Research classified by Journal of Economic Literature (JEL) codes

2010

• Andrew Ang & Nicolas P.B. Bollen, 2010, "Locked Up by a Lockup: Valuing Liquidity as a Real Option," Financial Management, Financial Management Association International, volume 39, issue 3, pages 1069-1096, September, DOI: 10.1111/j.1755-053X.2010.01104.x.
• Sebastian Dickgiesser & Christoph Kaserer, 2010, "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, volume 11, issue 3, pages 302-335, August, DOI: 10.1111/j.1468-0475.2009.00476.x.
• Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2010, "Cross‐Border Diversification in Bank Asset Portfolios," International Finance, Wiley Blackwell, volume 13, issue 1, pages 79-108, March, DOI: 10.1111/j.1468-2362.2010.01253.x.
• Kyriakos C. Neanidis, 2010, "Financial Dollarization and European Union Membership," International Finance, Wiley Blackwell, volume 13, issue 2, pages 257-282, August, DOI: 10.1111/j.1468-2362.2010.01266.x.
• Laurent Barras & Olivier Scaillet & Russ Wermers, 2010, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, volume 65, issue 1, pages 179-216, February, DOI: 10.1111/j.1540-6261.2009.01527.x.
• John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira, 2010, "Global Currency Hedging," Journal of Finance, American Finance Association, volume 65, issue 1, pages 87-121, February, DOI: 10.1111/j.1540-6261.2009.01524.x.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010, "Sell‐Side School Ties," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1409-1437, August, DOI: 10.1111/j.1540-6261.2010.01574.x.
• JULES H. Van BINSBERGEN & RALPH S. J. KOIJEN, 2010, "Predictive Regressions: A Present‐Value Approach," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1439-1471, August, DOI: 10.1111/j.1540-6261.2010.01575.x.
• Hippolyte D'Albis & Emmanuel Thibault, 2010, "Annuities, Bequests, and Portfolio Diversification," Journal of Public Economic Theory, Association for Public Economic Theory, volume 12, issue 1, pages 75-91, February, DOI: 10.1111/j.1467-9779.2009.01448.x.
• Axel Börsch‐Supan & Martin Gasche & Michael Ziegelmeyer, 2010, "Auswirkungen der Finanzkrise auf die private Altersvorsorge," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, volume 11, issue 4, pages 383-406, November, DOI: 10.1111/j.1468-2516.2010.00345.x.
• Petros M Migiakis, 2010, "Determinants of the Greek stock-bond correlation," Economic Bulletin, Bank of Greece, issue 33, pages 79-90, May.
• Jong Ku Kang, 2010, "An Analysis of Factors Affecting Korean Banks' Maturity Mismatch (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 4, pages 1-50, December.
• Serkan Yilmaz Kandir, 2010, "Investigating Investment Preferences of Institutional Investors toward ISE Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 44, pages 29-58.
• Mehmet Hasan Eken & Taylan Ozgür Uner, 2010, "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 45, pages 59-95.
• Dickgiesser Sebastian & Kaserer Christoph, 2010, "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, volume 11, issue 3, pages 302-335, August, DOI: 10.1111/j.1468-0475.2009.00476.x.
• Leonardo Lima Gomes & Luiz Eduardo Brandão & Antonio Carlos Figueiredo Pinto, 2010, "Electricity Contracts Portfolio Selection Based on the Optimization of the Omega Measurement," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 1, pages 45-67.
• André Alves Portela Santos, 2010, "The Out-of-Sample Performance of Robust Portfolio Optimization," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 2, pages 141-166.
• Elton Tizziani & Marcelo Cabus Klotzle & Walter Lee Ness Jr. & Luiz Felipe Motta, 2010, "The Disposition Effect in the Brazilian Equity Fund Industry," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 383-416.
• João Frois Caldeira & Marcelo Savino Portugal, 2010, "Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 469-504.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010, "Entropy and the value of information for investors," Working Papers, Brown University, Department of Economics, number 2010-17.
• Pankaj Sinha & Archit Johar, 2010, "Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming," Journal of Prediction Markets, University of Buckingham Press, volume 4, issue 1, pages 17-26, May.
• Pankaj Sinha & Akshay Gupta & Hemant Mudgal, 2010, "Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing," Journal of Prediction Markets, University of Buckingham Press, volume 4, issue 2, pages 1-14, September.
• Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche dare pour une mesure de risque diversifiée," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 635-643.
• Pesaran, M.H., 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1025, May.
• Jezek, M. & Satchell, S., 2010, "Asset Management with Price Impact and Fair Treatment of Clients," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1027, May.
• Satchell, S. & Williams, O.J., 2010, "On the Difficulty of Measuring Forecasting Skill in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1039, Aug.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/03, Jan.
• Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/06, Jan.
• Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010, "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/21, May.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/63, Oct.
• Elena Vigna, 2010, "On efficiency of mean-variance based portfolio selection in DC pension schemes," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 154, revised 2011.
• Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna, 2010, "Constrained portfolio choices in the decumulation phase of a pension plan," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 155.
• Marina Di Giacinto & Elena Vigna, 2010, "On the sub-optimality cost of immediate annuitization in DC pension funds," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 188.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010, "1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 190.
• Massimo Guidolin & Giovanna Nicodano, 2010, "Ex Post Portfolio Performance with Predictable Skewness and Kurtosis," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 191.
• Carolina Fugazza & Maela Giofre & Giovanna Nicodano, 2010, "International diversification and industry-related labor income risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 192.
• Philippe Bergevin, 2010, "Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings," C.D. Howe Institute Backgrounder, C.D. Howe Institute, issue 130, May.
• Rodolfo Apreda, 2010, "Shaping up the company’s internal investment fund through separation portfolios," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 416, Feb.
• Rodolfo Apreda, 2010, "Devising a non-standard convertible zero-coupon bond to enhance corporate governance," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 421, May.
• Stefan Bauernschuster & Oliver Falck & Niels Große, 2010, "Can Competition Spoil Reciprocity? - A Laboratory Experiment," CESifo Working Paper Series, CESifo, number 2923.
• Jerome L. Stein, 2010, "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series, CESifo, number 2924.
• Frans Van Winden & Michal Krawczyk & Astrid Hopfensitz, 2010, "Investment, Resolution of Risk, and the Role of Affect," CESifo Working Paper Series, CESifo, number 2975.
• Bahram Pesaran & M. Hashem Pesaran, 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash," CESifo Working Paper Series, CESifo, number 3023.
• Nicolas Sauter & Jan Walliser & Joachim Winter, 2010, "Tax Incentives, Bequest Motives, and the Demand for Life Insurance: Evidence from two Natural Experiments in Germany," CESifo Working Paper Series, CESifo, number 3040.
• Kyriakos C. Neanidis, 2010, "Financial Dollarization and European Union Membership," CESifo Working Paper Series, CESifo, number 3101.
• Maela Giofré, 2010, "Investor Protection and Foreign Stakeholders," CESifo Working Paper Series, CESifo, number 3102.
• Suleyman Basak & Dmitry Makarov, 2010, "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers, Center for Economic and Financial Research (CEFIR), number w0159, Oct.
• Camilo SERRANO & Martin HOESLI, 2010, "Housing and its Role in the Household Portfolio in Colombia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-01, Jan.
• Felix KUBLER & Karl SCHMEDDERS, 2010, "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-21, May.
• Manfred GILLI & Enrico SCHUMANN & Gerda CABEJ & Jonela LULA, 2010, "Replicating Hedge Fund Indices with Optimization Heuristics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-22, Jun.
• Jaksa CVITANIC & Semyon MALAMUD, 2010, "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-26, Jun.
• Marc S. PAOLELLA, 2010, "ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-27, Jun, revised Jun 2010.
• Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2010, "A structural analysis of the health expenditures and portfolio choices of retired agents," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-29, Jun.
• Nicola CARCANO & Hakim DALL'O, 2010, "Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-31, Jun.
• Philippe BACCHETTA & Cédric TILLE & Eric VAN WINCOOP, 2010, "Self-Fulfilling Risk Panics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-32, Jun.
• Gunther Capelle-Blancard & Stéphanie Monjon, 2010, "Socially Responsible Investing: it Takes More than Words," Working Papers, CEPII research center, number 2010-15, Aug.
• Stéphanie Prat & Sophie Brana, 2010, "The Introduction of Emerging Currencies into a Portfolio: Towards a more Complete Diversification Model," International Economics, CEPII research center, issue 121, pages 5-24.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010, "Entropy and the value of information for investors," Levine's Working Paper Archive, David K. Levine, number 661465000000000355, Dec.
• Francisco Peñaranda & Enrique Sentana, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, CEMFI, number wp2010_1004, Jul.
• M. Deidda, 2010, "Precautionary saving, financial risk and portfolio choice," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201001.
• Carlos Le�n & Francisco Vivas, 2010, "Dependencia de largo plazo y la regla de la ra�z del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia, Banco de la Republica, number 7011, May.
• Carlos Eduardo Le�n Rinc�n & Alejandro Reveiz, 2010, "Portfolio Optimization and Long-Term Dependence," Borradores de Economia, Banco de la Republica, number 7487, Sep.
• Juan Jos� Echavarr�a S. & Enrique L�pez E. & Martha Misas A., 2010, "La persistencia estad�stica de la inflaci�n en Colombia," Borradores de Economia, Banco de la Republica, number 7573, Oct.
• Edgardo Cayón Fallón & Tomás Ricardo Di Santo Rojas & Camilo Roncancio Pena, 2010, "Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS," Estudios Gerenciales, Universidad Icesi.
• Luis Berggrun Preciado & Fernando Jaramillo Recio, 2010, "Performance Evaluation, Fund Selection And Portfolio Allocation Applied To Colombia´S Pension Funds," Estudios Gerenciales, Universidad Icesi.
• Gustavo Adolfo Díaz Valencia, 2010, "Las imperfecciones del mercado de créditos, la restricción crediticia y los créditos alternativos," Revista CIFE, Universidad Santo Tomás.
• Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Vel�squez Ceballos, 2010, "Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV," Revista Semestre Económico, Universidad de Medellín.
• Helio Fabio Ramirez Echeverry & Luis eduardo Suarez Balaguera, 2010, "Como Entender Los Estandares Internacionales De Informacion Financiera," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Sandra Patricia Bello-Rodríguez & Robert Baudilio Beltr�n-Ahumada, 2010, "Caracterización y pronóstico del precio spot de la energía eléctrica en Colombia," Revista de la Maestría de Derecho Económico, Universidad Javeriana - Derecho Económico.
• Carlo Alberto Magni, 2010, "Average internal rate of return and investment decisions: A new perspective," Proyecciones Financieras y Valoración, Master Consultores, number 6653, Jan.
• Carlo Alberto Magni, 2010, "On the long-standing issue of the internal rate of return: a complete resolution," Proyecciones Financieras y Valoración, Master Consultores, number 7126, Jun.
• Carlo Alberto Magni, 2010, "Purely Internal Rate of Return and Investment Decisions: A Cash-Flow Perspective," Proyecciones Financieras y Valoración, Master Consultores, number 7285, Jul.
• Gonzalo Diaz Hoyos & Ignacio Velez Pareja, 2010, "Estimating the Appropriate Risk Profile for the Tax Savings: A Contingent Claim Approach," Proyecciones Financieras y Valoración, Master Consultores, number 7417, Sep.
• Carlo Alberto Magni, 2010, "Investment decisions, NPV and bounded rationality," Proyecciones Financieras y Valoración, Master Consultores, number 7419, Sep.
• Carlo Alberto Magni, 2010, "Reasoning the `Net-Present-Value¬¥ Way: Some Biases and How to Use Psychology for Falsifying Decision Models," Proyecciones Financieras y Valoración, Master Consultores, number 7420, Sep.
• Jan Bonenkamp & Ed Westerhout, 2010, "Intergenerational risk sharing and labour supply in collective funded pension schemes with defined benefits," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 151, Jun.
• Stambaugh, Robert F. & Pástor, LuboÅ¡, 2010, "On the Size of the Active Management Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7637, Jan.
• Huberman, Gur & Guasoni, Paolo & Wang, Zhenyu, 2010, "Performance Maximization of Actively Managed Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7676, Feb.
• Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010, "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7679, Feb.
• Uppal, Raman & DeMiguel, Victor & Plyakha, Yuliya & Vilkov, Grigory, 2010, "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7686, Feb.
• Uppal, Raman & Boyle, Phelim & Wang, Tan & Garlappi, Lorenzo, 2010, "Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7687, Feb.
• Patton, Andrew, 2010, "On the Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7780, Apr.
• Sørensen, Bent E & Luengo-Prado, Maria & Hryshko, Dmytro, 2010, "The Effect of Education on Equity Holdings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7844, Jun.
• Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010, "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7893, Jun.
• Michaelides, Alexander & Lopes-Cocco, Paula & Inkmann, Joachim, 2010, "How Deep is the Annuity Market Participation Puzzle?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7940, Aug.
• Sentana, Enrique & Peñaranda, Francisco, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7943, Aug.
• Haliassos, Michael & Georgarakos, Dimitris, 2010, "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8017, Sep.
• Basak, Suleyman & Makarov, Dmitry, 2010, "Difference in Interim Performance and Risk Taking with Short-Sale Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8072, Oct.
• Ellul, Andrew & Giannetti, Mariassunta & Cella, Cristina, 2010, "Investors' horizons and the Amplification of Market Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8083, Oct.
• Huizinga, Harry & Gropp, Reint & Laeven, Luc & Corradin, Stefano, 2010, "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8097, Nov.
• Haliassos, Michael & Georgarakos, Dimitris, 2010, "Stockholding: Participation, Location, and Spillovers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8113, Nov.
• Bover, Olympia, 2010, "Housing purchases and the dynamics of housing wealth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8128, Dec.
• Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010, "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8149, Dec.
• Marie Lambert & George Hübner, 2010, "How to Construct Fundamental Risk Factors?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-01.
• Marie Lambert & George Hübner, 2010, "Comoment Risk and Stock Returns," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-02.
• Marc Boissaux & Jang Schiltz, 2010, "An Optimal Control Approach to Portfolio Optimisation with Conditioning Information," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-09.
• Marina Di Giacinto & Bjarne Højgaard & Elena Vigna, 2010, "Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme," Working Papers, Universita' di Cassino, Dipartimento di Economia e Giurisprudenza, number 2010-08, Dec.
• Balbás, Alejandro & Balbás, Beatriz & Heras, Antonio, 2010, "Stability of the optimal reinsurance with respect to the risk measure," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb100201, Jan.
• Hidalgo-Cabrillana, Ana, 2010, "Endogenous governance transparency and product market competition," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1021, Sep.
• Yufeng Han, 2010, "On the Economic Value of Return Predictability," Annals of Economics and Finance, Society for AEF, volume 11, issue 1, pages 1-33, May.
• Zengwu Wang, 2010, "Irreversible Investment of the Risk- and Uncertainty-averse DM under k-Ignorance: The Role of BSDE," Annals of Economics and Finance, Society for AEF, volume 11, issue 2, pages 313-335, November.
• Bignon, Vincent & Miscio, Antonio, 2010, "Media bias in financial newspapers: evidence from early twentieth-century France," European Review of Economic History, Cambridge University Press, volume 14, issue 3, pages 383-432, December.
• Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010, "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, volume 26, issue 3, pages 953-962, June.
• Černý, Aleš & Miles, David & Schmidt, L'Ubomír, 2010, "The impact of changing demographics and pensions on the demand for housing and financial assets," Journal of Pension Economics and Finance, Cambridge University Press, volume 9, issue 3, pages 393-420, July.
• Fogarty, James J., 2010, "Wine Investment and Portfolio Diversification Gains," Journal of Wine Economics, Cambridge University Press, volume 5, issue 1, pages 119-131, April.
• Masset, Philippe & Henderson, Caroline, 2010, "Wine as an Alternative Asset Class," Journal of Wine Economics, Cambridge University Press, volume 5, issue 1, pages 87-118, April.
• Ana Fostel & John Geanakoplos, 2010, "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1762, Jul.
• Ana Fostel & John Geanakoplos, 2010, "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1762R, Jul, revised Jan 2011.
• Ana Fostel & John Geanakoplos, 2010, "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1762RR, Jul, revised Aug 2011.
• Enrique BONSON-PONTE & Ioan ANDONE & Adrian LUPASC & Ioana LUPASC, 2010, "The Need to Adapt to New Financial Accounting Technologies Information in the Context of Global Economic Crisis," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 71-78.
• Nataliya Barasinska, 2010, "Would Lehman Sisters Have Done It Differently?: An Empirical Analysis of Gender Differences in Investment Behavior," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 6.2.
• Richard Ochmann, 2010, "Differential Income Taxation and Household Asset Allocation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1058.
• Richard Ochmann, 2010, "Distributional and Welfare Effects of Germany's Year 2000 Tax Reform," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1083.
• Bask, Mikael, 2010, "Measuring potential market risk," Journal of Financial Stability, Elsevier, volume 6, issue 3, pages 180-186, September.
• Mondria, Jordi & Wu, Thomas & Zhang, Yi, 2010, "The determinants of international investment and attention allocation: Using internet search query data," Journal of International Economics, Elsevier, volume 82, issue 1, pages 85-95, September.
• Broeders, Dirk & Chen, An, 2010, "Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1201-1214, June.
• Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010, "Macroeconomic risks and characteristic-based factor models," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1383-1399, June.
• Baur, Dirk G. & McDermott, Thomas K., 2010, "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1886-1898, August.
• Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2010, "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1899-1910, August.
• Gehrig, Thomas & Güth, Werner & Leví0nský, René & Popova, Vera, 2010, "On the evolution of professional consulting," Journal of Economic Behavior & Organization, Elsevier, volume 76, issue 1, pages 113-126, October.
• Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010, "From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets," Journal of Economics and Business, Elsevier, volume 62, issue 5, pages 347-366, September.
• van der Ploeg, Frederick & Poelhekke, Steven, 2010, "The pungent smell of "red herrings": Subsoil assets, rents, volatility and the resource curse," Journal of Environmental Economics and Management, Elsevier, volume 60, issue 1, pages 44-55, July.
• Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan, 2010, "Nature or nurture: What determines investor behavior?," Journal of Financial Economics, Elsevier, volume 98, issue 3, pages 583-604, December.
• Pojarliev, Momtchil & Levich, Richard M., 2010, "Trades of the living dead: Style differences, style persistence and performance of currency fund managers," Journal of International Money and Finance, Elsevier, volume 29, issue 8, pages 1752-1775, December.
• Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010, "Market selection of constant proportions investment strategies in continuous time," Journal of Mathematical Economics, Elsevier, volume 46, issue 2, pages 248-266, March.
• De Giorgi, Enrico & Hens, Thorsten & Rieger, Marc Oliver, 2010, "Financial market equilibria with cumulative prospect theory," Journal of Mathematical Economics, Elsevier, volume 46, issue 5, pages 633-651, September.
• Bekaert, Geert & Engstrom, Eric, 2010, "Inflation and the stock market: Understanding the "Fed Model"," Journal of Monetary Economics, Elsevier, volume 57, issue 3, pages 278-294, April.
• Basu, Anup K. & Drew, Michael E., 2010, "The appropriateness of default investment options in defined contribution plans: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 18, issue 3, pages 290-305, June.
• Tang, Ning & Mitchell, Olivia S. & Mottola, Gary R. & Utkus, Stephen P., 2010, "The efficiency of sponsor and participant portfolio choices in 401(k) plans," Journal of Public Economics, Elsevier, volume 94, issue 11-12, pages 1073-1085, December.
• Alan, Sule & Atalay, Kadir & Crossley, Thomas F. & Jeon, Sung-Hee, 2010, "New evidence on taxes and portfolio choice," Journal of Public Economics, Elsevier, volume 94, issue 11-12, pages 813-823, December.
• Sara Barajas Cortés & Arturo Lorenzo Valdés, 2010, "Valuación de proyectos de inversión para PYMES con opciones reales," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 1, pages 1-17.
• Claudia Estrella Castillo Ramírez, 2010, "Volatilidad estocástica y la ecuación de Fokker-Planck: parámetros dependientes del tiempo y filtro de Kalman," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 1, pages 64-75.
• Aydanur Gacener Atis, 2010, "Turkiye’de Hanehalkinin ve Finansal Kesimin Portfoy Tercihleri," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 10, issue 2, pages 523-538.
• Gaye KOCABAS & Baris Serkan KOPURLU, 2010, "An Ex-Post Cost-Benefit Analysis of Bolu Mountain Tunnel Project," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 1279-1287.
• Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010, "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1001, revised Jan 2010.
• Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra, 2010, "¿Influyen los tigres asiáticos en el comportamiento gregario español?," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 423-444, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Andreu, Laura & Ortiz, Cristina & Sarto, José Luis, 2010, "Criterios de decisión de inversión en fondos monetarios," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 308, pages 873-898, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Terra Cristina & Vasconcelos Enrico, 2010, "Credit Market Quality, Innovation and Trade," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2010-08.
• Mohamed Ali Trabelsi, 2010, "Overreaction and portfolio‐selection strategies in the Tunisian stock market," Journal of Risk Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 310-322, May, DOI: 10.1108/15265941011043675.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-10, Feb.
• Caporin, M. & McAleer, M.J., 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-13, Feb.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-59, Oct.
• Cuntz, A.N. & Blind, K., 2010, "Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-044-LIS, Dec.
• Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010, "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers, European University Institute, number ECO2010/04.
• Yosef Bonaparte & Russell Cooper, 2010, "Costly Portfolio Adjustment," Economics Working Papers, European University Institute, number ECO2010/19.
• Yosef Bonaparte & Russell Cooper, 2010, "Rationalizing Trading Frequency and Returns," Economics Working Papers, European University Institute, number ECO2010/25.
• Franklin Allen & Ana Babus & Elena Carletti, 2010, "Financial Connections and Systemic Risk," Economics Working Papers, European University Institute, number ECO2010/26.
• Franklin Allen & Ana Babus & Elena Carletti, 2010, "Financial Connections and Systemic Risk," Economics Working Papers, European University Institute, number ECO2010/30.
• Karel Báťa, 2010, "Equity Home Bias in the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/07, Apr, revised Apr 2010.
• Radovan Parrák & Jakub Seidler, 2010, "Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/27, Nov, revised Nov 2010.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Financial Innovation and Financial Fragility," Working Papers, Fondazione Eni Enrico Mattei, number 2010.114, Sep.
• Lawrence Kryzanowski, Shishir Singh, 2010, "Should Minimum Portfolio Sizes Be Prescribed for Achieving Sufficiently Well-Diversified Equity Portfolios?," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 1-37, October.
• Cristiana Cerqueira Leal, Manuel J. Rocha Armada, João L. C. Duque, 2010, "Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidence from a Small Market," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 38-68, October.
• Brian Baturevich, Gulnur Muradoglu, 2010, "Would You Follow MM or a Profitable Trading Strategy?," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 69-89, October.
• Michel Verlaine, 2010, "Risk Governance for funds," Cahiers du CEREFIGE, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, number 1003, revised 2010.
• Stefano Corradin & José Fillat & Carles Vergara-Alert, 2010, "Optimal portfolio choice with predictability in house prices and transaction costs," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU10-2.
• Andreas Fuster & Paul S. Willen, 2010, "Insuring consumption using income-linked assets," Working Papers, Federal Reserve Bank of Boston, number 10-1.
• Vasia Panousi, 2010, "Capital taxation with entrepreneurial risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-56.
• Svetlana Pashchenko, 2010, "Accounting for non-annuitization," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2010-03.
• Massimo Guidolin & Stuart Hyde, 2010, "Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective," Working Papers, Federal Reserve Bank of St. Louis, number 2010-002, DOI: 10.20955/wp.2010.002.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2010, "1/N and long run optimal portfolios: results for mixed asset menus," Working Papers, Federal Reserve Bank of St. Louis, number 2010-003, DOI: 10.20955/wp.2010.003.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010, "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers, Federal Reserve Bank of St. Louis, number 2010-008, DOI: 10.20955/wp.2010.008.
• Paolo Guasoni & Gur Huberman & Zhenyu Wang, 2010, "Performance maximization of actively managed funds," Staff Reports, Federal Reserve Bank of New York, number 427.
• Elena DOVAL & Oriana DOVAL, 2010, "Using The Synergy Of Alliances And Partnership For Sustainable Growth," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 12, issue 2, pages 79-91, October.
• Dimitrios Tsomocos & Charles Goodhart & M.U. Peiris & Alexandros Vardoulakis, 2010, "On Dividend Restrictions and the Collapse of the Interbank Market," FMG Discussion Papers, Financial Markets Group, number dp648, Feb.