CIRANO.
• Ana María Olaya, 2002. "Las finanzas en la frontera del conocimiento," Borradores de Investigación 3114, Universidad del Rosario.
• Alberto Jaramillo & Adriana Ángel Jiménez & Andrea Restrepo Ramírez & Ana Consuelo Serrano, 2002. "Sector bancario y coyuntura económica. El caso colombiano 1990-2000," Documentos de Trabajo de Valor Público 3921, Universidad EAFIT.
• Alejandro Revéis, 2002. "Evolution of the Colombia peso, within the currency bands, nonlinearity analysis and stochastic modelling," Revista de Economía del Rosario, Universidad del Rosario, June.
• Arturo J. Galindo & Alejandro Micco & Guillermo Ordoñez, 2002. "Financial Liberalization: Does It Pay to Join the Party?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2002), pages 231-262, August.
  • Galindo, Arturo & Micco, Alejandro & Ordoñez, Guillermo, 2002. "Financial liberalization: does it pay to join the party?," LSE Research Online Documents on Economics 123187, London School of Economics and Political Science, LSE Library.
• Reichlin, Pietro & Bloise, Gaetano, 2001. "Risk and Intermediation in a Dual Financial Market Model," CEPR Discussion Papers 2909, C.E.P.R. Discussion Papers.
  • BLOISE, Gaetano & REICHLIN, Pietro, 2002. "Risk and intermediation in a dual financial market model," LIDAM Discussion Papers CORE 2002004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• David Veredas & Juan Rodriguez-Poo & Antoni Espasa, 2001. "On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach," Working Papers 2001-19, Center for Research in Economics and Statistics.
  • VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni, 2002. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," LIDAM Discussion Papers CORE 2002023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Veredas, David & Rodríguez Poo, Juan M., 2001. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," DES - Working Papers. Statistics and Econometrics. WS ws013321, Universidad Carlos III de Madrid. Departamento de Estadística.
• Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
  • Pierre Giot & Joachim Grammig, 2002. "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002 2002-23, Department of Economics, University of St. Gallen.
  • GIOT, Pierre & GRAMMIG, Joachim, 2002. "How large is liquidity risk in an automated auction market ?," LIDAM Discussion Papers CORE 2002054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • GIOT, Pierre & GRAMMIG, Joachim, 2006. "How large is liquidity risk in an automated auction market?," LIDAM Reprints CORE 1846, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Wickens, Michael R. & Smith, Peter N, 2002. "Macroeconomic Sources of FOREX Risk," CEPR Discussion Papers 3148, C.E.P.R. Discussion Papers.
• Sapienza, Paola, 2002. "What Do State-Owned Firms Maximize? Evidence from the Italian Banks," CEPR Discussion Papers 3168, C.E.P.R. Discussion Papers.
• Corielli, Francesco & Marcellino, Massimiliano, 2006. "Factor based index tracking," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August.
  • Francesco Corielli & Massimiliano Marcellino, "undated". "Factor Based Index Trading," Working Papers 209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Marcellino, Massimiliano & Corielli, Francesco, 2002. "Factor Based Index Tracking," CEPR Discussion Papers 3265, C.E.P.R. Discussion Papers.
• Biais, Bruno & Glosten, Larry & Spatt, Chester S, 2002. "The Microstructure of Stock Markets," CEPR Discussion Papers 3288, C.E.P.R. Discussion Papers.
• Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2005. "'Some contagion, some interdependence': More pitfalls in tests of financial contagion," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1177-1199, December.
  • Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2002. "Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion," CEPR Discussion Papers 3310, C.E.P.R. Discussion Papers.
• Markus Glaser & Martin Weber, 2003. "Momentum and Turnover: Evidence from the German Stock Market," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 55(2), pages 108-135, April.
  • Glaser, Markus & Weber, Martin, 2002. "Momentum and Turnover: Evidence from the German Stock Market," Sonderforschungsbereich 504 Publications 02-43, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  • Weber, Martin & Glaser, Markus, 2002. "Momentum and Turnover: Evidence from the German Stock Market," CEPR Discussion Papers 3353, C.E.P.R. Discussion Papers.
• Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005. "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October.
  • Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2002. "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers 3403, C.E.P.R. Discussion Papers.
• Bisin, Alberto & Acharya, Viral, 2002. "Entrepreneurial Incentives in Stock Market Economies," CEPR Discussion Papers 3474, C.E.P.R. Discussion Papers.
• Lettau, Martin & Ludvigson, Sydney C., 2005. "Expected returns and expected dividend growth," Journal of Financial Economics, Elsevier, vol. 76(3), pages 583-626, June.
  • Lettau, Martin & Ludvigson, Sydney, 2002. "Expected Returns and Expected Dividend Growth," CEPR Discussion Papers 3507, C.E.P.R. Discussion Papers.
  • Martin Lettau & Sydney Ludvigson, 2003. "Expected Returns and Expected Dividend Growth," NBER Working Papers 9605, National Bureau of Economic Research, Inc.
• Laura Bottazzi & Marco Da Rin, "undated". "Europe’s ‘New’ Stock Markets," Working Papers 218, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Bottazzi, Laura & Da Rin, Marco, 2002. "Europe's 'New' Stock Markets," CEPR Discussion Papers 3521, C.E.P.R. Discussion Papers.
• Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist, 2005. "Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions," Journal of Finance, American Finance Association, vol. 60(4), pages 1865-1902, August.
  • Rydqvist, Kristian & Nyborg, Kjell & Keloharju, Matti, 2002. "Strategic Behaviour and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions," CEPR Discussion Papers 3586, C.E.P.R. Discussion Papers.
  • Keloharju, Matti & Nyborg, Kjell G. & Rydqvist, Kristian, 2004. "Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions," University of California at Los Angeles, Anderson Graduate School of Management qt6v17p79w, Anderson Graduate School of Management, UCLA.
• Harald Hau, 2006. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," Journal of the European Economic Association, MIT Press, vol. 4(4), pages 862-890, June.
  • Hau, Harald, 2002. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," CEPR Discussion Papers 3651, C.E.P.R. Discussion Papers.
• Menzie D. Chinn, 2002. "The Compatability of Capital COntrols and Financial Development: A Selective Survey and Empirical Evidence," Asia Pacific Economic Papers 327, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
• Werner Studener, 2002. "The Effects of the Euro on Financial Markets, Activity and Structure," Asia Pacific Economic Papers 328, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
• Bruno Amable & Régis Breton & Xavier Ragot, 2002. "Does the “New Economy” Change the Frontiers of the Large Corporation," Recherches économiques de Louvain, De Boeck Université, vol. 68(1), pages 239-255.
  • Bruno Amable & Régis Breton & Xavier Ragot, 2002. "Does the "New Economy" change the frontiers of the large corporation?," Post-Print halshs-00256784, HAL.
  • Bruno AMABLE & Régis BRETON & Xavier RAGOT, 2002. "Does the “New Economy” Change the Frontiers of the Large Corporation?," Discussion Papers (REL - Recherches Economiques de Louvain) 2002029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Jansen, W. Jos & Nahuis, Niek J., 2003. "The stock market and consumer confidence: European evidence," Economics Letters, Elsevier, vol. 79(1), pages 89-98, April.
  • W. Jos Jansen & Niek J. Nahuis, 2002. "The Stock Market and Consumer Confidence: European Evidence," MEB Series (discontinued) 2002-11, Netherlands Central Bank, Monetary and Economic Policy Department.
• Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Discussion Papers 1338, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Alessandro, CITANNA & SCHMEDDERS, Karl, 2002. "Controlling price volatility through financial innovation," HEC Research Papers Series 749, HEC Paris.
  • Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Working Papers hal-00594367, HAL.
• Brousseau, Vincent, 2002. "The functional form of yield curves," Working Paper Series 148, European Central Bank.
• Ghosal, Vivek, 2002. "Impact of Uncertainty and Sunk Costs on Firm Survival and Industry Dynamics," Royal Economic Society Annual Conference 2002 86, Royal Economic Society.
  • Vivek Ghosal, 2003. "Impact of Uncertainty and Sunk Costs on Firm Survival and Industry Dynamics," CIG Working Papers SP II 2003-12, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
• Enrique Sentana, 2002. "Did the EMS Reduce the Cost of Capital?," Economic Journal, Royal Economic Society, vol. 112(482), pages 786-809, October.
  • Sentana, Enrique, 2000. "Did the EMS Reduce the Cost of Capital?," CEPR Discussion Papers 2640, C.E.P.R. Discussion Papers.
• Huang, Kevin X. D., 2002. "On infinite-horizon minimum-cost hedging under cone constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 27(2), pages 283-301, December.
  • Kevin Huang, "undated". "On infinite-horizon minimum-cost hedging under cone constraints," Working Papers 2000-22, Utah State University, Department of Economics.
• Rockinger, Michael & Jondeau, Eric, 2002. "Entropy densities with an application to autoregressive conditional skewness and kurtosis," Journal of Econometrics, Elsevier, vol. 106(1), pages 119-142, January.
  • Rockinger, M. & Jondeau, E., 2001. "Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis," Working papers 79, Banque de France.
• Cespa, Giovanni, 2002. "Short-term investment and equilibrium multiplicity," European Economic Review, Elsevier, vol. 46(9), pages 1645-1670, October.
  • Giovanni Cespa, 2000. "Short-term investment and equilibrium multiplicity," Economics Working Papers 520, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2002.
• Theissen, Erik, 2002. "Price discovery in floor and screen trading systems," Journal of Empirical Finance, Elsevier, vol. 9(4), pages 455-474, November.
  • Theissen, Erik, 2001. "Price Discovery in Floor and Screen Trading Systems," Bonn Econ Discussion Papers 35/2001, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Noor Azlan Ghazali and Khairul Anuar Mohd. Ali, 2002. "The Effects Of Open Market Interest Rates On Malaysian Commercial Banks’ Interest Rate Spread: An Empirical Analysis," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 10(1), pages 21-42, June.
• Brissimis, Sophocles N & Gibson, Heather D & Tsakalotos, Euclid, 2002. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilization: Germany and the ERM," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(1), pages 63-78, January.
  • Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," Athens University of Economics and Business 97-06, Athens University of Economics and Business, Department of International and European Economic Studies.
• Baba, Naohiko & Hisada, Takamasa, 2002. "Japan's Financial System: Its Perspective and the Authorities' Roles in Redesigning and Administering System," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 43-93, April.
• Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao, 2004. "Extreme Contagion in Equity Markets," IMF Staff Papers, Palgrave Macmillan, vol. 51(2), pages 1-8.
  • James Y. Yao & Jorge A Chan-Lau & Donald J Mathieson, 2002. "Extreme Contagion in Equity Markets," IMF Working Papers 02/98, International Monetary Fund.
• Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao, 2004. "Extreme Contagion in Equity Markets," IMF Staff Papers, Palgrave Macmillan, vol. 51(2), pages 1-8.
  • Mr. James Y. Yao & Mr. Jorge A Chan-Lau & Mr. Donald J Mathieson, 2002. "Extreme Contagion in Equity Markets," IMF Working Papers 2002/098, International Monetary Fund.
• Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
  • Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
  • Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO.
• Gollier, Christian & Zeckhauser, Richard J, 2002. "Horizon Length and Portfolio Risk," Journal of Risk and Uncertainty, Springer, vol. 24(3), pages 195-212, May.
  • Christian Gollier & Richard J. Zeckhauser, 1997. "Horizon Length and Portfolio Risk," NBER Technical Working Papers 0216, National Bureau of Economic Research, Inc.
• Chung-Ki Min & Ho-Young Hwang & Young-Suk Yang, 2002. "Measuring the Value Relevance of Stock Returns, Earnings, and Cash Flows Using the Gibbs Sampler," Korean Economic Review, Korean Economic Association, vol. 18, pages 373-388.
• Janecskó, Balázs, 2002. "Portfóliószemléletű hitelkockázat szimulációs meghatározása [Simulated determination of credit risk in portfolio terms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 664-676.
• Jesús Ángel Miguel Álvarez & Pilar Olave Rubio, 2002. "Avances recientes en métodos bootstrap para procesos ARCH. Una aplicación en el mercado español de valores," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 20, pages 487-498, Agosto.
• Jelena Zubkova & Egils Kauzens & Ivars Tillers & Martins Prusis, 2002. "Financial Market in Latvia," Working Papers 2002/02, Latvijas Banka.
• Mondher Bellalah & Marc Lavielle, 2002. "A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(2), pages 99-130, June.
• Erik Theissen, 2002. "Floor versus Screen Trading: Evidence from the German Stock Market," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 158(1), pages 32-54, March.
  • THEISSEN, Erik, 1999. "Floor versus Screen Trading : Evidence from the German Stock Market," HEC Research Papers Series 690, HEC Paris.
• Michael W. Brandt & Qiang Kang, 2002. "On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach," NBER Working Papers 9056, National Bureau of Economic Research, Inc.
• Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005. "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 4, pages 63-108, World Scientific Publishing Co. Pte. Ltd..
  • Arik Ben Dor & Ravi Jagannathan, 2002. "Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis," NBER Working Papers 9111, National Bureau of Economic Research, Inc.
• Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1413, August.
  • Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc.
• Peter L. Rousseau, 2003. "Historical perspectives on financial development and economic growth," Review, Federal Reserve Bank of St. Louis, vol. 85(Jul), pages 81-106.
  • Peter L. Rousseau, 2002. "Historical Perspectives on Financial Development and Economic Growth," NBER Working Papers 9333, National Bureau of Economic Research, Inc.
• Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
  • Clive Bowsher, 2002. "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers 2002-W22, Economics Group, Nuffield College, University of Oxford.
  • Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
  • Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford.
• Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk, 2001. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Multinational Finance Journal, Multinational Finance Journal, vol. 5(1), pages 59-86, March.
  • Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski, 2002. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Departmental Working Papers wp0201, National University of Singapore, Department of Economics.
• Cheolbeom Park, 2002. "Speculative Behavior and Heterogeneous Expectations: Theory and Evidence," Departmental Working Papers wp0205, National University of Singapore, Department of Economics.
• Alessandro, CITANNA & SCHMEDDERS, Karl, 2002. "Controlling price volatility through financial innovation," HEC Research Papers Series 749, HEC Paris.
  • Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Discussion Papers 1338, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Working Papers hal-00594367, HAL.
• Raunig, Burkhard & de Raaij, Gabriela, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Discussion Paper Series 1: Economic Studies 2002,08, Deutsche Bundesbank.
  • Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank).
• Paolo Vanini & Luigi Vignola, 2002. "Optimal Decision-Making with Time Diversification," Review of Finance, European Finance Association, vol. 6(1), pages 1-30.
• Neal Maroney & Aris Protopapadakis, 2002. "The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets," Review of Finance, European Finance Association, vol. 6(2), pages 189-221.
• Munro, John H., 2002. "The medieval origins of the 'Financial Revolution': usury, rentes, and negotiablity," MPRA Paper 10925, University Library of Munich, Germany, revised Sep 2002.
• Jean Matouk, 2002. "L’environnement et la Bourse," Revue d'Économie Financière, Programme National Persée, vol. 66(2), pages 197-215.
• Bertrand Maillet & Thierry Michel, 2002. "Quelle était la gravité de la crise boursière de Septembre 2001 ? Construction d’un indice de crise et mise en perspective des dernières turbulences," Revue d'Économie Financière, Programme National Persée, vol. 67(3), pages 269-276.
• Tommaso Padoa-Schioppa, 2002. "Securities and banking: bridges and walls," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(222), pages 241-261.
• Tommaso Padoa-Schioppa, 2002. "Securities and banking: bridges and walls," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 55(222), pages 241-261.
• Tommaso Padoa-Schioppa, 2002. "Titoli e attività bancaria: ponti e mura," Moneta e Credito, Economia civile, vol. 55(220), pages 321-344.
• Miguel Balbina, 2002. "The Analysis of Seasonal Return Anomalies in the Portuguese Stock Market," Working Papers w200211, Banco de Portugal, Economics and Research Department.
• Kyriakos Chourdakis, 2002. "Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps," Working Papers 464, Queen Mary University of London, School of Economics and Finance.
• Kyriakos Chourdakis, 2002. "Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps," Working Papers 464, Queen Mary University of London, School of Economics and Finance.
• Michael E. Drew & Madhu Veeraraghavan & Vanessa Wilson, 2002. "Market Timing and Selectivity: Evidence from Australian Equity Superannuation Funds," School of Economics and Finance Discussion Papers and Working Papers Series 105, School of Economics and Finance, Queensland University of Technology.
• Jacques Pezier, 2002. "Operational Risk Management," ICMA Centre Discussion Papers in Finance icma-dp2002-21, Henley Business School, University of Reading.
• Cristina Sommacampagna, 2002. "Stima del Value-at-Risk con il Filtro di Kalman," Rivista di Politica Economica, SIPI Spa, vol. 92(6), pages 147-174, November-.
• Adrian Dragulescu & Victor Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 443-453.
  • Adrian A. Dragulescu & Victor M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Papers cond-mat/0203046, arXiv.org, revised Nov 2002.
  • A. Dragulescu & V. M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Computing in Economics and Finance 2002 127, Society for Computational Economics.
• Paul Lynch & Nigel Allinson, 2002. "Statistical analysis of the implied volatility derivative," Computing in Economics and Finance 2002 264, Society for Computational Economics.
• Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2003. "Household stockholding in Europe: where do we stand and where do we go? [‘Limited market participation and volatility of assets prices’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(36), pages 123-170.
  • Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002. "Household Stockholding in Europe: Where Do We Stand and Where Do We Go?," University of Cyprus Working Papers in Economics 0209, University of Cyprus Department of Economics.
  • Guiso, Luigi & Jappelli, Tullio & Haliassos, Michael, 2003. "Household Stockholding in Europe: Where Do We Stand, and Where Do We Go?," CEPR Discussion Papers 3694, C.E.P.R. Discussion Papers.
  • Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002. "Household Stockholding in Europe: Where Do We Stand and Where Do We Go?," CSEF Working Papers 88, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Jean-Philippe Bouchaud & Marc Mezard & Marc Potters, 2002. "Statistical properties of stock order books: empirical results and models," Science & Finance (CFM) working paper archive 0203511, Science & Finance, Capital Fund Management.
• Marc Potters & Jean-Philippe Bouchaud, 2002. "More statistical properties of order books and price impact," Science & Finance (CFM) working paper archive 0210710, Science & Finance, Capital Fund Management.
• Matthieu Wyart & Jean-Philippe Bouchaud, 2002. "Statistical models for company growth," Science & Finance (CFM) working paper archive 500021, Science & Finance, Capital Fund Management.
• Irene Giardina & Jean-Philippe Bouchaud, 2002. "Bubbles, crashes and intermittency in agent based market models," Science & Finance (CFM) working paper archive 500022, Science & Finance, Capital Fund Management.
• Marc Yor & Bernard Bru, 2002. "Comments on the life and mathematical legacy of Wolfgang Doeblin," Finance and Stochastics, Springer, vol. 6(1), pages 3-47.
• Victoria Steblovskaya & Sergio Albeverio, 2002. "A model of financial market with several interacting assets. Complete market case," Finance and Stochastics, Springer, vol. 6(3), pages 383-396.
• Philip Protter & Emmanuelle Clément & Damien Lamberton, 2002. "An analysis of a least squares regression method for American option pricing," Finance and Stochastics, Springer, vol. 6(4), pages 449-471.
• Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
  • Hong, Harrison & Rady, Sven, 2000. "Strategic trading and learning about liquidity," LSE Research Online Documents on Economics 119102, London School of Economics and Political Science, LSE Library.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers 1351, Econometric Society.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning About Liquidity," FMG Discussion Papers dp356, Financial Markets Group.
  • Hong, Harrison & Rady, Sven, 2001. "Strategic Trading and Learning about Liquidity," Discussion Papers in Economics 15, University of Munich, Department of Economics.
  • Rady, Sven & Hong, Harrison G, 2000. "Strategic Trading And Learning About Liquidity," CEPR Discussion Papers 2416, C.E.P.R. Discussion Papers.
• Piotrowski, E.W & Sładkowski, J, 2002. "Quantum market games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 208-216.
  • Edward W. Piotrowski & Jan Sladkowski, "undated". "Quantum Market Games," Departmental Working Papers 3, University of Bialtystok, Department of Theoretical Physics.
  • E. W. Piotrowski & J. Sladkowski, 2001. "Quantum Market Games," Game Theory and Information 0103003, University Library of Munich, Germany.
• Athanasoulis, Stefano G. & Shiller, Robert J., 2002. "Defining residual risk-sharing opportunities: Pooling world income components," Research in Economics, Elsevier, vol. 56(1), pages 61-84, June.
  • Stefano Athanasoulis & Robert J. Shiller, 2001. "Defining Residual Risk-Sharing Opportunities: Pooling World Income Components," Yale School of Management Working Papers ysm209, Yale School of Management.
• Arturo J. Galindo & Alejandro Micco & Guillermo Ordoñez, 2002. "Financial Liberalization: Does It Pay to Join the Party?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2002), pages 231-262, August.
  • Galindo, Arturo & Micco, Alejandro & Ordoñez, Guillermo, 2002. "Financial liberalization: does it pay to join the party?," LSE Research Online Documents on Economics 123187, London School of Economics and Political Science, LSE Library.
• Muermann, Alexander, 2002. "Pricing catastrophe insurance derivatives," LSE Research Online Documents on Economics 24904, London School of Economics and Political Science, LSE Library.
• Jean-Charles Rochet & Jean Tirole, 2003. "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 990-1029, June.
  • Jean-Charles Rochet & Jean Triole, 2002. "Platform Competition in Two Sided Markets," FMG Discussion Papers dp409, Financial Markets Group.
  • Rochet, Jean-Charles & Triole, Jean, 2002. "Platform competition in two sided markets," LSE Research Online Documents on Economics 24929, London School of Economics and Political Science, LSE Library.
  • Rochet, Jean-Charles & Tirole, Jean, 2003. "Platform Competition in Two-Sided Markets," IDEI Working Papers 152, Institut d'Économie Industrielle (IDEI), Toulouse.
• Inderst, Roman & Mueller, Holger, 2002. "Venture Capital Contracts and Market Structure," CEPR Discussion Papers 3203, C.E.P.R. Discussion Papers.
  • Inderst, Roman & Müller, Holger M., 2002. "Venture capital contracts and market structure," LSE Research Online Documents on Economics 24931, London School of Economics and Political Science, LSE Library.
  • Holger M Muller & Roman Inderst, 2002. "Venture Capital Contracts and Market Structure," FMG Discussion Papers dp411, Financial Markets Group.
• Pesaran, M. Hashem & Timmermann, Allan, 2002. "Market timing and return prediction under model instability," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 495-510, December.
  • Allan Timmermann & M. Hashem Pesaran, 2002. "Market Timing and Return Prediction under Model Instability," FMG Discussion Papers dp412, Financial Markets Group.
  • Pesaran, M. Hashem & Timmermann, Allan, 2002. "Market timing and return prediction under model instability," LSE Research Online Documents on Economics 24932, London School of Economics and Political Science, LSE Library.
• Iacoviello, Matteo & Ortalo-Magne, Francois, 2003. "Hedging Housing Risk in London," The Journal of Real Estate Finance and Economics, Springer, vol. 27(2), pages 191-209, September.
  • François Ortalo-Magné & Matteo Iacoviello, "undated". "Hedging Housing Risk in London," Wisconsin-Madison CULER working papers 02-03, University of Wisconsin Center for Urban Land Economic Research.
  • Iacoviello, Matteo & Ortalo-Magné, François, 2002. "Hedging housing risk in London," LSE Research Online Documents on Economics 24934, London School of Economics and Political Science, LSE Library.
  • Matteo Iacoviello, 2002. "Hedging Housing Risk in London," FMG Discussion Papers dp415, Financial Markets Group.
  • Matteo Iacoviello & Francois Ortalo-Magne, 2002. "Hedging Housing Risk in London," Boston College Working Papers in Economics 539, Boston College Department of Economics.
• Thierry Michel & Bertrand Maillet, 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," FMG Discussion Papers dp417, Financial Markets Group.
  • Maillet, Bertrand & Michel, Thierry, 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," LSE Research Online Documents on Economics 24936, London School of Economics and Political Science, LSE Library.
• Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko, 2002. "Skewness and Kurtosis Implied by Option Prices: A Second Comment," FMG Discussion Papers dp419, Financial Markets Group.
  • Jurczenko, Emmanuel & Maillet, Bertrand & Negrea, Bogdan, 2002. "Skewness and kurtosis implied by option prices: a second comment," LSE Research Online Documents on Economics 24938, London School of Economics and Political Science, LSE Library.
• Jurczenko, Emmanuel & Maillet, Bertrand & Negrea, Bogdan, 2002. "Revisited multi-moment approximate option pricing models: a general comparison (Part 1)," LSE Research Online Documents on Economics 24950, London School of Economics and Political Science, LSE Library.
• Richard Portes, 2002. "The Euro and the International Financial System," Chapters, in: Marco Buti & André Sapir (ed.), EMU and Economic Policy in Europe, chapter 13, Edward Elgar Publishing.
  • Portes, Richard, 2001. "The Euro and the International Financial System," CEPR Discussion Papers 2955, C.E.P.R. Discussion Papers.
• Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J., 2002. "A Broadband Vision of the DAX over Time," ERIM Report Series Research in Management ERS-2002-87-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W., 2002. "Dividing the Pie," ERIM Report Series Research in Management ERS-2002-101-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Cebrián, Ana C. & Denuit, Michel & Scaillet, Olivier, 2004. "Testing for Concordance Ordering," ASTIN Bulletin, Cambridge University Press, vol. 34(1), pages 151-173, May.
  • Ana C. CEBRIÁN & Michel DENUIT & Olivier SCAILLET, 2002. "Testing for Concordance Ordering," FAME Research Paper Series rp41, International Center for Financial Asset Management and Engineering.
• Michel DENUIT & Olivier SCAILLET, 2002. "Nonparametric Tests Dependence For Positive Quadrant," FAME Research Paper Series rp44, International Center for Financial Asset Management and Engineering.
• Didier Cossin & Zhijiang Huang & Daniel Aunon-Nerin & Fer nando González, 2002. "A Framework for Collateral Risk Control Determination," FAME Research Paper Series rp61, International Center for Financial Asset Management and Engineering.
• Jean-Charles Rochet & Jean Tirole, 2003. "Platform Competition in Two-Sided Markets," Journal of the European Economic Association, MIT Press, vol. 1(4), pages 990-1029, June.
  • Rochet, Jean-Charles & Triole, Jean, 2002. "Platform competition in two sided markets," LSE Research Online Documents on Economics 24929, London School of Economics and Political Science, LSE Library.
  • Jean-Charles Rochet & Jean Triole, 2002. "Platform Competition in Two Sided Markets," FMG Discussion Papers dp409, Financial Markets Group.
  • Rochet, Jean-Charles & Tirole, Jean, 2003. "Platform Competition in Two-Sided Markets," IDEI Working Papers 152, Institut d'Économie Industrielle (IDEI), Toulouse.
• Inderst, Roman & Mueller, Holger, 2002. "Venture Capital Contracts and Market Structure," CEPR Discussion Papers 3203, C.E.P.R. Discussion Papers.
  • Holger M Muller & Roman Inderst, 2002. "Venture Capital Contracts and Market Structure," FMG Discussion Papers dp411, Financial Markets Group.
  • Inderst, Roman & Müller, Holger M., 2002. "Venture capital contracts and market structure," LSE Research Online Documents on Economics 24931, London School of Economics and Political Science, LSE Library.
• Maillet, Bertrand & Michel, Thierry, 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," LSE Research Online Documents on Economics 24936, London School of Economics and Political Science, LSE Library.
  • Thierry Michel & Bertrand Maillet, 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," FMG Discussion Papers dp417, Financial Markets Group.
• Jurczenko, Emmanuel & Maillet, Bertrand & Negrea, Bogdan, 2002. "Skewness and kurtosis implied by option prices: a second comment," LSE Research Online Documents on Economics 24938, London School of Economics and Political Science, LSE Library.
  • Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko, 2002. "Skewness and Kurtosis Implied by Option Prices: A Second Comment," FMG Discussion Papers dp419, Financial Markets Group.
• Bruno Amable & Régis Breton & Xavier Ragot, 2002. "Does the “New Economy” Change the Frontiers of the Large Corporation," Recherches économiques de Louvain, De Boeck Université, vol. 68(1), pages 239-255.
  • Bruno AMABLE & Régis BRETON & Xavier RAGOT, 2002. "Does the “New Economy” Change the Frontiers of the Large Corporation?," Discussion Papers (REL - Recherches Economiques de Louvain) 2002029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Bruno Amable & Régis Breton & Xavier Ragot, 2002. "Does the "New Economy" change the frontiers of the large corporation?," Post-Print halshs-00256784, HAL.
• Alessandro, CITANNA & SCHMEDDERS, Karl, 2002. "Controlling price volatility through financial innovation," HEC Research Papers Series 749, HEC Paris.
  • Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Working Papers hal-00594367, HAL.
  • Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Discussion Papers 1338, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Jan Bartholdy & Kate Brown, 2004. "Testing for Multiple Types of Marginal Investor in Ex-Day Pricing," Multinational Finance Journal, Multinational Finance Journal, vol. 8(3-4), pages 173-209, september.
  • Bartholdy, Jan & Briown, Kate, 2002. "Testing for Multiple Types of Marginal Investor in Ex-day Pricing," Finance Working Papers 02-12, University of Aarhus, Aarhus School of Business, Department of Business Studies.
• Thomsen, Steen & Rose, Caspar, 2002. "Foundation ownership and financial performance. Do companies need owners?," Working Papers 2002-3, Copenhagen Business School, Department of Finance.
• Møllgaard, Peter, 2002. "Must Trust Bust?," Working Papers 02-2002, Copenhagen Business School, Department of Economics.
• Blomgren-Hansen, Niels, 2002. "Skat, arbejdsudbud og omfordeling," Working Papers 05-2002, Copenhagen Business School, Department of Economics.
• Blomgren-Hansen, Niels, 2002. "Ensartet, proportional beskatning af real kapitalindkomst," Working Papers 06-2002, Copenhagen Business School, Department of Economics.
• Bennedsen, Morten & Nielsen, Kasper, 2002. "Svensk selskabsstyring under pres," Working Papers 13-2002, Copenhagen Business School, Department of Economics.
• Bennedsen, Morten & Nielsen, Kasper, 2002. "Bestyrelser i unoterede danske virksomheder," Working Papers 14-2002, Copenhagen Business School, Department of Economics.
• Bennedsen, Morten & Nielsen, Kasper, 2002. "Investorbeskyttelse og virksomhedsovertagelser i Danmark," Working Papers 15-2002, Copenhagen Business School, Department of Economics.
• Jonas Vlachos & Daniel Waldenström, 2005. "International financial liberalization and industry growth," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 263-284.
  • Vlachos, Jonas & Waldenström, Daniel, 2002. "International Financial Liberalization and Industry Growth," Working Paper Series 586, Research Institute of Industrial Economics.
  • Vlachos, Jonas & Waldenström, Daniel, 2002. "International Financial Liberalization and Industry Growth," SSE/EFI Working Paper Series in Economics and Finance 513, Stockholm School of Economics.
• Jonas Vlachos & Daniel Waldenström, 2005. "International financial liberalization and industry growth," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 263-284.
  • Vlachos, Jonas & Waldenström, Daniel, 2002. "International Financial Liberalization and Industry Growth," SSE/EFI Working Paper Series in Economics and Finance 513, Stockholm School of Economics.
  • Vlachos, Jonas & Waldenström, Daniel, 2002. "International Financial Liberalization and Industry Growth," Working Paper Series 586, Research Institute of Industrial Economics.
• Kevin X.D. Huang, 2002. "Valuation in infinite-horizon sequential markets with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 20(1), pages 189-198.
• Adrian Dragulescu & Victor Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 443-453.
  • A. Dragulescu & V. M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Computing in Economics and Finance 2002 127, Society for Computational Economics.
  • Adrian A. Dragulescu & Victor M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Papers cond-mat/0203046, arXiv.org, revised Nov 2002.
• David Heath & Eckhard Platen, 2002. "Consistent pricing and hedging for a modified constant elasticity of variance model," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 459-467.
  • David Heath & Eckhard Platen, 2002. "Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model," Research Paper Series 78, Quantitative Finance Research Centre, University of Technology, Sydney.
• Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
  • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
  • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
• Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
  • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
  • Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
• Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2003. "Household stockholding in Europe: where do we stand and where do we go? [‘Limited market participation and volatility of assets prices’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(36), pages 123-170.
  • Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002. "Household Stockholding in Europe: Where Do We Stand and Where Do We Go?," CSEF Working Papers 88, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002. "Household Stockholding in Europe: Where Do We Stand and Where Do We Go?," University of Cyprus Working Papers in Economics 0209, University of Cyprus Department of Economics.
  • Guiso, Luigi & Jappelli, Tullio & Haliassos, Michael, 2003. "Household Stockholding in Europe: Where Do We Stand, and Where Do We Go?," CEPR Discussion Papers 3694, C.E.P.R. Discussion Papers.
• Antonio Cabrales & Rosemarie Nagel & Roc Armenter, 2007. "Equilibrium selection through incomplete information in coordination games: an experimental study," Experimental Economics, Springer;Economic Science Association, vol. 10(3), pages 221-234, September.
  • Rosemarie Nagel & Antonio Cabrales & Roc Armenter, 2002. "Equilibrium selection through incomplete information in coordination games: An experimental study," Economics Working Papers 601, Department of Economics and Business, Universitat Pompeu Fabra.
• Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 983-997, June.
  • Giovanni Cespa, 2002. "Giffen goods and market making," Economics Working Papers 681, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2003.
  • Giovanni Cespa, 2015. "Giffen Goods and Market Making," Working Papers 68, Barcelona School of Economics.
  • Giovanni Cespa, 2003. "Giffen Goods and Market Making," CSEF Working Papers 97, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Giorgio Primiceri & Thijs van Rens, 2002. "Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption," Macroeconomics 0212003, University Library of Munich, Germany.
  • Giorgio Primiceri & Thijs van Rens, 2002. "Inequality over the business cycle: Estimating income risk using micro-data on consumption," Economics Working Papers 943, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2004.
• Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January.
  • GIOT, Pierre & GRAMMIG, Joachim, 2002. "How large is liquidity risk in an automated auction market ?," LIDAM Discussion Papers CORE 2002054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Pierre Giot & Joachim Grammig, 2002. "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002 2002-23, Department of Economics, University of St. Gallen.
  • GIOT, Pierre & GRAMMIG, Joachim, 2006. "How large is liquidity risk in an automated auction market?," LIDAM Reprints CORE 1846, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Hans Buhlmann & Eckhard Platen, 2002. "A Discrete Time Benchmark Approach for Finance and Insurance," Research Paper Series 74, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen & Wolfgang Runggaldier, 2004. "A Benchmark Approach to Filtering in Finance," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 79-105, March.
  • Eckhard Platen & Wolfgang Runggaldier, 2002. "A Benchmark Approach to Filtering in Finance," Research Paper Series 77, Quantitative Finance Research Centre, University of Technology, Sydney.
• David Heath & Eckhard Platen, 2002. "Consistent pricing and hedging for a modified constant elasticity of variance model," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 459-467.
  • David Heath & Eckhard Platen, 2002. "Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model," Research Paper Series 78, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2002. "Benchmark Model with Intensity Based Jumps," Research Paper Series 81, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2002. "A Benchmark Framework for Integrated Risk Management," Research Paper Series 82, Quantitative Finance Research Centre, University of Technology, Sydney.
• Maged Shawky Sourial, 2002. "The Future of the Stock Market Channel In Egypt," Finance 0204002, University Library of Munich, Germany.
• Alexei Gretchikha, 2002. "Optimization of Risk Exposure," Finance 0207006, University Library of Munich, Germany.
• David Backus & Silverio Foresi & Liuren Wu, 2002. "Contagion in Financial Markets," Finance 0207009, University Library of Munich, Germany.
• Carr, Peter & Wu, Liuren, 2004. "Time-changed Levy processes and option pricing," Journal of Financial Economics, Elsevier, vol. 71(1), pages 113-141, January.
  • Peter Carr & Liuren Wu, 2002. "Time-Changed Levy Processes and Option Pricing," Finance 0207011, University Library of Munich, Germany.
• Giorgio Primiceri & Thijs van Rens, 2002. "Inequality over the business cycle: Estimating income risk using micro-data on consumption," Economics Working Papers 943, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2004.
  • Giorgio Primiceri & Thijs van Rens, 2002. "Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption," Macroeconomics 0212003, University Library of Munich, Germany.
• Markus Glaser & Martin Weber, 2003. "Momentum and Turnover: Evidence from the German Stock Market," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 55(2), pages 108-135, April.
  • Weber, Martin & Glaser, Markus, 2002. "Momentum and Turnover: Evidence from the German Stock Market," CEPR Discussion Papers 3353, C.E.P.R. Discussion Papers.
  • Glaser, Markus & Weber, Martin, 2002. "Momentum and Turnover: Evidence from the German Stock Market," Sonderforschungsbereich 504 Publications 02-43, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
• Erik Theissen, 2003. "Trader Anonymity, Price Formation and Liquidity," Review of Finance, European Finance Association, vol. 7(1), pages 1-26.
  • Theissen, Erik, 2002. "Trader Anonymity, Price Formation and Liquidity," Bonn Econ Discussion Papers 20/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
  • Grammig, Joachim G. & Theissen, Erik, 2002. "Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?," Bonn Econ Discussion Papers 37/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
• Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank).
  • Raunig, Burkhard & de Raaij, Gabriela, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Discussion Paper Series 1: Economic Studies 2002,08, Deutsche Bundesbank.
• Theissen, Erik, 2002. "Internalisierung und Marktqualität: Was bringt Xetra Best?," CFS Working Paper Series 2002/06, Center for Financial Studies (CFS).
• Markus Haas, 2004. "Mixed Normal Conditional Heteroskedasticity," Journal of Financial Econometrics, Oxford University Press, vol. 2(2), pages 211-250.
  • Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2002. "Mixed normal conditional heteroskedasticity," CFS Working Paper Series 2002/10, Center for Financial Studies (CFS).
• Nell, Martin & Richter, Andreas, 2002. "Improving risk allocation through cat bonds," Working Papers on Risk and Insurance 10, University of Hamburg, Institute for Risk and Insurance.
• Kirch, Michael & Krutchenko, R. N. & Melnikov, Aleksandr V., 2002. "Efficient hedging for a complete jump-diffusion model," SFB 373 Discussion Papers 2002,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

2001

• Antonio E. Bernardo, 2001. "Contractual restrictions on insider trading: a welfare analysis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(1), pages 7-35.
• Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
  • Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO.
  • Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
• Giovanni Cespa, 2004. "A Comparison of Stock Market Mechanisms," RAND Journal of Economics, The RAND Corporation, vol. 35(4), pages 803-824, Winter.
  • Giovanni Cespa, 2001. "A comparison of stock market mechanisms," Economics Working Papers 545, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2003.
  • Giovanni Cespa, 2003. "A Comparison of Stock Market Mechanism," CSEF Working Papers 94, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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• Josep Garcia Blandón, 2001. "New findings regarding return autocorrelation anomalies and the importance of non-trading periods," Economics Working Papers 585, Department of Economics and Business, Universitat Pompeu Fabra.
• David Heath & Eckhard Platen & Martin Schweizer, 2001. "Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging," Published Paper Series 2001-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Platen, Eckhard, 2000. "A minimal financial market model," SFB 373 Discussion Papers 2000,91, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Eckhard Platen, 2001. "A Minimal Financial Market Model," Research Paper Series 48, Quantitative Finance Research Centre, University of Technology, Sydney.
• Platen, Eckhard, 2001. "A benchmark model for financial markets," SFB 373 Discussion Papers 2001,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Eckhard Platen, 2001. "A Benchmark Model for Financial Markets," Research Paper Series 59, Quantitative Finance Research Centre, University of Technology, Sydney.
• Mark Craddock & Eckhard Platen, 2001. "Benchmark Pricing of Credit Derivatives Under a Standard Market Model," Research Paper Series 60, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2001. "Arbitrage in Continuous Complete Markets," Research Paper Series 72, Quantitative Finance Research Centre, University of Technology, Sydney.
• Author Miloslav, 2001. "Bifurcation Routes in Financial Markets," Finance 0109001, University Library of Munich, Germany.
• Piotrowski, E.W & Sładkowski, J, 2002. "Quantum market games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 208-216.
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• Athanasoulis, Stefano G. & Shiller, Robert J., 2002. "Defining residual risk-sharing opportunities: Pooling world income components," Research in Economics, Elsevier, vol. 56(1), pages 61-84, June.
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• Athanasoulis, Stefano G & Shiller, Robert J, 2000. "The Significance of the Market Portfolio," The Review of Financial Studies, Society for Financial Studies, vol. 13(2), pages 301-329.
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• Liang Peng, 2001. "Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation," Yale School of Management Working Papers ysm179, Yale School of Management.
• Alok Kumar & Ravi Dhar, 2001. "A Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors," Yale School of Management Working Papers ysm208, Yale School of Management.
• Athanasoulis, Stefano G. & Shiller, Robert J., 2002. "Defining residual risk-sharing opportunities: Pooling world income components," Research in Economics, Elsevier, vol. 56(1), pages 61-84, June.
  • Stefano Athanasoulis & Robert J. Shiller, 2001. "Defining Residual Risk-Sharing Opportunities: Pooling World Income Components," Yale School of Management Working Papers ysm209, Yale School of Management.
• Zhiwu Chen & Ming Dong, 2001. "Stock Valuation and Investment Strategies," Yale School of Management Working Papers ysm212, Yale School of Management, revised 01 Oct 2001.
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• Liang Peng, 2001. "Trading Takes Time," Yale School of Management Working Papers ysm234, Yale School of Management.
• Koch, Alexander K. & Lazarov, Zdravetz, 2001. "Clustering of Trading Activity in the DAX Index Options Market," Bonn Econ Discussion Papers 30/2001, University of Bonn, Bonn Graduate School of Economics (BGSE).
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• Theissen, Erik, 2002. "Price discovery in floor and screen trading systems," Journal of Empirical Finance, Elsevier, vol. 9(4), pages 455-474, November.
  • Theissen, Erik, 2001. "Price Discovery in Floor and Screen Trading Systems," Bonn Econ Discussion Papers 35/2001, University of Bonn, Bonn Graduate School of Economics (BGSE).
• Arnswald, Torsten, 2001. "Investment Behaviour of German Equity Fund Managers - An Exploratory Analysis of Survey Data," Discussion Paper Series 1: Economic Studies 2001,08, Deutsche Bundesbank.
• Eckhard Platen, 2001. "A Benchmark Model for Financial Markets," Research Paper Series 59, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Platen, Eckhard, 2001. "A benchmark model for financial markets," SFB 373 Discussion Papers 2001,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Hayo, Bernd & Kutan, Ali M., 2001. "Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation," ZEI Working Papers B 27-2001, University of Bonn, ZEI - Center for European Integration Studies.
• Muhammad Anwar, 2001. "Development Of Mudarabah Instruments: Understanding Their Profitability, Securitization And Negotiability Aspects," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 9(2), pages 165-186, December.
• Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 2001. "The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 395-450, February.
• Zurita, Felipe, 2004. "On the limits to speculation in centralized versus decentralized market regimes," Journal of Financial Intermediation, Elsevier, vol. 13(3), pages 378-408, July.
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• Felipe Zurita, 2001. "Liquidity as an Insurance Problem," Documentos de Trabajo 198, Instituto de Economia. Pontificia Universidad Católica de Chile..
• Ángel León & Antonio Rubia, 2001. "Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español," Working Papers. Serie EC 2001-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Hipòlit Torró & Vicente Meneu & Enric Valor, 2003. "Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 4(4), pages 6-17, March.
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• Keith Blackburn & Niloy Bose & Salvatore Capasso, 2005. "Financial Development, Financing Choice and Economic Growth," Review of Development Economics, Wiley Blackwell, vol. 9(2), pages 135-149, May.
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  • Keith Blackburn & Niloy Bose & Salvatore Capasso, 2003. "Financial Development, Financing Choice and Economic Growth," CSEF Working Papers 96, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Tim Brailsford & Jack H.W. Penm & R. Deane Terrell, 2001. "The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market," Multinational Finance Journal, Multinational Finance Journal, vol. 5(1), pages 35-58, March.
• Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk, 2001. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Multinational Finance Journal, Multinational Finance Journal, vol. 5(1), pages 59-86, March.
• René Garcia & Richard Luger & Eric Renault, 2000. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Working Papers 2000-57, Center for Research in Economics and Statistics.
  • GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Luger, R. & Renault, E., 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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• Garcia, Rene & Luger, Richard & Renault, Eric, 2003. "Empirical assessment of an intertemporal option pricing model with latent variables," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 49-83.
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  • GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables," Cahiers de recherche 2001-10, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Luger, R. & Renault, E., 2001. "Empirical Assessment of an Intertemporal option Pricing Model with Latent variables," Cahiers de recherche 2001-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• René Garcia & Richard Luger & Eric Renault, 2000. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Working Papers 2000-57, Center for Research in Economics and Statistics.
  • Garcia, R. & Luger, R. & Renault, E., 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Universite de Montreal, Departement de sciences economiques.
  • René Garcia & Richard Luger & Eric Renault, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," CIRANO Working Papers 2001s-01, CIRANO.
• Garcia, Rene & Luger, Richard & Renault, Eric, 2003. "Empirical assessment of an intertemporal option pricing model with latent variables," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 49-83.
  • René Garcia & Richard Luger & Eric Renault, 2000. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables," Working Papers 2000-56, Center for Research in Economics and Statistics.
  • Garcia, R. & Luger, R. & Renault, E., 2001. "Empirical Assessment of an Intertemporal option Pricing Model with Latent variables," Cahiers de recherche 2001-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables," Cahiers de recherche 2001-10, Universite de Montreal, Departement de sciences economiques.
• Joshua D. Angrist & Alan B. Krueger, 2001. "Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 69-85, Fall.
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• Andrew W. Lo & Dmitry V. Repin, 2001. "The Psychophysiology of Real-Time Financial Risk Processing," NBER Working Papers 8508, National Bureau of Economic Research, Inc.
• Bryan Routledge & Stanley Zin, 2009. "Model Uncertainty and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.
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  • Bryan R. Routledge & Stanley E. Zin, 2001. "Model Uncertainty and Liquidity," NBER Working Papers 8683, National Bureau of Economic Research, Inc.
  • Bryan R. Routledge & Stanley E. Zin, 2000. "Model Uncertainty and Liquidity," Econometric Society World Congress 2000 Contributed Papers 1617, Econometric Society.
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• Cheolbeom Park, 2001. "Stock Returns and the Dispersion in Earnings Forecasts," Departmental Working Papers wp0117, National University of Singapore, Department of Economics.
• Fernando Díaz & Rodrigo Sánchez, 2001. "Acciones Tecnológicas: ¿Un Episodio De Burbujas Especulativas En El Mercado?," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 4(1), pages 37-82.
• Michael W. Brandt & Francis X. Diebold, 2006. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," The Journal of Business, University of Chicago Press, vol. 79(1), pages 61-74, January.
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• Guillermo A. Calvo & Carmen M. Reinhart, 2000. "Fixing for Your Life," NBER Working Papers 8006, National Bureau of Economic Research, Inc.
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• Michel Dietsch & Laurent Weill, 2001. "L'évaluation des fonds propres des sociétés non cotées," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 211-224.
• Michel Dietsch & Laurent Weill, 2001. "The assessment of equity of non-listed companies," Revue d'Économie Financière, Programme National Persée, vol. 64(4), pages 205-217.
• Chakravarty, Sugato & Sarkar, Asani, 2001. "A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market," Purdue University Economics Working Papers 1148, Purdue University, Department of Economics.
• Ryan J. Davies, 2001. "Matching and the Estimated Impact of Inter-listing (updated July 2003)," ICMA Centre Discussion Papers in Finance icma-dp2001-11, Henley Business School, University of Reading, revised Jun 2003.
• Jeffrey Lacker, 2001. "Collateralized Debt as the Optimal Contract," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 842-859, October.
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• Jeffrey Lacker, 2001. "Collateralized Debt as the Optimal Contract," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 842-859, October.
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• Shojai, Shahin, 2001. "Financial Collaborative Trading Networks," Journal of Financial Transformation, Capco Institute, vol. 1, pages 30-37.
• Economides, Nicholas, 2001. "The impact of the Internet on financial markets," Journal of Financial Transformation, Capco Institute, vol. 1, pages 8-13.
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• Asmara Jamaleh, 2001. "Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio," Rivista di Politica Economica, SIPI Spa, vol. 91(2), pages 79-132, February.
• Robert A. Connolly, Nuray G½ner, and Kenneth N. Hightower, 2001. "Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability?," Computing in Economics and Finance 2001 223, Society for Computational Economics.
• Luo, Guo Ying, 2003. "Evolution, efficiency and noise traders in a one-sided auction market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 163-197, April.
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• Neil F. Johnson, David Lamper, Paul Jefferies, Michael Hart and Sam Howison, 2001. "Profit opportunities, crash prediction and risk minimization in artificial and real-world markets," Computing in Economics and Finance 2001 86, Society for Computational Economics.
• Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard, 2001. "Microscopic models for long ranged volatility correlations," Science & Finance (CFM) working paper archive 500024, Science & Finance, Capital Fund Management.
• Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic, 2001. "Hedge your Monte Carlo," Science & Finance (CFM) working paper archive 500032, Science & Finance, Capital Fund Management.
• Fulvio Ortu, 2001. "Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 24(2), pages 79-105, November.
• Ole E. Barndorff-Nielsen & Karsten Prause, 2001. "Apparent scaling," Finance and Stochastics, Springer, vol. 5(1), pages 103-113.
• Murad S. Taqqu, 2001. "Bachelier and his times: A conversation with Bernard Bru," Finance and Stochastics, Springer, vol. 5(1), pages 3-32.
• Jun Pan & Darrell Duffie, 2001. "Analytical value-at-risk with jumps and credit risk," Finance and Stochastics, Springer, vol. 5(2), pages 155-180.
• Dirk Becherer, 2001. "The numeraire portfolio for unbounded semimartingales," Finance and Stochastics, Springer, vol. 5(3), pages 327-341.
• Tommi Sottinen, 2001. "Fractional Brownian motion, random walks and binary market models," Finance and Stochastics, Springer, vol. 5(3), pages 343-355.
• Thomas Møller, 2001. "Risk-minimizing hedging strategies for insurance payment processes," Finance and Stochastics, Springer, vol. 5(4), pages 419-446.
• Hakan Berument & Halil Kiymaz, 2001. "The day of the week effect on stock market volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 25(2), pages 181-193, June.
• Robert E. Hall, 2001. "Struggling to Understand the Stock Market," American Economic Review, American Economic Association, vol. 91(2), pages 1-11, May.
• Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001. "Correlation Analysis of Financial Contagion: What One Should Know before Running a Test," Temi di discussione (Economic working papers) 408, Bank of Italy, Economic Research and International Relations Area.
  • Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2001. "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Center Discussion Papers 28420, Yale University, Economic Growth Center.
  • Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001. "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Working Papers 822, Economic Growth Center, Yale University.
• Charles Gaa & Stephen Lumpkin & Robert Ogrodnick & Peter Thurlow, 2001. "The Future Prospects for National Financial Markets and Trading Centres," Staff Working Papers 01-10, Bank of Canada.
• Paulo Coutinho & Benjamin Miranda Tabak, 2003. "Decentralized Portfolio Management," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(2), pages 243-270.
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• Marcello Pericoli & Massimo Sbracia, 2003. "A Primer on Financial Contagion," Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 571-608, September.
  • Marcello Pericoli & Massimo Sbracia, 2001. "A Primer on Financial Contagion," Temi di discussione (Economic working papers) 407, Bank of Italy, Economic Research and International Relations Area.
• Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001. "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Working Papers 822, Economic Growth Center, Yale University.
  • Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001. "Correlation Analysis of Financial Contagion: What One Should Know before Running a Test," Temi di discussione (Economic working papers) 408, Bank of Italy, Economic Research and International Relations Area.
  • Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2001. "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Center Discussion Papers 28420, Yale University, Economic Growth Center.
• Rockinger, Michael & Jondeau, Eric, 2002. "Entropy densities with an application to autoregressive conditional skewness and kurtosis," Journal of Econometrics, Elsevier, vol. 106(1), pages 119-142, January.
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• Antonio Scalia & Valerio Vacca, 2001. "Does market transparency matter? A case study," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 113-144, Bank for International Settlements.
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• Claudio Borio, 2010. "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo Group, vol. 56(1), pages 70-95, March.
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• Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
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• Mark Crosby, 2001. "Stock Returns and Inflation," Australian Economic Papers, Wiley Blackwell, vol. 40(2), pages 156-165, June.
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• Crosby, Mark, 2001. "Stock Returns and Inflation," Australian Economic Papers, Wiley Blackwell, vol. 40(2), pages 156-165, June.
• Dušan Isakov & Bernard Morard, 2001. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," European Financial Management, European Financial Management Association, vol. 7(1), pages 73-91, March.
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• Kamstra, Mark & Kennedy, Peter & Suan, Teck-Kin, 2001. "Combining Bond Rating Forecasts Using Logit," The Financial Review, Eastern Finance Association, vol. 36(2), pages 75-96, May.
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• John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," Journal of Finance, American Finance Association, vol. 56(1), pages 1-43, February.
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• Sudipto Bhattacharya & Giovanna Nicodano, 2001. "Insider Trading, Investment, and Liquidity: A Welfare Analysis," Journal of Finance, American Finance Association, vol. 56(3), pages 1141-1156, June.
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• Martin Lettau & Sydney Ludvigson, 2001. "Consumption, Aggregate Wealth, and Expected Stock Returns," Journal of Finance, American Finance Association, vol. 56(3), pages 815-849, June.
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• Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
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  • Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
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• Yacine AÏT‐SAHALI & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," Journal of Finance, American Finance Association, vol. 56(4), pages 1297-1351, August.
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• Ricardo Schefer, 2001. "FJP: Entre los aportantes y la inversión real," CEMA Working Papers: Serie Documentos de Trabajo. 199, Universidad del CEMA.
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• P. Hartmann & S. Straetmans & C. G. de Vries, 2004. "Asset Market Linkages in Crisis Periods," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 313-326, February.
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• Richard Portes, 2002. "The Euro and the International Financial System," Chapters, in: Marco Buti & André Sapir (ed.), EMU and Economic Policy in Europe, chapter 13, Edward Elgar Publishing.
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• Lettau, Martin & Ludvigson, Sydney, 2001. "Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption," CEPR Discussion Papers 3104, C.E.P.R. Discussion Papers.
• Lettau, Martin & Ludvigson, Sydney, 2001. "Measuring and Modelling Variation in the Risk-Return Trade-off," CEPR Discussion Papers 3105, C.E.P.R. Discussion Papers.
• FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," HEC Research Papers Series 742, HEC Paris.
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• Veredas, David & Rodríguez Poo, Juan M. & Espasa, Antoni, 2001. "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," DES - Working Papers. Statistics and Econometrics. WS ws013321, Universidad Carlos III de Madrid. Departamento de Estadística.
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• David Veredas & Juan Rodriguez-Poo & Antoni Espasa, 2001. "On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach," Working Papers 2001-19, Center for Research in Economics and Statistics.
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• DENUIT, Michel & SAILLET, Olivier, 2001. "Nonparametric Tests for Positive Quadrant Dependence," LIDAM Discussion Papers IRES 2001009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 01 Apr 2001.
• Domenico Cuoco & Hua He, 2001. "Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets," Annals of Economics and Finance, Society for AEF, vol. 2(2), pages 265-296, November.
• Zhiwu Chen, 2001. "Viable Costs and Equilibrium Prices in Frictional Securities Markets," Annals of Economics and Finance, Society for AEF, vol. 2(2), pages 297-323, November.
• Robert J. Shiller, 2001. "Bubbles, Human Judgment, and Expert Opinion," Cowles Foundation Discussion Papers 1303, Cowles Foundation for Research in Economics, Yale University.
• Ivo Welch, 2001. "The Equity Premium Consensus Forecast Revisited," Cowles Foundation Discussion Papers 1325, Cowles Foundation for Research in Economics, Yale University.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Laurence Lescourret & Thierry Foucault, 2001. "Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems," Working Papers 2001-18, Center for Research in Economics and Statistics.
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• P. Hartmann & S. Straetmans & C. G. de Vries, 2004. "Asset Market Linkages in Crisis Periods," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 313-326, February.
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• Yacine AÏT‐SAHALI & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," Journal of Finance, American Finance Association, vol. 56(4), pages 1297-1351, August.
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• Hoidal Bjonnes, Geir, 2001. "Winner's Curse in Discriminatory Price Auctions: Evidence from the Norwegian Treasury Bill Auctions," SIFR Research Report Series 3, Institute for Financial Research.
• John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," Journal of Finance, American Finance Association, vol. 56(1), pages 1-43, February.
  • John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers 7590, National Bureau of Economic Research, Inc.
  • Malkiel, Burton & Campbell, John & Lettau, Martin & Xu, Yexiao, 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," Scholarly Articles 3128707, Harvard University Department of Economics.

2000

• Ghiglino, Christian & Tvede, Mich, 2000. "Optimal Policy in OG Models," Journal of Economic Theory, Elsevier, vol. 90(1), pages 62-83, January.
  • Ghiglino, Christian & Tvede, Mich, 1998. "Optimal policy in OG models," Working Papers 08-1998, Copenhagen Business School, Department of Economics.
  • Christian Ghiglino & Mich Tvede, 1999. "Optimal Policy in OG Models," Discussion Papers 99-23, University of Copenhagen. Department of Economics.
  • Ghiglino, C. & Tvede, M., 1999. "Optimal Policy in OG Models," Papers 99-23, Carleton - School of Public Administration.
• Ghiglino, Christian & Shell, Karl, 2000. "The Economic Effects of Restrictions on Government Budget Deficits," Journal of Economic Theory, Elsevier, vol. 94(1), pages 106-137, September.
  • Ghiglino, Christian & Shell, Karl, 1998. "The economic effects of restrictions on government budget deficits," Working Papers 03-1998, Copenhagen Business School, Department of Economics.
• Ericsson, Jan & Renault, Olivier, 2000. "Liquidity and credit risk," LSE Research Online Documents on Economics 119096, London School of Economics and Political Science, LSE Library.
• Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning About Liquidity," FMG Discussion Papers dp356, Financial Markets Group.
  • Hong, Harrison & Rady, Sven, 2000. "Strategic trading and learning about liquidity," LSE Research Online Documents on Economics 119102, London School of Economics and Political Science, LSE Library.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers 1351, Econometric Society.
  • Hong, Harrison & Rady, Sven, 2001. "Strategic Trading and Learning about Liquidity," Discussion Papers in Economics 15, University of Munich, Department of Economics.
  • Rady, Sven & Hong, Harrison G, 2000. "Strategic Trading And Learning About Liquidity," CEPR Discussion Papers 2416, C.E.P.R. Discussion Papers.
• Andy Snell & Ian Tonks, 1998. "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series 9, Edinburgh School of Economics, University of Edinburgh.
  • Snell, Andy & Tonks, Ian, 2000. "The profitability of block trades in auction and dealer markets," LSE Research Online Documents on Economics 119109, London School of Economics and Political Science, LSE Library.
  • Ian Tonks & Andy Snell, 2000. "The Profitability of Block Trades Auction and Dealer Markets," FMG Discussion Papers dp340, Financial Markets Group.
• Harissis, H., 2000. "The Capital Asset Pricing Model: A Review Of The Issues," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 111-130, July - De.
• Kateøina Kašová, 2000. "Central and Eastern Europe Seeks Strategic Partner," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 50(1), pages 40-52, January.
• Michal Mejstøík, 2000. "Macroeconomic and Financial Aspects of Euro-Area Development," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 50(6), pages 310-325, June.
• Freixas, Xavier & Parigi, Bruno M & Rochet, Jean-Charles, 2000. "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 611-638, August.
  • Xavier Freixas & Bruno Parigi & Jean-Charles Rochet, 2000. "Systemic risk, interbank relations, and liquidity provision by the central bank," Proceedings, Federal Reserve Bank of Cleveland, pages 611-640.
  • Xavier Freixas & Bruno Parigi & Jean Charles Rochet, 1998. "Systemic risk, interbank relations and liquidity provision by the Central Bank," Economics Working Papers 440, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 1999.
  • Freixas, Xavier & Parigi, Bruno & Rochet, Jean-Charles, 1999. "Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank," CEPR Discussion Papers 2325, C.E.P.R. Discussion Papers.
• Joseph Zeira, 2000. "Informational overshooting, booms and crashes," Proceedings, Federal Reserve Bank of San Francisco, issue Apr.
  • Zeira, Joseph, 1999. "Informational overshooting, booms, and crashes," Journal of Monetary Economics, Elsevier, vol. 43(1), pages 237-257, February.
  • Zeira, Joseph, 1993. "Informational Overshooting, Booms and Crashes," CEPR Discussion Papers 823, C.E.P.R. Discussion Papers.
• Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 2003. "Risk Sharing and Industrial Specialization: Regional and International Evidence," American Economic Review, American Economic Association, vol. 93(3), pages 903-918, June.
  • Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," JCPR Working Papers 86, Northwestern University/University of Chicago Joint Center for Poverty Research.
  • Ṣebnem Kalemli-Özcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk sharing and industrial specialization ; regional and international evidence," Research Working Paper RWP 00-06, Federal Reserve Bank of Kansas City.
  • Kalemli-Ozcan, S. & Sorensen, B.E. & Yosha, O., 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Papers 16-99, Tel Aviv.
  • Sørensen, Bent E & Yosha, Oved, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers 2295, C.E.P.R. Discussion Papers.
  • Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Working Papers 99-16, Brown University, Department of Economics.
• Andy Snell & Ian Tonks, 1998. "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series 9, Edinburgh School of Economics, University of Edinburgh.
  • Ian Tonks & Andy Snell, 2000. "The Profitability of Block Trades Auction and Dealer Markets," FMG Discussion Papers dp340, Financial Markets Group.
  • Snell, Andy & Tonks, Ian, 2000. "The profitability of block trades in auction and dealer markets," LSE Research Online Documents on Economics 119109, London School of Economics and Political Science, LSE Library.
• Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
  • Hong, Harrison & Rady, Sven, 2000. "Strategic trading and learning about liquidity," LSE Research Online Documents on Economics 119102, London School of Economics and Political Science, LSE Library.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning About Liquidity," FMG Discussion Papers dp356, Financial Markets Group.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers 1351, Econometric Society.
  • Hong, Harrison & Rady, Sven, 2001. "Strategic Trading and Learning about Liquidity," Discussion Papers in Economics 15, University of Munich, Department of Economics.
  • Rady, Sven & Hong, Harrison G, 2000. "Strategic Trading And Learning About Liquidity," CEPR Discussion Papers 2416, C.E.P.R. Discussion Papers.
• Augory, C. & Boutillier, M. & Sejourne, B., 2000. "Le modele de choix de portefeuille des menages de FOE," Papers 2000-15/fi, Caisse des Depots et Consignations - Cahiers de recherche.
• Adenikinju, A.F. & Oyeranti, O.A., 2000. "Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth," Papers 31, Chicago - Graduate School of Business.
• Patricia Fraser & Foort Hamelink & Martin Hoesli & Bryan Macgregor, 2004. "Time-varying betas and the cross-sectional return-risk relation: evidence from the UK," The European Journal of Finance, Taylor & Francis Journals, vol. 10(4), pages 255-276.
  • Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B., 2000. "Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK," Papers 2000.03, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Zancanella, S., 2000. "Les fonds de placement: definitions et mesures de la performance des fonds de placement sur le marche suisse," Papers 2000.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Bender, A. & Hoesli, M. & Gaud, P., 2000. "Fonds de placement immobiliers et societes anonymes d'investissement immobilier Analyse comparative et conditions de developpement," Papers 2000.20, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Gerardin, H. & Guigou, J.-D. & Ory, J.-N., 2000. "Infrastructures financieres et developpement: chocs et mutations," Papers 2000-3, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2.
• Weiner, R.J., 2000. "Sheep in Wolves' Clothing? Speculators and Price Volatility in Petroleum Markets," Papers 00-01, Laval - Recherche en Energie.
• Walhin, J.F. & Paris, J., 2000. "The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio," Papers 0003, Catholique de Louvain - Institut de statistique.
• Walhin, J.F. & Paris, J., 2000. "The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio," Papers 3, Catholique de Louvain - Institut de statistique.
• Barbara G. Katz & Joel Owen, 2000. "The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium," Working Papers 00-01, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Katz, B.G. & Owen, J., 2000. "The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium," New York University, Leonard N. Stern School Finance Department Working Paper Seires ec-00-01, New York University, Leonard N. Stern School of Business-.
• Rooth, T., 2000. "Australia, Canada and the Internaitonal Economy in the Era of Post-War Reconstruction," Papers 129, Portsmouth University - Department of Economics.
• Scott, P., 2000. "Towards the 'Cult of the Equity'? Insurance Compamies and the Interwar Capital Market," Papers 136, Portsmouth University - Department of Economics.
• Lennart Berg, 2003. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Finnish Economic Papers, Finnish Economic Association, vol. 16(2), pages 61-71, Autumn.
  • Berg, Lennart, 2000. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Working Paper Series 2000:9, Uppsala University, Department of Economics.
  • Berg, L., 2000. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden," Papers 2000:9, Uppsala - Working Paper Series.
• Perignon, C., 2000. "Option Pricing with Scheduled and Unscheduled News Flows," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2000.12, Institut d'Economie et Econométrie, Université de Genève.
• Tallon, J.-M., 1998. "Pessimisme et absence d'echange sur les marches financiers," Papiers d'Economie Mathématique et Applications 98.31, Université Panthéon-Sorbonne (Paris 1).
  • Jean-Marc Tallon, 2000. "Pessimisme et absence d'échéance sur les marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00499377, HAL.
  • Jean-Marc Tallon, 2000. "Pessimisme et absence d'échéance sur les marchés financiers," Post-Print halshs-00499377, HAL.
• Capelle-Blancard, G. & Jurczenko, E., 1999. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Papiers d'Economie Mathématique et Applications 2000.05, Université Panthéon-Sorbonne (Paris 1).
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03723832, HAL.
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Cahiers de la Maison des Sciences Economiques bla00005, Université Panthéon-Sorbonne (Paris 1).
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Post-Print halshs-03723832, HAL.
• Marianne Demarchi & Thierry Foucault, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
  • FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," HEC Research Papers Series 663, HEC Paris.
  • Thierry Foucault & Marianne Demarchi, 2011. "Equity Trading Systems in Europe - A Survey of Recent Changes," Working Papers hal-00599910, HAL.
  • Thierry Foucault & Marianne Demarchi, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Post-Print hal-00459776, HAL.
• A. Lazrak & J.P. DÊcamps, 2000. "A martingale characterization of equilibrium asset price processes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(1), pages 207-213.
  • Ali Lazrak & J. P. Décamps, 2000. "A martingale characterization of equilibrium asset price processes," Post-Print hal-00485724, HAL.
• Tallon, J.-M., 1998. "Pessimisme et absence d'echange sur les marches financiers," Papiers d'Economie Mathématique et Applications 98.31, Université Panthéon-Sorbonne (Paris 1).
  • Jean-Marc Tallon, 2000. "Pessimisme et absence d'échéance sur les marchés financiers," Post-Print halshs-00499377, HAL.
  • Jean-Marc Tallon, 2000. "Pessimisme et absence d'échéance sur les marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00499377, HAL.
• Capelle-Blancard, G. & Jurczenko, E., 1999. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Papiers d'Economie Mathématique et Applications 2000.05, Université Panthéon-Sorbonne (Paris 1).
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Post-Print halshs-03723832, HAL.
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03723832, HAL.
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Cahiers de la Maison des Sciences Economiques bla00005, Université Panthéon-Sorbonne (Paris 1).
• Degeorge, Francois & Jenter, Dirk & Moel, Alberto & Tufano, Peter, 2004. "Selling company shares to reluctant employees: France Telecom's experience," Journal of Financial Economics, Elsevier, vol. 71(1), pages 169-202, January.
  • Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000. "Selling Company Shares to Reluctant Employees: France Telecom's Experience," NBER Working Papers 7683, National Bureau of Economic Research, Inc.
  • François Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000. "Selling Company Shares to Reluctant Employees: France Télécom's Experience," Working Papers hal-00598172, HAL.
  • DEGEORGE, François & JENTER, Dirk & MOEL, Alberto & TUFANO, Peter, 2000. "Selling company shares to reluctant employees : France Télécom's experience," HEC Research Papers Series 703, HEC Paris.
• ROCKINGER, Michael & JONDEAU, Eric, 2000. "Entropy densities," HEC Research Papers Series 709, HEC Paris.
  • Michael Rockinger & Eric Jondeau, 2000. "Entropy Densities," Working Papers hal-00601485, HAL.
• Olesen, Jan Overgaard & Risager, Ole, 2000. "On The Relationship Between The Danish Stock And Bond Market In The Medium And Long Term," Working Papers 04-2000, Copenhagen Business School, Department of Economics.
• Graflund, Andreas, 2000. "A Swedish Real Estate Stock Market Index, 1939-1998," Working Papers 2000:7, Lund University, Department of Economics, revised 17 May 2001.
• Graflund, Andreas, 2000. "A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Working Papers 2000:8, Lund University, Department of Economics, revised 30 Jan 2002.
• Ulrich Kaiser & Winfried Pohlmeier, 2000. "Efficient Bargaining and the Skill-Structure of Wages and Employment," CoFE Discussion Paper 00-24, Center of Finance and Econometrics, University of Konstanz.
• Réthi, Sándor, 2000. "Gyöngyvirágtól lombhullásig. Az orosz tőzsde tündöklése és bukása [The rise and fall of the Russian stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 321-340.
• Xavier Freixas & Bruno Parigi & Jean-Charles Rochet, 2000. "Systemic risk, interbank relations, and liquidity provision by the central bank," Proceedings, Federal Reserve Bank of Cleveland, pages 611-640.
  • Freixas, Xavier & Parigi, Bruno M & Rochet, Jean-Charles, 2000. "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 611-638, August.
  • Xavier Freixas & Bruno Parigi & Jean Charles Rochet, 1998. "Systemic risk, interbank relations and liquidity provision by the Central Bank," Economics Working Papers 440, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 1999.
  • Freixas, Xavier & Parigi, Bruno & Rochet, Jean-Charles, 1999. "Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank," CEPR Discussion Papers 2325, C.E.P.R. Discussion Papers.
• Richard Chung & Lawrence Kryzanowski & Ian Rakita, 2000. "The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs," Multinational Finance Journal, Multinational Finance Journal, vol. 4(1-2), pages 5-34, March-Jun.
• Hailiang Yang, 2000. "An Integrated Risk Management Method: VaR Approach," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 201-219, September.
• Arnaldo Mauri, 2000. "La finanza informale nelle economie in via di sviluppo," Departmental Working Papers 2000-009, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Arnaldo Mauri, 2000. "La finanza informale nelle economie in via di sviluppo," Departmental Working Papers 2000-09, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Capelle-Blancard, G. & Jurczenko, E., 1999. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Papiers d'Economie Mathématique et Applications 2000.05, Université Panthéon-Sorbonne (Paris 1).
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Cahiers de la Maison des Sciences Economiques bla00005, Université Panthéon-Sorbonne (Paris 1).
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03723832, HAL.
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Post-Print halshs-03723832, HAL.
• Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005. "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 437-462, May.
  • Martin, G.M. & Forbes, C.S. & Martin, V.L., 2000. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/00, Monash University, Department of Econometrics and Business Statistics.
  • Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics.
• René Garcia & Eric Renault, 1999. "Latent Variable Models for Stochastic Discount Factors," CIRANO Working Papers 99s-47, CIRANO.
  • GARCIA, René & RENAULT, Éric, 2000. "Latent Variable Models for Stochastic Discount Factors," Cahiers de recherche 2000-01, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Renault, E., 2000. "Letent Variable Models for Stochastic Discount Factors," Cahiers de recherche 2000-01, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• René Garcia & Eric Renault, 1999. "Latent Variable Models for Stochastic Discount Factors," CIRANO Working Papers 99s-47, CIRANO.
  • Garcia, R. & Renault, E., 2000. "Letent Variable Models for Stochastic Discount Factors," Cahiers de recherche 2000-01, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • GARCIA, René & RENAULT, Éric, 2000. "Latent Variable Models for Stochastic Discount Factors," Cahiers de recherche 2000-01, Universite de Montreal, Departement de sciences economiques.
• John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," Journal of Finance, American Finance Association, vol. 56(1), pages 1-43, February.
  • John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers 7590, National Bureau of Economic Research, Inc.
  • Malkiel, Burton & Campbell, John & Lettau, Martin & Xu, Yexiao, 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," Scholarly Articles 3128707, Harvard University Department of Economics.
• Hodrick, Robert J. & Zhang, Xiaoyan, 2001. "Evaluating the specification errors of asset pricing models," Journal of Financial Economics, Elsevier, vol. 62(2), pages 327-376, November.
  • Robert J. Hodrick & Xiaoyan Zhang, 2000. "Evaluating the Specification Errors of Asset Pricing Models," NBER Working Papers 7661, National Bureau of Economic Research, Inc.
• Degeorge, Francois & Jenter, Dirk & Moel, Alberto & Tufano, Peter, 2004. "Selling company shares to reluctant employees: France Telecom's experience," Journal of Financial Economics, Elsevier, vol. 71(1), pages 169-202, January.
  • François Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000. "Selling Company Shares to Reluctant Employees: France Télécom's Experience," Working Papers hal-00598172, HAL.
  • Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano, 2000. "Selling Company Shares to Reluctant Employees: France Telecom's Experience," NBER Working Papers 7683, National Bureau of Economic Research, Inc.
  • DEGEORGE, François & JENTER, Dirk & MOEL, Alberto & TUFANO, Peter, 2000. "Selling company shares to reluctant employees : France Télécom's experience," HEC Research Papers Series 703, HEC Paris.
• George Chacko & Peter Tufano & Geoffrey Verter, 2000. "Cephalon, Inc. Taking Risk Management Theory Seriously," NBER Working Papers 7748, National Bureau of Economic Research, Inc.
• Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
  • Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
  • Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
  • Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
  • Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
• Kee-Hong Bae & G. Andrew Karolyi & René M. Stulz, 2003. "A New Approach to Measuring Financial Contagion," The Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 717-763, July.
  • Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2000. "A New Approach to Measuring Financial Contagion," NBER Working Papers 7913, National Bureau of Economic Research, Inc.
  • Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2001. "A new approach to measuring financial contagion," Proceedings 743, Federal Reserve Bank of Chicago.
• Guillermo A. Calvo & Carmen M. Reinhart, 2000. "Fixing for Your Life," NBER Working Papers 8006, National Bureau of Economic Research, Inc.
  • Reinhart, Carmen & Calvo, Guillermo, 2001. "Fixing for your life," MPRA Paper 13873, University Library of Munich, Germany.
• Barndorff-Nielsen, O.E. & Shepard, N., 2000. "Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics," Economics Papers 1999-w9/2000-w3, Economics Group, Nuffield College, University of Oxford.
• Kotaro Tsuru, 2000. "Finance and Growth: Some Theoretical Considerations and a Review of the Empirical Literature," OECD Economics Department Working Papers 228, OECD Publishing.
• David E. Wildasin, 2000. "Factor mobility and fiscal policy in the EU: policy issues and analytical approaches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 15(31), pages 338-378.
  • Wildasin, David E., 1999. "Factor mobility and fiscal policy in the EU: policy issues and analytical approaches," ZEW Discussion Papers 99-35, ZEW - Leibniz Centre for European Economic Research.
  • David E. Wildasin, 2000. "Factor Mobility and Fiscal Policy in the EU: Policy Issues and Analytical Approaches," CESifo Working Paper Series 344, CESifo.
• Athanasoulis, Stefano G & Shiller, Robert J, 2000. "The Significance of the Market Portfolio," The Review of Financial Studies, Society for Financial Studies, vol. 13(2), pages 301-329.
  • Stefano Athanasoulis & Robert J. Shiller, 1997. "The Significance of the Market Portfolio," NBER Technical Working Papers 0209, National Bureau of Economic Research, Inc.
  • Stefano G. Athanasoulis & Robert J. Shiller, 1997. "The Significance of the Market Portfolio," Cowles Foundation Discussion Papers 1154, Cowles Foundation for Research in Economics, Yale University.
  • Robert J. Shiller & Stefano Athanasoulis, 2001. "The Significance of the Market Portfolio," Yale School of Management Working Papers ysm133, Yale School of Management.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000. "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," The Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 549-584.
  • Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1999. "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," Yale School of Management Working Papers ysm125, Yale School of Management.
• Cohen, Ruben D, 2000. "The long-run behavior of the S&P Composite Price Index and its risk premium," MPRA Paper 3192, University Library of Munich, Germany.
• Cotter, John, 2000. "Volatility and the Euro: an Irish perspective," MPRA Paper 3535, University Library of Munich, Germany.
• Husain, Fazal, 2000. "The Day of the Week Effect in the Pakistani Equity Market: An Investigation," MPRA Paper 5268, University Library of Munich, Germany.
• Julie Choppin-Ansidei, 2000. "Géographie des activités financières internationales : Éclairages théoriques et tendances récentes," Revue d'Économie Financière, Programme National Persée, vol. 57(2), pages 15-28.
• Arnaud de Bresson, 2000. "La place financière de Paris dans le marché financier européen intégré," Revue d'Économie Financière, Programme National Persée, vol. 57(2), pages 49-57.
• Robert Laslett, 2000. "Londres, centre financier," Revue d'Économie Financière, Programme National Persée, vol. 57(2), pages 59-71.
• Gunther Capelle-Blancard, 2000. "Une nouvelle mesure du taux d’intermédiation financière : l’approche en volume," Revue d'Économie Financière, Programme National Persée, vol. 59(4), pages 163-187.
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• Julie Choppin-Ansidei, 2000. "Location of international financial activities: theoretical finding and recent trends," Revue d'Économie Financière, Programme National Persée, vol. 57(2), pages 15-28.
• Arnaud de Bresson, 2000. "Paris as a financial centre within an integrated European financial market," Revue d'Économie Financière, Programme National Persée, vol. 57(2), pages 47-55.
• Robert Laslett, 2000. "London as a financial center," Revue d'Économie Financière, Programme National Persée, vol. 57(2), pages 57-68.
• Chakravarty, Sugato & Sarkar, Asani, 2000. "Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets," Purdue University Economics Working Papers 1138, Purdue University, Department of Economics.
• Ryan Davies, 2000. "Registered Trader Participation During The Toronto Stock Exchange's Pre-opening Session," Working Paper 997, Economics Department, Queen's University.
• Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing under Discrete Shifts in Stock Returns," Working Papers 426, Queen Mary University of London, School of Economics and Finance.
• Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing under Discrete Shifts in Stock Returns," Working Papers 426, Queen Mary University of London, School of Economics and Finance.
  • Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing under Discrete Shifts in Stock Returns," Working Papers 426, Queen Mary University of London, School of Economics and Finance.
• Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia.
• Dionne, G. & Garand, M., 2000. "Une mesure empirique des diterminants qui affectent la gestion des risques des entreprises non financieres," Ecole des Hautes Etudes Commerciales de Montreal- 00-09, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
  • Dionne, Georges & Garand, Martin, 2000. "Une mesure empirique des déterminants qui affectent la gestion des risques des entreprises non financières," Working Papers 00-9, HEC Montreal, Canada Research Chair in Risk Management.
• Dionne, Georges & Garand, Martin, 2003. "Risk management determinants affecting firms' values in the gold mining industry: new empirical results," Economics Letters, Elsevier, vol. 79(1), pages 43-52, April.
  • G. Dionne & M. Garand, 2000. "Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry : New Empirical Results," THEMA Working Papers 2000-48, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Dionne, Georges & Garand, Martin, 2000. "Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results," Working Papers 00-11, HEC Montreal, Canada Research Chair in Risk Management.
  • Dionne, G. & Garand, M., 2000. "Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results," Ecole des Hautes Etudes Commerciales de Montreal- 00-11, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
• Bryan Routledge & Stanley Zin, 2009. "Model Uncertainty and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.
  • Bryan Routledge & Stanley Zin, "undated". "Model Uncertainty and Liquidity," GSIA Working Papers 2001-E17, Carnegie Mellon University, Tepper School of Business.
  • Bryan R. Routledge, Stanley E. Zin, 2000. "Model Uncertainity And Liquidity," Computing in Economics and Finance 2000 368, Society for Computational Economics.
  • Bryan R. Routledge & Stanley E. Zin, 2001. "Model Uncertainty and Liquidity," NBER Working Papers 8683, National Bureau of Economic Research, Inc.
  • Bryan R. Routledge & Stanley E. Zin, 2000. "Model Uncertainty and Liquidity," Econometric Society World Congress 2000 Contributed Papers 1617, Econometric Society.
• Dušan Isakov & Christophe Pérignon, 2000. "On the dynamic interdependence of international stock markets: A Swiss perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 136(II), pages 123-146, June.
  • Isakov, D. & Perignon, C., 1999. "On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective," Papers 99.1, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Jean-Philippe Bouchaud, 2000. "Power-laws in economics and finance: some ideas from physics," Science & Finance (CFM) working paper archive 500023, Science & Finance, Capital Fund Management.
• Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard, 2000. "Population dynamics in a random environment," Science & Finance (CFM) working paper archive 500025, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Marc Mezard, 2000. "Wealth condensation in a simple model of economy," Science & Finance (CFM) working paper archive 500026, Science & Finance, Capital Fund Management.
• Lorenzo Cornalba & Jean-Philippe Bouchaud & Marc Potters, 2000. "Option pricing and hedging with temporal correlations," Science & Finance (CFM) working paper archive 500030, Science & Finance, Capital Fund Management.
• Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic, 2000. "Hedged Monte-Carlo: low variance derivative pricing with objective probabilities," Science & Finance (CFM) working paper archive 500031, Science & Finance, Capital Fund Management.
• Farhat Selmi & Jean-Philippe Bouchaud, 2000. "Hedging large risks reduces the transaction costs," Science & Finance (CFM) working paper archive 500033, Science & Finance, Capital Fund Management.
• Andrew Matacz, 2000. "Path dependent option pricing: the path integral partial averaging method," Science & Finance (CFM) working paper archive 500034, Science & Finance, Capital Fund Management.
• Hans FÃllmer & Peter Leukert, 2000. "Efficient hedging: Cost versus shortfall risk," Finance and Stochastics, Springer, vol. 4(2), pages 117-146.
• Marco Frittelli, 2000. "Introduction to a theory of value coherent with the no-arbitrage principle," Finance and Stochastics, Springer, vol. 4(3), pages 275-297.
• Rimas Norvaisa, 2000. "Modelling of stock price changes: A real analysis approach," Finance and Stochastics, Springer, vol. 4(3), pages 343-369.
• Martin Schweizer & Christophe Stricker & Frank DÃberlein, 2000. "Implied savings accounts are unique," Finance and Stochastics, Springer, vol. 4(4), pages 431-442.
• A. Lazrak & J.P. DÊcamps, 2000. "A martingale characterization of equilibrium asset price processes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(1), pages 207-213.
  • Ali Lazrak & J. P. Décamps, 2000. "A martingale characterization of equilibrium asset price processes," Post-Print hal-00485724, HAL.
• Kevin X.D. Huang & Jan Werner, 2000. "Asset price bubbles in Arrow-Debreu and sequential equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(2), pages 253-278.
• Jeffrey Callen & Lin Xu & Suresh Govindaraj, 2000. "Large time and small noise asymptotic results for mean reverting diffusion processes with applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(2), pages 401-419.
• Katz, B.G. & Owen, J., 2000. "The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium," New York University, Leonard N. Stern School Finance Department Working Paper Seires ec-00-01, New York University, Leonard N. Stern School of Business-.
  • Barbara G. Katz & Joel Owen, 2000. "The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium," Working Papers 00-01, New York University, Leonard N. Stern School of Business, Department of Economics.
• Joseph F. Francois & Ian Wooton, 2001. "Trade in International Transport Services: The Role of Competition," Review of International Economics, Wiley Blackwell, vol. 9(2), pages 249-261, May.
  • Wooton, Ian & Francois, Joseph, 2000. "Trade in International Transport Services: The Role of Competition," CEPR Discussion Papers 2377, C.E.P.R. Discussion Papers.
  • Joseph Francois & Ian Wooton, 2000. "Trade in International Transport Services: The Role of Competition," Tinbergen Institute Discussion Papers 00-057/2, Tinbergen Institute.
• Winfried Hallerbach, 2003. "Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration," Applied Financial Economics, Taylor & Francis Journals, vol. 13(4), pages 287-294.
  • Winfried G. Hallerbach, 2000. "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers 00-064/2, Tinbergen Institute.
• Liang Zou, 2000. "Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies," Tinbergen Institute Discussion Papers 00-108/2, Tinbergen Institute.
• Terry A. Marsh and Niklas Wagner., 2000. "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance Working Papers RPF-293, University of California at Berkeley.
  • Terry A. Marsh & Niklas Wagner, 2004. "Return-Volume Dependence and Extremes in International Equity Markets," Finance 0401007, University Library of Munich, Germany.
• Joao Amaro de Matos & Joao Sobral do Rosario, 2000. "The equilibrium dynamics for an endogeneous bid-ask spread in a monopolistic financial market," Nova SBE Working Paper Series wp389, Universidade Nova de Lisboa, Nova School of Business and Economics.
• Cespa, Giovanni, 2002. "Short-term investment and equilibrium multiplicity," European Economic Review, Elsevier, vol. 46(9), pages 1645-1670, October.
  • Giovanni Cespa, 2000. "Short-term investment and equilibrium multiplicity," Economics Working Papers 520, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2002.
• Platen, Eckhard, 2000. "Risk premia and financial modelling without measure transformation," SFB 373 Discussion Papers 2000,92, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Eckhard Platen, 2000. "Risk Premia and Financial Modelling Without Measure Transformation," Research Paper Series 45, Quantitative Finance Research Centre, University of Technology, Sydney.
• Rousseau, Peter L. & Sylla, Richard, 2005. "Emerging financial markets and early US growth," Explorations in Economic History, Elsevier, vol. 42(1), pages 1-26, January.
  • Peter L. Rousseau & Richard Sylla, 1999. "Emerging Financial Markets and Early U.S. Growth," NBER Working Papers 7448, National Bureau of Economic Research, Inc.
  • Peter L. Rousseau & Richard Sylla, 2000. "Emerging Financial Markets and Early U.S. Growth," Vanderbilt University Department of Economics Working Papers 0015, Vanderbilt University Department of Economics.
  • Peter L. Rousseau & Richard Sylla, 2000. "Emerging Financial Markets and Early U.S. Growth," Econometric Society World Congress 2000 Contributed Papers 1254, Econometric Society.
• Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
  • Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
  • Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  • Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
  • Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
• Larry Sawers & David Nickerson & Daniel Schydlowsky, 2000. "Financial Markets And Economic Development," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 1, pages 3-21, World Scientific Publishing Co. Pte. Ltd..
• Andras Uthoff, 2000. "Pension Reform In Chile," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 2, pages 25-43, World Scientific Publishing Co. Pte. Ltd..
• José Luque, 2000. "The Emerging Peruvian Capital Market," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 3, pages 45-58, World Scientific Publishing Co. Pte. Ltd..
• Marguerite S. Berger, 2000. "Microfinance: An Emerging Market Within The Emerging Markets," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 4, pages 61-90, World Scientific Publishing Co. Pte. Ltd..
• Manfred Zeller & Cécile Lapenu & Bart Minten & Eliane Ralison & Désiré Randrianaivo & Jean-Claude Randrianarisoa, 2000. "Linkages Between Rural Financial Markets, Poverty Alleviation And Conservation Of Soils And Forests: The Case Of Madagascar," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 5, pages 91-126, World Scientific Publishing Co. Pte. Ltd..
• Eric Weaver, 2000. "Bridging The Gap Between Regulated Financial Institutions And Low-Income Borrowers," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 6, pages 127-152, World Scientific Publishing Co. Pte. Ltd..
• Philip F. Bartholomew & Gary Whalen, 2000. "Systemic Risk: An Overview With Applications To Transitional Economies," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 7, pages 155-192, World Scientific Publishing Co. Pte. Ltd..
• Michael Marrese, 2000. "Addressing The Bad Debt Problem In The Slovak Economy," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 8, pages 193-221, World Scientific Publishing Co. Pte. Ltd..
• Andras Uthoff, 2000. "Short Term Capital Inflows And Long Term External Equilibrium," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 9, pages 225-240, World Scientific Publishing Co. Pte. Ltd..
• Stephen Guisinger, 2000. "The Macroeconomic Consequences Of Investment Liberalization For Developing Countries," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 10, pages 241-260, World Scientific Publishing Co. Pte. Ltd..
• Joel Bergsman, 2000. "Is There Competition For Foreign Direct Investment?," World Scientific Book Chapters, in: Larry Sawers & Daniel Schydlowsky & David Nickerson (ed.), Emerging Financial Markets In The Global Economy, chapter 11, pages 261-272, World Scientific Publishing Co. Pte. Ltd..
• Kräussl, Roman, 2000. "Sovereign credit ratings and their impact on recent financial crises," CFS Working Paper Series 2000/04, Center for Financial Studies (CFS).
  • Roman Kraeussl, 2003. "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," Working Papers 0313, University of Crete, Department of Economics.
  • Roman Kraeussl, 2003. "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," International Finance 0311013, University Library of Munich, Germany.
• Schlag, Christian & Wodrich, Anja, 2000. "Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I," CFS Working Paper Series 2000/12, Center for Financial Studies (CFS).
• Kaiser, Ulrich & Pohlmeier, Winfried, 2000. "Efficient Bargaining and the Skill-Structure of Wages and Employment," CoFE Discussion Papers 00/24, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Amendinger, Jürgen & Becherer, Dirk & Schweizer, Martin, 2000. "Quantifying the value of initial investment information," SFB 373 Discussion Papers 2000,41, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Platen, Eckhard, 2000. "A minimal financial market model," SFB 373 Discussion Papers 2000,91, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Eckhard Platen, 2001. "A Minimal Financial Market Model," Research Paper Series 48, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 2000. "Risk Premia and Financial Modelling Without Measure Transformation," Research Paper Series 45, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Platen, Eckhard, 2000. "Risk premia and financial modelling without measure transformation," SFB 373 Discussion Papers 2000,92, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Jon Danielsson & Casper G. De Vries, 2000. "Value-at-Risk and Extreme Returns," Annals of Economics and Statistics, GENES, issue 60, pages 239-270.
  • Danielsson, Jon & Vries, Casper, 1997. "Value-at-risk and extreme returns," LSE Research Online Documents on Economics 119166, London School of Economics and Political Science, LSE Library.
  • Jón Daníelsson & Casper G. de Vries, 1998. "Value-at-Risk and Extreme Returns," Tinbergen Institute Discussion Papers 98-017/2, Tinbergen Institute.
• Marianne Demarchi & Thierry Foucault, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
  • FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," HEC Research Papers Series 663, HEC Paris.
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• David E. Wildasin, 2000. "Factor mobility and fiscal policy in the EU: policy issues and analytical approaches," Economic Policy, CEPR;CES;MSH, vol. 15(31), pages 337-378, October.
• Richard D.F. Harris & Rene Sanchez‐Valle, 2000. "The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3‐4), pages 333-357, April.
  • Richard D.F. Harris & Rene Sanchez-Valle, 2000. "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3-4), pages 333-357.
  • Richard D.F. Harris & Rene Sanchez-Valle, 2000. "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3&4), pages 333-357.
  • Harris, R.D.F. & Sanchez-Valle, R., 1998. "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Discussion Papers 9815, University of Exeter, Department of Economics.
• Richard D.F. Harris & Rene Sanchez-Valle, 2000. "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3-4), pages 333-357.
  • Richard D.F. Harris & Rene Sanchez-Valle, 2000. "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3&4), pages 333-357.
  • Richard D.F. Harris & Rene Sanchez‐Valle, 2000. "The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3‐4), pages 333-357, April.
  • Harris, R.D.F. & Sanchez-Valle, R., 1998. "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Discussion Papers 9815, University of Exeter, Department of Economics.
• Richard D.F. Harris & Rene Sanchez‐Valle, 2000. "The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3‐4), pages 333-357, April.
  • Harris, R.D.F. & Sanchez-Valle, R., 1998. "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Discussion Papers 9815, University of Exeter, Department of Economics.
• Arnoud W. A. Boot & Anjan V. Thakor, 2000. "Can Relationship Banking Survive Competition?," Journal of Finance, American Finance Association, vol. 55(2), pages 679-713, April.
  • Boot, Arnoud W A & Thakor, Anjan, 1997. "Can Relationship Banking Survive Competition?," CEPR Discussion Papers 1592, C.E.P.R. Discussion Papers.
• Gabriel Perez‐Quiros & Allan Timmermann, 2000. "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, American Finance Association, vol. 55(3), pages 1229-1262, June.
  • Allan Timmermann & Gabriel Perez-Quiros, 1999. "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers dp335, Financial Markets Group.
  • Perez-Quiros, Gabriel & Timmermann, Allan, 1999. "Firm size and cyclical variations in stock returns," LSE Research Online Documents on Economics 119113, London School of Economics and Political Science, LSE Library.
• Joanna Place, 2000. "Basic Bond Analysis," Handbooks, Centre for Central Banking Studies, Bank of England, number 20.
• Niklas Wagner & Terry Marsh, 2000. "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance, Working Paper Series 1002, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
• David E. Wildasin, 2000. "Factor mobility and fiscal policy in the EU: policy issues and analytical approaches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 15(31), pages 338-378.
  • Wildasin, David E., 1999. "Factor mobility and fiscal policy in the EU: policy issues and analytical approaches," ZEW Discussion Papers 99-35, ZEW - Leibniz Centre for European Economic Research.
  • David E. Wildasin, 2000. "Factor Mobility and Fiscal Policy in the EU: Policy Issues and Analytical Approaches," CESifo Working Paper Series 344, CESifo.
• Svein Andresen, 2000. "The Financial Stability Forum ; reform of the international architecture," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 1(04), pages 18-20, October.
• Barry Eichengreen, 2000. "Realistic and romantic reforms of the international financial system : reform of the international architecture," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 1(04), pages 3-8, October.
• Allan Meltzer, 2000. "The report of the International Financial Institution Advisory Commission : comments on the critics ; reform of the international architecture," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 1(04), pages 9-17, October.
• Svein Andresen, 2000. "The Financial Stability Forum ; reform of the international architecture," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 1(4), pages 18-20, October.
• Barry Eichengreen, 2000. "Realistic and romantic reforms of the international financial system : reform of the international architecture," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 1(4), pages 3-8, October.
• Allan Meltzer, 2000. "The report of the International Financial Institution Advisory Commission : comments on the critics ; reform of the international architecture," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 1(4), pages 9-17, October.
• Rigmar Osterkamp, 2000. "Börsenlandschaft im Umbruch," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 53(19-20), pages 48-48, July.
• Rigmar Osterkamp, 2000. "Börsenlandschaft im Umbruch," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 53(19), pages 48-48, July.
• Eric Ghysels & Junghoon Seon, 2000. "The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors," CIRANO Working Papers 2000s-11, CIRANO.
• Andreou, Elena & Ghysels, Eric, 2002. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-376, July.
  • Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
• Alberto Carrasquilla & Arturo Galindo A. & Diego Mauricio Vásquez, 2000. "El gran apretón crediticio en Colombia: una interpretación," Coyuntura Económica, Fedesarrollo, March.
• TIRELLI, Mario, 2000. "Constrained suboptimality and financial innovation in GEI with a single commodity," LIDAM Discussion Papers CORE 2000019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• GIOT, Pierre, 2000. "Intraday value-at-risk," LIDAM Discussion Papers CORE 2000045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Luigi Guiso & Tullio Jappelli, 2000. "Household Portfolios in Italy," CSEF Working Papers 43, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Guiso, Luigi & Jappelli, Tullio, 2000. "Household Portfolios in Italy," CEPR Discussion Papers 2549, C.E.P.R. Discussion Papers.
• Enrique Sentana, 2002. "Did the EMS Reduce the Cost of Capital?," Economic Journal, Royal Economic Society, vol. 112(482), pages 786-809, October.
  • Sentana, Enrique, 2000. "Did the EMS Reduce the Cost of Capital?," CEPR Discussion Papers 2640, C.E.P.R. Discussion Papers.
• Garcia, Rene & Luger, Richard & Renault, Eric, 2003. "Empirical assessment of an intertemporal option pricing model with latent variables," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 49-83.
  • René Garcia & Richard Luger & Eric Renault, 2000. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables," Working Papers 2000-56, Center for Research in Economics and Statistics.
  • GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables," Cahiers de recherche 2001-10, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Luger, R. & Renault, E., 2001. "Empirical Assessment of an Intertemporal option Pricing Model with Latent variables," Cahiers de recherche 2001-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• René Garcia & Richard Luger & Eric Renault, 2000. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Working Papers 2000-57, Center for Research in Economics and Statistics.
  • GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Luger, R. & Renault, E., 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • René Garcia & Richard Luger & Eric Renault, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," CIRANO Working Papers 2001s-01, CIRANO.
• Charles Cao & Hyuk Choe, 2000. "Evolution of Transitory Volatility over the Week," Annals of Economics and Finance, Society for AEF, vol. 1(1), pages 49-77, May.
• Domenico Cuoco & Hua He, 2000. "Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets," CEMA Working Papers 61, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2001.
• Zhiwu Chen, 2000. "Viable Costs and Equilibrium Prices in Frictional Securities Markets," CEMA Working Papers 62, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2001.
• Boyer, C. & Demange, G., 2000. "Imperfect Competition on Stock Markets: the Impact of Options at the Exercise Date," DELTA Working Papers 2000-06, DELTA (Ecole normale supérieure).
• Hervé Alexandre & Maxime Merli, 2000. "Rating and Spread:The French Market before Euro," Working Papers CREGO 1000304, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, revised Sep 2002.
• Xavier Freixas, 1999. "Optimal bail out policy, conditionality and constructive ambiguity," Economics Working Papers 400, Department of Economics and Business, Universitat Pompeu Fabra.
  • X. Freixas, 2000. "Optimal Bail Out Policy, Conditionality and Constructive Ambiguity," DNB Staff Reports (discontinued) 49, Netherlands Central Bank.
• THIESSEN, Eric, 2000. "Trader Anonymity, Price Formation and Liquidity," HEC Research Papers Series 701, HEC Paris.
• SOLNIK, Bruno & COLLIN-DUFRESNE, Pierre, 2000. "On the term structure of default premia in the Swap and Libor markets," HEC Research Papers Series 704, HEC Paris.
• Michael Rockinger & Eric Jondeau, 2000. "Entropy Densities," Working Papers hal-00601485, HAL.
  • ROCKINGER, Michael & JONDEAU, Eric, 2000. "Entropy densities," HEC Research Papers Series 709, HEC Paris.
• CITANNA, Alessandro, 2000. "Proportional transaction costs on asset trades : a note on existence by homotopy methods," HEC Research Papers Series 717, HEC Paris.
• Campa, Jose Manuel, 2004. "Exchange rates and trade: How important is hysteresis in trade?," European Economic Review, Elsevier, vol. 48(3), pages 527-548, June.
  • Campa, José Manuel, 2000. "Exchange Rates and Trade: How Important is Hysteresis in Trade?," CEPR Discussion Papers 2606, C.E.P.R. Discussion Papers.
  • Campa, Jose M., 2000. "Exchange rates and trade: How important is hysteresis in trade?," IESE Research Papers D/427, IESE Business School.
• Pierre-Olivier Gourinchas & Aaron Tornell, 2000. "Exchange Rate Dynamics, Learning and Misperception," Econometric Society World Congress 2000 Contributed Papers 0795, Econometric Society.
  • Tornell, Aaron & Gourinchas, Pierre-Olivier, 2003. "Exchange Rate Dynamics, Learning and Misperception," CEPR Discussion Papers 3725, C.E.P.R. Discussion Papers.
  • Pierre-Olivier Gourinchas & Aaron Tornell, 2002. "Exchange Rate Dynamics, Learning and Misperception," NBER Working Papers 9391, National Bureau of Economic Research, Inc.
• Rousseau, Peter L. & Sylla, Richard, 2005. "Emerging financial markets and early US growth," Explorations in Economic History, Elsevier, vol. 42(1), pages 1-26, January.
  • Peter L. Rousseau & Richard Sylla, 1999. "Emerging Financial Markets and Early U.S. Growth," NBER Working Papers 7448, National Bureau of Economic Research, Inc.
  • Peter L. Rousseau & Richard Sylla, 2000. "Emerging Financial Markets and Early U.S. Growth," Econometric Society World Congress 2000 Contributed Papers 1254, Econometric Society.
  • Peter L. Rousseau & Richard Sylla, 2000. "Emerging Financial Markets and Early U.S. Growth," Vanderbilt University Department of Economics Working Papers 0015, Vanderbilt University Department of Economics.
• Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning About Liquidity," FMG Discussion Papers dp356, Financial Markets Group.
  • Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers 1351, Econometric Society.
  • Hong, Harrison & Rady, Sven, 2001. "Strategic Trading and Learning about Liquidity," Discussion Papers in Economics 15, University of Munich, Department of Economics.
  • Rady, Sven & Hong, Harrison G, 2000. "Strategic Trading And Learning About Liquidity," CEPR Discussion Papers 2416, C.E.P.R. Discussion Papers.
  • Hong, Harrison & Rady, Sven, 2000. "Strategic trading and learning about liquidity," LSE Research Online Documents on Economics 119102, London School of Economics and Political Science, LSE Library.
• Bryan Routledge & Stanley Zin, 2009. "Model Uncertainty and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.
  • Bryan Routledge & Stanley Zin, "undated". "Model Uncertainty and Liquidity," GSIA Working Papers 2001-E17, Carnegie Mellon University, Tepper School of Business.
  • Bryan R. Routledge & Stanley E. Zin, 2001. "Model Uncertainty and Liquidity," NBER Working Papers 8683, National Bureau of Economic Research, Inc.
  • Bryan R. Routledge & Stanley E. Zin, 2000. "Model Uncertainty and Liquidity," Econometric Society World Congress 2000 Contributed Papers 1617, Econometric Society.
  • Bryan R. Routledge, Stanley E. Zin, 2000. "Model Uncertainity And Liquidity," Computing in Economics and Finance 2000 368, Society for Computational Economics.
• Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000. "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, vol. 69(1), pages 89-94, October.
  • Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, "undated". "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers 99-07, FEDEA.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000. "Pricing and hedging long-term options," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 277-318.
  • Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1998. "Pricing and Hedging Long-Term Options," Yale School of Management Working Papers ysm90, Yale School of Management.

1999

• Finis Welch, 1999. "In Defense of Inequality," American Economic Review, American Economic Association, vol. 89(2), pages 1-17, May.
• Boyan Jovanovic & Jeremy Greenwood, 1999. "The Information-Technology Revolution and the Stock Market," American Economic Review, American Economic Association, vol. 89(2), pages 116-122, May.
• Des Mc Manus & David Watt, 1999. "Estimating One-Factor Models of Short-Term Interest Rates," Staff Working Papers 99-18, Bank of Canada.
• Juan Ayuso & Roberto Blanco, 1999. "Has Financial Market Integration Increased during the Nineties?," Working Papers 9923, Banco de España.
• Antonio Scalia & Valerio Vacca, 2001. "Does market transparency matter? A case study," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 113-144, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-27, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? a Case Study," Temi di discussione (Economic working papers) 359, Bank of Italy, Economic Research and International Relations Area.
  • Vacca, V. & Scalia, A., 1999. "Does Market Transparency Matter? A Case Study," Papers 359, Banca Italia - Servizio di Studi.
• Tomas Björk & Bent Jesper Christensen, 1999. "Interest Rate Dynamics and Consistent Forward Rate Curves," Mathematical Finance, Wiley Blackwell, vol. 9(4), pages 323-348, October.
  • Björk, Tomas & Christensen, Bent Jesper, 1997. "Interest Rate Dynamics and Consistent Forward Rate Curves," SSE/EFI Working Paper Series in Economics and Finance 209, Stockholm School of Economics.
• Herrala, Risto & Nieminen, Risto, 1999. "Valuuttakauppojen selvitysriskit ja niiden hallinta," Research Discussion Papers 5/1999, Bank of Finland.
• Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 2003. "Risk Sharing and Industrial Specialization: Regional and International Evidence," American Economic Review, American Economic Association, vol. 93(3), pages 903-918, June.
  • Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," JCPR Working Papers 86, Northwestern University/University of Chicago Joint Center for Poverty Research.
  • Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Working Papers 99-16, Brown University, Department of Economics.
  • Sørensen, Bent E & Yosha, Oved, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers 2295, C.E.P.R. Discussion Papers.
  • Ṣebnem Kalemli-Özcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk sharing and industrial specialization ; regional and international evidence," Research Working Paper RWP 00-06, Federal Reserve Bank of Kansas City.
  • Kalemli-Ozcan, S. & Sorensen, B.E. & Yosha, O., 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Papers 16-99, Tel Aviv.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
  • Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers 2009s-45, CIRANO.
• Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
  • Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
  • GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Fedesarrollo, 1999. "Análisis Coyuntural. I. Situación del sector financiero. II. El futuro del sector petrolero," Coyuntura Económica, Fedesarrollo, June.
• Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999. "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Discussion Paper 1999-97, Tilburg University, Center for Economic Research.
  • CRAMA, Yves & LERUTH, Luc & RENNEBOOG, Luc & URBAIN, Jean-Pierre, 1999. "Corporate governance structures, control and performance in European markets: a tale of two systems," LIDAM Discussion Papers CORE 1999042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999. "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Other publications TiSEM fa209920-43a1-40ad-bf2e-f, Tilburg University, School of Economics and Management.
• BAUWENS, Luc & VEREDAS, David, 1999. "The stochastic conditional duration model: a latent factor model for the analysis of financial durations," LIDAM Discussion Papers CORE 1999058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & David Veredas, 2004. "The stochastic conditional duration model: a latent factor model for the analysis of financial durations," ULB Institutional Repository 2013/136234, ULB -- Universite Libre de Bruxelles.
• Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," RAND Journal of Economics, The RAND Corporation, vol. 35(2), pages 329-355, Summer.
  • Thierry Foucault & Christine a Parlour, "undated". "Competition for Listings," GSIA Working Papers 2000-E11, Carnegie Mellon University, Tepper School of Business.
  • Foucault, Thierry & Parlour, Christine A, 1999. "Competition for Listings," CEPR Discussion Papers 2222, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," Post-Print hal-00481211, HAL.
  • Thierry Foucault & Christine A. Parlour, 2011. "Competition for Listings," Working Papers hal-00599911, HAL.
  • FOUCAULT, Thierry & PARLOUR, Christine A., 1999. "Competition for Listings," HEC Research Papers Series 666, HEC Paris.
• Martin Lettau & Sydney Ludvigson, 2001. "Consumption, Aggregate Wealth, and Expected Stock Returns," Journal of Finance, American Finance Association, vol. 56(3), pages 815-849, June.
  • Martin Lettau & Sydney C. Ludvigson, 1999. "Consumption, aggregate wealth and expected stock returns," Staff Reports 77, Federal Reserve Bank of New York.
  • Lettau, Martin & Ludvigson, Sydney, 1999. "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers 2223, C.E.P.R. Discussion Papers.
• Freixas, Xavier, 1999. "Optimal Bail-Out, Conditionality and Creative Ambiguity," CEPR Discussion Papers 2238, C.E.P.R. Discussion Papers.
• Thierry Foucalt & Ailsa Roell & Patrik Sandas, "undated". "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers 15-99, Wharton School Rodney L. White Center for Financial Research.
  • Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers 2265, C.E.P.R. Discussion Papers.
  • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," HEC Research Papers Series 671, HEC Paris.
  • Thierry Foucault & Ailsa Roell & Patrik Sandas, 2011. "Imperfect Market Monitoring and SOES Trading," Working Papers hal-00607040, HAL.
• Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 2003. "Risk Sharing and Industrial Specialization: Regional and International Evidence," American Economic Review, American Economic Association, vol. 93(3), pages 903-918, June.
  • Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," JCPR Working Papers 86, Northwestern University/University of Chicago Joint Center for Poverty Research.
  • Sørensen, Bent E & Yosha, Oved, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers 2295, C.E.P.R. Discussion Papers.
  • Ṣebnem Kalemli-Özcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk sharing and industrial specialization ; regional and international evidence," Research Working Paper RWP 00-06, Federal Reserve Bank of Kansas City.
  • Kalemli-Ozcan, S. & Sorensen, B.E. & Yosha, O., 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Papers 16-99, Tel Aviv.
  • Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Working Papers 99-16, Brown University, Department of Economics.
• Hau, Harald, 1999. "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers 2297, C.E.P.R. Discussion Papers.
• Freixas, Xavier & Parigi, Bruno M & Rochet, Jean-Charles, 2000. "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 611-638, August.
  • Xavier Freixas & Bruno Parigi & Jean-Charles Rochet, 2000. "Systemic risk, interbank relations, and liquidity provision by the central bank," Proceedings, Federal Reserve Bank of Cleveland, pages 611-640.
  • Xavier Freixas & Bruno Parigi & Jean Charles Rochet, 1998. "Systemic risk, interbank relations and liquidity provision by the Central Bank," Economics Working Papers 440, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 1999.
  • Freixas, Xavier & Parigi, Bruno & Rochet, Jean-Charles, 1999. "Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank," CEPR Discussion Papers 2325, C.E.P.R. Discussion Papers.
• Manzano, Carolina, 1999. "Integration versus segmentation in a dealer market," DEE - Working Papers. Business Economics. WB 6514, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Charles Cao & Hyuk Choe, 1999. "Evolution of Transitory Volatility over the Week," CEMA Working Papers 4, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2000.
• CHESNEY, Marc & GIBSON-ASNER, Rajna, 1999. "The Investment Policy and the Pricing of Equity in a Levered Firm: a Re-examination of the contingent claims Valuation Approach," HEC Research Papers Series 672, HEC Paris.
• Alessandro, CITANNA, 1999. "Financial Innovation and Price Volatility," HEC Research Papers Series 685, HEC Paris.
• Erik Theissen, 2002. "Floor versus Screen Trading: Evidence from the German Stock Market," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 158(1), pages 32-54, March.
  • THEISSEN, Erik, 1999. "Floor versus Screen Trading : Evidence from the German Stock Market," HEC Research Papers Series 690, HEC Paris.
• Mohammad Hashim Kamali, 1999. "The Permissibility And Potential Of Developing Islamic Derivatives As Financial Instruments," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 7(2), pages 1-73, December.
• Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 1999. "Financial Market Globalization: Present and Future," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(3), pages 1-40, December.
• David Abad & Antonio Rubia, 1999. "- Evaluation Of The Fixing Trading System In The Spanish Market," Working Papers. Serie EC 1999-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Frey Bruno S. & Kucher Marcel, 1999. "Kriege aus Sicht des Kapitalmarktes: Deutschland im Zweiten Weltkrieg / Germany in World War II: The Perspective of Capital Markets," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 218(3-4), pages 361-384, June.
• Herwartz Helmut & Reimers Hans-Eggert, 1999. "Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt / Different Volatility Regimes on the German Bond Market," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 219(3-4), pages 375-392, June.
• Binswanger Mathias, 1999. "Can Noise Traders Cause Persistent Deviations from Fundamental Values on the Stock Market? / Können Noise Trader langfristige Abweichungen der Aktienkurse von ihren Fundamentalwerten bewirken?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 219(5-6), pages 556-574, October.
• Ranko Jelic & Richard Briston & Chris Mallin, 1999. "Gambling Banks and Firm Financing in Transition Economies," Multinational Finance Journal, Multinational Finance Journal, vol. 3(4), pages 253-282, December.
• Gunther Capelle-Blancard, 2000. "Une nouvelle mesure du taux d’intermédiation financière : l’approche en volume," Revue d'Économie Financière, Programme National Persée, vol. 59(4), pages 163-187.
  • Gunther Capelle-Blancard, 1999. "Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume," Cahiers de la Maison des Sciences Economiques bla99013, Université Panthéon-Sorbonne (Paris 1).
• LINTON, Olivier & PERRON, Benoît, 1999. "The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model," Cahiers de recherche 9911, Universite de Montreal, Departement de sciences economiques.
  • Benoit Perron & Oliver Linton, 2004. "The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model," FMG Discussion Papers dp514, Financial Markets Group.
  • Linton, Oliver & Perron, Benoit, 2000. "The shape of the risk premium: evidence from a semiparametric GARCH model," LSE Research Online Documents on Economics 24769, London School of Economics and Political Science, LSE Library.
• Campbell, John Y & Kim, Sangjoon & Lettau, Martin, 1998. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," CEPR Discussion Papers 1923, C.E.P.R. Discussion Papers.
  • John Y. Campbell & Martin Lettau, 1999. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers 7144, National Bureau of Economic Research, Inc.
• Rousseau, Peter L. & Sylla, Richard, 2005. "Emerging financial markets and early US growth," Explorations in Economic History, Elsevier, vol. 42(1), pages 1-26, January.
  • Peter L. Rousseau & Richard Sylla, 1999. "Emerging Financial Markets and Early U.S. Growth," NBER Working Papers 7448, National Bureau of Economic Research, Inc.
  • Peter L. Rousseau & Richard Sylla, 2000. "Emerging Financial Markets and Early U.S. Growth," Vanderbilt University Department of Economics Working Papers 0015, Vanderbilt University Department of Economics.
  • Peter L. Rousseau & Richard Sylla, 2000. "Emerging Financial Markets and Early U.S. Growth," Econometric Society World Congress 2000 Contributed Papers 1254, Econometric Society.
• Hiroshi Osano, 1999. "Security Design, Insider Monitoring, and Financial Market Equilibrium," Review of Finance, European Finance Association, vol. 2(3), pages 273-302.
• Bryan Mase, 1999. "The Predictability of Short-Horizon Stock Returns," Review of Finance, European Finance Association, vol. 3(2), pages 161-173.
• Fazal HUSAIN & Jamshed UPPAL, 1999. "STOCK RETURNS VOLATILITY IN AN EMERGING MARKET: The Pakistani Evidence," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 15, pages 19-40.
  • Husain, Fazal & Uppal, Jamshed, 1999. "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper 5270, University Library of Munich, Germany.
• Apostolos Serletis & Periklis Gogas, 2007. "The North American Natural Gas Liquids Markets are Chaotic," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 17, pages 225-244, World Scientific Publishing Co. Pte. Ltd..
  • Apostolos Serletis & Periklis Gogas, 1999. "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 83-103.
  • Apostolos Serletis & Periklis Gogas, 1999. "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, , vol. 20(1), pages 83-103, January.
  • Serletis, A. & Gogas, P., 1998. "The North American Natural Gas Liquids Markets are Chaotic," Papers 98-10, Calgary - Department of Economics.
  • Serletis, Apostolos & Gogas, Periklis, 1999. "The North American natural gas liquids markets are chaotic," MPRA Paper 1576, University Library of Munich, Germany.
• Fazal HUSAIN & Jamshed UPPAL, 1999. "STOCK RETURNS VOLATILITY IN AN EMERGING MARKET: The Pakistani Evidence," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 15, pages 19-40.
  • Husain, Fazal & Uppal, Jamshed, 1999. "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper 5270, University Library of Munich, Germany.
• Husain, Fazal & Forbes, Kevin, 1999. "Efficiency in a Thinly Traded Market: The Case of Pakistan," MPRA Paper 5355, University Library of Munich, Germany.
• Xing Jin & Frank Milne, 1999. "The Existence Of Equilibrium In A Financial Market With Transaction Costs," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar, chapter 14, pages 323-343, World Scientific Publishing Co. Pte. Ltd..
  • Frank Milne & Xing Jin, 1996. "The Existence Of Equilibrium In A Financial Market With Transaction Costs," Working Paper 934, Economics Department, Queen's University.
  • Xing Jin & Frank Milne, 1999. "The Existence of Equilibrium in a Financial Market with Transaction Costs," Working Paper 1084, Economics Department, Queen's University.
• Lupton, J. & Smith, J.P., 1999. "Marriage, Assets, and Savings," Papers 99-12, RAND - Labor and Population Program.
  • Joseph Lupton & James P. Smith, 1999. "Marriage, Assets, and Savings," Working Papers 99-12, RAND Corporation.
• Gokkent , Giyas, 1999. "Simultaneous Home Bias and Cross-Holding of Assets Under Information Asimmetry," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 52(1), pages 15-44.
• Yeon-Koo Che & Tai-Yeong Chung, 1999. "Contract Damages and Cooperative Investments," RAND Journal of Economics, The RAND Corporation, vol. 30(1), pages 84-105, Spring.
  • Che, Y.K. & Chung, Y.T., 1996. "Contract Damages and Cooperative Investments," University of Western Ontario, Departmental Research Report Series 9603, University of Western Ontario, Department of Economics.
• Jeremy Greenwood & Boyan Jovanovic, 1999. "The IT Revolution and the Stock Market," NBER Working Papers 6931, National Bureau of Economic Research, Inc.
  • Greenwood, J. & Jovanovic, B., 1999. "The IT Revolution and the Stock Market," RCER Working Papers 460, University of Rochester - Center for Economic Research (RCER).
• Andrew Matacz & Jean-Philippe Bouchaud, 1999. "Explaining the forward interest rate term structure," Science & Finance (CFM) working paper archive 500046, Science & Finance, Capital Fund Management.
• Andrew Matacz & Jean-Philippe Bouchaud, 1999. "An empirical investigation of the forward interest rate term structure," Science & Finance (CFM) working paper archive 500047, Science & Finance, Capital Fund Management.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999. "Random matrix theory," Science & Finance (CFM) working paper archive 500052, Science & Finance, Capital Fund Management.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1999. "Random matrix theory and financial correlations," Science & Finance (CFM) working paper archive 500053, Science & Finance, Capital Fund Management.
• Jones, R.A., 1999. "Estimating Correlated Diffusions," Discussion Papers dp99-12, Department of Economics, Simon Fraser University.
• Dean, J.W., 1999. "Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus," Discussion Papers dp99-3, Department of Economics, Simon Fraser University.
• Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999. "Stock market prices and long-range dependence," Finance and Stochastics, Springer, vol. 3(1), pages 1-13.
  • Tom Doan, "undated". "RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)," Statistical Software Components RTZ00167, Boston College Department of Economics.
• Hans FÃllmer & Peter Leukert, 1999. "Quantile hedging," Finance and Stochastics, Springer, vol. 3(3), pages 251-273.
• Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July.
  • Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
  • Dana, R.-A. & Le Van, C. & Magnien, F., 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications 1999.34, Université Panthéon-Sorbonne (Paris 1).
• Brusco, Sandro & Jackson, Matthew O., 1999. "The Optimal Design of a Market," Journal of Economic Theory, Elsevier, vol. 88(1), pages 1-39, September.
  • Matthew O. Jackson & Sandro Brusco, 1997. "The Optimal Design of a Market," Discussion Papers 1186, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Sandro Brusco & Matthew O. Jackson, 1997. "The Optimal Design of a Market," Microeconomics 9711003, University Library of Munich, Germany.
• Aggarwal, Reena & Angel, James J., 1999. "The rise and fall of the Amex Emerging Company Marketplace," Journal of Financial Economics, Elsevier, vol. 52(2), pages 257-289, May.
  • Reena Aggarwal & James J. Angel, "undated". "The Rise and Fall of the AMEX Emerging Company Marketplace," Working Papers _002, Georgetown School of Business.
• Jones, Charles M. & Lipson, Marc L., 1999. "Execution Costs of Institutional Equity Orders," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 123-140, July.
  • Jones, C.M. & Lipson, M.L., 1999. "Execution Costs of Institutional Equity Orders," Papers 99-1, Columbia - Graduate School of Business.
• Cordella, Tito & Foucault, Thierry, 1999. "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 141-173, July.
  • Tito Cordella & Thierry Foucault, 1996. "Minimum price variations, time priority and quotes dynamics," Economics Working Papers 182, Department of Economics and Business, Universitat Pompeu Fabra.
  • Cordella, Tito & Foucault, Thierry, 1997. "Minimum Price Variations, Time Priority and Quote Dynamics," CEPR Discussion Papers 1717, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Tito Cordella, 1999. "Minimum Price Variations, Time Priority and Quote Dynamics," Post-Print hal-00459772, HAL.
  • Thierry Foucault & Tito Cordella, 2011. "Minimum Price Variations, Time Priority and Quote Dynamics," Working Papers hal-00600249, HAL.
• Joseph Zeira, 2000. "Informational overshooting, booms and crashes," Proceedings, Federal Reserve Bank of San Francisco, issue Apr.
  • Zeira, Joseph, 1999. "Informational overshooting, booms, and crashes," Journal of Monetary Economics, Elsevier, vol. 43(1), pages 237-257, February.
  • Zeira, Joseph, 1993. "Informational Overshooting, Booms and Crashes," CEPR Discussion Papers 823, C.E.P.R. Discussion Papers.
• Gabriel Perez‐Quiros & Allan Timmermann, 2000. "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, American Finance Association, vol. 55(3), pages 1229-1262, June.
  • Allan Timmermann & Gabriel Perez-Quiros, 1999. "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers dp335, Financial Markets Group.
  • Perez-Quiros, Gabriel & Timmermann, Allan, 1999. "Firm size and cyclical variations in stock returns," LSE Research Online Documents on Economics 119113, London School of Economics and Political Science, LSE Library.
• Sudipto Bhattacharya & Giovanna Nicodano, 2001. "Insider Trading, Investment, and Liquidity: A Welfare Analysis," Journal of Finance, American Finance Association, vol. 56(3), pages 1141-1156, June.
  • Giovanna Nicodano & Sudipto Bhattacharya, 1999. "Insider Trading, Investment and Liquidity: A Welfare Analysis," FMG Discussion Papers dp334, Financial Markets Group.
  • Bhattacharya, Sudipto & Nicodano, Giovanna, 1999. "Insider trading, investment and liquidity: a welfare analysis," LSE Research Online Documents on Economics 119114, London School of Economics and Political Science, LSE Library.
• Freixas, Xavier, 1999. "Optimal bail out policy, conditionality and creative ambiguity," LSE Research Online Documents on Economics 119121, London School of Economics and Political Science, LSE Library.
• Foort HAMELINK, 1999. "Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse," FAME Research Paper Series rp6, International Center for Financial Asset Management and Engineering.
• Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
  • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
  • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
• Yamori, N. & Kobayashi, T., 1999. "Is It True that Insurers Benefit from a Catastrophic Event? Market Reactions to the 1995 Hanshin-Awaji Earthquake," Papers pb99-04, Economisch Institut voor het Midden en Kleinbedrijf-.
  • Takeshi Kobayashi & Nobuyoshi Yamori, 1999. "Is it true that insurers benefit from a catastrophic event? Market reactions to the 1995 Hanshin-Awaji earthquake," Pacific Basin Working Paper Series 99-04, Federal Reserve Bank of San Francisco.
• Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1999. "Excessive FDI flows under asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
  • Razin, A. & Sadka, E. & Yuen, C.-W., 1999. "Excessive FDI Flows under Asymmetric Information," Papers 27-99, Tel Aviv.
  • Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1999. "Excessive FDI Flows Under Asymmetric Information," NBER Working Papers 7400, National Bureau of Economic Research, Inc.
• Martin Lettau & Sydney Ludvigson, 2001. "Consumption, Aggregate Wealth, and Expected Stock Returns," Journal of Finance, American Finance Association, vol. 56(3), pages 815-849, June.
  • Lettau, Martin & Ludvigson, Sydney, 1999. "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers 2223, C.E.P.R. Discussion Papers.
  • Martin Lettau & Sydney C. Ludvigson, 1999. "Consumption, aggregate wealth and expected stock returns," Staff Reports 77, Federal Reserve Bank of New York.
• Sudipto Bhattacharya & Giovanna Nicodano, 2001. "Insider Trading, Investment, and Liquidity: A Welfare Analysis," Journal of Finance, American Finance Association, vol. 56(3), pages 1141-1156, June.
  • Bhattacharya, Sudipto & Nicodano, Giovanna, 1999. "Insider trading, investment and liquidity: a welfare analysis," LSE Research Online Documents on Economics 119114, London School of Economics and Political Science, LSE Library.
  • Giovanna Nicodano & Sudipto Bhattacharya, 1999. "Insider Trading, Investment and Liquidity: A Welfare Analysis," FMG Discussion Papers dp334, Financial Markets Group.
• Gabriel Perez‐Quiros & Allan Timmermann, 2000. "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, American Finance Association, vol. 55(3), pages 1229-1262, June.
  • Perez-Quiros, Gabriel & Timmermann, Allan, 1999. "Firm size and cyclical variations in stock returns," LSE Research Online Documents on Economics 119113, London School of Economics and Political Science, LSE Library.
  • Allan Timmermann & Gabriel Perez-Quiros, 1999. "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers dp335, Financial Markets Group.
• Antonio Scalia & Valerio Vacca, 2001. "Does market transparency matter? A case study," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 113-144, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-27, Bank for International Settlements.
  • Antonio Scalia & Valerio Vacca, 1999. "Does Market Transparency Matter? a Case Study," Temi di discussione (Economic working papers) 359, Bank of Italy, Economic Research and International Relations Area.
  • Vacca, V. & Scalia, A., 1999. "Does Market Transparency Matter? A Case Study," Papers 359, Banca Italia - Servizio di Studi.
• Artus, P., 1999. "Effet de levier, risque, rendement des actions et cours boursiers," Papers 1999-10/fi, Caisse des Depots et Consignations - Cahiers de recherche.
• Laurent, P. & Teiletche, J., 1999. "Coexistence de structures d'echange differenciees: justifications theoriques et applications au marche des changes," Papers 1999-12/fi, Caisse des Depots et Consignations - Cahiers de recherche.
• Jones, Charles M. & Lipson, Marc L., 1999. "Execution Costs of Institutional Equity Orders," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 123-140, July.
  • Jones, C.M. & Lipson, M.L., 1999. "Execution Costs of Institutional Equity Orders," Papers 99-1, Columbia - Graduate School of Business.
• Jones, Charles M. & Lipson, Marc L., 2001. "Sixteenths: direct evidence on institutional execution costs," Journal of Financial Economics, Elsevier, vol. 59(2), pages 253-278, February.
  • Jones, C.M. & Lipson, M.L., 1999. "Sixteenths: Direct Evidence on Institutional Execution Costs," Papers 99-3, Columbia - Graduate School of Business.
• Chang, G. & Sundaresan, S.M., 1999. "Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default," Papers 99-4, Columbia - Graduate School of Business.
• Huberman, G. & Regev, T., 1999. "Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar," Papers 99-6, Columbia - Graduate School of Business.
• Jones, C.M. & Lipson, M.L., 1999. "Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX," Papers 99-8, Columbia - Graduate School of Business.
• Bancel, F. & Ceddaha, F., 1999. "Vers une prime de risque unique?," Papers 99/143, Ecole Superieure de Commerce de Paris. Groupe ESCP-.
• Dušan Isakov & Christophe Pérignon, 2000. "On the dynamic interdependence of international stock markets: A Swiss perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 136(II), pages 123-146, June.
  • Isakov, D. & Perignon, C., 1999. "On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective," Papers 99.1, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Verdier, D., 1999. "Financial Capital Mobility and the Origins of Stock Markets," Papers 99/10, European Institute - Political and Social Sciences.
• Ory, J.-N., 1999. "Le comportement des places financieres asiatiques avant et apres la "Crise": cointegration, contagion et globalisation des marches," Papers 1999-3, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2.
• Michel, L., 1999. "Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises," Papers 1999-5, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2.
• Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," NBER Working Papers 6913, National Bureau of Economic Research, Inc.
  • Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999. "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers 1858, Harvard - Institute of Economic Research.
• Aditya Kaul & Vikas Mehrotra & Randall Morck, 2000. "Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment," Journal of Finance, American Finance Association, vol. 55(2), pages 893-912, April.
  • Aditya Kaul & Vikas Mehrotra & Randall Morck, 1999. "Demand Curves for Stocks Do Slope Down: New Evidence From An Index Weights Adjustment," Harvard Institute of Economic Research Working Papers 1884, Harvard - Institute of Economic Research.
• Khalil, J. & Martel, J.-M. & Jutras, P., 1999. "A Multicriterion System for Credit Risk Rating," Papers 1999-14, Laval - Faculte des sciences de administration.
• Takeshi Kobayashi & Nobuyoshi Yamori, 1999. "Is it true that insurers benefit from a catastrophic event? Market reactions to the 1995 Hanshin-Awaji earthquake," Pacific Basin Working Paper Series 99-04, Federal Reserve Bank of San Francisco.
  • Yamori, N. & Kobayashi, T., 1999. "Is It True that Insurers Benefit from a Catastrophic Event? Market Reactions to the 1995 Hanshin-Awaji Earthquake," Papers pb99-04, Economisch Institut voor het Midden en Kleinbedrijf-.
• Huang, K.X., 1999. "Infinite-Horizon Optimal Hedging Under Cone Constraints," Papers 304, Minnesota - Center for Economic Research.
• Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July.
  • Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
  • Dana, R.-A. & Le Van, C. & Magnien, F., 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications 1999.34, Université Panthéon-Sorbonne (Paris 1).
• Florenzano, M., 1999. "General Equilibrium of FDinancial Markets: An Introduction," Papiers d'Economie Mathématique et Applications 1999.76, Université Panthéon-Sorbonne (Paris 1).
• Aspandilarov, S. & Bottazzi, J.-M., 1999. "The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach," Papiers d'Economie Mathématique et Applications 1999.80, Université Panthéon-Sorbonne (Paris 1).
• Capelle-Blancard, G. & Jurczenko, E., 1999. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Papiers d'Economie Mathématique et Applications 2000.05, Université Panthéon-Sorbonne (Paris 1).
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03723832, HAL.
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Post-Print halshs-03723832, HAL.
  • Gunther Capelle-Blancard & Emmanuel Jurczenko, 2000. "Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40," Cahiers de la Maison des Sciences Economiques bla00005, Université Panthéon-Sorbonne (Paris 1).
• Simon Gervais & Ron Kaniel & Dan H. Mingelgrin, 2001. "The High‐Volume Return Premium," Journal of Finance, American Finance Association, vol. 56(3), pages 877-919, June.
  • Simon Gervais & Ron Kaniel & Dan Mingelgrin, "undated". "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers 01-99, Wharton School Rodney L. White Center for Financial Research.
  • Simon Gervais & Ron Kaniel & Dan Mingelgrin, "undated". "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers 1-99, Wharton School Rodney L. White Center for Financial Research.
• Mark M. Carhart & Ron Kaniel & David K. Musto & Adam Reed, "undated". "Mutual Fund Returns and Market Microstructure," Rodney L. White Center for Financial Research Working Papers 11-99, Wharton School Rodney L. White Center for Financial Research.
• Hampton, M.P., 1999. "Microstates and Offshore Finance: the Political Economy of Vulnerability," Papers 128, Portsmouth University - Department of Economics.
• Lupton, J. & Smith, J.P., 1999. "Marriage, Assets, and Savings," Papers 99-12, RAND - Labor and Population Program.
• McIntyre, M., 1999. "Empirical Tests of an Option Price Inversion Approach," Rotman School of Management - Finance 99-001, Rotman School of Management, University of Toronto.
• Wei, J.Z. & Duan, J.C., 1999. "Pricing Foreign Currency and Cross-Currency Options Under GARCH," Rotman School of Management - Finance 99-01, Rotman School of Management, University of Toronto.
• Board, J. & Sutcliffe, C. & Ziemba, W., 1999. "The Application of Operations Research Techniques to Financial Markets," Papers 99-147, University of Southampton - Department of Accounting and Management Science.
• Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1999. "Excessive FDI flows under asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
  • Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1999. "Excessive FDI Flows Under Asymmetric Information," NBER Working Papers 7400, National Bureau of Economic Research, Inc.
  • Razin, A. & Sadka, E. & Yuen, C.-W., 1999. "Excessive FDI Flows under Asymmetric Information," Papers 27-99, Tel Aviv.
• Sulganik, E. & Zilcha, I., 1999. "The Choice of Acquiring Medical Information on Life Insurance Markets," Papers 28-99, Tel Aviv.
• Aylward, A. & Glen, J., 1999. "Promary Securities Markets. Cross Country Findings," Papers 39, World Bank - International Finance Corporation.
• Gray, D.F., 1999. "Assessment of Corporate Sector Value and Vulnerability: Links to Exchange Rtae and Financial Crises," Papers 455, World Bank - Technical Papers.
• Gunther Capelle-Blancard, 1999. "A new measure of the financial intermediation rate: the approach in volume [Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume]," Post-Print halshs-03592456, HAL.
  • Gunther Capelle-Blancard, 1999. "A new measure of the financial intermediation rate: the approach in volume [Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03592456, HAL.
• Cordella, Tito & Foucault, Thierry, 1999. "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 141-173, July.
  • Tito Cordella & Thierry Foucault, 1996. "Minimum price variations, time priority and quotes dynamics," Economics Working Papers 182, Department of Economics and Business, Universitat Pompeu Fabra.
  • Thierry Foucault & Tito Cordella, 1999. "Minimum Price Variations, Time Priority and Quote Dynamics," Post-Print hal-00459772, HAL.
  • Cordella, Tito & Foucault, Thierry, 1997. "Minimum Price Variations, Time Priority and Quote Dynamics," CEPR Discussion Papers 1717, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Tito Cordella, 2011. "Minimum Price Variations, Time Priority and Quote Dynamics," Working Papers hal-00600249, HAL.
• Gunther Capelle-Blancard, 1999. "A new measure of the financial intermediation rate: the approach in volume [Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03592456, HAL.
  • Gunther Capelle-Blancard, 1999. "A new measure of the financial intermediation rate: the approach in volume [Une nouvelle mesure du taux d'intermédiation financière : L'approche en volume]," Post-Print halshs-03592456, HAL.
• Møllgaard, H, Peter, 1999. "Markedsmagt," Working Papers 14-1998, Copenhagen Business School, Department of Economics.
• Lyhagen, Johan, 1999. "Efficient estimation of price adjustment coefficients," SSE/EFI Working Paper Series in Economics and Finance 332, Stockholm School of Economics.
• Pelikan, Pavel, 1999. "Institutions for the Selection of Entrepreneurs: Implications for Economic Growth and Financial Crises," Working Paper Series 510, Research Institute of Industrial Economics, revised 15 Feb 2000.
• Nydahl, Stefan, 1999. "Exchange Rate Exposure, Foreign Involvement and Currency Hedging of Firms - Some Swedish Evidence," Working Paper Series 81, Sveriges Riksbank (Central Bank of Sweden).
• Ronel Elul, 1999. "Welfare-improving financial innovation with a single good," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 13(1), pages 25-40.
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1999. "Phenomenology of the interest rate curve," Applied Mathematical Finance, Taylor & Francis Journals, vol. 6(3), pages 209-232.
  • J. -P. Bouchaud & N. Sagna & R. Cont & N. El-Karoui & M. Potters, 1997. "Phenomenology of the Interest Rate Curve," Papers cond-mat/9712164, arXiv.org.
  • Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1997. "Phenomenology of the interest rate curve," Science & Finance (CFM) working paper archive 500048, Science & Finance, Capital Fund Management.
• Winfried G. Hallerbach, . "Decomposing portfolio value-at-risk: a general analysis," Journal of Risk, Journal of Risk.
  • Winfried G. Hallerbach, 1999. "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers 99-034/2, Tinbergen Institute.
• CRAMA, Yves & LERUTH, Luc & RENNEBOOG, Luc & URBAIN, Jean-Pierre, 1999. "Corporate governance structures, control and performance in European markets: a tale of two systems," LIDAM Discussion Papers CORE 1999042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999. "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Discussion Paper 1999-97, Tilburg University, Center for Economic Research.
  • Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999. "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Other publications TiSEM fa209920-43a1-40ad-bf2e-f, Tilburg University, School of Economics and Management.
• Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999. "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Discussion Paper 1999-97, Tilburg University, Center for Economic Research.
  • Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P., 1999. "Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems," Other publications TiSEM fa209920-43a1-40ad-bf2e-f, Tilburg University, School of Economics and Management.
  • CRAMA, Yves & LERUTH, Luc & RENNEBOOG, Luc & URBAIN, Jean-Pierre, 1999. "Corporate governance structures, control and performance in European markets: a tale of two systems," LIDAM Discussion Papers CORE 1999042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Australian Treasury, 1999. "Australia's experience with the variable deposit requirement," Economic Roundup, The Treasury, Australian Government, issue 3, pages 45-56, July.
• Maroney, Neal C. & Protopapadakis, Aris A., 1999. "The book-to-market and size effects in a general asset pricing model: evidence from seven national markets," Working Papers 1999-15, University of New Orleans, Department of Economics and Finance.
• Xavier Freixas, 1999. "Optimal bail out policy, conditionality and constructive ambiguity," Economics Working Papers 400, Department of Economics and Business, Universitat Pompeu Fabra.
• Eckhard Platen, 1999. "A Minimal Share Market Model with Stochastic Volatility," Research Paper Series 21, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen, 1999. "On the Log-Return Distribution of Index Benchmarked Share Prices," Research Paper Series 22, Quantitative Finance Research Centre, University of Technology, Sydney.
• Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 2003. "Risk Sharing and Industrial Specialization: Regional and International Evidence," American Economic Review, American Economic Association, vol. 93(3), pages 903-918, June.
  • Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Working Papers 99-16, Brown University, Department of Economics.
  • Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," JCPR Working Papers 86, Northwestern University/University of Chicago Joint Center for Poverty Research.
  • Sørensen, Bent E & Yosha, Oved, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers 2295, C.E.P.R. Discussion Papers.
  • Ṣebnem Kalemli-Özcan & Bent E. Sorensen & Oved Yosha, 2000. "Risk sharing and industrial specialization ; regional and international evidence," Research Working Paper RWP 00-06, Federal Reserve Bank of Kansas City.
  • Kalemli-Ozcan, S. & Sorensen, B.E. & Yosha, O., 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," Papers 16-99, Tel Aviv.
• Martin Schweizer, 1999. "Risky Options Simplified," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 59-82.
• Xing Jin & Frank Milne, 1999. "The Existence Of Equilibrium In A Financial Market With Transaction Costs," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar, chapter 14, pages 323-343, World Scientific Publishing Co. Pte. Ltd..
  • Frank Milne & Xing Jin, 1996. "The Existence Of Equilibrium In A Financial Market With Transaction Costs," Working Paper 934, Economics Department, Queen's University.
  • Xing Jin & Frank Milne, 1999. "The Existence of Equilibrium in a Financial Market with Transaction Costs," Working Paper 1084, Economics Department, Queen's University.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000. "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," The Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 549-584.
  • Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1999. "Do Call Prices and the Underlying Stock Always Move in the Same Direction?," Yale School of Management Working Papers ysm125, Yale School of Management.
• Herrala, Risto & Nieminen, Risto, 1999. "Valuuttakauppojen selvitysriskit ja niiden hallinta," Bank of Finland Research Discussion Papers 5/1999, Bank of Finland.
• Gerke, Wolfgang & Bosch, Robert, 1999. "Die Betreuer am Neuen Markt: eine empirische Analyse," CFS Working Paper Series 1999/12, Center for Financial Studies (CFS).
• Gebhardt, Günther, 1999. "The evolution of global standards of accounting," CFS Working Paper Series 2000/05, Center for Financial Studies (CFS).
• Föllmer, Hans & Leukert, Peter, 1999. "Efficient hedging: Cost versus shortfall risk," SFB 373 Discussion Papers 1999,18, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Schweizer, Martin, 1999. "A guided tour through quadratic hedging approaches," SFB 373 Discussion Papers 1999,96, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1998

• Gaetano Antinolfi & Todd Keister, 1998. "Options and sunspots in a simple monetary economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 295-315.
• David Cass & Alessandro Citanna, 1998. "Pareto improving financial innovation in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(3), pages 467-494.
  • David Cass & Alessandro Citanna, 1998. "Pareto Improving Financial Innovation in Incomplete Markets," Post-Print hal-00479286, HAL.
• Graciela Chichilnisky & Geoffrey Heal, 1998. "A unified treatment of finite and infinite economies: limited arbitrage is necessary and sufficient for the existence of equilibrium and the core," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(1), pages 163-176.
• Jon Danielsson & Casper G. De Vries, 2000. "Value-at-Risk and Extreme Returns," Annals of Economics and Statistics, GENES, issue 60, pages 239-270.
  • Danielsson, Jon & Vries, Casper, 1997. "Value-at-risk and extreme returns," LSE Research Online Documents on Economics 119166, London School of Economics and Political Science, LSE Library.
  • Jón Daníelsson & Casper G. de Vries, 1998. "Value-at-Risk and Extreme Returns," Tinbergen Institute Discussion Papers 98-017/2, Tinbergen Institute.
• Xavier Freixas & Bruno Parigi & Jean-Charles Rochet, 2000. "Systemic risk, interbank relations, and liquidity provision by the central bank," Proceedings, Federal Reserve Bank of Cleveland, pages 611-640.
  • Freixas, Xavier & Parigi, Bruno M & Rochet, Jean-Charles, 2000. "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 611-638, August.
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• Kirill N. Ilinski & Alexander S. Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Papers cond-mat/9806138, arXiv.org.
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• Peter G. Dunne, 1998. "A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens!," Finance 9810001, University Library of Munich, Germany.
• Peter G. Zhang, 1998. "An Introduction To Option Pricing Theory," World Scientific Book Chapters, in: Zhaohui Chen (ed.), Currency Options And Exchange Rate Economics, chapter 2, pages 7-32, World Scientific Publishing Co. Pte. Ltd..
• Allan M. Malz, 1998. "An Introduction To Currency Option Markets," World Scientific Book Chapters, in: Zhaohui Chen (ed.), Currency Options And Exchange Rate Economics, chapter 3, pages 33-46, World Scientific Publishing Co. Pte. Ltd..
• Louis O. Scott, 1998. "The Implied Volatility In Prices Of Foreign Currency Options," World Scientific Book Chapters, in: Zhaohui Chen (ed.), Currency Options And Exchange Rate Economics, chapter 4, pages 49-72, World Scientific Publishing Co. Pte. Ltd..
• José Manuel Campa & P. H. Kevin Chang, 1998. "Learning From The Term Structure Of Implied Volatility In Foreign Exchange Options," World Scientific Book Chapters, in: Zhaohui Chen (ed.), Currency Options And Exchange Rate Economics, chapter 5, pages 73-93, World Scientific Publishing Co. Pte. Ltd..
• Richard K. Lyons, 1998. "Options And The Currency Risk Premium," World Scientific Book Chapters, in: Zhaohui Chen (ed.), Currency Options And Exchange Rate Economics, chapter 6, pages 94-107, World Scientific Publishing Co. Pte. Ltd..
• Allan M. Malz, 1998. "Option Prices And The Probability Distribution Of Exchange Rates," World Scientific Book Chapters, in: Zhaohui Chen (ed.), Currency Options And Exchange Rate Economics, chapter 7, pages 108-137, World Scientific Publishing Co. Pte. Ltd..
• Allan M. Malz, 1998. "The Erm Realignment Probabilities: Estimates Using Option Prices," World Scientific Book Chapters, in: Zhaohui Chen (ed.), Currency Options And Exchange Rate Economics, chapter 8, pages 138-156, World Scientific Publishing Co. Pte. Ltd..
• José Manuel Campa & P. H. Kevin Chang, 1998. "Options On Exchange Rates In Target Zones," World Scientific Book Chapters, in: Zhaohui Chen (ed.), Currency Options And Exchange Rate Economics, chapter 9, pages 157-182, World Scientific Publishing Co. Pte. Ltd..
• Zhaohui Chen & Charles A. E. Goodhart, 1998. "Inferring Market Expectations Using Currency Option Price And Volume Data," World Scientific Book Chapters, in: Zhaohui Chen (ed.), Currency Options And Exchange Rate Economics, chapter 10, pages 183-196, World Scientific Publishing Co. Pte. Ltd..
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000. "Pricing and hedging long-term options," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 277-318.
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• Schweizer, Martin, 1998. "A minimality property of the minimal martingale measure," SFB 373 Discussion Papers 1998,106, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Föllmer, Hans & Leukert, Peter, 1998. "Quantile hedging," SFB 373 Discussion Papers 1998,13, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Lamberton, Damien & Pham, Huyên & Schweizer, Martin, 1998. "Local risk-minimization under transaction costs," SFB 373 Discussion Papers 1998,18, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Ho, Wai-Ming, 1998. "Credit Market Imperfections and Nominal Exchange Rate Regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(4), pages 337-361, October.
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• Ramaprasad Bhar & A. G. Malliaris, 2015. "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 5, pages 103-123, World Scientific Publishing Co. Pte. Ltd..
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• Kenji Kojima, 1998. "Structural Changes of the Financial System and Corporate Governance in Japan," Discussion Paper Series 93, Research Institute for Economics & Business Administration, Kobe University, revised Jun 1998.
• Blahó, András, 1998. "Törzsök Éva: Ausztria agrárgazdasága az Európai Unióban. Egy integráció pillanatképei. Vas Megyei Agrár Közhasznú Társaság, Szombathely, 1998. 274 oldal [Éva Törzsök: The agrarian economy of Austri," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1054-1056.
• Sudipto Bhattacharya & Paolo Fulghieri & Riccardo Rovelli, 1998. "Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 154(1), pages 291-291, March.
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• Mark Crosby, 2001. "Stock Returns and Inflation," Australian Economic Papers, Wiley Blackwell, vol. 40(2), pages 156-165, June.
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• Hyde, C. & Vercammen, J., 1998. "Financing Competitive Asset Bids When Information is Asymmetric: The Role of Collateral as a Signal," Department of Economics - Working Papers Series 662, The University of Melbourne.
• Garcia, R. & Renault, E., 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche 9801, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • GARCIA, René & RENAULT, Éric, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche 9801, Universite de Montreal, Departement de sciences economiques.
  • René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," CIRANO Working Papers 98s-02, CIRANO.
  • René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers 98-10, Center for Research in Economics and Statistics.
• GARCIA, René & RENAULT, Éric, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche 9801, Universite de Montreal, Departement de sciences economiques.
  • Garcia, R. & Renault, E., 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche 9801, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," CIRANO Working Papers 98s-02, CIRANO.
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• Ajit Singh, 1998. "Financial liberalisation, stockmarkets and economic development," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 8(1), pages 165-182.
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  • Singh, Ajit, 1996. "Financial liberalisation,stockmarkets and economic development," MPRA Paper 53897, University Library of Munich, Germany.
• Luiz Fernando Rodrigues de Paula, 1998. "Tamanho, dimensão e concentração do sistema bancário no contexto de alta e baixa inflação no Brasil," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 8(1), pages 87-116.
• Adam, C.S. & Bevan, D.L., 1998. "Costs and Benefits of Incorporating Asset Markets into CGE Models: Evidence and Design Issues," Economics Series Working Papers 99202, University of Oxford, Department of Economics.
• Christian Gouriéroux & Gaëlle Le Fol, 1998. "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, vol. 49(3), pages 795-808.
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• L.L. Pasinetti, 1998. "European Union at the end of 1997: who is within the public finance “sustainability†zone?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 51(204), pages 17-36.
• L.L. Pasinetti, 1998. "European Union at the end of 1997: who is within the public finance “sustainability†zone?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 51(204), pages 17-36.
• Noussair, C. & Robin, S. & Ruffieux, B., 1998. "Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values," Purdue University Economics Working Papers 1119, Purdue University, Department of Economics.
• Lei, Vivian & Noussair, Charles N & Plott, Charles R, 2001. "Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality," Econometrica, Econometric Society, vol. 69(4), pages 831-859, July.
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• Geoffrey Shuetrim, 1998. "Systematic Risk Characteristics of Corporate Equity," RBA Research Discussion Papers rdp9802, Reserve Bank of Australia.
• Jean-Philippe Bouchaud & Rama Cont, 1998. "A Langevin approach to stock market fluctuations and crashes," Science & Finance (CFM) working paper archive 500027, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Marc Potters, 1998. "Back to basics: historical option pricing revisited," Science & Finance (CFM) working paper archive 500036, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud, 1998. "Elements for a theory of financial risks," Science & Finance (CFM) working paper archive 500042, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Didier Sornette & Christian Walter & Jean-Pierre Aguilar, 1998. "Taming large events: portfolio selection for strongly fluctuating assets," Science & Finance (CFM) working paper archive 500044, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1998. "Strings Attached," Science & Finance (CFM) working paper archive 500049, Science & Finance, Capital Fund Management.
• Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1998. "Noise dressing of financial correlation matrices," Science & Finance (CFM) working paper archive 500051, Science & Finance, Capital Fund Management.
• Galluccio, Stefano & Bouchaud, Jean-Philippe & Potters, Marc, 1998. "Rational decisions, random matrices and spin glasses," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 259(3), pages 449-456.
  • Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998. "Rational Decisions, Random Matrices and Spin Glasses," Papers cond-mat/9801209, arXiv.org.
  • Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998. "Rational decisions, random matrices and spin glasses," Science & Finance (CFM) working paper archive 500054, Science & Finance, Capital Fund Management.
• Kamstra, Mark & Kennedy, Peter & Suan, Teck-Kin, 2001. "Combining Bond Rating Forecasts Using Logit," The Financial Review, Eastern Finance Association, vol. 36(2), pages 75-96, May.
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• Y.M. Kabanov & D.O. Kramkov, 1998. "Asymptotic arbitrage in large financial markets," Finance and Stochastics, Springer, vol. 2(2), pages 143-172.
• Martin Schweizer & HuyËn Pham & (*), Thorsten RheinlÄnder, 1998. "Mean-variance hedging for continuous processes: New proofs and examples," Finance and Stochastics, Springer, vol. 2(2), pages 173-198.
• Michelle L. Barnes, 1998. "Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries," School of Economics and Public Policy Working Papers 1998-11, University of Adelaide, School of Economics and Public Policy.
• Michelle L. Barnes, 1998. "On the Nature of Dependence in the Volatility of US Stock Returns," School of Economics and Public Policy Working Papers 1998-12, University of Adelaide, School of Economics and Public Policy.
• Shelley, MK & Omer, TC & Atwood, TJ, 1998. "Capital restructuring and accounting compliance costs: The case of publicly traded partnerships," Journal of Accounting Research, Wiley Blackwell, vol. 36(2), pages 365-378.
• Fabienne Comte & Eric Renault, 1998. "Long memory in continuous‐time stochastic volatility models," Mathematical Finance, Wiley Blackwell, vol. 8(4), pages 291-323, October.
  • Comte, F. & Renault, E., 1996. "Long Memory in Continuous Time Stochastic Volatility Models," Papers 96.406, Toulouse - GREMAQ.
• Gallo Giampiero M. & Pacini Barbara, 1998. "Early News is Good News: The Effects of Market Opening on Market Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-19, January.
  • Gallo, G.M. & Pacini, B., 1998. "Early News Is Good News. The Effects of Market Opening on Market Volatility," Economics Working Papers eco98/3, European University Institute.
• Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics 119142, London School of Economics and Political Science, LSE Library.
  • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series qt2z02z6d9, Department of Economics, UC San Diego.
  • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers dp304, Financial Markets Group.
• Charles Cao & Eric Ghysels & Frank Hatheway, 1998. "Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening," CIRANO Working Papers 98s-14, CIRANO.
• Eva Carceles-Poveda & Daniele Coen-Pirani, 2009. "Shareholders' Unanimity With Incomplete Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 577-606, May.
  • Daniele Coen-Pirani & Eva Carceles-Poveda, "undated". "Shareholders Unanimity With Incomplete Markets," GSIA Working Papers 2005-E13, Carnegie Mellon University, Tepper School of Business.
  • Daniele Coen-Pirani, 2004. "Shareholders Unanimity With Incomplete Markets," 2004 Meeting Papers 479, Society for Economic Dynamics.
• CALCAGNO, Riccardo & LOVO, Stefano M., 1998. "Bid-ask price competition with asymmetric information between market makers," LIDAM Discussion Papers CORE 1998016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• CALVET, Laurent & GRANDMONT, Jean-Michel & LEMAIRE, Isabelle, 1998. "Heterogeneous probabilities in complete asset markets," LIDAM Discussion Papers CORE 1998019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• BAUWENS, Luc & GIOT, Pierre, 1998. "Asymmetric ACD models: introducing price information in ACD models with a two state transition model," LIDAM Discussion Papers CORE 1998044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Campbell, John Y & Kim, Sangjoon & Lettau, Martin, 1998. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," CEPR Discussion Papers 1923, C.E.P.R. Discussion Papers.
  • John Y. Campbell & Martin Lettau, 1999. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers 7144, National Bureau of Economic Research, Inc.
• GARCIA, René & RENAULT, Éric, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche 9801, Universite de Montreal, Departement de sciences economiques.
  • René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers 98-10, Center for Research in Economics and Statistics.
  • René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," CIRANO Working Papers 98s-02, CIRANO.
  • Garcia, R. & Renault, E., 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche 9801, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Calcagno, Riccardo & Lovo, Stefano M., 1998. "Bid-Ask Price Competition with Asymmetric Information between Market Makers," LIDAM Discussion Papers IRES 1998012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Carmen Reinhart, 1998. "Too much of a good thing: the macroeconomic effects of taxing capital inflows Book Title:Managing Capital Flows and Exchange Rates," Cambridge Books, Cambridge University Press, number 9780521623230-14.
• Marianne Demarchi & Thierry Foucault, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
  • FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," HEC Research Papers Series 663, HEC Paris.
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• Andy Snell & Ian Tonks, 1998. "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series 9, Edinburgh School of Economics, University of Edinburgh.
  • Snell, Andy & Tonks, Ian, 2000. "The profitability of block trades in auction and dealer markets," LSE Research Online Documents on Economics 119109, London School of Economics and Political Science, LSE Library.
  • Ian Tonks & Andy Snell, 2000. "The Profitability of Block Trades Auction and Dealer Markets," FMG Discussion Papers dp340, Financial Markets Group.
• Brock, William A. & Hommes, Cars H., 1998. "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1235-1274, August.
  • Brock, W.A. & Hommes, C.H., 1996. "Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model," Working papers 9621, Wisconsin Madison - Social Systems.
• Crampes, Claude & Estache, Antonio, 1998. "Regulatory trade-offs in the design of concession contracts," Utilities Policy, Elsevier, vol. 7(1), pages 1-13, March.
  • Crampes, C. & Estache, A., 1997. "Regulatory Trade-Offs in the Design of Concession Contracts," Papers 97.462, Toulouse - GREMAQ.
• Galluccio, Stefano & Bouchaud, Jean-Philippe & Potters, Marc, 1998. "Rational decisions, random matrices and spin glasses," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 259(3), pages 449-456.
  • Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998. "Rational Decisions, Random Matrices and Spin Glasses," Papers cond-mat/9801209, arXiv.org.
  • Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998. "Rational decisions, random matrices and spin glasses," Science & Finance (CFM) working paper archive 500054, Science & Finance, Capital Fund Management.
• Cooley, Thomas F. & Smith, Bruce D., 1998. "Financial markets, specialization, and learning by doing," Research in Economics, Elsevier, vol. 52(4), pages 333-361, December.
  • Cooley, T.F. & Smith, B.D., 1991. "Financial Markets, Specialization, and Learning by Doing," RCER Working Papers 276, University of Rochester - Center for Economic Research (RCER).
  • Cooley, T-F & Smith, B-D, 1993. "Financial Markets, Specialization, and Learning by Doing," Papers 93-01, Rochester, Business - Quantitative Methods Working Paper Series.
• Board, John & Villa, Anne & Wells, Stephen, 1998. "Liquidity in second tier equity markets: evidence from London's Alternative Investment Market (AIM)," LSE Research Online Documents on Economics 119137, London School of Economics and Political Science, LSE Library.
• Bolton, Patrick & Feixas, Xavier, 1998. "A dilution cost approach to financial intermediation and securities markets," LSE Research Online Documents on Economics 119140, London School of Economics and Political Science, LSE Library.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series qt2z02z6d9, Department of Economics, UC San Diego.
  • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics 119142, London School of Economics and Political Science, LSE Library.
  • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers dp304, Financial Markets Group.
• Dow, James & Rahi, Rohit, 1998. "Should speculators be taxed?," LSE Research Online Documents on Economics 119150, London School of Economics and Political Science, LSE Library.
• Chemla, Gilles & Faure-Grimaud, Antoine, 1998. "Dynamic adverse selection and debt," LSE Research Online Documents on Economics 119154, London School of Economics and Political Science, LSE Library.
• João Marcus M. Nunes, 1998. "The U.S. economy: are analysts missing the point?," Brazilian Journal of Political Economy, Center of Political Economy, vol. 18(1), pages 43-56.
• Sadeq Abdelrahim & Phil Holmes, 1998. "The Impact of Regulatory Change and Market Shocks on the Weak-Form Efficiency of the Kuwait Stock Exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 2(2), pages 117-134, Winter.
• Joe Appiah-Kusi & Gioia M Pescetto, 1998. "Volatility and Volatility Spill-overs in Emerging Markets: The case of the African Stock Markets," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 2(2), pages 171-185, Winter.
• Philippe Andrade & Catherine Bruneau, 2002. "Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 233-256, July.
  • Andrade, P. & Bruneau, C., 1998. "Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998," Papers 9836, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  • Ph. Andrade & C. Bruneau, 1998. "Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998," THEMA Working Papers 98-36, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Gallo Giampiero M. & Pacini Barbara, 1998. "Early News is Good News: The Effects of Market Opening on Market Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-19, January.
  • Gallo, G.M. & Pacini, B., 1998. "Early News Is Good News. The Effects of Market Opening on Market Volatility," Economics Working Papers eco98/3, European University Institute.
• Richard D.F. Harris & Rene Sanchez‐Valle, 2000. "The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(3‐4), pages 333-357, April.
  • Harris, R.D.F. & Sanchez-Valle, R., 1998. "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Discussion Papers 9815, University of Exeter, Department of Economics.
• Venetoklis, Takis, 1998. "Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach," Discussion Papers 169, VATT Institute for Economic Research.
• Jeffrey Lacker, 2001. "Collateralized Debt as the Optimal Contract," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 842-859, October.
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• James J. Angel, 1998. "Nonstandard-Settlement Transactions," Financial Management, Financial Management Association, vol. 27(1), Spring.
  • James J. Angel, "undated". "Nonstandard-Settlement Transactions," Working Papers _005, Georgetown School of Business.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series qt2z02z6d9, Department of Economics, UC San Diego.
  • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers dp304, Financial Markets Group.
  • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics 119142, London School of Economics and Political Science, LSE Library.
• Edwards, F.R. & Liew, J., 1998. "Managed Commodity Funds," Papers 98-06, Columbia - Graduate School of Business.
• Amir, E. & Sougiannis, T., 1998. "Analysts' Interpretation and Investors' Valuation of Tax Carryforwards," Papers 98-08, Columbia - Graduate School of Business.
• Justens, D. & Schyns, M. & Zandona, S., 1998. "Calcul exact de rentes viageres fractionnees et indexees sur plusieurs tetes avec reversibilite. Application a la vente par rente viagere," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9803, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
• Bair, J., 1998. "Equations Fonctionnelles et mathematiques financieres," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9807, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
• Paquay, P., 1998. "Deux modeles d'equilibre de marche: le portefeuille de Markowitz et le CAPM," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9816, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
• Hubler, J. & Schmidt, G., 1998. "Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais?," Papers 1998-11, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2.
• Ahlstedt, M., 1998. "Analysis of Financial Risks in a GARCH Framework," University of Helsinki, Department of Economics e:11, Department of Economics.
• Trzpiot, G., 1998. "Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market," Papers 98-004, Laval - Faculte des sciences de administration.
• McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998. "A Multi-Country of Power ARCH Models and National Stock Market Returns," Papers 98-4, Melbourne - Centre in Finance.
• Tallon, J.-M., 1998. "Pessimisme et absence d'echange sur les marches financiers," Papiers d'Economie Mathématique et Applications 98.31, Université Panthéon-Sorbonne (Paris 1).
  • Jean-Marc Tallon, 2000. "Pessimisme et absence d'échéance sur les marchés financiers," Post-Print halshs-00499377, HAL.
  • Jean-Marc Tallon, 2000. "Pessimisme et absence d'échéance sur les marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00499377, HAL.
• Suleyman Basak & Michael Gallmeyer, 2003. "Capital Market Equilibrium with Differential Taxation," Review of Finance, European Finance Association, vol. 7(2), pages 121-159.
  • Suleyman Basak & Michael Gallmeyer, "undated". "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers 1999-E1, Carnegie Mellon University, Tepper School of Business.
  • Süleyman Basak & Mike Gallmeyer, "undated". "Capital Market Equilibrium with Differential Taxation," Rodney L. White Center for Financial Research Working Papers 12-98, Wharton School Rodney L. White Center for Financial Research.
• Franklin Allen & Antonio E. Bernardo & Ivo Welch, 2000. "A Theory of Dividends Based on Tax Clienteles," Journal of Finance, American Finance Association, vol. 55(6), pages 2499-2536, December.
  • Franklin Allen & Antonio Bernardo & Ivo Welch, "undated". "A Theory of Dividends Based on Tax Clienteles," Rodney L. White Center for Financial Research Working Papers 15-98, Wharton School Rodney L. White Center for Financial Research.
  • Franklin Allen & Antonio Bernardo & Ivo Welch, 1998. "A Theory of Dividends Based on Tax Clienteles," Yale School of Management Working Papers ysm92, Yale School of Management.
• Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
  • Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
  • Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
  • Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
  • Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
• Philippe Andrade & Catherine Bruneau, 2002. "Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 233-256, July.
  • Ph. Andrade & C. Bruneau, 1998. "Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998," THEMA Working Papers 98-36, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Andrade, P. & Bruneau, C., 1998. "Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998," Papers 9836, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
• Scott, P., 1998. "The Cost-Effectiveness of 1930s British Regional Policy," Papers 117, Portsmouth University - Department of Economics.
• Booth, L., 1998. "Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data," Rotman School of Management - Finance 98-001, Rotman School of Management, University of Toronto.
• Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998. "VaR-x: Fat Tails in Financial Risk Management," Papers 98-54, Southern California - School of Business Administration.
• 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," Papers 99-55, Southern California - School of Business Administration.
• Pirrong, S.C., 1998. "The Organization of Financial Exchange Markets: Theory and Evidence," Washington University 98-01, Business, Law and Economics Center, John M. Olin School of Business, Washington University.
• David Cass & Alessandro Citanna, 1998. "Pareto improving financial innovation in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(3), pages 467-494.
  • David Cass & Alessandro Citanna, 1998. "Pareto Improving Financial Innovation in Incomplete Markets," Post-Print hal-00479286, HAL.
• Christian Gouriéroux & Gaëlle Le Fol, 1998. "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, vol. 49(3), pages 795-808.
  • Gaëlle Le Fol & Christian Gourieroux, 1998. "Effet des Modes de Négociation sur les Echanges," Post-Print halshs-00536273, HAL.
• Møllgaard, H, Peter & Schröder, Philipp, 1998. "Bosch-Siemens' investment in Slovenia," Working Papers 02-1998, Copenhagen Business School, Department of Economics.
• Ghiglino, Christian & Shell, Karl, 2000. "The Economic Effects of Restrictions on Government Budget Deficits," Journal of Economic Theory, Elsevier, vol. 94(1), pages 106-137, September.
  • Ghiglino, Christian & Shell, Karl, 1998. "The economic effects of restrictions on government budget deficits," Working Papers 03-1998, Copenhagen Business School, Department of Economics.
• Blomgren-Hansen, Niels, 1998. "The economics of union cartelization," Working Papers 04-1998, Copenhagen Business School, Department of Economics.
• Kleis Frederiksen, Niels, 1998. "A note on interpreting consumption tax incidence in OLG models," Working Papers 05-1998, Copenhagen Business School, Department of Economics.
• Kleis Frederiksen, Niels, 1998. "Dynamic optimization in discrete time," Working Papers 06-1998, Copenhagen Business School, Department of Economics.
• Risager, Ole, 1998. "Random walk or mean reversion," Working Papers 07-1998, Copenhagen Business School, Department of Economics.
• Ghiglino, Christian & Tvede, Mich, 2000. "Optimal Policy in OG Models," Journal of Economic Theory, Elsevier, vol. 90(1), pages 62-83, January.
  • Ghiglino, Christian & Tvede, Mich, 1998. "Optimal policy in OG models," Working Papers 08-1998, Copenhagen Business School, Department of Economics.
  • Christian Ghiglino & Mich Tvede, 1999. "Optimal Policy in OG Models," Discussion Papers 99-23, University of Copenhagen. Department of Economics.
  • Ghiglino, C. & Tvede, M., 1999. "Optimal Policy in OG Models," Papers 99-23, Carleton - School of Public Administration.
• Blomgren-Hansen, Niels, 1998. "Prisdiskrimination og effektiv samfundsmæssig ressourceanvendelse," Working Papers 09-1998, Copenhagen Business School, Department of Economics.
• Møllgaard, H. Peter & Overgaard, Per Baltzer, 1998. "Temporary partnerships as an information transmission mechanism," Working Papers 10-1998, Copenhagen Business School, Department of Economics.
• Sørensen, Morten, 1998. "Incomplete contracts and the use of options to prevent hold-up in investments under uncertainty," Working Papers 11-1998, Copenhagen Business School, Department of Economics.
• Lund, Lars, 1998. "Konjunkturanalyse for Bornholm, 1987-1996. Kapitel 1," Working Papers 12-1998, Copenhagen Business School, Department of Economics.
• Søren Bo Nielsen, 2001. "A Simple Model of Commodity Taxation and Cross‐border Shopping," Scandinavian Journal of Economics, Wiley Blackwell, vol. 103(4), pages 599-623, December.
  • Søren Bo Nielsen, "undated". "A Simple Model of Commodity Taxation and Cross-Border Shopping," EPRU Working Paper Series 98-18, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  • Nielsen, Søren Bo, 1998. "A simple model of commodity taxation and cross-border shopping," Working Papers 13-1998, Copenhagen Business School, Department of Economics.
• Syed M. Ahsan & Panagiotis Tsigaris, "undated". "The Public Discount Rate and the Uncertain Budgetary Flows," EPRU Working Paper Series 98-21, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  • Ahsan, Syed M. & Tsigaris, Panagiotis, 1998. "The public discount rate and the uncertain budgetary flows," Working Papers 15-1998, Copenhagen Business School, Department of Economics.
• Dieter M. Urban, 2007. "Neoclassical Growth, Manufacturing Agglomeration, and Terms of Trade," Review of International Economics, Wiley Blackwell, vol. 15(5), pages 1014-1035, November.
  • Urban, Dieter M., 1998. "Neoclassical growth, manufacturing agglomeration, and terms of trade," Working Papers 16-1998, Copenhagen Business School, Department of Economics.
  • Dieter M. Urban, 2000. "Neoclassical Growth, Manufacturing Agglomeration and Terms of Trade," Development Working Papers 136, Centro Studi Luca d'Agliano, University of Milano.
• Urban, Dieter M., 1998. "Understanding increasing returns to scale and economic geography," Working Papers 17-1998, Copenhagen Business School, Department of Economics.
• Andersen, Torben M. & Hougaard Jensen, Svend E. & Risager, Ole, 1998. "Macroeconomic perspectives on the Danish economy," Working Papers 18-1998, Copenhagen Business School, Department of Economics.

1997

• Wang, Cheng, 1997. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," Journal of Economic Theory, Elsevier, vol. 76(1), pages 72-105, September.
  • Wang, C., 1995. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," GSIA Working Papers 1995-08, Carnegie Mellon University, Tepper School of Business.
  • Wang, Cheng, 1997. "Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model," Staff General Research Papers Archive 5170, Iowa State University, Department of Economics.
• Garidel, Thomas, 1997. "Pareto-improving asymmetric information in a dynamic insurance market," LSE Research Online Documents on Economics 119146, London School of Economics and Political Science, LSE Library.
• Jon Danielsson & Casper G. De Vries, 2000. "Value-at-Risk and Extreme Returns," Annals of Economics and Statistics, GENES, issue 60, pages 239-270.
  • Danielsson, Jon & Vries, Casper, 1997. "Value-at-risk and extreme returns," LSE Research Online Documents on Economics 119166, London School of Economics and Political Science, LSE Library.
  • Jón Daníelsson & Casper G. de Vries, 1998. "Value-at-Risk and Extreme Returns," Tinbergen Institute Discussion Papers 98-017/2, Tinbergen Institute.
• Angel León & Enrique Sentana, 1997. "Pricing Options on Assets with Predictable White Noise Returns," FMG Discussion Papers dp267, Financial Markets Group.
  • Leon, Angel & Sentana, Enrique, 1997. "Pricing options on assets with predictable white noise returns," LSE Research Online Documents on Economics 119177, London School of Economics and Political Science, LSE Library.
  • Ángel León & Enrique Sentana, 1997. "Pricing Options on Assets with Predictable White Noise Returns," Working Papers wp1997_9704, CEMFI.
• Tzavalis, E. & Karanikas, E., 1997. "Tests of Structural Stability of Risk Premia and Returns Relationship," Discussion Papers 9712, University of Exeter, Department of Economics.
• Leon, Angel & Sentana, Enrique, 1997. "Pricing options on assets with predictable white noise returns," LSE Research Online Documents on Economics 119177, London School of Economics and Political Science, LSE Library.
  • Angel León & Enrique Sentana, 1997. "Pricing Options on Assets with Predictable White Noise Returns," FMG Discussion Papers dp267, Financial Markets Group.
  • Ángel León & Enrique Sentana, 1997. "Pricing Options on Assets with Predictable White Noise Returns," Working Papers wp1997_9704, CEMFI.
• Ayogu, M., 1997. "Empirical Studies of Nigeria's Foreign Parallel Market. II: Speculative Efficiency and Noisy Trading," Papers 69, African Economic Research Consortium.
• Brissimis, Sophocles N & Gibson, Heather D & Tsakalotos, Euclid, 2002. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilization: Germany and the ERM," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(1), pages 63-78, January.
  • Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," DEOS Working Papers 0097-06, Athens University of Economics and Business.
  • Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," Athens University of Economics and Business 97-06, Athens University of Economics and Business, Department of International and European Economic Studies.
• Broadie, M. & Glasserman, P., 1997. "A Sotchastic Mesh Method for Pricing High-Dimensional American Options," Papers 98-04, Columbia - Graduate School of Business.
• Dušan Isakov & Bernard Morard, 2001. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," European Financial Management, European Financial Management Association, vol. 7(1), pages 73-91, March.
  • Isakov, D. & Morard, B., 1997. "Improving Portfolio Performance with Option Strategies: Evidence from Switzerland," Papers 97.21, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Stout, L.A., 1997. "How Efficient Markets Undervalue Stocks: CAPM and ECMH Under Conditions of Uncertainty and Disagreement," Papers 97-2, Georgetown University Law Center.
• Crampes, Claude & Estache, Antonio, 1998. "Regulatory trade-offs in the design of concession contracts," Utilities Policy, Elsevier, vol. 7(1), pages 1-13, March.
  • Crampes, C. & Estache, A., 1997. "Regulatory Trade-Offs in the Design of Concession Contracts," Papers 97.462, Toulouse - GREMAQ.
• L, Carassus & E, Jouini, 1997. "Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée," Working Papers 97-58, Center for Research in Economics and Statistics.
  • Carassus, L. & Jouini, E., 1997. "Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee," Papiers d'Economie Mathématique et Applications 97.82, Université Panthéon-Sorbonne (Paris 1).
• Kandel, E. & Irvine, P., 1997. "Brokerage Commissions and Information Allocation," Papers 97-03, Rochester, Business - Financial Research and Policy Studies.
• Ber, Y. & Yafeh, Y. & Yosha, O., 1997. "Conflict of Interest in Universal Banking: Evidence from the Post-Issue performance of IPO Firms," Papers 18-97, Tel Aviv.
• Razin, Assaf & Sadka, Efraim & Yuen, Chi-WA, 1997. "Channelling Domestic Savings Into Productive Investment Under Asymmetric Information: The Essential Role of Foreign Direct Investment," Foerder Institute for Economic Research Working Papers 275630, Tel-Aviv University > Foerder Institute for Economic Research.
  • Razin, A. & Sadka, E. & Yuen, C.-W., 1998. "Channelling Domestic Savings into Productive Investment Under Asymmetric Information: The Essential Role of Foreign Direct Investment," Papers 01-98, Tel Aviv.
  • Razin, A. & Sadka, E. & Yuen, C.W., 1997. "Chanelling Domestic Saving into Productive Investment Under Asymmetric Information: The Essential Role of Foreign Direct Investment," Papers 36-97, Tel Aviv.
  • Razin, Assaf & Sadka, Efraim & Yuen, Chi-Wa, 1998. "Channelling Domestic Savings into Productive Investment Under Asymmetric Information: The Essential Role of Foreign Direct Investment," CEPR Discussion Papers 1837, C.E.P.R. Discussion Papers.
• Pirrong, S.C., 1997. "A Positive Theory of Financial Exchange Organization with Normative Implications for Financial Market Regulation," Washington University 97-06, Business, Law and Economics Center, John M. Olin School of Business, Washington University.
• Fabio C. Bagliano & Andrea Beltratti, 1997. "Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 56(3-4), pages 139-167, December.
• Friberg, Richard & Nydahl, Stefan, 1997. "Openness and the exchange rate exposure of national stock markets - a note," SSE/EFI Working Paper Series in Economics and Finance 195, Stockholm School of Economics.
• Tomas Björk & Bent Jesper Christensen, 1999. "Interest Rate Dynamics and Consistent Forward Rate Curves," Mathematical Finance, Wiley Blackwell, vol. 9(4), pages 323-348, October.
  • Björk, Tomas & Christensen, Bent Jesper, 1997. "Interest Rate Dynamics and Consistent Forward Rate Curves," SSE/EFI Working Paper Series in Economics and Finance 209, Stockholm School of Economics.
• David Miles, 1997. "Financial markets, ageing and social welfare," Fiscal Studies, Institute for Fiscal Studies, vol. 18(2), pages 161-187, May.
• Wang, Cheng, 1997. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," Journal of Economic Theory, Elsevier, vol. 76(1), pages 72-105, September.
  • Wang, C., 1995. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," GSIA Working Papers 1995-08, Carnegie Mellon University, Tepper School of Business.
  • Wang, Cheng, 1997. "Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model," Staff General Research Papers Archive 5170, Iowa State University, Department of Economics.
• Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997. "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 27-57, July.
  • Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996. "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers 96.15, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Fischer, Malte, 1997. "Wechselkursunsicherheit und Außenhandel: Eine Analye der theoretischen Literatur," Kiel Working Papers 830, Kiel Institute for the World Economy.
• Kelly, Morgan, 1997. "Do Noise Traders Influence Stock Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 351-363, August.
  • Kelly, M., 1996. "Do Noise Traders Influence Stock Prices," Papers 96/5, College Dublin, Department of Political Economy-.
  • Morgan Kelly, 1997. "Do noise traders influence stock prices?," Open Access publications 10197/520, School of Economics, University College Dublin.
• Li Jiang & Lawrence Kryzanowski, 1997. "Trading Activity, Quoted Liquidity, and Stock Volatility," Multinational Finance Journal, Multinational Finance Journal, vol. 1(3), pages 199-227, September.
• Yin-Wong Cheung & Hung-Gay Fung, 1997. "Information Flows Between Eurodollar Spot and Futures Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 1(4), pages 255-271, December.
• Dominguez, K.M.E., 1997. "Monetary Interdependence and Coordination," Working Papers 408, Research Seminar in International Economics, University of Michigan.
• Dominguez, Kathryn M. E., 2003. "The market microstructure of central bank intervention," Journal of International Economics, Elsevier, vol. 59(1), pages 25-45, January.
  • Dominguez & K., 1997. "The Market Microstructure of Central Bank Intervention," Working Papers 412, Research Seminar in International Economics, University of Michigan.
  • Kathryn M. Dominguez, 1999. "The Market Microstructure of Central Bank Intervention," NBER Working Papers 7337, National Bureau of Economic Research, Inc.
• Ellison, S.F. & Mullin, W.S., 1997. "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," Working papers 97-13b, Massachusetts Institute of Technology (MIT), Department of Economics.
• Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
  • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
  • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
  • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
  • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
  • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
  • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
• Gollier, Christian & Zeckhauser, Richard J, 2002. "Horizon Length and Portfolio Risk," Journal of Risk and Uncertainty, Springer, vol. 24(3), pages 195-212, May.
  • Christian Gollier & Richard J. Zeckhauser, 1997. "Horizon Length and Portfolio Risk," NBER Technical Working Papers 0216, National Bureau of Economic Research, Inc.
• Brusco, Sandro & Jackson, Matthew O., 1999. "The Optimal Design of a Market," Journal of Economic Theory, Elsevier, vol. 88(1), pages 1-39, September.
  • Sandro Brusco & Matthew O. Jackson, 1997. "The Optimal Design of a Market," Microeconomics 9711003, University Library of Munich, Germany.
  • Matthew O. Jackson & Sandro Brusco, 1997. "The Optimal Design of a Market," Discussion Papers 1186, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Boot, Arnoud W A & Thakor, Anjan V, 1997. "Financial System Architecture," The Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 693-733.
  • Boot, Arnoud W A & Thakor, Anjan, 1995. "Financial System Architecture," CEPR Discussion Papers 1197, C.E.P.R. Discussion Papers.
• Melanie Cao, 1997. "Equilibrium Valuation Of Options On The Market Portfolio With Stochastic Volatility And Return Predictability," Working Paper 961, Economics Department, Queen's University.
• Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
  • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
  • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
• Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997. "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, vol. 34(9), pages 1475-1494, August.
  • Hoesli, M. & Lizieri, C. & Macgregor, B., 1996. "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers 96.14, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Rama Cont & Jean-Philippe Bouchaud, 1997. "Herd behavior and aggregate fluctuations in financial markets," Science & Finance (CFM) working paper archive 500028, Science & Finance, Capital Fund Management.
• Andrew Matacz, 1997. "Financial modeling and option theory with the truncated Lévy process," Science & Finance (CFM) working paper archive 500035, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Didier Sornette & Marc Potters, 1997. "Option pricing in the presence of extreme fluctuations," Science & Finance (CFM) working paper archive 500038, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Marc Mezard, 1997. "Universality classes for extreme value statistics," Science & Finance (CFM) working paper archive 500043, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar, 1997. "Missing Information and Asset Allocation," Papers cond-mat/9707042, arXiv.org.
  • Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar, 1997. "Missing information and asset allocation," Science & Finance (CFM) working paper archive 500045, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1999. "Phenomenology of the interest rate curve," Applied Mathematical Finance, Taylor & Francis Journals, vol. 6(3), pages 209-232.
  • J. -P. Bouchaud & N. Sagna & R. Cont & N. El-Karoui & M. Potters, 1997. "Phenomenology of the Interest Rate Curve," Papers cond-mat/9712164, arXiv.org.
  • Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters, 1997. "Phenomenology of the interest rate curve," Science & Finance (CFM) working paper archive 500048, Science & Finance, Capital Fund Management.
• Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov, 1997. "Towards a general theory of bond markets (*)," Finance and Stochastics, Springer, vol. 1(2), pages 141-174.
  • Björk, Tomas & di Masi, Giovanni & Kabanov, Yuri & Runggaldier, Wolfgang, 1996. "Towards a General Theory of Bond Markets," SSE/EFI Working Paper Series in Economics and Finance 143, Stockholm School of Economics.
• Martin Schweizer & Christophe Stricker & Freddy Delbaen & Pascale Monat & Walter Schachermayer, 1997. "Weighted norm inequalities and hedging in incomplete markets," Finance and Stochastics, Springer, vol. 1(3), pages 181-227.
• H. Föllmer & Y.M. Kabanov, 1997. "Optional decomposition and Lagrange multipliers," Finance and Stochastics, Springer, vol. 2(1), pages 69-81.
  • Föllmer, Hans & Kabanov, Jurij M., 1997. "Optional decomposition and lagrange multipliers," SFB 373 Discussion Papers 1997,54, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Lettau, M., 1997. "Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)," Other publications TiSEM 4e353018-6c52-453c-8d89-4, Tilburg University, School of Economics and Management.
  • Lettau, M., 1997. "Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)," Discussion Paper 1997-49, Tilburg University, Center for Economic Research.
• Kelly, Morgan, 1997. "Do Noise Traders Influence Stock Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 351-363, August.
  • Kelly, M., 1996. "Do Noise Traders Influence Stock Prices," Papers 96/5, College Dublin, Department of Political Economy-.
  • Morgan Kelly, 1997. "Do noise traders influence stock prices?," Open Access publications 10197/520, School of Economics, University College Dublin.
• Dow, James & Gorton, Gary, 1997. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 1024-1050, October.
  • James Dow & Gary Gorton, "undated". "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Rodney L. White Center for Financial Research Working Papers 19-94, Wharton School Rodney L. White Center for Financial Research.
  • James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," NBER Working Papers 4858, National Bureau of Economic Research, Inc.
  • James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Center for Financial Institutions Working Papers 95-10, Wharton School Center for Financial Institutions, University of Pennsylvania.
• Chevalier, Judith & Ellison, Glenn, 1997. "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
  • Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc.
  • Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
• Elli Malki, 1997. "Intellectual property and the valuation of biotechnology," Finance 9709002, University Library of Munich, Germany.
• Elli Malki, 1997. "Intellectual Property Intensity (IPI) and the Value-Growth Effect," Finance 9711002, University Library of Munich, Germany.
• Sergiu Hart & Yair Tauman, 2004. "Market Crashes without External Shocks," The Journal of Business, University of Chicago Press, vol. 77(1), pages 1-8, January.
  • Sergiu Hart & Yair Tauman, 1997. "Market Crashes Without External Shocks," Game Theory and Information 9703009, University Library of Munich, Germany, revised 25 Nov 1997.
• Brusco, Sandro & Jackson, Matthew O., 1999. "The Optimal Design of a Market," Journal of Economic Theory, Elsevier, vol. 88(1), pages 1-39, September.
  • Matthew O. Jackson & Sandro Brusco, 1997. "The Optimal Design of a Market," Discussion Papers 1186, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Sandro Brusco & Matthew O. Jackson, 1997. "The Optimal Design of a Market," Microeconomics 9711003, University Library of Munich, Germany.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997. "Empirical Performance of Alternative Option Pricing Models," Journal of Finance, American Finance Association, vol. 52(5), pages 2003-2049, December.
  • Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997. "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers ysm65, Yale School of Management.
  • Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997. "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers ysm54, Yale School of Management.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997. "Empirical Performance of Alternative Option Pricing Models," Journal of Finance, American Finance Association, vol. 52(5), pages 2003-2049, December.
  • Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997. "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers ysm54, Yale School of Management.
  • Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997. "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers ysm65, Yale School of Management.
• Fischer, Malte, 1997. "Wechselkursunsicherheit und Außenhandel: Eine Analye der theoretischen Literatur," Kiel Working Papers 830, Kiel Institute for the World Economy (IfW Kiel).
• Pham, Huyên & Rheinländer, Thorsten & Schweizer, Martin, 1997. "Mean-variance hedging for continuous processes: New proofs and examples," SFB 373 Discussion Papers 1997,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• H. Föllmer & Y.M. Kabanov, 1997. "Optional decomposition and Lagrange multipliers," Finance and Stochastics, Springer, vol. 2(1), pages 69-81.
  • Föllmer, Hans & Kabanov, Jurij M., 1997. "Optional decomposition and lagrange multipliers," SFB 373 Discussion Papers 1997,54, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Domowitz, I. El-Gamal, M., 1997. "Financial Market Structure and the Ergocicity of Prices," Working papers 9719, Wisconsin Madison - Social Systems.
• Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," Athens University of Economics and Business 97-06, Athens University of Economics and Business, Department of International and European Economic Studies.
  • Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," DEOS Working Papers 0097-06, Athens University of Economics and Business.
• Brissimis, Sophocles N & Gibson, Heather D & Tsakalotos, Euclid, 2002. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilization: Germany and the ERM," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(1), pages 63-78, January.
  • Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," Athens University of Economics and Business 97-06, Athens University of Economics and Business, Department of International and European Economic Studies.
  • Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E., 1997. "A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation," DEOS Working Papers 97-06, Athens University of Economics and Business.
• Miles Whittingham, 1997. "The Canadian market for zero-coupon bonds," Bank of Canada Review, Bank of Canada, vol. 1996(Winter), pages 47-62.
• Robert G. James & John Quiggan, 1997. "Separation and Hedging Results with State‐Contingent Production," Economica, London School of Economics and Political Science, vol. 64(254), pages 187-209, May.
• Chapman, David A, 1997. "Approximating the Asset Pricing Kernel," Journal of Finance, American Finance Association, vol. 52(4), pages 1383-1410, September.
  • Chapman, D.A., 1996. "Approximating the Asset Pricing Kernel," Papers 96-02, Rochester, Business - Financial Research and Policy Studies.
• Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997. "Empirical Performance of Alternative Option Pricing Models," Journal of Finance, American Finance Association, vol. 52(5), pages 2003-2049, December.
  • Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997. "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers ysm65, Yale School of Management.
  • Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997. "Empirical Performance of Alternative Option Pricing Models," Yale School of Management Working Papers ysm54, Yale School of Management.
• Zhang, Harold H, 1997. "Endogenous Borrowing Constraints with Incomplete Markets," Journal of Finance, American Finance Association, vol. 52(5), pages 2187-2209, December.
  • Zhang, H.H., 1995. "Endogenous Borrowing Constraints with Incomplete Markets," GSIA Working Papers 1995-25, Carnegie Mellon University, Tepper School of Business.
• Mutchler, JF & Hopwood, W & McKeown, JM, 1997. "The influence of contrary information and mitigating factors on audit opinion decisions on bankrupt companies," Journal of Accounting Research, Wiley Blackwell, vol. 35(2), pages 295-310.
• Sudipto Bhattacharya & Paolo Fulghieri & Riccardo Rovelli, 1998. "Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 154(1), pages 291-291, March.
  • S. Bhattacharya & P. Fulghieri & R. Rovelli, 1997. "Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model," Working Papers 300, Dipartimento Scienze Economiche, Universita' di Bologna.
• Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 1997, Universite de Montreal, Departement de sciences economiques.
  • Marco Bonomo & René Garcia, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," CIRANO Working Papers 97s-20, CIRANO.
  • BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Universite de Montreal, Departement de sciences economiques.
  • Bonomo, M. & Garcia, R., 1997. "Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche 9715, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Bonomo, Marco Antônio Cesar & Garcia, René, 1999. "Tests of conditional asset pricing models in the brazilian stock market," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 350, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Marco Antonio Bonomo & Rene Garcia, 1997. "Tests of conditional asset pricing models in the Brazilian stock market," Textos para discussão 368, Department of Economics PUC-Rio (Brazil).
• Angel León & Enrique Sentana, 1997. "Pricing Options on Assets with Predictable White Noise Returns," FMG Discussion Papers dp267, Financial Markets Group.
  • Ángel León & Enrique Sentana, 1997. "Pricing Options on Assets with Predictable White Noise Returns," Working Papers wp1997_9704, CEMFI.
  • Leon, Angel & Sentana, Enrique, 1997. "Pricing options on assets with predictable white noise returns," LSE Research Online Documents on Economics 119177, London School of Economics and Political Science, LSE Library.
• BAUWENS, LUC & GIOT, Pierre, 1997. "The logarithmic ACD model: an application to market microstructure and NASDAQ," LIDAM Discussion Papers CORE 1997089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Arnoud W. A. Boot & Anjan V. Thakor, 2000. "Can Relationship Banking Survive Competition?," Journal of Finance, American Finance Association, vol. 55(2), pages 679-713, April.
  • Boot, Arnoud W A & Thakor, Anjan, 1997. "Can Relationship Banking Survive Competition?," CEPR Discussion Papers 1592, C.E.P.R. Discussion Papers.
• Artis, Michael J & Zhang, Wenda, 1997. "Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates," CEPR Discussion Papers 1594, C.E.P.R. Discussion Papers.
• Cordella, Tito & Foucault, Thierry, 1999. "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 141-173, July.
  • Tito Cordella & Thierry Foucault, 1996. "Minimum price variations, time priority and quotes dynamics," Economics Working Papers 182, Department of Economics and Business, Universitat Pompeu Fabra.
  • Cordella, Tito & Foucault, Thierry, 1997. "Minimum Price Variations, Time Priority and Quote Dynamics," CEPR Discussion Papers 1717, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Tito Cordella, 1999. "Minimum Price Variations, Time Priority and Quote Dynamics," Post-Print hal-00459772, HAL.
  • Thierry Foucault & Tito Cordella, 2011. "Minimum Price Variations, Time Priority and Quote Dynamics," Working Papers hal-00600249, HAL.
• Carassus, L. & Jouini, E., 1997. "Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee," Papiers d'Economie Mathématique et Applications 97.82, Université Panthéon-Sorbonne (Paris 1).
  • L, Carassus & E, Jouini, 1997. "Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée," Working Papers 97-58, Center for Research in Economics and Statistics.
• Carmen Reinhart, 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," Cambridge Books, Cambridge University Press, number 9780521597111-13.
• Zhang, Harold H., 1997. "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 228-254, January.
  • Zhang, H.H., 1995. "Endogenous Short Sale Constraint, Stock Prices and Output Cycles," GSIA Working Papers 1995-26, Carnegie Mellon University, Tepper School of Business.
• Robert J. Shiller & Stefano Athanasoulis, 1995. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," NBER Working Papers 5095, National Bureau of Economic Research, Inc.
  • Robert J. Shiller & Stefano G. Athanasoulis, 1997. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," Cowles Foundation Discussion Papers 1097, Cowles Foundation for Research in Economics, Yale University.
  • Athanasoulis, S. & Shiller, R.J., 1995. "World Income Components: Measuring and Exploting International Risk Sharing Opportunities," Papers 725, Yale - Economic Growth Center.
  • Robert Shiller, 2004. "World Income Components: Measuring And Exploiting International Risk Sharing Opportunities," Yale School of Management Working Papers ysm151, Yale School of Management.
• Athanasoulis, Stefano G & Shiller, Robert J, 2000. "The Significance of the Market Portfolio," The Review of Financial Studies, Society for Financial Studies, vol. 13(2), pages 301-329.
  • Stefano Athanasoulis & Robert J. Shiller, 1997. "The Significance of the Market Portfolio," NBER Technical Working Papers 0209, National Bureau of Economic Research, Inc.
  • Stefano G. Athanasoulis & Robert J. Shiller, 1997. "The Significance of the Market Portfolio," Cowles Foundation Discussion Papers 1154, Cowles Foundation for Research in Economics, Yale University.
  • Robert J. Shiller & Stefano Athanasoulis, 2001. "The Significance of the Market Portfolio," Yale School of Management Working Papers ysm133, Yale School of Management.
• Ajit Singh, 1998. "Financial liberalisation, stockmarkets and economic development," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 8(1), pages 165-182.
  • Singh, Ajit, 1997. "Financial Liberalisation, Stockmarkets and Economic Development," Economic Journal, Royal Economic Society, vol. 107(442), pages 771-782, May.
  • Singh, Ajit, 1996. "Financial liberalisation,stockmarkets and economic development," MPRA Paper 53897, University Library of Munich, Germany.

1996

• Bakshi, Gurdip S & Chen, Zhiwu, 1996. "The Spirit of Capitalism and Stock-Market Prices," American Economic Review, American Economic Association, vol. 86(1), pages 133-157, March.
  • Gurdip S. Bakshi & Zhiwu Chen, 1996. "The Spirit of Capitalism and Stock-Market Prices," CEMA Working Papers 511, China Economics and Management Academy, Central University of Finance and Economics.
• Brock, W.A., 1996. "Asset Price Behavior in Complex Environments," Working papers 9606, Wisconsin Madison - Social Systems.
• Brock, William A. & Hommes, Cars H., 1998. "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1235-1274, August.
  • Brock, W.A. & Hommes, C.H., 1996. "Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model," Working papers 9621, Wisconsin Madison - Social Systems.
• W. Brian Arthur & John H. Holland & Blake LeBaron & Richard Palmer & Paul Taylor, 1996. "Asset Pricing Under Endogenous Expectation in an Artificial Stock Market," Working Papers 96-12-093, Santa Fe Institute.
  • Arthur, W.B. & Holland, J.H. & LeBaron, B. & Palmer, R. & Tayler, P., 1996. "Asset Pricing Under Endogenous Expectations in an Artificial Stock Market," Working papers 9625, Wisconsin Madison - Social Systems.
• Nancy Harvey, 1996. "The market for futures contracts on Canadian bankers' acceptances," Bank of Canada Review, Bank of Canada, vol. 1996(Autumn), pages 19-36.
• Martin Miville, 1996. "Survey of the Canadian foreign exchange and derivatives markets," Bank of Canada Review, Bank of Canada, vol. 1995(Winter), pages 45-71.
• Pierre St-Amant, 1996. "Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest Rates Using Structural VAR Methodology," Macroeconomics 9602004, University Library of Munich, Germany.
  • Pierre St-Amant, 1996. "Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology," Staff Working Papers 96-2, Bank of Canada.
• Juan Ayuso & Soledad Núñez & María Pérez-Jurado, 1996. "Volatility in Spanish Financial Markets: The Recent Experience," Working Papers 9601, Banco de España.
• Malte Krüger, 1996. "Speculation, Hedging and Intermediation in the Foreign Exchange Market," Working Papers 9606, Banco de España.
• Pierre Villa, 1996. "Croissance et contraintes financières dans les PED," Working Papers 1996-11, CEPII research center.
• Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996. "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers 977, California Institute of Technology, Division of the Humanities and Social Sciences.
  • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Universite de Montreal, Departement de sciences economiques.
  • Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996. "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers 96s-20, CIRANO.
• Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July.
  • Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
  • Dana, R.-A. & Le Van, C. & Magnien, F., 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications 1999.34, Université Panthéon-Sorbonne (Paris 1).
• Bakshi, Gurdip S & Chen, Zhiwu, 1996. "The Spirit of Capitalism and Stock-Market Prices," American Economic Review, American Economic Association, vol. 86(1), pages 133-157, March.
  • Gurdip S. Bakshi & Zhiwu Chen, 1996. "The Spirit of Capitalism and Stock-Market Prices," CEMA Working Papers 511, China Economics and Management Academy, Central University of Finance and Economics.
• Horioka, Charles Yuji, 1996. "Capital Gains in Japan: Their Magnitude and Impact on Consumption," Economic Journal, Royal Economic Society, vol. 106(436), pages 560-577, May.
• Cabrales, Antonio & Hoshi, Takeo, 1996. "Heterogeneous beliefs, wealth accumulation, and asset price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1073-1100.
  • Antonio Cabrales & Takeo Hoshi, 1993. "Heterogeneous beliefs, wealth accumulation and asset price dynamics," Economics Working Papers 55, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1993.
• Dionne, Georges & Gollier, Christian, 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, vol. 13(2), pages 147-162, September.
  • DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
  • Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  • G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
• J.B. Kim & I. Krinsky & J. Lee, 1996. "Institutional Holdings and Trading Volume Reactions to Quarterly Earnings Announcements," Quantitative Studies in Economics and Population Research Reports 314, McMaster University.
• Evžen Kočenda, 1996. "Volatility of a Seemingly Fixed Exchange Rate," Eastern European Economics, Taylor & Francis Journals, vol. 34(6), pages 37-67, December.
  • Kocenda, Evzen, 1995. "Volatility of a Seemingly Fixed Exchange Rate," MPRA Paper 70506, University Library of Munich, Germany.
• James M. Poterba & Andrew A. Samwick, 1995. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 295-372.
  • Poterba, J.M. & Samwick, A.A., 1996. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers 96-2, Massachusetts Institute of Technology (MIT), Department of Economics.
• Chevalier, Judith & Ellison, Glenn, 1997. "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
  • Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc.
  • Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
• Smith, L., 1996. "On the Irrelevance of Trade Timing," Working papers 96-6, Massachusetts Institute of Technology (MIT), Department of Economics.
• Lim & C.G. & McNelis & P.D., 1996. "Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets," Department of Economics - Working Papers Series 505, The University of Melbourne.
• Dániel Szakály & Henrik Tóth, 1996. "Repo Markets - Experiences and opportunities in Hungary," MNB Occasional Papers 1996/5, Magyar Nemzeti Bank (Central Bank of Hungary).
• Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
  • GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Universite de Montreal, Departement de sciences economiques.
  • Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996. "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers 96s-20, CIRANO.
  • Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996. "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers 977, California Institute of Technology, Division of the Humanities and Social Sciences.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Universite de Montreal, Departement de sciences economiques.
  • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs Financiers et Theorie de la Consommation," Papers 96.426, Toulouse - GREMAQ.
• Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
  • Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
  • GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996. "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers 977, California Institute of Technology, Division of the Humanities and Social Sciences.
  • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Universite de Montreal, Departement de sciences economiques.
  • Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996. "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers 96s-20, CIRANO.
• Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs Financiers et Theorie de la Consommation," Papers 96.426, Toulouse - GREMAQ.
  • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Allard, M. & Bronsard, C. & Gourieroux, C., 1996. "Actifs financiers et theorie de la consommation," Cahiers de recherche 9617, Universite de Montreal, Departement de sciences economiques.
• Schwert, G. William, 1996. "Markup pricing in mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 41(2), pages 153-192, June.
  • Schwert, G.W., 1994. "Mark-up Pricing in Mergers and Acquisitions," Papers 95-01, Rochester, Business - Financial Research and Policy Studies.
  • G. William Schwert, 1994. "Mark-Up Pricing in Mergers and Acquisitions," NBER Working Papers 4863, National Bureau of Economic Research, Inc.
• Lewis, K.K., 1996. "Consumption, Stock Returns, and the Gains from International Risk-Sharing," Weiss Center Working Papers 96-4, Wharton School - Weiss Center for International Financial Research.
  • Karen K. Lewis, 1996. "Consumption, Stock Returns, and the Gains from International Risk-Sharing," NBER Working Papers 5410, National Bureau of Economic Research, Inc.
  • Karen K. Lewis, 1996. "Consumption, stock returns, and the gains from international risk-sharing," Working Papers 96-6, Federal Reserve Bank of Philadelphia.
• Dale, Charles & Zyren, John, 1996. "Noncommercial Trading in the Energy Futures Market," MPRA Paper 47463, University Library of Munich, Germany.
• P.J.G. Vlaar, 1996. "Methods to determine capital requirements for options," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 49(198), pages 351-373.
  • P.J.G. Vlaar, 1996. "Methods to determine capital requirements for options," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 49(198), pages 351-373.
• P.J.G. Vlaar, 1996. "Methods to determine capital requirements for options," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 49(198), pages 351-373.
  • P.J.G. Vlaar, 1996. "Methods to determine capital requirements for options," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 49(198), pages 351-373.
• Xing Jin & Frank Milne, 1999. "The Existence Of Equilibrium In A Financial Market With Transaction Costs," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar, chapter 14, pages 323-343, World Scientific Publishing Co. Pte. Ltd..
  • Frank Milne & Xing Jin, 1996. "The Existence Of Equilibrium In A Financial Market With Transaction Costs," Working Paper 934, Economics Department, Queen's University.
  • Xing Jin & Frank Milne, 1999. "The Existence of Equilibrium in a Financial Market with Transaction Costs," Working Paper 1084, Economics Department, Queen's University.
• Tro Kortian & James O’Regan, 1996. "Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages," RBA Research Discussion Papers rdp9609, Reserve Bank of Australia.
• Marc Potters & Rama Cont & Jean-Philippe Bouchaud, 1996. "Financial markets as adaptative systems," Science & Finance (CFM) working paper archive 500037, Science & Finance, Capital Fund Management.
• Schwert, G. William, 1996. "Markup pricing in mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 41(2), pages 153-192, June.
  • Schwert, G.W., 1994. "Mark-up Pricing in Mergers and Acquisitions," Papers 95-01, Rochester, Business - Financial Research and Policy Studies.
  • G. William Schwert, 1994. "Mark-Up Pricing in Mergers and Acquisitions," NBER Working Papers 4863, National Bureau of Economic Research, Inc.
• Snell, Andy & Tonks, Ian, 1996. "Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks," LSE Research Online Documents on Economics 119167, London School of Economics and Political Science, LSE Library.
• Payne, Richard, 1996. "Announcement effects and seasonality in the intra-day foreign exchange market," LSE Research Online Documents on Economics 119169, London School of Economics and Political Science, LSE Library.
• Ana Esther Castro, 1996. "El análisis económico de las crisis financieras: una visión retrospectiva," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 35(02), pages 164-195.
• Dionne, Georges & Gollier, Christian, 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, vol. 13(2), pages 147-162, September.
  • DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
  • G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  • Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
• Lewis, K.K., 1996. "Consumption, Stock Returns, and the Gains from International Risk-Sharing," Weiss Center Working Papers 96-4, Wharton School - Weiss Center for International Financial Research.
  • Karen K. Lewis, 1996. "Consumption, stock returns, and the gains from international risk-sharing," Working Papers 96-6, Federal Reserve Bank of Philadelphia.
  • Karen K. Lewis, 1996. "Consumption, Stock Returns, and the Gains from International Risk-Sharing," NBER Working Papers 5410, National Bureau of Economic Research, Inc.
• Osei, K.A., 1996. "Foreign Exchange Bureaus in the Economy of Ghana," Papers 45, African Economic Research Consortium.
• Hurson, C. & Zopounidis, C., 1996. "Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions," G.R.E.Q.A.M. 96b02, Universite Aix-Marseille III.
• Hurson, C. & Zopounidis, C., 1996. "Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection," G.R.E.Q.A.M. 96b03, Universite Aix-Marseille III.
• Hooper, V. & Pointon, J., 1996. "The Valuation of the Option to Expropriate a Multinational Enterprise's Assets," Papers 305, Australian National University - Department of Economics.
• Hooper, V. & Pointon, J., 1996. "Call Features and Term to Maturity of Callable Foreign Bonds," Papers 306, Australian National University - Department of Economics.
• Garvey, G.T. & Grant, S. & King, S.P., 1996. "A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs," Papers 307, Australian National University - Department of Economics.
• Massa, M. & Majnoni, G., 1996. "Share Prices and Trading Volume: Indications of Stock Exchange Efficiency," Papers 263, Banca Italia - Servizio di Studi.
• Caruso, M., 1996. "Stock Prices and Money Velocity: A Multi-Country Analysis," Papers 264, Banca Italia - Servizio di Studi.
• Mordecai Kurz & Martin Schneider, 1996. "Coordination and correlation in Markov rational belief equilibria (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(3), pages 489-520.
  • Kutz, M. & Schneider, M., 1996. "Coordination and Correlation in Markov Rational Belief Equilibria," Papers 281, Banca Italia - Servizio di Studi.
• Mordecai Kurz & Andrea Beltratti, "undated". "The Equity Premium is No Puzzle," Working Papers 96004, Stanford University, Department of Economics.
  • Kurz, M. & Beltratti, A., 1996. "The Equity Premium Is No Puzzle," Papers 282, Banca Italia - Servizio di Studi.
• Shigehara, K., 1996. "Multilateral Surveillance: What the OECD Can Offer," Papers 96-08, University of Birmingham - International Financial Group.
• Nicolai, J.P. & Ricoeur-Nicolai, N., 1996. "Marches financiers europeens peripheriques: le role des facteurs exterieurs," Papers 1996-01/f, Caisse des Depots et Consignations - Cahiers de recherche.
• Avouyi-Dovi, S. & Lakhoua, F., 1996. "Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains," Papers 1996-02/f, Caisse des Depots et Consignations - Cahiers de recherche.
• Vernet, S., 1996. "Le comportement d'epargne recent des Francais a travers leurs opinions," Papers 1996-03/e, Caisse des Depots et Consignations - Cahiers de recherche.
• Artus, P., 1996. "Public Intervention on the Credit Market: French Case," Papers 1996-04/e, Caisse des Depots et Consignations - Cahiers de recherche.
• Namur, D. & Sassenou, N., 1996. "Strategie d'allocation sectorielle analyse descriptive et methodologie," Papers 96-01/fi, Caisse des Depots et Consignations - Cahiers de recherche.
• Namur, D., 1996. "Strategie d'allocation sectorielle interpretation et utilisation et utilisation du modele," Papers 96-02/fi, Caisse des Depots et Consignations - Cahiers de recherche.
• Rubio, E.M., 1996. "Testing the CCAPM on Spanish Data: A New Approach," Papers 9603, Centro de Estudios Monetarios Y Financieros-.
• Kelly, Morgan, 1997. "Do Noise Traders Influence Stock Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 351-363, August.
  • Kelly, M., 1996. "Do Noise Traders Influence Stock Prices," Papers 96/5, College Dublin, Department of Political Economy-.
  • Morgan Kelly, 1997. "Do noise traders influence stock prices?," Open Access publications 10197/520, School of Economics, University College Dublin.
• Moussu, C. & Thibierge, C., 1996. "Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique," Papers 96/129, Ecole Superieure de Commerce de Paris. Groupe ESCP-.
• Cornu, P. & Pintado, X., 1996. "Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities," Papers 96.11, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B., 1996. "Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK," Papers 96.12, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997. "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, vol. 34(9), pages 1475-1494, August.
  • Hoesli, M. & Lizieri, C. & Macgregor, B., 1996. "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers 96.14, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Hoesli, Martin & MacGregor, Bryan D. & Matysiak, George & Nanthakumaran, Nanda, 1997. "The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 27-57, July.
  • Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N., 1996. "The Short Term Inflation Hedging Characteristics of UK Real Estate," Papers 96.15, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
• Leroux, F., 1996. "Le marche des actions internationales: Evolution et perspectives," Papers 96-09, Ecole des Hautes Etudes Commerciales de Montreal-.
• Fabienne Comte & Eric Renault, 1998. "Long memory in continuous‐time stochastic volatility models," Mathematical Finance, Wiley Blackwell, vol. 8(4), pages 291-323, October.
  • Comte, F. & Renault, E., 1996. "Long Memory in Continuous Time Stochastic Volatility Models," Papers 96.406, Toulouse - GREMAQ.
• Renault, E., 1996. "Econometric Models of Option Pricing Errors," Papers 96.407, Toulouse - GREMAQ.
• Jeffrey D. Sachs & Aaron Tornell & Andrés Velasco, 1996. "Financial Crises in Emerging Markets: The Lessons from 1995," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(1), pages 147-216.
  • Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1996. "Financial Crises in Emerging Markets: The Lessons from 1995," NBER Working Papers 5576, National Bureau of Economic Research, Inc.
  • Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1996. "Financial Crises in Emerging Markets: The Lessons from 1995," Harvard Institute of Economic Research Working Papers 1759, Harvard - Institute of Economic Research.
• John Y. Campbell, 1996. "Consumption and the Stock Market: Interpreting International Experience," NBER Working Papers 5610, National Bureau of Economic Research, Inc.
  • John Y. Campbell, 1996. "Consumption and the Stock Market: Interpreting International Experience," Harvard Institute of Economic Research Working Papers 1763, Harvard - Institute of Economic Research.
• Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny, 1998. "Law and Finance," Journal of Political Economy, University of Chicago Press, vol. 106(6), pages 1113-1155, December.
  • Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny, "undated". "Law and Finance," Working Paper 19451, Harvard University OpenScholar.
  • Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei & Vishny, Robert, 1997. "Law And Finance," Harvard Institute for International Development (HIID) Papers 294393, Harvard University, Kennedy School of Government.
  • Rafael LaPorta & Florencio Lopez de-Silanes & Andrei Shleifer & Robert W. Vishny, 1996. "Law and Finance," Harvard Institute of Economic Research Working Papers 1768, Harvard - Institute of Economic Research.
  • Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer & Robert W. Vishny, 1996. "Law and Finance," NBER Working Papers 5661, National Bureau of Economic Research, Inc.
  • La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei & Vishny, Robert W., 1998. "Law and Finance," Scholarly Articles 3451310, Harvard University Department of Economics.
• Choi, J.B., 1996. "The Transmission Effects of Credit in a Korean Mecro-Financiel Model: A Quantitative Analaysis," Papers 96-03, Korea Institute of Public Finance-.
• Atindehou, R.B. & Bernier, G. & Charest, G., 1996. "Dividende et beta: une estimation Garch," Papers 96-42, Laval - Faculte des sciences de administration.
• Wilson, C.R., 1996. "Distortion Effects and Extreme Observations in Empirical Research: An Analysis of the Incremental Information Content of Cash Flows," Papers 96-1, Melbourne - Centre in Finance.
• Davidson, S. & Peker, A., 1996. "Weekends in Malaysia," Papers 96-2, Melbourne - Centre in Finance.
• Bruce D. Grundy & Zvi Wiener, "undated". "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers 11-96, Wharton School Rodney L. White Center for Financial Research.
• Andrew B. Abel & Avinash K. Dixit & Janice C. Eberly & Robert S. Pindyck, 1996. "Options, the Value of Capital, and Investment," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 111(3), pages 753-777.
  • Andrew B. Abel & Avinash K. Dixit & Janice B. Eberly & Robert S. Pindyck, "undated". "Options, the Value of Capital, and Investment," Rodney L. White Center for Financial Research Working Papers 15-95, Wharton School Rodney L. White Center for Financial Research.
  • Abel, Andrew B., 1952-, 1995. "Options, the value of capital, and investment," Working papers 3843-95., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  • Andrew B. Abel & Avinash K. Dixit & Janice C. Eberly & Robert S. Pindyck, 1995. "Options, the Value of Capital, and Investment," NBER Working Papers 5227, National Bureau of Economic Research, Inc.
• Marshall E. Blume & Michale A. Goldstein, "undated". "Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)," Rodney L. White Center for Financial Research Working Papers 03-96, Wharton School Rodney L. White Center for Financial Research.
  • Marshall E. Blume & Michale A. Goldstein, "undated". "Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)," Rodney L. White Center for Financial Research Working Papers 3-96, Wharton School Rodney L. White Center for Financial Research.
• Cuoco, Domenico & Cvitanic, Jaksa, 1998. "Optimal consumption choices for a 'large' investor," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 401-436, March.
  • Domenico Cuoco & Jaksa Cvitanic, "undated". "Optimal Consumption Choices for a "Large" Investor," Rodney L. White Center for Financial Research Working Papers 04-96, Wharton School Rodney L. White Center for Financial Research.
  • Domenico Cuoco & Jaksa Cvitanic, "undated". "Optimal Consumption Choices for a "Large" Investor," Rodney L. White Center for Financial Research Working Papers 4-96, Wharton School Rodney L. White Center for Financial Research.
• Anup Agrawal & Jeffrey F. Jaffe, "undated". "The Pre-Acquisition Performance of Target Firms: A Re-examination of the Inefficient Management Hypothesis (Revision of 23-95)," Rodney L. White Center for Financial Research Working Papers 6-96, Wharton School Rodney L. White Center for Financial Research.
• Anup Agrawal & Charles R. Knoeber, "undated". "Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)," Rodney L. White Center for Financial Research Working Papers 8-96, Wharton School Rodney L. White Center for Financial Research.
• Karen K. Lewis, 1996. "Consumption, stock returns, and the gains from international risk-sharing," Working Papers 96-6, Federal Reserve Bank of Philadelphia.
  • Lewis, K.K., 1996. "Consumption, Stock Returns, and the Gains from International Risk-Sharing," Weiss Center Working Papers 96-4, Wharton School - Weiss Center for International Financial Research.
  • Karen K. Lewis, 1996. "Consumption, Stock Returns, and the Gains from International Risk-Sharing," NBER Working Papers 5410, National Bureau of Economic Research, Inc.
• Mokrane, M., 1996. "Bank Financing Strategies, Diversification by Certificates of Deposit, and Securitization," Papers 9603, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
• Namur, D., 1996. "Diversification internationale sous contrainte et couverture contre le risque de change," Papers 9606, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
• Dionne, Georges & Gollier, Christian, 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, vol. 13(2), pages 147-162, September.
  • DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
  • Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  • G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
• Guay, W. & Kothari, S.P. & Watts, R.L., 1996. "A Market-Based Evaluation of Discretionary-Accrual Models," Papers 96-01, Rochester, Business - Financial Research and Policy Studies.
• Chapman, David A, 1997. "Approximating the Asset Pricing Kernel," Journal of Finance, American Finance Association, vol. 52(4), pages 1383-1410, September.
  • Chapman, D.A., 1996. "Approximating the Asset Pricing Kernel," Papers 96-02, Rochester, Business - Financial Research and Policy Studies.
• Hentschek, L. & Smith, Jr.C.W., 1996. ""Risks in Derivatives Markets: Implications for the Insurance Industry"," Papers 96-06, Rochester, Business - Financial Research and Policy Studies.
• Dale, R. & Wolfe, S., 1996. "EU Capital Requirements and the Level Playing Field," Papers 96-111, University of Southampton - Department of Accounting and Management Science.
• Casson, P., 1996. "Accounting for Convertible Debt: A Fundamental Financial Instrument Approach to Accounting for Convertible Debt as a Single Instrument," Papers 96-116, University of Southampton - Department of Accounting and Management Science.
• Board, J. & Sutcliffe, C., 1996. "The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options," Papers 96-126, University of Southampton - Department of Accounting and Management Science.
• Casson, P., 1996. "Market Risk, Corporate Governance & the Regulation of Financial Firms," Papers 96-127, University of Southampton - Department of Accounting and Management Science.
• Wolfe, S., 1996. "The Impact of Securisation on Banks' Capital: An Economic Analysis," Papers 96-130, University of Southampton - Department of Accounting and Management Science.
• Khalidi, M.A., 1996. "Globalization of the Securities Industries: The Need for a Fundamental Rethink of the Regulatory Strategy," Papers 96-132, University of Southampton - Department of Accounting and Management Science.
• Ber, H. & Yafeh, Y. & Yosha, O., 1996. "The Post-Issue Performance of IPO Firms when Banking Is Concentrated and Universal," Papers 26-96, Tel Aviv.
• Webster, L.M. & Riopelle, R. & Chidzero, A.M., 1996. "World Bank Lending for Small Enterprises 1989-1993," Papers 311, World Bank - Technical Papers.
• Benoit, P., 1996. "Project Finance at the World Bank: An Overview of Policies and Instruments," Papers 312, World Bank - Technical Papers.
• Nasution, A., 1996. "The Banking System and Monetary Aggregates Following Financial Sector Reform," Research Paper 27, World Institute for Development Economics Research.
• Robert S. Chirinko & Huntley Schaller, 2001. "Business Fixed Investment and "Bubbles": The Japanese Case," American Economic Review, American Economic Association, vol. 91(3), pages 663-680, June.
  • Huntley Schaller & Robert S. Chirinko, 1995. "Business Fixed Investment and "Bubbles": the Japanese Case," Carleton Economic Papers 95-13, Carleton University, Department of Economics, revised 2001.
  • Chirinko, Robert S. & Schaller, Huntley, 1996. "Business Fixed Investment and "Bubbles": The Japanese Case," Economics Series 28, Institute for Advanced Studies.
• Evžen Kočenda, 1996. "Volatility of a Seemingly Fixed Exchange Rate," Eastern European Economics, M.E. Sharpe, Inc., vol. 34(6), pages 37-67, December.
  • Evžen Kočenda, 1996. "Volatility of a Seemingly Fixed Exchange Rate," Eastern European Economics, Taylor & Francis Journals, vol. 34(6), pages 37-67, November.
  • Kocenda, Evzen, 1995. "Volatility of a Seemingly Fixed Exchange Rate," MPRA Paper 70506, University Library of Munich, Germany.
• Germán Altuve Godoy, 1996. "Accomplishments of financial administration during the last quarter of the century," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 21(12), pages 7-23, January-D.
• Yeon-Koo Che & Tai-Yeong Chung, 1999. "Contract Damages and Cooperative Investments," RAND Journal of Economics, The RAND Corporation, vol. 30(1), pages 84-105, Spring.
  • Che, Y.K. & Chung, Y.T., 1996. "Contract Damages and Cooperative Investments," University of Western Ontario, Departmental Research Report Series 9603, University of Western Ontario, Department of Economics.
• Laidler, David, 1997. "Notes on the Microfoundations of Monetary Economics," Economic Journal, Royal Economic Society, vol. 107(443), pages 1213-1223, July.
  • Laidler, D., 1996. "Notes on the Microfoundations of Monetary Economics," University of Western Ontario, Departmental Research Report Series 9612, University of Western Ontario, Department of Economics.
• Ho, Wai-Ming, 1998. "Credit Market Imperfections and Nominal Exchange Rate Regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(4), pages 337-361, October.
  • Ho, W.M., 1996. "Credit Market Imperfections and Nominal Exchange Rate Regimes," Working Papers 9611, University of Waterloo, Department of Economics.
• Ho, W.M., 1996. "Government Spending, Credit Market Imperfections, and Economic Growth," Working Papers 9612, University of Waterloo, Department of Economics.
• Samson, M., 1996. "Credit Subsidies, Financial Repression, and the High Inflation/Low Income Trap," Center for Development Economics 155, Department of Economics, Williams College.
• Arthur, W.B. & Holland, J.H. & LeBaron, B. & Palmer, R. & Tayler, P., 1996. "Asset Pricing Under Endogenous Expectations in an Artificial Stock Market," Working papers 9625, Wisconsin Madison - Social Systems.
  • W. Brian Arthur & John H. Holland & Blake LeBaron & Richard Palmer & Paul Taylor, 1996. "Asset Pricing Under Endogenous Expectation in an Artificial Stock Market," Working Papers 96-12-093, Santa Fe Institute.
• Brian Thomas, 1996. "New Stock Market Model," Finance 9610005, University Library of Munich, Germany, revised 08 Feb 1997.

1995

• Gilchrist, Simon & Himmelberg, Charles P., 1995. "Evidence on the role of cash flow for investment," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 541-572, December.
  • Simon Gilchrist & Charles P. Himmelberg, 1993. "Evidence on the role of cash flow for investment," Finance and Economics Discussion Series 93-7, Board of Governors of the Federal Reserve System (U.S.).
  • Simon Gilchrist & Charles P. Himmelberg, 1995. "Evidence on the Role of Cash Flow for Investment," Working Papers 95-01, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Gilchrist, S. & Himmelberg, C.P., 1995. "Evidence on the Role of Cash Flow for Investment," Papers 95-29, Columbia - Graduate School of Business.
• Radnai, Márton, 1995. "A kárpótlási jegy a magyar tőkepiac Jolly Jokere [The compensation note: the Jolly Joker of the Hungarian capital market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 279-300.
• Dionne, Georges & Gollier, Christian, 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Journal of Risk and Uncertainty, Springer, vol. 13(2), pages 147-162, September.
  • DIONNE, Georges & GOLLIER, Christian, 1995. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Cahiers de recherche 9560, Universite de Montreal, Departement de sciences economiques.
  • Dionne, G. & Gollier, C., 1996. "A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets," Papers 9609, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  • G. Dionne & C. Gollier, 1996. "A model of comparative statics for changes in stochastic returns with dependent risky assets," THEMA Working Papers 96-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Dionne, G. & Gollier, C., 1996. "A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets," Papers 96.420, Toulouse - GREMAQ.
• Chevalier, Judith & Ellison, Glenn, 1997. "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
  • Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc.
  • Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
• Louis K. C. Chan & Josef Lakonishok, 1995. "A Cross-Market Comparison of Institutional Equity Trading Costs," NBER Working Papers 5374, National Bureau of Economic Research, Inc.
• Evžen Kočenda, 1996. "Volatility of a Seemingly Fixed Exchange Rate," Eastern European Economics, Taylor & Francis Journals, vol. 34(6), pages 37-67, December.
  • Kocenda, Evzen, 1995. "Volatility of a Seemingly Fixed Exchange Rate," MPRA Paper 70506, University Library of Munich, Germany.
• Didier Sornette & Anders Johansen & Jean-Philippe Bouchaud, 1995. "Stock market crashes, precursors and replicas," Science & Finance (CFM) working paper archive 500018, Science & Finance, Capital Fund Management.
• Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette, 1995. "Real-world options: smile and residual risk," Science & Finance (CFM) working paper archive 500039, Science & Finance, Capital Fund Management.
• William G. Christie & Paul H. Schultz, 1995. "Policy Watch: Did Nasdaq Market Makers Implicitly Collude?," Journal of Economic Perspectives, American Economic Association, vol. 9(3), pages 199-208, Summer.
• Brock, W.A. & De Lima, P.J.F., 1995. "Nonlinear Time Series, Complexity Theory, and Finance," Working papers 9523, Wisconsin Madison - Social Systems.
• Blake LeBaron, "undated". "Experiments in Evolutionary Finance," Working papers _001, University of Wisconsin - Madison.
  • LeBaron, B., 1995. "Experiments in Evolutionary Finance," Working papers 9528, Wisconsin Madison - Social Systems.
• Andrew Branion, 1995. "The Government of Canada bond market since 1980," Bank of Canada Review, Bank of Canada, vol. 1995(Autumn), pages 3-21.
• Ron Morrow, 1995. "Repo, reverse repo and securities lending markets in Canada," Bank of Canada Review, Bank of Canada, vol. 1994(Winter), pages 61-70.
• James M. Poterba & Andrew A. Samwick, 1995. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 295-372.
  • Poterba, J.M. & Samwick, A.A., 1996. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers 96-2, Massachusetts Institute of Technology (MIT), Department of Economics.
• Mutchler, J & Shane, P, 1995. "A Comparative-Analysis Of Firms Included In And Excluded From The Naars Database," Journal of Accounting Research, Wiley Blackwell, vol. 33(1), pages 193-202.
• Kang, Sh & Sivaramakrishnan, K, 1995. "Issues In Testing Earnings Management And An Instrumental Variable Approach," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 353-367.
• Ely, Km, 1995. "Operating Lease Accounting And The Markets Assessment Of Equity Risk," Journal of Accounting Research, Wiley Blackwell, vol. 33(2), pages 397-415.
• Torsten Hens & Andreas Löffler, 1995. "Existence and Uniqueness of Equilibria in the CAPM with a Riskless Asset," Discussion Paper Serie A 504, University of Bonn, Germany.
• Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 9521, Southern California - Department of Economics.
  • Michael Magill & Martine Quinzii, 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Discussion Paper Serie A 511, University of Bonn, Germany.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 95-20, California Davis - Institute of Governmental Affairs.
  • MAGILL, Michael & QUINZII, Martine, 1995. "Which Improves Welfare More : Nominal or Indexed Bond ?," CORE Discussion Papers 1995072, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Department of Economics 95-20, California Davis - Department of Economics.
  • Martine Quinzii & Michael Magill, 2004. "Which Improves Welfare More: Nominal Or Indexed Bond?," Working Papers 9520, University of California, Davis, Department of Economics.
• Robert S. Chirinko & Huntley Schaller, 2001. "Business Fixed Investment and "Bubbles": The Japanese Case," American Economic Review, American Economic Association, vol. 91(3), pages 663-680, June.
  • Huntley Schaller & Robert S. Chirinko, 1995. "Business Fixed Investment and "Bubbles": the Japanese Case," Carleton Economic Papers 95-13, Carleton University, Department of Economics, revised 2001.
  • Chirinko, Robert S. & Schaller, Huntley, 1996. "Business Fixed Investment and "Bubbles": The Japanese Case," Economics Series 28, Institute for Advanced Studies.
• Wang, Cheng, 1997. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," Journal of Economic Theory, Elsevier, vol. 76(1), pages 72-105, September.
  • Wang, C., 1995. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," GSIA Working Papers 1995-08, Carnegie Mellon University, Tepper School of Business.
  • Wang, Cheng, 1997. "Incentives, CEO Compensation and Shareholder Wealth in a Dynamic Agency Model," Staff General Research Papers Archive 5170, Iowa State University, Department of Economics.
• Harold Zhang, "undated". "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers 31, Carnegie Mellon University, Tepper School of Business.
  • Zhang, H.H., 1995. "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers 1995-24, Carnegie Mellon University, Tepper School of Business.
• Zhang, Harold H, 1997. "Endogenous Borrowing Constraints with Incomplete Markets," Journal of Finance, American Finance Association, vol. 52(5), pages 2187-2209, December.
  • Zhang, H.H., 1995. "Endogenous Borrowing Constraints with Incomplete Markets," GSIA Working Papers 1995-25, Carnegie Mellon University, Tepper School of Business.
• Zhang, Harold H., 1997. "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 228-254, January.
  • Zhang, H.H., 1995. "Endogenous Short Sale Constraint, Stock Prices and Output Cycles," GSIA Working Papers 1995-26, Carnegie Mellon University, Tepper School of Business.
• Javier Fernández, 1995. "El sector financiero: un largo trecho recorrido," Coyuntura Económica, Fedesarrollo, December.
• Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
  • Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
• Michael Magill & Martine Quinzii, 1997. "Which improves welfare more: A nominal or an indexed bond?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 1-37.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Department of Economics 95-20, California Davis - Department of Economics.
  • MAGILL, Michael & QUINZII, Martine, 1995. "Which Improves Welfare More : Nominal or Indexed Bond ?," LIDAM Discussion Papers CORE 1995072, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Martine Quinzii & Michael Magill, 2004. "Which Improves Welfare More: Nominal Or Indexed Bond?," Working Papers 230, University of California, Davis, Department of Economics.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 9521, Southern California - Department of Economics.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 95-20, California Davis - Institute of Governmental Affairs.
• Boot, Arnoud W A & Thakor, Anjan V, 1997. "Financial System Architecture," The Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 693-733.
  • Boot, Arnoud W A & Thakor, Anjan, 1995. "Financial System Architecture," CEPR Discussion Papers 1197, C.E.P.R. Discussion Papers.
• Boot, Arnoud W A & Thakor, Anjan, 1995. "Banking Scope, Financial Innovation, and the Evolution of the Financial System," CEPR Discussion Papers 1237, C.E.P.R. Discussion Papers.
• Frydman, R. & Pistor, K. & Rapaczynski, A., 1995. "Investing in Insider-Dominated Firms; A Study of Russian Voucher Privatization Funds," Working Papers 95-31, C.V. Starr Center for Applied Economics, New York University.
• Horioka, Charles Yuji, 1996. "Capital Gains in Japan: Their Magnitude and Impact on Consumption," Economic Journal, Royal Economic Society, vol. 106(436), pages 560-577, May.
  • Horioka, C.Y., 1995. "Capital Gains in Japan: Their Magnitude and Imact on Consumption," ISER Discussion Paper 0388, Institute of Social and Economic Research, Osaka University.
• Gilchrist, Simon & Himmelberg, Charles P., 1995. "Evidence on the role of cash flow for investment," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 541-572, December.
  • Simon Gilchrist & Charles P. Himmelberg, 1993. "Evidence on the role of cash flow for investment," Finance and Economics Discussion Series 93-7, Board of Governors of the Federal Reserve System (U.S.).
  • Gilchrist, S. & Himmelberg, C.P., 1995. "Evidence on the Role of Cash Flow for Investment," Papers 95-29, Columbia - Graduate School of Business.
  • Simon Gilchrist & Charles P. Himmelberg, 1995. "Evidence on the Role of Cash Flow for Investment," Working Papers 95-01, New York University, Leonard N. Stern School of Business, Department of Economics.
• Sven Rady, 1995. "Option Pricing With a Quadratic Diffusion Term," FMG Discussion Papers dp226, Financial Markets Group.
  • Rady, Sven, 1995. "Option pricing with a quadratic diffusion term," LSE Research Online Documents on Economics 119174, London School of Economics and Political Science, LSE Library.
• Enrique Sentana, 1995. "Risk and Return in the Spanish Stock Market," FMG Discussion Papers dp212, Financial Markets Group.
  • Sentana, Enrique, 1995. "Risk and return in the Spanish stock market," LSE Research Online Documents on Economics 119179, London School of Economics and Political Science, LSE Library.
• Sentana, Enrique, 1995. "Risk and return in the Spanish stock market," LSE Research Online Documents on Economics 119179, London School of Economics and Political Science, LSE Library.
  • Enrique Sentana, 1995. "Risk and Return in the Spanish Stock Market," FMG Discussion Papers dp212, Financial Markets Group.
• Rady, Sven, 1995. "Option pricing with a quadratic diffusion term," LSE Research Online Documents on Economics 119174, London School of Economics and Political Science, LSE Library.
  • Sven Rady, 1995. "Option Pricing With a Quadratic Diffusion Term," FMG Discussion Papers dp226, Financial Markets Group.
• Chambers, R.G. & Quiggin, J., 1995. "Separation and Hedging Results with State-Contingent Production," Papers 293, Australian National University - Department of Economics.
• Nora Lustig, "undated". "The Mexican Peso Crisis: The Foreseeable and the Surprise," Discussion Papers 114, Brookings Institution International Economics.
  • Lustig, N., 1995. "The Mexican Peso Crisis: The Foreseeable and the Surprise," Papers 114, Brookings Institution - Working Papers.
• 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," Papers 1995-18/t, Caisse des Depots et Consignations - Cahiers de recherche.
• Avouyi-Dovi, S. & Caulet, R., 1995. "Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie II: Les resultats empiriques," Papers 1995-19/t, Caisse des Depots et Consignations - Cahiers de recherche.
• Michael Magill & Martine Quinzii, 1997. "Which improves welfare more: A nominal or an indexed bond?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 1-37.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 9521, Southern California - Department of Economics.
  • Martine Quinzii & Michael Magill, 2004. "Which Improves Welfare More: Nominal Or Indexed Bond?," Working Papers 230, University of California, Davis, Department of Economics.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 95-20, California Davis - Institute of Governmental Affairs.
  • MAGILL, Michael & QUINZII, Martine, 1995. "Which Improves Welfare More : Nominal or Indexed Bond ?," LIDAM Discussion Papers CORE 1995072, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Department of Economics 95-20, California Davis - Department of Economics.
• Michael Magill & Martine Quinzii, 1997. "Which improves welfare more: A nominal or an indexed bond?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 1-37.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 9521, Southern California - Department of Economics.
  • Martine Quinzii & Michael Magill, 2004. "Which Improves Welfare More: Nominal Or Indexed Bond?," Working Papers 230, University of California, Davis, Department of Economics.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Department of Economics 95-20, California Davis - Department of Economics.
  • Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 95-20, California Davis - Institute of Governmental Affairs.
  • MAGILL, Michael & QUINZII, Martine, 1995. "Which Improves Welfare More : Nominal or Indexed Bond ?," LIDAM Discussion Papers CORE 1995072, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Browne, S., 1995. "Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin," Papers 95-08, Columbia - Graduate School of Business.
• Browne, S., 1995. "The Return on Investment from Proportional Portfolio Strategies," Papers 95-09, Columbia - Graduate School of Business.
• Hamao, Yasushi & Mei, Jianping, 2001. "Living with the "enemy": an analysis of foreign investment in the Japanese equity market," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 715-735, October.
  • Hamao, Y. & Mei, J., 1995. "Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market," Papers 95-15, Columbia - Graduate School of Business.
• Vassalou, M., 1995. "Tests of Alternative International Asset Pricing Models," Papers 95-27, Columbia - Graduate School of Business.
• Hamao, Y. & Jegadeesh, N., 1995. "Japanese Government Bond Auctions: The U.S. Experience," Papers 95-28, Columbia - Graduate School of Business.
• Gilchrist, Simon & Himmelberg, Charles P., 1995. "Evidence on the role of cash flow for investment," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 541-572, December.
  • Simon Gilchrist & Charles P. Himmelberg, 1993. "Evidence on the role of cash flow for investment," Finance and Economics Discussion Series 93-7, Board of Governors of the Federal Reserve System (U.S.).
  • Gilchrist, S. & Himmelberg, C.P., 1995. "Evidence on the Role of Cash Flow for Investment," Papers 95-29, Columbia - Graduate School of Business.
  • Simon Gilchrist & Charles P. Himmelberg, 1995. "Evidence on the Role of Cash Flow for Investment," Working Papers 95-01, New York University, Leonard N. Stern School of Business, Department of Economics.
• Heal, G., 1995. "Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World," Papers 95-30, Columbia - Graduate School of Business.
• Edwards, F.R., 1995. "Mutual Funds and Financial Stability," Papers 95-31, Columbia - Graduate School of Business.
• Edwards, F.R. & Park, J.M., 1995. "Do Managed Futures Make Good Investments?," Papers 95-32, Columbia - Graduate School of Business.
• Eric Ghysels & Andrew Harvey & Eric Renault, 1995. "Stochastic Volatility," CIRANO Working Papers 95s-49, CIRANO.
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
  • Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
  • Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Arrondel, L., 1995. "Patrimoine et actifs financiers en 1992," Papers 29, Laval - Laboratoire Econometrie.
• Ickes, B.W., 1995. "The Organization of Markets and Its Role in Macroeconomic Stabilization During Transition," Papers 11-95-8, Pennsylvania State - Department of Economics.
• Prigent, J.L., 1995. "Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula," Papers 9525, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
• Prigent, J.L., 1995. "Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing," Papers 9526, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
• Basu, S., 1995. "Conservatism and the Asymmetric Timeliness of Earning," Papers 73, Rochester, Business - Ph.D.,.
• Hassler, J., 1995. "Regime Shifts and Volatility Spillovers on International Stock Markets," Papers 603, Stockholm - International Economic Studies.
  • Hassler., John, 1997. "Regime Shifts and Volatility Spillovers on International Stock Markets," Seminar Papers 603, Stockholm University, Institute for International Economic Studies.
• Daly, K., 1995. "Autralian Financial Volatility a Preliminary Investigation," Papers e9506, Western Sydney - School of Business And Technology.
• Robert J. Shiller & Stefano Athanasoulis, 1995. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," NBER Working Papers 5095, National Bureau of Economic Research, Inc.
  • Athanasoulis, S. & Shiller, R.J., 1995. "World Income Components: Measuring and Exploting International Risk Sharing Opportunities," Papers 725, Yale - Economic Growth Center.
  • Robert J. Shiller & Stefano G. Athanasoulis, 1997. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," Cowles Foundation Discussion Papers 1097, Cowles Foundation for Research in Economics, Yale University.
  • Robert Shiller, 2004. "World Income Components: Measuring And Exploiting International Risk Sharing Opportunities," Yale School of Management Working Papers ysm151, Yale School of Management.
• Niemeyer, Jonas & Sandås, Patrik, 1995. "An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance 44, Stockholm School of Economics.
• Caballe, Jordi & Pomansky, Alexey, 1996. "Mixed Risk Aversion," Journal of Economic Theory, Elsevier, vol. 71(2), pages 485-513, November.
  • Caballé, Jordi & Pomansky, Alexey, 1995. "Mixed Risk Aversion," Working Paper Series 444, Research Institute of Industrial Economics.
• Modén, Karl-Markus & Oxelheim, Lars, 1995. "Why Issue Equity Abroad? The Experience of Small Country Companies," Working Paper Series 447, Research Institute of Industrial Economics.

1994

• Sven Rady, 1994. "State Prices Implicit in Valuation Formulae for Derivative Securities: A Martingale Approach," FMG Discussion Papers dp181, Financial Markets Group.
  • Rady, Sven, 1994. "State prices implicit in valuation formulae for derivative securities: a martingale approach," LSE Research Online Documents on Economics 119180, London School of Economics and Political Science, LSE Library.
• Begoña Basarrate & Gonzalo Rubio, 1994. "El efecto maquillaje de la instituciones de inversión colectiva la legislación fiscal y la estacionalidad del mercado de valores," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 29(02), pages 36-51.
• Alberto Alberdi & Leyre Barrena & Arantza Olalde, 1994. "Aproximación a las cuentas financieras de la economía vasca 1985-1991," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 29(02), pages 178-229.
• Lars Norden, 1994. "Daily distribution of Swedish OMX-index returns over intraday-to-intraday time intervals," Finnish Economic Papers, Finnish Economic Association, vol. 7(1), pages 3-16, Spring.
• Rady, Sven, 1994. "State prices implicit in valuation formulae for derivative securities: a martingale approach," LSE Research Online Documents on Economics 119180, London School of Economics and Political Science, LSE Library.
  • Sven Rady, 1994. "State Prices Implicit in Valuation Formulae for Derivative Securities: A Martingale Approach," FMG Discussion Papers dp181, Financial Markets Group.
• Schwert, G. William, 1996. "Markup pricing in mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 41(2), pages 153-192, June.
  • G. William Schwert, 1994. "Mark-Up Pricing in Mergers and Acquisitions," NBER Working Papers 4863, National Bureau of Economic Research, Inc.
  • Schwert, G.W., 1994. "Mark-up Pricing in Mergers and Acquisitions," Papers 95-01, Rochester, Business - Financial Research and Policy Studies.
• Lindgren, Ragnar, 1994. "Transaction Taxes and Stock Market Volatility," SSE/EFI Working Paper Series in Economics and Finance 25, Stockholm School of Economics.
• Dow, James & Gorton, Gary, 1997. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 1024-1050, October.
  • James Dow & Gary Gorton, "undated". "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Rodney L. White Center for Financial Research Working Papers 19-94, Wharton School Rodney L. White Center for Financial Research.
  • James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," NBER Working Papers 4858, National Bureau of Economic Research, Inc.
  • James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Center for Financial Institutions Working Papers 95-10, Wharton School Center for Financial Institutions, University of Pennsylvania.
• G. Nardozzi, 1994. "Money and credit: twenty years of debate in Italy (1970-1990)," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 47(188), pages 3-51.
• H. Van Gemert & N. Gruijters, 1994. "Patterns of financial change in the OECD area," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 47(190), pages 271-294.
• G. Nardozzi, 1994. "Money and credit: twenty years of debate in Italy (1970-1990)," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 47(188), pages 3-51.
• H. Van Gemert & N. Gruijters, 1994. "Patterns of financial change in the OECD area," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 47(190), pages 271-294.
• Jean-Philippe Bouchaud & Didier Sornette, 1994. "The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes," Science & Finance (CFM) working paper archive 500040, Science & Finance, Capital Fund Management.
• Michael Bowe, 1994. "The Costs of Arbitrage and Futures Market Trading Activity," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 1(2), pages 247-270.
• Bulow, Jeremy & Klemperer, Paul, 1994. "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, vol. 102(1), pages 1-23, February.
  • Jeremy Bulow & Paul Klemperer, 1991. "Rational Frenzies and Crashes," NBER Technical Working Papers 0112, National Bureau of Economic Research, Inc.
  • Bulow, Jeremy I. & Klemperer, Paul, 1991. "Rational Frenzies and Crashes," CEPR Discussion Papers 593, C.E.P.R. Discussion Papers.
• Dow, James & Gorton, Gary, 1997. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 1024-1050, October.
  • James Dow & Gary Gorton, "undated". "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Rodney L. White Center for Financial Research Working Papers 19-94, Wharton School Rodney L. White Center for Financial Research.
  • James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Center for Financial Institutions Working Papers 95-10, Wharton School Center for Financial Institutions, University of Pennsylvania.
  • James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," NBER Working Papers 4858, National Bureau of Economic Research, Inc.
• Kang, Sh & Obrien, J & Sivaramakrishnan, K, 1994. "Analysts Interim Earnings Forecasts - Evidence On The Forecasting Process," Journal of Accounting Research, Wiley Blackwell, vol. 32(1), pages 103-112.
• Bandyopadhyay, Sp & Hanna, Jd & Richardson, G, 1994. "Capital-Market Effects Of United-States Canada Gaap Differences," Journal of Accounting Research, Wiley Blackwell, vol. 32(2), pages 262-277.
• Barth, Me & Mcnichols, Mf, 1994. "Estimation And Market Valuation Of Environmental Liabilities Relating To Superfund Sites," Journal of Accounting Research, Wiley Blackwell, vol. 32, pages 177-209.
• Holthausen, Rw, 1994. "Discussion Of Estimation And Market Valuation Of Environmental Liabilities Relating To Superfund Sites," Journal of Accounting Research, Wiley Blackwell, vol. 32, pages 211-219.
• Martin Schweizer, 1994. "On the Minimal Martingale Measure and the Foellmer- Schweizer Decomposition," Discussion Paper Serie B 284, University of Bonn, Germany.
• Platen, Eckhard & Martin Schweizer, 1994. "On Smile and Skewness," Discussion Paper Serie B 302, University of Bonn, Germany.
• Benoît Mojon, 1994. "Réglementation et prise de risque des intermédiaires financiers," Working Papers 1994-06, CEPII research center.
• Fedesarrollo, 1994. "Propuestas económicas del próximo gobierno," Coyuntura Económica, Fedesarrollo, June.

1993

• Föllmer, Hans, 1993. "Stock Price Fluctuation as a Diffusion in a Random Environment," Discussion Paper Serie B 264, University of Bonn, Germany.
• Eduardo Lora & Felipe Barrera, 1993. "La intermediación financiera doméstica en el mediano plazo," Coyuntura Económica, Fedesarrollo, vol. 23(4), pages 105-122, December.
• Fedesarrollo, 1993. "Análisis Coyuntural. I. Efectos macroeconómicos de la entrada capitales. II. La organización del sistema financiero. III. Una nota sobre la situación financiera del distrito capital. IV. Apertura econ," Coyuntura Económica, Fedesarrollo, vol. 23(1), pages 49-70, April.
• Joseph Zeira, 2000. "Informational overshooting, booms and crashes," Proceedings, Federal Reserve Bank of San Francisco, issue Apr.
  • Zeira, Joseph, 1999. "Informational overshooting, booms, and crashes," Journal of Monetary Economics, Elsevier, vol. 43(1), pages 237-257, February.
  • Zeira, Joseph, 1993. "Informational Overshooting, Booms and Crashes," CEPR Discussion Papers 823, C.E.P.R. Discussion Papers.
• Rahnema, Ahmad & Fernández, Pablo, 1993. "Initial public offerings (IPOs): The Spanish experience," IESE Research Papers D/243, IESE Business School.
• Gilchrist, Simon & Himmelberg, Charles P., 1995. "Evidence on the role of cash flow for investment," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 541-572, December.
  • Simon Gilchrist & Charles P. Himmelberg, 1993. "Evidence on the role of cash flow for investment," Finance and Economics Discussion Series 93-7, Board of Governors of the Federal Reserve System (U.S.).
  • Gilchrist, S. & Himmelberg, C.P., 1995. "Evidence on the Role of Cash Flow for Investment," Papers 95-29, Columbia - Graduate School of Business.
  • Simon Gilchrist & Charles P. Himmelberg, 1995. "Evidence on the Role of Cash Flow for Investment," Working Papers 95-01, New York University, Leonard N. Stern School of Business, Department of Economics.
• Cooley, Thomas F. & Smith, Bruce D., 1998. "Financial markets, specialization, and learning by doing," Research in Economics, Elsevier, vol. 52(4), pages 333-361, December.
  • Cooley, T.F. & Smith, B.D., 1991. "Financial Markets, Specialization, and Learning by Doing," RCER Working Papers 276, University of Rochester - Center for Economic Research (RCER).
  • Cooley, T-F & Smith, B-D, 1993. "Financial Markets, Specialization, and Learning by Doing," Papers 93-01, Rochester, Business - Quantitative Methods Working Paper Series.
• Antonov, Mikhail & Trofimov, Georgi, 1993. "Insider Trading Anomalies in a Kyle-Type Model of Sequential Auctions," Working Paper Series 386, Research Institute of Industrial Economics.
• Cabrales, Antonio & Hoshi, Takeo, 1996. "Heterogeneous beliefs, wealth accumulation, and asset price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1073-1100.
  • Antonio Cabrales & Takeo Hoshi, 1993. "Heterogeneous beliefs, wealth accumulation and asset price dynamics," Economics Working Papers 55, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1993.

1992

• Alford, Aw, 1992. "The Effect Of The Set Of Comparable Firms On The Accuracy Of The Price Earnings Valuation Method," Journal of Accounting Research, Wiley Blackwell, vol. 30(1), pages 94-108.
• Freeman, Rn & Tse, Sy, 1992. "A Nonlinear Model Of Security Price Responses To Unexpected Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 185-209.
• Ohlson, Ja & Shroff, Pk, 1992. "Changes Versus Levels In Earnings As Explanatory Variables For Returns - Some Theoretical Considerations," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 210-226.
• Teets, W, 1992. "The Association Between Stock-Market Responses To Earnings Announcements And Regulation Of Electric Utilities," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 274-285.
• Ali, A & Zarowin, P, 1992. "The Role Of Earnings Levels In Annual Earnings Returns Studies," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 286-296.
• Cready, Wm & Mynatt, Pg, 1992. "A Comment On The Empirical Distribution Of Squared Unexpected Returns," Journal of Accounting Research, Wiley Blackwell, vol. 30(2), pages 297-302.
• Henrotte,Philippe, 1992. "Existence and optimality of equilibria in markets with tradeable derivative securities," Discussion Paper Serie A 380, University of Bonn, Germany.

1991

• Merton H. Miller, 2005. "Leverage," Journal of Applied Corporate Finance, Morgan Stanley, vol. 17(1), pages 106-111, January.
  • Merton H. Miller, 1991. "Leverage," Journal of Applied Corporate Finance, Morgan Stanley, vol. 4(2), pages 6-13, June.
  • Miller, Merton H, 1991. "Leverage," Journal of Finance, American Finance Association, vol. 46(2), pages 479-488, June.
  • Miller, Merton H., 1990. "Leverage," Nobel Prize in Economics documents 1990-2, Nobel Prize Committee.
• Merton H. Miller, 2005. "Leverage," Journal of Applied Corporate Finance, Morgan Stanley, vol. 17(1), pages 106-111, January.
  • Miller, Merton H, 1991. "Leverage," Journal of Finance, American Finance Association, vol. 46(2), pages 479-488, June.
  • Merton H. Miller, 1991. "Leverage," Journal of Applied Corporate Finance, Morgan Stanley, vol. 4(2), pages 6-13, June.
  • Miller, Merton H., 1990. "Leverage," Nobel Prize in Economics documents 1990-2, Nobel Prize Committee.
• Sharpe, William F, 1991. "Capital Asset Prices with and without Negative Holdings," Journal of Finance, American Finance Association, vol. 46(2), pages 489-509, June.
  • Sharpe, William F., 1990. "Capital Asset Prices With and Without Negative Holding," Nobel Prize in Economics documents 1990-3, Nobel Prize Committee.
• Butler, Kc & Lang, Lhp, 1991. "The Forecast Accuracy Of Individual Analysts - Evidence Of Systematic Optimism And Pessimism," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 150-156.
• Ely, Km, 1991. "Interindustry Differences In The Relation Between Compensation And Firm Performance Variables," Journal of Accounting Research, Wiley Blackwell, vol. 29(1), pages 37-58.
• Philbrick, Dr & Ricks, We, 1991. "Using Value Line And Ibes Analyst Forecasts In Accounting Research," Journal of Accounting Research, Wiley Blackwell, vol. 29(2), pages 397-417.
• Patricia Correa, 1991. "Colombia," Coyuntura Económica, Fedesarrollo, vol. 21(3), pages 141-175, October.
• Drago Kisic, 1991. "Perú," Coyuntura Económica, Fedesarrollo, vol. 21(3), pages 223-244, October.
• Bulow, Jeremy & Klemperer, Paul, 1994. "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, vol. 102(1), pages 1-23, February.
  • Jeremy Bulow & Paul Klemperer, 1991. "Rational Frenzies and Crashes," NBER Technical Working Papers 0112, National Bureau of Economic Research, Inc.
  • Bulow, Jeremy I. & Klemperer, Paul, 1991. "Rational Frenzies and Crashes," CEPR Discussion Papers 593, C.E.P.R. Discussion Papers.
• Freeman, Scott & Tabellini, Guido, 1991. "The Optimality of Nominal Wage Contracts," CEPR Discussion Papers 602, C.E.P.R. Discussion Papers.
• Bulow, Jeremy & Klemperer, Paul, 1994. "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, vol. 102(1), pages 1-23, February.
  • Bulow, Jeremy I. & Klemperer, Paul, 1991. "Rational Frenzies and Crashes," CEPR Discussion Papers 593, C.E.P.R. Discussion Papers.
  • Jeremy Bulow & Paul Klemperer, 1991. "Rational Frenzies and Crashes," NBER Technical Working Papers 0112, National Bureau of Economic Research, Inc.
• Greenwald, Bruce C. & Kohn, Meir & Stiglitz, Joseph E., 1990. "Financial market imperfections and productivity growth," Journal of Economic Behavior & Organization, Elsevier, vol. 13(3), pages 321-345, June.
  • Greenwald, Bruce C. & Stiglitz, Joseph E., 1989. "Financial Market Imperfections and Productivity Growth," Working Paper Series 206, Research Institute of Industrial Economics.
  • Bruce C. Greenwald & Joseph E. Stiglitz, 1989. "Financial Market Imperfections and Productivity Growth," NBER Working Papers 2945, National Bureau of Economic Research, Inc.
• Rebecca M. Blank & David E. Card, 1991. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(4), pages 1157-1189.
  • Rebecca Blank & David Card, 1988. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," Working Papers 623, Princeton University, Department of Economics, Industrial Relations Section..
  • Rebecca M. Blank & David Card, 1989. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," NBER Working Papers 2871, National Bureau of Economic Research, Inc.
• Dale, Charles, 1991. "Economics of Energy Futures Markets," MPRA Paper 47447, University Library of Munich, Germany.
• Markowitz, Harry M., 1991. "Autobiography," Nobel Prize in Economics documents 1990-4, Nobel Prize Committee.
• Miller, Merton H., 1991. "Autobiography," Nobel Prize in Economics documents 1990-5, Nobel Prize Committee.
• Sharpe, William F., 1991. "Autobiography," Nobel Prize in Economics documents 1990-6, Nobel Prize Committee.
• Cooley, Thomas F. & Smith, Bruce D., 1998. "Financial markets, specialization, and learning by doing," Research in Economics, Elsevier, vol. 52(4), pages 333-361, December.
  • Cooley, T.F. & Smith, B.D., 1991. "Financial Markets, Specialization, and Learning by Doing," RCER Working Papers 276, University of Rochester - Center for Economic Research (RCER).
  • Cooley, T-F & Smith, B-D, 1993. "Financial Markets, Specialization, and Learning by Doing," Papers 93-01, Rochester, Business - Quantitative Methods Working Paper Series.

1990

• Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 1-36, June.
  • Markus Glaser & Martin Weber, 1990. "Overconfidence and trading volume," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 1-36, January.
  • Glaser, Markus & Weber, Martin, 2003. "Overconfidence and trading volume," Papers 03-07, Sonderforschungsbreich 504.
  • Glaser, Markus & Weber, Martin, 2003. "Overconfidence and Trading Volume," Sonderforschungsbereich 504 Publications 03-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  • Weber, Martin & Glaser, Markus, 2003. "Overconfidence and Trading Volume," CEPR Discussion Papers 3941, C.E.P.R. Discussion Papers.
  • Glaser, Markus & Weber, Martin, 2005. "Overconfidence and Trading Volume," SIFR Research Report Series 40, Institute for Financial Research.
• Merton H. Miller, 2005. "Leverage," Journal of Applied Corporate Finance, Morgan Stanley, vol. 17(1), pages 106-111, January.
  • Miller, Merton H, 1991. "Leverage," Journal of Finance, American Finance Association, vol. 46(2), pages 479-488, June.
  • Merton H. Miller, 1991. "Leverage," Journal of Applied Corporate Finance, Morgan Stanley, vol. 4(2), pages 6-13, June.
  • Miller, Merton H., 1990. "Leverage," Nobel Prize in Economics documents 1990-2, Nobel Prize Committee.
• Sharpe, William F, 1991. "Capital Asset Prices with and without Negative Holdings," Journal of Finance, American Finance Association, vol. 46(2), pages 489-509, June.
  • Sharpe, William F., 1990. "Capital Asset Prices With and Without Negative Holding," Nobel Prize in Economics documents 1990-3, Nobel Prize Committee.
• Obrien, Pc, 1990. "Forecast Accuracy Of Individual Analysts In 9 Industries," Journal of Accounting Research, Wiley Blackwell, vol. 28(2), pages 286-325.
• Stickel, Se, 1990. "Predicting Individual Analyst Earnings Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 28(2), pages 409-417.
• Greenwald, Bruce C. & Kohn, Meir & Stiglitz, Joseph E., 1990. "Financial market imperfections and productivity growth," Journal of Economic Behavior & Organization, Elsevier, vol. 13(3), pages 321-345, June.
  • Greenwald, Bruce C. & Stiglitz, Joseph E., 1989. "Financial Market Imperfections and Productivity Growth," Working Paper Series 206, Research Institute of Industrial Economics.
  • Bruce C. Greenwald & Joseph E. Stiglitz, 1989. "Financial Market Imperfections and Productivity Growth," NBER Working Papers 2945, National Bureau of Economic Research, Inc.
• Foldes, Lucien, 1990. "Certainty equivalence in the continuous-time portfolio-cum-saving model," LSE Research Online Documents on Economics 5144, London School of Economics and Political Science, LSE Library.

1989

• Greenwald, Bruce C. & Kohn, Meir & Stiglitz, Joseph E., 1990. "Financial market imperfections and productivity growth," Journal of Economic Behavior & Organization, Elsevier, vol. 13(3), pages 321-345, June.
  • Bruce C. Greenwald & Joseph E. Stiglitz, 1989. "Financial Market Imperfections and Productivity Growth," NBER Working Papers 2945, National Bureau of Economic Research, Inc.
  • Greenwald, Bruce C. & Stiglitz, Joseph E., 1989. "Financial Market Imperfections and Productivity Growth," Working Paper Series 206, Research Institute of Industrial Economics.
• Dosi, Giovanni, 1989. "Finance, Innovation and Corporate Change," Working Paper Series 219, Research Institute of Industrial Economics.
• Rebecca M. Blank & David E. Card, 1991. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(4), pages 1157-1189.
  • Rebecca Blank & David Card, 1988. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," Working Papers 623, Princeton University, Department of Economics, Industrial Relations Section..
  • Rebecca M. Blank & David Card, 1989. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," NBER Working Papers 2871, National Bureau of Economic Research, Inc.
• Dietrich, Jr, 1989. "Voluntary Disclosure Choice And Earnings Information-Transfer - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 106-110.
• Ou, Ja & Penman, Sh, 1989. "Accounting Measurement, Price Earnings Ratio, And The Information-Content Of Security Prices," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 111-144.
• Larcker, Df, 1989. "Accounting Measurement, Price Earnings Ratios, And The Information-Content Of Security Prices - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 145-152.
• Pownall, G & Waymire, G, 1989. "Voluntary Disclosure Choice And Earnings Information-Transfer," Journal of Accounting Research, Wiley Blackwell, vol. 27, pages 85-105.
• Rafael Vesga, 1989. "Inversión extranjera en el sector financiero : Aprobación por cansancio," Coyuntura Económica, Fedesarrollo, vol. 19(3), pages 81-88, October.

1988

• Noreen, E, 1988. "An Empirical-Comparison Of Probit And Ols Regression Hypothesis Tests," Journal of Accounting Research, Wiley Blackwell, vol. 26(1), pages 119-133.
• Rafael Vesga, 1988. "El proyecto de ley sobre mercado bursátil : la hora de los corredores de bolsa," Coyuntura Económica, Fedesarrollo, vol. 18(4), pages 119-127, December.
• Rafael Cosgaya & Ildefonso Grande, 1988. "La bolsa de Bilbao: evolución y perspectivas de futuro," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 13(04), pages 286-301.
• Pancrazi, Roberto, 2014. "How beneficial was the Great Moderation after all?," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 73-90.
  • Pancrazi, Roberto, 2013. "How Benefcial Was the Great Moderation After All?," Economic Research Papers 270533, University of Warwick - Department of Economics.
  • Pancrazi, Roberto, 2013. "How Beneficial was the Great Moderation After All?," The Warwick Economics Research Paper Series (TWERPS) 1016, University of Warwick, Department of Economics.
• Rebecca M. Blank & David E. Card, 1991. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(4), pages 1157-1189.
  • Rebecca Blank & David Card, 1988. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," Working Papers 623, Princeton University, Department of Economics, Industrial Relations Section..
  • Rebecca M. Blank & David Card, 1989. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," NBER Working Papers 2871, National Bureau of Economic Research, Inc.
• Rebecca Blank & David Card & Whitney Newey, 1988. "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," Working Papers 623, Princeton University, Department of Economics, Industrial Relations Section..

1987

• Hawawini, Gabriel & Banz, Rolf, 1987. "Equity pricing and stock market anomalies," MPRA Paper 44891, University Library of Munich, Germany.
• Oxelheim, Lars & Wihlborg, Clas G., 1987. "Hedging and Managing Exchange Rate and Related Macroeconomic Exposure," Working Paper Series 177, Research Institute of Industrial Economics.
• Wihlborg, Clas, 1987. "Speculation, Bubbles, and Sunspots under Structural Uncertainty," Working Paper Series 180, Research Institute of Industrial Economics.
• Oxelheim, Lars & Wihlborg, Claes, 1987. "Pricing Strategies and the Firm’s Exposure to Exchange Rate and Macroeconomic Shocks," Working Paper Series 184, Research Institute of Industrial Economics.
• Bernard, Vl, 1987. "Cross-Sectional Dependence And Problems In Inference In Market-Based Accounting Research," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 1-48.
• Lau, Ahl, 1987. "A 5-State Financial Distress Prediction Model," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 127-138.
• Wild, Jj, 1987. "The Prediction Performance Of A Structural Model Of Accounting Numbers," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 139-160.
• Jennings, R, 1987. "Unsystematic Security Price Movements, Management Earnings Forecasts, And Revisions In Consensus Analyst Earnings Forecasts," Journal of Accounting Research, Wiley Blackwell, vol. 25(1), pages 90-110.
• Amershi, Ah & Sunder, S, 1987. "Failure Of Stock-Prices To Discipline Managers In A Rational-Expectations Economy," Journal of Accounting Research, Wiley Blackwell, vol. 25(2), pages 177-195.
• Tehranian, H & Travlos, Ng & Waegelein, Jf, 1987. "Management Compensation Contracts And Merger-Induced Abnormal Returns," Journal of Accounting Research, Wiley Blackwell, vol. 25, pages 51-84.
• Luis E. Rivero M., 1987. "Finances and economic growth," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 12(1), pages 139-178, January-D.

1986

• Shriver, Ka, 1986. "Further Evidence On The Marginal Gains In Accuracy Of Alternative Levels Of Specificity Of The Producer Price Indexes," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 151-165.
• Burgstahler, D & Noreen, Ew, 1986. "Detecting Contemporaneous Security Market Reactions To A Sequence Of Related Events," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 170-186.
• Jain, Pc, 1986. "Relation Between Market Model Prediction Errors And Omitted Variables - A Methodological Note," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 187-193.
• Jain, Pc, 1986. "Analyses Of The Distribution Of Security Market Model Prediction Errors For Daily Returns Data," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 76-96.
• Sefcik, Se & Thompson, R, 1986. "An Approach To Statistical-Inference In Cross-Sectional Models With Security Abnormal Returns As Dependent Variable," Journal of Accounting Research, Wiley Blackwell, vol. 24(2), pages 316-334.
• Defeo, Vj, 1986. "An Empirical-Investigation Of The Speed Of The Market Reaction To Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 24(2), pages 349-363.
• Rayburn, J, 1986. "The Association Of Operating Cash Flow And Accruals With Security Returns," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 112-133.
• Jennings, R, 1986. "The Association Of Operating Cash Flow And Accruals With Security Returns - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 24, pages 134-137.
• Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a central bank perspective," Occasional Papers 0705, Banco de España;Occasional Papers Homepage.
  • Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a Central Bank perspective," Occasional Paper Series 62, European Central Bank.
• Tamura, Kentaro & Tabakis, Evangelos, 2013. "The use of credit claims as collateral for Eurosystem credit operations," Occasional Paper Series 148, European Central Bank.

1985

• Eliasson, Gunnar, 1985. "Theory Construction and Economic Measurement at Different Levels of Aggregation: Parallel Theories and Data on Families and Firms," Working Paper Series 152, Research Institute of Industrial Economics, revised Sep 1988.

1984

• Bernard, Vl, 1984. "The Use Of Market Data And Accounting Data In Hedging Against Consumer Price Inflation," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 445-466.
• Hakansson, Nh & Kunkel, Jg & Ohlson, Ja, 1984. "A Comment Of Verrecchia No Trading Theorem," Journal of Accounting Research, Wiley Blackwell, vol. 22(2), pages 765-767.
• Dyckman, T & Philbrick, D & Stephan, J, 1984. "A Comparison Of Event Study Methodologies Using Daily Stock Returns - A Simulation Approach," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 1-30.
• Olsen, C, 1984. "Discussion Of The Experimental-Design Of Classification Models - An Application Of Recursive Partitioning And Bootstrapping To Commercial Bank Loan Classifications," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 115-118.
• Ricks, We, 1984. "Discussion Of A Comparison Of Event Study Methodologies Using Daily Stock Returns - A Simulation Approach," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 31-33.
• Zmijewski, Me, 1984. "Methodological Issues Related To The Estimation Of Financial Distress Prediction Models," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 59-82.
• Dietrich, Jr, 1984. "Discussion Of Methodological Issues Related To The Estimation Of Financial Distress Prediction Models," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 83-86.
• Marais, Ml & Patell, Jm & Wolfson, Ma, 1984. "The Experimental-Design Of Classification Models - An Application Of Recursive Partitioning And Bootstrapping To Commercial Bank Loan Classifications," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 87-114.

1983

• Mauricio Avella & Carlos Caballero Argáez, 1983. "La economía política de la reforma financiera," Coyuntura Económica, Fedesarrollo, vol. 13(4), pages 141-182, December.
• Rybczynski, Tad, 1983. "The Industrial Finance Systems; Europe, U.S. and Japan," Working Paper Series 113, Research Institute of Industrial Economics.
• Hawawini, Gabriel, 1983. "Why beta shifts as the return interval changes," MPRA Paper 44893, University Library of Munich, Germany.

1982

• Ball, R & Foster, G, 1982. "Corporate Financial-Reporting - A Methodological Review Of Empirical-Research," Journal of Accounting Research, Wiley Blackwell, vol. 20, pages 161-234.
• Gonedes, Nj, 1982. "Corporate Financial-Reporting - A Methodological Review Of Empirical-Research - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 20, pages 235-238.
• Jensen, Mc, 1982. "Corporate Financial-Reporting - A Methodological Review Of Empirical-Research - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 20, pages 239-244.
• Ball, R & Foster, G, 1982. "Corporate Financial-Reporting - A Methodological Review Of Empirical-Research - Reply," Journal of Accounting Research, Wiley Blackwell, vol. 20, pages 245-248.
• Mauricio Avella, 1982. "Confrontaciones en torno al sector financiero : anotaciones sobre un problema político," Coyuntura Económica, Fedesarrollo, vol. 12(4), pages 216-230, December.
• Mauricio Avella, 1982. "Los acontecimientos recientes del sector financiero en perspectiva," Coyuntura Económica, Fedesarrollo, vol. 12(3), pages 189-199, October.
• Nunnenkamp, Peter, 2003. "Reforming the international financial architecture: What globalization critics demand and what policymakers have (not) achieved," Journal of Financial Transformation, Capco Institute, vol. 9, pages 39-46.
  • Nunnenkamp, Peter, 2003. "Reforming the international financial architecture: what globalization critics demand and what policymakers have (not) achieved," Open Access Publications from Kiel Institute for the World Economy 3206, Kiel Institute for the World Economy (IfW Kiel).

1981

• Ignacio Rangel, 1981. "The financial issue," Brazilian Journal of Political Economy, Center of Political Economy, vol. 1(1), pages 27-35.
• João Damásio, 1981. "Introductory Notes on Monopoly Capitalism: A Commentary," Brazilian Journal of Political Economy, Center of Political Economy, vol. 1(3), pages 383-389.
• Smith, Aj, 1981. "The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects," Journal of Accounting Research, Wiley Blackwell, vol. 19, pages 174-211.
• Alexander, Mo, 1981. "The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 19, pages 212-217.
• Larcker, Df, 1981. "The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 19, pages 218-226.

1980

• Gabriel A. Hawawini, 1980. "The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(2), pages 153-167, June.
  • Hawawini, Gabriel, 1980. "The intertemporal cross-price behavior of common stocks: Evidence and impications," MPRA Paper 44896, University Library of Munich, Germany.
• Gabriel A. Hawawini, 1980. "The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(2), pages 153-167, June.
  • Hawawini, Gabriel, 1980. "The intertemporal cross-price behavior of common stocks: Evidence and impications," MPRA Paper 44896, University Library of Munich, Germany.

1971

• Chottine.S & Young, A, 1971. "Test Of Aicpa Differentiation Between Stock Dividends And Stock Splits," Journal of Accounting Research, Wiley Blackwell, vol. 9(2), pages 367-374.
• Baskin, Ef, 1971. "Comment On Some Recent Trends In Accounting Changes," Journal of Accounting Research, Wiley Blackwell, vol. 9(2), pages 375-377.

1969

• Barton, Rf, 1969. "Experimental Study Of Impact Of Competitive Pressures On Overhead Allocation Bids," Journal of Accounting Research, Wiley Blackwell, vol. 7(1), pages 116-122.
• Hakansson, Nh, 1969. "Relevance Of Price-Level Accounting," Journal of Accounting Research, Wiley Blackwell, vol. 7(1), pages 22-31.

1968

• Ball, R & Brown, P, 1968. "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, Wiley Blackwell, vol. 6(2), pages 159-178.
• Greenball, Mn, 1968. "Evaluation Of Usefulness To Investors Of Different Accounting Estimators Of Earnings - Simulation Approach," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 27-49.
• Rappaport, A, 1968. "Evaluation Of Usefulness To Investors Of Different Accounting Estimators Of Earnings - Simulation Approach - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 50-53.
• Stedry, Ac, 1968. "Evaluation Of Usefulness To Investors Of Different Accounting Estimators Of Earnings - Simulation Approach - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 54-58.
• Beaver, Wh, 1968. "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 67-92.
• Bates, Rj, 1968. "Information Content Of Annual Earnings Announcements - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 93-95.
• Davidson, Hj, 1968. "Information Content Of Annual Earnings Announcements - Discussion," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 96-100.

1964

• Alfred, Am, 1964. "Investment In The Development Districts Of The United-Kingdom - Tax And Discounted Cash Flow," Journal of Accounting Research, Wiley Blackwell, vol. 2(2), pages 172-182.

1963

• Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
  • Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394-394.

20

• Ciro Rapacciuolo, 20. "New Finance for Italian Firms.Issues of Mini-Bonds and SME Entering the Stock Exchange are the Most Promising Novelties," Rivista di Politica Economica, SIPI Spa, issue 2, pages 231-257, April-Jun.

0

• Baur, Dirk G. & McDermott, Thomas K., 2010. "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1886-1898, August.
  • Dirk G. Baur & Thomas K. McDermott, "undated". "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp310, IIIS.
• Gerard Caprio, 2011. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 14, Edward Elgar Publishing.
  • Gerard Caprio, Jr, "undated". "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series iiisdp311, IIIS.
  • Caprio, Gerard, Jr., 2010. "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series 5198, The World Bank.
  • Gerard Caprio, 2009. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Department of Economics Working Papers 2009-06, Department of Economics, Williams College.
• Mario Maggi & Maria-Laura Torrente & Pierpaolo Uberti, 0. "Proper measures of connectedness," Annals of Finance, Springer, vol. 0, pages 1-25.
• Martin Brown & Tomasz Zastawniak, 0. "Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs," Annals of Finance, Springer, vol. 0, pages 1-11.
• Riccardo De Blasis, 0. "The price leadership share: a new measure of price discovery in financial markets," Annals of Finance, Springer, vol. 0, pages 1-25.
• Naheed Rabbani, 0. "Determinants of Capital Structure: Insights from Japanese Private Firms," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 0, pages 1-17.
• David E. Haithcock & E. Frank Stephenson, 0. "Did Zion Williamson Give Nike’s Stock a Flat Tire?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 0, pages 1-2.
• Richard J. Cebula, 0. "Financial Economics Meets Tax Policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 0, pages 1-4.
• Kuang-Liang Chang, 0. "A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns," Computational Economics, Springer;Society for Computational Economics, vol. 0, pages 1-35.
• Muneer Shaik & S. Maheswaran, 0. "A new unbiased additive robust volatility estimation using extreme values of asset prices," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 0, pages 1-35.
• Tim A. Herberger & Matthias Horn & Andreas Oehler, 0. "Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 0, pages 1-19.
• Russell P. Robins & Geoffrey Peter Smith, 0. "Selection bias and pseudo discoveries on the constancy of stock return anomalies," Review of Quantitative Finance and Accounting, Springer, vol. 0, pages 1-20.
• Shuxin Guo, 0. "Do futures lead the index under stress? Evidence from the 2015 Chinese market turmoil and its aftermath," Review of Quantitative Finance and Accounting, Springer, vol. 0, pages 1-20.
• Dimitrios Koutmos & James E. Payne, 0. "Intertemporal asset pricing with bitcoin," Review of Quantitative Finance and Accounting, Springer, vol. 0, pages 1-27.
• Søren Bo Nielsen, 2001. "A Simple Model of Commodity Taxation and Cross‐border Shopping," Scandinavian Journal of Economics, Wiley Blackwell, vol. 103(4), pages 599-623, December.
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