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)

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Most recent items first, undated at the end.

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2017 Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar

2017 The effect of financial development on economic growth: a meta-analysis
by Michiel Bijlsma & Clemens Kool & Marielle Non

2017 The Asset Management Industry, Systemic Risk, and Macroprudential Policy
by Lopez, Claude

2017 Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain
by Nikolaos Mitinanoudis & Theologos Dergiades

2017 The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
by Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana

2017 The development of English company law before 1900
by Turner, John D.

2017 How effective are trading pauses?
by Hautsch, Nikolaus & Horvath, Akos

2017 An Axiomatization of the Proportional Rule in Financial Networks
by Csoka, Péter & Herings, P. Jean-Jacques

2017 The Relative Valuation of Gold
by Dirk G. Baur & Joscha Beckmann & Robert Czudaj

2017 Interdependencies across Sovereign Bond Credit Default Swap Markets
by Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis

2017 A semi-parametric point process model of the interactions between equity markets
by Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V

2017 Global commodity prices and global stock volatility shocks: effects across countries
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin

2017 The impact of global uncertainty on the global economy, and large developed and developing economies
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin

2017 Estimating Liquidity Created by Banks in Pakistan
by Sabahat

2017 Financialization: Dimensions and determinants. A cross-country study
by Karwowski, Ewa & Shabani, Mimoza & Stockhammer, Engelbert

2017 Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?
by Cebirogly, Gökhan & Hautsch, Nikolaus & Horst, Ulrich

2017 Countercyclical risk aversion and self-reinforcing feedback loops in experimental asset markets
by Anthony Newell & Lionel Page

2017 U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
by Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar

2017 News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets
by Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar

2017 The Relationship Between Hong Leong Bank’s Performance with Leverage and Inflation
by Rosli, Aini Rafiqah

2017 Инвестирование Денежных Средств В Условиях Экономического Кризиса В 2017 Году
by Egorova, Yana

2017 Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
by Baumöhl, Eduard & Lyócsa, Štefan

2017 What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach
by Huang, Daisy J. & Leung, Charles Ka Yui & Tse, Chung-Yi

2017 Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach
by Phiri, Andrew

2017 Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance
by Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang

2017 The Determinants of Capital Structure: Evidence from Non-financial Listed German Companies
by Maria Angelina Valadares Silva & António Melo Cerqueira & Elísio Brandão

2017 Determinants of Payout Policy and Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange
by Aleksandra Pieloch-Babiarz

2017 Analiza Sektorowego Zroznicowania Struktury Kapitalu Przedsiebiorstwa na Przykladzie Gieldy Papierow Wartosciowych w Warszawie S.A
by Agnieszka Hajduk

2017 China's Gradualistic Economic Approach and Financial Markets
by Markus K. Brunnermeier & Michael Sockin & Wei Xiong

2017 Assignment of Stock Market Coverage
by Briana Chang & Harrison Hong

2017 The Dynamics of Government Bond Yields in the Eurozone
by Tanweer Akram & Anupam Das

2017 The Long-run Determinants of Indian Government Bond Yields
by Tanweer Akram & Anupam Das

2017 Using Expected Shortfall for Credit Risk Regulation
by Osmundsen, Kjartan Kloster

2017 Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2016
by Odegaard, Bernt Arne

2017 Empirics of the Oslo Stock Exchange. Asset Pricing results 1980-2016
by Odegaard, Bernt Arne

2017 The Liquidity of the Oslo Stock Exchange -- A Source Book 1980-2016
by Odegaard, Bernt Arne

2017 An Axiomatization of the Proportional Rule in Financial Networks
by Peter Csoka & P. Jean-Jacques Herings

2017 Non-linearities in the Relationship between Finance and Growth
by Ugo Panizza

2017 A Likelihood-Based Comparison of Macro Asset Pricing Models
by Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler

2017 Information in Financial Markets : Who Gets It First?
by Nathan Swem

2017 Credit Scores, Social Capital, and Stock Market Participation
by Jesse Bricker & Geng Li

2017 Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries
by Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L.

2017 The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies
by Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L.

2017 A theory of repurchase agreements, collateral re-use, and repo intermediation
by GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril

2017 Financial Integration and Valuation Effects: Globalisation or Americanization?
by Bogdan Bogdanov & Giulia Filippeschi

2017 External financial dependence and firms' crisis performance across Europe
by Peter S. Eppinger & Katja Neugebauer

2017 Global commodity prices and global stock volatility shocks: Effects across countries
by Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani

2017 The impact of global uncertainty on the global economy, and large developed and developing economies
by Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani

2017 Oil and stock markets before and after financial crises : a local Gaussian correlation approach
by Georgios Bampinas & Theodore Panagiotidis

2017 Mutual Funds and Short-Sellers: Why Does Short-Sale Volume Predict Stock Returns?
by Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C.

2017 High Frequency Trading and Fragility
by Cespa, Giovanni & Vives, Xavier

2017 Introducing global term structure in a risk parity framework
by Lauren Stagnol

2017 Beresford's Revenge: British equity holdings in Latin America, 1869-1929
by Grossman, Richard

2017 Suitable or non-suitable? An investigation of Eurozone SME access to market-based finance
by Bongini, Paola & Ferrando, Annalisa & Rossi, Emanuele & Rossolini, Monica

2017 Terrorist Attacks and Financial Markets
by Bas Bonekamp & Tom van Veen

2017 The shifting drivers of global liquidity
by Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi

2017 Portfolio Investment Response to U.S. Monetary Policy Announcements: An Event
by Hernández Vega Marco A.

2017 Repo Market Functioning when the Interest Rate Is Low or Negative
by Jean-Sébastien Fontaine & James Hately & Adrian Walton

2017 London Calling: Nonlinear Mean Reversion across National Stock Markets
by Hyeongwoo Kim & Jintae Kim

2017 Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note
by Carlo Bellavite Pellegrini & Raul Caruso

2017 Asset prices and wealth inequality in a simple model with idiosyncratic shocks
by Sergio Salas

2017 Bitcoins, Blockchain und Distributed Ledgers
by Volker Brühl

2017 Determinants of Corporate Voting – Evidence from a Large Survey of German Retail Investors
by André Schmidt

2017 The changing relevance of accounting information to debt holders over time
by Dan Givoly & Carla Hayn & Sharon Katz

2017 Market share, firm innovation, and idiosyncratic volatility
by Frederick Adjei & Mavis Adjei

2017 Marijuana Prohibition and Rent Seeking
by R. Warren Anderson

2017 Market completion with derivative securities
by Daniel C. Schwarz

2017 Cash-on-hand and demand for credit
by Can Cui

2017 Financial Instability and Inequality Dynamics in the WAEMU
by Thierno Thioune

2017 Modelling Nonlinear Dynamics of Oil Futures Market
by Ayben Koy

2017 Control strategy to trade cryptocurrencies
by Josef Koke?

2017 Time-series and cross-sectional momentum strategies under alternative implementation strategies
by Ron Bird & Xiaojun Gao & Danny Yeung

2017 Technical Analysis Accuracy At Macedonian Stock Exchange
by Ivanovski, Zoran & Ivanovska, Nadica & Narasanov, Zoran

2017 Empirical Distribution Of Stock Returns Of Southeast European Emerging Markets
by Naumoski, Aleksandar & Gaber, Stevan & Gaber-Naumoska, Vasilka

2017 The Asset Management Industry, Systemic Risk, and Macroprudential Policy
by Lopez, Claude

2017 The Impact of Financial Development on Investment in Botswana: an ARDL-Bounds Testing Approach
by MUYAMBIRI, Brian & ODHIAMBO, Nicholas M.

2017 Univariate and Bivariate Volatility in Central European Stock Markets
by Boţoc Claudiu

2017 Minimum Variance Portfolios in the German Stock Market
by Jan Bastin

2017 Banking Concentration In The Baltic And Western Balkan States — Selected Issues
by Katarzyna Kubiszewska

2017 Agricultural Finance in Kosovo
by Ekrem Gjokaj & Kapllan Halimi & Muje Gjonbalaj & Stephen Leeds

2017 Is there an optimally diversified conglomerate? Gleaning answers from capital markets
by Ali Nejadmalayeri & Subramanian Rama Iyer & Manohar Singh

2017 Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?
by S. McKay Price & Michael J. Seiler & Jiancheng Shen

2017 Improving Diversification Opportunities for Socially Responsible Investors
by María del Mar Miralles-Quirós & José Luis Miralles-Quirós

2017 International stock return predictability: Is the role of U.S. time-varying?
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

2017 An international integration history of the Zagreb Stock Exchange
by Luka Sikic & Mislav Sagovac

2017 Testing the Relationship between Free Cash Flow and Company Performance in Borsa Istanbul
by Eyup Kadioglu & Saim Kilic & Ender Aykut Yilmaz

2017 Corporate Social Responsibility & Market Volatility: Relationship and Trading Opportunities
by Vasiliki A. Basdekidou & Artemis A. Styliadou

2017 Financial Market in the Context of Globalization: Experience of Economic and Legal Analysis
by Aleksandr Baykov & Olha Pavuk

2017 Venture Capital Financing as a Mechanism for Impelling Innovation Activity
by Nikolai Vasilevich Lyasnikov & Evgeniya Evgenevna Frolova & Andrei Alievich Mamedov & Sergei Borisovich Zinkovskii & Natalya Andreevna Voikova

2017 Reconfiguration of Financial System Elements to Restore Economic Growth: The System Simplicity and Transformation towards State-Based and Corporate-Based Types
by Sergey Vladimirovitch Anureev

2017 Ensuring Financial Stability of Companies on the Basis of International Experience in Construction of Risks Maps, Internal Control and Audit
by N.G. Vovchenko & M.G. Holina & A.S. Orobinskiy & R.A. Sichev

2017 Determinants of capital structure in emerging markets: Evidence from Vietnam
by Vo, Xuan Vinh

2017 Investigating the leverage effect in commodity markets with a recursive estimation approach
by Chevallier, Julien & Ielpo, Florian

2017 Diffusion of optimistic and pessimistic investor sentiment: An empirical study of an emerging market
by Tsai, I-Chun

2017 Portfolio optimization under lower partial moments in emerging electricity markets: Evidence from Turkey
by Gökgöz, Fazıl & Atmaca, Mete Emin

2017 The evolution of market share among the U.S. options market platforms
by Asçioglu, Asli & Holowczak, Richard & Louton, David & Saraoglu, Hakan

2017 Analysts and sentiment: A causality study
by Kaplanski, Guy & Levy, Haim

2017 Local equity market participation and stock liquidity
by Zhang, Lei

2017 Long-range dependence in returns and volatility of global gold market amid financial crises
by Omane-Adjepong, Maurice & Boako, Gideon

2017 Financial development and economic growth: Some theory and more evidence
by Durusu-Ciftci, Dilek & Ispir, M. Serdar & Yetkiner, Hakan

2017 Economic evaluation of asymmetric and price range information in gold and general financial markets
by Wu, Chih-Chiang & Chiu, Junmao

2017 The effects of oil price shocks on U.S. stock order flow imbalances and stock returns
by Lambertides, Neophytos & Savva, Christos S. & Tsouknidis, Dimitris A.

2017 Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk
by Chen, Zhizhen & Liu, Frank Hong & Opong, Kwaku & Zhou, Mingming

2017 Investment banking relationships and analyst affiliation bias: The impact of the global settlement on sanctioned and non-sanctioned banks
by Corwin, Shane A. & Larocque, Stephannie A. & Stegemoller, Mike A.

2017 Uncovering expected returns: Information in analyst coverage proxies
by Lee, Charles M.C. & So, Eric C.

2017 Dark pool trading strategies, market quality and welfare
by Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M.

2017 Interim fund performance and fundraising in private equity
by Barber, Brad M. & Yasuda, Ayako

2017 The U.S. listing gap
by Doidge, Craig & Karolyi, G. Andrew & Stulz, René M.

2017 Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns
by Bhamra, Harjoat S. & Shim, Kyung Hwan

2017 Net trade and market efficiency in Grossman and Stiglitz (1980)
by Ou-Yang, Hui & Wu, Weili

2017 Why do fund managers increase risk?
by Ha, Yeonjeong & Ko, Kwangsoo

2017 Central bank collateral frameworks
by Nyborg, Kjell G.

2017 Slow diffusion of information and price momentum in stocks: Evidence from options markets
by Chen, Zhuo & Lu, Andrea

2017 The Liquidity Coverage Ratio and security prices
by Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian

2017 Earnings expectations and employee safety
by Caskey, Judson & Ozel, N. Bugra

2017 Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach
by Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E.

2017 On the robustness of week-day effect to error distributional assumption: International evidence
by Boubaker, Sabri & Essaddam, Naceur & Nguyen, Duc Khuong & Saadi, Samir

2017 An experimental analysis of information acquisition in prediction markets
by Page, Lionel & Siemroth, Christoph

2017 Leading indicators of financial stress: New evidence
by Vašíček, Bořek & Žigraiová, Diana & Hoeberichts, Marco & Vermeulen, Robert & Šmídková, Kateřina & de Haan, Jakob

2017 Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic
by Siikanen, Milla & Kanniainen, Juho & Valli, Jaakko

2017 Fair risk allocation in illiquid markets
by Csóka, Péter

2017 Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework
by Sun, Xiaolei & Yao, Xiaoyang & Wang, Jun

2017 Asset price risk, banks and markets
by Zhang, Yu

2017 How do bond, equity and commodity cycles interact?
by Narayan, Paresh Kumar & Thuraisamy, Kannan S. & Wagner, Niklas F.

2017 Oil price shocks and stock returns of oil and gas corporations
by Diaz, Elena Maria & de Gracia, Fernando Perez

2017 Momentum profits and time varying illiquidity effect
by Butt, Hilal Anwar & Virk, Nader Shahzad

2017 Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great BritainAuthor-Name: Tielmann, Artur
by Schiereck, Dirk

2017 Cross-financial-market correlations and quantitative easing
by Kryzanowski, Lawrence & Zhang, Jie & Zhong, Rui

2017 Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis
by Us, Vuslat

2017 Predictability and diversification benefits of investing in commodity and currency futures
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio

2017 The relationship between pension funds and the stock market: Does the aging population of Europe affect it?
by Alda, Mercedes

2017 Forecasting oil and stock returns with a Qual VAR using over 150years off data
by Gupta, Rangan & Wohar, Mark

2017 Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
by Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea

2017 Do short sellers exploit industry information?
by Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina

2017 Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain
by Mihov, Atanas & Naranjo, Andy

2017 What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes
by Jiang, George J. & Yuksel, H. Zafer

2017 Cash inflow and trading horizon in asset markets
by Razen, Michael & Huber, Jürgen & Kirchler, Michael

2017 Chasing volatility
by Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo

2017 Least squares estimation of large dimensional threshold factor models
by Massacci, Daniele

2017 Bank concentration and sectoral growth: Evidence from Chinese provinces
by Diallo, Boubacar & Zhang, Qi

2017 The asymmetric volatility in the gold market revisited
by Todorova, Neda

2017 Does options trading convey information on futures prices?
by Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai

2017 How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
by Mensah, Jones Odei & Alagidede, Paul

2017 Why are firms listed in one country and private in other countries? The role of industry structure, banking sector and legal system
by Bartholdy, Jan & Olson, Dennis

2017 Political money contributions of U.S. IPOs
by Gounopoulos, Dimitrios & Kallias, Antonios & Kallias, Konstantinos & Tzeremes, Panayiotis G.

2017 Creditor protection, information sharing and credit for small and medium-sized enterprises: cross-country evidence
by Galindo, Arturo & Micco, Alejandro

2017 Empirical Testing of Month of the Year Effect on Selected Commercial Banks and Services Sector Companies Listed on Bahrain Bourse
by Iqbal Thonse Hawaldar & B. Shakila & Prakash Pinto

2017 The Effects of Earnings Quality, Conservatism, and Real Earnings Management on the Company’s Performance and Information Asymmetry as a Moderating Variable
by Nera Marinda Machdar & Adler Haymans Manurung D. R. M & Etty Murwaningsari

2017 Correlation Based Clustering of the Amman Stock Exchange
by Hussein A. Abdoh

2017 The Impact of the Sri Lankan Civil War on the Stock Market Performances
by Shashitha Gimhani Jayakody

2017 Oil Rent and Financial Environment: A Cross-country Examination
by Shahin Javadi & Mahmood Motevaseli & Shahin Javadi & Jahangir Yadolahi Farsi

2017 The Effect of Investor Sentiment on Betting Against Beta: A Structural Equations Modeling Approach Towards Beta Anomaly
by Hooman Abdollahi & Seyed Babak Ebrahimi & Hamed Tayebi

2017 Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries
by Nurasyikin Jamaludin & Shahnaz Ismail & Syamimi Ab Manaf

2017 The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching
by Slah Bahloul & Mourad Mroua & Nader Naifar

2017 Does credit default swap spread affect the value of the Turkish LIRA against the U.S. dollar?
by M. Kabir Hassan & Selim Kayhan & Tayfur Bayatb

2017 12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France
by ARRATA, W. & GAUTIER, A. & LOPEZ, P. & RAHMOUNI-ROUSSEAU, I. & GIROTTI, M. & MOJON, B. & SZCZERBOWICZ, U. & VARI, M. & FOUCAULT, T.

2017 Financial Deepening, Economic Growth and Corruption: The Case of Islamic Banking
by Piyadasa Edirisuriya

2017 Liquidity: A New Monetarist Perspective
by Ricardo Lagos & Guillaume Rocheteau & Randall Wright

2017 Coarse Competitive Equilibrium and Extreme Prices
by Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki

2016 Determinants of Bank-Sovereign Distress
by Raphael Espinoza & Miguel Segoviano

2016 Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models
by Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong

2016 Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach
by Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei

2016 Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model
by Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis

2016 Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach
by Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar

2016 Can Weather Conditions in New York Predict South African Stock Returns?
by Nicholas Apergis & Rangan Gupta

2016 Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks
by Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar

2016 The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach
by Rangan Gupta & Anandamayee Majumdar & Mark Wohar

2016 Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar

2016 Private Equity Capital Commitments: An Options- Private Equity Capital Commitments: An Options-Theoretic Risk Management Approach
by Freeman, Andrew & Wilford, D. Sykes

2016 Spoilt for choice: Order routing decisions in fragmented equity markets
by Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian

2016 The relative valuation of gold
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert

2016 The rise and decline of the UK's provincial stock markets, 1869-1929
by Campbell, Gareth & Rogers, Meeghan & Turner, John D.

2016 A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
by Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan

2016 Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises
by Punzi, Maria Teresa

2016 Banks credit and productivity growth in the EU
by Hassan, Fadi & Di Mauro, Filippo & Ottaviano, Gianmarco I. P.

2016 How to define a Systemically Important Financial Institution (SIFI): A new perspective
by Brühl, Volker

2016 Why does idiosyncratic risk increase with market risk?
by Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M.

2016 The supply of 'safe' assets and fiscal policy
by Schuknecht, Ludger

2016 Call of duty: Designated market maker participation in call auctions
by Theissen, Erik & Westheide, Christian

2016 Spoilt for choice: Order routing decisions in fragmented equity markets
by Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian

2016 High-frequency trading in the Bund futures market
by Schlepper, Kathi

2016 Reducing sequence risk using trend following investment strategies and the CAPE
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

2016 Initial Public Offerings and the Firm Location
by Giulia Baschieri & Andrea Carosi & Stefano Mengoli

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
by Uluc Aysun & Kiyoung Jeon & Zeynep Kabukcuoglu

2016 Networks in risk spillovers: a multivariate GARCH perspective
by Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon

2016 Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts
by Eckhard Platen & David Taylor

2016 Toward a General Model of Financial Markets
by Nihad Aliyev & Xue-Zhong He

2016 Explaining the Failure of the Expectations Hypothesis with Short-Term Rates
by Ranaldo, Angelo & Rupprecht, Matthias

2016 Decentralized Clearing in Financial Networks (RM/16/005-revised-)
by Csoka, Péter & Herings, P. Jean-Jacques

2016 Decentralized clearing in financial networks
by Csóka P. & Herings P.J.J.

2016 Nowhere to run, nowhere to hide: asset diversification in a flat world
by John Cotter & Stuart Gabriel & Richard Roll

2016 The Intervaling Effect on Higher-Order Co-Moments
by Thomas Conlon & John Cotter & Chenglu Jin

2016 A Dynamic Approach to Analyzing the Effect of the Global Crisis on Non-Performing Loans : Evidence from the Turkish Banking Sector
by Vuslat Us

2016 Forecasting Turkish Real GDP Growth in a Data Rich Environment
by Bahar Sen Dogan & Murat Midilic

2016 Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin

2016 Are industries resilient in dealing with uncertainty? The case of Brexit
by Jamal BOUOIYOUR & Refk SELMI

2016 Price Formation on Clandestine Markets: The Case of the Paris Gold Market during WWII
by Georges Gallais-Hamonno & Thi-hong-van Hoang & Kim Oosterlinck

2016 Insufficiencies and loopholes of self- regulation in overindebtedness prevention: The case of the Dominican Republic
by J. Afonso & Solène Morvant-Roux & Davide Forcella & Isabelle Guérin

2016 The Liquidity Coverage Ratio and Security Prices
by Lucas Marc Fuhrer & Benjamin Müller & Luzian Steiner

2016 Asset Allocation Brewed Accross African Stock Markets
by Lord Mensah

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
by MUSLIM ABDUL DJALIL & MIRZA TABRANI & Jalaluddin

2016 Stock Returns and Leverage: Analysis of the Dow Jones Industrial Average, 2000-2015
by Edward Bace

2016 The Relationship between Exchange Rates, Equity Index and Equity Index Futures: A Study on Borsa Istanbul
by AYBEN KOY & ?HSAN ERSAN

2016 How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
by Jones Odei Mensah & Paul Alagidede

2016 Islamic Sukuk Default and Issues in Their Resolution: The Case of Villamar Sukuk
by Ali, Salman Syed

2016 Asymmetric Effects of the Limit Order Book on Price Dynamics
by Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou

2016 Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation
by Yergeau, Gabriel

2016 Developing Local Currency Bond Markets in Asia
by Park, Cyn-Young

2016 Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach
by Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou

2016 Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach
by Tahir Suleman & Rangan Gupta & Mehmet Balcilar

2016 Stock market volatility using GARCH models: Evidence from South Africa and China stock markets
by Cheteni, Priviledge

2016 Blockchain: A Primer
by Dwyer, Gerald P

2016 Un Indicador de Condiciones Financieras para la República Dominicana
by Jiménez Polanco, Miguel A. & Ramírez de León, Francisco A.

2016 A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications
by Hui, Yongchang & Wong, Wing-Keung & Bai, Zhidong & Zhu, Zhenzhen

2016 First Stochastic Dominance and Risk Measurement
by Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing

2016 Financial Intermediation Chains in an OTC Market
by Shen, Ji & Wei, Bin & Yan, Hongjun

2016 Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand
by Jiranyakul, Komain

2016 Nonparametric Dynamic Conditional Beta
by Maheu, John M & Shamsi, Azam

2016 Political Regimes and Stock Market Performance in Africa
by Asongu, Simplice & Nwachukwu, Jacinta C.

2016 Particularitǎţi ale evoluţiei variabilelor financiare
by Stefanescu, Razvan & Dumitriu, Ramona

2016 Market competition for decision rights: An experiment based on the “Hat Puzzle Problem”
by Choo, Lawrence

2016 Statistica descriptivă a seriilor de timp financiare
by Stefanescu, Răzvan & Dumitriu, Ramona

2016 The Effect of Infomation on Financial Markets: A Survey
by Chouliaras, Andreas

2016 Price Discovery in the Chinese Gold Market
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2016 Can Islamic Injunctions Indemnify the Structural Flaws of Securitized Debt?
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2016 Financial Inclusion, Bank Concentration and Firm Performance
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2016 Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD
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2016 Foreign holders of Italian government debt securities: new evidence
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2016 Fiscal multipliers across the credit cycle
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2016 Credit contractions and unemployment
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2016 Measuring market liquidity in us fixed income markets: a new synthetic indicator
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2016 Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?
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2016 Financial Frictions in Production Networks
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2016 Political Regimes and Stock Market Performance in Africa
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2016 The Drift Burst Hypothesis
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2016 A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
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2016 Decision making in times of Knightian uncertainty: An info-gap perspective
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2016 Beta Stability Over Bull and Bear Market on the Warsaw Stock Exchange
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2016 Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc"
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2016 The Beta intervalling effect during a deep economic crisis - evidence from Greece
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2016 The informativeness of pro forma and street earnings: an examination of information asymmetry around earnings announcements
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2016 Financial market development, global financial crisis and economic growth: evidence from developing nations
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2016 Does investor sentiment impact the returns and volatility of Islamic equities?
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2016 An empirical analysis of the Wall Street Journal’s SmartMoney fund screen
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2016 Universal arbitrage aggregator in discrete-time markets under uncertainty
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2016 A reassessment of intermediation and size effects of financial systems
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2016 Asymmetry with respect to the memory in stock market volatilities
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2016 Mispricing Explanations of Closed-End Funds: A Survey Review
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2016 Investigating Impact of US, Europe, Frontier and BRIC Stock Markets on Indian Financial Stress Index
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2016 Intermediary networks under the rule of equi-repartition of profits
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2016 Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy
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2016 A puzzle of excessive equity risk premium and the case of Poland
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2016 Causality between stock price and GDP in Turkey: An ARDL Bounds Testing Approach
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2016 Return-risk profile of Slovak pension funds
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2016 The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy
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2016 Nonlinear Relationships between Oil Price and Stock Index – Evidence from Brazil, Russia, India and China
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2016 A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break
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2016 The Impact of Macroeconomic Variables on Tehran Stock Market Returns Volatility: GARCH-X Approach
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2016 Are Korean Industry-Sorted Portfolios Mean Reverting?
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2016 Study on the Impact of the Private Credit Excess on the Credit Risk under the Massive Capital Inflows
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2016 Asset Market Linkages in a Regime Switching Environment: Evidence from Commodity and Stock Markets in India
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2016 The impacts of financial development on growth:A time-varying causality analysis for Turkey
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2016 Determinants of capital structure: An empirical study of companies from selected post-transition economies
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2016 Bank Failure Prediction Model for Zimbabwe
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2016 Institutional Determinants of Stock Market Development in European Union Transition Economies
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2016 News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models
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2016 Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market
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2016 Bank Acquisitiveness and Financial Crisis Vulnerability
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2016 Investment In Precious Metals And Stocks
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2016 Contemporary Nature Of Stock Exchange In View Of The Process Of Demutualization
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2016 Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis
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2016 Rank-order statistics for validating discriminative power of credit risk models
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2016 Implementation of Al-Wadiah (saving instrument) Contract in Contemporary Gold Transaction
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2016 Properties of the Financial Break-Even Point in a Simple Investment Project As a Function of the Discount Rate
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2016 Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration
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2016 Analyzing the Synchronization between the Financial and Business Cycles in Turkey
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2016 Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach
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2016 The Twentieth Symposium of Finance
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2016 Financial Stress Indicator Variables and Monetary Policy in South Africa
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2016 IX. European Conference on Social and Behavioral Sciences
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2016 A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete
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2016 Stock prices, dividends, earnings, and investor sentiment
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2016 Applications of simultaneous equations in finance research: methods and empirical results
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2016 When noise trading fades, volatility rises
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2016 Using Google Scholar citations to rank accounting programs: a global perspective
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2016 A quality-based global assessment of financial research
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2016 Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance
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2016 Migrate or not? The effects of regulation SHO on options trading activities
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2016 Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?
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2016 REIT Crash Risk and Institutional Investors
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2016 Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns
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2016 Incomplete financial markets with real assets and wealth-dependent credit limits
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2016 Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis
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2016 Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations
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2016 Changing organizational form in the stock exchange industry and risk-taking
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2016 (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets
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2016 The influence of investment experience on market prices: laboratory evidence
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2016 Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note
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2016 Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence
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2016 Adapted hedging
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2016 Benchmarking in two price financial markets
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2016 New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach
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2016 Human Capital, Trade and Economic Growth: A Comparative Study of OIC Countries
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2016 Macroeconomic Variables Affecting Bist30 Index Value in Turkey
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2016 Financial Deepening and Domestic Investment in Nigeria
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2016 Style Investing with Machine Learning
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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
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2016 The Influence Of Shanghai-Hong Kong Stock Connect On The Mainland China And Hong Kong Stock Markets
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2016 Illiquidity Exposure Of Size And Value In Malaysian Equity Returns
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2016 Definition, Classification and Use of Derivative Financial Instruments
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2016 Estimating Probability of Informed Trading on the Bucharest Stock Exchange
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2016 Conditional Relationship Between Beta and Return in the US Stock Market
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2016 Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries
by Chkili, Walid

2016 The Halloween effect in European sectors
by Carrazedo, Tiago & Curto, José Dias & Oliveira, Luís

2016 Liquidity, liquidity risk, and information flow: Lessons from an emerging market
by Tissaoui, Kais & Ftiti, Zied

2016 Determinants of life insurance consumption in Africa
by Alhassan, Abdul Latif & Biekpe, Nicholas

2016 Tick test accuracy in foreign exchange ECN markets
by Ben Omrane, Walid & Welch, Robert

2016 Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange
by Drakos, Anastassios A.

2016 Investor sentiment and local bias in extreme circumstances: The case of the Blitz
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2016 Is momentum trading profitable from Shari'ah compliant stocks?
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2016 Conditional interest rate risk and the cross-section of excess stock returns
by Atanasov, Victoria

2016 Trading behavior in S&P 500 index futures
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2016 The overconfident trading behavior of individual versus institutional investors
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2016 Trade duration, informed trading, and option moneyness
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2016 The importance of stock liquidity on option pricing
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2016 Derivative markets in emerging economies: A survey
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2016 The impact of short sale restrictions on informed trading in the stock and options markets
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2016 Market integration and efficiency of CDS and equity markets
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2016 Do carry trade returns show signs of long memory?
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2016 Forecasting stock market volatility using Realized GARCH model: International evidence
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2016 Order aggressiveness of different broker-types in response to monetary policy news
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2016 Political conflict and foreign portfolio investment: Evidence from North Korean attacks
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2016 Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda
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2016 Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models
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2016 Financial development and economic growth in MENA countries
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2016 The efficiency of the stock market in Serbia
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2016 An equilibrium model for the OTC derivatives market with a collateral agreement
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2016 Commodity returns co-movements: Fundamentals or “style” effect?
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2016 Creditor rights and the corporate bond market
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2016 Common trends in global volatility
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2016 Systemic risk and the macroeconomy: An empirical evaluation
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2016 Stock repurchases and liquidity
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2016 Investor mood, herding and the Ramadan effect
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2016 Past returns and the perceived Sharpe ratio
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2016 Credit derivatives as a commitment device: Evidence from the cost of corporate debt
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2016 Chasing trends at the micro-level: The effect of technical trading on order book dynamics
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2016 Credible reforms and stock return volatility: Evidence from privatization
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2016 Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure
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2016 An index-based measure of liquidity
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2016 Why do traders choose dark markets?
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2016 Evaluating the robustness of UK term structure decompositions using linear regression methods
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2016 Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
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2016 Adverse selection, market access, and inter-market competition
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2016 The effects of corporate bond granularity
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2016 Equity trading and the allocation of market data revenue
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2016 Flight-to-quality and correlation between currency and stock returns
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2016 Fragility, stress, and market returns
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2016 The activities of buy-side analysts and the determinants of their stock recommendations
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2016 Accounting conservatism and firm investment efficiency
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2016 Polynomial diffusion models for life insurance liabilities
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2016 Robust optimal risk sharing and risk premia in expanding pools
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2016 Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks
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2016 This time is different: Causes and consequences of British banking instability over the long run
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2016 Model risk of risk models
by Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur

2016 The effects of margin changes on commodity futures markets
by Daskalaki, Charoula & Skiadopoulos, George

2016 Pre-auction inventory and bidding behavior: Evidence from Canadian Treasury auctions
by Rydqvist, Kristian & Wu, Mark

2016 Price discovery and the cross-section of high-frequency trading
by Benos, Evangelos & Sagade, Satchit

2016 Liquidity, style investing and excess comovement of exchange-traded fund returns
by Broman, Markus S.

2016 The value of the wildcard option in cash-settled American index options
by Lasser, Dennis J. & Spizman, Joshua D.

2016 Is there information leakage prior to share repurchase announcements? Evidence from daily options trading
by Hao, (Grace) Qing

2016 A Tobin tax only on sellers
by Chen, Haiwei

2016 Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund
by Li, Yong & Benson, Karen & Faff, Robert

2016 Developing the exchange traded market for government bonds: Effect of recent quote rule changes in South Korea
by Jang, Woon Wook & Kim, Hak Kyum & Kang, Yong Joo

2016 Directors’ duties of care and the value of auditing
by Banerjee, Suman & Humphery-Jenner, Mark

2016 Testing for herding in the Athens Stock Exchange during the crisis period
by Economou, Fotini & Katsikas, Epameinondas & Vickers, Gregory

2016 African stock markets convergence: Regional and global analysis
by Boako, Gideon & Alagidede, Paul

2016 Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels
by Kolaric, Sascha & Schiereck, Dirk

2016 Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis
by Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee

2016 Turn-of-the-month effect: New evidence from an emerging stock market
by Kayacetin, Volkan & Lekpek, Senad

2016 Are there significant premiums in the Saudi stock market?
by Alkhareif, Ryadh

2016 Identifying portfolio-based systematic risk factors in equity markets
by Grobys, Klaus & Haga, Jesper

2016 The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry
by Apergis, Emmanuel & Apergis, Nicholas

2016 Tsallis entropy: Do the market size and liquidity matter?
by Gurdgiev, Constantin & Harte, Gerard

2016 Risk-on/Risk-off: Financial market response to investor fear
by Smales, L.A.

2016 Nonrandom price movements
by Madan, Dilip B. & Wang, King

2016 Enhanced index tracking optimal portfolio selection
by de Paulo, Wanderlei Lima & de Oliveira, Estela Mara & do Valle Costa, Oswaldo Luiz

2016 On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations
by Auer, Benjamin R.

2016 A note on why doesn't the choice of performance measure matter?
by Guo, Biao & Xiao, Yugu

2016 Openness endangers your wealth: Noise trading and the big fiveAuthor-Name: Kleine, Jens
by Wagner, Niklas & Weller, Tim

2016 Optimal rates from eigenvalues
by Carr, Peter & Worah, Pratik

2016 Long-term perspective on the stock market matters in asset pricing
by Park, Heungju & Sohn, Bumjean

2016 On the intensity of liquidity spillovers in the Eurozone
by Smimou, K. & Khallouli, W.

2016 A melting pot — Gold price forecasts under model and parameter uncertainty
by Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert

2016 Buying versus renting – Determinants of the net present value of home ownership for individual households
by Tabner, Isaac T.

2016 Does investor sentiment really matter?
by Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios

2016 Does it pay to be different? Relative CSR and its impact on firm value
by Ding, David K. & Ferreira, Christo & Wongchoti, Udomsak

2016 A note on the relationship between high-frequency trading and latency arbitrage
by Manahov, Viktor

2016 An unreliable canary: Insider trading, the cash flow hypothesis and the financial crisis
by Lambe, Brendan J.

2016 Does institutional ownership increase stock return volatility? Evidence from Vietnam
by Vo, Xuan Vinh

2016 Global commodities and African stocks: A ‘market of one?’
by Boako, Gideon & Alagidede, Paul

2016 Price discovery of cross-listed firms
by Ghadhab, Imen & Hellara, Slaheddine

2016 Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
by Antonakakis, Nikolaos & Floros, Christos

2016 Diamonds vs. precious metals: What shines brightest in your investment portfolio?
by Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert

2016 Does the S&P500 index lead the crude oil dynamics? A complexity-based approach
by Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki

2016 Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics
by Shalini, Velappan & Prasanna, Krishna

2016 Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests
by Ghosh, Sajal & Kanjilal, Kakali

2016 Testing the martingale hypothesis for gross returns
by Linton, Oliver & Smetanina, Ekaterina

2016 Asset pricing with financial bubble risk
by Lee, Ji Hyung & Phillips, Peter C.B.

2016 Bubbling over! The behaviour of oil futures along the yield curve
by Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil

2016 The short trading day anomaly
by Qadan, Mahmoud & Kliger, Doron

2016 News sentiment and bank credit risk
by Smales, Lee A.

2016 CDS-bond basis and bond return predictability
by Kim, Gi H. & Li, Haitao & Zhang, Weina

2016 The effect of overvaluation on investment and accruals: The role of information
by Hu, Shing-yang & Lin, Yueh-Hsiang & Lai, Christine W.

2016 Limits to mutual funds' ability to rely on mean/variance optimization
by Karagiannidis, Iordanis & Vozlyublennaia, Nadia

2016 Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach
by Fakhfekh, Mohamed & Hachicha, Nejib & Jawadi, Fredj & Selmi, Nadhem & Idi Cheffou, Abdoulkarim

2016 On time-varying predictability of emerging stock market returns
by Auer, Benjamin R.

2016 The price impact of futures trades and their intraday seasonality
by Webb, Robert I. & Ryu, Doojin & Ryu, Doowon & Han, Joongho

2016 How do experts forecast sovereign spreads?
by Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos

2016 Monetary–fiscal interactions with endogenous liquidity frictions
by Cui, Wei

2016 The extent and cyclicality of career changes: Evidence for the U.K
by Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo

2016 Credit cycle and balancing the capital gap: Evidence from Korea
by Song, Joonhyuk & Ryu, Doojin

2016 Testing super-diagonal structure in high dimensional covariance matrices
by He, Jing & Chen, Song Xi

2016 Corporate bond pricing model with stochastically volatile firm value process
by Jang, Woon Wook & Eom, Young Ho & Kang, Yong Joo

2016 The Eurozone deposit rates’ puzzle: Choosing the right benchmark
by Pinter, Julien & Boissel, Charles

2016 Detecting structural changes under nonstationary volatility
by Wu, Jilin

2016 Linear time-varying regression with Copula–DCC–GARCH models for volatility
by Kim, Jong-Min & Jung, Hojin

2016 Financial development and productive inefficiency: A robust conditional directional distance function approach
by Mallick, Sushanta & Matousek, Roman & Tzeremes, Nickolaos G.

2016 Does speculation impact what factors determine oil futures prices?
by Gogolin, Fabian & Kearney, Fearghal

2016 Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly
by Cronin, David & Flavin, Thomas J. & Sheenan, Lisa

2016 Can public information promote market stability?
by Chen, Binbin & Liu, Shancun & Zhang, Qiang

2016 A test for changing trends with monotonic power
by Wu, Jilin

2016 Individual stock crowded trades, individual stock investor sentiment and excess returns
by Yang, Chunpeng & Zhou, Liyun

2016 Wealth effect and investor sentiment
by Tsai, I-Chun

2016 Risk-neutral skewness and market returns: The role of institutional investor sentiment in the futures market
by Chen, Chen & Lee, Hsiu-Chuan & Liao, Tzu-Hsiang

2016 Do foreign institutions outperform in the Taiwan options market?
by Lin, William T. & Tsai, Shih-Chuan & Chiu, Peter

2016 Neighborhood effect on stock price comovement
by Li, Mingsheng & Zhao, Xin

2016 Do stock market trading activities forecast recessions?
by Chatterjee, Ujjal K.

2016 Short selling constraints and stock returns volatility: Empirical evidence from the German stock market
by Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd

2016 Stock market liquidity and economic cycles: A non-linear approach
by Switzer, Lorne N. & Picard, Alan

2016 Proximity and IPO underpricing
by Nielsson, Ulf & Wójcik, Dariusz

2016 Can Islamic injunctions indemnify the structural flaws of securitized debt?
by Ebrahim, M. Shahid & Jaafar, Aziz & Omar, Fatma A. & Salleh, Murizah Osman

2016 Women on board: Does boardroom gender diversity affect firm risk?
by Sila, Vathunyoo & Gonzalez, Angelica & Hagendorff, Jens

2016 Tax noncompliance and insider trading
by Kallunki, Juha-Pekka & Mikkonen, Jenni & Nilsson, Henrik & Setterberg, Hanna

2016 Protección de los acreedores, intercambio de información y crédito para pequeñas y medianas empresas: datos comparativos entre países
by Galindo, Arturo & Micco, Alejandro

2016 BÝST Endekslerinin Risk Temelli Performans Karþýlaþtýrmasý
by Öykü YÜCEL

2016 Impact of Economic Growth, Foreign Direct Investment and Financial Development on Stock Prices in China: Empirical Evidence from Time Series Analysis
by Faisal Faisal & Peshraw Majid Muhamad & Turgut Tursoy

2016 Investigating and Comparing Some Consumption-based Asset Pricing Models: The Case of Iran
by Azam Mohammadzadeh & Mohammad Nabi Shahiki Tash & Reza Roshan

2016 Relationship between Financial Development and Economic Growth in Nigeria: A Triangulation Approach
by Modebe Nwanneka Judith & Ezeaku Hillary Chijindu

2016 Application of Generalized Autoregressive Conditional Heteroschedasticity Model on Inflation and Share Price Movement in Nigeria
by Charles O. Manasseh & Ambrose N. Omeje

2016 Semi Strong Form Efficiency Test of the Nigerian Stock Market: Evidence from Event Study Analysis of Bonus Issues
by Charles O. Manasseh & Chukwuka Kenneth Ozuzu & Jonathan E. Ogbuabor

2016 Commonality in Liquidity in the Context of Different Trading Systems: Evidence from an Emerging Market
by Mohammad Tayeh

2016 Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect
by Faisal Khan & Saif-Ur-Rehman Khan & Hashim Khan

2016 Exploring the Relationship between Liquidity Ratios and Indicators of Financial Performance: An Analytical Study on Food Industrial Companies Listed in Amman Bursa
by Omar Durrah & Abdul Aziz Abdul Rahman & Syed Ahsan Jamil & Nour Aldeen Ghafeer

2016 Conditional Correlation Coefficient As A Tool For Analysis Of Contagion In Financial Markets And Real Economy Indexes Based On The Synthetic Ratio
by Rafał SIEDLECKI & Daniel PAPLA

2016 Volatility Estimators With High-Frequency Data From Bucharest Stock Exchange
by Virgil DAMIAN & Cosmin – Octavian CEPOI

2016 Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?
by Pedro V. Piffaut & Damià Rey Miró

2016 The assessment of the situation in banking sectors in selected European countries
by Katarzyna Kubiszewska

2016 Arbitraje limitado bajo fondeo basado en desempeño
by Jimmy Melo

2016 Contemporary Developments Of The Marketing Orientation And Activity
by Ileana (BĂDULESCU) ANASTASE & Cornel GRIGORUȚ

2016 Share Buybacks and Employee Stock Options
by Bolko Hohaus

2016 Quelle place pour les marchés financiers en Europe ?
by Grégory Claeys

2016 Impact des évolutions démographiques sur l'épargne et les marchés financiers
by Hippolyte d’Albis

2016 The Informational Content of Trades on Foreign Exchange Futures: an Application to the Brazilian Market
by Vanessa Neumann Sulzbach & João Mergulhão & Pedro L. Valls Pereira

2016 Algorithmic and high-frequency trading in Borsa Istanbul
by Oguz Ersan & Cumhur Ekinci

2016 The Evolution Of The Sustainable Growth Of Companies Within The Pharmaceutical Industry
by MINCULETE (PIKO) Georgiana Daniela & GRIGOROI Lilia & RODEAN (COZMA) Maria Daciana

2016 Current Market Of Government Bonds In Romania: Key Issues
by BUNESCU Liliana

2016 Weak Form of Efficient Market Hypothesis: Evidence from Pakistan
by Naimat U Khan & Sajjad Khan

2016 Resumption of Single Stock Futures (SSFs) with Stringent Regulations and their Impact on the Risk Characteristics of the Underlying Stocks
by Imran Riaz Malik & Attaullah Shah

2016 Analysts’ Forecasts and Asset Pricing: A Survey
by S.P. Kothari & Eric So & Rodrigo Verdi

2016 The Economics of High-Frequency Trading: Taking Stock
by Albert J. Menkveld

2016 Impact of Innovative Financial Products on Financial Systems: Exchange Traded Products and the Polish Financial System
by Adam Marszk

2016 Pairs Trading and Market Efficiency Using an Adaptive Market Hypothesis Framework: A Pitch
by Hossein Rad

2016 Study of the Contagion Mechanism for Opening Risk of Emerging Equity Markets in BRICS Countries: A Pitch
by Rui Xue

2016 Study on the Stock Market Evolution of Companies Listed on Bucharest Stock Exchange
by Iulia-Oana Stefan

2016 European Funds: The Involvement of Banks, Where To?
by Dumitru Beldiman & Sebastian George Perpelea

2016 The importance and role of International financial andmonetary system architecture in global economy
by Lauren?iu Radu

2016 Stock Performance Analysis Of Listed Entities At The Bucharest Stock Exchange. Case Study On The Energy And Related Utilities Sector Companies
by Ioana Anghel & Mariana Man

2016 The Linkages Between Financial Deepening, Trade Openness, and Economic Growth in the West African Economic and Monetary Union (WAEMU)
by Bernard Njindan Iyke & Theodore O. Antwi-Asare & Augustine F. Gockel & Emmanuel Nii Abbey

2015 Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data
by Rangan Gupta & Mark E. Wohar

2015 A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015
by Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta

2015 The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach
by Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba

2015 Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note
by Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba

2015 Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
by Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei

2015 Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Clement Kyei

2015 Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis
by Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar

2015 A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
by Stelios Bekiros & Rangan Gupta & Clement Kyei

2015 International Stock Return Predictability: Is the Role of U.S. Time-Varying?
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

2015 Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy
by Nikolaos Antonakakis & Christophe Andre & Rangan Gupta

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

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

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

2015 Intertemporal equilibrium with heterogeneous agents, endogenous dividends and borrowing constraints
by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham

2015 Capital Markets: Institutions, Instruments, and Risk Management, Fifth Edition
by Fabozzi, Frank J.

2015 The balanced scorecard – financial perspective versus customer perspective on the german banking market in the 21st century
by Kocher, Klaus & Slahor, Ludomir

2015 Driving digital: welcome to the ExConomy
by Viaene, Stijn & Danneels, Lieselot

2015 The impact of digital technology on consumer purchase behavior
by Yasav, Sue

2015 Advice goes virtual:how new digital investment services are changing the wealth management landscape
by Lopez, Juan Carlos & Babcic, Sinisa & De La Ossa, Andres

2015 The hidden cost of accommodating crowdfunder privacy preferences: a randomized field experiment
by Burtch, Gordon & Ghose, Anindya & Wattal, Sunil

2015 Building consumer demand for digital financial services – the new regulatory frontier
by Buckley, Ross P. & Malady, Louise

2015 Financial regulation of FinTech
by Treleaven, Philip

2015 Trends in cryptocurrencies and blockchain technologies: a monetary theory and regulation perspective
by Peters, Gareth W. & Panayi, Efstathios & Chapelley, Ariane

2015 FinTech in China:from the shadows?
by Arner, Douglas W. & Barberis, Jànos

2015 Moving mainstream: benchmarking the European alternative finance market
by Zhang, Bryan & Wardrop, Robert & Rau, Raghavendra & Gray, Mia

2015 Sharing ledgers for sharing economies: an exploration of mutual distributed ledgers (aka blockchain technology)
by Mainelli, Michael & Smith, Mike

2015 Emergence of FinTech and the LASIC principles
by Kuo Chuen, David LEE & Teo, Ernie G.S.

2015 FinTech is gaining traction and young, high-income users are the early adopters
by Gulamhuseinwala, Imran & Bull, Thomas & Lewis, Steven

2015 Squandering home field advantage? Financial institutions’ investing in their own industries
by Keswani, Aneel & Stolin, David

2015 Regulatory herding versus democratic diversity: history and prospects
by Dorn, Nicholas

2015 Smart beta: too good to be true?
by Jacobs, Bruce I. & Levy, Kenneth N.

2015 Do “too-big-to-fail” banks take on more risk?
by Afonso, Gara & Santos, João A.C. & Traina, James

2015 Recursive collective action problems: the structure of procyclicality in financial and monetary markets, macroeconomies and formally similar contexts
by Hockett, Robert

2015 Effectiveness of loan-to-value ratio policy and its transmission mechanism:empirical evidence from Hong Kong
by Wong, Eric & Ho, Kelvin & Tsang, Andrew

2015 The audit mandatory rotation rule: the state of the art
by Cameran, Mara & Negri, Giulia & Pettinicchio, Angela

2015 Shadow banking: policy challenges for central banks
by Grung Moe, Thorvald

2015 The science of winning in financial services — competing on analytics: opportunities to unlock the power of data
by Kim, Hyong & Gardner, Errol

2015 Auditing estimates: what will the future bring?
by de Beus, Paul & Koning, Maarten

2015 New private equity models: how should the interests of investors and managers be aligned?
by McCahery, Joseph A. & Vermeulen, Erik P. M.

2015 Do big banks have lower operating costs?
by Kovner, Anna & Vickery, James & Zhou, Lily

2015 The deep roots of the government debt crisis
by Zimmermann, Horst

2015 Is Basel turning banks into public utilities?
by Schiff, John M.

2015 Returns on German Stocks 1954 to 2013
by Richard Stehle & Martin H. Schmidt

2015 Cross-Market Investor Sentiment in Commodity Exchange-Traded Funds
by Hsiu-Lang Chen

2015 Time-Varying Beta Risk and Its Modeling Techniques for Turkish Industry Portfolios
by Vasif ABİYEV

2015 Macroeconomic factors and equity returns in Borsa İstanbul
by Yiğit ATILGAN & K.Özgür DEMİRTAŞ & Alper ERDOĞAN

2015 Making Second Order Stochastic Dominance inefficient Mean Variance Portfolio efficient: Application in Turkish BIST-30 Index
by Celal Barkan GÜRAN & Oktay TAŞ

2015 Predatory Short Sales and Bailouts
by Posch, Peter N. & Löffler, Gunter & Kranz, Sebastian

2015 Specialized human capital, unemployment risk, and the value premium
by Jank, Stephan

2015 How does the development of the financial industry advance renewable energy? A panel regression study of 198 countries over three decades
by Scholtens, Bert & Veldhuis, Rineke

2015 The impossibility of informationally efficient markets when forecasts are self-defeating
by Siemroth, Christoph

2015 Advertising, Attention, and Financial Markets
by Focke, Florens & Ruenzi, Stefan & Ungeheuer, Michael

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

2015 Housing habits and their implications for life-cycle consumption and investment
by Kraft, Holger & Munk, Claus & Wagner, Sebastian

2015 Who financed the expansion of the equity market? Shareholder clienteles in Victorian Britain
by Acheson, Graeme G. & Campbell, Gareth & Turner, John D.

2015 On the role of market makers for money market liquidity and tensions
by Fecht, Falko & Reitz, Stefan & Weber, Patrick

2015 Decision making in times of Knightian uncertainty: An info-gap perspective
by Ben-Haim, Yakov & Demertzis, Maria

2015 Dealer spreads in the corporate bond market: Agent vs. market-making roles
by Ederington, Louis & Guan, Wei & Yadav, Pradeep K.

2015 Resiliency: A dynamic view of liquidity
by Kempf, Alexander & Mayston, Daniel & Gehde-Trapp, Monika & Yadav, Pradeep K.

2015 Volatility of aggregate volatility and hedge funds returns
by Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y.

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

2015 Managerial multitasking in the mutual fund industry
by Agarwal, Vikas & Ma, Linlin & Mullally, Kevin

2015 Fundamentals matter: Idiosyncratic shocks and interbank relations
by Bednarek, Peter & Dinger, Valeriya & von Westernhagen, Natalja

2015 The intraday interest rate: What's that?
by Abbassi, Puriya & Fecht, Falko & Tischer, Johannes

2015 Market discipline across bank governance models: Empirical evidence from German depositors
by Arnold, Eva A. & Größl, Ingrid & Koziol, Philipp

2015 Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period
by Stefan Trück & Rafal Weron

2015 The identification of beliefs from asset demand
by Kubler, Felix & Polemarchakis, Herakles

2015 The effect of index futures trading on volatility: Three markets for Chinese stocks
by Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos

2015 Bivariate GARCH models for single asset returns
by Tomasz Skoczylas

2015 Rational learning for risk-averse investors by conditioning on behavioral choices
by Michele Costola & Massimiliano Caporin

2015 Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR
by Federico Maglione

2015 Testing Competing Factor Pricing Models
by Soederlind, Paul

2015 Regulating the Financial Cycle: An Integrated Approach with a Leverage Ratio
by Dirk Schoenmaker & Peter Wierts

2015 Investor Sentiment and Employment
by Maurizio Montone & Remco C.J. Zwinkels

2015 The Intertwining of financialisation and financial instability
by Jérôme Creel & Paul Hubert & Fabien Labondance

2015 Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater
by Ariane Szafarz

2015 Factor-Based v. Industry-Based Asset Allocation: The Contest
by Marie Briere & Ariane Szafarz

2015 Is there a too-big-to-fail discount in excess returns on German banks' stocks?
by Thomas Nitschka

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

2015 New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal
by Jorge Andraz & Nélia Norte & Cristina Oliveira

2015 The importance of High Frequency Data on the Financial Markets
by Simona Adascalitei

2015 The significance of working capital management and its components on SMEs performance - Evidence from India
by SATISH KUMAR

2015 Global commodities and African stocks: insights for hedging and diversification strategies
by Gideon Boako and Paul Alagidede

2015 Art investment as a portfolio diversification strategy in South Africa
by Ferdi Botha, Brett Scott and Jen Snowball

2015 Convex Incentives in Financial Markets: an Agent-Based Analysis
by Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen

2015 Monetary transmission in Africa: a review of official sources
by McKenzie, Rex A

2015 Institutional Quality, Trade Openness, and Financial Development in Asia: An Empirical Investigation
by Le, Thai-Ha & Kim, Jungsuk & Lee, Minsoo

2015 Bond Market Development in Developing Asia
by Burger, John & Warnock, Francis & Warnock, Veronica Cacdac

2015 Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets
by Park, Cyn-Young & Mercado, Rogelio & Choi, Jaehun & Lim, Hosung

2015 Calendar Effects in Latin American Stock Markets
by Iberico, Luis Antonio & Winkelried, Diego

2015 Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach
by Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar

2015 Estimation and prediction of an Index of Financial Safety of Tunisia
by Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi

2015 “Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?
by Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal

2015 Quantifying the Effects of Financialisation and Leverage in China
by Sun, Lixin

2015 Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles
by Siddiqi, Hammad

2015 Dynamic Connectedness of UK Regional Property Prices
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos

2015 The approach of the host cities to the issue of managing the stadiums following Euro 2012
by Bornah, Mathew

2015 Corporate governance structure and shareholder wealth maximisation
by Premepeh, kwadwo Boateng & Odartei-Mills, Eugene

2015 Anchoring Adjusted Capital Asset Pricing Model
by Hammad, Siddiqi

2015 Asymmetric volatility of the Thai stock market: evidence from high-frequency data
by Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain

2015 Conţinutul analizei seriilor de timp financiare
by Stefanescu, Razvan & Dumitriu, Ramona

2015 Creditor rights and corporate bond market
by Gu, Xian & Kowalewski, Oskar

2015 Factors affecting intention to use Islamic personal financing in Pakistan: Evidence from the modified TRA model
by Ali, Muhammad & Syed ali, Raza & Chin-Hong, Puah

2015 Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms
by Chouliaras, Andreas

2015 The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns
by Chouliaras, Andreas

2015 Some Statistical Properties of the Mini Flash Crashes
by Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul

2015 Measuring economic uncertainty using news-media textual data
by Peter, Eckley

2015 Autocorrelation in an unobservable global trend: Does it help to forecast market returns?
by Peresetsky, Anatoly & Yakubov, Ruslan

2015 Speculative Bubbles - An introduction and application of the Speculation Elicitation Task (SET)
by Janssen, Dirk-Jan & Weitzel, Utz & Füllbrunn, Sascha

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

2015 Comment on Mahmoodzadeh’s Tick Size Change in the Wholesale Foreign Exchange Market
by Bell, Peter N

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

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

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

2015 A post-Keynesian theory for Tobin's q in a stock-flow consistent framework
by Javier Lopez Bernardo & Engelbert Stockhammer & Felix Lopez Martinez

2015 Revenues, expenses, profitability and investments of potential contenders for the status of a listed company in Poland
by Joanna Malecka

2015 Banking concentration in the Baltic and Western Balkan states – selected issues
by Katarzyna Kubiszewska

2015 Asset Allocation Strategies Based On Penalized Quantile Regression
by Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini

2015 Dynamic Principal Components: a New Class of Multivariate GARCH Models
by Gian Piero Aielli & Massimiliano Caporin

2015 Losing from Naive Reinforcement Learning: A Survival Analysis of Individual Repurchase Decisions
by Peiran Jiao

2015 In Search of Ideas: Technological Innovation and Executive Pay Inequality
by Carola Frydman & Dimitris Papanikolaou

2015 Momentum in Imperial Russia
by William Goetzmann & Simon Huang

2015 Dividend Dynamics, Learning, and Expected Stock Index Returns
by Ravi Jagannathan & Binying Liu

2015 Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision
by Robert P. Bartlett, III & Justin McCrary

2015 The Supply and Demand of S&P 500 Put Options
by George M. Constantinides & Lei Lian

2015 Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham

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

2015 Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise
by Chiara Pederzoli & Costanza Torricelli

2015 The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?
by Thomas Flavin & Lisa Sheenan

2015 Cobweb diagram as a tool for assesing changes in the most important financial stability risks
by Nadezda Sinenko & Olga Lielkalne

2015 Relationship Lending And Innovation: Empirical Evidence On A Sample Of European Firms
by Stefania Cosci & Valentina Meliciani & Valentina Sabato

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

2015 The aim of this paper is to account for the observation that banks are both owners and clients of Multilateral Trading Facilities (MTFs) which were created in Europe after the implementation of the Markets in Financial Instruments Directive (MiFID). Using a duopoly model of two-sided markets, we show that banks' participation in MTFs crucially affects their objective function shape, pricing policy and profit. We show that when brokerage and trading activities are particularly important for banks' revenue compared to their profit as MTF operators, some market outcomes may emerge, whereby both MTFs include banks' interest as clients in their objective function. In these situations, although they earn negative profit as shareholders, banks benefit from lower fees as MTF's clients. This finally results in larger global revenue. This may explain why banks are at the origin of the creation of MTFs and why they maintain their stake despite negative profit
by Delphine Lahet & Anne-Gaël Vaubourg

2015 Local risk-minimization for Barndorff-Nielsen and Shephard models
by Takuji Arai & Ryoichi Suzuki

2015 Unemployment and Vacancy Dynamics with Imperfect Financial Markets
by Carrillo-Tudela, Carlos & Graber, Michael & Wälde, Klaus

2015 Further Statistical Debate on "Too Much Finance"
by William R. Cline

2015 An investigation into multivariate variance ratio statistics and their application to stock market predictability
by Seok Young Hong & Oliver Linton & Hui Jun Zhang

2015 Mean Ratio Statistic for measuring predictability
by Oliver Linton & Katja Smetanina

2015 CRIX or evaluating Blockchain based currencies
by Simon Trimborn & Wolfgang Karl Härdle & &

2015 Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock
by Xi Li & Mingyi Hung & Shiheng Wang

2015 Capital Market Financing, Firm Growth, and Firm Size Distribution
by Tatiana Didier & Ross Levine & Sergio L. Schmukler

2015 Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation
by Hoffmann, Mathias & Stewen, Iryna

2015 Metoder for evaluering av aktiv fondsforvaltning
by Eckbo, B Espen & Odegaard, Bernt Arne

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

2015 Legal Risk Premia During the Euro-Crisis: The Role of Credit and Redenomination Risk
by Nordvig, Jens

2015 The equity premium in a production economy; A new perspective involving recursive utility
by Aase, Knut K.

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

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

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

2015 Credit-Implied Forward Volatility and Volatility Expectations
by Byström, Hans

2015 Star sell-side analysts listed by Institutional Investor, The Wall Street Journal and StarMine. Whose recommendations are most profitable?
by Kucheev, Yury O. & Ruiz, Felipe & Sorensson, Tomas

2015 The Institutional Determinants of Private Equity Involvement in Business Groups: The Case of Africa
by Hearn, Bruce & Oxelheim, Lars & Randøy, Trond

2015 Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors
by Eva A. Arnold & Ingrid Größl & Philipp Koziol

2015 Price Impact and the Recovery of the Limit Order Book: Why Should We Care About Informed Liquidity Providers?
by Daniel Havran & Kata Varadi

2015 Fair risk allocation in illiquid markets
by Peter Csoka

2015 Should Dark Pools be Banned from Regulated Exchanges?
by Nathalie Oriol & Alexandra Rufini & Dominique Torre

2015 Intergenerational Linkages in Household Credit
by Ghent, Andra C. & Kudlyak, Marianna

2015 Reference guide to U.S. repo and securities lending markets
by Baklanova, Viktoria & Copeland, Adam & McCaughrin, Rebecca

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

2015 The Value and Risk of Human Capital
by Benzoni, Luca & Chyruk, Olena

2015 From Organization to Activity in the US Collateralized Interbank Market
by Oet, Mikhail V. & Ong, Stephen J.

2015 Liquidity backstops and dynamic debt runs
by Wei, Bin & Yue, Vivian Z.

2015 Changes in the relationship between the financial and real sector and the present economic financial crisis: study of energy sector and market
by Franco Ruzzenenti

2015 Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy
by Jakub Mateju

2015 Türkiye’de Finansal Entegrasyon ve Ekonomik Büyüme Arasındaki İlişkisi
by Esra Cebeci

2015 Türkiye’de Finansal Entegrasyon ve Ekonomik Büyüme Arasındaki İlişkisi
by Esra Cebeci

2015 Türkiye’de Finansal Entegrasyon ve Ekonomik Büyüme Arasındaki İlişkisi
by Esra Cebeci

2015 Finansal İstikrar Açısından Makro-İhtiyati Araçların Etkisi: Türkiye Ve Seçilmiş Ülkeler İçin Bir Sistem Gmm Yaklaşımı
by Mehmet Cem Fendoğlu

2015 Finansal İstikrar Açısından Makro-İhtiyati Araçların Etkisi: Türkiye Ve Seçilmiş Ülkeler İçin Bir Sistem Gmm Yaklaşımı
by Mehmet Cem Fendoğlu

2015 Finansal İstikrar Açısından Makro-İhtiyati Araçların Etkisi: Türkiye Ve Seçilmiş Ülkeler İçin Bir Sistem Gmm Yaklaşımı
by Mehmet Cem Fendoğlu

2015 Intertemporal equilibrium with heterogeneous agents, endogenous dividends, and borrowing constraints
by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham

2015 Intertemporal equilibrium with financial asset and physical capital
by Cuong Le Van & Ngoc-Sang Pham

2015 Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area
by Marcel Fratzscher, DIW Berlin, Humboldt-University Berlin and CEPR & Malte Rieth, DIW Berlin

2015 International Stock Return Predictability: Is the Role of U.S. Time-Varying?
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

2015 Do Precious Metal Prices Help in Forecasting South African Inflation?
by Mehmet Balcilar & NICO KATZKE & Rangan Gupta

2015 Prikaz novela zakona o tržištu kapitala
by Tina Marfan & Aljosa Sestanovic

2015 Time-varying effect of oil market shocks on the stock market
by Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon

2015 The Extent and Cyclicality of Career Changes: Evidence for the UK
by Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers

2015 Capital Controls and the Cost of Debt
by Andreasen, Eugenia & Schindler, Martin & Valenzuela, Patricio

2015 Tick Size: Theory and Evidence
by Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina

2015 Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS
by Marco Valerio Geraci & Jean-Yves Gnabo

2015 Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
by Marco Valerio Geraci & Jean-Yves Gnabo

2015 Geographical Vibrancy and Firm Performance
by Ovtchinnikov , Alexei & Cooper , Michael

2015 Liquidity Supply across Multiple Trading Venues
by Lescourret, Laurence & Moinas, Sophie

2015 Designing a corporate bond index on solvency criteria
by Lauren Stagnol

2015 Decision making in times of uncertainty: An info-gap perspective
by Yakov Ben-Haim & Maria Demertzis

2015 Leading indicators of financial stress: New evidence
by Borek Vašícek & Diana Žigraiová & Marco Hoeberichts & Robert Vermeulen & Katerina Šmídková & Jakob de Haan

2015 Financial stress indices and financial crises
by Robert Vermeulen & Marco Hoeberichts & Borek Vašícek & Diana Žigraiová & Katerina Šmídková & Jakob de Haan

2015 Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775
by Farley Grubb

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

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

2015 Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?
by Philipp Adämmer & Martin T. Bohl

2015 Estimating rational stock-market bubbles with sequential Monte Carlo methods
by Benedikt Rotermann & Bernd Wilfling

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

2015 The Conquest of Israeli Inflation and Current Policy Dilemmas
by Cukierman, Alex & Melnick, Rafi

2015 Money Creation: Tax or Public Liquidity?
by Reichlin, Pietro

2015 Capital Markets in China and Britain, 18th and 19th Century: Evidence from Grain Prices
by Keller, Wolfgang & Shiue, Carol Hua & Wang, Xin

2015 Central Bank Collateral Frameworks
by Nyborg, Kjell G

2015 Downside Risk Timing by Mutual Funds
by Bodnaruk, Andriy & Chokaev, Bekhan & Simonov, Andrei

2015 Fire Sales and Information Advantage: When Informed Investor Helps
by Massa, Massimo & Zhang, Lei

2015 Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect
by Massa, Massimo & von Beschwitz, Bastian

2015 First to “Read” the News: News Analytics and Institutional Trading
by Keim, Donald B & Massa, Massimo & von Beschwitz, Bastian

2015 Regression Based Estimation of Dynamic Asset Pricing Models
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel

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

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

2015 Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets
by Diego A. Agudelo & Lina M. Cortes & Mateo Vasco

2015 Una Historia Exhaustiva de la Regulación Financiera en Colombia
by Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas

2015 Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy
by Jakub Mateju & Michal Kejak

2015 Conditioning the Information in Portfolio Optimization
by Carlo Sala & Giovanni Barone-Adesi

2015 The Price of the Smile and Variance Risk Premia
by Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI

2015 Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales
by Tahir CHOULLI & Martin SCHWEIZER

2015 Central Bank Collateral Frameworks
by Kjell G. NYBORG

2015 Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales)
by Martin HERDEGEN & Martin SCHWEIZER

2015 Innovation, Delegation, and Asset Price Swings
by Yuki SATO

2015 Global Engagement and Returns Volatility
by Sourafel Girma & Sandra Lancheros & Alejandro Riaño

2015 Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation
by Mathias Hoffmann & Iryna Stewen

2015 Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy
by Jakub Mateju

2015 Does Insurance Development Affect the Financial Markets in developing countries?
by Relwende SAWADOGO & Samuel GUERINEAU

2015 An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability
by Seok Young Hong & Oliver Linton & Hui Jun Zhang

2015 Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels
by Meredith A. Crowley & Huasheng Song

2015 Extreme Downside Risk and Market Turbulence
by Richard Harris & Linh Nguyen & Evarist Stoja

2015 Social Expenditures at Sub-National Level: An Experience from Indian state of Odisha
by P. Sahu & S. K. Mahapatra

2015 What type of finance matters for growth? Bayesian model averaging evidence
by Hasan, Iftekhar & Horvath, Roman & Mares, Jan

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

2015 Extreme downside risk and financial crises
by Harris, Richard D. F. & Nguyen, Linh H & Stoja, Evarist

2015 Into the light: dark pool trading and intraday market quality on the primary exchange
by Brugler, James

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

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

2015 The impact of CCPs� margin policies on Repo markets
by Arianna Miglietta & Cristina Picillo & Mario Pietrunti

2015 Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets
by Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale

2015 First-time corporate bond issuers in Italy
by Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro

2015 Ambiguity and portfolio decisions
by Eduardo Corso

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

2015 The Extent and Cyclicality of Career Changes: Evidence for the U.K.
by Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers

2015 The Ethics of Financial Speculation in Futures Markets
by Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn

2015 Nominal GDP Futures Contract Targeting
by W. William Woolsey & Scott Sumner

2015 How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments
by Sebastien Lleo & William T. Ziemba

2015 Returns from Investing in S&P500 Futures Options, 1985–2010
by Alexandre Ziegler & William T. Ziemba

2015 The European Sovereign Debt Crisis and the Role of Credit Swaps
by Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos

2015 Climate Futures Markets
by Rita l. D'Ecclesia

2015 Electricity Futures
by Paolo Falbo & Daniele Felletti & Silvana Stefani

2015 Modeling the Dynamics of Temperature with a View to Weather Derivatives
by Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos

2015 Freight Futures Markets
by Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas

2015 Housing Futures Markets
by Jin Wook Choi & Jin Man Lee

2015 Volatility as an Asset Class
by Tom Nohel & Steven K. Todd

2015 Energy Futures Markets
by Betty Simkins & Yuecheng Jia

2015 Currency Futures
by Tim Weithers

2015 Interest Rate Futures: Elements of a Successful Financial Innovation
by Bluford H. Putnam

2015 World Metal Markets
by Raj Aggarwal & Brian Lucey & Fergal O'Connor

2015 Agricultural Futures Markets
by Paul E. Peterson & Jin Wook Choi

2015 The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading
by Barbara J. Mack

2015 Central Counterparty Clearing and Systemic Risk Regulation
by Robert S. Steigerwald

2015 The Strategic and Tactical Value of Commodity Futures
by Claude B. Erb & Campbell R. Harvey

2015 Volume and Volatility in Foreign Currency Futures Markets
by Ramaprasad Bhar & A. G. Malliaris

2015 Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
by Eugene F. Fama & Kenneth R. French

2015 The Variation of Certain Speculative Prices
by Benoit Mandelbrot

2015 Proof that Properly Anticipated Prices Fluctuate Randomly
by Paul A. Samuelson

2015 Financial Regulation and Supervision
by Xingyun PENG

2015 Financial Crises
by Xingyun PENG

2015 Financial Deepening and Financial Liberalization
by Xingyun PENG

2015 Financial Development and Financial Structure
by Xingyun PENG

2015 Monetary Policy Operations of the Central Bank
by Xingyun PENG

2015 National Income and Output Determination: The IS–LM Model
by Xingyun PENG

2015 Balance of Payments
by Xingyun PENG

2015 Exchange Rate Determination and the Exchange Rate System
by Xingyun PENG

2015 Price Levels: Inflation and Deflation
by Xingyun PENG

2015 Interest Rate Levels and Interest Rate Structure
by Xingyun PENG

2015 Demand for Money
by Xingyun PENG

2015 Money Supply
by Xingyun PENG

2015 Financial Derivatives Market
by Xingyun PENG

2015 Foreign Exchange Markets
by Xingyun PENG

2015 Short-Term Money Markets
by Xingyun PENG

2015 Long-Term Capital Markets
by Xingyun PENG

2015 Commercial Bank Operations and Management
by Xingyun PENG

2015 Financial Institutions in the Financial System
by Xingyun PENG

2015 Financing Options for Borrower–Spenders
by Xingyun PENG

2015 Asset Selection and Risk Management of Lender–Savers
by Xingyun PENG

2015 Time Allocation of Resources: Whether to Save or Spend
by Xingyun PENG

2015 Time Value of Money
by Xingyun PENG

2015 Financial System
by Xingyun PENG

2015 Money, Monetary Systems, and Statistics
by Xingyun PENG

2015 Polish macroeconomic indicators correlated-prediction with indicators of selected countries
by Monika Hadas-Dyduch

2015 Polish macroeconomic indicators correlated-prediction with indicators of selected countries
by Monika Hadas-Dyduch

2015 Factores asociados al rendimiento en competencia financiera en PISA 2012
by Dolores Moreno-Herrero & José Sánchez Campillo & Manuel Salas-Velasco

2015 Financial Theory:Perspectives from China
by Xingyun Peng

2015 Model Risk in Financial Markets:From Financial Engineering to Risk Management
by Radu Tunaru

2015 Global Derivative Debacles:From Theory to Malpractice
by Laurent L Jacque

2015 The World Scientific Handbook of Futures Markets
by

2015 Hyperbola Economics Towards A Utopian Economy
by Hideyuki Kamiryo

2015 Hyperbola Economics Towards A Utopian Economy
by Hideyuki Kamiryo

2015 Immobilienpreise: Ist die Entwicklung am deutschen Wohnungsmarkt noch fundamental gerechtfertigt?
by Schier, Michael & Voigtländer, Michael

2015 Institutional Influence On The Liquidity Of The Bulgarian Stock Market
by Krasimira Naydenova

2015 Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach
by Atilla Cifter

2015 The Effects of Risk Modelling: Assessing Value-at-Risk Accuracy
by Zatul Karamah Ahmad Baharul-Ulum & Ismail Ahmad & Norhana Salamudin & Norzaidi Mohd Daud

2015 Variety Pass-Through: An Examination of the Ready-to-Eat Breakfast Cereal Market
by Timothy J. Richards & Stephen F. Hamilton

2015 On the Blurring of the Color Line: Wages and Employment for Black Males of Different Skin Tones
by Daniel Kreisman & Marcos A. Rangel

2015 Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012
by Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas

2015 Asymmetric Volatility of the Thai Stock Market. Evidence from High-Frequency Data
by Supachok THAKOLSRI & Yuthana SETHAPRAMOTE & Komain JIRANYAKUL

2015 Tek Fiyat Kanunu ve Satın Alma Gücü Paritesi Hipotezine İlişkin Ampirik Bulgular: Bir Literatür Taraması
by Giray GÖZGÖR

2015 The Theories About Construction Of Financial System As Reflection Of The Economic And Financial Structure Of A Country – The Case Of Kosovo
by ENVER BAJÇINCA

2015 Financial Sector Reforms And Rural Financial Markets In India
by ANAND BANSAL

2015 Efekty ponadgraniczne niekonwencjonalnej polityki monetarnej
by Marek Lubiński

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 returns by means of a Markov Chain Monte Carlo before, during and after the subprime crisis
by Hernández Ángeles, Ignacio Francisco & López-Herrera, Francisco & Hoyos Reyes, Luis Fernando

2015 El Mercado De Capitales En América Latina 1990-2013. Capital Market In Latin America 1990-2013
by Bernabé ANDRADE RODRÍGUEZ & Ana del Pilar BANDA MORA & Jaime Alberto GÓMEZ WALTEROS

2015 Divestment from fossil fuel companies: Confluence between policy and strategic viewpoints
by Martina K Linnenluecke & Cristyn Meath & Saphira Rekker & Baljit K Sidhu & Tom Smith

2015 La valeur économique comme fait social : la preuve par les évaluations boursières
by Orléan, André

2015 Evaluation of Corporate Governance Influence on Performance of roumanian Companies
by Georgeta VINTILA & Florinita DUCA

2015 The Diagnosis of the Insider Trading During the Conflict of Shareholders of “VimpelCom” in 2005-2013
by Chirkova, Elena & Petrov, Vladislav

2015 Volatility And Kurtosis Of Daily Stock Returns At Mse
by Ivanovski, Zoran & Stojanovski, Toni & Narasanov, Zoran

2015 Application Of Dividend Discount Model Valuation At Macedonian Stock-Exchange
by Ivanovski, Zoran & Ivanovska, Nadica & Narasanov, Zoran

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 cointegrazione nascosta
by Hatemi-J, Abdulnasser & Irandoust, Manuchehr

2015 A Model of the Dynamic of the Relationship between Stock Prices and Economic Growth of Indonesia
by Pasrun Adam

2015 Trade openness-financial development nexus: Bounds testing approach and causality tests for Tunisia
by Khoutem Ben Jedidia

2015 The Role of Allocative Efficiency in a Decade of Recovery
by Kaiji Chen & Alfonso Irarrazabal

2015 Business Intelligence and Performance Management
by TANASE, George Cosmin

2015 Volatility Effect: An Application on the German Stock Market
by Jan Bastin

2015 Does the Financial System Promote Sustainable Development? Evidence from Eastern European Countries
by Ioana Andrada Moldovan Gavril

2015 Off-exchange Trading, Dark Pools and their Regulatory Dilemmas
by Zsuzsánna Biedermann

2015 Revenues, Expenses, Profitability And Investments Of Potential Contenders For The Status Of A Listed Company In Poland
by Joanna Malecka

2015 Catering Approach To The Dividend Payment Policy On The Warsaw Stock Exchange
by Aleksandra Pieloch-Babiarz

2015 A novel application of grey principal component analysis to determine stockholder’s approach towards financial ratios
by Amin Babaei Falah & Morteza Sardari

2015 Modern Options For The Financing Of The Real Estate Investments
by Chiriac Silviu-Cornel-Virgil & Ofileanu Dimi & &

2015 Modelling loans and deposits during electoral years in Romania
by Nicolae-Marius JULA

2015 The Economics and Finance of Hedge Funds: A Review of the Academic Literature
by Agarwal, Vikas & Mullally, Kevin A. & Naik, Narayan Y.

2015 Finance According to Greenspan
by Mirkin, Yu.

2015 Log-volatility enhanced GARCH models for single asset returns
by Tomasz Skoczylas

2015 Impact of Financial Risks on the Value of Moroccan Companies
by Abdelmajid Ibenrissoul & Zouigui Maroua

2015 Price impact of informed trades in the U.S. treasury markets
by Onem Ozocak

2015 Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets
by Emilio Rojas Olea & Werner Kristjanpoller Rodríguez

2015 Rank Correlation Analysis of Investment Decisionfor Small Investors in the Hong Kong Derivatives Markets
by Tai-Yuen HON

2015 The Preferences and Investment Behaviour of Small Investors in the Hong Kong Bank Stock Market
by Tai-Yuen HON

2015 A Factor Analysis of Investment Behaviour for Small Investors in the Hong Kong Stock Market
by Tai-Yuen HON

2015 Decision-Making in the Hong Kong Bank Stock Market
by Tai-Yuen HON & Richard C. LAM

2015 Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája
by Havran, Dániel & Erb, Tamás

2015 The Growth and Challenges of Mortgage Origination in Ghana
by Emmanuel Kofi Gavu & Kahad Adamu

2015 Time Varying Correlation Between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification
by Aftab Parvez Khan & Sarkar Humayun Kabir & Omar K M R Bashar & A. Mansur M. Masih

2015 Spillover from oil market to stock market in Nigeria: Evidence from granger causality in risk
by Olayeni O. Richard* & Olofin O. Philip*

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

2015 Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets
by Hatice Gaye Gencer

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

2015 Perceptions Of Customerâ´S Satisfaction In Financial Institutions: Evidence At Puebla, Mexico, Las Percepciones De La Satisfaccion Del Cliente En Las Entidades Financieras: Evidencia De Puebla, Mexico
by Hector Hugo Perez Villarreal & Mario Alberto Lagunes Perez & Sofia Elba Vazquez Herrera & Jesus Igor Heberto Barahona Torres

2015 Unregulated Markets And Internet Financial Communication: Qualitative And Quantitative Approaches
by Laetitia Pozniak

2015 Investor Reaction In Stock Market Crashes And Post-Crash Market Reversals
by Daniel Folkinshteyn & Gulser Meric & Ilhan Meric

2015 International Earnings To Price Ratio Convergence: Evidence From The European Union
by Nicholas Apergis & Christis Hassapis & Christina Christou & Steve Johnson

2015 Viability Of A Peer-To-Peer Loan Market For Students And The Underbanked
by Lynda S. Livingston & Samantha A. Anders & Hiroki Tokuyama

2015 Viability Of A Peer-To-Peer Loan Market For Students And The Underbanked
by Lynda S. Livingston & Samantha A. Anders & Hiroki Tokuyama

2015 Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market
by Tarek Bouchaddekh & Abdelfatteh Bouri & Makram Nouaili

2015 Challenges in identifying interbank loans
by Armantier, Olivier & Copeland, Adam

2015 Performance of risk-based portfolios under different market conditions: Evidence from India
by Sharma, Prateek & Vipul,

2015 The asymmetric response of volatility to market changes and the volatility smile: Evidence from Australian options
by Tanha, Hassan & Dempsey, Michael

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

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

2015 The wages of social responsibility — where are they? A critical review of ESG investing
by Halbritter, Gerhard & Dorfleitner, Gregor

2015 Model-free volatility indexes in the financial literature: A review
by Gonzalez-Perez, Maria T.

2015 Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets
by Agudelo, Diego A. & Giraldo, Santiago & Villarraga, Edwin

2015 The response of stock market volatility to futures-based measures of monetary policy shocks
by Gospodinov, Nikolay & Jamali, Ibrahim

2015 The friction-free weighted price contribution
by Abad, David & Pascual, Roberto

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

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

2015 Alternative errors-in-variables models and their applications in finance research
by Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few

2015 Price dynamics and market liquidity: An intraday event study on Euronext
by Mazza, Paolo

2015 Empirical tests on the liquidity-adjusted capital asset pricing model
by Vu, Van & Chai, Daniel & Do, Viet

2015 Stock return commonality within business groups: Fundamentals or sentiment?
by Kim, Min-Su & Kim, Woojin & Lee, Dong Wook

2015 Liquidity provision and informed trading by individual investors
by Tian, Xiao & Do, Binh & Duong, Huu Nhan & Kalev, Petko S.

2015 Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk
by Ibrahim, Mansor H.

2015 Stock market valuation of R&D expenditures—The role of corporate governance
by Chan, Konan & Chen, Hung-Kun & Hong, Li-Hong & Wang, Yanzhi

2015 The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors
by Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi

2015 Foreign ownership in emerging stock markets
by Batten, Jonathan A. & Vo, Xuan Vinh

2015 Insurance development and the finance-growth nexus: Evidence from 34 OECD countries
by Pradhan, Rudra P. & Arvin, Mak B. & Norman, Neville R.

2015 Intraday return and volatility spillover mechanism from Chinese to Japanese stock market
by Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro

2015 The transmission of US systemic financial stress: Evidence for emerging market economies
by Fink, Fabian & Schüler, Yves S.

2015 Home bias, risk differential, and cultural spatial spillover effects
by Kim, Heeho & Cho, Seong-Hoon & Kim, Yongku

2015 Regression-based estimation of dynamic asset pricing models
by Adrian, Tobias & Crump, Richard K. & Moench, Emanuel

2015 Structured debt ratings: Evidence on conflicts of interest
by Efing, Matthias & Hau, Harald

2015 Hedge funds and discretionary liquidity restrictions
by Aiken, Adam L. & Clifford, Christopher P. & Ellis, Jesse A.

2015 Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks
by Eraker, Bjørn & Ready, Mark

2015 Complete and incomplete financial markets in multi-good economies
by Ehling, Paul & Heyerdahl-Larsen, Christian

2015 Hot hand and gambler's fallacy in teams: Evidence from investment experiments
by Stöckl, Thomas & Huber, Jürgen & Kirchler, Michael & Lindner, Florian

2015 Time-varying effect of oil market shocks on the stock market
by Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan

2015 Housing price growth and the cost of equity capital
by Ding, Xiaoya (Sara) & Ni, Yang & Rahman, Abdul & Saadi, Samir

2015 Trend definition or holding strategy: What determines the profitability of candlestick charting?
by Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin

2015 How are market preferences shaped? The case of sovereign debt of stressed euro-area countries
by Mamatzakis, Emmanuel & Tsionas, Mike G.

2015 Stock liquidity and managerial short-termism
by Chen, Yangyang & Rhee, S. Ghon & Veeraraghavan, Madhu & Zolotoy, Leon

2015 Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies
by Bessler, Wolfgang & Wolff, Dominik

2015 The determinants of price discovery: Evidence from US-Canadian cross-listed shares
by Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza

2015 Corporate social responsibility and media coverage
by Cahan, Steven F. & Chen, Chen & Chen, Li & Nguyen, Nhut H.

2015 The securitization of gold and its potential impact on gold stocks
by Zhang, Yue

2015 Bond market event study methods
by Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei)

2015 The LIX: A model-independent liquidity index
by Guillaume, F.

2015 Risk, illiquidity or marketability: What matters for the discounts on private equity placements?
by Chen, Linda H. & Dyl, Edward A. & Jiang, George J. & Juneja, Januj A.

2015 A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
by Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun

2015 Oil prices, US stock return, and the dependence between their quantiles
by Sim, Nicholas & Zhou, Hongtao

2015 (How) has the market become more efficient?
by Bertone, Stephen & Paeglis, Imants & Ravi, Rahul

2015 Commonality in hedge fund returns: Driving factors and implications
by Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin

2015 Barrier style contracts under Lévy processes: An alternative approach
by Fajardo, José

2015 Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
by Tavin, Bertrand

2015 Do mutual funds herd in industries?
by Celiker, Umut & Chowdhury, Jaideep & Sonaer, Gokhan

2015 The role of underwriter peer networks in IPOs
by Chuluun, Tuugi

2015 Retail clientele and option returns
by Choy, Siu-Kai

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

2015 The nonlinear relationships between stock indexes and exchange rates
by Ho, Liang-Chun & Huang, Chia-Hsing

2015 Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns
by Riedel, Christoph & Wagner, Niklas

2015 Microstructure order flow: statistical and economic evaluation of nonlinear forecasts
by Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald

2015 Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000
by Chen, Doris & Dempsey, Michael & Lajbcygier, Paul

2015 Is there an ideal in-sample length for forecasting volatility?
by Kambouroudis, Dimos S. & McMillan, David G.

2015 An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
by Omay, Tolga & Yuksel, Asli & Yuksel, Aydin

2015 New evidence on the impact of fees on mutual fund performance of two types of funds
by Mansor, F. & Bhatti, M.I. & Ariff, M.

2015 The impact of oil price shocks on the stock market return and volatility relationship
by Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan

2015 Expected utility and catastrophic consumption risk
by Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris

2015 On the efficient utilisation of duration
by Dierkes, Thomas & Ortmann, Karl Michael

2015 Price discovery in the dual-platform US Treasury market
by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei

2015 US stock market regimes and oil price shocks
by Angelidis, Timotheos & Degiannakis, Stavros & Filis, George

2015 A tracking error approach to leveraged ETFs: Are they really that bad?
by Bansal, Vipul K. & Marshall, John F.

2015 Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach
by Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim

2015 Informed trading in parallel bond markets
by Paiardini, Paola

2015 Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm
by Chakrabarty, Bidisha & Pascual, Roberto & Shkilko, Andriy

2015 Options market makers׳ hedging and informed trading: Theory and evidence
by Huh, Sahn-Wook & Lin, Hao & Mello, Antonio S.

2015 The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X
by He, Peng William & Jarnecic, Elvis & Liu, Yubo

2015 Capital market seasonality: The curious case of large foreign stocks
by Guan, Xian & Saxena, Konark

2015 Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis
by Araç, Ayşen & Yalta, A. Yasemin

2015 Credit contagion and competitive effects of bond rating downgrades along the supply chain
by Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse

2015 Does individual-stock skewness/coskewness reflect portfolio risk?
by Kim, Thomas

2015 A note on minimum riskiness hedge ratio
by Ehsani, Sina & Lien, Donald

2015 Equity returns of distressed equity issuers
by Park, James L.

2015 The benefits of combining seasonal anomalies and technical trading rules
by Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V.

2015 Block-ownership structure, bank nominee director and crash-risk
by Chauhan, Yogesh & Wadhwa, Kavita & Syamala, Sudhakar Reddy & Goyal, Abhinav

2015 The optimal pricing of a market maker in a heterogeneous agent economy
by Guo, Bin & Zhang, Wei & Chen, Shu-Heng & Zhang, Yongjie

2015 Net payout return: An alternative to the traditional returns approach based on dividends and share repurchases
by Brawn, Derek & Sevǐc, Aleksandar

2015 A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles
by Godek, Paul E.

2015 Player absence and betting lines in the NBA
by Dare, William H. & Dennis, Steven A. & Paul, Rodney J.

2015 Long memory and the relation between options and stock prices
by Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih

2015 Testing for asymmetric causality between U.S. equity returns and commodity futures returns
by Nguyen, Duc Khuong & Sousa, Ricardo M. & Uddin, Gazi Salah

2015 Conditional Sharpe Ratios
by Chow, Victor & Lai, Christine W.

2015 The long-term performance of index additions and deletions: Evidence from the Hang Seng Index
by Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N.

2015 Commonality on Euronext: Do location and account type matter?
by D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo

2015 Long memory and level shifts in REITs returns and volatility
by Assaf, Ata

2015 Is forward-looking financial disclosure really informative? Evidence from UK narrative statements
by Hassanein, Ahmed & Hussainey, Khaled

2015 The gold price in times of crisis
by Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P.

2015 Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
by Bredin, Don & Conlon, Thomas & Potì, Valerio

2015 The importance of belief dispersion in the response of gold futures to macroeconomic announcements
by Smales, Lee A. & Yang, Yi

2015 Do fund managers herd in frontier markets — and why?
by Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay

2015 War and stock markets: The effect of World War Two on the British stock market
by Hudson, Robert & Urquhart, Andrew

2015 Stock market expectations and risk aversion of individual investors
by Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia

2015 Economic consequences of key performance indicators' disclosure quality
by Elzahar, Hany & Hussainey, Khaled & Mazzi, Francesco & Tsalavoutas, Ioannis

2015 The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countries
by Pradhan, Rudra P. & Arvin, Mak B. & Ghoshray, Atanu

2015 Examining real interest parity: Which component reverts quickest and in which regime?
by Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E.

2015 Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns
by Hudson, Robert S. & Gregoriou, Andros

2015 Time-variation in the impact of news sentiment
by Smales, Lee A.

2015 The impact of liquidity on senior credit index spreads during the subprime crisis
by Marra, Miriam

2015 The economics of aesthetics and record prices for art since 1701
by Spaenjers, Christophe & Goetzmann, William N. & Mamonova, Elena

2015 Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis
by Bouri, Elie

2015 Performance of utility based hedges
by Cotter, John & Hanly, Jim

2015 Is there dependence and systemic risk between oil and renewable energy stock prices?
by Reboredo, Juan C.

2015 A comparison of implied and realized volatility in the Nordic power forward market
by Birkelund, Ole Henrik & Haugom, Erik & Molnár, Peter & Opdal, Martin & Westgaard, Sjur

2015 Macro variables and the components of stock returns
by Maio, Paulo & Philip, Dennis

2015 Adverse selection and the presence of informed trading
by Chang, Sanders S. & Wang, F. Albert

2015 Long memory in log-range series: Do structural breaks matter?
by Chatzikonstanti, Vasiliki & Venetis, Ioannis A.

2015 Volatility transmission in global financial markets
by Clements, A.E. & Hurn, A.S. & Volkov, V.V.

2015 Consumption risk and the cross-section of government bond returns
by Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon

2015 Do stock returns rebound after bear markets? An empirical analysis from five OECD countries
by Zeng, Songlin & Bec, Frédérique

2015 Financing in an emerging economy: Does financial development or financial structure matter?
by Castro, Fernanda & Kalatzis, Aquiles E.G. & Martins-Filho, Carlos

2015 The “inflow-effect”—Trader inflow and price efficiency
by Kirchler, Michael & Bonn, Caroline & Huber, Jürgen & Razen, Michael

2015 Contagion risk in the Czech financial system: A network analysis and simulation approach
by Hausenblas, Václav & Kubicová, Ivana & Lešanovská, Jitka

2015 Asset-pricing anomalies at the firm level
by Cederburg, Scott & O’Doherty, Michael S.

2015 The probability premium: A graphical representation
by Eeckhoudt, Louis R. & Laeven, Roger J.A.

2015 Portfolio selection: An alternative approach
by Hatemi-J, Abdulnasser & El-Khatib, Youssef

2015 The finance–growth nexus in crisis
by Breitenlechner, Max & Gächter, Martin & Sindermann, Friedrich

2015 Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach
by Bekiros, Stelios & Gupta, Rangan

2015 What do scientists know about inflation hedging?
by Arnold, Stephan & Auer, Benjamin R.

2015 The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?
by Flavin, Thomas J. & Sheenan, Lisa

2015 Improving international diversification benefits for US investors
by Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis

2015 The nature and impact of the market forecasting errors in the Federal funds futures market
by Dunbar, Kwamie & Amin, Abu S.

2015 Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales
by Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay

2015 Does local governments’ budget deficit push up housing prices in China?
by Wu, Guiying Laura & Feng, Qu & Li, Pei

2015 The effect of index futures trading on volatility: Three markets for Chinese stocks
by Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L.

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”
by Charitou, Andreas

2015 The Effect of Financial and Macroeconomic Factors on the Oil Market
by Nikolaos Sariannidis & Georgios Galyfianakis & Evagelos Drimbetas

2015 Financial Development, Financial Instability and Economic Growth: The Case of Maghreb Countries
by Khattab Ahmed & Mpabe Bodjongo Mathieu Juliot & Ihadiyan Abid

2015 The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach
by Sakshi Khanna & Amit Srivastava & Yajulu Medury

2015 An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)
by Trust Kganyago & Victor Gumbo

2015 A Comparative Analysis on US Financial Stress Indicators
by Nimantha Manamperi

2015 Financial and Monetary Reforms and the Finance-Growth Relationship in Zimbabwe
by Takawira Tyavambiza & Davis Nyangara

2015 Chaotic Structure of the BRIC Countries and Turkey’s Stock Market
by Samet Günay

2015 A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm
by Fethi Belhaj & Ezzeddine Abaoub

2015 Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market
by Ting Luo & Zhiguo Xiao

2015 Extraneous Risk: Pricing of Non-Systematic Risk
by Ki Beom Binh & Hogyu Jhang

2015 Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange
by Sabina Nowak & Joanna Olbrys

2015 Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito
by Andrés J. García Bernal & José E. Gómez-González & Tatiana A. Mora-Arbeláez & Mauricio Villamizar-Villegas

2015 Concentração de propriedade e o impairment loss sobre o goodwill: investigação empírica no contexto das companhias abertas brasileiras
by Paulo Sérgio Almeida Santos & Andréia Carpes Dani & Roberto Carlos Klann

2015 Análise da relação entre o valor econômico agregado (EVA) e os indicadores do mercado de empresas brasileiras
by Caroline Sulzbach Pletsch & Estelamaris Reif & Tarcísio Pedro Da Silva

2015 Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos
by Rojas, Emilio & Kristjanpoller, Werner

2015 Descomposicion de la estructura a terminos de la tasa de interes de los bonos soberanos de Estados Unidos y Colombia
by Carlos Alberto Cuadros Lara

2015 Issues Regarding The Financial Flow Projections In The Selection Of Investment Projects
by Mariana Rodica ŢÎRLEA

2015 Application Of Technical Level On Two Fruit And Vegetable Juicers
by Paula VOICU & Petruta MIHAI

2015 The Connection Between Economic Growth And Stock Markets
by Andreea Maria PECE

2015 Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond
by Chunming Yuan & Tanu J. Pongsiri

2015 Disequilibria and contagion in financial markets: Evidence from a new test
by Luca De Angelis & Attilio Gardini

2015 La technologie est le meilleur garant de la gestion des risques sur les marchés financiers
by Gerard Hartsink

2015 Testing the predict power of VIX: an application of multiplicative error model
by Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira

2015 Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models
by Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle

2015 Sell-side analysts make good predictions in Brazil?
by Melquiades Pereira Lima & Vinicio de Souza Almeida

2015 A synthesis of theoretical and empirical research on sukuk
by Muhamed Zulkhibri

2015 Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange
by Julija Cerović & Vesna Karadžić

2015 A Study of Day of the Week Effect in Karachi Stock Exchange During Different Political Regimes in Pakistan
by Syed Muhammad Majid Shah & Fahad Abdullah

2015 Ambiguity, Ambiguity Aversion and Reserve of Value in Argentina
by Eduardo Ariel Corso

2015 Financial Stability Monitoring
by Daniel Covitz & Nellie Liang & Tobias Adrian

2015 The Value and Risk of Human Capital
by Luca Benzon & Olena Chyruk

2015 Rynek Neuer Markt: droga od sukcesu do porażki / Neuer Markt: from Success to Failure
by Sonia Wos

2015 The Greek Crisis and the Generalization of Euro in European Union
by Octavian PERPELEA & Tatiana PAUN

2015 Correlation Analysis Of The Company'S Liquidity, Patrimony Structure And Efficiency Indicators
by Marian Siminica & Silviu-Valentin CARSTINA

2015 Does Investor Sentiment Explain The Seasonality Of Overreaction? Examples Of The Nigerian And South African Equity Markets
by Rafiq Raji & Kalu Ojah

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

2015 Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand
by Suthawan Prukumpai

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

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

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

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

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

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

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

2014 The Empire of Value: A New Foundation for Economics
by Orléan, André

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

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

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

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

2014 Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach
by Grammig, Joachim & Sönksen, Jantje

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

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

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

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

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

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

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

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

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

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

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

2014 Leverage effect in energy futures
by Kristoufek, Ladislav

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 The Determinants of CDS Bid-ask Spreads
by Marcin Wojtowicz

2014 Expected Utility and Catastrophic Risk
by Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris

2014 Long-term trends in intra-financial sector lending in the U.S. 1950 - 2012
by Gerald Epstein & Iren Levina & Juan A. Montecino

2014 Intra-Financial Lending, Credit, and Capital Formation
by Juan A. Montecino & Gerald Epstein

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

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

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

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

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

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

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

2014 The Role of Information in Stock Market
by Mahmood Mahmoodzadeh & Saleh Ghavidel & Mir Hosein Mousavi

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

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

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

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

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

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

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

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

2014 Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and "Normal" Economic Times
by Michael Greenstone & Alexandre Mas & Hoai -Luu Nguyen

2014 Sensitivity Of Stock Prices To Money Supply Dynamics
by Bosupeng, Mpho

2014 Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study Germany & U.S -
by Emara, Noha

2014 Low Versus High Leverage (LVH)
by Bebel, Arkadiusz

2014 The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets
by MODENA, MATTEO & LINCIANO, NADIA & GENTILE, MONICA & FANCELLO, FRANCESCO

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Exploiting of fundamental interest rates inefficiency
by Ivanov, Sergei

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Investment Noise and Trends
by Robert F. Stambaugh

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Financial Stress Indicators for Small, Open, Highly Euroised Countries – the Case of Croatia
by Mirna Dumičić

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

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

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

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

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

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

2014 Recursive utility using the stochastic maximum principle
by Aase, Knut K.

2014 Language, News and Volatility
by Byström, Hans

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

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

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

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

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

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

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

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

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

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

2014 Restoring confidence in reference rates
by Dudley, William

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

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

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

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

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

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

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

2014 Implications of different understandings of financial crises for divergent conclusions on the connections between finance and sustainability
by Alessandro Vercelli

2014 Financial Stability and Economic Performance
by Jerome Creel & Paul Hubert & Fabien Labondance

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

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

2014 Bayesian default probability models
by Petra Andrlíková

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

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

2014 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir

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

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

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

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

2014 The Extent and Cyclicality of Career Changes: Evidence for the UK (first version)
by Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers

2014 Law and Structure of the Capital Markets
by Gu, Xian & Kowalewski, Oskar

2014 Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy
by Jackowicz, Krzystof & Kowalewski, Oskar & Kozlowski, Lukasz & Roszkowska, Paulina

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

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

2014 Toxic Arbitrage
by Foucault , Thierry & Kozhan , Roman

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange
by Diego A. Agudelo & Ángelo Gutiérrez & Nazly J. Múnera

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

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

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

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

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

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

2014 Multivariate Variance Ratio Statistics
by Seok Young Hong & Oliver Linton & Hui Jun Zhang

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

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

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

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

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

2014 On a new class of barrier options
by Hernández del Valle Gerardo

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

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

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

2014 Correlations
by Paul Ehling & Christian Heyerdahl-Larsen

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

2014 Improving Overnight Loan Identification in Payments Systems
by Mark Rempel

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

2014 Database of Sovereign Defaults, 2015 (Revised May 2015)
by David Beers & Jean-Sébastien Nadeau

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

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

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

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

2014 The market for structured products in the context of inflation
by Monika Hadas-Dyduch

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

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

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

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

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

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

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

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

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

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

2014 Applicable Indicators For Measuring The Liquidity Of Bulgarian Stock Market
by Krasimira Naydenova

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

2014 Transcending monetary orthodoxy: The new strategy of modern central banking
by Carlos Eduardo Carrasquero Luces

2014 The Effect Of International Soccer Games On Exchange Rates Using Evidence From Turkey
by Ender DEMIR & Chi Keung Marco LAU & Ka Wai Terence FUNG

2014 Klasyfikacja systemow nadzoru korporacyjnego – podejscie alternatywne (A taxonomy of Corporate Governance systems – an alternative approach)
by Anna Golec & Anna Zamojska

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

2014 Estimación alternativa de una prima de seguro de gastos médicos mayores bajo el contexto de las opciones financieras / Alternative estimation of major medical expensive prime in the financial options context
by Hermosillo Ramírez, Fernando G. & Sierra Juárez, Guillermo

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

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

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

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

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

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

2014 Fractal Structure of the Stock Markets of Leading Asian Countries
by Günay, Samet

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

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

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

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

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

2014 Islamic Equity Indices: Insight and Comparison with Conventional Counterparts
by Abdelbari El Khamlichi & Aurélie Sannajust & Humaylin Kabir Sarkar

2014 Detecting Early Warnings for Hedge Fund Contagion
by Roberto Savona

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

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

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

2014 Mitigating Vulnerability to Oil Price Risk— Applicability of Risk Models to Pakistan’s Energy Problem
by Jamshed Y. Uppal & Syeda Rabab Mudakkar

2014 Is Negative Profitability-Leverage Relation the only Support for the Pecking Order Theory in Case of Pakistani Firms?
by Attaullah Shah & Jasir Ilyas

2014 Risk Management Companies and Hedge Accounting
by Sabin Armăşelu

2014 Insurance Market Development In Comparison With Other Financial Markets Segments In Poland In The Prosperity And Recession
by Dorota Ostrowska

2014 Online Disclosing Information on the Catastrophe Bonds Transactions – a European Perspective
by Constantin Laura-Gabriela

2014 Characteristics Of The Emerging Market Economies - Brics, From The Perspective Of Stock Exchange Markets
by Sechel Ioana-Cristina & Ciobanu Gheorghe

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

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

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

2014 Qual o melhor momento para a abertura de capital? Analisando o timing dos IPOS das empresas brasileiras de energia a partir da teoria de opções reais [What is the best time for initial public offer? Analyzing the timing of IPOS of brazilian energy companies based on the theory of actual options]
by Fernanda Finotti Cordeiro Perobelli & Luiz Eduardo Teixeira Brandão & Taiany Abreu Soares

2014 As características da estrutura financeira brasileira e a trajetória de industrialização [Characteristics of the Brazilian financial structure and the industrialization trajectory]
by Elson Rodrigo de Souza-Santos & Armando Dalla Costa

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

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

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

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

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

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

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

2014 Una aplicación de la teoría de matrices aleatorias para analizar la variación del rendimiento de diferentes commodities a lo largo del periodo 2000-2012
by Núñez-Mora, José Antonio & Mata-Mata, Leovardo

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

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

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

2014 Finding The Discount Rate For A Private Firm Using Public Comparables
by Lynda S. Livingston

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

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

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

2014 The Halloween Effect Evidence from Romania
by Dragos Stefan Oprea

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

2014 Financial Development-Economic Growth Nexus : A Panel Data Analysis Upon Oecd Countries
by AKINCI, GÖNÜL YÜCE & AKINCI, MERTER & YILMAZ, ÖMER

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

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

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

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

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

2014 Una medida de estrés financiero para México y su relación con la actividad económica
by Yahir López Chuken

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Mortgage convexity
by Hanson, Samuel G.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Volatility spreads and earnings announcement returns
by Atilgan, Yigit

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

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

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

2014 Corporate bond prices and idiosyncratic risk: Evidence from Australia
by Fang, Victor & Hung, Chi-Hsiou D.

2014 Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets
by Galagedera, Don U.A.

2014 Trade classification accuracy for the BIST
by Aktas, Osman Ulas & Kryzanowski, Lawrence

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Leverage effect in energy futures
by Kristoufek, Ladislav

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

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

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

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

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

2014 Stock liquidity and the Taylor rule
by Jiang, Lei

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange
by Emna Rouetbi & Chokri Mamoghli

2014 Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market
by Mesut BALLIBEY & Serpil TÜRKYILMAZ

2014 Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models
by Serpil TURKYILMAZ & Mesut BALIBEY

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

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

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

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

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

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

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

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

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

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

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

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

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

2014 L'Alternative Investment Market : un modèle pour le financement des petites et moyennes capitalisations ?
by Valérie Revest & Alessandro Sapio

2014 Alternext : un marché au bilan contrasté
by Emmanuel Boutron & Béatrice de Séverac & Philippe Dessertine

2014 Les émissions obligataires des PME et ETI allemandes : entre M ittelstand et junk bonds
by Joël Petey

2014 Le marché obligataire corporate : un levier pour les PME-ETI ?
by Emmanuel Boutron & Béatrice de Séverac & Philippe Dessertine

2014 Risk Measures Theory: a comprehensive survey
by Marcelo Brutti Righi & Paulo Sergio Ceretta

2014 Overconfidence, turnover, and return: evidence from the Brazilian market
by Wlademir Ribeiro Prates & André Alves Portela Santos & Newton Carneiro Affonso da Costa Jr.

2014 RiD: A New Approach to Estimate the Insolvency Risk
by Marco Aurélio dos Santos Sanfins & Danilo Soares Monte-Mor

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

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

2014 Determinants of Profitability of Islamic Banking Industry: An Evidence from Pakistan
by Muhammad Mahmood Shah Khan & Farrukh Ijaz & Ejaz Aslam

2014 The Effect of Capital Structure on Abnormal Stock Returns: Evidence from Pakistan
by Ihsan Ullah & Attaullah Shah

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

2014 Construction Of A Financial Portfolio On Thebucharest Stock Exchange Using Risk/Return Analysis
by Laura Raisa MiloÈ™ & Marius Cristian Milos

2014 Taxation Issues In Romanian Pre-University Educationpayroll Compared To The European Union
by Teodor Hada & Radu Marginean & Marina Simona Lukacs

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

2014 Evaluation Of Customers’ Bank Perception In Terms Of Financial Growth
by Assist. Prof. Dr. Ercan ÖZEN, PhD

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

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

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

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

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

2013 Recursive utility and the equity premium puzzle: A discrete-time approach
by Aase, Knut K.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 20 Propuestas para reformar el capitalismo
by

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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
by 马成虎 & 汪先珍

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 Identifying Cross-Sided Liquidity Externalities
by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham

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

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

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

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

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

2013 Financial Stability and Economic Performance
by Jérôme Creel & Paul Hubert & Fabien Labondance

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

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

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

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

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

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

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

2013 South African Capital Markets: An Overview
by Shakill Hassan

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

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

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

2013 Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE
by Okur, Mustafa & Cevik, Emrah Ismail

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 Interest rate paradox
by Ivanov, Sergei

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 Winners and Losers: Creative Destruction and the Stock Market
by Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman

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

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

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

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

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

2013 Irrational Market Makers
by Fabrice Rousseau & Laurent Germain & Anne Vanhems

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 Robust immunization
by Armerin, Fredrik

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

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

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

2013 Financial Innovation, Collateral and Investment
by Ana Fostel & John Geanakoplos

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

2013 More on U.S. Treasury term premiums: spot and expected measures
by Durham, J. Benson

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

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

2013 Fire-sale spillovers and systemic risk
by Duarte, Fernando M. & Eisenbach, Thomas M.

2013 Dynamic leverage asset pricing
by Adrian, Tobias & Moench, Emanuel & Shin, Hyun Song

2013 Trading partners in the interbank lending market
by Afonso, Gara M. & Kovner, Anna & Schoar, Antoinette

2013 Identifying term interbank loans from Fedwire payments data
by Kuo, Dennis & Skeie, David R. & Vickery, James & Youle, Thomas

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

2013 Towards a Material Culture of Financialisation
by Ben Fine

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

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

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

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

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

2013 Walrasian foundations for equilibria in segmented markets
by Rohit Rahi & Jean-Pierre Zigrand

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

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

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

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

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

2013 Sovereign Ceilings "Lite"? The Impact of Sovereign Ratings on Corporate Ratings
by Borensztein, Eduardo & Cowan, Kevin & Valenzuela, Patricio

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 Ergodic Markov equilibrium with incomplete markets and short sales
by Braido, Luis H. B.

2013 Reserve Options Mechanism : A New Macroprudential Tool to Limit the Adverse Effects of Capital Flow Volatility on Exchange Rates
by Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

2013 Weather Effects On Returns And Volatility: Evidence From Morocco
by Mohammed MRAOUA & Rachid ELLAIA & Abdelkhalak EL HAMI

2013 Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011
by Argiro Svingou

2013 Efficiency Of The Stock Markets In Bangladesh: Evidence From Cse And Dse
by SHAWKATUL ISLAM AZIZ & SHAHANARA BASHER & MOHAMMAD RAHIM UDDIN

2013 The Validity of the Halloween Effect in the Istanbul Stock Exchange
by Veli Yilanci

2013 On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges
by Claudio Borio

2013 Disclosure quality, diversification and the cost of capital
by Greg Clinch

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
by Marcin Mrowiec

2013 Study on CEO Duality and Corporate Governance of Companies Listed in Bucharest Stock Exchange
by Georgeta VINTILA & Florinita DUCA

2013 A Study of the Relationship between Corporate Social Responsibility - Financial Performance - Firm Size
by Georgeta VINTILA

2013 The IPO Cycles in China's A-share IPO Market: Detection Based on a Three Regimes Markov Switching Model
by Zhiqiang HU & Yizhu WANG

2013 Economic Crisis Impact On Changes In International Financial Institutions Operating
by Cerovic, Slobodan & Petrovic, Pero & Cerovic, Stanislav

2013 Financing Policies Of Croatian Publicly Listed Firms
by Grubisic Seba, Mihaela

2013 Strategy Of Stock Valuation By Fundamental Analysis
by Baresa, Suzana & Bogdan , Sinisa & Ivanovic, Zoran

2013 The Effect of Initial Margin on Long-run and Short-run Volatilities in Japan
by Kim , Sangbae & Jung , Taehun

2013 Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series
by Pekkaya, Mehmet

2013 Luigi Spaventa in Consob (Luigi Spaventa at Consob)
by Filippo Cavazzuti

2013 Using R in Finance
by Jiří Sedláček

2013 Definition, Benefits and Risks of High-Frequency Trading
by Jakub Kučera

2013 The Current Status of Financing Public Higher Education Institutions in Romania – The Case of The University of Craiova
by Avram Marioara & Drãguºin Cristina-Petrina

2013 The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices
by Tarnaczi Tibor & Kulcsar Edina

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

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

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

2013 The future of the Asian economic and financial community
by Rintaro Tamaki

2013 New Opportunities On The Market Of Mergers And Acquisitions For 2014
by Alina MOLDOVAN-MADAN

2013 Financial Stability Review Of The Microfinance Sector In Moldova
by Petru CATAN & Viorica ŞEPTELICI

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

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

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

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

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

2013 Eficiencia de las principales acciones de la bolsa mexicana de valores: 2001-2012
by Morales-Pelagio, Ricardo Cristhian & López-Herrera, Francisco & Cabrera-Llanos, Agustín Ignacio

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

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

2013 Pac.Nw Travel Online
by Lynda S. Livingston

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

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

2013 Adding Markowitz And Sharpe To Portfolio Investment Projects
by Lynda S. Livingston

2013 Intraportfolio Correlation: An Application For Investments Students
by Lynda S. Livingston

2013 The Impact Of Economic Fluctuations On Earnings Forecasts
by Ronald A. Stunda

2013 The Relationship Between Financial Communication And Firm Performance: Evidence From France
by Laetitia Pozniak & Melanie Croquet & Olivier Colot

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 Europe and the logic of hierarchy
by Kapadia, Anush

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2013 The (de)merits of minimum-variance hedging: Application to the crack spread
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2013 Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
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2013 Downside risk and the energy hedger's horizon
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2013 Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
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2013 The high-frequency asymmetric response of stock returns to monetary policy for high oil price events
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2013 Are short sellers incrementally informed prior to earnings announcements?
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2013 On the risk return relationship
by Wang, Jianxin & Yang, Minxian

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

2013 Another look at the cross-section and time-series of stock returns: 1951 to 2011
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2013 What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?
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2013 Experience-based corporate corruption and stock market volatility: Evidence from emerging markets
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2013 Separating the wheat from the chaff: Understanding portfolio returns in an emerging market
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2013 Crossing network versus dealer market: Unique equilibrium in the allocation of order flow
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2013 On loss functions and ranking forecasting performances of multivariate volatility models
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2013 Jump tails, extreme dependencies, and the distribution of stock returns
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2013 Perpetual learning and stock return predictability
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2013 Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
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2013 Are the effects of Bloom’s uncertainty shocks robust?
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2013 Taxation and the cash flow sensitivity of dividends
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2013 Time-varying mixture GARCH models and asymmetric volatility
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2013 Decomposing U.S. Stock Market Comovement into spillovers and common factors
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2013 Financial structure on growth and volatility
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2013 Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach
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2013 Does the stock market cause economic growth? Portuguese evidence of economic regime change
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2013 Regime-switching in volatility and correlation structure using range-based models with Markov-switching
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2013 Trading Forward in the Brazilian Electricity Market
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2013 Carbon Credits: Who is the Leader of the Pack?
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2013 Financial Performance Ranking of the Automotive Industry Firms in Turkey: Evidence from an Entropy-Weighted Technique
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2013 The Impact of Stock Market Performance upon Economic Growth
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2013 Is There a Link Between Monetary Policy and Risk Perception in Eastern European Countries Implementing Inflation Targeting Regime?
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2013 Financial Sector Development and Economic Growth: Evidence from Zimbabwe
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2013 Financial Analysis, Budgeting, Decision and Control
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2013 Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy
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2013 Let us wake up to beauty
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2013 Perplejidad, vacío y hasta empecinamiento de las políticas económicas en la crisis 2007-2012/2013: ensayo de propuestas
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2013 ¿Es la bolsa un indicador avanzado de la economía real?
by Joan Hortalà i Arau & Helena Rocañín de la Fuente

2013 Análisis de las Prácticas de Gobierno Corporativo en la Bolsa de Valores de Colombia
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2013 ¿Los medios de comunicación en Colombia son una industria creadora de valor?
by Jorge Alberto Rivera Godoy & Ana Milena Padilla Ospina

2013 ¿Es necesaria y posible una teoría general para estructurar la ciencia contable?
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2013 The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index
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2013 High Frequency Traders: Angels or Devils?
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2013 Trading à haute fréquence : empreinte de marché et enjeux de régulation
by Luc Goupil

2013 La contrainte cachée du collatéral
by Vivien Levy-Garboua & Gérard Maarek

2013 Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market
by Alex Sandro Monteiro de Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle

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

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

2013 Case Study Regarding The Financial Performance Based On Rates Of Return, For Companies Listed On Bucharest Stock Exchange, Acting In Mining And Quarrying Domain
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2013 The Latvian financial stress index as an important element of the financial system stability monitoring framework
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2013 Testing Hubris Hypothesis for Mergers in Pakistan: Using Event Study Technique
by M Fahad Siddiqui & Shah Wali Khan

2013 Nexus Between Microcredit and Poverty Alleviation: Time Series Evidence from Pakistan
by Hanana Khan & Romana Bangash

2013 The Effects of Oil Price Shocks on Economic Growth of Oil Exporting Countries: A Case of Six OPEC Economies
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2013 Board Composition, CEO Duality and Corporate Financial Performance
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2013 Income Diversification and Bank Performance: Evidence From Turkish Banking Sector
by Ali Osman GURBUZ & Serhat YANIK & Yusuf AYTURK

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

2013 Romanian Medical Services Financing Alternatives. A Quantitative Review Of Literature
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2013 Stock Exchanges mergers: the case for the United Arab Emirates
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2013 Basel 3 and the liquidity of corporate and government bonds in Europe
by Giovanni Petrella & Andrea Resti

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

2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
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2013 The Effect of Marketing Expenses on Stock Returns: The Case of ISE Food Industry
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2013 Effects of Financial and Non-Financial Information Disclosure on Prices’ Mechanisms for Emergent Markets: The Case of Bucharest Stock Exchange
by Bogdan DIMA & Ioan CUZMAN & Stefana DIMA (CRISTEA) & Otilia SARAMAT

2013 Assessing the Stock Market Wealth Effect in South Africa
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2013 Do Commodity Index Traders Destabilize Agricultural Futures Prices?
by Martin T. Bohl & Farrukh Javed & Patrick M. Stephan

2013 An International Look at the Growth of Modern Finance
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2013 Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents
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2013 The Growth of Finance
by Robin Greenwood & David Scharfstein

2013 Finance: Function Matters, Not Size
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2013 Can Financial Engineering Cure Cancer?
by David E. Fagnan & Jose Maria Fernandez & Andrew W. Lo & Roger M. Stein

2013 Reflections on Finance and the Good Society
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2012 No Contagion, only Globalization and Flight to Quality
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2012 Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe
by Astrid Herinckx & Ariane Szafarz

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

2012 Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market
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2012 Risk Measurement with a Safety Belt: Pareto Meets Chebyshev
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2012 Elektronische Kreditmarktplätze: Funktionsweise, Gestaltung und Erkenntnisstand bei dieser Form des „Peer-to-Peer Lending“
by Sven Christian Berger & Bernd Skiera

2012 Do Wealthier Households Save More? – The Impact of the Demographic Factor
by Belke, Ansgar & Dreger, Christian & Ochmann, Richard

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

2012 Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability
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2012 Relationship lending in the interbank market and the price of liquidity
by Bräuning, Falk & Fecht, Falko

2012 Trend Following, Risk Parity and Momentum in Commodity Futures
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

2012 The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas

2012 Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
by Carlos Martins-Filho & Feng Yao & Maximo Torero

2012 Does the market make us happy? The stock market and well-being
by Aurora Murgea & Robert Reisz

2012 The Affine Nature of Aggregate Wealth Dynamics
by Eckhard Platen & Renata Rendek

2012 Modeling of Oil Prices
by Ke Du & Eckhard Platen & Renata Rendek

2012 Do Newspaper Articles Predict Aggregate Stock Returns?
by Ammann, Manuel & Frey, Roman & Verhofen, Michael

2012 Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis
by Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña

2012 Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust
by John Cotter & Stuart Gabriel & Richard Roll

2012 Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation
by Marcelo Bianconi & Joe A. Yoshino

2012 Internalization, Clearing and Settlement, and Liquidity
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2012 Internalization, Clearing and Settlement, and Liquidity
by Degryse, H.A. & van Achter, M. & Wuyts, G.

2012 Sunshine Trading: Flashes of Trading Intent at the NASDAQ
by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham

2012 Aggregate Stock Market Illiquidity and Bond Risk Premia
by Kees E. Bouwman & Elvira Sojli & Wing Wah Tham

2012 Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements
by Martin L. Scholtus & Dick van Dijk & Bart Frijns

2012 Ranking Systemically Important Financial Institutions
by Mardi Dungey & Matteo Luciani & David Veredas

2012 High-Frequency Technical Trading: The Importance of Speed
by Martin Scholtus & Dick van Dijk

2012 Ranking systemically important financial institutions
by Dungey, Mardi & Luciani, Matteo & Veredas, David

2012 Fact and Fiction in FX Arbitrage Processes
by Rod Cross & Victor Kozyakin

2012 Testing the Effects of Short-Selling Restrictions on Asset Prices
by Rodrigo De-Losso & Alan De Genaro, Bruno C. Giovannetti

2012 Do Margin Requirements Affect Asset Prices?
by Bruno Cara Giovannetti & Guilherme B. Martins

2012 Addressing Economic Crises: The Reference-Class Problem
by Xavier De Scheemaekere & Kim Oosterlinck & Ariane Szafarz

2012 No contagion, only globalization and flight to quality
by Marie Briere & Ariane Chapelle & Ariane Szafarz

2012 Stock Returns, Governments and Market Foresight in France, 1871-2008
by David Le Bris

2012 Circuit Breakers and Market Runs
by Sarah Draus & Mark van Achter

2012 A Simple Characterization of Dynamic Completeness in Continuous Time
by Theodoros M. Diasakos

2012 What is New in the Finance-growth Nexus: OTC Derivatives, Bank Assets and Growth
by Leonardo Becchetti & Nicola Ciampoli

2012 The impact of the economic crisis on the EU labour market: a comparative perspective
by Pasquale Tridico

2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
by Ansgar Belke & Christian Dreger & Richard Ochmann

2012 Executive Stock Options and Time Diversification
by Carmona, Julio & León, Ángel & Vaello-Sebastià, Antoni

2012 Dependência De Longo Prazo Em Retornos Accionistas: Modelação E Evidência Empírica Internacional
by Gomes, Luís & Soares, Vasco

2012 What is new in the finance-growth nexus: OTC derivatives, bank assets and growth
by Becchetti, Leonardo & Ciampoli, Nicola

2012 Strengthening the Financial System and Mobilizing Savings to Support More Balanced Growth in ASEAN+3
by Siackhachanh, A. Noy

2012 Structural Distortions in the Euro Interbank Market: The Role of ‘Key Players’ during the Recent Market Turmoil
by Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa

2012 Do Jumps Contribute to the Dynamics of the Equity Premium?
by John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao

2012 Properties of Foreign Exchange Risk Premiums
by Lucio Sarno & Paul Schneider & Christian Wagner

2012 Measuring Market Liquidity: An Introductory Survey
by Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia

2012 The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread
by Carol Alexander & Marcel Prokopczuk & Anannit Sumawon

2012 Economic Crises: The Impact on Australia and Canada
by Frank Milne

2012 Effect of money supply on the Dow Jones Industrial Average stock index
by Sirucek, Martin

2012 Obsolescence Of The 30-Year Mortgage
by Gulino, Salvatore

2012 Determinants of Inflow of Foreign Direct Investment (FDI) into Pakistan
by Ahmed, Tehseen & Malik, Saif Ullah

2012 Volatility Impact of Stock Index Futures Trading - A Revised Analysis
by Wagner, Helmut & Matanovic, Eva

2012 The integration of the banking, insurance and reinsurance markets in Russia and Ukraine
by Kozmenko, Olha & Kuzmenko, Olha

2012 The necessity of stock markets information incorporation into the methodology of credit rating agencies
by Kozmenko, Serhiy & Plastun, Oleksiy

2012 Mutual influence of the exchange assets: practical aspects
by Kozmenko, Serhiy & Plastun, Oleksiy

2012 Міжнародні Злиття Та Поглинання У Фінансовому Секторі: Світові Тенденції Та Особливості Прояву В Україні
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2012 A dynamic limit order market with fast and slow traders
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2012 Transmission of Government Default Risk in the Eurozone
by Kohonen, Anssi

2012 Responding to Financial Crisis: The Rise of State Ownership and Implications for Firm Performance
by Carney, Richard W. & Liu, Wai-Man (Raymond) & Ngo, Phong T. H.

2012 Testing the covariance stationarity of CEE stocks
by Lyócsa, Štefan & Baumöhl, Eduard

2012 Constructing weekly returns based on daily stock market data: A puzzle for empirical research?
by Baumöhl, Eduard & Lyócsa, Štefan

2012 U.K. cross-sectional equity data: The case for robust investability filters
by Rossi, Francesco

2012 Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George

2012 The dynamic relation between short sellers, option traders, and aggregate returns
by Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan

2012 Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones
by Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio

2012 Fiancial Innovation, Structuring and Risk Transfer
by Vanini, Paolo

2012 Corporate Bond Market in India: Current Scope and Future Challenges
by Mukherjee, Dr. Kedar nath

2012 Collateral choice and the fundamental theorem of asset pricing
by Luis Manuel, García Muñoz

2012 Reformed Pensions Systems in Central and Eastern Europe: Challenges to future safe pension benefits
by Lazarevski, Dimche & Mrsik, Jadranka

2012 Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil
by Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola

2012 Evolution of security transaction tax in India
by Sinha, Pankaj & Mathur, Kritika

2012 Algorithm for construction of portfolio of stocks using Treynor’s ratio
by Sinha, Pankaj & Goyal, Lavleen

2012 Commodity and Equity Markets: Some Stylized Facts from a Copula Approach
by Delatte, Anne-Laure & Lopez, Claude

2012 Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010)
by Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso

2012 Government quality determinants of stock market performance in African countries
by Simplice A, Asongu

2012 Regulation and supervision of microfinance institutions: an example of cooperative credit society
by FOUNANOU, Mathurin/M & RATSIMALAHELO, Zaka/Z

2012 Day of the week effect in central European stock markets
by Stavarek, Daniel & Heryan, Tomas

2012 Distressed sales and liquidity in OTC markets
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2012 Democracy and Stock Market Performance in African Countries
by Simplice A, Asongu

2012 The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data
by Bicchetti, David & Maystre, Nicolas

2012 Eliminating Laboratory Asset Bubbles by Paying Interest on Cash
by Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping

2012 EMU sovereign spreads and macroeconomic news
by Arru, Daniela & Iacovoni, Davide & Monteforte, Libero & Pericoli, Filippo Maria

2012 Revisiting the empirical linkages between stock returns and trading volume
by Chen, Shiu-Sheng

2012 Going green: does it depend on education, gender, or income?
by De Silva, Dakshina & Pownall, Rachel A. J.

2012 African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment
by Simplice A, Asongu

2012 Basics of Levy processes
by Neil Shephard & Ole E. Barndorff-Nielsen

2012 Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data
by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

2012 How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads
by Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno

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

2012 On the Link Between the Volatility and Skewness of Growth
by Geert Bekaert & Alexander Popov

2012 Building Castles in the Air: Evidence from Industry IPO Waves
by Zhi Da & Ravi Jagannathan & Jianfeng Shen

2012 Do prices reveal the presence of informed trading?
by Pierre Collin-Dufresne & Vyacheslav Fos

2012 Insider Trading, Stochastic Liquidity and Equilibrium Prices
by Pierre Collin-Dufresne & Vyacheslav Fos

2012 Endogenous Dividend Dynamics and the Term Structure of Dividend Strips
by Frederico Belo & Pierre Collin-Dufresne & Robert S. Goldstein

2012 Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775
by Farley Grubb

2012 Private Equity Performance: What Do We Know?
by Robert S. Harris & Tim Jenkinson & Steven N. Kaplan

2012 Credit Supply and House Prices: Evidence from Mortgage Market Segmentation
by Manuel Adelino & Antoinette Schoar & Felipe Severino

2012 The Housing Market(s) of San Diego
by Tim Landvoigt & Monika Piazzesi & Martin Schneider

2012 On the empirical importance of periodicity in the volatility of financial time series
by Blazej Mazur & Mateusz Pipien

2012 The role of complementarity and the financial liberalization in the financial crisis
by Adeline Saillard

2012 A system-wide financial stress indicator for the Hungarian financial system
by Dániel Holló

2012 Stock returns and Inflation:Evidence from Quantile Regressions
by Paul Alagidede & Theodore Panagiotidis

2012 Herding in a Laboratory Asset Market with a Rich Action Set
by Lora R. Todorova & Bodo Vogt

2012 Risk Sharing in an Asymmetric Environment
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2012 A Reconsideration of Arrow-Lind: Risk Aversion, Risk Sharing, and Agent Choice
by Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini

2012 Latvian Financial Stress Index
by Nadezda Sinenko & Deniss Titarenko & Mikus Arins

2012 Heterogeneous Beliefs in Over-The-Counter Markets
by Marc de Kamps & Daniel Ladley & Aistis Simaitis

2012 Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications
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2012 The Effects of Credit Status on College Attainment and College Completion
by Gicheva, Dora & Ionescu, Felicia & Simpson, Nicole B.

2012 Monitoring Costs, Credit Constraints and Entrepreneurship
by Banerji, Sanjay & Raj, Rajesh S.N. & Sen, Kunal

2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
by Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard

2012 Do Wealthier Households Save More? The Impact of the Demographic Factor
by Belke, Ansgar & Dreger, Christian & Ochmann, Richard

2012 Washing away original sin: vulnerability to crisis and the role of local currency bonds in Sub-Saharan Africa
by Essers, Dennis & Cassimon, Danny

2012 Housing Finance in Central America: What is Holding It Back?
by Francisco Sancho & Luis Rivera & Julio Rosales

2012 Resposible investments in a developing country: Case study of a Bolivian pilot experience
by Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Laura García Sobral

2012 Hidden Liquidity: Determinants and Impact
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2012 Quantile Regression in Risk Calibration
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2012 The Shadow Banking System - Survey and Typological Framework
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2012 Asymmetry with respect to the memory in stock market volatilities
by Lönnbark, Carl

2012 On the role of the estimation error in prediction of expected shortfall
by Lönnbark, Carl

2012 Essays on Credit Markets and Banking
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2012 The liquidity of the Secondary Market for Debt Securities in Norway
by Rakkestad, Ketil & Skjeltorp, Johannes & Ødegaard, Bernt Arne

2012 Rate of return requirement for climate versus petroleum projects
by Emhjellen, Magne & Osmundsen, Petter

2012 Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2011
by Ødegaard, Bernt Arne

2012 Empirics of the Oslo Stock Exchange. Liquidity results 1980-2011
by Ødegaard, Bernt Arne

2012 Empirics of the Oslo Stock Exchange. Ownership results 1980-2009
by Ødegaard, Bernt Arne

2012 What Puzzles? New insights in asset pricing
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2012 Do Option-like Incentives Induce Overvaluation? Evidence from Experimental Asset Markets
by Holmén, Martin & Kirchler, Michael & Kleinlercher, Daniel

2012 A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality
by Gernot Hinterleitner & Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan

2012 An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?
by Giulio Cifarelli & Paolo Paesani

2012 Regime Identification in Limit Order Books
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2012 In the shadow of the United States: the international transmission effect of asset returns
by Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui

2012 What is new in the finance-growth nexus: OTC derivatives, bank assets and growth
by Leonardo Becchetti & Nicola Ciampoli

2012 Robust maximization of asymptotic growth
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2012 Ranking Systemically Important Financial Institutions
by Mardi Dungey & Matteo Luciani & David Veredas

2012 Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
by Dutta, Kabir K. & Babbel, David F.

2012 A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities
by Chen, Fei & Diebold, Francis X. & Schorfheide, Frank

2012 The Economic Consequences of Proxy Advisor Say-on-Pay Voting Policies
by Larcker, David F. & McCall, Allan L. & Ormazabal, Gaizka

2012 On the links between stock and commodity markets' volatility
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2012 Finding the core: Network structure in interbank markets
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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
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2012 Do Wealthier Households Save More?: The Impact of the Demographic Factor
by Ansgar Belke & Christian Dreger & Richard Ochmann

2012 From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks
by Martin Bohl & Philipp Kaufmann & Patrick Stephan

2012 Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
by Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling

2012 The Wealth-Consumption Ratio
by Lustig, Hanno & van Nieuwerburgh, Stijn & Verdelhan, Adrien

2012 The Scapegoat Theory of Exchange Rates: The First Tests
by Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele

2012 Internalization, Clearing and Settlement, and Liquidity
by Degryse, Hans & Van Achter, Mark & Wuyts, Gunther

2012 The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

2012 The AIRR Approach for Investment Performance Measurement
by Carlo Alberto Magni

2012 Interval and fuzzy Average Internal Rate of Return for investment appraisal
by Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini

2012 Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos
by Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo

2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
by Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

2012 On the links between stock and commodity markets' volatility
by Anna Creti & Marc Joëts & Valérie Mignon

2012 Finding Common Cause: The Renewed Quest for a National Securities Regulator
by Jeremy Fraiberg

2012 Finding Common Cause: The Renewed Quest for a National Securities Regulator
by Jeremy Fraiberg

2012 The effect of LNG on the rleationship between UK and Continental European natural gas markets
by Koenig, P.

2012 Asset price manipulation with several traders
by Walther, A.

2012 The Dyanamic Location/Scale Model: with applications to intra-day financial data
by Andres, P. & Harvey, A.

2012 Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil
by C. Liberati & M. Marzo & P. Zagaglia & P. Zappa

2012 High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market
by Benos, Evangelos & Sagade, Satchit

2012 Reputation, risk-taking and macroprudential policy
by Aikman, David & Nelson, Benjamin & Tanaka, Misa

2012 A network model of financial system resilience
by Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew

2012 Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions
by de Vincent-Humphreys, Rupert & Noss, Joseph

2012 Identifying cross-sided liquidity externalities
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2012 Precios de viviendas. una metodología para evaluar desvíos respecto a sus fundamentos
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2012 Expected inflation and inflation risk premium in the euro area and in the United States
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2012 Real term structure and inflation compensation in the euro area
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2012 Bank leverage cycles
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2012 Financial Crisis Resolution
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2012 When Lower Risk Increases Profit: Competition and Control of a Central Counterparty
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2012 Credit Crunch Or not? Case of Turkey during the Global Economic Crisis
by Mehmet Kerim Gokay & Zumrut Imamoglu & Baris Soybilgen

2012 Italy from economic decline to the current crisis
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2012 On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints
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2012 African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment
by Asongu Simplice

2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
by Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

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

2012 A directional-change event approach for studying financial time series
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2012 Mixtures of Laws: a New Method to Estimate the Parameters
by Ioana VIASU & Constantin CHILARESCU

2012 Moody’S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms
by Luís Pacheco

2012 Globalization, Financial Crisis And Contagion: Time - Dynamic Evidence From Financial Markets Of Developing Countries
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2012 Towards A Measurement Scale For Contagion Effect On Capital Market
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2012 Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book
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2012 The Use Of A Value At Risk Measure For The Analysis Of Bank Interest Margins
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2012 The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area
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2012 An Investigation into the Impact of the Usage of Debt on the Profitability of Romanian Companies
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2012 The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange
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2012 The Impact of the Exchange Rate on the Stock Market - L’impatto del tasso di cambio sul mercato azionario
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2012 Integration of Capital, Commodity and Currency Markets: A Study on Volatility Spillover
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2012 Some Preliminary Evidence on Stock Price Bubbles in an Emerging Market
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2012 Determination of Share Price: Evidence from Karachi Stock Exchange
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2012 Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models
by Jianfeng Yu

2012 Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India
by Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari & Olaolu Richard Olayeni

2012 On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process
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2012 What is Self-Influential Economic Theory?
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2012 Application of financial market approaches related to uncertainty into the area of Corporate Finance
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2012 Some Questions about Churning by Derivatives
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2012 Wavelets and Estimation of Long Memory in Log Volatility and Time Series Perturbed by Noise
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2012 Risk Management in the Financial Services Sector—Applicability and Performance of VaR Models in Pakistan
by Syeda Rabab Mudakkar & Jamshed Y. Uppal

2012 Bank Taxes in the European Union
by Levente Kovács

2012 Statistical Analysis of Emerging Capital Markets
by Birãu Felicia Ramona

2012 Practical Difficulties Generated by Cargo Description in Contracts for International Sale of Goods and Bills of Lading
by Bãtrînca Ghiorghe

2012 Main Determinants of the Mutual Funds Dynamics in Romania before and after the Financial Crisis
by Radu Ioana & Nistor Ioan Alin & Ciupac-Ulici Maria Lenuþa

2012 Driving Economic Growth and Stock Market Liquidity through the Dynamics of the Mutual Fund Industry
by Radu Ioana & Sava Catalina Claudia

2012 Corporate Governance Codes and their Implementation
by Duca Floriniþa & Mihalache Raluca Andreea

2012 The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange
by Georgeta VINTILA & Floriniþa DUCA

2012 The Leasing Market in Romania
by Munteanu Irena

2012 The Role of Stock Exchange in Romanian Market Capital Development
by Oana Caliþoiu

2012 Analyzing The European Market Of Interest Rate Swap Indices
by Trenca Ioan & Mutu Simona & Petria Nicolae

2012 The Correlation Between The Exchange Rate And The Direct Foreign Investments
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2012 Effects of Dividends on Stock Prices in Nepal
by Rabindra Joshi

2012 Theories of Liquidity
by Vayanos, Dimitri & Wang, Jiang

2012 Belgium’s progress towards SEPA – the Single Euro Payments Area
by J. Vermeulen

2012 Belgium’s progress towards SEPA – the Single Euro Payments Area
by J. Vermeulen

2012 Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory
by Jian Wu & Zhengjun Zhang & Yong Zhao

2012 Impact of Financial Reforms on Stock Price Index of Karachi Stock Exchange: An ARDL Cointegration Approach
by Shah Khalid & Wali Ullah & Fazli Rabbi

2012 What Determines The Capital Structure Of Listed Firms In Romania
by Florinita Duca

2012 Oil Prices and Stock Prices of Alternative Energy Companies: Time Varying Relationship with Recent Evidence
by Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen

2012 Dependencia de largo plazo en los rendimientos de acciones mexicanas selectas
by Caberra-Llanos, Agustín Ignacio. & López-Gil, Samantha Sofía. & López-Herrera, Francisco.

2012 Opciones reales en la evaluación económica de activos minerales y energéticos
by Pineda-Saavedra, HUgo & Sierra-Juárez, Guillermo

2012 Capacidad de predicción de los modelos GARCH simétricos aplicados a variables financieras de México 2001-2011
by Villalba-Padilla, Fátima Irina & Flores-Ortega, Miguel

2012 Day of the Week Effect in Latin American Stock Markets
by Werner Kristjanpoller Rodriguez

2012 Does Momentum Still Exist in the Australian Stock-Market?
by Imroze Nandha & Harminder Singh & Randy Silvers

2012 The Optimal Total Costs for Writing a Straddle
by Hsinan Hsu & Emily Ho

2012 Estimation Of Portfolio Return And Value At Risk Using A Class Of Gaussian Mixture Distributions
by Kangrong Tan & Meifen Chu

2012 Factors Affecting the Value Relevance of Accounting Information
by Mahmoud Dehghan Nayeri & Ali Faal Ghayoumi & Mohammad Ali Bidari

2012 Does It Matter Who Trades Energy Derivatives?
by Bahattin Büyüksahin & Michel A. Robe

2012 Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange
by Ceylan Onay & Gözde Ünal

2012 Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market
by Rodolfo Cermeño Bazán & M. Pavel Solís Montes

2012 Kovaryans Matrisi Tahmininin Portfoy Secimine Etkisi: IMKB’de Farkli Yatirim Ufuklari icin Uygulama
by Gulfen TUNA

2012 The preponderant causes of the USA banking crisis 2007–08
by Pol, Eduardo

2012 Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt
by Dunbar, Kwamie & Amin, Abu S.

2012 Firm Market Performance and Volatility in a National Real Estate Sector
by Bianconi, Marcelo & Yoshino, Joe A.

2012 Asset pricing with idiosyncratic risk: The Spanish case
by Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis

2012 The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?
by Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui

2012 Co-movement of oil and stock prices in the GCC region: A wavelet analysis
by Akoum, Ibrahim & Graham, Michael & Kivihaho, Jarno & Nikkinen, Jussi & Omran, Mohammed

2012 Intraday dynamics of volatility and duration: Evidence from Chinese stocks
by Liu, Chun & Maheu, John M.

2012 How do investors react under uncertainty?
by Bird, Ron & Yeung, Danny

2012 The effects of Bank of Japan’s liquidity provision on the year-end premium
by Hirose, Yasuo & Ohyama, Shinsuke & Taniguchi, Ken

2012 Do external political pressures affect the Renminbi exchange rate?
by Liu, Li-Gang & Pauwels, Laurent L.

2012 No contagion, only globalization and flight to quality
by Brière, Marie & Chapelle, Ariane & Szafarz, Ariane

2012 How the Subprime Crisis went global: Evidence from bank credit default swap spreads
by Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio

2012 Systematic risk and the cross section of hedge fund returns
by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur

2012 Displacement risk and asset returns
by Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros

2012 Properties of foreign exchange risk premiums
by Sarno, Lucio & Schneider, Paul & Wagner, Christian

2012 Complicated firms
by Cohen, Lauren & Lou, Dong

2012 Irrationality and beliefs in a laboratory asset market: Is it me or is it you?
by Ackert, Lucy F. & Kluger, Brian D. & Qi, Li

2012 Estimating behavioural heterogeneity under regime switching
by Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan

2012 Do financial systems converge? New evidence from financial assets in OECD countries
by Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea

2012 Forecasting the performance of hedge fund styles
by Olmo, José & Sanso-Navarro, Marcos

2012 Option trading: Information or differences of opinion?
by Choy, Siu Kai & Wei, Jason

2012 False discoveries in volatility timing of mutual funds
by Kim, Sangbae & In, Francis

2012 A decision-theoretic foundation for reward-to-risk performance measures
by Schuhmacher, Frank & Eling, Martin

2012 The week-of-the-year effect: Evidence from around the globe
by Levy, Tamir & Yagil, Joseph

2012 Revisiting the empirical linkages between stock returns and trading volume
by Chen, Shiu-Sheng

2012 Market power and reputational concerns in the ratings industry
by Mariano, Beatriz

2012 Extreme downside risk and expected stock returns
by Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng

2012 Earnings conference calls and stock returns: The incremental informativeness of textual tone
by Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A.

2012 A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.

2012 The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
by Murtazashvili, Irina & Vozlyublennaia, Nadia

2012 Trading frequency and volatility clustering
by Xue, Yi & Gençay, Ramazan

2012 The politics of financial development: The role of interest groups and government capabilities
by Becerra, O. & Cavallo, E. & Scartascini, C.

2012 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
by Avouyi-Dovi, Sanvi & Idier, Julien

2012 The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data
by Mun, Kyung-Chun

2012 Do industries matter in explaining stock returns and asset-pricing anomalies?
by Chou, Pin-Huang & Ho, Po-Hsin & Ko, Kuan-Cheng

2012 Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
by Fan, Longzhen & Tian, Shu & Zhang, Chu

2012 High-frequency financial data modeling using Hawkes processes
by Chavez-Demoulin, V. & McGill, J.A.

2012 Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition
by Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A.

2012 Financial crisis, structure and reform
by Allen, Franklin & Gu, Xian & Kowalewski, Oskar

2012 The determinants and long-term projections of saving rates in Developing Asia
by Horioka, Charles Yuji & Terada-Hagiwara, Akiko

2012 Analysts' industry expertise
by Kadan, Ohad & Madureira, Leonardo & Wang, Rong & Zach, Tzachi

2012 Earnings announcements and attention constraints: The role of market design
by Chakrabarty, Bidisha & Moulton, Pamela C.

2012 Profitability of pairs trading strategy in an illiquid market with multiple share classes
by Broussard, John Paul & Vaihekoski, Mika

2012 An intertemporal capital asset pricing model with heterogeneous expectations
by Koutmos, Dimitrios

2012 Selectivity and timing performance of UK investment trusts
by Bangassa, Kenbata & Su, Chen & Joseph, Nathan L.

2012 Recent trends in relative performance of global equity markets
by Galagedera, Don U.A.

2012 A variable impact neural network analysis of dividend policies and share prices of transportation and related companies
by Abdou, Hussein A. & Pointon, John & El-Masry, Ahmed & Olugbode, Moji & Lister, Roger J.

2012 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements
by Smales, Lee A.

2012 The role of data limitations, seasonality and frequency in asset pricing models
by Murtazashvili, Irina & Vozlyublennaia, Nadia

2012 Commodity volatility breaks
by Vivian, Andrew & Wohar, Mark E.

2012 Excess based allocation of risk capital
by van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk

2012 Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion
by Rhee, S. Ghon & Wu, Feng

2012 Do expected business conditions explain the value premium?
by Fong, Wai Mun

2012 The impact of naked short selling on the securities lending and equity market
by Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben

2012 What does PIN identify? Evidence from the T-bill market
by Akay, Ozgur (Ozzy) & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B.

2012 GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case
by Simonato, Jean-Guy

2012 Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory
by Jarrow, Robert & Protter, Philip

2012 Investor sentiment and stock returns: Wenchuan Earthquake
by Shan, Liwei & Gong, Stephen X.

2012 Empirical analysis of credit spread changes of US corporate bonds
by Loncarski, Igor & Szilagyi, Peter G.

2012 Realized volatility and price spikes in electricity markets: The importance of observation frequency
by Ullrich, Carl J.

2012 Oil price shocks and transportation firm asset prices
by Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K.

2012 A utility based approach to energy hedging
by Cotter, John & Hanly, Jim

2012 Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
by Benavides, Guillermo & Capistrán, Carlos

2012 Common influences, spillover and integration in Chinese stock markets
by Weber, Enzo & Zhang, Yanqun

2012 Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing
by Ekholm, Anders G.

2012 Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market
by Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert

2012 Emerging markets research: Trends, issues and future directions
by Kearney, Colm

2012 How national and international financial development affect industrial R&D
by Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias

2012 Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states
by Pirovano, Mara

2012 Jump-robust volatility estimation using nearest neighbor truncation
by Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst

2012 An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
by Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis

2012 Stock returns and inflation: Evidence from quantile regressions
by Alagidede, Paul & Panagiotidis, Theodore

2012 A note on empirical Sharpe ratio dynamics
by Schuster, Martin & Auer, Benjamin R.

2012 Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model
by Liu, Hsiang-Hsi

2012 Markets liquidity risk under extremal dependence: Analysis with VaRs methods
by Ourir, Awatef & Snoussi, Wafa

2012 A methodology for constructing a financial systemic stress index: An application to Greece
by Louzis, Dimitrios P. & Vouldis, Angelos T.

2012 Hierarchical information and the rate of information diffusion
by Xue, Yi & Gençay, Ramazan

2012 Diversification in the hedge fund industry
by Shawky, Hany A. & Dai, Na & Cumming, Douglas

2012 Is the Chinese stock market really inefficient?
by Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming

2012 Earnings Persistence and Stock Market Reactions to the Different Information in Book-Tax Differences: Evidence from China
by Tang, Tanya Y.H. & Firth, Michael

2012 Oil and S&P 500 Markets: Evidence from the Nonlinear Model
by Yen-Hsien Lee & Fang Hao

2012 Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009)
by Pyemo Afego

2012 The Relationship Between Macroeconomic Variables and ISE Industry Index
by Ahmet Ozcan

2012 A Comparison of EVT and Standard VaR Estimations
by Jaroslav Baran & Jiří Witzany

2012 The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective
by Tianyi Wang & Zhuo Huang

2012 El mercado alternativo bursátil en España: una valoración
by María José Palacín-Sánchez & Eulalia María Jara-Corrales

2012 Propuesta metodológica para la construcción de un ranking de emisores en la Bolsa de Valores de Colombia
by José Armando Hernández

2012 Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas
by Daiver Cardona Salgado

2012 Benefits From International Diversification: Indian Experiences
by Malay Kanti Roy & Hirak Ray & Tamojit Roy

2012 Eurobonds und Transferleistungen innerhalb der Eurozone
by Georg Erber

2012 Debt-to-equity Swaps in Eurozone´s Banking Sector: Minor Short-term Pain for Substantial Long-term Gain
by Rui Soares

2012 Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking
by David Longworth

2012 Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking
by David Longworth

2012 Création d'un indice boursier islamique sur la place financière de Paris : méthodologie et performance
by Jonathan Peillex & Loredana Ureche-Rangau

2012 Systèmes financiers et croissance
by Pierre Jacquet & Jean Paul Pollin

2012 Un siècle et demi d'activité titres des banques commerciales américaines Un plaidoyer pour l'unité et la plasticité du système de financement
by Michel Boutillier & Nathalie Lévy & Valérie Oheix

2012 Banks Connectivity, Credit Risk Transfer and Stability of the Banking System
by Julien Barre & Alain Raybaut & Dominique Torre

2012 The Istanbul Stock Exchange and Economic Growth
by Mehmet Adak

2012 Lead lag Relationship: Analysis of KSE
by Arsalan Siraj Mir & Attaur Rahman

2012 A Frontier Market Case: Does Bucharest Stock Exchange Have A Leading Domestic Index?
by CORNELIA POP & DRAGOS BOZDOG & ADINA CALUGARU

2012 A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines
by ?enol Emir & Hasan Din?er & Mehpare Timor

2012 Closed-End Funds: A Survey
by Martin Cherkes

2012 Economic Activity of Firms and Asset Prices
by Leonid Kogan & Dimitris Papanikolaou

2012 The Real Effects of Financial Markets
by Philip Bond & Alex Edmans & Itay Goldstein

2012 Determinants of sales rates at Turkish art auctions
by Erdal Atukeren & Aylin Seçkin

2012 Government debt vs. financial depth dilemma in developing countries: The case of Turkey
by İmre Ersoy

2012 The Implications Of Liquidity Crises In The Context Of Emerging Capital Market
by Felicia Ramona Birău

2012 Stock markets liberalization affects volatility?
by Ioan Alin NISTOR & Maria-Lenuta CIUPAC-ULICI & Mircea-Cristian GHERMAN

2012 Financial contagion on the Romanian stock market
by Ioan TRENCA & Eva DEZSI

2012 Identifying arbitrage opportunities on SIBEX market
by Maria-Miruna POCHEA & Angela-Maria FILIP

2012 Do structural break tests identify capital increase?
by Maria-Lenuta CIUPAC-ULICI

2011 Cross-Border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia
by Brooks , Douglas H. & Jongwanich, Juthathip

2011 "Ripple" Effects in South African House Prices
by Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng

2011 Cross-sectional GMM estimation under a common data shock
by Zhylyevskyy, Oleksandr & Serguey Khovansky

2011 Capital controls during financial crises: the cases of Malaysia and Thailand Book Title:Financial Crises in Emerging Markets
by Hali Edison Carmen Reinhart

2011 Revitalizing Marxist Theory For Today'S Capitalism
by

2011 Economists’ Hubris – The Case of Award Winning Finance Literature
by Shojai, Shahin & Feiger, George

2011 Volatilitätsprognosen auf Basis der DAX-Volatilitätsindizes
by Christian Tallau

2011 Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler
by Rasim ÖZCAN

2011 Can Internet search queries help to predict stock market volatility?
by Dimpfl, Thomas & Jank, Stephan

2011 A directional-change events approach for studying financial time series
by Aloud, Monira & Tsang, Edward & Olsen, Richard & Dupuis, Alexandre

2011 The evolution of aggregate stock ownership
by Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya

2011 Time and the price impact of a trade: A structural approach
by Grammig, Joachim G. & Theissen, Erik & Wünsche, Oliver

2011 Is BEST really better? Internalization of orders in an open limit order book
by Grammig, Joachim G. & Theissen, Erik

2011 Can internet search queries help to predict stock market volatility?
by Dimpfl, Thomas & Jank, Stephan

2011 Liquidity dynamics in an electronic open limit order book: An event study approach
by Gomber, Peter & Schweickert, Uwe & Theissen, Erik

2011 Uncovering hedge fund skill from the portfolio holdings they hide
by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong

2011 Recent developments in quantitative models of sovereign default
by Stähler, Nikolai

2011 Learning to trade in an unbalanced market
by Florian Hauser & Marco LiCalzi

2011 Three-Benchmarked Risk Minimization for Jump Diffusion Markets
by Ke Du & Eckhard Platen

2011 Estimating Behavioural Heterogeneity Under Regime Switching
by Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng

2011 The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy
by James Crotty

2011 Variance Swaps and Intertemporal Asset Pricing
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

2011 Why do variance swaps exist?
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

2011 Integration and Contagion in US Housing Markets
by John Cotter & Stuart Gabriel & Richard Roll

2011 A Utility Based Approach to Energy Hedging
by John Cotter & Jim Hanly

2011 Hedging Effectiveness under Conditions of Asymmetry
by John Cotter & Jim Hanly

2011 Re-evaluating Hedging Performance
by John Cotter & Jim Hanly

2011 Varying the VaR for Unconditional and Conditional Environments
by John Cotter

2011 Volatility and Irish Exports
by Don Bredin & John Cotter

2011 The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)
by Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L.

2011 Finance and Oil. Is there a Resource Curse in Financial Development?
by Beck, T.H.L.

2011 Entropy Coherent and Entropy Convex Measures of Risk
by Laeven, R.J.A. & Stadje, M.A.

2011 High Frequency Trading and the New-Market Makers
by Albert J. Menkveld

2011 How do banks' funding costs affect interest margins?
by Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad

2011 An Essay on the Emergence, Organization and Performance of Financial Markets: the case of the Alternative Investment Market
by Valerie Revest & Sandro Sapio

2011 Out of Sight, Out of Mind:The Value of Political Connections in Social Networks
by Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen

2011 The Certification Role of Listings
by Sarah Draus

2011 Does Inter-Market Competition Lead to Less Regulation?
by Sarah Draus

2011 Learning from Prices, Liquidity Spillovers, and Market Segmentation
by Giovanni Cespa & Thierry Focault

2011 Higher Order Expectations, Illiquidity, and Short-term Trading
by Giovanni Cespa & Xavier Vives

2011 Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa
by Lumengo Bonga-Bonga & Jamela Hoveni

2011 Determinants of Stock Market Prices in Namibia
by Joel Hinaunye Eita

2011 The microstructure of the money market before and after the financial crisis: a network perspective
by Silvia Gabrieli

2011 Moody’s credit ratings and the stock market performance of Portuguese rated firms
by Pacheco, Luis

2011 Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity
by Hou, Jack W.

2011 Rationalization of Investment Preference Criteria
by Jacques Pézier

2011 Long-Run Evidence Using Multifactor Asset Pricing Models
by Stefano D'Addona & Paola Brighi & Antonio Carlo Francesca Della Bina

2011 Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory
by John Hatgioannides & Marika Karanassou

2011 Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09
by Tobias Adrian & Paolo Colla & Hyun Song Shin

2011 Weather and stock markets: empirical evidence from Portugal
by Silva, Pedro & Almeida, Liliana

2011 Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading
by Kozmenko, Serhiy & Plastun, Oleksiy

2011 Mutual influence of exchange assets: analysis and estimation
by Kozmenko, Serhiy & Plastun, Oleksiy

2011 Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US
by Lee, King Fuei

2011 Algunos conceptos sobre la evaluación de portafolios de inversión
by Ayala, Alfonso

2011 Holiday effect on the Romanian stock market
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2011 Monthly seasonality in the Bucharest stock exchange
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2011 Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2011 What determines the behavior of the Russian stock market
by Peresetsky, A. A.

2011 Hedging dynamics with gold futures
by Singh, Saurabh & Saharawat, Swati

2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
by Simplice A., Asongu

2011 Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates
by Rossi, Francesco

2011 An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh
by FARUQUE, MUHAMMAD U

2011 U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters
by Rossi, Francesco

2011 Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
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2011 Political crises and risk of financial contagion in developing countries: Evidence from Africa
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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
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2011 The case for higher frequency inflation expectations
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2011 Turn - of - the - month effect on the Bucharest stock exchange
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2011 Moody’s credit ratings and the stock market performance of Portuguese rated firms
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2011 Measuring market liquidity: an introductory survey
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2011 Government quality determinants of stock market performance in developing countries
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2011 Democracy and stock market performance in developing countries
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2011 Does oil price matter for Indian stock markets?
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2011 What determines return risks for bank equities in Turkey?
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2011 Is the Chinese Stock Market Really Efficient
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2011 Integration and contagion in US housing markets
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2011 The performance of amateur traders on a public internet site: a case of a stock-exchange contest
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2011 Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market
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2011 Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market
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2011 Commodity investments: opportunities for Indian institutional investors
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2011 Get rid of banks and build up a modern financial world
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2011 In the Shadow of the United States: The International Transmission Effect of Asset Returns
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2011 The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?
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2011 Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?
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2011 Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
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2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
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2011 Commodity ETFs in the Japanese Stock Exchanges
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2011 الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة
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2011 Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
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2011 Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
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2011 Theory of financial risk
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2011 Impact of Futures Trading on Indian Agricultural Commodity Market
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2011 Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen
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2011 The cost of sustainability on optimal portfolio choices
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2011 Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru
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2011 Conditional jumps in volatility and their economic determinants
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2011 Trichet Bonds To Resolve the European Sovereign Debt Problem
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2011 The Determinants and Long-term Projections of Saving Rates in Developing Asia
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2011 Government Policy and Ownership of Financial Assets
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2011 Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity
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2011 Equity Yields
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2011 Information Aggregation, Investment, and Managerial Incentives
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2011 Complex Mortgages
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2011 Generalized Transform Analysis of Affine Processes and Applications in Finance
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2011 Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market
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2011 Operational–risk Dependencies and the Determination of Risk Capital
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2011 Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs
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2011 Loss Allocation in Securitization Transactions
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2011 Does Portfolio Optimization Pay?
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2011 Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory
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2011 Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory
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2011 What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range
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2011 Rising food crisis and financial crisis in India: Impact on women and children and ways of tackling the problem
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2011 Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets?
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2011 The Missing Foundations of Housing Finance: Incomplete Markets, Fragmented Policies and Emerging Solutions in Guatemala
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2011 Estimación del costo del patrimonio y costo del capital por medio de tasas de rendimiento ajustadas al riesgo
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2011 Spectral estimation of covolatility from noisy observations using local weights
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2011 Large Vector Auto Regressions
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2011 CRRA Utility Maximization under Risk Constraints
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2011 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
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2011 Asymptotics of Asynchronicity
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2011 The Value of Human Capital Wealth
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2011 Systemic Risk and Network Formation in the Interbank Market
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2011 Colloboration in Norway's offshore sector. Contracts and incentives
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2011 Price discovery in government bond markets
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2011 Up for count? Central bank words and financial stress
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2011 On the Impossibility of Fair Risk Allocation
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2011 ReâDesigning Financial Systems: A Review of the Role of Stock Markets in Developing Economies
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2011 Measuring the economic significance of structural exchange rate models
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2011 Adaptive continuous time Markov chain approximation model to general jump-diffusions
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2011 Regression-based estimation of dynamic asset pricing models
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2011 Is there an S&P 500 index effect?
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2011 On the measurement of social progress and well being: some further thoughts
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2011 Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities
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2011 Financial Crisis, Structure and Reform
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2011 The Role of Securitization in Mortgage Renegotiation
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2011 Market liquidity as dynamic factors
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2011 Higher order expectations, illiquidity, and short-term trading
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2011 Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity
by Jack W. Hou

2011 Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity
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2011 Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity
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2011 Media Sentiment and UK Stock Returns
by Nicky J. Ferguson & Jie Michael Guo & Nicky Herbert Y.T. Lam & Dennis Philip

2011 Forecasting Financial Stress
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2011 Some hypothesis on commonality in liquidity: New evidence from the Chinese stock market
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2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
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2011 Fractional Integration and Cointegration in US Financial Time Series Data
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2011 The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship
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2011 A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices
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2011 Monitoring Leverage
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2011 Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School
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2011 Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence
by Juergen Huber & Martin Shubik & Shyam Sunder

2011 Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence
by Juergen Huber & Martin Shubik & Shyam Sunder

2011 Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence
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2011 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
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2011 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
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2011 Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism
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2011 Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market
by Gerrit Reher & Bernd Wilfling

2011 The impact of dark trading and visible fragmentation on market quality
by de Jong, Frank & Degryse, Hans & van Kervel, Vincent

2011 Properties of Foreign Exchange Risk Premiums
by Sarno, Lucio & Schneider, Paul & Wagner, Christian

2011 CDS Auctions
by Chernov, Mikhail & Gorbenko, Alexander & Makarov, Igor

2011 Learning from Prices, Liquidity Spillovers, and Market Segmentation
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2011 Systemic Risk and Network Formation in the Interbank Market
by Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves

2011 Expectations, Liquidity, and Short-term Trading
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2011 Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets
by Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo

2011 Medidas intradiarias de liquidez y de costos de transacción asociados en la Bolsa de Valores de Colombia
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2011 Market Efficiency in the EU Emissions Trading Scheme. An outlook for the third trading period
by Mirzha de Manuel Armendía

2011 Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis
by Gunther Capelle-Blancard & Dramane Coulibaly

2011 EMU, EU, Market Integration and Consumption Smoothing
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2011 Reaction to Public Information in Markets: How Much Does Ambiguity Matter?
by Brice Corgnet & Praveen Kujal & David Porter

2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
by Guglielmo Maria Caporale & Alessandro Girardi

2011 How National and International Financial Development Affect Industrial R&D
by Keith E. Maskus & Rebecca Neumann & Tobias Seidel

2011 Fractional Integration and Cointegration in US Financial Time Series Data
by Guglielmo Maria Caporale & Luis A. Gil-Alana

2011 Expectations, Liquidity, and Short-term Trading
by Giovanni Cespa & Xavier Vives

2011 Equilibrium price of immediacy and infrequent trade
by Riccardo Giacomelli & Elisa Luciano

2011 A Simple Characterization of Dynamic Completeness in Continuous Time
by Theodoros M. Diasakos

2011 The Value Relevance of Sentiment
by Dunne, Peter & Forker, John & Zholos, Andrey

2011 Modelling Correlation in Carbon and Energy Markets
by Koenig, P.

2011 Measuring market liquidity: An introductory survey
by A. Gabrielsen & M. Marzo & P. Zagaglia

2011 A conditional CAPM; implications for the estimation of systematic risk
by Alexandros E. Milionis & Dimitra K. Patsouri

2011 Preferred-habitat investors and the US term structure of real rates
by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele

2011 Sunshine trading: Flashes of trading intent at the NASDAQ
by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham

2011 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
by Avouyi-Dovi, S. & Idier, J.

2011 Italian open-end funds: performance of asset management companies
by Michele Leonardo Bianchi & Maria Grazia Miele

2011 Extreme value theory for finance: a survey
by Marco Rocco

2011 A New Look into Credit Procyclicality: International Panel Evidence
by Ricardo Bebczuk & Tamara Burdisso & Jorge Carrera & Máximo Sangiácomo

2011 Security Transaction Taxes and Market Quality
by Anna Pomeranets & Daniel G. Weaver

2011 Democracy and Stock Market Performance in African Countries
by Asongu Simplice

2011 Government Quality Determinants of Stock Market Performance in African Countries
by Asongu Simplice

2011 The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets
by Asongu Simplice

2011 Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries
by Asongu Simplice

2011 Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
by Asongu Simplice

2011 A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation
by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

2011 Fund Options and Hybrids
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2011 Structured Credit Products
by Richard D. Bateson

2011 Pricing Credit Derivatives
by Richard D. Bateson

2011 Interest Rate Products
by Richard D. Bateson

2011 Pricing Interest Rate Products
by Richard D. Bateson

2011 Basket Equity Products
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2011 Equity Structured Products
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2011 Pricing Equity Options
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2011 Introduction to Swap Finance
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2011 Introduction
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2011 Divergence of risk indicators and the conditions for market discipline in banking
by Jens Forssbaeck

2011 Financial Derivative Investments:An Introduction to Structured Products
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2011 Divergence of risk indicators and the conditions for market discipline in banking
by Jens Forssbæck

2011 Monetary Policy after the Crisis
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2011 Liquidity and Asset Prices : How Strong Are the Linkages?
by Dreger, Christian & Wolters, Jürgen

2011 Pension funds – main institutional investor on the Romanian capital market?
by Laura Raisa MILOS & Carmen CORDUNEANU

2011 Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns
by Emmanuel Anoruo

2011 The Index Effect - Is It Possible To Predict?
by Tchai Tavor

2011 Commodity Etfs In The Japanese Stock Exchanges
by Nobuyoshi Yamori

2011 Money, Stock Prices And Economic Activity In Selected European Countries
by Lumír Kulhánek

2011 Ambiguity, Analyst Forecast Incentives And Abnormal Stock Returns
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2011 The Trading System And The Trading Participants In The Bse
by CLAUDIA NICOLETA GUNI

2011 Financial Innovations and Their Role in the Modern Financial System – Identification and Systematization of the Problem
by Joanna B³ach

2011 Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia
by Mansor, Ibrahim H.

2011 Structural Breaks and Long Memory Property in Korean Won Exchange Rates: Adaptive FIGARCH Model
by Han, Young Wook

2011 Copula-Based Price Risk Hedging Models
by Penikas, Henry

2011 The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets
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2011 Obchodování s deriváty a pokoutní bankéři - ohlédnutí za finančním trhem v meziválečném Československu
by Jan Vlachý

2011 European System of Financial Supervision
by Petr Musílek

2011 Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis
by Ijaz Hussain

2011 Impact of Judicial Efficiency on Debt Maturity Structure: Evidence from Judicial Districts of Pakistan
by Attaullah Shah

2011 The Importance Of The Financial Sector And Its Impact On Economic System In The United States In Years 1970 – 2010
by Pawel Uminski

2011 Funding Continuum for Private Business Owners: Evidence from the Pepperdine Private Capital Markets Project Survey
by Maretno A. Harjoto & John K. Paglia

2011 Mood and Investor Behavior
by Murgea Aurora

2011 Credit Institutions – Actors on the Romanian Capital Market
by Ghita-Mitrescu Silvia & Duhnea Cristina

2011 A Relationship between the Degree of Search and Evolution of Assets
by Serban Florentin & Buºu Mihail

2011 The Place Of The Emerging Economy Of Romania Inside The European Union Economies In Terms Of Ftse Criteria
by Mardiros Daniela-Neonila

2011 Elements of Social and Solidarity Economy (SSE) in the Hungarian Local Development
by Éva G. Fekete

2011 Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
by Jorge Uribe

2011 Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban
by Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra

2011 Sources of Industry Momentum Effect - Weekly Data Evidence
by Hai-Ching Liu & Ying-Fen Fu

2011 Causalidad entre la Bolsa Mexicana de Valores y la actividad económica del sector real
by Luis-de-la-Cruz, José & Núñez, José Antonio

2011 Does Monetary Policy React to Asset Prices? Some International Evidence
by Francesco Furlanetto

2011 The Liquidity Effect In Option Pricing: An Empirical Analysis
by Shih-Ping Feng

2011 Did Exit Pricing Under Fasb 157 Contribute To The Subprime Mortgage Crisis?
by Peter Harris & Paul R. Kutasovic

2011 Twin-Rate Uncertainty, Debt And Investment Decisions– Evidence From Dow Jones Panel Data
by Chien-Jen Wang & Po-Chin Wu & Yu-Ming Lu

2011 The Analysis on the Evolution of Capital Market Basically in Romania during 1995 – November 2011
by Madalina - Gabriela Anghel

2011 Dynamic Copulas and Long Range Dependence
by Beatriz Vaz de Melo Mendes, Silvia Regina Costa Lopes

2011 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
by Borys, Magdalena Morgese Borys

2011 International Stock Markets: A Co-integration Analysis
by Eleftherios J. Thalassinos & Evagelos D. Politis

2011 Valuación de Swaptions Bermuda basada en el modelo LIBOR adaptado a vectores frontera
by Igor P. Rivera & Enzo D'Antonio di Vito & Andrés Fundia

2011 A review of the seasonal affective disorder hypothesis
by Keef, Stephen P. & Khaled, Mohammed S.

2011 Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model
by Hsu, Kuang-Chung & Chiang, Hui-Chu

2011 Measuring financial market integration over the long run: Is there a U-shape?
by Volosovych, Vadym

2011 The risk adjusted uncovered equity parity
by Kim, Heeho

2011 Stock price fragility
by Greenwood, Robin & Thesmar, David

2011 The reaction of stock returns to unexpected increases in the federal funds rate target
by Tsai, Chun-Li

2011 Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
by Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros

2011 Worst case risk measurement: Back to the future?
by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A.

2011 The genesis of the 2008 global financial crisis and challenges to the neoclassical paradigm of finance
by Szyszka, Adam

2011 Housing prices and the optimal time-on-the-market decision
by İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray

2011 The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects
by Ben Sita, Bernard & Westerholm, P. Joakim

2011 Testing conditional factor models: A nonparametric approach
by Li, Yan & Yang, Liyan

2011 The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis
by Lee, Yuan-Ming & Wang, Kuan-Min

2011 Investigating Seasonal Patterns in Developing Countries: The Case of FYROM Stock Market
by Andreas Georgantopoulos & Anastasios Tsamis

2011 Risiken im Bankensektor weiter hoch: Regulierung muss gestärkt werden
by Mechthild Schrooten

2011 The Origins of the Global Financial Crisis and Its Impact on Romanian Economy
by Corina SBUGHEA

2011 Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
by Uribe Gil, Jorge Mario

2011 La estructura óptima de capital con reclamos contingentes: estudio de un caso en Colombia
by María del Pilar Báez Roa & Juan Sergio Cruz Merchán

2011 Regulación y valor en riesgo
by Luis Fernando Melo & Joan Camilo Granados

2011 Modelación de los precios en el mercado eléctrico español
by Aitor Ciarreta & Mónica Lagullón & Ainhoa Zarraga

2011 Corporate disclosure: A review of its (direct and indirect) benefits and costs
by Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane

2011 Index trading and agricultural commodity prices: A panel Granger causality analysis
by Gunther Capelle-Blancard & Dramane Coulibaly

2011 Der Einfluss der Griechenlandkrise auf den Bankensektor Kollateralschäden der Griechenlandkrise
by Manfred Borchert

2011 Lässt sich das erneute Abgleiten in eine Wirtschafts- und Finanzkrise abwenden?
by Sebastian Watzka & Friedrich Thießen

2011 Finanzierungssituation der sächsischen Handwerksunternehmen
by Johannes Steinbrecher & Zwerschke Patrick

2011 Le marché obligataire chinois
by Jean-Paul Tchang

2011 La crise grecque. Leçons pour l'Europe
by Daniel Cohen

2011 Reserves and Valuation using Multiples for Oil and Gas Companies
by Eduardo Pontual Ribeiro & Luiz Teles Menezes Neto & Rosemarie Bröker Bone

2011 Modeling Financial Contagion using Copula
by Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos

2011 Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets
by Kurt Brannas & Albina Soultanaeva

2011 The Montenegrin Capital Market: Calendar Anomalies
by Vesna Karadžic & Tamara Backovic Vulic

2011 Financial Reporting and Characteristics of Impairment of Assets in Republic of Serbia
by Kenan Hrapović

2011 Effects of Alcohol Sales Restriction on DUI Related Convictions: A Case Study of Kentucky
by Zia Obaid & Amir Hussain

2011 Shocks in Macroeconomic Variables and Stock Market Stability: Case Study of KSE-100 Index
by Asmat Ullah & Syed Waqar Hussain & Zahoor Khan & Muhammad Rafiq

2011 Testing of CAPM in An Emerging Economy: A Case Study of Pakistan
by Amir Hussain & Zia Obaid & Sajid Afridi

2011 The Impact Of Macroeconomic Variables On Stock Market: Empirical Evidence On Karachi Stock Exchange By Using ARDL Model
by Adnan Javed & Muhammad Rafiq & Sarfaraz Khan & Muhammad Mohsin Khan

2011 Effect of Macroeconomic Factors on Capital Structure Decisions of Firm: Evidence from a Developing Country
by Qurat-ul-Ain & Sharif Ullah Jan & Muhammad Rafiq

2011 Impact of Dividend Policy on Shareholders' Wealth: A Case of Karachi Stock Exchange
by Shahid Ali & Qamar Ishtiaq & Muhammad Naveed

2011 Regulación y valor en riesgo
by Luis Fernando Melo & Joan Camilo Granados

2011 The Effects of Currency Futures Trading on Turkish Currency Market
by Arif Oduncu

2011 Bucharest Stock Exchange Position Within The Central And Eastern European Region
by CORNELIA POP

2011 Long-Term Debt and the Value of the Firm,Evidence from International Listed Manufacturing Firms
by Nicholas Apergis & John Sorros

2011 Liquidity and Asset Prices: How Strong are the Linkages?
by Christian Dreger & J¨¹rgen Wolters

2011 The Exchange Traded Funds in Italy
by Michele Leonardo Bianchi & Mariano Loddo & Maria Grazia Miele

2011 Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward
by Claudio Borio

2011 Predictability of Returns and Cash Flows
by Ralph S.J. Koijen & Stijn Van Nieuwerburgh

2011 Capital Fictício, Autonomia Produção-Circulação e Crises: Precedentes Teóricos para o Entendimento da Crise Atual
by Maria de Lourdes Rollenberg Mollo

2011 Stock Investors’ Response to Disclosures of Material Weaknesses in Internal Control
by Mirela DOBRE

2011 Properties of Analysts’ Forecasts for Romanian Listed Companies: How Much Do Firm-Specific Factors Matter?
by Mihaela IONASCU

2011 Financial transaction tax: Small is beautiful
by Zsolt Darvas & Jakob Weizsäcker

2011 Causality Of Weather Conditions In Australian Stock Equity Returns
by Svetlana Vlady & Ekrem Tufan, PhD

2011 Causality Of Weather Conditions In Australian Stock Equity Returns
by Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat

2011 Global Tendencies in Investment Funds Market Development
by Ioan E. NISTOR & Ioana RADU

2011 Financial Liberalization and Stock Market Efficiency
by Maria-Lenuta ULICI & Ioan Alin NISTOR

2011 An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange
by Felicia Ramona Birau

2011 Public Economy, Educational Services Provider
by Alin Ionut Ciurlau

2011 The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010
by Ilhan MERIC & Benjamin EICHHORN & Charles McCCALL & Gulser MERIC

2011 The Degree Of Financial Education At The Romanian People
by Laura Daniela TANASE (ROSCA)

2011 Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area
by Robert Gallagher & Niall O’ Sullivan

2010 Uncovering hedge fund skill from the portfolio holdings they hide
by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong

2010 Approximating the Numeraire Portfolio by Naive Diversification
by Eckhard Platen & Renata Rendek

2010 Executive Compensation Based on Asset Values
by Byström, Hans

2010 Options, futures, and other derivatives in Russia: an overview
by Rotfuß, Waldemar

2010 Wo investieren Distressed-Securities-Hedgefonds? Ein Asset-based Style-Faktorenmodell
by Georgi Bontschev & Martin Eling

2010 Market Rationality: Efficient Market Hypothesis versus Market Anomalies
by Kadir Can Yalcin

2010 ¿Es el desempeño de los fondos de inversión de Brasil un indicador de movimiento futuro de su patrimonio?
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2010 Size, value and liquidity: Do they really matter on an emerging stock market?
by Lischewski, Judith & Voronkova, Svitlana

2010 Explaining time-varying risk of electricity forwards: trading activity and news announcements
by Schulz, Frowin C.

2010 Robust estimation of integrated variance and quarticity under flat price and no trading bias
by Schulz, Frowin C.

2010 Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence
by Hautsch, Nikolaus & Podolskij, Mark

2010 Does inter-market competition lead to less regulation?
by Draus, Sarah

2010 Risk and return in convertible arbitrage: Evidence from the convertible bond market
by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.

2010 Tell-tale tails: A data driven approach to estimate unique market information shares
by Grammig, Joachim G. & Peter, Franziska J.

2010 Overconfidence among professional investors: Evidence from mutual fund managers
by Pütz, Alexander & Ruenzi, Stefan

2010 Conventions in the Foreign Exchange Market:Do they really explain Exchange Rate Dynamics?
by Gabriele Di Filippo

2010 Maximum likelihood estimator for the uneven power distribution: application to DJI returns
by Krzysztof Kontek

2010 Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States
by Peter Chobanov & Amine Lahiani & Nikolay Nenovsky

2010 Why Should Naive Investors Avoid Stock Markets ?
by Michael Donadelli & Federico Silvestri

2010 Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes
by Bertrand B. Maillet & Jean-Philippe R. M�decin

2010 The Financial Crisis 2007-08 and Causality: A Hicksian Perspective
by Fernandez-Pol, Eduardo

2010 The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability (revised)
by James Crotty

2010 Unit Roots and Structural Change: An Application to US House-Price Indices
by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard

2010 Time Varying Risk Aversion: An Application to Energy Hedging
by John Cotter & Jim Hanly

2010 Housing Risk and Return: Evidence From a Housing Asset-Pricing Model
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2010 Hedging: Scaling and the Investor Horizon
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2010 Hidden Limit Orders and Liquidity in Order Driven Markets
by Moinas, Sophie

2010 Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market
by Chun Liu & John M Maheu

2010 Excess Based Allocation of Risk Capital
by van Gulick, G. & De Waegenaere, A.M.B. & Norde, H.W.

2010 Financial Expertise as an Arms Race
by Glode, V. & Green, R.C. & Lowery, R.

2010 The 2008 Financial Crisis and Taxation Policy
by Thomas Hemmelgarn & Gaetan Nicodeme

2010 Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach
by Arvid Raknerud & Øivind Skare

2010 The 2008 Financial Crisis and Taxation Policy
by Thomas Hemmelgarn & Gaëtan Nicodème

2010 Risk-return tradeoff and the behaviour of volatility on the South African stock market: Evidence from both aggregate and disaggregate data
by N.Z Mandimika & Z. Chinzara

2010 Episodic Nonlinearity in Leading Global Currencies
by Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis

2010 Financing Asia’s Infrastructure: Modes of Development and Integration of Asian Financial Markets
by Bhattacharyay, Biswa

2010 Should Macroeconomic Forecasters Use Daily Financial Data and How?
by Elena Andreou & Eric Ghysels & Andros Kourtellos

2010 Why a Diversified Portfolio Should Include African Assets
by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

2010 Too Small or too Low? New Evidence on the 4-Factor Model
by Paola Brighi & Stefano d’Addona & Antonio Carlo Francesco Della Bina

2010 An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
by Theodore Panagiotidis

2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
by Paul Alagidede & Theodore Panagiotidis

2010 Some stylized facts of returns in the foreign exchange and stock markets in Peru
by Humala, Alberto & Rodriguez, Gabriel

2010 Volatility and the role of order book structure
by Ralf Becker & Adam Clements

2010 Contagious Adverse Selection - Revised November, 2010
by Stephen Morris & Hyun Song Shin

2010 Contagious Adverse Selection
by Stephen Morris & Hyun Song Shin

2010 Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia
by Zawadzki, Krystian & Lewicka, Marta

2010 Systematic risks for the financial and for the non-financial Romanian companies
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2010 Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania
by Stefanescu, Razvan & Dumitriu, Ramona

2010 An inflation expectations horserace
by Guzman, Giselle C.

2010 The puzzle of privately-imposed price limits: are the limits imposed by financial exchanges effective?
by Reiffen, David & Buyuksahin, Bahattin

2010 Determinants of stock market performance in Nigeria: long-run analysis
by MAKU, Olukayode E. & ATANDA, Akinwande Abdulmaliq

2010 2008 SEC short selling ban: impacts on the credit default swap market
by Courtney, Samuel

2010 2008 SEC short selling ban: impacts on the credit default swap market
by Courtney, Samuel

2010 Financial Inclusion Strategies For Inclusive Growth In India
by Sarath Chandran, B.P. & Manju, T.K.

2010 Foreign ownership in Vietnam stock markets - an empirical analysis
by Vo, Xuan Vinh

2010 An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis
by Vo, Xuan Vinh & Batten, Jonathan

2010 EQUITY Premium Puzzle in a Data-Rich Environment
by Douch, Mohamed & Bouaddi, Mohammed

2010 Firm's information environment and stock liquidity: evidence from Tunisian context
by Loukil, Nadia & Yousfi, Ouidad

2010 Does corporate governance affect stock liquidity in the Tunisian Stock Market?
by Loukil, Nadia & Yousfi, Ouidad

2010 Fertility and Consumption when Having a Child is a Risky Investment
by Gete, Pedro & Porchia, Paolo

2010 House Prices and Consumption
by Song, In Ho

2010 Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market
by Kucuk, Ugur N.

2010 Financial Markets Interactions between Economic Theory and Practice
by Nicolau, Mihaela

2010 Challenges to Solvency II Reform in Insurance Industry
by Ramosaj, Berim

2010 Sukuk Bond: The Global Islamic Financial Instrument
by Shaikh, Salman & Saeed, Shan

2010 Emergence of alternative capital markets in developing countries as a process of institutional change
by Waśniewski, Krzysztof

2010 On the impossibility of fair risk allocation
by Csóka, Péter & Pintér, Miklós

2010 Dubai financial crisis: causes, bailout and after - a case study
by Hasan, Zubair

2010 Stochastic optimal hedge ratio: Theory and evidence
by Hatemi-J, Abdulnasser & El-Khatib, Youssef

2010 Practitioners' tools in analysing financial markets evolution
by Nicolau, Mihaela

2010 FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data
by Abdel Aal Mahmoud, Ashraf

2010 Information transmission and the emergence of a peculiar trading facility in certain emerging markets
by Siddiqi, Hammad

2010 Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index
by Iqbal, Javed & Azher, Sara & Ijza, Ayesha

2010 Modelling Stock Returns Volatility In Nigeria Using GARCH Models
by Emenike, Kalu O.

2010 Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan
by Hassan, Gazi & Hisham, Al refai

2010 The impact of the securities transaction taxes on the Chinese stock market
by Su, Yongyang

2010 Determining The Value-at-risk In The Shadow Of The Power Law: The Case Of The SP-500 Index
by Dominique, C-Rene & Rivera-Solis, Luis Eduardo & Des Rosiers, Francois

2010 Properties of Foreign Exchange Risk Premia
by Sarno, Lucio & Schneider, Paul & Wagner, Christian

2010 Corporate Lobbying and Financial Performance
by Chen, Hui & Parsley, David & Yang, Ya-wen

2010 Forward dynamic utilities: a new model and new results
by Moawia, Alghalith

2010 Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases
by Smant, David / D.J.C.

2010 A Brief Review & Introduction to Practiced Islamic Banking & Finance
by Shaikh, Salman

2010 Competencia y Concentración en el Sistema Financiero en el Perú
by Eduardo Morón & Johanna Tejada & Alonso Villacorta

2010 Unit Roots and Structural Change: An Application to US House-Price Indices
by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard

2010 Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory
by Kitty Moloney & Srinivas Raghavendra

2010 What Does Equity Sector Orderflow Tell Us about the Economy?
by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz

2010 On the Economic Consequences of Index-Linked Investing
by Jeffrey Wurgler

2010 Consumption-Based Asset Pricing with Higher Cumulants
by Ian Martin

2010 External Capital Structures and Oil Price Volatility
by John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock

2010 Learning and the Disappearing Association Between Governance and Returns
by Lucian A. Bebchuk & Alma Cohen & Charles C.Y. Wang

2010 Beauty Contests and Irrational Exuberance: A Neoclassical Approach
by George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan

2010 Rational-Expectations Equilibrium in Intermediate Good Markets
by Robert S. Gibbons & Richard T. Holden & Michael L. Powell

2010 On the Size of the Active Management Industry
by Lubos Pastor & Robert F. Stambaugh

2010 Market efficiencies and market risks
by Pierre-André Maugis

2010 Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders
by Alexander Subbotin & Thierry Chauveau

2010 A note on fair value and illiquid markets
by Dominique Guegan & Chafic Merhy

2010 Financial Transaction Tax: Small is Beautiful
by Zsolt Darvas & Jakob von Weizsäcker

2010 The Ups & Downs of the Stock Market: Is This Time Different?
by Stacey Schreft & Adam Bold

2010 An out-of-sample test for nonlinearity in financial time series: An empirical application
by Theodore Panagiotidis

2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
by Paul Alagidede & Theodore Panagiotidis

2010 Size, Book-to-Market Ratio and Macroeconomic News
by Tolga Cenesizoglu

2010 On the Forecasting Accuracy of Multivariate GARCH Models
by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

2010 Determinanten der Eigenkapitalrendite von Sparkassen
by Gann, Philipp & Kretzschmar, Anne & Rudolph, Bernd

2010 Investor Sophistication, Learning and the Disposition Effect
by Shaneera Boolell-Gunesh & Marie-Hélène Broihanne & Maxime Merli

2010 Trading activity and Overconfidence: First Evidence from a large European Database
by Shaneera Boolell-Gunesh & Maxime Merli

2010 Why a Diversified Portfolio Should Include African Assets
by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
by Paul Alagidede & Theodore Panagiotidis

2010 Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?
by Günter Franke & Ferdinand Graf

2010 Consumption, liquidity and the cross-sectional variation of expected returns
by Elena Márquez & Belén Nieto Doménech & Gonzalo Rubio Irigoyen

2010 Long-run Determinants of Sovereign Yields
by António Afonso & Christophe Rault

2010 Call auctions: A Solution to some difficulties in Indian finance
by Susan Thomas

2010 Hidden Limit Orders and Liquidity in Order Driven Markets
by Moinas, Sophie

2010 The Politics of Financial Development - The Role of Interest Groups and Government Capabilities
by Oscar Becerra & Eduardo Cavallo & Carlos Scartascini

2010 The Politics of Financial Development: The Role of Interest Groups and Government Capabilities
by Oscar Becerra & Eduardo A. Cavallo & Carlos Scartascini

2010 Contribución del sistema de pensiones privado de capitalización individual al desarrollo del mercado de capitales en Bolivia 1997-2009
by Pamela Córdova Olivera

2010 La inclusión en el sistema financiero y las microfinanzas
by Cristian Ricardo Nogales Carvajal & Carlos Alberto Foronda Rojas

2010 Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
by Nikolaus Hautsch & Mark Podolskij

2010 Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets
by Eric Girardin & Dijun Tan & Woon K. Wong

2010 Taxation, Dividends, and Share Repurchases: Taking Evidence Global
by Jacob, Martin

2010 Forecasting short term yield changes using order flow. Is dealer skill a source of predictability?
by Valseth, Siri

2010 A market microstructure approach to cross-market spillovers
by Jørgensen, Kjell & Valseth, Siri

2010 The relationship between bankruptcy risk and growth for non-listed firms
by Nordal, Kjell Bjorn & Naes, Randi

2010 Why do firms pay for liquidity provision in limit order markets?
by Skjeltorp, Johannes A & Odegaard, Bernt Arne

2010 Public information and IPO underpricing
by Bakke, Einar & Leite, Tore E. & Thorburn, Karin S.

2010 China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets
by Johansson, Anders C.

2010 Participation Constraints in the Stock Market Evidence from Unexpected Inheritance due to Sudden Death
by Andersen, Steffen & Meisner Nielsen, Kasper

2010 Entrepreneurship and the Discipline of External Finance
by Nanda, Ramana

2010 Financial Transaction Tax: Small is Beautiful
by Zsolt Darvas & Jakob von Weizs„cker

2010 The role of regret in the persistence of anomalies in financial markets (In French)
by Emmanuel PETIT (GREThA UMR CNRS 5113)

2010 Microstructure order flow: statistical and economic evaluation of nonlinear forecasts
by Mario Cerrato & Hyunsok Kim & Ronald MacDonald

2010 Numéraire-invariant preferences in financial modeling
by Constantinos Kardaras

2010 The place of contract in organizational awareness: deconstructing process, market and connectedness
by Susan V. Scott & Carolyn Paris

2010 Participatory Decision Making: A Field Experiment on Manipulating the Votes
by Paolo Spada & Raymond Vreeland

2010 Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index
by Javed Iqbal & Sara Azher & Ayesha Ijaz

2010 The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008
by Manconi, Alberto & Massa, Massimo & Yasuda, Ayako

2010 Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
by Dutta, Kabir K. & Babbel, David F.

2010 Non-GAAP and Street Earnings: Evidence from SFAS 123R
by Barth, Mary E. & Gow, Ian D. & Taylor, Daniel J.

2010 The Market Reaction to Corporate Governance Regulation
by Larcker, David F. & Ormazabal, Gaizka & Taylor, Daniel J.

2010 Policy Perspectives on OTC Derivatives Market Infrastructure
by Duffie, Darrell & Li, Ada & Lubke, Theo

2010 Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis
by Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D.

2010 Is the luxury industry really a financier’s dream ?
by Kapferer, Jean-Noël & Tabatoni, Olivier

2010 Preopening and equilibrium selection
by Lovo, Stefano & Calcagno, Ricardo

2010 Call auctions : A solution to some difficulties in Indian finance
by Susan Thomas

2010 The Impact of the Global Financial Crisis on Poverty in the Philippines
by Celia Reyes & Alellie Sobreviñas & Jeremy de Jesus

2010 Financing Asia’s Infrastructure : Modes of Development and Integration of Asian Financial Markets
by Biswa Nath Bhattacharyay

2010 Estimation of Jump Tails
by Tim Bollerslev & Viktor Todorov

2010 Tails, Fears and Risk Premia
by Tim Bollerslev & Viktor Todorov

2010 Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude
by Edward Tower & Wei Zheng

2010 Toward a Uniform Functional Model of Payment and Securities Settlement Systems
by Ron Berndsen

2010 Price Formation on the EuroMTS Platform
by Guglielmo Maria Caporale & Alessandro Girardi

2010 Optimal Monetary Policy in a Monetary Union with Housing and Credit Market Heterogeneity
by Steffen Elstner & Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser

2010 Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps
by Marina Theodosiou

2010 Winners and Losers in House Markets
by Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov

2010 Credit Supply and the Price of Housing
by Favara, Giovanni & Imbs, Jean

2010 Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics
by Ciccone, Antonio & Papaioannou, Elias

2010 Winners and Losers in Housing Markets
by Kiyotaki, Nobuhiro & Michaelides, Alexander & Nikolov, Kalin

2010 Spot and Forward Volatility in Foreign Exchange
by Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias

2010 Spatial Asset Pricing: A First Step
by Ortalo-Magné, François & Prat, Andrea

2010 EMU, EU, capital market integration and consumption smoothing
by Christev, Atanas & Melitz, Jacques

2010 The 2008 Financial Crisis and Taxation Policy
by Hemmelgarn, Thomas & Nicodème, Gaëtan

2010 On the forecasting accuracy of multivariate GARCH models
by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

2010 ROE, Market Value Added e creazione di valore
by Carlo Alberto Magni

2010 Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 años?
by Diego Alonso Agudelo Rueda

2010 Regulación y Valor en Riesgo
by Luis Fernando Melo Velandia & Joan Camilo Granados Castro

2010 The Financial Crisis and the Future of the Eurozone
by Paul De Grauwe

2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani

2010 Financial Frictions and Inflation Differentials in a Monetary Union
by Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser

2010 Long-run Determinants of Sovereign Yields
by António Afonso & Christophe Rault

2010 Price Formation on the EuroMTS Platform
by Guglielmo Maria Caporale & Alessandro Girardi

2010 The 2008 Financial Crisis and Taxation Policy
by Thomas Hemmelgarn & Gaëtan J.A. Nicodème

2010 A Critique of the Literature on the US Financial Debt Crisis
by Jerome L. Stein

2010 The pricing of financial assets in the physical world of finance
by Rodolfo Apreda

2010 The Mechanism of Voting Efficiency
by Schouten, M.C.

2010 Properties of Electricity Prices and the Drivers of Interconnector Revenue
by Parail, V.

2010 The relationship between bankruptcy risk and growth for non-listed firms
by Kjell Bjørn Nordal & Randi Næs

2010 Why do firms pay for liquidity provision in limit order markets?
by Johannes A. Skjeltorp & Bernt Arne Ødegaard

2010 Volatility and the Hedging Effectiveness of China Fuel Oil Futures
by Wei Chen & J L Ford

2010 Prices and volumes of options: A simple theory of risk sharing when markets are incomplete
by Le Grand, F. & Ragot, X.

2010 Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market
by Avouyi-Dovi, S. & Idier, J.

2010 Policy Perspectives on OTC Derivatives Market Infrastructure
by Darrell Duffie & Ada Li & Theo Lubke

2010 Under/over-valuation of the stock market and cyclically adjusted earnings
by Marco Taboga

2010 Banking competition, collateral constraints and optimal monetary policy
by Javier Andrés & Óscar Arce & Carlos Thomas

2010 Accounting Conservatism and Firm Investment Efficiency
by Beatriz García & Juan M. Garcia Lara & Fenando Penalva

2010 Financial integration, monetary policy and stock prices: Empirical evidence for the new EU member states
by PIROVANO, Mara

2010 Minimum Tracking Error Volatility
by Luca RICCETTI

2010 Modelling asset correlations during the recent FInancial crisis: A semiparametric approach
by Nektarios Aslanidis & Isabel Casas

2010 How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
by Almut E. D. Veraart

2010 Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns
by Tim Bollerslev & Viktor Todorov

2010 Sign and Quantiles of the Realized Stock-Bond Correlation
by Nektarios Aslanidis & Charlotte Christiansen

2010 The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data
by Rasmus Tangsgaard Varneskov

2010 Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
by Nikolaus Hautsch & Mark Podolskij

2010 Estimation of Jump Tails
by Tim Bollerslev & Viktor Todorov

2010 Selected Essays in Stock Market Liquidity. Innovative XLM Measure at the Frankfurt Stock Exchange: Cloudy Skies, Time of the Day and the Role of Designated Sponsors for Stock Market Liquidity
by Verrier, Tatjana

2010 Illiquidity of Frontier Financial Market: Case of Serbia
by Boško Živković & Jelena Minović

2010 Short-horizon Asymmetry in Conditional Mean of Asean Stock Market Returns
by Mansor H. Ibrahim

2010 Développement Financier, Instabilité Financière Et Croissance Économique : Un Réexamen De La Relation
by Jude C. EGGOH

2010 A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates
by Manish Kumar

2010 Finansal Stres ve Iktisadi Faaliyet
by Selim Elekdag & Ibrahim Burak Kanli & Zahid Samancioglu & Cagri Sarikaya

2010 Impact Of Foreign Capital On Economic Growth In India: 1992 – 2009
by Anand BANSAL & J.S. PASRICHA

2010 How well is productivity being priced?
by Lakshmi Balasubramanyan & Ramesh Mohan

2010 Tactical Size Rotation in Switzerland
by Thorsten Hock

2010 KSZTAlTOWANIE SIe MARz ODSETKOWYCH BANKoW
by Agata Gemzik-Salwach

2010 Analiza struktury inwestorow na warszawskim parkiecie w aspeckie fluktuacji indeksu WIG20
by Maria Czech

2010 An Investigation of the Effect of Audit Quality on Accrual Reliability of Listed Companies on Tehran Stock Exchange
by Mahdi SALEHI & Saeid Jabarzadeh KANGARLOUEI

2010 Development Of Bond Market In Bangladesh: Issues, Status And Policies
by Mohammad Saleh JAHUR & S.M. Nasrul QUADIR

2010 Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach
by Necula, Ciprian

2010 Repetitive Stochastic Guesstimation for Estimating Parameters in a GARCH(1,1) Model
by Agapie, Adriana & Bratianu, Constantin

2010 Alexandre Lamfalussy and the origins of the BIS macro-prudential approach to financial stability
by Ivo Maes

2010 Dalla crisi finanziaria alla crisi reale
by Carlo D'Adda

2010 Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
by Ladislav Krištoufek

2010 Financial Crises and Their Responses in the Institutional Reforms: Glass-Steagall Act versus Dodd-Frank Act
by Petr Musílek

2010 State-Run Investment Funds: Major Institutional Investors on Global Financial Markets
by Petr Sedláček

2010 Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange
by Kosmas Njanike

2010 The Impact of Direct Foreign Investments on the Economic Growth in Romania
by POPA Lucia - Ramona

2010 Advantages and Risks Offered by Romanian to Foreign Investors
by POPA Lucia - Ramona

2010 The Development And Implications Of The U.S. Subprime Crisis
by Hetes Roxana & Miru Oana & Crâsneac Alexandru

2010 The role of financial imbalances in monetary policy
by Ágnes Csermely & Zoltán Szalai

2010 New Model of Current Account Balances
by Levente Kovács

2010 Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns
by Sang Hoon Kang & Seong-Min Yoon

2010 An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach
by Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin

2010 Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi
by Melik KAMISLI & Nuray GIRGINER

2010 Opciones climáticas para el sector pesquero del pacífico mexicano
by Alva-Vázquez, Abraham. & Sierra-Juárez, Guillermo.

2010 Return´s seasonalities in the Latibex Market
by Jose García B.

2010 China's Capital Market: its Structure and Characteristics
by Ionela Baltatescu

2010 Impact of Income Shocks on Asset Portfolio of Rural Indian Households: An Empirical Analysis
by Hemant Sharma

2010 Can Mispricing Of Asset Growth Explain The Accruals Anomaly?
by John Shon & Ping Zhou

2010 Causalities Between Sentiment Indicators And Stock Market Returns Under Different Market Scenarios
by Her-Jiun Sheu & Yang-Cheng Lu & Yu-Chen Wei

2010 Did Fasb 157 Cause The Financial Crisis?
by Peter Harris & Paul R. Kutasovic

2010 Financial Communication On The Web Evidence From Belgium
by Laetitia Pozniak,

2010 A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks
by Jeong-Gil Choi & Pat Obi & Shomir Sil

2010 Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
by Ladislav Krištoufek

2010 The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat
by Guillermo Benavides Perales

2010 Outliers and the Halloween Effect: Comment on Maberly and Pierce
by H. Douglas Witte

2010 Consumer Confidence, Stock Prices And Exchange Rates: The Case Of Turkey
by GORMUS Sakir & GUNES, Sevcan

2010 Financial Shortages Patterns - an Overview on Emerging Economies
by Ioana-Veronica ALEXA & Gabriel-Iulian DAJBOG

2010 Financial Markets Interactions between Economic Theory and Practice
by Mihaela NICOLAU

2010 The Macroeconomic Outlook and the Impact of the Global Crisis in the Euro Area
by Mioara CHIRITA

2010 El mercado de crédito colombiano, un análisis desde las reformas financieras
by Román Leonardo Villarreal Ramos

2010 La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009
by María Rosa Álvarez Castrillón & Andrés Ramírez Hassan & Alejandro Rendón Barrera

2010 Segundo Mercado: balance y propuestas para su profundización desde la perspectiva de las pequeñas y medianas empresas
by Andrea Patricia Alba & Nidia Remolina

2010 Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia
by Carlos Aldana & Felipe Aristizabal & Claudia Echavarría

2010 La complejidad y la teoría contable
by José Joaquín Ortiz Bojacá

2010 Aspectos jurídicos y tributarios de la factura como título valor
by Miryam Romero Restrepo & Constanza Loreth Fajardo Calderón & Carlos A ndrés Vélez R omero

2010 La administraciòn financiera: una utopìa en las microempresas
by Gladys Yaneth Mariño Becerra & Inelia Medina Sandoval

2010 La valoraciòn econòmica de bienes y servicios ambientales como herramienta estrategica para la conservaciòn y uso sostenible de los ecosistemas
by ADOLFO CARBAL HERRERA

2010 Las imperfecciones del mercado de créditos, la restricción crediticia y los créditos alternativos
by Gustavo Adolfo Díaz Valencia

2010 Análisis del efecto día de semana en los mercados accionarios latinoamericanos
by Kristjanpoller Rodríguez, Werner

2010 Stock Market Wealth-Effects During Privatization Initial Public Offers In Chile (1984-1989)
by ROBERTO J. SANTILLÁN SALGADO

2010 Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS
by EDGARDO CAYÓN FALLÓN & TOMÁS RICARDO DI SANTO ROJAS & CAMILO RONCANCIO PEÑA

2010 Caos en el mercado de commodities
by Christian Espinosa Méndez

2010 Ist ein Verbot von Wertpapier-Leerverkäufen bzw. ungedeckten Credit Default Swaps sinnvoll?
by Andre Horovitz & Martin Schütte & Barbara Hendricks & Sigrid Müller & Max Otte

2010 Geld- und Fiskalpolitik in der Wirtschaftskrise
by Gerhard Illing

2010 Was wird aus Griechenland? Überlegungen zu einem Insolvenzrecht für internationale Staatsschulden
by Hans-Bernd Schäfer

2010 Auswirkungen der Krise auf Schwellenländer: Welches Entwicklungsmodell hat sich bewährt?
by Thomas Mirow & Gunther Schnabl & Michael Knogler & Klaus-Jürgen Gern

2010 Caveat Emptor: Gläubigerschutz ist keine Lösung
by Thiess Büttner

2010 Regulierung und Aufsicht der Banken: Brauchen wir Basel III?
by Christoph Zeitler & Bernd Rudolph & Christian Kirchner & Christoph Kaserer & Markus Ferber

2010 Ist eine europäische Ratingagentur sinnvoll, und wie sollte sie organisiert sein?
by Erich Harbrecht & Martin Wieland & Ralf Elsas & Ottmar Schneck

2010 Keynote Adress by Jean-Claude Trichet
by Jean-Claude Trichet

2010 Keynote Adress by Horst Köhler
by Horst Köhler

2010 Managing the Crisis by Manfred J.M. Neumann
by Manfred J.M. Neumann

2010 Managing the Crisis: Keynote Adress by Valdis Dombrovskis
by Valdis Dombrovskis

2010 Introduction by Hans-Werner Sinn
by Hans-Werner Sinn

2010 Comments on Recent Fiscal Developments and Exit Strategies
by Vito Tanzi

2010 Africa's Economic Future: Learning from the Past
by Augustin Kwasi Fosu

2010 The Global Economy: Recovering from the Edge of a Financial And Economic Abyss
by Dilip K. Das

2010 Italy: Inching Out of the Global Crisis
by Riccardo Revelli

2010 Credit and Unemployment: Do Institutions Matter?
by Donatella Gatti & Anne-Gael Vaubourg

2010 Capital Regulation after the Crisis: Business as Usual?
by Martin Hellwig

2010 The Draft AIFM Directive and the Future of European Alternative Investment Fund Regulation
by Phoebus Athanassiou

2010 What Future for Basel II?
by Andrea Resti & Andrea Sironi

2010 The Regulation of Short Sales and its Reform
by Emilios Avgouleas

2010 Un MEDAF à plusieurs moments réalisés
by Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet

2010 Long-Short Fund Performance Evaluation in Brazil
by Fábio Augusto Reis Gomes & Vicente Cresto

2010 Learning Theory and Equity Valuation: an Empirical Analysis
by Antonio Zoratto Sanvicente & Renato Teles Delgado

2010 Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)
by Mehmet Hasan Eken & Taylan Ozgür Uner

2010 Option-Based Valuation Of Mortgage-Backed Securities
by Ana Manola & Branko Uroševic

2010 Extreme Value Theory In Emerging Markets
by Goran Andjelic & Ivana Milosev & Vladimir Djakovic

2010 The Relationship between EVA and Stock Returns: Empirical Evidence from KSE
by Muhammad Akbar & Muhammad Kamran Khan & Shahid Ali

2010 Factors Affecting Stock Prices: A Case Study Of Karachi Stock Exchange
by Muhammad Atiq & Muhammad Rafiq & Roohullah

2010 A Test Of The Validity Of The CAPM In Pakistani Equity Market
by Muhammad Akbar & Shahid Ali

2010 Effects Of Interest Rates On Stock Market Capitalization
by Salman Ahmad & Mohammad Gul & Gohar Saeed

2010 WILL THE ROMANIAN SMEs BE LISTED ON THE BUCHAREST STOCK EXCHANGE?
by CRISTINA CURUTIU

2010 Hedge funds regulation towards new challenges
by Alberto Burchi

2010 The Impact of the European Financial Integration Process and Other International Tendencies on the Romanian Stock Market
by Alina Camelia Sargu

2010 The correlation between the macroeconomic variables and the Bucharest stock exchange share prices
by Cristina CURUTIU BALINT

2010 Options evaluation - Black-Scholes model vs. binomial options pricing model
by Ioan TRENCA & Maria Miruna POCHEA & Angela Maria FILIP

2010 Trends and expectations regarding lending activity
by Dorina POANTA & Vera MORARIU

2010 Banking crisis. Case of U.S. banks versus UK banks
by Ioan NISTOR & Maria ULICI

2010 Capital Markets And The Cost Of Capital
by Lect. Sanda Constantin Ph.D & Lect. Dana Adriana Lupşa-Tătaru Ph. D

2010 Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?
by Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo

2010 Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa
by Umar Bida Ndako

2010 The Asymmetric Impulse of the Sunshine Effect on Stock Returns and Volatilities
by Yuan-Ming Lee & Kuan-Min Wang

2009 Low risk and high return - how emotions shape expectations on the stock market
by Kempf, Alexander & Niessen-Ruenzi, Alexandra & Merkle, Christoph

2009 Overconfidence among professional investors: Evidence from mutual fund managers
by Pütz, Alexander & Ruenzi, Stefan

2009 What Ties Return Volatilities to Price Valuations and Fundamentals?
by Alexander David & Pietro Veronesi

2009 Estimating expected loss given default in an emerging market: the case of Czech Republic
by Seidler, Jakub & Horvath, Roman & Jakubík, Petr

2009 Can risk modeling work?
by Sheedy, Elizabeth

2009 Global Crisis and the Integration of India’s Stock Market
by Dhal, Sarat

2009 Financial Market Dynamics in an Enlarged European Union
by Kenourgios, Dimitris & Samitas, Aristeidis

2009 Market Maker unter Wolken – Wettereffekte am deutschen Aktienmarkt
by Marcus Flemisch & Andreas Hackethal & Dirk Schiereck

2009 Temel finansal oranların sistematik riske etkisi
by Canan ERYİĞİT & Mehmet ERYİĞİT

2009 Küresel iktisadi kriz
by Daron ACEMOĞLU

2009 Global economics crisis and IMF
by Michael MUSSA

2009 Türkiye’de döviz kuru ve hisse senedi fiyatlarının sınır testi analizi
by Burcu KIRAN

2009 Informational Cascades in Financial Economics: A Review
by Maria Grazia Romano

2009 Higher-order beliefs among professional stock market forecasters: some first empirical tests
by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas

2009 Different risk-adjusted fund performance measures: a comparison
by Grau-Carles, Pilar & Sainz, Jorge & Otamendi, Javier & Doncel, Luis Miguel

2009 Cross-sectional analysis of risk-neutral skewness
by Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan

2009 Naked short selling: The emperor`s new clothes?
by Yadav, Pradeep K. & Fotak, Veljko & Raman, Vikas

2009 Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE
by Yadav, Pradeep K. & Bardong, Florian & Bartram, Söhnke M.

2009 The impact of iceberg orders in limit order books
by Frey, Stefan & Sandås, Patrik

2009 Commonalities in the order book
by Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G.

2009 What is Happening to the Impact of Financial Deepening on Economic Growth?
by Peter L. Rousseau & Paul Wachtel

2009 A Benchmark Approach to Investing and Pricing
by Eckhard Platen

2009 Asset Markets and Monetary Policy
by Eckhard Platen & Willi Semmler

2009 Alternative Defaultable Term Structure Models
by Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlogl

2009 Extreme Value Theory and the Financial Crisis of 2008
by James P. Gander

2009 A model of collateral, investment and adverse selection
by Alberto Martin

2009 Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space
by Kwamie Dunbar

2009 The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach
by Kwamie Dunbar

2009 Corporate governance and financial performance in an Australian context
by Rebecca Brown & Tue Gørgens

2009 Extracting bull and bear markets from stock returns
by John M Maheu & Thomas H McCurdy & Yong Song

2009 Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
by Katya Malinova & Andreas Park

2009 Trading Volume in Dealer Markets
by Katya Malinova & Andreas Park

2009 Spot Variance Path Estimation and its Application to High Frequency Jump Testing
by Charles S. Bos & Pawel Janus & Siem Jan Koopman

2009 Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
by Arvid Raknerud & Øivind Skare

2009 A Note on Studies of Monetary Policy and Implementation in Vietnam
by Tran Tri Dung & Quan-Hoang Vuong

2009 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
by Peter C.B.Phillips & Yangru Wu & Jun Yu

2009 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
by Peter C.B. PHILIPS & Yangru WU & Jun YU

2009 Currencies Analysis Based on Stability: Using Apriori-Algorithm
by Khan, Hameed Ullah & Ullah, Zahid & Mahmud, Maqsood

2009 Spanning with Zero-Price Investment Assets
by Galvani, Valentina & Plourde, Andre

2009 Options and Efficiency in Spaces of Bounded Claims
by Galvani, Valentina & Troitsky, Vladimir

2009 Trading Frequency and Volatility Clustering
by Yi Xue & Ramazan Gencay

2009 Hierarchical Information and the Rate of Information Diffusion
by Yi Xue & Ramazan Gencay

2009 The Value Effect and the Market For Chinese Stocks
by Burton G. Malkiel & Derek Jun

2009 The Clustering of Extreme Movements: Stock Prices and the Weather
by Burton G. Malkiel & Atanu Saha & Alex Grecu

2009 A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry
by Santillán Salgado, Roberto & Hibert Sánchez, Abel

2009 The impact of the US stock market on the Romanian stock market in the context of the financial crisis
by Nistor, Costel & Stefanescu, Razvan & Dumitriu, Ramona

2009 A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
by Köksal, Bülent

2009 Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach
by Erdemlioglu, Deniz

2009 Вплив Екзогенних Чинників На Розвиток Українського Фондового Ринку
by Petrushchak, Bohdan

2009 Is Money Neutral In Stock Market? The Case of Malaysia
by Chin-Hong, Puah & Muzafar Shah, Habibullah & Venus Khim-Sen, Liew

2009 Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
by Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui

2009 The pattern of Euronext volatility in the crisis period: an intrinsic volatility analysis
by Dima, Bogdan & Murgea, Aurora & Cristea, Stefana

2009 An empirical analysis of the interlinkages between financial sector and economic growth
by Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa

2009 An empirical analysis on the impact of the development of the financial system upon the economic growth. The case of Romania and of the other states members of the European Union
by Corduneanu, Carmen & Milos, Laura Raisa

2009 A Spot Stochastic Recovery Extension of the Gaussian Copula
by Bennani, Norddine & Maetz, Jerome

2009 Dynamic Sources of Sovereign Bond Market Liquidity
by Kucuk, Ugur N.

2009 Asymmetric Effects of Financial Development on South-South and South-North Trade: Panel Data Evidence from Emerging Markets
by Demir, Firat & Dahi, Omar S.

2009 Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?
by Maku, Olukayode E. & Atanda, Akinwande A.

2009 Generalized Marginal Risk
by Keel, Simon & Ardia, David

2009 Click to download data: an event study of Internet access to economic statistics
by Tokel, O. Emre & Yucel, M. Eray

2009 Root Causes of The Housing Bubble
by Kaizoji, Taisei

2009 Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
by Kristoufek, Ladislav

2009 Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range
by Kristoufek, Ladislav

2009 Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion
by Fry, J. M.

2009 Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey
by Tokel, Omer Emre & Yucel, Eray M.

2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process
by Gan, Jumwu

2009 How does Investors' Legal Protection affect Productivity and Growth?
by Berdugo, Binyamin & Hadad, Sharon

2009 Information Transmission and Micro-structure rents in Emerging Markets
by Siddiqi, Hammad

2009 Identifying common dynamic features in stock returns
by Caiado, Jorge & Crato, Nuno

2009 Economic Factors Influencing Corporate Capital Structure in Three Asian Countries: Evidence from Japan, Malaysia and Pakistan
by Mahmud, Muhammad & Herani, Gobind M. & Rajar, A.W. & Farooqi, Wahid

2009 The mathematics of Ponzi schemes
by Artzrouni, Marc

2009 Explaining earnings persistence: a threshold autoregressive panel unit root approach
by Galimberti, Jaqueson Kingeski & Cupertino, César Medeiros

2009 Prima de Riesgo del Mercado: Histórica, Esperada, Exigida e Implícita
by Fernandez, Pablo

2009 The Case for Mandatory Ownership Disclosure
by Schouten, Michael C.

2009 What is the best firm size to invest?
by Kitov, Ivan

2009 Ambiguity, Infra-Marginal Investors, and Market Prices
by Siddiqi, Hammad

2009 The Case for Mandatory Ownership Disclosure
by Schouten, Michael C.

2009 Predictability of Equity Models
by Valls Pereira, Pedro L. & Chicaroli, Rodrigo

2009 Do Financial Systems Converge?: New Evidence from Household Financial Assets in Selected OECD Countries
by Giuseppe Bruno & Riccardo De Bonis

2009 Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard

2009 The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis
by Ricardo M. Sousa & António Afonso

2009 Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan

2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

2009 The Demographics of Innovation and Asset Returns
by Nicolae Gârleanu & Leonid Kogan & Stavros Panageas

2009 Macroeconomic Effects of Financial Shocks
by Urban Jermann & Vincenzo Quadrini

2009 Asset Return Dynamics under Bad Environment Good Environment Fundamentals
by Geert Bekaert & Eric Engstrom

2009 Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks
by Jung-Wook Kim & Jason Lee & Randall Morck

2009 Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
by John Y. Campbell & Adi Sunderam & Luis M. Viceira

2009 On the origins of the BIS macro-prudential approach to financial stability: Alexandre Lamfalussy and financial fragility
by Ivo Maes

2009 On the origins of the BIS macro-prudential approach to financial stability: Alexandre Lamfalussy and financial fragility
by Ivo Maes

2009 On the origins of the BIS macro-prudential approach to financial stability: Alexandre Lamfalussy and financial fragility
by Ivo Maes

2009 High Watermarks of Market Risks
by Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel

2009 Volatility Models: from GARCH to Multi-Horizon Cascades
by Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova

2009 Informed Trading in Parallel Bond Markets
by Paiardini, Paola

2009 Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution
by John Galbraith & Dongming Zhu

2009 Modelling stock returns in Africa’s emerging equity markets
by Paul Alagidede & Theodore Panagiotidis

2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

2009 Basket Options on Heterogeneous Underlying Assets
by Georges Dionne & Geneviève Gauthier & Nadia Ouertani

2009 Building an Artificial Stock Market Populated by Reinforcement-Learning Agents
by Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas

2009 Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach
by Tomas Ramanauskas

2009 Cognition and Economic Outcomes in the Health and Retirement Survey
by McArdle, John J. & Smith, James P. & Willis, Robert

2009 Cognition and Economic Outcomes in the Health and Retirement Survey
by McArdle, John J. & Smith, James P. & Willis, Robert

2009 Factores determinantes de la salida a bolsa en España
by Joaquín Farinos & Vicente Sanchis

2009 Corporate governance and impression management in annual press releases
by Beatriz García Osma & Encarna Guillamón Saorín

2009 The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis
by António Afonso & Ricardo M. Sousa

2009 Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries
by Rosa Borges

2009 Loss aversion and mental accounting: The favorite-longshot bias in parimutuel betting
by Jianying Qiu

2009 A High-Low Model of Daily Stock Price Ranges
by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan

2009 Value at Risk for Large Portfolios
by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt

2009 Uncertainty of Multiple Period Risk Measures
by Lönnbark, Carl

2009 Profitability of Technical Trading Rules on the Baltic Stock Markets
by Lönnbark, Carl & Soultanaeva, Albina

2009 The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange
by Skjeltorp, Johannes & Ødegaard, Bernt Arne

2009 Statlig eierskap på Oslo Børs
by Ødegaard, Bernt Arne

2009 The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?
by Ødegaard, Bernt Arne

2009 Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period
by Naes, Randi & Ødegaard, Bernt Arne

2009 The (implicit) cost of equity trading at the Oslo Stock Exchange. What does the data tell us?
by Ødegaard, Bernt Arne

2009 Who moves stock prices? Monthly evidence
by Ødegaard, Bernt Arne

2009 The Evolution of Aggregate Stock Ownership - A Unified Explanation
by Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya

2009 The investment horizon problem: A resolution
by Aase, Knut K.

2009 News Aggregators, Volatility and the Stock Market
by Byström, Hans

2009 Promarket reforms and allocation of capital in India
by Desai, Sameeksha & Eklund, Johan & Högberg, Andreas

2009 Do Women Supply more Public Goods than Men?
by Andersen, Steffen & Bulte, Erwin & Gneezy, Uri & List, John A.

2009 Udenlandsk arbejdskraft i Danmark
by Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan

2009 Human Capital and Wages in Exporting Firms
by Munch, Jakob Roland & Rose Skaksen, Jan

2009 Does training on behavioral finance influence fund managers' perception and behavior?
by Nikiforow, Marina

2009 Optimal martingales and American option pricing
by Mario Cerrato & Abdollah Abbasyan

2009 An investigation of customer order flow in the foreign exchange market
by Mario Cerrato & Nicholas Sarantis & Alex Saunders

2009 Environmental Options and Technological Innovation: An Evolutionary Game Model
by Simone Borghesi & Angelo Antoci & Marcello Galeotti

2009 Classical and modified rescaled range analysis: Sampling properties under heavy tails
by Ladislav Kristoufek

2009 Riding Bubbles
by Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B.

2009 Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A.

2009 Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
by Hakim, M.S. & McAleer, M.J.

2009 Endogenous liquidity and contagion
by Rohit Rahi & Jean-Pierre Zigrand

2009 Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion
by John M. Fry

2009 Equity lending markets and ownership structure
by Saffi, Pedro A.C. & Sturgess, Jason

2009 Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?
by Peter C.B. Philips & Yangru Wu & Jun Yu

2009 Liquidity and Asset Prices: How Strong Are the Linkages?
by Christian Dreger & Jürgen Wolters

2009 Liquidity and Asset Prices: How Strong Are the Linkages?
by Christian Dreger & Jürgen Wolters

2009 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
by Peter C.B. Phillips & Yangru Wu & Jun Yu

2009 The econometrics of randomly spaced financial data: a survey
by Monteiro, André A.

2009 The Other January Effect: International Evidence
by Martin T. Bohl & Christian A. Salm

2009 Do Individual Index Futures Investors Destabilize the Underlying Spot Market?
by Martin T. Bohl & Christian A. Salm & Bernd Wilfling

2009 Asset Prices, Exchange Rates and the Current Account
by Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio

2009 Dynamic Trading and Asset Prices: Keynes vs. Hayek
by Cespa, Giovanni & Vives, Xavier

2009 Macroeconomic Effects of Financial Shocks
by Jermann, Urban & Quadrini, Vincenzo

2009 The Evolution of Aggregate Stock Ownership---A Unified Explanation
by Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya

2009 Exchange Rate Forecasting, Order Flow and Macroeconomic Information
by Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira

2009 Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
by HEINEN, Andréas & VALDESOGO, Alfonso

2009 Consistent ranking of multivariate volatility models
by LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

2009 El mercado de acciones en Colombia: 1930-1998
by Ignacio Velez-Pareja

2009 Why the " Miracle of Compound Interest" leads to financial crises?
by Micheal Hudson

2009 Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach
by E. Otranto

2009 Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution
by Dongming Zhu & John Galbraith

2009 Illiquidity and Under-Valuation of Firms
by Douglas Gale & Piero Gottardi

2009 Dynamic Trading and Asset Prices: Keynes vs. Hayek
by Giovanni Cespa & Xavier Vives

2009 Early Warning System for Economic and Financial Risks in Kazakhstan
by Biswa N. Bhattacharyay & Dennis Dlugosch & Benedikt Kolb & Kajal Lahiri & Irshat Mukhametov & Gernot Nerb

2009 Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis
by Biswa N. Bhattacharyay

2009 The Price of Liquidity: Bank Characteristics and Market Conditions
by Falko Fecht & Kjell G. Nyborg & Jörg Rocholl

2009 Application of Stochastic Optimal Control to Financial Market Debt Crises
by Jerome L. Stein

2009 Size and Value Efects in the Visegrad Countries
by Magdalena Morgese Borys & Petr Zemcik

2009 An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics)
by Rodolfo Apreda

2009 The Evolution of Ownership Disclosure Rules across Countries
by Mathias M. Siems & Michael C. Schouten

2009 Passive Investors, Active Traders and Strategic Delegation of Price Discovery
by Jezek, M.

2009 Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed
by Parail, V.

2009 Herding and Contrarian Behaviour in Financial Markets
by Park, A. & Sabourian, H.

2009 On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts
by Daniella Acker & Nigel W. Duck

2009 Identifying the Effect of Bank of Japan's Liquidity Facilities: The Case of CP Operations During Financial Turmoil
by Yasuo Hirose & Shinsuke Ohyama

2009 Identifying the Effect of Bank of Japan's Liquidity Provision on the Year-End Premium: A Structural Approach
by Yasuo Hirose & Shinsuke Ohyama & Ken Taniguchi

2009 Funding liquidity risk in a quantitative model of systemic stability
by Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew

2009 Mean reversion in profitability for non-listed firms
by Kjell Bjørn Nordal & Randi Næs

2009 The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?
by Johannes A. Skjeltorp & Bernt Arne Ødegaard

2009 An Alternative Formula to Price American Options
by Rocío Elizondo & Pablo Padilla & Mogens Bladt

2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
by Guillermo Benavides & Carlos Capistrán

2009 The riskiness of corporate bonds
by Marco Taboga

2009 Network Analysis and Canada's Large Value Transfer System
by Lana Embree & Tom Roberts

2009 Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks
by Alejandro García & Andrei Prokopiw

2009 Structural Conditional Correlation
by Weber, Enzo

2009 Liberalization, Corporate Governance, and Savings Banks
by Manuel Illueca & Lars Norden & Gregory F. Udell

2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

2009 The Effects of Interest Rate Movements on Assets’ Conditional Second Moments
by Alessandro Palandri

2009 Tails, Fears and Risk Premia
by Tim Bollerslev & Viktor Todorov

2009 Stochastic volatility of volatility in continuous time
by Ole E. Barndorff-Nielsen & Almut E. D. Veraart

2009 Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise
by Ingmar Nolte & Valeri Voev

2009 Skewness Premium with Lévy Processes
by José Fajardo & Ernesto Mordecki

2009 Derivatives, Risk Management & Value
by Mondher Bellalah

2009 Remarks on Romanian Capital Market Volatility in the Framework of an Power ARCH (PARCH) Model
by Bogdan DIMA & Mircea Mihai ROB

2009 Balkan Countries: Catching Up and their Integration in the European Financial System
by Fabienne Bonetto & Srđan Redžepagić & Anna Tykhonenko

2009 Exchange Rates and Fundamentals: Footloose or Evolving Relationship?
by Lucio Sarno & Giorgio Valente

2009 Essay on International Financial Crisis and Endogenous Growth Theory
by Boris Molochny

2009 Click to Download Data : An Event Study of Internet Access to Economic Statistics
by O. Emre Tokel & M. Eray Yucel

2009 Characteristics Of Japan'S Commodities Index And Its Correlation With Stock Index
by Yamori NOBUYOSHI

2009 Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution
by Necula, Ciprian

2009 Financial risk and political risk in mature and emerging financial markets
by Jiang, Wenjiang & Wu, Zhenyu

2009 The Role of Cross-border Mergers and Acquisitions in Foreign Direct Investment: Evidence from the Chinese Stock Market
by An , Yu-Hua

2009 Application of MACD and RVI indicators as functions of investment strategy optimization on the financial market
by Dejan Eric & Goran Andjelic & Srdjan Redzepagic

2009 Model Uncertainty and Liquidity
by Bryan Routledge & Stanley Zin

2009 Euler Equation Errors
by Martin Lettau & Sydney Ludvigson

2009 Macroeconomic Effects of Financial Policy
by Yann Algan & Olivier Allais & Eva Carceles-Poveda

2009 La Crisis Hipotecaria De Estados Unidos Y Sus Repercusiones En México
by María de Lourdes Cárcamo Solís & María del Pilar Ester Arroyo López

2009 A Clustering Of Dja Stocks - The Application In Finance Of A Method First Used In Gene Trajectory Study
by Moldovan Darie & Silaghi Gheorghe Cosmin

2009 Voluntary Internet Financial Reporting And Disclosure – A New Challenge For Romanian Companies
by Bogdan Victoria & Pop Cosmina Madalina & Popa Dorina Nicoleta

2009 Budget Retrenchment In The Public Sector - Challenges Against The Background Of The Financial Crisis
by Terci Nicolae

2009 Impact Of Financial Crisis Over The Companies Of Bet Index Composition
by Nistor Ioan & Ulici Maria

2009 European Economic Integration – Challenges And Consequences On Romanian Financial System Soundness
by Firtescu Bogdan

2009 The Belgian migration to SEPA (Single Euro Payments Area)
by J. Vermeulen & A. Waterkeyn

2009 The Belgian migration to SEPA (Single Euro Payments Area)
by J. Vermeulen & A. Waterkeyn

2009 The Effect of Extreme Markets on the Benefits of International Portfolio Diversification
by Daniella Acker & Nigel W. Duck

2009 European Put-Call Parity and the Early Exercise Premium for American Currency Options
by Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk

2009 An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets
by Werner Kristjanpoller Rodríguez

2009 Do stock markets matter in investment growth in Africa?
by Charles K.D. Adjasi & Nicholas Biekpe

2009 Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar
by Benavides, Guillermo

2009 Credit, Asset Prices, and Financial Stress
by Miroslav Misina & Greg Tkacz

2009 Nonlinearities, Herd Behaviour and Market Illiquidity: Evidence from Montenegro
by Vasileios Kallinterakis & Maria Lodetti

2009 Cash Flow Statements
by Jadranka Kapic

2009 Lessons from the 2007-2008 Crisis: The Benefits from a "Soft" Methodological Pluralism in the Analysis of Financial Markets
by Mitja Stefancic

2009 Is the impact of the ECB Monetary Policy on EMU stock market returns asymmetric?
by Oreste Napolitano

2009 International Portfolio Diversification: Evidence from European Emerging Markets
by Nikolaos L. Hourvouliades

2009 Russland im Sog der internationalen Finanzkrise
by Hella Engerer & Mechthild Schrooten

2009 Stabilität und Effizienz des deutschen Bankensektors im Lichte der Subprime-Krise
by Manfred Weber & Mathias Brehe

2009 Geldpolitik und Vermögensmärkte
by Christian Dreger & Jürgen Wolters

2009 Pricing Foreign Equity Options with Stochastic Correlation and Volatility
by Jun Ma

2009 Incidencia del sector financiero en el conflicto económico: la formación bruta de capital en Colombia y el Prime Rate
by Marco Leonardo Penagos Rozo

2009 Modelacion del efecto del día de la semana para los índices accionarios de Colombia mediante un modelo STAR GARCH
by David Mauricio Rivera Palacio

2009 Costes Normalizados Y Completos En La Prestación Del Servicio Eléctrico, Como Herramienta Para La Toma De Decisiones Empresariales
by NELSON DARÍO DÍAZ GIL

2009 Ranking Financiero: Herramienta Financiera Para Medir La Productividad De Las Empresas De Comercialización De Energía Eléctrica
by NELSON DARÍO DÍAZ GIL

2009 Teorías sobre cobertura con contratos de futuro
by Vicent Aragó Manzana

2009 Die neue Architektur der internationalen Finanzwelt
by Georg Fahrenschon & Axel A. Weber & Theodor Weimer

2009 G-20-Gipfel in London: ein Durchbruch zur Regulierung der Finanzmärkte?
by Rolf J. Langhammer & Doris Neuberger & Thorsten Polleit & Hermann A. Wagner & Irwin Collier

2009 Impact of the Global Financial Crisis on the Social Services Sector in Ghana and Nigeria
by Olusanya Ajakaiye & Tayo Fakiyesi & Mutiu Oyinlola

2009 Fallacies about the Global Financial Crisis Harms Recovery in the Poorest Countries
by Wim Naudé

2009 Perspectives For The Global Economy- The Aftermath Of The Financial Shocks: Report On The 2009 CESifo International Spring Conference
by Silvia Schula & Hans-Günther Vieweg

2009 Econometric Models for Oil Price Forecasting: A Critical Survey
by Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa

2009 A new framework for the analysis of contemporary financial markets: the need for pluralistic approaches
by Mitja Stefancic

2009 Granger Causality Between Stock Price and Trading Volume: A Stock-Based Analysis in the ISE
by Bekir Elmas & M.Sinan Temurlenk

2009 The Effect of the Change in the Exchange Rate of US Dollars on the Market Index of Developing Countries: January 2001– November 2006 Period
by Semra Karacaer & Yusuf Volkan Topuz

2009 Jinx Numbers Effect
by Ekrem Tufan & Bahattin Hamarat

2009 The future of securitisation: how to align incentives
by Ingo Fender & Janet Mitchell

2009 Predictability Of Returns: A Case Study Of Karachi Stock Exchange, Pakistan
by Adnan Javed & Muhammad Rafiq & Uzma Atta & Muhammad Atiq

2009 The Determinants Of Capital Structure In The Textile Sector Of Pakistan
by Muhammad Akbar & Shahid Ali & Faheera Tariq

2009 Power Laws in Economics and Finance
by Xavier Gabaix

2009 An Enjoyable Life Puzzling Over Modern Finance Theory
by Paul A. Samuelson

2009 Capital Market-Driven Corporate Finance
by Malcolm Baker

2009 Preface to the Annual Review of Financial Economics
by Andrew W. Lo & Robert C. Merton

2009 Testing The Efficiency Market Hypothesis For The Romanian Stock Market
by Bogdan Dima & Laura Raisa Milos

2009 A Model Dedicated To Forecast The Evolution Of The Real Economy And Financial Markets System From Romania Using Concepts From Open Systems Thermodinamics – Project Description
by Lect. Ph.D Stanciu Cristian Valeriu & Lect. Ph.D Rizescu Sabin & Prof. Ph.D Spulbar Cristi & Assoc. Prof. PhD Dracea Raluca

2009 Impact of financial crisis over the evolution of banks from the capital market
by Ioan NISTOR & Maria ULICI

2009 New financial derivatives on Romanian market - contracts for difference
by Mircea CIOLPAN

2009 An Assessment of the Degree of South Africa's Financial Integration into the World Economy
by Lumengo Bonga-Bonga

2009 Stock Market Integration: A South African Perspective
by Alain Kabundi & Idriss Mouchili

2009 Are African Stock Markets Integrated with the Rest of the World?
by Paul Alagidede

2009 The Economics of Structured Finance
by Joshua Coval & Jakub Jurek & Erik Stafford

2009 Trading in Networks: A Normal Form Game Experiment
by Douglas M. Gale & Shachar Kariv

2009 Tax Changes and Asset Pricing
by Clemens Sialm

2009 Financial Risk Management: When Does Independence Fail?
by Augustin Landier & David Sraer & David Thesmar

2009 This Job Is "Getting Old": Measuring Changes in Job Opportunities Using Occupational Age Structure
by David Autor & David Dorn

2008 The credit crisis and the Dutch economy... in eight frequently asked questions
by Michiel Bijlsma & Wim Suyker

2008 Financial System Structure and Change - 1986-2005 Evidence from the OECD Countries
by A. Antzoulatos, Angelos & Thanopoulos, John

2008 The current global financial turmoil and Asian developing countries
by Yılmaz AKYÜZ

2008 El efecto de los conflictos de agencia en las políticas de dividendos a los accionistas. El caso chileno
by Lefort, Fernando

2008 Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence
by Thomas Nitschka

2008 The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate
by Thomas Nitschka

2008 Retirement saving and attitude towards financial intermediaries: Evidence for Germany
by Dummann, Kathrin

2008 A note on arbitrage under transaction costs
by Irle, Albrecht & Prelle, Claas

2008 Die Performance deutscher Aktienfonds: Lassen sich Selektions- und Timingfähigkeiten nachweisen und hat die Wahl des Performancemaßes einen Einfluss auf die Beurteilung?
by Rottmann, Horst & Franz, Thomas

2008 The impact of liquidity shocks through the limit order book
by Wuyts, Gunther

2008 Assessing the impact of algorithmic trading on markets: A simulation approach
by Gsell, Markus

2008 The impact of hidden liquidity in limit order books
by Frey, Stefan & Sandås, Patrik

2008 Dynamic limit order market with diversity in trading horizons
by van Achter, Mark

2008 Does algorithmic trading improve liquidity?
by Hendershott, Terrence & Jones, Charles M. & Menkveld, Albert J.

2008 Insiders-outsiders, transparency and the value of the ticker
by Cespa, Giovanni & Foucault, Thierry

2008 Quantifying the efficiency of the Xetra LOB market: Detailed recipe
by Sperl, Miriam

2008 Multivariate regimeswitching GARCH with an application to international stock markets
by Haas, Markus & Mittnik, Stefan

2008 Asymmetric multivariate normal mixture GARCH
by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.

2008 The impact of order size on stock liquidity: a representative study
by Stange, Sebastian & Kaserer, Christoph

2008 The German sub-national government bond market: evolution, yields and liquidity
by Schulz, Alexander & Wolff, Guntram B.

2008 Should Benchmark Indices Have Alpha? Revisiting Performance
by Martijn Cremers & Antti Petajisto & Eric Zitzewitz

2008 Time-Deformation Modeling Of Stock Returns Directed By Duration Processes
by Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto

2008 Italian Equity Funds: Efficiency and Performance Persistence
by Loriana Pelizzon & Roberto Casarin & Andrea Piva

2008 Real World Pricing for a Modified Constant Elasticity of Variance Model
by Shane M Miller & Eckhard Platen

2008 On Honest Times in Financial Modeling
by Ashkan Nikeghbali & Eckhard Platen

2008 Distributional Deviations in Random Number Generation in Finance
by Sergio Chavez & Eckhard Platen

2008 A Unifying Approach to Asset Pricing
by Eckhard Platen

2008 Modelling Adverse Selection on Electronic Order-Driven Markets
by Louis R. Mercorelli & David Michayluk & Anthony D. Hall

2008 Analytic Pricing of Contingent Claims Under the Real-World Measure
by Shane Miller & Eckhard Platen

2008 The Law of Minimal Price
by Eckhard Platen

2008 Hedging for the Long Run
by Eckhard Platen & Hardy Hulley

2008 Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard

2008 Real Time Detection of Structural Breaks in GARCH Models
by Zhongfang He & John M Maheu

2008 Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals
by Noussair, C.N. & Powell, O.R.

2008 Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006)
by Evan Gilbert & Dave Strugnell

2008 Finance : rien ne va plus
by Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Paola Veroni & Mathieu Plane & Christine Rifflart

2008 The financial storms in Vietnam's transition economy: a reasoning on the 1991-2008 period
by André Farber & Nguyen Huu Tu & Tran Tri Dung & Quan-Hoang Vuong

2008 Foreign bank entry, institutional development and credit access: firm-level evidence from 22 transition countries
by Clara Rueda Maurer

2008 Does Weather Matter?
by Jian Hu

2008 Dynamic Trading and Asset Prices: Keynes vs. Hayek
by Giovanni Cespa & Xavier Vives

2008 Public or private equity? How accelerated IPOs can increase competition in offerings
by Tim Jenkinson

2008 Bank Debt Restructuring under Belgian Court-Supervised Reorganization
by B. LEYMAN & K. SCHOORS

2008 Technical Analysis and Nonlinear Dynamics
by Salazar Soares, Vasco

2008 Insiders-Outsiders, Transparency and the Value of the Ticker
by Giovanni Cespa & Thierry Foucault

2008 A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application
by Pinelopi Koujianou Goldberg & Rebecca Hellerstein

2008 The ups and downs of the renormalization group applied to financial time series
by Challet, Damien & Peirano, Pier Paolo

2008 La introducción de la microfinanciación islámica en África: el caso nigeriano
by Hasan, Zubair

2008 The Allocation of Economic Capital in Opaque Financial Conglomerates
by Mierzejewski, Fernando

2008 Do macroeconomic variables play any role in the stock market movement in Ghana?
by Adam, Anokye M. & Tweneboah, George

2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets
by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak

2008 Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
by Schied, Alexander & Schoeneborn, Torsten

2008 Liquidity-Induced Dynamics in Futures Markets
by Fagan, Stephen & Gencay, Ramazan

2008 Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange
by Camilleri, Silvio John

2008 Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective
by Allen, David E & Powell, Robert

2008 Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise
by Rossi, Francesco

2008 Using sentiment surveys to predict GDP growth and stock returns
by Guzman, Giselle C.

2008 Using sentiment to predict GDP growth and stock returns
by Guzman, Giselle C.

2008 Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?
by Ntim, Collins G & Opong, Kwaku K & Danbolt, Jo & Dewotor, Frank

2008 Dynamics of financial markets in the context of globalization
by Pirtea, Marilen & Iovu, Laura Raisa & Milos, Marius Cristian

2008 Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets
by Chen, Shu-Ling & Kim, Hyeongwoo

2008 Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration
by Onour, Ibrahim

2008 Euro corporate bonds risk factors
by Castagnetti, Carolina & Rossi, Eduardo

2008 The Efficiency of Trading Halts; Evidence from Bursa Malaysia
by Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily

2008 Indicators for the analysis of the evolution of the stock exchange
by Alexandru, Ciprian Antoniade

2008 Social Duty and Her Function in Communication Strategy of Firm
by Tanasoiu, Georgiana Lavinia & Enea, Constanta

2008 Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts
by Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K.

2008 The Spread of the Credit Crisis: View from a Stock Correlation Network
by Smith, Reginald

2008 Information Exchange and the Limits of Arbitrage
by Gray, Wesley

2008 Fundamental Value Investors: Characteristics and Performance
by Gray, Wesley & Kern, Andrew

2008 Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM
by Md Isa, Abu Hassan & Puah, Chin-Hong & Yong, Ying-Kiu

2008 Information Exchange and the Limits of Arbitrage
by Gray, Wesley

2008 Real Options: Applications in Public Economics
by Lawrence, Craig & Thomas, Mathew

2008 Stock Market in Pakistan: An Overview
by Iqbal, Javed

2008 A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio
by Papahristodoulou, Christos

2008 Macroeconomic Factors and Stock Market Movement: Evidence from Ghana
by Adam, Anokye M. & Tweneboah, George

2008 Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure
by Visser, Marcel P.

2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
by Griffin, Jim & Steel, Mark F.J.

2008 A Note on the Two-fund Separation Theorem
by Wenzelburger, Jan

2008 European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel
by Francesco, Guidi

2008 An improved two-step regularization scheme for spot volatility estimation
by S. Sanfelici & S. Ogawa

2008 Forecasting temperature indices with timevarying long-memory models
by Massimiliano Caporin & Juliusz Pres

2008 Speed of Adjustment to Selected Labour Market and Tax Reforms
by Annabelle Mourougane & Lukas Vogel

2008 Fiscal Policy, Housing and Stock Prices
by Ricardo M. Sousa & António Afonso

2008 Market Dominance and Barriers to Competition in Financial Trading Venues
by Ricardo Ribeiro

2008 Conveying Quality and Value in Emerging Industries: Star Scientists and the Role of Learning in Biotechnology
by Matthew J. Higgins & Paula E. Stephan & Jerry G. Thursby

2008 Historical Political Futures Markets: An International Perspective
by Paul W. Rhode & Koleman Strumpf

2008 Real and Financial Industry Booms and Busts
by Gerard Hoberg & Gordon M. Phillips

2008 Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization
by René M. Stulz

2008 Short Sales and Trade Classification Algorithms
by Paul Asquith & Rebecca Oman & Christopher Safaya

2008 Sell Side School Ties
by Lauren Cohen & Andrea Frazzini & Christopher Malloy

2008 The Wealth-Consumption Ratio
by Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan

2008 Extension of random matrix theory to the L-moments for robust portfolio allocation
by Ghislain Yanou

2008 A multi-horizon scale for volatility
by Alexander Subbotin

2008 Towards an understanding approach of the insurance linked securities market
by Mathieu Gatumel & Dominique Guegan

2008 Operational Disruption and the Hungarian Real Time Gross Settlement System (VIBER)
by Ágnes Lublóy & Eszter Tanai

2008 Tassi di interesse reali, rischio di lungo periodo e cicli economici
by Giorgio PIZZUTTO

2008 Rischio di lungo periodo e premio a termine
by Giorgio PIZZUTTO

2008 Market Efficiency and the Euro: The case of the Athens Stock exchange
by Theodore Panagiotidis

2008 Are French Individual Investors reluctant to realize their losses?
by Boolell-Gunesh S. & Broihanne M-H. & Merli M.

2008 Fiscal Policy, Housing and Stock Prices
by António Afonso & Ricardo M. Sousa

2008 The Informational Content of Trades on the EuroMTS Platform
by Alessandro Girardi

2008 Corporate campaign contributions and abnormal stock returns after presidential elections
by Juergen Huber & Michael Kirchler

2008 The political economy debate on ‘financialisation’ – a macroeconomic perspective
by Till van Treeck

2008 Common Influences, Spillover and Integration in Chinese Stock Markets
by Enzo Weber & Yanqun Zhang

2008 Structural Dynamic Conditional Correlation
by Enzo Weber

2008 Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?
by Maik Schmeling & Andreas Schrimpf

2008 Structural Constant Conditional Correlation
by Enzo Weber

2008 Markets and Housing Finance
by Veronica Cacdac Warnock & Francis E. Warnock

2008 Do External Political Pressures Affect the Renminbi Exchange Rate?
by Li-gang Liu & Laurent Pauwels & Jun-yu Chan

2008 Recovery Process Model
by Itoh, Yuki

2008 Impact of Political News on the Baltic State Stock Markets
by Soultanaeva, Albina

2008 A Corrected Value-at-Risk Predictor
by Lönnbark, Carl

2008 Liquidity and the Business Cycle
by Naes, Randi & Skjeltorp, Johannes & Odegaard, Bernt Arne

2008 How Important are Financial Frictions in the U.S. and the Euro Area?
by Queijo von Heideken, Virginia

2008 An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient
by Ekern, Steinar

2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula
by Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso

2008 The Age of Turbulence - Credit Derivatives Style
by Byström, Hans

2008 Mixed R&D incentives: the effect of R&D subsidies on patented inventions
by Schneider, Cedric

2008 On Young Innovative Companies: Why they matter and how (not) to policy support them
by Schneider, Cedric & Veugelers, Reinhilde

2008 Equilibrium Selection with Risk Dominance in a Multiple-unit Unit Price Auction
by Boom, Anette

2008 Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?
by Menkhoff, Lukas & Nikiforow, Marina

2008 The European Socio-Economic Models of a Knowledge-based society. \r\nMain findings and conclusion \r\n
by Bruno AMABLE (Université Paris I and CEPREMAP) & Yannick LUNG (GREThA UMR CNRS 5113 and GERPISA)

2008 The European Socio-Economic Models of a Knowledge-based society. Main findings and conclusions
by Bruno AMABLE (Université Paris I and CEPREMAP) & Yannick LUNG (GREThA-GRES)

2008 Valuing American Derivatives by Least Squares Methods
by Mario Cerrato

2008 Risk of Firm Closure and Wages in Brazil: Compensating Wage Di erentials or Bargaining Concessions?
by Luiz A. Esteves

2008 How Investors Face Financial Risk Loss Aversion and Wealth Allocation
by Erick Rengifo & Emanuela Trifan

2008 CoVaR
by Adrian, Tobias & Brunnermeier, Markus K.

2008 The effect of the Term Auction Facility on the London inter-bank offered rate
by McAndrews, James J. & Sarkar, Asani & Wang, Zhenyu

2008 Recent Developments in the European Private Equity Markets
by Kristiina Raade & Catarina Dantas Machado Rosa

2008 Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?
by Ammer, John & Cai, Fang

2008 Differences of opinion, information and the timing of trades
by Saffi, Pedro

2008 Tsunami in New York Earthquake in Beijing?
by FAN He

2008 Fonds de retraite et performance:la famille compte-t-elle? - Pension Funds performance: does family matter?
by Fabrice Hervé

2008 The Virtues and Vices of Equilibrium and the Future of Financial Economics
by J. Doyne Farmer & John Geanakoplos

2008 Modelling international financial returns with a multivariate regime switching copula
by Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO

2008 Optimal Portfolio Analysis for the Czech Republic, Hungary and Poland During 2001-2006 Period
by George Xanthos & Dikaios Tserkezos

2008 Additions to Market Indices and the Comovement of Stock Returns around the World
by Claessens, Stijn & Yafeh, Yishay

2008 Competitive Rational Expectations Equilibria Without Apology
by Kovalenkov, Alex & Vives, Xavier

2008 Insiders-Outsiders, Transparency and the Value of the Ticker
by Cespa, Giovanni & Foucault, Thierry

2008 Exchange Rates and Fundamentals: Footloose or Evolving Relationship?
by Sarno, Lucio & Valente, Giorgio

2008 Modeling international financial returns with a multivariate regime switching copula
by CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso

2008 Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones
by Oscar Becerra & Luis Fernando Melo

2008 Teorías y algunas experiencias internacionales en el financiamiento de la educación superior: lecciones para Colombia
by David Bardey & Nohora Forero Ramírez

2008 Competitive Rational Expectations Equilibria without Apology
by Alexander Kovalenkov & Xavier Vives

2008 A High-Low Model of Daily Stock Price Ranges
by Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan

2008 Modelling Long-Run Trends and Cycles in Financial Time Series Data
by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana

2008 Equity Fund Ownership and the Cross-Regional Diversification of Household Risk
by Sascha O. Becker & Mathias Hoffmann

2008 Comparative Statics of Asset Prices
by Theodoros Diasakos

2008 Beta-t-(E)GARCH
by Harvey, A. & Chakravarty, T.

2008 Asymptotic Maturity Behavior of the Term Structure
by Klaas Schulze

2008 Liquidity and the business cycle
by Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegard

2008 Liquidity and asset pricing: Evidence on the role of investor holding period
by Randi Næs & Bernt Arne Ødegaard

2008 An Analytical Approach to Merton’s Rational Option Pricing Theory
by Rocío Elizondo & Pablo Padilla

2008 Structured finance and the financial turmoil of 2007-2008: and introductory overview
by Sarai Criado & Adrian van Rixtel

2008 Credit, Asset Prices, and Financial Stress in Canada
by Miroslav Misina & Greg Tkacz

2008 Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances
by Almut E. D. Veraart

2008 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
by Ingmar Nolte & Valeri Voev

2008 Inference for the jump part of quadratic variation of Itô semimartingales
by Almut Veraart

2008 Funding Risk, Liquidity Risk and the Solvency Ratio in a Liquidity Spiral Model
by Daniel Esteban Osorio Rodríguez

2008 Riesgo de fondeo, riesgo de liquidez y relación de solvencia en un modelo de espirales de liquidez
by Daniel Esteban Osorio Rodríguez

2008 Emerging Market Liquidity and Crises
by Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen

2008 Investment Performance of Swiss Pension Funds and Investment Foundations
by Manuel Ammann & Andreas Zingg

2008 Mutual Fund Investors: Sharp Enough?
by Palmiter, Alan & Taha, Ahmed

2008 Financial instruments to hedge commodity price risk for developing countries
by Lu, Yinqiu & Neftci, Salih

2008 Several Aspects Regarding Weather and Weather Derivatives
by Gheorghe Hurduzeu & Laura Gabriela Constantin

2008 Relativní verze teorie parity kupní síly: problémy empirické verifikace
by Martin Mandel & Vladimír Tomšík

2008 Causes of Global Financial Crises and Regulation-Failure
by Petr Musílek

2008 Hacia Un Mejor Gobierno Corporativo En Chile
by FERNANDO LEFORT & RODRIGO GONZALEZ

2008 The Financial Intermediaries, A Real Danger For Banks?
by Zapodeanu Daniela & Popa Diana

2008 The influence of taxes on financial equilibrium
by Batrâncea Ioan & Csegedi Sandor

2008 Aspects Regarding Corporate Mandatory And Voluntary Disclosure
by Popa Adina & Peres Ion

2008 The Informational Valences Of The Financial Signals System Used In The Evaluation Of Companies Global Performance
by Anghel Flavia & Bucur Cristiana & Radu Elena

2008 Systemically Important Accounts, Network Topology and Contagion in ARTIS
by Michael Boss & Gerald Krenn & Valentina Metz & Claus Puhr & Stefan W. Schmitz

2008 Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results
by Michael Boss & Gerhard Fenz & Gerald Krenn & Johannes Pann & Claus Puhr & Thomas Scheiber & Stefan W. Schmitz & Martin Schneider & Eva Ubl

2008 Asupra portofoliului sustenabil de finanţare
by Dinga Emil

2008 Estimation of VaR Using Copula and Extreme Value Theory
by L. K. Hotta & E. C. Lucas & H. P Palaro

2008 A Liquidity Motivated Algorithm for Discerning Trade Direction
by David Michayluk & Laurie Prather

2008 The Interactive Effect between Earnings and Dividend Announcements: Complement or Substitute?
by Chih-Jen Huang

2008 What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets
by Cecilia Maya & Karoll Gómez

2008 Predicting Daily Stock Returns: A Lengthy Study of the Hong Kong and Tokyo Stock Exchanges
by Jeffrey E. Jarrett

2008 Application and Diagnostic Checking of Univariate and Multivariate GARCH Models in Serbian Financial Market
by Jelena Minovic

2008 Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India
by Siba Prasada Panda, Niranjan Swain, D.K. Malhotra

2008 Banking Competition and Financial Fragility: Evidence from Panel-Data
by Antonio Ruiz-Porras

2008 Fonds de retraite et performance:la famille compte-t-elle ?
by Fabrice Hervé

2008 Finance d'entreprise:voix nouvelles et nouvelles voies
by Hélène Rainelli-Le Montagner

2008 Price Tails in the Smith and Farmer's Model
by Martin Šmíd

2008 Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence
by Paul P.J. Gao & Kevin X.D. Huang

2008 Modelos EGARCH Aplicados a la prueba del CAPM y los Modelos multifactoriales párrafo Acciones colombianas (2002-2008)
by Alberto Gómez Mejía

2008 Cómo medir la quiebra de las empresas en Santander, el modelo logístico: una herramienta para evaluar el riesgo de quiebra
by José Joaquín Alzate Marín

2008 La valoración de empresas: sus fundamentos económicos, estratégicos y financieros
by Jorge Enrique Bueno Orozco

2008 Modelos ARCH, GARCH y EGARCH: aplicaciones a series financieras
by Marta Casas Monsegny & Edilberto Cepeda

2008 L'analyse de la monnaie et de la finance par David Hume. Conventions, promesses, régulations
by Ludovic Desmedt

2008 Application of Multiple Evaluation Models in Brazil
by Rafael Victal Saliba

2008 Do Foreigners Act as Positive Feedback Traders in Turkey?
by Cuneyt Akar

2008 The Neoliberal Financial System - Provocateur and Generator of the Global Financial and Economic Crisis and the Expectations after it
by Velcho Soyanov

2008 The Global Financial and Economic Crisis and Bulgaria
by Ivan Angelov

2008 Romanian Companies’ Web-Based Disclosure Choices And Capital Markets
by Victoria Bogdan & Cosmina Madalina Pop

2008 Recent Evolutions Of The Romanian Capital Market In The Context Of Financial Crisis
by Bogdan Dima & Aurora Murgea & Gabriel Marilen Pirtea

2008 Uncorrelations In The Value Stock Exchange In Bucharest
by Teodor Hada

2008 Investment Decisions In A Firm As The Part Of Business Financial Decision System
by Melles Hagos Tewolde

2008 Recent Changes On Romanian Capital Market’S Volatility In The Framework Of A Component Garch Model
by Dima Bogda & Pirtea Marilen & Murgea Aurora & Mura Petru Ovidiu

2008 The Reflection Of Enterprise Performance Through Cash Flows
by Petru Stefea & Andrei Pelin & Daniel Brindescu

2008 Risk insolvability management through optimizing insurance portfolio - mathematical calculations
by Mirela CRISTEA & Raluca DRACEA & Murat KASIMOGLU

2008 Stock Markets and their informational inefficiencies - the BSE case
by Ioan TRENCA & Adrian ZOICAS-IENCIU

2008 Comments
by Jerry H. Tempelman & Hendrik Bessembinder & William Maxwell

2008 Forensic Finance
by Jay R. Ritter

2008 Markets: Transparency and the Corporate Bond Market
by Hendrik Bessembinder & William Maxwell

2008 Microstructure Bluffing with Nested Information
by Archishman Chakraborty & Bilge Yilmaz

2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model
by Silvennoinen, Annastiina & Teräsvirta, Timo

2007 The Euro and Stock Markets in Hungary, Poland, and UK
by Moore, Tomoe

2007 A Critical Appraisal On The Challenges Of Realizing Maqasid Al-Shariaah In Islamic Banking And Finance
by Asyraf Wajdi Dusuki & Abdulazeem Abozaid

2007 Conceptualisation Of The Second Best Solution In Overcoming The Social Failure Of Islamic Banking And Finance: Examining The Overpowering Of Homoislamicus By Homoeconomicus
by Mehmet Asutay

2007 Finansal liberalleşme, finansal krizler ve finansal transferlerin yeniden dağıtım boyutu
by Mustafa MİYNAT

2007 Türkiye’de faiz oranları ve döviz kuru arasındaki nedensellik ilişkisi: 1984 – 2006
by Ekrem GÜL & Aykut EKİNCİ & Mustafa ÖZER

2007 Pruebas de comportamiento caótico en índices bursátiles americanos
by Parisi, Franco & Espinosa, Christian & Parisi, Antonino

2007 Does thin Trading Impact Upon the Measurement of Herding? Evidence from Bulgaria
by Vasileios Kallinterakis & Tatyana Kratunova

2007 Testing for the best alternative with an application to performance measurement
by Frahm, Gabriel

2007 GARCH modeling of robust market returns
by Cuadro-Sáez, Lucía & Moreno, Manuel

2007 Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments
by Rengifo, Erick W. & Trifan, Emanuela

2007 Time and price impact of a trade: A structural approach
by Grammig, Joachim & Theissen, Erik & Wuensche, Oliver

2007 Welfare effects of financial integration
by Hartmann, Philipp & Grüner, Hans Peter & Fecht, Falko

2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery
by Dötz, Niko

2007 Some Properties of Absolute Returns as a Proxy for Volatility
by David E. Giles

2007 Financial Intermediaries, Markets, and Growth
by Falko Fecht & Kevin X.D. Huang & Antoine Martin

2007 Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models
by Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen

2007 Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities
by Uwe Küchler & Eckhard Platen

2007 Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices
by Eckhard Platen & Renata Rendek

2007 A Benchmark Approach to Portfolio Optimization under Partial Information
by Eckhard Platen & Wolfgang Runggaldier

2007 Portfolio choice and the effects of liquidity
by Ana González & Gonzalo Rubio

2007 Measuring time-varying economic fears with consumption-based stochastic discount factors
by Belén Nieto & Gonzalo Rubio

2007 The Correlates of Rentier Returns in OECD Countries
by Gerald Epstein & Arjun Jayadev

2007 Are there Structural Breaks in Realized Volatility?
by Chun Liu & John M Maheu

2007 Credit Derivatives and Loan Pricing
by Norden, L. & Wagner, W.B.

2007 Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network
by Degryse, H.A. & van Achter, M. & Wuyts, G.

2007 Market masculinities and electronic trading
by Matthias Klaes & Geoff Lightfoot & Simon Lilley

2007 Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
by Angelo Ranaldo

2007 Information Sales and Insider Trading with Long-lived Information
by Giovanni Cespa

2007 Estimaciones de frontera para el sector de agua y saneamiento en América Latina
by Romero, Carlos & Ferro, Gustavo

2007 Uso de fronteras de eficiencia econométricas con fines de benchmarking
by Ferro, Gustavo

2007 New Zealand Financial Markets, Saving and Investment
by Cameron, Linda & Chapple, Bryan & Davis, Nick & Kousis , Artemisia & Lewis, Geoff

2007 Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory
by Jacques Pézier

2007 The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance
by Chris Brooks & Konstantina Kappou & Charles Ward

2007 Hedging and Cross-hedging ETFs
by Carol Alexander & Andreza Barbosa

2007 Information Sales and Insider Trading with Long-lived Information
by Giovanni Cespa

2007 A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality
by Anolli, Mario & Petrella, Giovanni

2007 Monetary policy and bond market development: A case of Mongolia
by Doojav, Gan-Ochir & Damdinsuren, Batnyam & Baasansuren, Lkhagvajav

2007 Identifying common spectral and asymmetric features in stock returns
by Caiado, Jorge & Crato, Nuno

2007 Trade,Financial and Growth Nexus in Pakistan
by Arshad Khan, Muhammad & Qayyum, Abdul

2007 On the dynamic link between stock prices and exchange rates: evidence from Romania
by Horobet, Alexandra & Ilie, Livia

2007 Banking competition and financial fragility: Evidence from panel-data
by Ruiz-Porras, Antonio

2007 Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision
by Schoeneborn, Torsten & Schied, Alexander

2007 Small is Beautiful but Size Matters: The Asymmetric Impact of Uncertainty and Sunk Costs on Small and Large Businesses
by Ghosal, Vivek

2007 Fisher hypothesis: East Asian evidence from panel unit root tests
by Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa

2007 Optimal Portfolio Liquidation for CARA Investors
by Schied, Alexander & Schöneborn, Torsten

2007 Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji
by Puah, Chin-Hong & Jayaraman, T. K.

2007 Stock market and economic growth in selected Asian countries
by Tang, Hong Peng & Habibullah, Muzafar Shah & Puah, Chin-Hong

2007 Estimating financial risk measures for futures positions: a non-parametric approach
by Cotter, John & Dowd, Kevin

2007 Exponential Spectral Risk Measures
by Cotter, John & Dowd, Kevin

2007 A study of market efficiency in the stock market, forex market and bullion market in India
by Sarker, Debnarayan & Ghosh, Bikash Kumar

2007 Olive: a simple method for estimating betas when factors are measured with error
by Meng, Ginger & Hu, Gang & Bai, Jushan

2007 Parameter estimation from multinomial trees to jump diffusions with k means clustering
by Lee, Kiseop & Xu, Mingxin

2007 Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
by Espinosa Méndez, Christian

2007 Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange
by Mamoon, Dawood

2007 Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program
by Mishra, SK

2007 Are Pound and Euro the Same Currency? - Updated
by Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio

2007 Project selection and equivalent CAPM-based investment criteria
by Magni, Carlo Alberto

2007 Effort allocation in tournaments: the effect of gender on academic performance in Italian universities
by Castagnetti, Carolina & Rosti, Luisa

2007 Local financing through capital markets
by Alexandru, Ciprian Antoniade

2007 Stable Allocations of Risk
by Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy

2007 Trade Liberalisation, Financial Development and Economic Growth
by Muhammad Arshad Khan & Abdul Qayyum

2007 Non-parametric counterfactual analysis in dynamic general equilibrium
by Felix Kubler & Karl Schmedders

2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação

2007 Inefficient Credit Booms
by Guido Lorenzoni

2007 Understanding Trust
by Paola Sapienza & Anna Toldra & Luigi Zingales

2007 The Small World of Investing: Board Connections and Mutual Fund Returns
by Lauren Cohen & Andrea Frazzini & Christopher Malloy

2007 Rational Pessimism, Rational Exuberance, and Asset Pricing Models
by Ravi Bansal & A. Ronald Gallant & George Tauchen

2007 Markets and Housing Finance
by Veronica Cacdac Warnock & Francis E. Warnock

2007 No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
by Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev

2007 Investor Information, Long-Run Risk, and the Term Structure of Equity
by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson

2007 Liquidity and Risk Management
by Nicolae B. Garleanu & Lasse H. Pedersen

2007 Expected and actual impact of EMU on growth, public finances and structural reforms in the euro area
by Konrad Szelag

2007 Dynamic order submission strategies with competition between a dealer market and a crossing network
by Hans Degryse & Mark Van Achter & Gunther Wuyts

2007 Dynamic order submission strategies with competition between a dealer market and a crossing network
by Hans Degryse & Mark Van Achter & Gunther Wuyts

2007 Dynamic order submission strategies with competition between a dealer market and a crossing network
by Hans Degryse & Mark Van Achter & Gunther Wuyts

2007 Valuation biases, error measures, and the conglomerate discount
by Dittmann, Ingolf & Maug, Ernst

2007 Modelling good and bad volatility
by Matteo Pelagatti

2007 I servizi di investimento e la gestione dei conflitti di interesse in Spagna
by Gianni DEMICHELIS & Daniela VANDONE

2007 Three Liquidity Crises in Retrospective: Implications for Central Banking Today
by Sauer, Stephan

2007 Loss aversion and mental accounting: the favorite longshot bias in parimutuel betting
by Jianying Qiu

2007 Adaptive Expectations and Stock Market Crashes
by Frankel, David M.

2007 Liquidity and Market Incompleteness
by Felipe Zurita

2007 Expectations Hypothesis Tests in the Presence of Model Uncertainty
by Erdenebat Bataa & Dong H. Kim & Denise R. Osborn

2007 Comovements in Volatility in the Euro Money Market
by Nuno Cassola & Claudio Morana

2007 Correlation vs. Causality in Stock Market Comovement
by Enzo Weber

2007 On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
by Volker Krätschmer

2007 Voluntary Information Disclosure and Corporate Governance: The Empirical Evidence on Earnings Forecasts
by Naohito Abe & Yessica C.Y. Chung

2007 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
by Peter C. B. Phillips & Yangru Wu & Jun Yu

2007 Share Price Disparity in Chinese Stock Markets
by Tom Fong & Alfred Wong & Ivy Yong

2007 Measuring Market Sentiment in Hong Kong's Stock Market
by Ip-wing Yu & Chi-sang Tam

2007 What Determines Top Income Shares? Evidence from the Twentieth Century
by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel

2007 A Challenger to the Limit Order Book: The NYSE Specialist
by Buti, Sabrina

2007 Favoritism or Markets in Capital Allocation?
by Giannetti, Mariassunta & Yu, Xiaoyun

2007 Introducing Financial Frictions and Unemployment into a Small Open Economy Model
by Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl

2007 Simplifying and generalizing some efficient frontier and CAPM related results
by Ekern, Steinar

2007 Monetary policy implementation: A European Perspective
by Bindseil, Ulrich & Nyborg, Kjell G.

2007 Structured Microfinance in China
by Byström, Hans

2007 The Long-run Determinants of Inequality: What Can We Learn from Top Income Data?
by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel

2007 What Determines Top Income Shares? Evidence from the Twentieth Century
by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel

2007 The Implications of Globalization for Firms? Demand for Skilled and Unskilled Labor
by Rosholm, Michael & Scheuer, Christian & Sørensen, Anders

2007 Skill-Upgrading and Internationalization: Country-of-Origin or End-Use of Products
by Sørensen, Anders

2007 Udenlandsk arbejdskraft i landbruget
by Aastrup Jensen, Claus & Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan

2007 Does Coordination of Immigration Policies among Destination Countries Increase Immigration?
by Rose Skaksen, Jan & Malchow-Møller, Nikolaj & Aastrup Jensen, Claus

2007 The Causal Effects of Board Size in the Performance of Closely Held Corporations
by Bennedsen, Morten & Kongsted, Hans Christian & Meisner Nielsen, Kasper

2007 Do CEOs Matter?
by Bennedsen, Morten & Pérez-González, Francisco & Wolfenzon, Daniel

2007 Who is hurt by discrimination?
by Larsen, Birthe & Waisman, Gisela

2007 Do attitudes towards immigrants matter?
by Waisman, Gisela & Larsen, Birthe

2007 Firm productivity
by la Cour, Lisbeth & Ionascu, Delia

2007 Kapitalfondes opkøb af butikskæder
by Blomgren-Hansen, Niels

2007 Explaning Cross-Country Differences in Attitudes towards Immigration in the EU-15
by Malchow-Møller, Nikolaj & Munch, Jakob Roland & Schroll, Sanne & Rose Skaksen, Jan

2007 Commodity Taxation and Parallel Imports
by Raimondos-Møller, Pascalis & Schmitt, Nicolas

2007 Ownership structure and economic performance of European corporations
by Bennedsen, Morten & Junge, Martin & Kragh Jacobsen, Jesper & Torp Jespersen, Svend & Meisner Nielsen, Kasper

2007 Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects
by Davies, Ronald B. & Ionascu, Delia & Kristjánsdóttir, Helga

2007 Yardstick competition for multi-product hospitals
by Agrell, Per J. & Bogetoft, Peter & Halbersma, Rein & Mikkers, Misja C.

2007 Lobbying Bureaucrats
by Bennedsen, Morten & Feldmann, Sven E.

2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
by Vasco Gabriel & Fernando Alexandre & Pedro Bação

2007 A theory of strategic intermediation and endogenous liquidity
by Rohit Rahi & Jean-Pierre Zigrand

2007 Dynamic trading and asset prices: Keynes vs. Hayek
by Cespa, Giovanni & Vives, Xavier

2007 Trade Liberalisation, Financial Development and Economic Growth
by Muhammad Arshad Khan & Abdul Qayyum

2007 Report on “The Committee on Yen Risk-free-rate Model Estimationâ€Â
by Takeaki KARIYA & Darrell DUFFIE & Mariko FUJII & Masaaki KIJIMA & Takao KOBAYASHI & Atsuyuki KOGURE & Robert MERTON & Akihiko TAKAHASHI & Keiichi TANAKA & Satoshi YAMASHITA

2007 Stock Price Manipulation : The Role of Intermediaries
by Hammad Siddiqi

2007 Préférences par rapport au risque et marchés à terme : le cas d’une quantité incertaine
by Benoît SEVI

2007 Preferred Risk Habitat of Individual Investors
by Dorn, Daniel & Huberman, Gur

2007 Is the Price of Money Managers Too Low?
by Huberman, Gur

2007 Understanding Trust
by Sapienza, Paola & Toldra Simats, Anna & Zingales, Luigi

2007 The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value
by Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L

2007 Optimal Portfolio Allocation for Corporate Pension Funds
by McCarthy, David & Miles, David K

2007 Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day
by Dai, Qinglei & Rydqvist, Kristian

2007 Group Versus Individual Liability: A Field Experiment in the Philippines
by Dean Karlan & Xavier Giné

2007 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
by Magdalena Morgese Borys

2007 Sobre Burbujas De Precios De Activos, Expectativas Y Equilibrios
by José Pablo Dapena

2007 Identification and Estimation in an Incoherent Model of Contagion
by Massacci, D.

2007 Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits"
by Naoto Shimoda & Yuko Kawai

2007 Exchange rate forecasting, order flow and macroeconomic information
by Dagfinn Rime & Lucio Sarno & Elvira Sojli

2007 House price developments and fundamentals in the United States
by Andrea Finicelli

2007 Inflation-linked bonds from a central bank perspective
by Juan Angel Garcia & Adrian van Rixtel

2007 Risky Banking and Credit Rationing
by Pedro Elosegui & Anne P. Villamil

2007 Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds
by Natasha Khan

2007 Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures
by Alejandro García & Ramazan Gençay

2007 Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks
by Viktor Todorov & Tim Bollerslev

2007 Fundamental Drivers of Electricity Prices in the Pacific Northwest
by Chi-Keung Woo & Ira Horowitz & Nate Toyama & Arne Olson & Aaron Lai & Ray Wan

2007 The September Phenomenon of US Equity Market
by Anthony Yanxiang Gu & John T. Simon

2007 Identifying Major Shocks in Market Volatility and Their Impact on Trading Strategies
by Pauline Shum & Kevin X. Zhu

2007 Performance of Canadian Mutual Funds and Investors
by Rajeeva Sinha & Vijay Jog

2007 Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs
by William Dimovski & Robert Brooks

2007 The Long-Run Performance of Firms that Issue Tracking Stocks
by Charmen Loh

2007 The Prime Rate-Deposit Rate Spread and Macroeconomic Shocks
by Bradley T. Ewing & Jamie Brown Kruse

2007 On Simple Binomial Approximations for Two Variable Functions in Finance Applications
by Hemantha S. B. Herath & Pranesh Kumar

2007 Earning Forecast-Based Return Predictions: Risk Proxies in Disguise?
by Le (Emily) Xu

2007 Are Whisper Forecasts More Informative than Consensus Analysts’ Forecasts?
by Erik Devos & Yiuman Tse

2007 Do Profit Warnings Convey Information About the Industry?
by Dave Jackson & Jeff Madura & Judith Swisher

2007 Stock Option Exercises and Discretionary Disclosure
by Wei Zhang & Steven F. Cahan

2007 Equity Restructuring via Tracking Stocks: Is there any Value Added?
by Beni Lauterbach & Joseph Vu

2007 Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski

2007 The Least Cost Superreplicating Portfolio for Short Puts and Calls in The Boyle–Vorst Model with Transaction Costs
by Guan-Yu Chen & Ken Palmer & Yuan-Chung Sheu

2007 Advances in Quantitative Analysis of Finance and Accounting
by

2007 Principle Guided Investing: The Use of Exclusionary Screens and Its Implications for Green Investors
by Urs von Arx

2007 Risk-Adjusted Performance of Mutual Funds: Some Tests
by Timotej Jagric & Boris Podobnik & Sebastian Strasek & Vita Jagric

2007 Globalización del capital y desarrollo institucional del sistema financiero
by Edgar Demetrio Tovar García

2007 Konstrukce výnosové křivky pomocí vládních dluhopisů v České republice
by Jiří Málek & Jarmila Radová & Filip Štěrba

2007 Are Limit Orders Rational?
by Martin Šmíd

2007 Bidding Behavior in Austrian Treasury Bond Auctions
by Helmut Elsinger & Christine Zulehner

2007 Tendinţe şi mutaţii pe pieţele de capital
by Radu Carmen

2007 Convergência dos sistemas financeiros no período 1971-2000: uma análise por meio de Matrizes de Markov [Convergence of financial systems between 1971 and 2000: an analysis with Markov matrices]
by Nilton Clóvis Machado de Araújo & Valter José Stulp

2007 The Single Euro Payments Area : SEPA
by H. Maillard & J. Vermeulen

2007 The Single Euro Payments Area : SEPA
by H. Maillard & J. Vermeulen

2007 Swedish Stock Recommendations: Information Content or Price Pressure?
by Erik R. Lidén

2007 Análisis Media-semivarianza: Una Aplicación A Las Primas De Riesgo En El Mercado De Valores Español/Mean-semivariance Analysis: An Application To Risk Premiums In The Spanish Stock Market
by MIRALLES MARCELO, JOSÉ LUIS & MIRALLES QUIRÓS, MARÍA DEL MAR & MIRALLES QUIRÓS, JOSÉ LUIS.

2007 Return autocorrelation anomalies in two European stock markets
by Jose Garcia Blandon

2007 Stock Index Autocorrelation and Cross-autocorrelations of Size-sorted Portfolios in the Japanese Market
by Iwaisako, Tokuo

2007 Monitoring Financial Stability In Developing Economies (Case of Russia)
by Pavel Trunin & M. Kamenskih

2007 Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English)
by Boris Podobnik & Vanco Balen & Timotej Jagric & Marko Kolanovic

2007 El sistema financiero español ante la crisis crediticia internacional
by Alfonso García Mora & Gloria Hervás Ortega & María Romero Paniagua

2007 Innovations financières:construire et légitimer un nouveau marché financier de gré à gré–le cas des dérivés de crédit
by Isabelle Huault & Hélène Rainelli-Le Montagner

2007 Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts
by Shirley J. Huang & Qianqiu Liu & Jun Yu

2007 Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange
by Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi

2007 Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados
by Karoll Gómez Portilla & Santiago Gallón Gómez

2007 Developing the Bond Market in China: the Next Step Forward in Financial Reform
by Michel Aglietta & Pierre Maarek

2007 Financial Market Update
by Axel Bertuch-Samuels

2007 Controlling vs. Minority Shareholders: is There Expropriation? An Empirical Analysis of the Stock Price Performance of European Companies
by Jose Guedes & Gilberto Loureiro

2007 Préférences par rapport au risque et marchés à terme : le cas d'une quantité incertaine
by Benoît Sévi

2007 A Polynomial Term Structure Model with Macroeconomic Variables
by Felipe Pinheiro & Caio Ibsen Rodrigues de Almeida & José Valentim Vicente

2007 Does Idiosyncratic Risk Matter in the Brazilian Capital Market?
by Fernando Caio Galdi & José Roberto Securato

2007 Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil
by Marcos Massaki Abe & Eui Jung Chang & Benjamin Miranda Tabak

2007 Asymmetric Responses in Volatility Between Positive and Negative Shocks: New Evidence From Turkish Data by Using TAR-GARCH Model
by Cuneyt Akar

2007 Risky Banking and Credit Rationing
by Pedro Elosegui & Anne P. Villamil

2007 Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience
by Nicholas Odhiambo

2007 Return Dynamics in North African Stock Markets
by Paul Alagidede

2006 New Dimensions in Portfolio Optimization
by S. Nagornii & D. Widijanto

2006 Capture Basin Algorithm for Evaluating and Managing Complex Financial Instruments
by Dominique Pujal & Patrick Saint-Pierre

2006 Technology adoption under uncertainty in general equilibrium
by Julien Hugonnier & Erwan Morellec & Aude Pommeret

2006 Financial Leverage Does Not Cause the Leverage Effect
by A. Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield

2006 An Engine, Not a Camera: How Financial Models Shape Markets
by Donald MacKenzie

2006 Sermaye piyasalarında değerleme unsuru olarak hisse senedi endeksleri
by Mahmut YARDIMCIOĞLU

2006 Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama
by M. Mete DOĞANAY & Ramazan AKTAŞ & Ünsal BAN

2006 Portföy büyüklüğünün portföy getirisi üzerindeki etkisi
by Hakan SARITAŞ

2006 Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte
by Parisi F., Antonino & Parisi F., Franco

2006 International Trade, Hedging and the Demand for Forward Contracts
by Eisenschmidt, Jens & Wälde, Klaus

2006 Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
by Röthig, Andreas & Chiarella, Carl

2006 Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
by Rengifo, Erick W. & Trifan, Emanuela

2006 Competition between exchanges: Euronext versus Xetra
by Kasch-Haroutounian, Maria & Theissen, Erik

2006 Multivariate normal mixture GARCH
by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.

2006 Competition between exchanges: Euronext versus Xetra
by Kasch-Haroutounian, Maria & Theissen, Erik

2006 Liquidity commonality beyond best prices
by Kempf, Alexander & Mayston, Daniel

2006 IPO investment strategies and pseudo market timing
by Trauten, Andreas & Schulz, Roland C.

2006 Markets vs. Government when Rationality is Unequally Bounded: Some Consequences of Cognitive Inequalities for Theory and Policy
by Pelikan, Pavel

2006 Estimating liquidity using information on the multivariate trading process
by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier

2006 Euro-Area Sovereign Yield Dynamics: the role of order imbalance
by Menkveld, Albert J. & Cheung, Yiu C. & Jong, Frank de

2006 Splitting orders in overlapping markets: a study of cross-listed stocks
by Menkveld, Albert J.

2006 Anomalías de los Mercados Financieros. Análisis de las Empresas Gallegas que cotizan en el Mercado de Renta Variable
by Lucy Amigo Dobaño

2006 On the Pricing and Hedging of Long Dated Zero Coupon Bonds
by Eckhard Platen

2006 Approximating the Growth Optimal Portfolio with a Diversified World Stock Index
by Truc Le & Eckhard Platen

2006 Approximating the Growth Optimal Portfolio with a Diversified World Stock Index
by Truc Le & Eckhard Platen

2006 On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance
by Nicola Bruti-Liberati & Eckhard Platen

2006 Approximation of Jump Diffusions in Finance and Economics
by Nicola Bruti-Liberati & Eckhard Platen

2006 Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models
by Andreas Röthig & Carl Chiarella

2006 Adjustment to target capital, finance and growth
by Antonio Ciccone & Elias Papaioannou

2006 Is Ethical Money Financially Smart?
by Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C.

2006 Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?
by Arnoud W.A. Boot & Radhakrishnan Gopaian & Anjan V. Thakor

2006 Intraday Market Dynamics Around Public Information Arrivals
by Angelo Ranaldo

2006 Stock Market Development and Economic Growth: A Matter of Information Dynamics
by Salvatore Capasso

2006 On the Expectations Hypothesis in US Term Structure
by Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn

2006 Comparative study of central decision makers versus groups of evolved agents trading in equity markets
by Cyril Schoreels & Jonathan M. Garibaldi

2006 Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations
by J. Huston McCulloch & Ohio State University

2006 Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century
by J. ANNAERT & W. VAN HYFTE

2006 Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data
by Oikarinen, Elias

2006 Investor Information, Long-Run Risk, and the Duration fo Risky Assets
by Mariano M. Croce & Marin Lettau & Sydney Ludvigson

2006 Reconciling the Return Predictability Evidence
by Martin Lettau & Stijn Van Nieuwerburgh

2006 Why do Wealthy Investors have a Higher Return on their Stocks?
by Yosef Bonaparte

2006 The Empirical Risk-Return Relation: a factor analysis approach
by Sydney Ludvigson & Serena Ng

2006 Financial Contagion and Attention Allocation
by Jordi Mondria

2006 The Stock Performance of America’s 100 Best Corporate Citizens
by Stephen Brammer & Chris Brooks & Stephen Pavelin

2006 Corporate Reputation and Stock Returns; are good firm good for investors?
by Stephen Brammer & Chris Brooks & Stephen Pavelin

2006 Minimum Variance Hedging and Stock Index Market Efficiency
by Carol Alexander & Andreza Barbosa

2006 Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?
by Oreste Napolitano

2006 Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series
by Bulla, Jan

2006 Finance and growth in a small open emerging market
by Law, Siong Hook & Azman-Saini, W.N.W. & Smith, Peter

2006 An Analysis of Stock Index Distributions of Selected Emerging Markets
by Camilleri, Silvio John

2006 Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models
by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu

2006 Stock Splits, A Survey
by Yildizhan, Celim

2006 Conflictos de Interés en Servicios Financieros: Taxonomía y Mecanismos de Control Regulatorio
by Lazen, Vicente & Eguiluz, Cristian

2006 Testing long-run neutrality of money: evidence from Malaysian stock market
by Puah, Chin-Hong & Habibullah, Muzafar Shah & Lim, Kian-Ping

2006 Modelling catastrophic risk in international equity markets: An extreme value approach
by Cotter, John

2006 An Empirical Investigation of Going Public Decision of Indian Companies
by Mayur, Manas & Kumar, Manoj

2006 Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region
by Mapa, Dennis S. & Briones, Kristine Joy S.

2006 The Levy sections theorem revisited
by Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio

2006 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model
by Vargas, Gregorio A.

2006 An Empirical Investigation of Going Public Decision of Indian Companies
by Mayur, Manas & Kumar, Manoj

2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence
by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse

2006 Tasas de descuento en Latinoamérica: Hechos y desafíos
by Samuel Mongrut

2006 Discount Rates in Emerging Capital Markets
by Samuel Mongrut & Dídac Ramírez

2006 Anticipating the Stock Market Crash of 1929: The View from the Floor of the Stock Exchange
by Eugene N. White

2006 Bubbles and Self-Enforcing Debt
by Christian Hellwig & Guido Lorenzoni

2006 Linear Approximations and Tests of Conditional Pricing Models
by Michael W. Brandt & David A. Chapman

2006 Sensation Seeking, Overconfidence, and Trading Activity
by Mark Grinblatt & Matti Keloharju

2006 Optimal Decentralized Investment Management
by Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen

2006 Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
by Péter Kondor

2006 Extreme Dependence In The Nasdaq And S&P Composite Indexes
by John G. Galbraith & Serguei Zernov

2006 Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests
by Ekaterini Panopoulou & N. Pittis & S. Kalyvitis

2006 Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia
by George Milunovich

2006 Heterogeneous Basket Options Pricing Using Analytical Approximations
by Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani

2006 A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market
by Viktors Ajevskis & Kristine Vitola

2006 Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange
by Paul Alagidede & Theodore Panagiotidis

2006 Skewness Premium with Lévy Processes
by José Fajardo & Ernesto Mordecki

2006 An Empirical Model of Daily Highs and Lows
by Yin-wong Cheung

2006 Does Oil Price Uncertainty Transmit to Stock Markets?
by Ågren, Martin

2006 Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices
by Brännäs, Kurt & Soultanaeva, Albina

2006 City Size and Financial Development
by Becker, Bo

2006 Markets vs. Government when Rationality Is Unequally Bounded: Some Consequences of Cognitive Inequalities for Theory and Policy
by Pelikan, Pavel

2006 Strategic pricing of commodities
by Jörnsten, Kurt & Ubøe, Jan

2006 Ten Years of Misleading Information - Investment Advice in Printed Media
by Lidén, Erik R. & Rosenberg, Markus

2006 Public Policy for Start-up Entrepreneurship with Venture Capital and Bank Finance
by Nielsen, Søren Bo & Keuschnigg, Christian

2006 Temporal aggregation in first order cointegrated vector autoregressive
by la Cour, Lisbeth Funding & Milhøj, Anders

2006 Social Preferences and Labor Market Policy
by Filges, Trine & Kennes, John & Larsen, Birthe & Tranæs, Torben

2006 Delistings in Europe and the Cost of Governance
by Vinten, Frederik & Thomsen, Steen

2006 Attitudes Towards Immigration: Does Economic Self-Interest Matter?
by Malchow-Møller, Nikolaj & Roland Munch, Jakob & Schroll, Sanne & Rose Skaksen, Jan

2006 Tariff-Tax Reforms and Market Access
by Kreickemeier, Udo & Raimondos-Møller, Pascalis

2006 Concertina Reforms with International Capital Mobility
by Kreickemeier, Udo & Raimondos-Møller, Pascalis

2006 Steepest Ascent Tariff Reforms
by Woodland, Alan D. & Raimondos-Møller, Pascalis

2006 Kortsigtede økonomiske virkninger for Nanortalik ved en kommunesammenlægning
by Lund, Lars

2006 Coherent Measures of Risk from a General Equilibrium Perspective
by Péter Csóka & Jean-Jacques Herings & László Kóczy

2006 Financing the alternative: renewable energy in developing and transition countries
by Christa N. Brunnschweiler

2006 Where is beta going ? the riskiness of value and small stocks
by Franzoni, Francesco

2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
by Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse

2006 Mutual Fund Performance in Pakistan, 1995-2004
by Naim Sipra

2006 Volatility Spillover between the Stock Market and the Foreign Market in Pakistan
by Abdul Qayyum & A. R. Kemal

2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse

2006 Indicator and boundaries of financial stability
by Jan Willem van den End

2006 The Roots of Banking Crises in Emerging Market Economics: A Panel Data Approach
by Edwin Lambregts & Daniël Ottens

2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks
by Greta Falavigna

2006 A Nonparametric ACD Model
by Antonio Cosma & Fausto Galli

2006 Adjustment to Target Capital, Finance and Growth
by Ciccone, Antonio & Papaioannou, Elias

2006 Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance
by Argentesi, Elena & Lütkepohl, Helmut & Motta, Massimo

2006 The Cost of Banking Regulation
by Guiso, Luigi & Sapienza, Paola & Zingales, Luigi

2006 Persistence, Performance and Prices in Foreign Exchange Markets
by Ramadorai, Tarun

2006 Stock Price Informativeness, Cross-Listings and Investment Decisions
by Foucault, Thierry & Gehrig, Thomas

2006 Relating Output and Volatility in a Model of International Risk-Sharing with Limited Commitment
by Reichlin, Pietro

2006 Competition for Order Flow and Smart Order Routing Systems
by Foucault, Thierry & Menkveld, Albert J.

2006 Market Liquidity, Investor Participation and Managerial Autonomy: Why Do Firms Go Private?
by Boot, Arnoud W A & Gopalan, Radhakrishnan & Thakor, Anjan

2006 Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation
by CORONEO, Laura & VEREDAS, David

2006 A nonparametric ACD model
by COSMA, Antonio & GALLI, Fausto

2006 Trade intensity in the Russian stock market:dynamics, distribution and determinants
by Stanislav Anatolyev & Dmitry Shakin

2006 A Multivariate Jump-Driven Financial Asset Model
by Elisa Luciano & Wim Schoutens

2006 Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models
by Guillermo Benavides

2006 The recent behaviour of financial market volatility
by Fabio Panetta & Paolo Angelini & Giuseppe Grande & Aviram Levy & Roberto Perli & Pinar Yesin & Stefan Gerlach & Srichander Ramaswamy & Michela Scatigna

2006 Option-implied preferences adjustments, density forecasts, and the equity risk premium
by Francisco Alonso & Roberto Blanco & Gonzalo Rubio

2006 Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets
by Alexander Melnikov & Yuliya Romanyuk

2006 Belief Heterogeneity and Survival in Incomplete Markets
by Tarek Coury & Emanuela Sciubba

2006 Manifesto for Comprehensive Neo-Schumpeterian Economics
by Horst Hanusch & Andreas Pyka

2006 Applying a Comprehensive Neo-Schumpeterian Approach to Europe and its Lisbon Agenda
by Horst Hanusch & Andreas Pyka

2006 Advances in Quantitative Analysis of Finance and Accounting
by

2006 The Adoption of the Euro, Choice of Currency Regime and Integration of Payment Systems
by Michael C. Bonello & George M. von Furstenberg & Kari Kemppainen & Sinikka Salo

2006 Monetary and Financial Statistics
by Monetary and Financial Statistics Division

2006 Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte
by Catherine Bruneau & Amine Lahiani

2006 America and the Swiss Stock Exchange: An Intraday Analysis
by Claudio Loderer & Marc-André Mittermayer

2006 Improving liquidity through efficient stock market structure and operational design
by Jain, Pankaj

2006 Finance and Economic Development in China
by Song, Wonho & Wang, Yunjong

2006 Common factors and balance sheet structure of major European banks
by Antonio Roma

2006 Common factors and balance sheet structure of major European banks
by Antonio Roma

2006 Historical Excursion into World and Czech Exchange Business
by Jitka Veselá

2006 Operational Risk and Contagion in the Austrian Large-Value Payment System ARTIS
by Ulrike Elsenhuber & Claus Puhr & Stefan W. Schmitz

2006 Surse sustenabile de finanţare – aspecte de metodologie generală
by Dinga Emil

2006 Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
by Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios

2006 The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
by T.J. Brailsford & J. H.W. Penm & R.D. Terrell

2006 Innovation And Finance: The Theoretical Links
by Emanuele Deligia

2006 Growth and employment empirics of Bangladesh
by Matiur Rahman & Muhammad Mustafa & Anisul Islam & Kishor Kumar Guru-Gharana

2006 Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos
by Antonino Parisini & Franco Parisini & David Díaz

2006 Measuring Investors' Risk Appetite
by Prasanna Gai & Nicholas Vause

2006 Fundamentals Efficiency of the Italian Stock Market: Some Long Run Evidence
by Giuseppe Alesii

2006 Some Approaches to the Development of the System of Indicators for Monitoring the Financial Stability
by Drobyshevsky Sergey & Trunin Pavel & Knobel Alexandr

2006 The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English)
by Yeliz Yalcin & Eray M. Yycel

2006 Seasonality and Non-Trading Effect on Central European Stock Markets (in English)
by Filip Žikeš & Vít Bubák

2006 Stock Market Integration Between Malaysia and its Major Trading Partners (1994-2002)
by Mohd Zaini Abd KARIM & Chan Sok GEE

2006 A Simple Stock Market Model Involving Delay
by Jan Melecký

2006 Makroökonomische Bedeutung von Vermögenspreisblase: Eine Event-Studie für die G4-Länder
by Oliver Hülsewig & Timo Wollmershäuser

2006 Extremal dependence in European capital markets
by Viviana Fernández

2006 The Effects of G-7 Countries’ Stock Markets on the Istanbul Stock Exchange
by Nildag Basak Ceylan

2006 Interest Rate and Stock Market Returns in Africa
by Charles Adjasi & Nicholas Biekpe

2005 The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond
by Lisa Borland & Jean-Philippe Bouchaud & Jean-Francois Muzy & Gilles Zumbach

2005 Theory of collective opinion shifts: from smooth trends to abrupt swings
by Quentin Michard & Jean-Philippe Bouchaud

2005 On a multi-timescale statistical feedback model for volatility fluctuations
by Lisa Borland & Jean-Philippe Bouchaud

2005 The Determinants of Market Frictions in the Corporate Market
by Egon Zakrajsek & Andrew Levin & Roberto Perli

2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
by Silvennoinen, Annastiina & Teräsvirta, Timo

2005 The impact of automation on the cost of transacting in futures markets
by Bortoli, Luke & Frino, Alex & Jarnecic, Elvis

2005 Market imperfections
by DeGennaro, Ramon P.

2005 The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange
by Aktham I. Maghyereh & Sadeg J. Abul

2005 Sicherheits-orientiertes Portfoliomanagement
by Müller, Sebastian & Müller, Gerhard

2005 Wertsicherungsstrategien für das Asset Management
by Kluß, Norbert & Bayer, Marcus & Cremers, Heinz

2005 Practical volatility and correlation modeling for financial market risk management
by Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X.

2005 Does anonymity matter in electronic limit order markets?
by Foucault, Thierry & Moinas, Sophie & Theissen, Erik

2005 Understanding the limit order book: Conditioning on trade informativeness
by Beltran, Héléna & Grammig, Joachim & Menkveld, Albert J.

2005 Liquidity supply and adverse selection in a pure limit order book market
by Frey, Stefan & Grammig, Joachim

2005 Does Consumption-Wealth Ratio Signal Stock Returns? : VECM Results for Germany
by Xu, Fang

2005 Financial integration and systemic risk
by Fecht, Falko & Grüner, Hans Peter

2005 Banks, markets, and efficiency
by Fecht, Falko & Martin, Antoine

2005 Financial intermediaries, markets and growth
by Fecht, Falko & Huang, Kevin & Martin, Antoine

2005 Dispersion of Opinion and Stock Returns
by WILLIAM N. GOETZMANN & MASSIMO MASSA

2005 Equilibria in exchange economies with financial constraints: Beyond the Cass Trick
by V.F. Martins-da-Rocha & L. Triki

2005 Does Monetary Policy Have Asymmetric Effects on Stock Returns?
by Shiu-Sheng Chen

2005 The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
by Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou

2005 Securities Markets And Social Capital Integration In Africa: Risks And Policy Options
by GODWIN NWAOBI

2005 Common Structures of Asset-Backed Securities and Their Risks
by Tarun Sabarwal

2005 Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market
by Dimitris Kenourgios & Nikolaos Pavlidis

2005 Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques
by Sascha Mergner & Jan Bulla

2005 Limit Order Book Reconstruction And Beyond: An Application To Istanbul Stock Exchange
by Cumhur Ekinci

2005 The Contagion Effect of the Terrorist Attacks of the 11th of September
by Joao Leitao & Cristovao Oliveira

2005 Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques
by Sascha Mergner

2005 A Catering Theory of Analyst Bias
by Richard Kum-yew Lai

2005 Market Efficiency and the Euro: The case of the Athens Stock Exchange
by Theodore Panagiotidis

2005 Valuation Of Callable Bonds: The Salomon Brothers Aproach
by Fernando Rubio

2005 Banks, Markets, and Efficiency
by Falko Fecht & Antoine Martin

2005 Caso Soros
by Fernando Rubio

2005 Influence de la premiere heure de cotation
by Cumhur Ekinci

2005 Monetary Policy with Incomplete Markets
by Gourdel & Triki

2005 Measurement of Financial Risk Persistence
by Cornelis A. Los

2005 Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation
by Eric Hillebrand

2005 Forecasting in Continuous Double Auction
by Martin Smid

2005 Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process
by Martin Smid

2005 On the Strong Approximation of Pure Jump Processes
by Nicola Bruti-Liberati & Eckhard Platen

2005 Investments for the Short and Long Run
by Eckhard Platen

2005 On the Strong Approximation of Jump-Diffusion Processes
by Nicola Bruti-Liberati & Eckhard Platen

2005 A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation
by Nicola Bruti-Liberati & Filippo Martini & Massimo Piccardi & Eckhard Platen

2005 Benchmarking and Fair Pricing Applied to Two Market Models
by Hardy Hulley & Shane Miller & Eckhard Platen

2005 Currency Derivatives under a Minimal Market Model with Random Scaling
by David Heath & Eckhard Platen

2005 On the Distributional Characterization of Log-returns of a World Stock Index
by Kevin Fergusson & Eckhard Platen

2005 Information Quality and Stock Returns Revisited
by Frode Brevik & Stefano d'Addona

2005 Outlier Detection in GARCH Models
by Jurgen A. Doornik & Marius Ooms

2005 Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices
by Siem Jan Koopman & Marius Ooms & M. Angeles Carnero

2005 Level-Slope-Curvature - Fact or Artefact?
by Roger Lord & Antoon Pelsser

2005 On the Stability of the Wealth Effect
by Fernando Alexandre & Pedro Bação & Vasco J. Gabriel

2005 Euler Equation Errors
by Sydney C. Ludvigson & Martin Lettau

2005 Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds
by Carol Alexander & Andreza Barbosa

2005 Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate
by John Board & Charles Sutcliffe

2005 Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I
by Magni, Carlo Alberto

2005 Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula)
by Yalincak, Orhun Hakan

2005 Multivariate Modeling of Daily REIT Volatility
by Cotter, John & Stevenson, Simon

2005 Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
by Espinosa Méndez, Christian

2005 Liquidity and Asset Prices
by Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje

2005 The Integration of Financial Markets: Empirical Evidence from South Asian Countries
by Qayyum, Abdul & Mohsin, H

2005 Hurst exponents, Markov processes, and nonlinear diffusion equations
by Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L.

2005 Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE
by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K.

2005 Institutional Investor Activism: Does the Portfolio Management Skill Matter?
by Carlos F. alves & Victor Mendes

2005 Practical Volatility and Correlation Modeling for Financial Market Risk Management
by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

2005 The Impact of Ageing on Demand, Factor Markets and Growth
by Joaquim Oliveira Martins & Frédéric Gonand & Pablo Antolín & Christine de la Maisonneuve & Kwang-Yeol Yoo

2005 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
by Clive G. Bowsher

2005 The Myth of Long-Horizon Predictability
by Jacob Boudoukh & Matthew Richardson & Robert Whitelaw

2005 Macro Factors in Bond Risk Premia
by Sydeny C. Ludvigson & Serena Ng

2005 Assessing High House Prices: Bubbles, Fundamentals, and Misperceptions
by Charles Himmelberg & Christopher Mayer & Todd Sinai

2005 Bubbles and Capital Flow Volatility: Causes and Risk Management
by Ricardo J. Caballero & Arvind Krishnamurthy

2005 Euler Equation Errors
by Martin Lettau & Sydney C. Ludvigson

2005 How Much Do Banks Use Credit Derivatives to Reduce Risk?
by Bernadette A. Minton & René Stulz & Rohan Williamson

2005 Notes for a Contingent Claims Theory of Limit Order Markets
by Bruce N. Lehmann

2005 The Empirical Risk-Return Relation: A Factor Analysis Approach
by Sydney C. Ludvigson & Serena Ng

2005 The Risks of Financial Institutions
by Mark Carey & Rene M. Stulz

2005 Explaining Returns with Cash-Flow Proxies
by Peter Hecht & Tuomo Vuolteenaho

2005 The Limits of Financial Globalization
by Rene M. Stulz

2005 Mimicking Portfolios with Conditioning Information
by Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu

2005 Financial intermediation theory and implications for the sources of value in structured finance markets
by Janet Mitchell

2005 The measurement of financial intermediation in Japan
by Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat

2005 Crise et contagion : cas des pays de l'Europe de l'Est
by Mohamed Ben Abdallah & Iuliana Matei

2005 Incomplete markets and monetary policy
by Pascal Gourdel & Leila Triki

2005 The equity premium puzzle and decreasing relative risk aversion
by M. J. Roche

2005 El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español
by Juan Carlos Gómez Sala & Germán López Espinosa

2005 Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios
by Andrea Beltratti & Claudio Morana

2005 Predicting Bankruptcy with Support Vector Machines
by Wolfgang Härdle & Rouslan A. Moro & Dorothea Schäfer

2005 Clustering of Trading Activity in the DAX Index Options Market
by Alexander K. Koch & Zdravetz Lazarov

2005 Equity Valuation in Mainland China and Hong Kong: The Chinese A-H Share Premium
by Zhijun Zhao & Yue Ma & Yuhui Liu

2005 Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration
by Ronald J. Balvers & Yangru Wu

2005 Overconfidence and Trading Volume
by Glaser, Markus & Weber, Martin

2005 Which Past Returns Affect Trading Volume?
by Glaser, Markus & Weber, Martin

2005 The Value Relevance of Financial Reporting on the Oslo Stock Exchange over the Period 1964-2003
by Gjerde, Øystein & Knivsflå, Kjell Henry & Sættem, Frode

2005 A Note on a Barrier Exchange Option: The World’s Simplest Option Formula?
by Lindset, Snorre & Persson, Svein-Arne

2005 Efficient Statistical Equilibria in Markets
by Jörnsten, Kurt & Ubøe, Jan

2005 How Important are Financial Frictions in the U.S. and Euro Area?
by Queijo, Virginia

2005 A Note on Wick Products and the Fractional Black-Scholes Model
by Björk, Tomas & Hult, Henrik

2005 Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures
by Bakshi, Gurdip & Chen, Zhiwu & Hjalmarsson, Erik

2005 On the Stability of the Wealth Effect
by Fernando Alexandre & Pedro Bação & Vasco Gabriel

2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

2005 Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters
by Olivier Scaillet

2005 Growth Options in General Equilibrium: Some Asset Pricing Implications
by Julien Hugonnier & Erwan Morellec & Suresh Sundaresan

2005 Indirect Robust Estimation of the Short-term interest Rate Process
by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti

2005 A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence
by Olivier Scaillet

2005 Principle guided investing: The use of negative screens and its implications for green investors
by Urs von Arx

2005 The Nature of Power Spikes: a regime-switch approach
by de Jong, C.M.

2005 Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts
by Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo

2005 Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities
by Alonso, Francisco & Blanco, Roberto & Rubio Irigoyen, Gonzalo

2005 Reputation effects in trading on the New York Stock Exchange
by Robert Battalio & Andrew Ellul & Robert Jennings

2005 Do Accurate Earnings Forecasts Facilitate Superior Investment Recommendations?
by Loh, Roger & Mian, G. Mujtaba

2005 The Public Financial System in Japan - Re-verification of the ballooning theory and the privileged government enterprise theory
by Nobuyoshi Yamori & Nobuyoshi Yamori

2005 Reforming Japan's Capital Markets
by Sadakazu Osaki

2005 Credit Booms in Emerging Market Economies: A Recipe for Banking Crises?
by Daniel Ottens & Edwin Lambregts & Steven Poelhekke

2005 The Impact of Hedging on Stock Return and Firm Value: New Evidence from Canadian Oil and Gas Companies
by Chang Dan & Hong Gu & Kuan Xu

2005 Commonalities in the order book
by Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG

2005 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
by Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio

2005 Financial Integration and Systemic Risk
by Fecht, Falko & Grüner, Hans Peter

2005 Euler Equation Errors
by Lettau, Martin & Ludvigson, Sydney

2005 Euler Equation Errors
by Lettau, Martin & Ludvigson, Sydney

2005 Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium
by Lettau, Martin & Wachter, Jessica

2005 Liquidity Risk, Leverage and Long-Run IPO Returns
by Eckbo, B Espen & Norli, Øyvind

2005 Volatility regimes and the provision of liquidity in order book markets
by BELTRAN, Helena & DURRE, Alain & GIOT, Pierre

2005 Commonalities in the order book
by BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim

2005 Illusionary finance and trading behavior
by HAMADI, Malika & RENGIFO, Erick & SALZMAN, Diego

2005 Un juicio sobre el valor presente neto como criterio de decisión
by Luís Diego Vélez Gómez

2005 Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts
by Nikita Ratanov

2005 Bank Credit To Small And Medium Sized Enterprises: The Role Of Creditor Protection
by Arturo Galindo & Alejandro Micco

2005 Banks, Financial Markets and Growth
by LG Deidda & B. Fattouh

2005 Equilibrium Correlation of Asset Price and Return
by Charles Ka Yui Leung

2005 Equilibrium Correlation of Asset Price and Return
by Charles Ka Yui Leung

2005 The Warsaw Stock Exchange Index WIG: Modelling and Forecasting
by Piotr Wdowinski & Aneta Zglinska-Pietrzak

2005 Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model
by Piotr Wdowinski

2005 Overconfidence and Market Efficiency with Heterogeneous Agents
by Diego Garcia & Francesco Sangiorgi & Branko Urosevic

2005 Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten
by Antje Mahayni & Michael Suchanecki

2005 Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging Strategies
by An Chen

2005 Measuring Liquidity in the Greek Government Securities Market
by Thanasis N. Christodoulopoulos & Ioulia Grigoratou

2005 Russian equity market linkages before and after the 1998 crisis : evidence from time-varying and stochastic cointegration tests
by Lucey, Brian M. & Voronkova, Svitlana

2005 Ratings as Predictors of Default in the Long Term:an Empirical Investigation
by Koresh Galil

2005 Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia
by Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo

2005 Bubbles and crashes in a Behavioural Finance Model
by Paul De Grauwe & Marianna Grimaldi

2005 Principles of Neo-Schumpeterian Economics
by Horst Hanusch & Andreas Pyka

2005 Concluding Remarks
by Richard D. MacMinn

2005 Corporate Risk Management
by Richard D. MacMinn

2005 Information Problems: Hidden Knowledge
by Richard D. MacMinn

2005 Agency Problems
by Richard D. MacMinn

2005 Corporate Finance Theorems
by Richard D. MacMinn

2005 More Values
by Richard D. MacMinn

2005 Fisher Separation
by Richard D. MacMinn

2005 Financial Values
by Richard D. MacMinn

2005 The Fisher Model
by Richard D. MacMinn

2005 The Fisher Model with Certainty
by Richard D. MacMinn

2005 Eigenschaften von Verwaltungsräten und Unternehmensperformance
by Manuel Ammann & Markus Leuenberger & Heinrich von Wyss

2005 Twenty Years of International Diversification from a German Perspective
by Wolfgang Gerke & Ferdinand Mager & Alexander Röhrs

2005 Comportamenti imitativi tra gli analisti finanziari nel mercato finanziario italiano
by Emilio Barucci & Carlo Bianchi & Angelica Passaponti

2005 Una rivisitazione delle teorie di Modigliani sulla finanza
by Terenzio Cozzi

2005 Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore
by J.P.A. Sagaram & J. Wickramanayake

2005 Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore
by J.P.A. Sagaram & J. Wickramanayake

2005 Dynamický model nekryté úrokové parity (teorie a empirická verifikace v tranzitivních ekonomikách)
by Jaroslava Durčáková & Martin Mandel & Vladimír Tomšík

2005 The Behavior of Prices, Trades and Spreads for Canadian IPO’s
by Lawrence Kryzanowski & Skander Lazrak & Ian Rakita

2005 The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts
by Darren Butterworth & Phil Holmes

2005 Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial
by VILLAR FREXEDAS, OSCAR & VAYÁ, ESTHER

2005 Restricciones financieras y de liquidez: reforzando el acelerador “ financiero “/“Financial and Liquidity Constraints: Reinforcing the Financial Accelerator Mechanism”
by MORAL CARCEDO, JULIÁN & SÁNCHEZ GONZÁLEZ, JULIÁN

2005 Los activos de las instituciones de inversión colectiva de carácter financiero/Assets by Financial Institutions for Collective Investment
by LÓPEZ MARTÍN, Mª DEL CARMEN & RODERO FRANGANILLO, ADOLFO

2005 Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle
by GÓMEZ DÉNIZ, EMILIO & LEÓN SANTANA, MIGUEL

2005 Más de medio siglo en busca de una teoría sobre los mercados de capitales/More than half century looking for a capital markets theory
by SPRONK, JAAP & SEGOVIA, TRINIDAD & EVANGELISTA, JUAN

2005 El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction
by SANTANA JIMÉNEZ, YOLANDA & PÉREZ RODRÍGUEZ, JORGE VICENTE

2005 A Stochastic Dominance Approach to Spanning. With an Application to the January Effect/Una aproximación mediante la metodología del dominio estocástico al fenómeno del SPANNING. Una aplicación al efecto enero
by POST, THIERRY

2005 An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities
by Chin-Tsai Lin & Yi-Hsien Wang

2005 Infraestructura del mercado financiero
by Joaquín Bernal

2005 Las crisis financieras del u?ltimo cuarto del siglo XX
by Carlos Caballero

2005 Pricing Options under Telegraph Processes
by Nikita Ratanov

2005 Revisión de precios y reputación de asesores financieros: dos propuestas de índices para explicar el rendimiento a corto plazo de las salida
by David Quintana Montero & Pedro Isasi Viñuela.

2005 Structural models of default: lessons from firm-level data
by Nikola Tarashev

2005 Structured finance: complexity, risk and the use of ratings
by Ingo Fender & Janet Mitchell

2005 Crédito y depósitos bancarios en Colombia (1990-2004): una relación de largo plazo
by Luz Adriana Flórez & Carlos Esteban Posada & José Fernando Escobar

2005 Necessity and Prerequisites for the Debt Market Development in Bulgaria
by Alipi Alipiev

2005 The Leverage Degrees of Companies Traded in Istanbul Stock Exchange
by Turgut Ozkan

2004 "Stiff" Field Theory of Interest Rates and Psychological Future Time
by Belal Baaquie & Jean-Philippe Bouchaud

2004 Random walks, liquidity molasses and critical response in financial markets
by Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters

2004 Experts' earning forecasts: bias, herding and gossamer information
by Olivier Guedj & Jean-Philippe Bouchaud

2004 Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization
by Szilard Pafka & Marc Potters & Imre Kondor

2004 Price Formation and Asset Allocations of the Electronic Trading System Xetra
by Jan Wenzelburger & Xihao Li

2004 Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization
by D. Widijanto & S. Nagornii

2004 Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors
by Jules SADEFO KAMDEM

2004 Shareholders Unanimity With Incomplete Markets
by Daniele Coen-Pirani

2004 Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market
by Alok Kumar

2004 Estimating Prices Transition Rate with Ultra-High-Frequency Data
by Sun jian-ming

2004 Applied Computational Economics and Finance
by Mario J. Miranda & Paul L. Fackler

2004 Market Discipline Across Countries and Industries
by

2004 A Comparison of Stock Market Mechanisms
by Giovanni Cespa

2004 Effect of General Uncertainty on Venture-Capital Investments: A Cross-Country Study
by Goel, Rajeev K. & Hasan, Iftekhar & Ram, Rati

2004 Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI
by Parisi, Antonino & Parisi, Franco & Cornejo, Edinson

2004 Non-Negativity of Nominal and Real Riskless Rates, Arbitrage Theory, and the Null-Alternative Cash
by Wilhelm, Jochen & Nietert, Bernhard

2004 Auswirkungen des Basel II Akkords auf österreichisches KMU
by Heimer, Thomas & Köhler, Thomas

2004 The comovement of credit default swap, bond and stock markets: An empirical analysis
by Norden, Lars & Weber, Martin

2004 Are IPOs of different VCs different?
by Tykvová, Tereza & Walz, Uwe

2004 Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze
by Merrick, John J. & Naik, Narayan Y. & Yadav, Pradeep K.

2004 Risk and return in convertible arbitrage: Evidence from the convertible bond market
by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.

2004 Surprise volume and heteroskedasticity in equity market returns
by Wagner, Niklas & Marsh, Terry A.

2004 The Existence and Effectiveness of Price Support Activities in Germany: A Note
by Oehler, Andreas & Rummer, Marco & Smith, Peter N.

2004 IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany
by Oehler, Andreas & Rummer, Marco & Smith, Peter N.

2004 The Role of the Market Maker in International Capital Markets: Challenges and Benefits of Implementation in Emerging Markets
by Marios Panayides & Andreas Charitou

2004 The Specialist`s Participation in Quoted Prices and the NYSE`s Price Continuity Rule
by Marios Panayides

2004 Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment
by Martin Shubik & David Eric Smith

2004 Structure, Clearinghouses and Symmetry
by Martin Shubik & David Eric Smith

2004 World Income Components: Measuring And Exploiting International Risk Sharing Opportunities
by Robert Shiller

2004 General Equilibrium with Endogenous Securities and Moral Hazard
by Luis H. B. Braido

2004 Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil
by Huzaimi Hussain & Venus Khim-Sen Liew

2004 A Generalized Earnings-Based Stock Valuation Model
by Ming Dong & David Hirshleifer

2004 Stock Valuation and Investment Strategies
by Zhiwu Chen & Ming Dong

2004 Caso Zurich Y Bsch En Bolivia
by Fernando Rubio

2004 Data Mining Sobre El Beta En España
by Fernando Rubio

2004 Caso Banco Galicia Y Buenos Aires S.A
by Fernando Rubio

2004 Measuring Financial Cash Flow and Term Structure Dynamics
by CORNELIS A. LOS

2004 Dynamic Risk Profile of the US Term Structure by Wavelet MRA
by SUTTHISIT JAMDEE & CORNELIS A. LOS

2004 What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities
by Massoud Heidari & Liuren Wu

2004 Variance Risk Premia
by Peter Carr & Liuren Wu

2004 Estimating the probability of large negative stock market
by Philip Kostov & Seamus McErlean

2004 Piyasa Mikroyapisina Giris
by Cumhur Ekinci

2004 Efficiency tests in the Iberian stock markets
by José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho

2004 Technical Analysis On Foreign Exchange: 1975 - 2004
by Fernando Rubio

2004 Contrastacion De Metodologías Para El Cálculo De Beta De Mercado: El Caso De España
by Fernando Rubio

2004 Introduction A La Microstructure Des Marches Financiers
by Cumhur EKINCI

2004 Caught On Tape: Predicting Institutional Ownership With Order Flow
by John Campbell & Tarun Ramadorai & Tuomo Vuolteenaho

2004 Eficiencia Simple Del Mercado De Renta Fija En Chile
by Fernando Rubio

2004 Intangibles Y Valoracion De Empresas: Evidencia Empirica
by Fernando Rubio

2004 Introduction to Market Microstructure
by Cumhur EKINCI

2004 Some Technical Analysis On The Stock Market: Spain And Usa
by Fernando Rubio

2004 Administración De La Contabilidad De Costos. Apuntes De Clases Y Ejercicios (Casos). Borrador
by Fernando Rubio

2004 La Informacion Contable Y La Valuacion De Activos De Capital En El Sector De Inversiones Chileno
by Fernando Rubio

2004 Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno
by Fernando Rubio

2004 Capital Asset Pricing Model (Capm) Y Arbitrage Pricing Theory (Apt): Una Nota Técnica
by Fernando Rubio

2004 DURACION EFECTIVA DE BONOS PREPAGABLES. Una nota técnica
by Fernando Rubio

2004 Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno
by Fernando Rubio

2004 Simple Trading Rules: Trading On Ibex At Meff
by Fernando Rubio

2004 Return-Volume Dependence and Extremes in International Equity Markets
by Terry A. Marsh & Niklas Wagner

2004 Model Uncertainty, Complexity and Rank in Finance
by Cornelis A. Los

2004 Surprise Volume and Heteroskedasticity in Equity Market Returns
by Niklas Wagner & Terry A. Marsh

2004 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
by Markus Junker & Alexander Szimayer & Niklas Wagner

2004 Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach
by Bal??zs ??gert & Yosra Koubaa

2004 Capital Asset Pricing for Markets with Intensity Based Jumps
by Eckhard Platen

2004 An Intraday Empirical Analysis of Electricity Price Behaviour
by Eckhard Platen & Jason West & Wolfgang Breymann

2004 A Benchmark Approach to Finance
by Eckhard Platen

2004 Two-Factor Model for Low Interest Rate Regimes
by Shane Miller & Eckhard Platen

2004 Diversified Portfolios with Jumps in a Benchmark Framework
by Eckhard Platen

2004 Understanding the Implied Volatility Surface for Options on a Diversified Index
by David Heath & Eckhard Platen

2004 Intraday Empirical Analysis and Modeling of Diversified World Stock Indices
by Wolfgang Breymann & Leah Kelly & Eckhard Platen

2004 Local Volatility Function Models under a Benchmark Approach
by David Heath & Eckhard Platen

2004 A multifactor model of stock returns with endogenous regime switching
by Patrick Coggi & Bogdan Manescu

2004 Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility
by Andrea Beltratti & Claudio Morana

2004 Overconfidence and market efficiency with heterogeneous agents
by Diego Garcia & Francesco Sangiorgi & Branko Urosevic

2004 Strategic trading against retail investors with disposition effects
by Nam, Jouahn & Wang, Jun & Zhang, Ge

2004 Testing the Markov property with ultra-high frequency financial data
by Matos, Joao Amaro de & Fernandes, Marcelo

2004 The Basic Dynamics of the Stock of Money and Capital
by Sánchez, Julián

2004 Does Anonymity Matter in Electronic Limit Order Markets?
by Foucault, Thierry & Moinas, Sophie & Theissen, Erik

2004 Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore
by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse

2004 Interview with Nobel Prize Laureate William F. Sharpe
by Sharpe, William F.

2004 Financial Intermediation, markets, and growth
by Falko Fecht & Kevin Huang

2004 Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
by Chris Brooks & Konstantina Kappou & Charles Ward

2004 The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations
by Carol Alexander & Anca Dimitriu

2004 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos

2004 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades
by Thorsten Koeppl

2004 Uncovering Volatility Dynamics in Daily REIT Returns
by Cotter, John & Stevenson, Simon

2004 Modelling extreme financial returns of global equity markets
by Cotter, John

2004 Margin setting with high-frequency data
by Cotter, John & Longin, Francois

2004 Minimum Capital Requirement Calculations for UK Futures
by Cotter, John

2004 Uncovering Long Memory in High Frequency UK Futures
by Cotter, John

2004 Varying the VaR for Unconditional and Conditional Environments
by Cotter, John

2004 Essays on consumer portfolio choice and credit risk
by Ji, Tingting

2004 Modelling and forecasting the volatility of the portuguese stock index PSI-20
by Caiado, Jorge

2004 Information flow between volatilities across time scales
by Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon

2004 Financial Systems and Economic Growth: An Evaluation Framework for Policy
by Iris Claus & Veronica Jacobsen & Brock Jera

2004 SEC Regulation Fair Disclosure, Information, and the Cost of Capital
by Armando Gomes & Gary Gorton & Leonardo Madureira

2004 Interpreting the Predictions of Prediction Markets
by Charles F. Manski

2004 Financial Development and Growth in the Short and Long Run
by Raymond Fisman & Inessa Love

2004 How does liquidity react to stress periods in a limit order market?
by Helena Beltran & Alain Durré & Pierre Giot

2004 How does liquidity react to stress periods in a limit order market?
by Helena Beltran & Alain Durré & Pierre Giot

2004 How does liquidity react to stress periods in a limit order market?
by Helena Beltran & Alain Durré & Pierre Giot

2004 Incidence des crises financières : une analyse empirique à partir des pays émergents
by Mohamed Ben Abdallah & Kalidou Diallo

2004 On the survival and irreducibility assumptions for financial markets with nominal assets
by Abdelkrim Seghir & Leila Triki & Stella Kanellopoulou

2004 Structural breaks and financial risk management
by Marianna Valentinyi-Endrész

2004 Stock market development and economic growth: a matter of informational problems
by Salvatore Capasso

2004 On Risk Management Determinants: What Really Matters?
by Georges Dionne & Thouraya Triki

2004 Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors
by Kaïs Dachraoui & Georges Dionne

2004 Using the Correlation Dimension to Detect non-linear dynamics
by Theodore Panagiotidis & David Chappell

2004 The Determinants Of The Going Public Decision: Evidence From The U.K
by Belén Gill de Albornoz & Peter F. Pope

2004 Dynamic Optimal Portfolio Selection in a VaR Framework
by Jeroen Rombouts & E.W. Rengifo

2004 Bubbles and Crashes in a Behavioural Finance Model
by De Grauwe, Paul & Grimaldi, Marianna

2004 Negative volatility and the Survival of Western Financial Markets
by Aase, Knut K.

2004 The Family behind the Family Firm
by Bennedsen, Morten & Nielsen, Kasper

2004 Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
by Matteo Manera & Alessandro Lanza & Michael McAleer

2004 Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
by Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza

2004 Equity Returns and Integration: Is Europe Changing?
by Kpate ADJAOUTE & Jean-Pierre DANTHINE

2004 Nonparametric Estimation of Conditional Expected Shortfall
by Olivier SCAILLET

2004 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades
by Thorsten V. Koeppl

2004 Evaluating Incentive Options
by Wei Xiong & Ronnie Sircar

2004 Financial intermediaries, markets, and growth
by Falko Fecht & Kevin Huang

2004 Who makes markets? The Role of Dealers and Liquidity Provision
by Albert Wang & Joon Chae

2004 The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997
by Michael Bordo & Joseph Haubrich

2004 Asymmetric Power Distribution: Theory and Applications to Risk Measurement
by Ivana Komunjer

2004 Extremal Dependence In Exchange Rate Markets
by Viviana Fernandez

2004 Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets
by João Amaro de Matos

2004 Are Sunspots Inevitable?
by Christophe Prechac & Aditya Goenka

2004 Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas
by Erick Rengifo & Andresas Heinen

2004 Who makes market
by Joon Chae & Albert Wang

2004 Tracking Brazilian Exchange Rate Volatility
by Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang

2004 Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model
by George Milunovich

2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
by Ilias Tsiakas

2004 Asymmetry, Loss Aversion and Forecasting
by Stephen E. Satchell & Shaun A. Bond

2004 Market dynamics associated with credit ratings - a literature review
by Fernando Gonzalez & François Haas & Ronald Johannes & Mattias Persson & Liliana Toledo & Roberto Violi & Martin Wieland & Carmen Zins

2004 Radical Financial Innovation
by Robert J. Shiller

2004 Volatility regimes and the provisions of liquidity in order book markets
by Helena, BELTRAN & Alain, DURRE & Pierre, GIOT

2004 Illusionary Finance and Trading Behavior
by Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN

2004 Dispersion of Opinion and Stock Returns
by Goetzmann, William & Massa, Massimo

2004 Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias
by Goetzmann, William & Massa, Massimo

2004 Idiosyncratic Volatility and Product Market Competition
by Gaspar, José-Miguel & Massa, Massimo

2004 Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
by Dunne, Peter & Hau, Harald & Moore, Michael

2004 Financial Market Development and the Rise in Firm Level Uncertainty
by Thesmar, David & Thoenig, Mathias

2004 Asset Pricing with Liquidity Risk
by Acharya, Viral V & Pedersen, Lasse Heje

2004 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis
by Norden, Lars & Weber, Martin

2004 Information Sales and Insider Trading
by Cespa, Giovanni

2004 Predatory Trading
by Brunnermeier, Markus K & Pedersen, Lasse Heje

2004 Pitfalls of a State-Dominated Financial System: The Case of China
by Boyreau-Debray, Genevieve & Wei, Shang-Jin

2004 Estimating the Gains From Trade in Limit Order Markets
by Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua

2004 Japan's Banking Crisis: Who Has the Most to Lose?
by Miyajima, Hideaki & Yafeh, Yishay

2004 Asset Prices and International Spillovers: An Empirical Investigation
by Sarno, Lucio & Valente, Giorgio

2004 Underpricing and Market Power in Uniform Price Auctions
by Kremer, Ilan & Nyborg, Kjell G

2004 A Scapegoat Model of Exchange Rate Fluctuations
by Bacchetta, Philippe & van Wincoop, Eric

2004 Do Shareholders vote Strategically? Evidence on the Advisory Role of Annual General Meetings
by Maug, Ernst & Rydqvist, Kristian

2004 Awareness and Stock Market Participation
by Guiso, Luigi & Jappelli, Tullio

2004 Trading activity and liquidity supply in a pure limit order book market
by GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick

2004 Dynamic optimal portfolio selection in a VaR framework
by RENGIFO, Erick & ROMBOUTS, Jeroen

2004 Los efectos sociales de las reformas estructurales de los noventa
by Eduardo Lora T.

2004 Los servicios financieros y el TLC con Estados Unidos
by Anif & Fedesarrollo

2004 Determinants of Country Beta Risk in Poland
by Piotr Wdowinski

2004 Enhancing corporate governance with one-and two-tiered convertible preferred stock
by Rodolfo Apreda

2004 Differential rates, residual information sets and transactional algebras
by Rodolfo Apreda

2004 Econometric Issues in the Analysis of Contagion
by Pesaran, M.H. & Pick, A.

2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note
by Daniella Acker & Nigel W. Duck

2004 Distribution of Trading Activity across Strike Prices in the DAX Index Options Market
by Zdravetz Lazarov

2004 Modeling and Forecasting DAX Index Volatility
by Zdravetz Lazarov

2004 The ownership structure of repurchasing firms
by Johannes A. Skjeltorp & Bernt Arne Ødegaard

2004 Ownership Structure and Stock Market Liquidity
by Randi Næs

2004 Stress-testing financial systems: an overview of current methodologies
by Marco Sorge

2004 Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s?
by Serdat Dinc & Patrick M. McGuire

2004 El crédito y sus factores determinantes: el caso colombiano (1990 -2004)
by Luz Adriana Flórez & Carlos Esteban Posda & José Fernando Escobar

2004 European Monetary and Financial Integration: Evolution and Prospects
by Jean-Paul Abraham & Alexandre Lamfalussy & Jean-Claude Trichet & Robert Raymond & Franco Bruni

2004 Extreme Contagion in Equity Markets
by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao

2004 Testing for Multiple Types of Marginal Investor in Ex-Day Pricing
by Jan Bartholdy & Kate Brown

2004 Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX 35® index / Dinámica del mercado de capitales español a través de una visión amplia del índice IBEX 35®
by POUCHKAREV, I & SPRONK, J. & TRINIDAD SEGOVIA, J.E.

2004 A Bázel II. belső minősítésen alapuló módszerének közgazdasági-matematikai háttere és a granularitási korrekció elmélete
by Janecskó, Balázs

2004 Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach
by Maghyereh, A.

2004 Stock Returns and Inflation in Greece
by Floros, C.

2004 The effect of dividend distribution on share return in Chile
by Mauricio Nash & Darcy Fuenzalida.

2004 Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates
by Vinicius Ratton Brandi & Beatriz Vaz de Melo Mendes

2004 The syndicated loan market
by Blaise Gadanecz

2004 Macroeconomic announcements and implied volatilities in swaption markets
by Fabio Fornari

2004 The price impact of rating announcements: evidence from the credit default swap market
by Marian Micu & Eli M Remolona & Philip D Wooldridge

2004 Sector Level Contagion in African Financial Markets
by Daryl Collins & Mark Abrahamson

2003 Diversified Portfolios in a Benchmark Framework
by Eckhard Platen

2003 Option pricing and hedging with minimum expected shortfall
by Benoit Pochard & Jean-Philippe Bouchaud

2003 Self-referential behaviour, overreaction and conventions in financial markets
by Matthieu Wyart & Jean-Philippe Bouchaud

2003 Comment on: "Two-phase behaviour of financial markets"
by Marc Potters & Jean-Philippe Bouchaud

2003 Multiple time scales in volatility and leverage correlation: A stochastic volatility model
by Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud

2003 Fluctuations and response in financial markets: the subtle nature of `random' price changes
by Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart

2003 Reforming the international financial architecture: What globalization critics demand and what policymakers have (not) achieved
by Nunnenkamp, Peter

2003 Modelos predictivos de redes neuronales en índices bursátiles
by Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis

2003 International trade, hedging and the demand for forward contracts
by Eisenschmidt, Jens & Wälde, Klaus

2003 Japan?s Financial Markets: The Lost Decade
by Reszat, Beate

2003 Investitionen in Collateralized Debt Obligations
by Heidorn, Thomas & König, Lars

2003 IPOs cycle and investment in high-tech industries
by Bouis, Romain

2003 Initial public offerings and venture capital in Germany
by Franzke, Stefanie A. & Grohs, Stefanie & Laux, Christian

2003 Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
by Mittnik, Stefan & Paolella, Marc S.

2003 Measuring the Discriminative Power of Rating Systems
by Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk

2003 Zur Makrostruktur von Finanzmärkten: Börsen als Finanzintermediäre im Wettbewerb
by Oehler, Andreas

2003 The valuation of earnings components by the capital markets. An international comparison
by Susana Callao Gastón & Beatriz Cuéllar Fernández & José Ignacio Jarne Jarne & José Antonio Laínez Gadea

2003 Impact of Uncertainty and Sunk Costs on Firm Survival and Industry Dynamics
by Vivek Ghosal

2003 The feasibility of an international tropical plywood futures contract
by Lamon Rutten

2003 Equity Returns and Inflation: The Puzzlingly Long Lags
by James R. Lothian & Cornelia H. McCarthy

2003 Stock Market Valuation In The United States
by Patrick BISCIARI & Alain DURRE & Alain NYSSENS

2003 Alternative Market Structures for Derivatives
by Sohnke M. Bartram & Frank R. Fehle

2003 About discrete hedging and option pricing
by Dmitry Yakovlev & Dmitry Zhabin

2003 Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media
by Thomas Schuster

2003 Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax
by Sohnke M. Bartram & Frank R. Fehle

2003 News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media
by Thomas Schuster

2003 A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange
by Cumhur Ekinci

2003 Long memory and the relation between implied and realized volatility
by Federico Bandi & Benoit Perron

2003 Parametric Estimation Of Diffusion Processes Sampled At First Exit Time
by Jaime A. Londoño

2003 A Reality Check on Hedge Funds Returns
by Posthuma, Nolke & Sluis, Pieter Jelle van der

2003 An Alternative Interest Rate Term Structure Model
by Eckhard Platen

2003 A Benchmark Framework for Risk Management
by Eckhard Platen

2003 Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models
by Eckhard Platen

2003 Fair Pricing of Weather Derivatives
by Eckhard Platen & Jason West

2003 Modeling the Volatility and Expected Value of a Diversified World Index
by Eckhard Platen

2003 Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling
by David Heath & Eckhard Platen

2003 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
by Joachim Grammig & Erik Theissen

2003 Insider trading, NASDAQ quotes, and market maker competition
by Gleason, Katherine I.

2003 Intangible capital in the pharmaceutical & chemical industry
by Gleason, Katherine I. & Klock, Mark S.

2003 Structural Changes in Volatility and Stock Market Development: Evidence for Spain
by Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia

2003 Economic Hedging Portfolios
by van den Goorbergh, R.W.J. & de Roon, F.A. & Werker, B.J.M.

2003 The Bank's Choice of Financing and the Correlation Structure of Loan Returns
by Ioannidou, V. & Pierides, Y.

2003 Giffen Goods and Market Making
by Giovanni Cespa

2003 Financial Development, Financing Choice and Economic Growth
by Keith Blackburn & Niloy Bose & Salvatore Capasso

2003 A Comparison of Stock Market Mechanism
by Giovanni Cespa

2003 Liquidity and Ambiguity: Banks or Asset Markets?
by Eichberger, Jürgen & Spanjers, Willem

2003 The transformation of finance in Europe:introduction and overview
by Peree, Eric & Riess, Armin

2003 Retail Superannuation Management in Australia: Risk, Cost and Alpha
by Michael E. Drew & Jon D. Stanford

2003 Testing for Longer Horizon Predictability of Return Volatility with an Application to the German
by Burkhard Raunig

2003 Geometric Return and Portfolio Analysis
by Brian McCulloch

2003 Asset Prices, Heterogeneous Expectations, and Limited Short Sales
by Cheolbeom Park

2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
by Clive G. Bowsher

2003 Expected Returns and Expected Dividend Growth
by Martin Lettau & Sydney Ludvigson

2003 Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives
by Takatoshi Ito & Kimie Harada

2003 The Equity Premium: Why is it a Puzzle?
by Rajnish Mehra

2003 Corporate Earnings Track the Competitive Benchmark
by Robert E. Hall

2003 Stock market valuation in the United States
by Patrick Bisciari & Alain Durré & Alain Nyssens

2003 Y a-t-il une théorie des marchés financiers ?
by Jean-Pierre Galavielle

2003 Interest Rate Term Structure in Latvia in the Monetary Policy Context
by Jelena Zubkova

2003 Concentración Accionarial Y Liquidez De Mercado: Un Analisis Con Ecuaciones Simultáneas
by Antonio Mínguez Vera & Juan Francisco Martín Ugedo

2003 Technology Upgrading with Learning Cost
by Ahn, Sanghoon

2003 Stock Recommendations in Swedish Printed Media: Leading or Misleading?
by Lidén, Erik R.

2003 Swedish Stock Recommendations: Information Content or Price Pressure?
by Lidén, Erik R.

2003 Strategic Behavior and Underpricing in Uniform Price Auctions
by Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist

2003 Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements
by Jean-David FERMANIAN & Olivier SCAILLET

2003 Nonparametric Estimation of Copulas for Time Series
by Jean-David FERMANIAN & Olivier SCAILLET

2003 Forecasting Value at Risk in Emerging Arab Stock Markets
by C. Guermat & K. Hadri & C. C. Kucukozmen

2003 Portfolio Return Characteristics of Different Industries
by Pouchkarev, I. & Spronk, J. & van Vliet, P.

2003 A comprehensive test of order choice theory: recent evidence from the NYSE
by Andrew Ellul & Craig W. Holden & Pankaj Jain & Robert Jennings

2003 Does anonymity matter in electronic limit order markets ?
by Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN

2003 Dollar Denominated Debt and Optimal Security Design
by John Geanakoplos & Felix Kubler

2003 Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment
by Martin Shubik & Eric Smith

2003 Structure, Clearinghouses and Symmetry
by Martin Shubik & Eric Smith

2003 International Trade, Hedging and the Demand for Forward Contracts
by Jens, EISENSCHMIDT & Klaus, WAELDE

2003 Does Anonymity Matter in Electronic Limit Order Markets?
by Foucault, Thierry & Moinas, Sophie & Theissen, Erik

2003 Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis
by Langer, Thomas & Weber, Martin

2003 Overconfidence and Trading Volume
by Glaser, Markus & Weber, Martin

2003 Financial Distress and Bank Restructuring of Small to Medium Size UK Companies
by Franks, Julian R & Sussman, Oren

2003 On the Trend Recognition and Forecasting Ability of Professional Traders
by Glaser, Markus & Langer, Thomas & Weber, Martin

2003 Dynastic Management
by Caselli, Francesco & Gennaioli, Nicola

2003 Exchange Rates, Equity Prices and Capital Flows
by Hau, Harald & Rey, Hélène

2003 Exchange Rate Dynamics, Learning and Misperception
by Gourinchas, Pierre-Olivier & Tornell, Aaron

2003 Judging Fund Managers by the Company They Keep
by Cohen, Randolph & Coval, Joshua & Pástor, Luboš

2003 Household Stockholding in Europe: Where Do We Stand, and Where Do We Go?
by Guiso, Luigi & Haliassos, Michalis & Jappelli, Tullio

2003 Multivariate GARCH models: a survey
by BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen

2003 Multivariate modelling of time series count data: an autoregressive conditional Poisson model
by HEINEN, Andreas & RENGIFO, Erick

2003 Aspectos teóricos y empíricos de la relación empresas bancos
by Alberto Jaramillo & Hermilson Velásquez & Javier Santiago Ortiz & Natalia Serna

2003 Economic Policy and Wage Differentials in Latin America
by Jere R. Behrman & Nancy Birdsall & Miguel Székely

2003 On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach)
by Rodolfo Apreda

2003 How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?
by Pesaran, H.M. & Timmermann, A.

2003 Demographic Change and the UK Savings Rate
by David Demery & Nigel Duck

2003 Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets
by Randi Naes & Johannes A. Skjeltorp

2003 Giffen Goods and Market Making
by Giovanni Cespa

2003 A comparison of stock market mechanisms
by Giovanni Cespa

2003 An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds
by Chris D'Souza & Charles Gaa & Jing Yang

2003 The Syndicated Loan Market: Developments in the North American Context
by Jim Armstrong

2003 An Index of Financial Stress for Canada
by Mark Illing & Ying Liu

2003 Monetary and Financial Thinking in Europe - Evidence from Four Decades of SUERF
by Jean-Paul Abraham

2003 The Theory of Financial Intermediation: An Essay On What It Does (Not) Explain
by Bert Scholtens & Dick van Wensveen

2003 Indifference pricing of insurance contracts in a product space model
by Thomas Møller

2003 Using copulae to bound the Value-at-Risk for functions of dependent risks
by Paul Embrechts & Andrea Höing & Alessandro Juri

2003 A monetary value for initial information in portfolio optimization
by Martin Schweizer & Dirk Becherer & Jürgen Amendinger

2003 Momentum and Turnover: Evidence from the German Stock Market
by Markus Glaser & Martin Weber

2003 Makroekonomické veličiny a ceny akcií
by Jan Kodera & Václava Pánková

2003 Informative value of firm capital structure
by Patrik Bauer & Vít Bubák

2003 A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test
by Anthony J. Seymour & Daniel A. Polakow

2003 JURISTIC VIEWPOINTS ON BAYC Al-C¡NAH IN MALAYSIA: A SURVEY
by Saiful Azhar Rosly & Azizi Che Semanb

2003 An Extended Model of Serial Covariance Bid-Ask Spreads
by Dar-Hsin Chen & Lloyd P. Blenman

2003 Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis
by Christos I. Giannikos & Hany Guirguis & Deniz Ozenbas

2003 Una valoración del sector vinícola riojano
by Gómez Bezares, Fernando & Larreina, Mikel

2003 Notations et écarts de rentabilité:le marché français avant l'euro
by Hervé Alexandre & Maxime Merli

2003 Term Structure of Interest Rates in the Presence of Levy Jumps: The HJM Approach
by Chenghu Ma

2003 Aplicación de la teoría del portafolio en el mercado accionario colombiano
by Luis Ángel Medina

2003 Tendenzen in der deutschen Industrie - Effekte veränderter Finanzierungsbedingungen und neuer IuK-Techniken
by Hans-Günther Vieweg

2003 The Capital Market as a Growth Engine
by Michael C. Jensen & John Kay & Harvey Pitt & Jürgen Stark

2003 A comparison of alternative spread décomposition models on Euronext Brussels
by Rudy De Winne & Christophe Majois

2003 Les Fonds alternatifs sont-ils réellement décorrelés des produits d'investissments classiques?
by Daniel Capocci & Romain Mahieu

2003 Lead lag relatîonships between short term options and the french stock index cac 40: the impact of time measurement
by Alexis Cellier

2003 Decentralized Portfolio Management
by Paulo Coutinho & Benjamin Miranda Tabak

2003 Performance Evaluation and Market Timing: the Skill Index
by Ney Roberto Ottoni de Brito

2002 Bubbles, crashes and intermittency in agent based market models
by Irene Giardina & Jean-Philippe Bouchaud

2002 Statistical models for company growth
by Matthieu Wyart & Jean-Philippe Bouchaud

2002 More statistical properties of order books and price impact
by Marc Potters & Jean-Philippe Bouchaud

2002 Statistical properties of stock order books: empirical results and models
by Jean-Philippe Bouchaud & Marc Mezard & Marc Potters

2002 Statistical analysis of the implied volatility derivative
by Paul Lynch & Nigel Allinson

2002 Probability distribution of returns in the Heston model with stochastic volatility
by A. Dragulescu & V. M. Yakovenko

2002 Floor versus Screen Trading: Evidence from the German Stock Market
by Erik Theissen

2002 Efficient hedging for a complete jump-diffusion model
by Kirch, Michael & Krutchenko, R. N. & Melnikov, Aleksandr V.

2002 Improving risk allocation through cat bonds
by Nell, Martin & Richter, Andreas

2002 Mixed normal conditional heteroskedasticity
by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.

2002 Internalisierung und Marktqualität: Was bringt Xetra Best?
by Theissen, Erik

2002 Evaluating Density Forecasts with an Application to Stock Market Returns
by Raunig, Burkhard & de Raaij, Gabriela

2002 Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption
by Giorgio Primiceri & Thijs van Rens

2002 Time-Changed Levy Processes and Option Pricing
by Peter Carr & Liuren Wu

2002 Contagion in Financial Markets
by David Backus & Silverio Foresi & Liuren Wu

2002 Optimization of Risk Exposure
by Alexei Gretchikha

2002 The Future of the Stock Market Channel In Egypt
by Maged Shawky Sourial

2002 A Benchmark Framework for Integrated Risk Management
by Eckhard Platen

2002 Benchmark Model with Intensity Based Jumps
by Eckhard Platen

2002 Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model
by David Heath & Eckhard Platen

2002 A Benchmark Approach to Filtering in Finance
by Eckhard Platen & Wolfgang Runggaldier

2002 A Discrete Time Benchmark Approach for Finance and Insurance
by Hans Buhlmann & Eckhard Platen

2002 How large is liquidity risk in an automated auction market?
by Pierre Giot & Joachim Grammig

2002 Inequality over the business cycle: Estimating income risk using micro-data on consumption
by Giorgio Primiceri & Thijs van Rens

2002 Giffen goods and market making
by Giovanni Cespa

2002 Equilibrium selection through incomplete information in coordination games: An experimental study
by Rosemarie Nagel & Antonio Cabrales & Roc Armenter

2002 Forecast Accuracy after Pretesting with an Application to the Stock Market
by Danilov, D.L. & Magnus, J.R.

2002 Operational Risk Management
by Jacques Pezier

2002 Market Timing and Selectivity: Evidence from Australian Equity Superannuation Funds
by Michael E. Drew & Madhu Veeraraghavan & Vanessa Wilson

2002 Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps
by Kyriakos Chourdakis

2002 The Analysis of Seasonal Return Anomalies in the Portuguese Stock Market
by Miguel Balbina & Nuno C. Martins

2002 The medieval origins of the 'Financial Revolution': usury, rentes, and negotiablity
by Munro, John H.

2002 Evaluating Density Forecasts with an Application to Stock Market Returns
by Gabriela de Raaij & Burkhard Raunig

2002 Speculative Behavior and Heterogeneous Expectations: Theory and Evidence
by Cheolbeom Park

2002 Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
by Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski

2002 Historical Perspectives on Financial Development and Economic Growth
by Peter L. Rousseau

2002 Spurious Regressions in Financial Economics?
by Wayne E. Ferson & Sergei Sarkissian & Timothy Simin

2002 Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
by Arik Ben Dor & Ravi Jagannathan

2002 On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach
by Michael W. Brandt & Qiang Kang

2002 Financial Market in Latvia
by Jelena Zubkova & Egils Kauzens & Ivars Tillers & Martins Prusis

2002 International Financial Liberalization and Industry Growth
by Vlachos, Jonas & Waldenström, Daniel

2002 International Financial Liberalization and Industry Growth
by Vlachos, Jonas & Waldenström, Daniel

2002 Investorbeskyttelse og virksomhedsovertagelser i Danmark
by Bennedsen, Morten & Nielsen, Kasper

2002 Bestyrelser i unoterede danske virksomheder
by Bennedsen, Morten & Nielsen, Kasper

2002 Svensk selskabsstyring under pres
by Bennedsen, Morten & Nielsen, Kasper

2002 Ensartet, proportional beskatning af real kapitalindkomst
by Blomgren-Hansen, Niels

2002 Skat, arbejdsudbud og omfordeling
by Blomgren-Hansen, Niels

2002 Must Trust Bust?
by Møllgaard, Peter

2002 Foundation ownership and financial performance. Do companies need owners?
by Thomsen, Steen & Rose, Caspar

2002 A Framework for Collateral Risk Control Determination
by Didier Cossin & Zhijiang Huang & Daniel Aunon-Nerin & Fer nando González

2002 Nonparametric Tests Dependence For Positive Quadrant
by Michel DENUIT & Olivier SCAILLET

2002 Testing for Concordance Ordering
by Ana C. CEBRIÁN & Michel DENUIT & Olivier SCAILLET

2002 Dividing the Pie
by Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W.

2002 A Broadband Vision of the DAX over Time
by Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J.

2002 Revisited multi-moment approximate option pricing models: a general comparison (Part 1)
by Emmanuel Jurczenko & Bertrand Maillet & Bogdan Negrea

2002 Skewness and kurtosis implied by option prices: a second comment
by Emmanuel Jurczenko & Bertrand Maillet & Bogdan Negrea

2002 How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks
by Bertrand Maillet & Thierry Michel

2002 Controlling price volatility through financial innovation
by Alessandro, CITANNA & SCHMEDDERS, Karl

2002 The Stock Market and Consumer Confidence: European Evidence
by W. Jos Jansen & Niek J. Nahuis

2002 Does the “New Economy” Change the Frontiers of the Large Corporation?
by Bruno AMABLE & Régis BRETON & Xavier RAGOT

2002 The Effects of the Euro on Financial Markets, Activity and Structure
by Werner Studener

2002 The Compatability of Capital COntrols and Financial Development: A Selective Survey and Empirical Evidence
by Menzie D. Chinn

2002 The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
by Hau, Harald

2002 Strategic Behaviour and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
by Keloharju, Matti & Nyborg, Kjell G & Rydqvist, Kristian

2002 Europe's 'New' Stock Markets
by Bottazzi, Laura & Da Rin, Marco

2002 Expected Returns and Expected Dividend Growth
by Lettau, Martin & Ludvigson, Sydney

2002 Entrepreneurial Incentives in Stock Market Economies
by Acharya, Viral V & Bisin, Alberto

2002 An Evaluation Framework for Alternative VaR Models
by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C

2002 Momentum and Turnover: Evidence from the German Stock Market
by Glaser, Markus & Weber, Martin

2002 Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo

2002 The Microstructure of Stock Markets
by Biais, Bruno & Glosten, Larry & Spatt, Chester S

2002 Factor Based Index Tracking
by Corielli, Francesco & Marcellino, Massimiliano

2002 What Do State-Owned Firms Maximize? Evidence from the Italian Banks
by Sapienza, Paola

2002 Macroeconomic Sources of FOREX Risk
by Smith, Peter N & Wickens, Michael R.

2002 On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach
by VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni

2002 Risk and intermediation in a dual financial market model
by BLOISE, Gaetano & REICHLIN, Pietro

2002 Sector bancario y coyuntura económica. El caso colombiano 1990-2000
by Alberto Jaramillo & Adriana Ángel Jiménez & Andrea Restrepo Ramírez & Ana Consuelo Serrano

2002 Las finanzas en la frontera del conocimiento
by Ana María Olaya

2002 Circuit Breakers and the Tail Index of Equity Returns
by John Galbraith & Serguei Zernov

2002 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
by Joachim Grammig & Erik Theissen

2002 Trader Anonymity, Price Formation and Liquidity
by Erik Theissen

2002 The Asian and European Banking Systems: The Case of Spain in the Quest for Develpoment and Stability
by Sonsoles Gallego & Alicia García Herrero & Jesús Saurina

2002 Latin American Financial Development in Perspective
by Alicia García Herrero & Javier Santillán & Sonsoles Gallego & Lucía Cuadro & Carlos Egea

2002 The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ
by Toni Gravelle

2002 Alternative Trading Systems: Does One Shoe Fit All?
by Nicolas Audet & Toni Gravelle & Jing Yang

2002 Valuation in infinite-horizon sequential markets with portfolio constraints
by Kevin X.D. Huang

2002 An analysis of a least squares regression method for American option pricing
by Philip Protter & Emmanuelle Clément & Damien Lamberton

2002 A model of financial market with several interacting assets. Complete market case
by Victoria Steblovskaya & Sergio Albeverio

2002 Comments on the life and mathematical legacy of Wolfgang Doeblin
by Marc Yor & Bernard Bru

2002 Stima del Value-at-Risk con il Filtro di Kalman
by Cristina Sommacampagna

2002 Titoli e attività bancaria: ponti e mura
by Tommaso Padoa-Schioppa

2002 Securities and banking: bridges and walls
by Tommaso Padoa-Schioppa

2002 Securities and banking: bridges and walls
by Tommaso Padoa-Schioppa

2002 A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets
by Mondher Bellalah & Marc Lavielle

2002 Avances recientes en métodos bootstrap para procesos ARCH. Una aplicación en el mercado español de valores
by JESÚS ÁNGEL MIGUEL ÁLVAREZ & PILAR OLAVE RUBIO

2002 Portfóliószemléletű hitelkockázat szimulációs meghatározása
by Janecskó, Balázs

2002 Measuring the Value Relevance of Stock Returns, Earnings, and Cash Flows Using the Gibbs Sampler
by Chung-Ki Min & Ho-Young Hwang & Young-Suk Yang

2002 Japan's Financial System: Its Perspective and the Authorities' Roles in Redesigning and Administering System
by Baba, Naohiko & Hisada, Takamasa

2002 The Effects Of Open Market Interest Rates On Malaysian Commercial Banks’ Interest Rate Spread: An Empirical Analysis
by Noor Azlan Ghazali and Khairul Anuar Mohd. Ali

2002 Financial Liberalization: Does It Pay to Join the Party?
by Arturo J. Galindo & Alejandro Micco & Guillermo Ordoñez

2002 Evolution of the Colombia peso, within the currency bands, nonlinearity analysis and stochastic modelling
by Alejandro Revéis

2001 A Minimal Financial Market Model
by Eckhard Platen

2001 Hedge your Monte Carlo
by Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic

2001 Microscopic models for long ranged volatility correlations
by Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard

2001 Profit opportunities, crash prediction and risk minimization in artificial and real-world markets
by Neil F. Johnson, David Lamper, Paul Jefferies, Michael Hart and Sam Howison

2001 Evolution, Efficiency and Noise Traders in a One-Sided Auction Market
by Guo Ying (Rosemary) Luo

2001 Is There More to Long Memory in Fixed-Income Excess Returns and Volatility than Structural Instability?
by Robert A. Connolly, Nuray G½ner, and Kenneth N. Hightower

2001 A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market
by Chakravarty, Sugato & Sarkar, Asani

2001 Empirical Assessment of an Intertemporal option Pricing Model with Latent variables
by Garcia, R. & Luger, R. & Renault, E.

2001 Asymmetric Smiles, Leverage Effects and Structural Parameters
by Garcia, R. & Luger, R. & Renault, E.

2001 Capital Flight, North-South Lending, and Stages of Economic Development
by Sakuragawa, M. & Hamada, K.

2001 The Impact of Uncertainty and Sunk Costs on Firm Dynamics and Industry Structure: Evidence from the U.S. Manufacturing Sector
by Ghosal, V.

2001 The Interdependence of Share Markets in the Developed Economies of East Asia
by Leong, S.C. & Felminham, B.

2001 Stock Options and Capital Structure
by Macminn, R.D. & Page, F.H.

2001 Innovation et marche financiers: l'impact des avancees therapeutiques sur les rentabilites boursieres des firmes
by Campart, S. & Pfister, E.

2001 Variable Selection for Portfolio Choice
by Ait-Sahalia, Y. & Brandt, M.W.

2001 Volatility Spillovers between Foreign Exchange and Emerging Stock Markets
by Assoé, K.

2001 Le Benchmarking Immobilier un outil de gestion de performant
by Bender, A. & Hoesli, M.

2001 The impact of the Internet on financial markets
by Economides, Nicholas

2001 Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation
by Hayo, Bernd & Kutan, Ali M.

2001 A benchmark model for financial markets
by Platen, Eckhard

2001 Investment Behaviour of German Equity Fund Managers - An Exploratory Analysis of Survey Data
by Arnswald, Torsten

2001 Trading Takes Time
by Liang Peng

2001 Defining Residual Risk-Sharing Opportunities: Pooling World Income Components
by Stefano Athanasoulis & Robert J. Shiller

2001 A Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors
by Alok Kumar & Ravi Dhar

2001 Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation
by Liang Peng

2001 The Significance of the Market Portfolio
by Robert J. Shiller & Stefano Athanasoulis

2001 Quantum Market Games
by E. W. Piotrowski & J. Sladkowski

2001 Bifurcation Routes in Financial Markets
by Author Miloslav

2001 Arbitrage in Continuous Complete Markets
by Eckhard Platen

2001 Benchmark Pricing of Credit Derivatives Under a Standard Market Model
by Mark Craddock & Eckhard Platen

2001 A Benchmark Model for Financial Markets
by Eckhard Platen

2001 New findings regarding return autocorrelation anomalies and the importance of non-trading periods
by Josep Garcia Blandón

2001 A comparison of stock market mechanisms
by Giovanni Cespa

2001 Matching and the Estimated Impact of Inter-listing (updated July 2003)
by Ryan J. Davies

2001 Fixing for your life
by Reinhart, Carmen & Calvo, Guillermo

2001 A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
by Michael W. Brandt & Francis X. Diebold

2001 Stock Returns and the Dispersion in Earnings Forecasts
by Cheolbeom Park

2001 Model Uncertainty and Liquidity
by Bryan R. Routledge & Stanley E. Zin

2001 The Psychophysiology of Real-Time Financial Risk Processing
by Andrew W. Lo & Dmitry V. Repin

2001 Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments
by Joshua Angrist & Alan B. Krueger

2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables
by GARCIA,René & LUGER, Richard & RENAULT, Éric

2001 Asymmetric Smiles, Leverage Effects and Structural Parameters
by GARCIA,René & LUGER, Richard & RENAULT, Éric

2001 Single Factor Stochastic Models With Seasonality Applied To Underlying Weather Derivatives Variables
by Enric Valor & Hipòlit Torró & Vicente Meneu

2001 Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español
by Ángel León & Antonio Rubia

2001 Liquidity as an Insurance Problem
by Felipe Zurita

2001 On the Limits to Speculation in Centralized versus Decentralized Market Regimes
by Felipe Zurita

2001 Winner's Curse in Discriminatory Price Auctions: Evidence from the Norwegian Treasury Bill Auctions
by Hoidal Bjonnes, Geir

2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios
by Graflund, Andreas

2001 Are the Nordic Stock Markets Mean Reverting?
by Graflund, Andreas

2001 Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998
by Graflund, Andreas

2001 Empirical Rationality in the Stock Market
by Raahauge, Peter

2001 Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?
by Munk, Claus & Sørensen, Carsten & Vinther, Tina Nygaard

2001 Assessing Market Risk for Hedge Funds Portfolios
by François-Serge LHABITANT

2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia

2001 Information sharing, liquidity and transaction costs in floor-based trading systems
by FOUCAULT, Thierry & LESCOURRET, Laurence

2001 Limit order book as a market for liquidity
by FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene

2001 The Equity Premium Consensus Forecast Revisited
by Ivo Welch

2001 Bubbles, Human Judgment, and Expert Opinion
by Robert J. Shiller

2001 Nonparametric Tests for Positive Quadrant Dependence
by DENUIT, Michel & SAILLET, Olivier

2001 Measuring and Modelling Variation in the Risk-Return Trade-off
by Lettau, Martin & Ludvigson, Sydney

2001 Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption
by Lettau, Martin & Ludvigson, Sydney

2001 The Euro and the International Financial System
by Portes, Richard

2001 Asset Market Linkages in Crisis Periods
by de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan

2001 Risk and Intermediation in a Dual Financial Market Model
by Bloise, Gaetano & Reichlin, Pietro

2001 Limit Order Book as a Market for Liquidity
by Foucault, Thierry & Kadan, Ohad & Kandel, Eugene

2001 Empirical Analysis of Limit Order Markets
by Hollifield, Burton & Miller, Robert & Sandås, Patrik

2001 Financial Development and the Sensitivity of Stock Markets to External Influences
by Dellas, Harris & Hess, Martin

2001 Modelling Scale-Consistent VaR with the Truncated Lévy Flight
by Lehnert, Thorsten & Wolff, Christian C

2001 Arbitrage with Inelastic Liquidity Demand and Financial Constraints
by Attari, Mukarram & Mello, Antonio S

2001 Calculating Betas
by Ignacio Vélez Pareja

2001 Calculating Betas (Cálculo De Betas. In Spanish)
by Ignacio Vélez Pareja

2001 Empresa y coyuntura económica. Análisis de entidades bancarias
by Alberto Jaramillo & Adriana Ángel Jíménez

2001 Detecting Mutiple Breaks in Financial Market Volatility Dynamics
by Elena Andreou & Eric Ghysels

2001 Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
by John Galbraith & Serguei Zernov & Victoria Zinde-Walsh

2001 Testing and Comparing Value-at-Risk Measures
by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue

2001 Arbitraging mispriced assets with separation portfolios to lessen total risk
by Rodolfo Apreda

2001 FJP: Entre los aportantes y la inversión real
by Ricardo Schefer

2001 Price Discovery in Floor and Screen Trading Systems
by Erik Theissen

2001 Clustering of Trading Activity in the DAX Index Options Market
by Alexander K. Koch & Zdravetz Lazarov

2001 Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis
by Rockinger, M. & Jondeau, E.

2001 Correlation Analysis of Financial Contagion: What One Should Know before Running a Test
by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia

2001 A Primer on Financial Contagion
by Marcello Pericoli & Massimo Sbracia

2001 The Future Prospects for National Financial Markets and Trading Centres
by Gaa, Charles & Stephen Lumpkin & Robert Ogrodnik & Peter Thurlow

2001 Contractual restrictions on insider trading: a welfare analysis
by Antonio E. Bernardo

2001 Risk-minimizing hedging strategies for insurance payment processes
by Thomas Møller

2001 Fractional Brownian motion, random walks and binary market models
by Tommi Sottinen

2001 The numeraire portfolio for unbounded semimartingales
by Dirk Becherer

2001 Analytical value-at-risk with jumps and credit risk
by Jun Pan & Darrell Duffie

2001 Bachelier and his times: A conversation with Bernard Bru
by Murad S. Taqqu

2001 Apparent scaling
by Ole E. Barndorff-Nielsen & Karsten Prause

2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
by Asmara Jamaleh

2001 Financial Collaborative Trading Networks
by Shojai, Shahin

2001 Collateralized Debt as the Optimal Contract
by Jeffrey Lacker

2001 Acciones Tecnológicas: ¿Un Episodio De Burbujas Especulativas En El Mercado?
by FERNANDO DÍAZ & RODRIGO SÁNCHEZ

2001 Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
by Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk

2001 The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market
by Tim Brailsford & Jack H.W. Penm & R. Deane Terrell

2001 The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper
by Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori

2001 Development Of Mudarabah Instruments: Understanding Their Profitability, Securitization And Negotiability Aspects
by Muhammad Anwar

2001 Viable Costs and Equilibrium Prices in Frictional Securities Markets
by Zhiwu Chen

2001 Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets
by Domenico Cuoco & Hua He

2001 Crédito, liberalización financiera e inversión en el sector manufacturero colombiano
by María Angélica Arbeláez Restrepo & Juan José Echavarría

2001 Braucht der Neue Markt eine neue Regulierung?
by Bernd Rudolph & Bernhard Duijm

2001 La banca y el desarrollo
by Juan Antonio Morales Anaya

2001 Struggling to Understand the Stock Market
by Robert E. Hall

2001-02 Estructura de la bolsa española e introducción del mercado de activos derivados sobre el IBEX-35
by Farinós Viñas, José Emilio & Fernández Blanco, Matilde

2000 Path dependent option pricing: the path integral partial averaging method
by Andrew Matacz

2000 Hedging large risks reduces the transaction costs
by Farhat Selmi & Jean-Philippe Bouchaud

2000 Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
by Marc Potters & Jean-Philippe Bouchaud & Dragan Sestovic

2000 Option pricing and hedging with temporal correlations
by Lorenzo Cornalba & Jean-Philippe Bouchaud & Marc Potters

2000 Wealth condensation in a simple model of economy
by Jean-Philippe Bouchaud & Marc Mezard

2000 Population dynamics in a random environment
by Irene Giardina & Jean-Philippe Bouchaud & Marc Mezard

2000 Power-laws in economics and finance: some ideas from physics
by Jean-Philippe Bouchaud

2000 Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets
by Chakravarty, Sugato & Sarkar, Asani

2000 Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics
by Barndorff-Nielsen, O.E. & Shepard, N.

2000 Letent Variable Models for Stochastic Discount Factors
by Garcia, R. & Renault, E.

2000 A Swedish Real Estate Stock Market Index, 1939-1998
by Graflund, Andreas

2000 Option Pricing with Scheduled and Unscheduled News Flows
by Perignon, C.

2000 Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden
by Berg, L.

2000 Towards the 'Cult of the Equity'? Insurance Compamies and the Interwar Capital Market
by Scott, P.

2000 Australia, Canada and the Internaitonal Economy in the Era of Post-War Reconstruction
by Rooth, T.

2000 The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium
by Katz, B.G. & Owen, J.

2000 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
by Walhin, J.F. & Paris, J.

2000 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
by Walhin, J.F. & Paris, J.

2000 Sheep in Wolves' Clothing? Speculators and Price Volatility in Petroleum Markets
by Weiner, R.J.

2000 Style Investing
by Barberis, N. & Shleifer, A.

2000 Infrastructures financieres et developpement: chocs et mutations
by Gerardin, H. & Guigou, J.-D. & Ory, J.-N.

2000 Option Pricing with Scheduled and Unscheduled News Flows
by Perignon, C.

2000 Fonds de placement immobiliers et societes anonymes d'investissement immobilier Analyse comparative et conditions de developpement
by Bender, A. & Hoesli, M. & Gaud, P.

2000 Les fonds de placement: definitions et mesures de la performance des fonds de placement sur le marche suisse
by Zancanella, S.

2000 Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK
by Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B.

2000 Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth
by Adenikinju, A.F. & Oyeranti, O.A.

2000 Le modele de choix de portefeuille des menages de FOE
by Augory, C. & Boutillier, M. & Sejourne, B.

2000 Imperfect Competition on Stock Markets: the Impact of Options at the Exercise Date
by Boyer, C. & Demange, G.

2000 Börsenlandschaft im Umbruch
by Rigmar Osterkamp

2000 Risk premia and financial modelling without measure transformation
by Platen, Eckhard

2000 A minimal financial market model
by Platen, Eckhard

2000 Quantifying the value of initial investment information
by Amendinger, Jürgen & Becherer, Dirk & Schweizer, Martin

2000 Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I
by Schlag, Christian & Wodrich, Anja

2000 Sovereign credit ratings and their impact on recent financial crises
by Kräussl, Roman

2000 Emerging Financial Markets and Early U.S. Growth
by Peter L. Rousseau & Richard Sylla

2000 Risk Premia and Financial Modelling Without Measure Transformation
by Eckhard Platen

2000 Short-term investment and equilibrium multiplicity
by Giovanni Cespa

2000 The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic financial Market
by Matos, Joao Amaro de & Rosario, Joao Sobral do

2000 Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies
by Liang Zou

2000 Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration
by Winfried G. Hallerbach

2000 The Efficient Market Hypothesis: A Survey
by Meredith Beechey & David Gruen & James Vickery

2000 Option Pricing under Discrete Shifts in Stock Returns
by Kyriakos Chourdakis & Elias Tzavalis

2000 Registered trader participation during the Toronto Stock Exchange's pre-opening session
by Ryan Davies

2000 The Day of the Week Effect in the Pakistani Equity Market: An Investigation
by Husain, Fazal

2000 Volatility and the Euro: an Irish perspective
by Cotter, John

2000 The long-run behavior of the S&P Composite Price Index and its risk premium
by Cohen, Ruben D

2000 Finance and Growth: Some Theoretical Considerations and a Review of the Empirical Literature
by Kotaro Tsuru

2000 A New Approach to Measuring Financial Contagion
by Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz

2000 The Equity Premium and Structural Breaks
by Lubos Pastor & Robert F. Stambaugh

2000 Cephalon, Inc. Taking Risk Management Theory Seriously
by George Chacko & Peter Tufano & Geoffrey Verter

2000 Selling Company Shares to Reluctant Employees: France Telecom's Experience
by Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano

2000 Evaluating the Specification Errors of Asset Pricing Models
by Robert J. Hodrick & Xiaoyan Zhang

2000 Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu

2000 Latent Variable Models for Stochastic Discount Factors
by GARCIA, René & RENAULT, Éric

2000 Implicit Bayesian Inference Using Option Prices
by Martin, G.M. & Forbes, C.S. & Martin, V.L.

2000 La finanza informale nelle economie in via di sviluppo
by Arnaldo Mauri

2000 A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
by Graflund, Andreas

2000 On The Relationship Between The Danish Stock And Bond Market In The Medium And Long Term
by Olesen, Jan Overgaard & Risager, Ole

2000 Exchange rates and trade: How important is hysteresis in trade?
by Campa, Jose M.

2000 Proportional transaction costs on asset trades : a note on existence by homotopy methods
by CITANNA, Alessandro

2000 Entropy densities
by ROCKINGER, Michael & JONDEAU, Eric

2000 On the term structure of default premia in the Swap and Libor markets
by SOLNIK, Bruno & COLLIN-DUFRESNE, Pierre

2000 Trader Anonymity, Price Formation and Liquidity
by THIESSEN, Eric

2000 Rating and Spread:The French Market before Euro
by Hervé Alexandre & Maxime Merli

2000 Did the EMS Reduce the Cost of Capital?
by Sentana, Enrique

2000 Household Portfolios in Italy
by Guiso, Luigi & Jappelli, Tullio

2000 Intraday value-at-risk
by GIOT, Pierre

2000 Constrained suboptimality and financial innovation in GEI with a single commodity
by TIRELLI, Mario

2000 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
by Elena Andreou & Eric Ghysels

2000 The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors
by Eric Ghysels & Junghoon Seon

2000 Factor Mobility and Fiscal Policy in the EU: Policy Issues and Analytical Approaches
by David E. Wildasin

2000 Is There Competition For Foreign Direct Investment?
by Joel Bergsman

2000 The Macroeconomic Consequences Of Investment Liberalization For Developing Countries
by Stephen Guisinger

2000 Short Term Capital Inflows And Long Term External Equilibrium
by Andras Uthoff

2000 Addressing The Bad Debt Problem In The Slovak Economy
by Michael Marrese

2000 Systemic Risk: An Overview With Applications To Transitional Economies
by Philip F. Bartholomew & Gary Whalen

2000 Bridging The Gap Between Regulated Financial Institutions And Low-Income Borrowers
by Eric Weaver

2000 Linkages Between Rural Financial Markets, Poverty Alleviation And Conservation Of Soils And Forests: The Case Of Madagascar
by Manfred Zeller & Cécile Lapenu & Bart Minten & Eliane Ralison & Désiré Randrianaivo & Jean-Claude Randrianarisoa

2000 Microfinance: An Emerging Market Within The Emerging Markets
by Marguerite S. Berger

2000 The Emerging Peruvian Capital Market
by José Luque

2000 Pension Reform In Chile
by Andras Uthoff

2000 Financial Markets And Economic Development
by Larry Sawers & David Nickerson & Daniel Schydlowsky

2000 Basic Bond Analysis
by Joanna Place

2000 Large time and small noise asymptotic results for mean reverting diffusion processes with applications
by Jeffrey Callen & Lin Xu & Suresh Govindaraj

2000 Asset price bubbles in Arrow-Debreu and sequential equilibrium
by Kevin X.D. Huang & Jan Werner

2000 A martingale characterization of equilibrium asset price processes
by A. Lazrak & J.P. DÊcamps

2000 Implied savings accounts are unique
by Martin Schweizer & Christophe Stricker & Frank DÃberlein

2000 Modelling of stock price changes: A real analysis approach
by Rimas Norvaisa

2000 Introduction to a theory of value coherent with the no-arbitrage principle
by Marco Frittelli

2000 Efficient hedging: Cost versus shortfall risk
by Hans FÃllmer & Peter Leukert

2000 An Integrated Risk Management Method: VaR Approach
by Hailiang Yang

2000 The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs
by Richard Chung & Lawrence Kryzanowski & Ian Rakita

2000 Gyöngyvirágtól lombhullásig. Az orosz tőzsde tündöklése és bukása
by Réthi, Sándor

2000 Macroeconomic and Financial Aspects of Euro-Area Development
by Michal Mejstøík

2000 Central and Eastern Europe Seeks Strategic Partner
by Kateøina Kašová

2000 The Capital Asset Pricing Model: A Review Of The Issues
by Harissis, H.

2000 Evolution of Transitory Volatility over the Week
by Charles Cao & Hyuk Choe

2000 El gran apretón crediticio en Colombia: una interpretación
by Alberto Carrasquilla & Arturo Galindo A. & Diego Mauricio Vásquez

2000 The report of the International Financial Institution Advisory Commission : comments on the critics ; reform of the international architecture
by Allan Meltzer

2000 Realistic and romantic reforms of the international financial system : reform of the international architecture
by Barry Eichengreen

2000 The Financial Stability Forum ; reform of the international architecture
by Svein Andresen

20-14 New Finance for Italian Firms.Issues of Mini-Bonds and SME Entering the Stock Exchange are the Most Promising Novelties
by Ciro Rapacciuolo

1999 On the Log-Return Distribution of Index Benchmarked Share Prices
by Eckhard Platen

1999 A Minimal Share Market Model with Stochastic Volatility
by Eckhard Platen

1999 Eeast Asia Through a Glass Darkly: Disparate Lenses on the Road to Damascus
by Dean, J.W.

1999 Estimating Correlated Diffusions
by Jones, R.A.

1999 Random matrix theory and financial correlations
by Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters

1999 Random matrix theory
by Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters

1999 An empirical investigation of the forward interest rate term structure
by Andrew Matacz & Jean-Philippe Bouchaud

1999 Explaining the forward interest rate term structure
by Andrew Matacz & Jean-Philippe Bouchaud

1999 Assessment of Corporate Sector Value and Vulnerability: Links to Exchange Rtae and Financial Crises
by Gray, D.F.

1999 Promary Securities Markets. Cross Country Findings
by Aylward, A. & Glen, J.

1999 Currency Hedging for International Stock Portfolios: a General Approach
by de Roon, F.A. & Nijman, T.E. & Werker, B.J.M.

1999 The Choice of Acquiring Medical Information on Life Insurance Markets
by Sulganik, E. & Zilcha, I.

1999 Excessive FDI Flows under Asymmetric Information
by Razin, A. & Sadka, E. & Yuen, C.-W.

1999 The Application of Operations Research Techniques to Financial Markets
by Board, J. & Sutcliffe, C. & Ziemba, W.

1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH
by Wei, J.Z. & Duan, J.C.

1999 Pricing Foreign Currency and Cross-Currency Options Under GARCH
by Wei, J.Z. & Duan, J.C.

1999 Empirical Tests of an Option Price Inversion Approach
by McIntyre, M.

1999 Empirical Tests of an Option Price Inversion Approach
by McIntyre, M.

1999 Marriage, Assets, and Savings
by Lupton, J. & Smith, J.P.

1999 Marriage, Assets, and Savings
by Lupton, J. & Smith, J.P.

1999 Microstates and Offshore Finance: the Political Economy of Vulnerability
by Hampton, M.P.

1999 Mutual Fund Returns and Market Microstructure
by Carthart, M.M. & Kaniel, R. & Musto, D.K. & Reed, A.

1999 The High Volume Return Premium
by Gervais, S. & Kaniel, R. & Mingelgrin, D.

1999 Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40
by Capelle-Blancard, G. & Jurczenko, E.

1999 Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40
by Capelle-Blancard, G. & Jurczenko, E.

1999 The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach
by Aspandilarov, S. & Bottazzi, J.-M.

1999 The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach
by Aspandilarov, S. & Bottazzi, J.-M.

1999 General Equilibrium of FDinancial Markets: An Introduction
by Florenzano, M.

1999 General Equilibrium of FDinancial Markets: An Introduction
by Florenzano, M.

1999 On the Different Notions of Arbitrage and Existence of Equilibrium
by Dana, R.-A. & Le Van, C. & Magnien, F.

1999 On the Different Notions of Arbitrage and Existence of Equilibrium
by Dana, R.-A. & Le Van, C. & Magnien, F.

1999 Infinite-Horizon Optimal Hedging Under Cone Constraints
by Huang, K.X.

1999 Is It True that Insurers Benefit from a Catastrophic Event? Market Reactions to the 1995 Hanshin-Awaji Earthquake
by Yamori, N. & Kobayashi, T.

1999 A Multicriterion System for Credit Risk Rating
by Khalil, J. & Martel, J.-M. & Jutras, P.

1999 Institutions for the Selection of Entrepreneurs: Implications for Economic Growth and Financial Crises
by Pelikan, P.

1999 Demand Curves for Stocks do Slope Down: New Evidence from an Index Weights Adjustment
by Kaul, A. & Mehrotra, V. & Morck, R.

1999 The Profits to Insider Trading: a Performance-Evaluation Perspective
by Jeng, L.A. & Metrick, A. & Zeckhauser, R.

1999 Mesures et gestion du risque. Le taux d'interet au budget communal. Application a un panel de 859 villes francaises
by Michel, L.

1999 Le comportement des places financieres asiatiques avant et apres la "Crise": cointegration, contagion et globalisation des marches
by Ory, J.-N.

1999 Financial Capital Mobility and the Origins of Stock Markets
by Verdier, D.

1999 Financial Capital Mobility and the Origins of Stock Markets
by Verdier, D.

1999 On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective
by Isakov, D. & Perignon, C.

1999 Vers une prime de risque unique?
by Bancel, F. & Ceddaha, F.

1999 Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX
by Jones, C.M. & Lipson, M.L.

1999 Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX
by Jones, C.M. & Lipson, M.L.

1999 Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar
by Huberman, G. & Regev, T.

1999 Speculating on a Cure of Cander: A Non-Event that Made Stock Prices Soar
by Huberman, G. & Regev, T.

1999 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default
by Chang, G. & Sundaresan, S.M.

1999 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default
by Chang, G. & Sundaresan, S.M.

1999 Sixteenths: Direct Evidence on Institutional Execution Costs
by Jones, C.M. & Lipson, M.L.

1999 Sixteenths: Direct Evidence on Institutional Execution Costs
by Jones, C.M. & Lipson, M.L.

1999 Execution Costs of Institutional Equity Orders
by Jones, C.M. & Lipson, M.L.

1999 Execution Costs of Institutional Equity Orders
by Jones, C.M. & Lipson, M.L.

1999 Coexistence de structures d'echange differenciees: justifications theoriques et applications au marche des changes
by Laurent, P. & Teiletche, J.

1999 Effet de levier, risque, rendement des actions et cours boursiers
by Artus, P.

1999 Does Market Transparency Matter? A Case Study
by Vacca, V. & Scalia, A.

1999 Does Market Transparency Matter? A Case Study
by Vacca, V. & Scalia, A.

1999 The Investment Policy and the Pricing of Equity in a Levered Firm: a Re-examination of the contingent claims Valuation Approach
by CHESNEY, Marc & GIBSON-ASNER, Rajna

1999 Simultaneous Home Bias and Cross-Holding of Assets Under Information Asimmetry
by Gokkent , Giyas

1999 The Permissibility And Potential Of Developing Islamic Derivatives As Financial Instruments
by Mohammad Hashim Kamali

1999 A guided tour through quadratic hedging approaches
by Schweizer, Martin

1999 Efficient hedging: Cost versus shortfall risk
by Föllmer, Hans & Leukert, Peter

1999 The evolution of global standards of accounting
by Gebhardt, Günther

1999 Die Betreuer am Neuen Markt: eine empirische Analyse
by Gerke, Wolfgang & Bosch, Robert

1999 Do Call Prices and the Underlying Stock Always Move in the Same Direction?
by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen

1999 Optimal bail out policy, conditionality and constructive ambiguity
by Xavier Freixas

1999 The book-to-market and size effects in a general asset pricing model: evidence from seven national markets
by Maroney, Neal C. & Protopapadakis, Aris A.

1999 Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems
by Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P.

1999 Decomposing Portfolio Value-at-Risk: A General Analysis
by Winfried G. Hallerbach

1999 The IT Revolution and the Stock Market
by Greenwood, J. & Jovanovic, B.

1999 Marriage, Assets, and Savings
by Joseph Lupton & James P. Smith

1999 Efficiency in a Thinly Traded Market: The Case of Pakistan
by Husain, Fazal & Forbes, Kevin

1999 Stock Returns Volatility in an Emerging Market: The Pakistani Evidence
by Husain, Fazal & UPPAL, Jamshed

1999 The North American natural gas liquids markets are chaotic
by Serletis, Apostolos & Gogas, Periklis

1999 Emerging Financial Markets and Early U.S. Growth
by Peter L. Rousseau & Richard Sylla

1999 The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model
by LINTON, Olivier & PERRON, Benoît

1999 - Evaluation Of The Fixing Trading System In The Spanish Market
by David Abad & Antonio Rubia

1999 Exchange Rate Exposure, Foreign Involvement and Currency Hedging of Firms - Some Swedish Evidence
by Nydahl, Stefan

1999 Institutions for the Selection of Entrepreneurs: Implications for Economic Growth and Financial Crises
by Pelikan, Pavel

1999 Efficient estimation of price adjustment coefficients
by Lyhagen, Johan

1999 Markedsmagt
by Møllgaard, H, Peter

1999 Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse
by Foort HAMELINK

1999 Floor versus Screen Trading : Evidence from the German Stock Market
by THEISSEN, Erik

1999 Financial Innovation and Price Volatility
by Alessandro, CITANNA

1999 Integration versus segmentation in a dealer market
by Manzano, Carolina

1999 Systemic Risk, Interbank Relations and Liquidity Provision by the Central Bank
by Freixas, Xavier & Parigi, Bruno & Rochet, Jean-Charles

1999 Information and Geography: Evidence from the German Stock Market
by Hau, Harald

1999 Risk Sharing and Industrial Specialization: Regional and International Evidence
by Sørensen, Bent E & Yosha, Oved

1999 Imperfect Market Monitoring and SOES Trading
by Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik

1999 Optimal Bail-Out, Conditionality and Creative Ambiguity
by Freixas, Xavier

1999 Consumption, Aggregate Wealth and Expected Stock Returns
by Lettau, Martin & Ludvigson, Sydney

1999 Competition for Listings
by Foucault, Thierry & Parlour, Christine A

1999 The stochastic conditional duration model: a latent factor model for the analysis of financial durations
by BAUWENS, Luc & VEREDAS, David

1999 Corporate governance structures, control and performance in European markets: a tale of two systems
by CRAMA, Yves & LERUTH, Luc & RENNEBOOG, Luc & URBAIN, Jean-Pierre

1999 Valuuttakauppojen selvitysriskit ja niiden hallinta
by Herrala, Risto & Nieminen, Risto

1999 Has Financial Market Integration Increased during the Nineties?
by Juan Ayuso & Roberto Blanco

1999 Estimating One-Factor Models of Short-Term Interest Rates
by Mc Manus, Des & Watt, David

1999 Australia's experience with the variable deposit requirement
by Australian Treasury

1999 Welfare-improving financial innovation with a single good
by Ronel Elul

1999 Quantile hedging
by Hans FÃllmer & Peter Leukert

1999 Stock market prices and long-range dependence
by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger

1999 Gambling Banks and Firm Financing in Transition Economies
by Ranko Jelic & Richard Briston & Chris Mallin

1999 Financial Market Globalization: Present and Future
by Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori

1999 Análisis Coyuntural. I. Situación del sector financiero. II. El futuro del sector petrolero
by Fedesarrollo

1999 The Information-Technology Revolution and the Stock Market
by Boyan Jovanovic & Jeremy Greenwood

1999 In Defense of Inequality
by Finis Welch

1998 Combining Bond Rating Forecasts Using Logit
by Kamstra, M. & Kennedy, P. & Suan, T.-K.

1998 Rational decisions, random matrices and spin glasses
by Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters

1998 Noise dressing of financial correlation matrices
by Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters

1998 Strings Attached
by Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters

1998 Taming large events: portfolio selection for strongly fluctuating assets
by Jean-Philippe Bouchaud & Didier Sornette & Christian Walter & Jean-Pierre Aguilar

1998 Elements for a theory of financial risks
by Jean-Philippe Bouchaud

1998 Back to basics: historical option pricing revisited
by Jean-Philippe Bouchaud & Marc Potters

1998 A Langevin approach to stock market fluctuations and crashes
by Jean-Philippe Bouchaud & Rama Cont

1998 Non-Speculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality Vs. Actual Irrationality
by Lei, V. & Noussair, C. & Plott, C.R.

1998 Bubbles and Anti-Crashes in Laboratory Asset Markets with Constant Fundamental Values
by Noussair, C. & Robin, S. & Ruffieux, B.

1998 Costs and Benefits of Incorporating Asset Markets into CGE Models: Evidence and Design Issues
by Adam, C.S. & Bevan, D.L.

1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
by Garcia, R. & Renault, E.

1998 Financing Competitive Asset Bids When Information is Asymmetric: The Role of Collateral as a Signal
by Hyde, C. & Vercammen, J.

1998 Stock Returns and Inflation
by Crosby, M.

1998 Structural Changes of the Financial System and Corporate Governance in Japan
by Kenji Kojima

1998 The Organization of Financial Exchange Markets: Theory and Evidence
by Pirrong, S.C.

1998 The Cost of Capital in International Financial Markets: Local Versus Global Beta
by Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A.

1998 The Cost of Capital in International Financial Markets: Local Versus Global Beta
by Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A.

1998 VaR-x: Fat Tails in Financial Risk Management
by Huisman, R. & Koedijik, K.G. & Pownall, R.A.J.

1998 VaR-x: Fat Tails in Financial Risk Management
by Huisman, R. & Koedijik, K.G. & Pownall, R.A.J.

1998 Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data
by Booth, L.

1998 Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data
by Booth, L.

1998 The Cost-Effectiveness of 1930s British Regional Policy
by Scott, P.

1998 Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998
by Andrade, P. & Bruneau, C.

1998 The Cost of Institutional Equity Trades
by Keim, D.B. & Madhavan, A.

1998 The Equity Premium and Structural Breaks
by Pastor, L. & Stambaugh, R.F.

1998 A Theory of Dividends Based on Tax Clienteles
by Allen, F. & Bernardo, A. & Welch, I.

1998 Pessimisme et absence d'echange sur les marches financiers
by Tallon, J.-M.

1998 A Multi-Country of Power ARCH Models and National Stock Market Returns
by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.

1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market
by Trzpiot, G.

1998 Analysis of Financial Risks in a GARCH Framework
by Ahlstedt, M.

1998 Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais?
by Hubler, J. & Schmidt, G.

1998 Deux modeles d'equilibre de marche: le portefeuille de Markowitz et le CAPM
by Paquay, P.

1998 Equations Fonctionnelles et mathematiques financieres
by Bair, J.

1998 Calcul exact de rentes viageres fractionnees et indexees sur plusieurs tetes avec reversibilite. Application a la vente par rente viagere
by Justens, D. & Schyns, M. & Zandona, S.

1998 Analysts' Interpretation and Investors' Valuation of Tax Carryforwards
by Amir, E. & Sougiannis, T.

1998 Managed Commodity Funds
by Edwards, F.R. & Liew, J.

1998 The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns
by Harris, R.D.F. & Sanchez-Valle, R.

1998 Early News Is Good News. The Effects of Market Opening on Market Volatility
by Gallo, G.M. & Pacini, B.

1998 The Good News and the Bad News about Long-run Stock Market Returns
by Robertson, Donald & Wright, Stephen

1998 Too much of a good thing: the macroeconomic effects of taxing capital inflows Book Title:Managing Capital Flows and Exchange Rates
by Carmen Reinhart

1998 Tamanho, dimensão e concentração do sistema bancário no contexto de alta e baixa inflação no Brasil
by Luiz Fernando Rodrigues de Paula

1998 Financial liberalisation, stockmarkets and economic development
by Ajit Singh

1998 Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model
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1998 Volatility and Volatility Spill-overs in Emerging Markets: The case of the African Stock Markets
by Joe Appiah-Kusi & Gioia M Pescetto

1998 The Impact of Regulatory Change and Market Shocks on the Weak-Form Efficiency of the Kuwait Stock Exchange
by Sadeq Abdelrahim & Phil Holmes

1998 Local risk-minimization under transaction costs
by Lamberton, Damien & Pham, Huyên & Schweizer, Martin

1998 Quantile hedging
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1998 A minimality property of the minimal martingale measure
by Schweizer, Martin

1998 Pricing and Hedging Long-Term Options
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1998 A New Bayesian Model of Market Microstructure=20 Behaviour Applied to the Market in Irish Government=20 Securities; Identification Happens!
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1998 Electrodynamical model of quasi-efficient financial market
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1998 Systemic risk, interbank relations and liquidity provision by the Central Bank
by Xavier Freixas & Bruno Parigi & Jean Charles Rochet

1998 Systematic Risk Characteristics of Corporate Equity
by Geoffrey Shuetrim

1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
by GARCIA, René & RENAULT, Éric

1998 Macroeconomic perspectives on the Danish economy
by Andersen, Torben M. & Hougaard Jensen, Svend E. & Risager, Ole

1998 Understanding increasing returns to scale and economic geography
by Urban, Dieter M.

1998 Neoclassical growth, manufacturing agglomeration, and terms of trade
by Urban, Dieter M.

1998 The public discount rate and the uncertain budgetary flows
by Ahsan, Syed M. & Tsigaris, Panagiotis

1998 A simple model of commodity taxation and cross-border shopping
by Nielsen, Søren Bo

1998 Konjunkturanalyse for Bornholm, 1987-1996. Kapitel 1
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1998 Incomplete contracts and the use of options to prevent hold-up in investments under uncertainty
by Sørensen, Morten

1998 Temporary partnerships as an information transmission mechanism
by Møllgaard, H. Peter & Overgaard, Per Baltzer

1998 Prisdiskrimination og effektiv samfundsmæssig ressourceanvendelse
by Blomgren-Hansen, Niels

1998 Optimal policy in OG models
by Ghiglino, Christian & Tvede, Mich

1998 Random walk or mean reversion
by Risager, Ole

1998 Dynamic optimization in discrete time
by Kleis Frederiksen, Niels

1998 A note on interpreting consumption tax incidence in OLG models
by Kleis Frederiksen, Niels

1998 The economics of union cartelization
by Blomgren-Hansen, Niels

1998 The economic effects of restrictions on government budget deficits
by Ghiglino, Christian & Shell, Karl

1998 Bosch-Siemens' investment in Slovenia
by Møllgaard, H, Peter & Schröder, Philipp

1998 Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach
by Takis Venetoklis

1998 The Profitability of Block Trades in Auction and Dealer Markets
by Andy Snell & Ian Tonks

1998 Equity Trading Systems in Europe - A survey of recent changes
by FOUCAULT, Thierry & DEMARCHI, Marianne

1998 Bid-Ask Price Competition with Asymmetric Information between Market Makers
by Calcagno, Riccardo & Lovo, Stefano M.

1998 Dispersion and Volatility in Stock Returns: An Empirical Investigation
by Campbell, John Y & Kim, Sangjoon & Lettau, Martin

1998 Asymmetric ACD models: introducing price information in ACD models with a two state transition model
by BAUWENS, Luc & GIOT, Pierre

1998 Heterogeneous probabilities in complete asset markets
by CALVET, Laurent & GRANDMONT, Jean-Michel & LEMAIRE, Isabelle

1998 Bid-ask price competition with asymmetric information between market makers
by CALCAGNO, Riccardo & LOVO, Stefano M.

1998 Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening
by Charles Cao & Eric Ghysels & Frank Hatheway

1998 On the Nature of Dependence in the Volatility of US Stock Returns
by Michelle L. Barnes

1998 Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries
by Michelle L. Barnes

1998 Inferring Market Expectations Using Currency Option Price And Volume Data
by Zhaohui Chen & Charles A. E. Goodhart

1998 Options On Exchange Rates In Target Zones
by José Manuel Campa & P. H. Kevin Chang

1998 The Erm Realignment Probabilities: Estimates Using Option Prices
by Allan M. Malz

1998 Option Prices And The Probability Distribution Of Exchange Rates
by Allan M. Malz

1998 Options And The Currency Risk Premium
by Richard K. Lyons

1998 Learning From The Term Structure Of Implied Volatility In Foreign Exchange Options
by José Manuel Campa & P. H. Kevin Chang

1998 The Implied Volatility In Prices Of Foreign Currency Options
by Louis O. Scott

1998 An Introduction To Currency Option Markets
by Allan M. Malz

1998 An Introduction To Option Pricing Theory
by Peter G. Zhang

1998 A unified treatment of finite and infinite economies: limited arbitrage is necessary and sufficient for the existence of equilibrium and the core
by Graciela Chichilnisky & Geoffrey Heal

1998 Pareto improving financial innovation in incomplete markets
by David Cass & Alessandro Citanna

1998 Options and sunspots in a simple monetary economy
by Gaetano Antinolfi & Todd Keister

1998 Mean-variance hedging for continuous processes: New proofs and examples
by Martin Schweizer & HuyËn Pham & (*), Thorsten RheinlÄnder

1998 Asymptotic arbitrage in large financial markets
by Y.M. Kabanov & D.O. Kramkov

1998 European Union at the end of 1997: who is within the public finance “sustainability†zone?
by L.L. PASINETTI

1998 European Union at the end of 1997: who is within the public finance “sustainability†zone?
by L.L. PASINETTI

1998 Törzsök Éva: Ausztria agrárgazdasága az Európai Unióban. Egy integráció pillanatképei. Vas Megyei Agrár Közhasznú Társaság, Szombathely, 1998. 274 oldal
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1998 Capital restructuring and accounting compliance costs: The case of publicly traded partnerships
by Shelley, MK & Omer, TC & Atwood, TJ

1997 Phenomenology of the interest rate curve
by Jean-Philippe Bouchaud & Nicolas Sagna & Rama Cont & Nicole El-Karoui & Marc Potters

1997 Missing information and asset allocation
by Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar

1997 Universality classes for extreme value statistics
by Jean-Philippe Bouchaud & Marc Mezard

1997 Option pricing in the presence of extreme fluctuations
by Jean-Philippe Bouchaud & Didier Sornette & Marc Potters

1997 Financial modeling and option theory with the truncated Lévy process
by Andrew Matacz

1997 Herd behavior and aggregate fluctuations in financial markets
by Rama Cont & Jean-Philippe Bouchaud

1997 Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market
by Bonomo, M. & Garcia, R.

1997 Gradual Incorporation of Information into Stock Prices: Empirical Strategies
by Ellison, S.F. & Mullin, W.S.

1997 The Market Microstructure of Central Bank Intervention
by Dominguez & K.

1997 Monetary Interdependence and Coordination
by Dominguez, K.M.E.

1997 A Positive Theory of Financial Exchange Organization with Normative Implications for Financial Market Regulation
by Pirrong, S.C.

1997 Chanelling Domestic Saving into Productive Investment Under Asymmetric Information: The Essential Role of Foreign Direct Investment
by Razin, A. & Sadka, E. & Yuen, C.W.

1997 Conflict of Interest in Universal Banking: Evidence from the Post-Issue performance of IPO Firms
by Ber, Y. & Yafeh, Y. & Yosha, O.

1997 Brokerage Commissions and Information Allocation
by Kandel, E. & Irvine, P.

1997 Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee
by Carassus, L. & Jouini, E.

1997 Regulatory Trade-Offs in the Design of Concession Contracts
by Crampes, C. & Estache, A.

1997 How Efficient Markets Undervalue Stocks: CAPM and ECMH Under Conditions of Uncertainty and Disagreement
by Stout, L.A.

1997 Improving Portfolio Performance with Option Strategies: Evidence from Switzerland
by Isakov, D. & Morard, B.

1997 A Sotchastic Mesh Method for Pricing High-Dimensional American Options
by Broadie, M. & Glasserman, P.

1997 A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation
by Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E.

1997 Empirical Studies of Nigeria's Foreign Parallel Market. II: Speculative Efficiency and Noisy Trading
by Ayogu, M.

1997 Tests of Structural Stability of Risk Premia and Returns Relationship
by Tzavalis, E. & Karanikas, E.

1997 A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation
by Brissimis, S.N. & Gibson, H.D. & Tsakalotos, E.

1997 Capital inflows to Latin America with reference to the Asian experience Book Title:Capital Controls, Exchange Rates, and Monetary Policy in the World Economy
by Carmen Reinhart

1997 Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective
by Fabio C. Bagliano & Andrea Beltratti

1997 Optional decomposition and lagrange multipliers
by Föllmer, Hans & Kabanov, Jurij M.

1997 Mean-variance hedging for continuous processes: New proofs and examples
by Pham, Huyên & Rheinländer, Thorsten & Schweizer, Martin

1997 Wechselkursunsicherheit und Außenhandel: Eine Analye der theoretischen Literatur
by Fischer, Malte

1997 Empirical Performance of Alternative Option Pricing Models
by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen

1997 Empirical Performance of Alternative Option Pricing Models
by Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen

1997 The Optimal Design of a Market
by Sandro Brusco & Matthew O. Jackson

1997 Market Crashes Without External Shocks
by Sergiu Hart & Yair Tauman

1997 Intellectual Property Intensity (IPI) and the Value-Growth Effect
by Elli Malki

1997 Intellectual property and the valuation of biotechnology
by Elli Malki

1997 Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)
by Lettau, M.

1997 Equilibrium Valuation of Options on the Market Portfolio with Stochastic Volatility and Return Predictability
by Melanie Cao

1997 Horizon Length and Portfolio Risk
by Christian Gollier & Richard J. Zeckhauser

1997 Interest Rate Dynamics and Consistent Forward Rate Curves
by Björk, Tomas & Christensen, Bent Jesper

1997 Openness and the exchange rate exposure of national stock markets - a note
by Friberg, Richard & Nydahl, Stefan

1997 Minimum Price Variations, Time Priority and Quote Dynamics
by Cordella, Tito & Foucault, Thierry

1997 Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates
by Artis, Michael J & Zhang, Wenda

1997 Can Relationship Banking Survive Competition?
by Boot, Arnoud W A & Thakor, Anjan

1997 The logarithmic ACD model: an application to market microstructure and NASDAQ
by BAUWENS, LUC & GIOT, Pierre

1997 Financial Market Structure and the Ergocicity of Prices
by Domowitz, I. El-Gamal, M.

1997 Optional decomposition and Lagrange multipliers
by H. Föllmer & Y.M. Kabanov

1997 Weighted norm inequalities and hedging in incomplete markets
by Martin Schweizer & Christophe Stricker & Freddy Delbaen & Pascale Monat & Walter Schachermayer

1997 Towards a general theory of bond markets (*)
by Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov

1997 Information Flows Between Eurodollar Spot and Futures Markets
by Yin-Wong Cheung & Hung-Gay Fung

1997 Trading Activity, Quoted Liquidity, and Stock Volatility
by Li Jiang & Lawrence Kryzanowski

1997 Financial markets, ageing and social welfare
by David Miles

1997 The influence of contrary information and mitigating factors on audit opinion decisions on bankrupt companies
by Mutchler, JF & Hopwood, W & McKeown, JM

1997 The Canadian market for zero-coupon bonds
by Miles Whittingham

1996 Credit Subsidies, Financial Repression, and the High Inflation/Low Income Trap
by Samson, M.

1996 Government Spending, Credit Market Imperfections, and Economic Growth
by Ho, W.M.

1996 Credit Market Imperfections and Nominal Exchange Rate Regimes
by Ho, W.M.

1996 Contract Damages and Cooperative Investments
by Che, Y.K. & Chung, Y.T.

1996 Financial markets as adaptative systems
by Marc Potters & Rama Cont & Jean-Philippe Bouchaud

1996 Actifs financiers et theorie de la consommation
by Allard, M. & Bronsard, C. & Gourieroux, C.

1996 Arbitrage-Based Pricing when Volatility is Stochastic
by Bossaerts, P. & Ghysels, E. & Gourieroux, C.

1996 Stochastic Volatility
by Ghysels, E. & Harvey, A. & Renault, E.

1996 Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets
by Lim & C.G. & McNelis & P.D.

1996 On the Irrelevance of Trade Timing
by Smith, L.

1996 Risk Taking by Mutual Funds as a Response to Incentives
by Chevalier, J. & Ellison, G.

1996 Stock Ownership Patterns, Stock Market Fluctuations, and Consumption
by Poterba, J.M. & Samwick, A.A.

1996 Institutional Holdings and Trading Volume Reactions to Quarterly Earnings Announcements
by J.B. Kim & I. Krinsky & J. Lee

1996 The Banking System and Monetary Aggregates Following Financial Sector Reform
by Nasution, A.

1996 Project Finance at the World Bank: An Overview of Policies and Instruments
by Benoit, P.

1996 World Bank Lending for Small Enterprises 1989-1993
by Webster, L.M. & Riopelle, R. & Chidzero, A.M.

1996 The Post-Issue Performance of IPO Firms when Banking Is Concentrated and Universal
by Ber, H. & Yafeh, Y. & Yosha, O.

1996 Globalization of the Securities Industries: The Need for a Fundamental Rethink of the Regulatory Strategy
by Khalidi, M.A.

1996 The Impact of Securisation on Banks' Capital: An Economic Analysis
by Wolfe, S.

1996 Market Risk, Corporate Governance & the Regulation of Financial Firms
by Casson, P.

1996 The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options
by Board, J. & Sutcliffe, C.

1996 Accounting for Convertible Debt: A Fundamental Financial Instrument Approach to Accounting for Convertible Debt as a Single Instrument
by Casson, P.

1996 EU Capital Requirements and the Level Playing Field
by Dale, R. & Wolfe, S.

1996 "Risks in Derivatives Markets: Implications for the Insurance Industry"
by Hentschek, L. & Smith, Jr.C.W.

1996 Approximating the Asset Pricing Kernel
by Chapman, D.A.

1996 A Market-Based Evaluation of Discretionary-Accrual Models
by Guay, W. & Kothari, S.P. & Watts, R.L.

1996 A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets
by Dionne, G. & Gollier, C.

1996 Diversification internationale sous contrainte et couverture contre le risque de change
by Namur, D.

1996 Bank Financing Strategies, Diversification by Certificates of Deposit, and Securitization
by Mokrane, M.

1996 Consumption, Stock Returns, and the Gains from International Risk-Sharing
by Lewis, K.K.

1996 Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders
by Agrawal, A. & Knoeber, C.R.

1996 The Pre-Acquisition Performance of Target Firms: A Re-Examination of the Inefficient Management Hypothesis
by Agrawal, A. & Jaffe, J.F.

1996 Optimal Consumption Choices for a "Large" Investor
by Cuoco, D. & Cvitanic, J.

1996 Quotes, Order Flow, and Price Discovery
by Blume, M.E. & Goldstein, M.A.

1996 Options, the Value of Capital, and Investment
by Abel, A.B. & Dixit, A.K. & Eberly, J.C. & Pindyck, R.S.

1996 The Analysis of VAR, Deltas and State Prices: A New Approach
by Grundy, B.D. & Wiener, Z.

1996 Weekends in Malaysia
by Davidson, S. & Peker, A.

1996 Distortion Effects and Extreme Observations in Empirical Research: An Analysis of the Incremental Information Content of Cash Flows
by Wilson, C.R.

1996 Dividende et beta: une estimation Garch
by Atindehou, R.B. & Bernier, G. & Charest, G.

1996 The Transmission Effects of Credit in a Korean Mecro-Financiel Model: A Quantitative Analaysis
by Choi, J.B.

1996 Law and Finance
by LaPorta, R. & Lopez-de-Silanes, F. & Shleifer, A. & Vishny, R.W.

1996 Consumption and the Stock Market: Interpreting International Experience
by Campbell, J.Y.

1996 Financial Crises in Emerging Markets: The Lessons from 1995
by Velasco, A. & Sachs, J. & Tornell, A.

1996 Econometric Models of Option Pricing Errors
by Renault, E.

1996 Long Memory in Continuous Time Stochastic Volatility Models
by Comte, F. & Renault, E.

1996 Le marche des actions internationales: Evolution et perspectives
by Leroux, F.

1996 The Short Term Inflation Hedging Characteristics of UK Real Estate
by Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N.

1996 The Spatial Dimensions of the Investment preformance of UK Commercial Property
by Hoesli, M. & Lizieri, C. & Macgregor, B.

1996 Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK
by Giliberto, M. & Hamelink, F. & Hoesli, M. & Macgregor, B.

1996 Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities
by Cornu, P. & Pintado, X.

1996 Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique
by Moussu, C. & Thibierge, C.

1996 Do Noise Traders Influence Stock Prices
by Kelly, M.

1996 Testing the CCAPM on Spanish Data: A New Approach
by Rubio, E.M.

1996 Strategie d'allocation sectorielle interpretation et utilisation et utilisation du modele
by Namur, D.

1996 Strategie d'allocation sectorielle analyse descriptive et methodologie
by Namur, D. & Sassenou, N.

1996 Public Intervention on the Credit Market: French Case
by Artus, P.

1996 Le comportement d'epargne recent des Francais a travers leurs opinions
by Vernet, S.

1996 Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains
by Avouyi-Dovi, S. & Lakhoua, F.

1996 Marches financiers europeens peripheriques: le role des facteurs exterieurs
by Nicolai, J.P. & Ricoeur-Nicolai, N.

1996 Multilateral Surveillance: What the OECD Can Offer
by Shigehara, K.

1996 The Equity Premium Is No Puzzle
by Kurz, M. & Beltratti, A.

1996 Coordination and Correlation in Markov Rational Belief Equilibria
by Kutz, M. & Schneider, M.

1996 Stock Prices and Money Velocity: A Multi-Country Analysis
by Caruso, M.

1996 Share Prices and Trading Volume: Indications of Stock Exchange Efficiency
by Massa, M. & Majnoni, G.

1996 A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs
by Garvey, G.T. & Grant, S. & King, S.P.

1996 Call Features and Term to Maturity of Callable Foreign Bonds
by Hooper, V. & Pointon, J.

1996 The Valuation of the Option to Expropriate a Multinational Enterprise's Assets
by Hooper, V. & Pointon, J.

1996 Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection
by Hurson, C. & Zopounidis, C.

1996 Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions
by Hurson, C. & Zopounidis, C.

1996 Foreign Exchange Bureaus in the Economy of Ghana
by Osei, K.A.

1996 Speculation, Hedging and Intermediation in the Foreign Exchange Market
by Malte Krüger

1996 Volatility in Spanish Financial Markets: The Recent Experience
by Juan Ayuso & Soledad Núñez & María Pérez-Jurado

1996 Asset Pricing Under Endogenous Expectations in an Artificial Stock Market
by Arthur, W.B. & Holland, J.H. & LeBaron, B. & Palmer, R. & Tayler, P.

1996 Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model
by Brock, W.A. & Hommes, C.H.

1996 Asset Price Behavior in Complex Environments
by Brock, W.A.

1996 New Stock Market Model
by Brian Thomas

1996 Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
by Tro Kortian & James O’Regan

1996 The Existence of Equilibrium in a Financial Market with Transaction Costs
by Xing Jin & Frank Milne

1996 Noncommercial Trading in the Energy Futures Market
by Dale, Charles & Zyren, John

1996 Actifs financiers et theorie de la consommation
by Allard, M. & Bronsard, C. & Gourieroux, C.

1996 Arbitrage-Based Pricing when Volatility is Stochastic
by Bossaerts, P. & Ghysels, E. & Gourieroux, C.

1996 Stochastic Volatility
by Ghysels, E. & Harvey, A. & Renault, E.

1996 Repo Markets - Experiences and opportunities in Hungary
by Dániel Szakály & Henrik Tóth

1996 Business Fixed Investment and "Bubbles": The Japanese Case
by Chirinko, Robert S. & Schaller, Huntley

1996 The Spirit of Capitalism and Stock-Market Prices
by Gurdip S. Bakshi & Zhiwu Chen

1996 Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology
by St-Amant, P.

1996 Accomplishments of financial administration during the last quarter of the century
by Germán Altuve Godoy

1996 Methods to determine capital requirements for options
by P.J.G. VLAAR

1996 Methods to determine capital requirements for options
by P.J.G. VLAAR

1996 El análisis económico de las crisis financieras: una visión retrospectiva
by Ana Esther Castro

1996 Survey of the Canadian foreign exchange and derivatives markets
by Martin Miville

1996 The market for futures contracts on Canadian bankers' acceptances
by Nancy Harvey

1995 Real-world options: smile and residual risk
by Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette

1995 Stock market crashes, precursors and replicas
by Didier Sornette & Anders Johansen & Jean-Philippe Bouchaud

1995 Autralian Financial Volatility a Preliminary Investigation
by Daly, K.

1995 Regime Shifts and Volatility Spillovers on International Stock Markets
by Hassler, J.

1995 Conservatism and the Asymmetric Timeliness of Earning
by Basu, S.

1995 Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing
by Prigent, J.L.

1995 Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula
by Prigent, J.L.

1995 The Organization of Markets and Its Role in Macroeconomic Stabilization During Transition
by Ickes, B.W.

1995 Patrimoine et actifs financiers en 1992
by Arrondel, L.

1995 Why Issue Equity Abroad? The Experience of Small Country Companies
by Moden, K.M. & Oxelheim, L.

1995 Mixed Risk Aversion
by Caballe, J. & Pomansky, A.

1995 Stochastic Volatility
by Ghysels, E. & Harvey, A. & Renault, E.

1995 Do Managed Futures Make Good Investments?
by Edwards, F.R. & Park, J.M.

1995 Mutual Funds and Financial Stability
by Edwards, F.R.

1995 Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World
by Heal, G.

1995 Evidence on the Role of Cash Flow for Investment
by Gilchrist, S. & Himmelberg, C.P.

1995 Japanese Government Bond Auctions: The U.S. Experience
by Hamao, Y. & Jegadeesh, N.

1995 Tests of Alternative International Asset Pricing Models
by Vassalou, M.

1995 Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market
by Hamao, Y. & Mei, J.

1995 The Return on Investment from Proportional Portfolio Strategies
by Browne, S.

1995 Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
by Browne, S.

1995 Which Improves Welfare More: Nominal or Indexed Bond?
by Magill, M. & Quinzii, M.

1995 Which Improves Welfare More: Nominal or Indexed Bond?
by Magill, M. & Quinzii, M.

1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie II: Les resultats empiriques
by Avouyi-Dovi, S. & Caulet, R.

1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie I: breve synthese de la theorie
by Avouyi-Dovi, S. & Caulet, R.

1995 The Mexican Peso Crisis: The Foreseeable and the Surprise
by Lustig, N.

1995 Separation and Hedging Results with State-Contingent Production
by Chambers, R.G. & Quiggin, J.

1995 Capital Gains in Japan: Their Magnitude and Imact on Consumption
by Horioka, C.Y.

1995 Endogenous Short Sale Constraint, Stock Prices and Output Cycles
by Zhang, H.H.

1995 Endogenous Borrowing Constraints with Incomplete Markets
by Zhang, H.H.

1995 Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis
by Zhang, H.H.

1995 Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model
by Wang, C.

1995 Business Fixed Investment and "Bubbles": the Japanese Case
by Huntley Schaller & Robert S. Chirinko

1995 Existence and Uniqueness of Equilibria in the CAPM with a Riskless Asset
by Torsten Hens & Andreas Löffler

1995 Experiments in Evolutionary Finance
by LeBaron, B.

1995 Nonlinear Time Series, Complexity Theory, and Finance
by Brock, W.A. & De Lima, P.J.F.

1995 Volatility of a Seemingly Fixed Exchange Rate
by Kocenda, Evzen

1995 A Cross-Market Comparison of Institutional Equity Trading Costs
by Louis K. C. Chan & Josef Lakonishok

1995 Why Issue Equity Abroad? The Experience of Small Country Companies
by Modén, Karl-Markus & Oxelheim, Lars

1995 An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange
by Niemeyer, Jonas & Sandås, Patrik

1995 Investing in Insider-Dominated Firms; A Study of Russian Voucher Privatization Funds
by Frydman, R. & Pistor, K. & Rapaczynski, A.

1995 Banking Scope, Financial Innovation, and the Evolution of the Financial System
by Boot, Arnoud W A & Thakor, Anjan

1995 Financial System Architecture
by Boot, Arnoud W A & Thakor, Anjan

1995 A kárpótlási jegy a magyar tőkepiac Jolly Jokere
by Radnai, Márton

1995 El sector financiero: un largo trecho recorrido
by Javier Fernández

1995 Operating Lease Accounting And The Markets Assessment Of Equity Risk
by ELY, KM

1995 Issues In Testing Earnings Management And An Instrumental Variable Approach
by KANG, SH & SIVARAMAKRISHNAN, K

1995 A Comparative-Analysis Of Firms Included In And Excluded From The Naars Database
by MUTCHLER, J & SHANE, P

1995 Repo, reverse repo and securities lending markets in Canada
by Ron Morrow

1995 The Government of Canada bond market since 1980
by Andrew Branion

1995 Policy Watch: Did Nasdaq Market Makers Implicitly Collude?
by William G. Christie & Paul H. Schultz

1994 The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes
by Jean-Philippe Bouchaud & Didier Sornette

1994 Transaction Taxes and Stock Market Volatility
by Lindgren, Ragnar

1994 Mark-up Pricing in Mergers and Acquisitions
by Schwert, G.W.

1994 On Smile and Skewness
by Platen, Eckhard & Martin Schweizer

1994 Noise Trading, Delegated Portfolio Management, and Economic Welfare
by James Dow & Gary Gorton

1994 Réglementation et prise de risque des intermédiaires financiers
by Benoît Mojon

1994 On the Minimal Martingale Measure and the Foellmer- Schweizer Decomposition
by Martin Schweizer

1994 Patterns of financial change in the OECD area
by H. VAN GEMERT & N. GRUIJTERS

1994 Money and credit: twenty years of debate in Italy (1970-1990)
by G. NARDOZZI

1994 Patterns of financial change in the OECD area
by H. VAN GEMERT & N. GRUIJTERS

1994 Money and credit: twenty years of debate in Italy (1970-1990)
by G. NARDOZZI

1994 Daily distribution of Swedish OMX-index returns over intraday-to-intraday time intervals
by Lars Norden

1994 Aproximación a las cuentas financieras de la economía vasca 1985-1991
by Alberto Alberdi & Leyre Barrena & Arantza Olalde

1994 El efecto maquillaje de la instituciones de inversión colectiva la legislación fiscal y la estacionalidad del mercado de valores
by Begoña Basarrate & Gonzalo Rubio

1994 Propuestas económicas del próximo gobierno
by Fedesarrollo

1994 Discussion Of Estimation And Market Valuation Of Environmental Liabilities Relating To Superfund Sites
by HOLTHAUSEN, RW

1994 Estimation And Market Valuation Of Environmental Liabilities Relating To Superfund Sites
by BARTH, ME & MCNICHOLS, MF

1994 Capital-Market Effects Of United-States Canada Gaap Differences
by BANDYOPADHYAY, SP & HANNA, JD & RICHARDSON, G

1994 Analysts Interim Earnings Forecasts - Evidence On The Forecasting Process
by KANG, SH & OBRIEN, J & SIVARAMAKRISHNAN, K

1993 Financial Markets, Specialization, and Learning by Doing
by Cooley, T-F & Smith, B-D

1993 Stock Price Fluctuation as a Diffusion in a Random Environment
by Föllmer, Hans

1993 Insider Trading Anomalies in a Kyle-Type Model of Sequential Auctions
by Antonov, Mikhail & Trofimov, Georgi

1993 Initial public offerings (IPOs): The Spanish experience
by Rahnema, Ahmad & Fernández, Pablo

1993 Informational Overshooting, Booms and Crashes
by Zeira, Joseph

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 económica y sector industrial
by Fedesarrollo

1993 La intermediación financiera doméstica en el mediano plazo
by Eduardo Lora & Felipe Barrera

1992 Existence and optimality of equilibria in markets with tradeable derivative securities
by Henrotte,Philippe

1992 A Comment On The Empirical Distribution Of Squared Unexpected Returns
by CREADY, WM & MYNATT, PG

1992 The Role Of Earnings Levels In Annual Earnings Returns Studies
by ALI, A & ZAROWIN, P

1992 The Association Between Stock-Market Responses To Earnings Announcements And Regulation Of Electric Utilities
by TEETS, W

1992 Changes Versus Levels In Earnings As Explanatory Variables For Returns - Some Theoretical Considerations
by OHLSON, JA & SHROFF, PK

1992 A Nonlinear Model Of Security Price Responses To Unexpected Earnings
by FREEMAN, RN & TSE, SY

1992 The Effect Of The Set Of Comparable Firms On The Accuracy Of The Price Earnings Valuation Method
by ALFORD, AW

1991 Autobiography
by Sharpe, William F.

1991 Autobiography
by Miller, Merton H.

1991 Autobiography
by Markowitz, Harry M.

1991 Economics of Energy Futures Markets
by Dale, Charles

1991 The Optimality of Nominal Wage Contracts
by Freeman, Scott & Tabellini, Guido

1991 Rational Frenzies and Crashes
by Bulow, Jeremy I. & Klemperer, Paul

1991 Perú
by Drago Kisic

1991 Colombia
by Patricia Correa

1991 Using Value Line And Ibes Analyst Forecasts In Accounting Research
by PHILBRICK, DR & RICKS, WE

1991 Interindustry Differences In The Relation Between Compensation And Firm Performance Variables
by ELY, KM

1991 The Forecast Accuracy Of Individual Analysts - Evidence Of Systematic Optimism And Pessimism
by BUTLER, KC & LANG, LHP

1990 Capital Asset Prices With and Without Negative Holding
by Sharpe, William F.

1990 Leverage
by Miller, Merton H.

1990 Predicting Individual Analyst Earnings Forecasts
by STICKEL, SE

1990 Forecast Accuracy Of Individual Analysts In 9 Industries
by OBRIEN, PC

1989 Finance, Innovation and Corporate Change
by Dosi, Giovanni

1989 Financial Market Imperfections and Productivity Growth
by Greenwald, Bruce C. & Stiglitz, Joseph E.

1989 Inversión extranjera en el sector financiero: Aprobación por cansancio
by Rafael Vesga

1989 Voluntary Disclosure Choice And Earnings Information-Transfer
by POWNALL, G & WAYMIRE, G

1989 Accounting Measurement, Price Earnings Ratios, And The Information-Content Of Security Prices - Discussion
by LARCKER, DF

1989 Accounting Measurement, Price Earnings Ratio, And The Information-Content Of Security Prices
by OU, JA & PENMAN, SH

1989 Voluntary Disclosure Choice And Earnings Information-Transfer - Discussion
by DIETRICH, JR

1988 Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?
by Rebecca Blank & David Card

1988 La bolsa de Bilbao: evolución y perspectivas de futuro
by Rafael Cosgaya & Ildefonso Grande

1988 El proyecto de ley sobre mercado bursátil: la hora de los corredores de bolsa
by Rafael Vesga

1988 An Empirical-Comparison Of Probit And Ols Regression Hypothesis Tests
by NOREEN, E

1987 Equity pricing and stock market anomalies
by Hawawini, Gabriel & Banz, Rolf

1987 Pricing Strategies and the Firm’s Exposure to Exchange Rate and Macroeconomic Shocks
by Oxelheim, Lars & Wihlborg, Claes

1987 Speculation, Bubbles, and Sunspots under Structural Uncertainty
by Wihlborg, Clas

1987 Hedging and Managing Exchange Rate and Related Macroeconomic Exposure
by Oxelheim, Lars & Wihlborg, Clas G.

1987 Finances and economic growth
by Luis E. Rivero M.

1987 Management Compensation Contracts And Merger-Induced Abnormal Returns
by TEHRANIAN, H & TRAVLOS, NG & WAEGELEIN, JF

1987 Failure Of Stock-Prices To Discipline Managers In A Rational-Expectations Economy
by AMERSHI, AH & SUNDER, S

1987 Unsystematic Security Price Movements, Management Earnings Forecasts, And Revisions In Consensus Analyst Earnings Forecasts
by JENNINGS, R

1987 The Prediction Performance Of A Structural Model Of Accounting Numbers
by WILD, JJ

1987 A 5-State Financial Distress Prediction Model
by LAU, AHL

1987 Cross-Sectional Dependence And Problems In Inference In Market-Based Accounting Research
by BERNARD, VL

1986 The Association Of Operating Cash Flow And Accruals With Security Returns - Discussion
by JENNINGS, R

1986 The Association Of Operating Cash Flow And Accruals With Security Returns
by RAYBURN, J

1986 An Empirical-Investigation Of The Speed Of The Market Reaction To Earnings Announcements
by DEFEO, VJ

1986 An Approach To Statistical-Inference In Cross-Sectional Models With Security Abnormal Returns As Dependent Variable
by SEFCIK, SE & THOMPSON, R

1986 Analyses Of The Distribution Of Security Market Model Prediction Errors For Daily Returns Data
by JAIN, PC

1986 Relation Between Market Model Prediction Errors And Omitted Variables - A Methodological Note
by JAIN, PC

1986 Detecting Contemporaneous Security Market Reactions To A Sequence Of Related Events
by BURGSTAHLER, D & NOREEN, EW

1986 Further Evidence On The Marginal Gains In Accuracy Of Alternative Levels Of Specificity Of The Producer Price Indexes
by SHRIVER, KA

1985 Theory Construction and Economic Measurement at Different Levels of Aggregation: Parallel Theories and Data on Families and Firms
by Eliasson, Gunnar

1984 The Experimental-Design Of Classification Models - An Application Of Recursive Partitioning And Bootstrapping To Commercial Bank Loan Classifications
by MARAIS, ML & PATELL, JM & WOLFSON, MA

1984 Discussion Of Methodological Issues Related To The Estimation Of Financial Distress Prediction Models
by DIETRICH, JR

1984 Methodological Issues Related To The Estimation Of Financial Distress Prediction Models
by ZMIJEWSKI, ME

1984 Discussion Of A Comparison Of Event Study Methodologies Using Daily Stock Returns - A Simulation Approach
by RICKS, WE

1984 Discussion Of The Experimental-Design Of Classification Models - An Application Of Recursive Partitioning And Bootstrapping To Commercial Bank Loan Classifications
by OLSEN, C

1984 A Comparison Of Event Study Methodologies Using Daily Stock Returns - A Simulation Approach
by DYCKMAN, T & PHILBRICK, D & STEPHAN, J

1984 A Comment Of Verrecchia No Trading Theorem
by HAKANSSON, NH & KUNKEL, JG & OHLSON, JA

1984 The Use Of Market Data And Accounting Data In Hedging Against Consumer Price Inflation
by BERNARD, VL

1983 Why beta shifts as the return interval changes
by Hawawini, Gabriel

1983 The Industrial Finance Systems; Europe, U.S. and Japan
by Rybczynski, Tad

1983 La economía política de la reforma financiera
by Mauricio Avella & Carlos Caballero Argáez

1982 Los acontecimientos recientes del sector financiero en perspectiva
by Mauricio Avella

1982 Confrontaciones en torno al sector financiero: anotaciones sobre un problema político
by Mauricio Avella

1982 Corporate Financial-Reporting - A Methodological Review Of Empirical-Research - Reply
by BALL, R & FOSTER, G

1982 Corporate Financial-Reporting - A Methodological Review Of Empirical-Research - Discussion
by JENSEN, MC

1982 Corporate Financial-Reporting - A Methodological Review Of Empirical-Research - Discussion
by GONEDES, NJ

1982 Corporate Financial-Reporting - A Methodological Review Of Empirical-Research
by BALL, R & FOSTER, G

1981 The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects - Discussion
by LARCKER, DF

1981 The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects - Discussion
by ALEXANDER, MO

1981 The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects
by SMITH, AJ

1980 The intertemporal cross-price behavior of common stocks: Evidence and impications
by Hawawini, Gabriel

1971 Comment On Some Recent Trends In Accounting Changes
by BASKIN, EF

1971 Test Of Aicpa Differentiation Between Stock Dividends And Stock Splits
by CHOTTINE.S & YOUNG, A

1969 Relevance Of Price-Level Accounting
by HAKANSSON, NH

1969 Experimental Study Of Impact Of Competitive Pressures On Overhead Allocation Bids
by BARTON, RF

1968 Information Content Of Annual Earnings Announcements - Discussion
by DAVIDSON, HJ

1968 Information Content Of Annual Earnings Announcements - Discussion
by BATES, RJ

1968 Information Content Of Annual Earnings Announcements
by BEAVER, WH

1968 Evaluation Of Usefulness To Investors Of Different Accounting Estimators Of Earnings - Simulation Approach - Discussion
by STEDRY, AC

1968 Evaluation Of Usefulness To Investors Of Different Accounting Estimators Of Earnings - Simulation Approach - Discussion
by RAPPAPORT, A

1968 Evaluation Of Usefulness To Investors Of Different Accounting Estimators Of Earnings - Simulation Approach
by GREENBALL, MN

1968 Empirical Evaluation Of Accounting Income Numbers
by BALL, R & BROWN, P

1964 Investment In The Development Districts Of The United-Kingdom - Tax And Discounted Cash Flow
by ALFRED, AM

Nonstandard-Settlement Transactions
by JAMES J. ANGEL

The Rise and Fall of the AMEX Emerging Company Marketplace
by REENA AGGARWAL & JAMES J. ANGEL

The Relationship between Implied Cost of Equity and Corporate Life Cycle Stages
by Attaullah Shah & Khyber Khan

Evolutionary Choice of Markets
by Anke Gerber & Marc Oliver Bettz�ge

An Extension of Mantel (1976) to Incomplete Markets
by Thorsten Hens

On Uniqueness of Equilibria in the CAPM - (This paper replaces "Existence and Uniqueness of Equilibria in the CAPM")
by Thorsten Hens & Joerg Laitenberger & Andreas Loeffler

An Evolutionary Approach to Financial Innovation
by Marc Oliver Bettzuege & Thorsten Hens

On infinite-horizon minimum-cost hedging under cone constraints
by Kevin Huang

Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints
by Kevin Huang

Differential Changes In The Value-Relevance Of Earnings And Book Values Over Time: Financial Versus Other Industries
by Sharad Asthana & Lucy Huajing Chen

Debt Covenants, Bankruptcy Risk, and Issuance Costs
by Sattar A. Mansi & Yaxuan Qi & John K. Wald

Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns
by Yiuman Tse & Brian C. McTier & John K. Wald

Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns
by Yiuman Tse & Brian C. McTier & John K. Wald

Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?
by Gerard Caprio, Jr

Is gold a safe haven? International evidence
by Dirk G. Baur & Thomas K. McDermott

On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market
by Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero

Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets
by Gerlinde Fellner & Boris Maciejovsky

Hindsight Bias and Individual Risk Attitude within the Context of Experimental Asset Markets
by Boris Maciejovsky & Tarek El-Sehitya & Hans Haumerb & Christian Helmensteinc & Erich Kirchlerd

The Information Content of Option Demand
by Kerstin Kehrle & Tatjana Xenia Puhan

Convex Duality in Mean Variance Hedging Under Convex Trading Constraints
by Christoph Czichowsky & Martin Schweizer

Buyers Versus Sellers: Who Initiates Trades And When?
by Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH

Extreme-quantile tracking for financial time series
by Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy

Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals
by Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov

Non-parametric counterfactual analysis in dynamic general equilibrium
by Felix KUBLER & Karl SCHMEDDERS

Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

Capital growth under transaction costs: An analysis based on the von Neumann-Gale model
by Wael BAHSOUN & Igor V. EVSTIGNEEV & Michael I. TAKSAR

Arbitrage in Stationary Markets
by Igor Evstigneev & Dhruv Kapoor

Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas
by Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri

On the Explaination of Empirical Regularities: The statistical models of stock returns
by Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri