Research classified by Journal of Economic Literature (JEL) codes

2010

• Haliassos, Michael & Georgarakos, Dimitris, 2010, "Differences in Portfolios across Countries: Economic Environment versus Household Characteristics," CEPR Discussion Papers, Centre for Economic Policy Research, number 8017, Sep.
• Basak, Suleyman & Makarov, Dmitry, 2010, "Difference in Interim Performance and Risk Taking with Short-Sale Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 8072, Oct.
• Ellul, Andrew & Giannetti, Mariassunta & Cella, Cristina, 2010, "Investors' horizons and the Amplification of Market Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 8097, Nov.
• Haliassos, Michael & Georgarakos, Dimitris, 2010, "Stockholding: Participation, Location, and Spillovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 8113, Nov.
• Bover, Olympia, 2010, "Housing purchases and the dynamics of housing wealth," CEPR Discussion Papers, Centre for Economic Policy Research, number 8128, Dec.
• Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010, "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• 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.
• Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010, "Self-Fulfilling Risk Panics," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 17-2010, Jun.
• Marcela Ibáñez, 2010, "Who crops coca and why? The case of Colombian farmers," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 40, Aug.
• Helen Higgs, 2010, "Australian Art Market Prices during the Global Financial Crisis and two earlier decades," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201003, Mar.
• Ana Fostel & John Geanakoplos, 2010, "Why does Bad News Increase Volatility and Decrease Leverage?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2010-18, Jun.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00629777, DOI: 10.1007/s00199-009-0506-5.
• Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00650866, May, DOI: 10.3917/reco.613.0635.
• Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche DARE pour une mesure de risque diversifiée," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476387, Apr.
• Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on International Assets and Goods Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00523364, Jul.
• Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Post-Print, HAL, number hal-00488278, DOI: 10.1007/s00780-010-0130-z.
• Ulrich Hege, 2010, "Venture Capital and Sequential Investments," Post-Print, HAL, number hal-00554148, Mar.
• Patricia Crifo & Nicolas Mottis, 2010, "SRI analysis and asset management : independent or convergent ? : A field study on the French market," Post-Print, HAL, number hal-00572379, Apr.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," Post-Print, HAL, number hal-00629777, DOI: 10.1007/s00199-009-0506-5.
• Hippolyte d'Albis & Emmanuel Thibault, 2010, "Annuities, Bequest and Portfolio Diversification," Post-Print, HAL, number hal-00630453, Feb, DOI: 10.1111/j.1467-9779.2009.01448.x.
• Gabriel Frahm & Christoph Memmel, 2010, "Dominating Estimators for Minimum-Variance Portfolios," Post-Print, HAL, number hal-00741629, Oct, DOI: 10.1016/j.jeconom.2010.07.007.
• Julio Carmona & Angel León & Antoni Vaello-Sebastià, 2010, "Pricing executive stock options under employment shocks," Post-Print, HAL, number hal-00753042, Nov, DOI: 10.1016/j.jedc.2010.08.002.
• Thomas Gehrig & Werner Güth & René Levínský & Vera Popova, 2010, "On the evolution of professional consulting," Post-Print, HAL, number hal-00856607, Sep, DOI: 10.1016/j.jebo.2010.02.016.
• W. Briec & K. Kerstens, 2010, "Portfolio selection in multidimensional general and partial moment space," Post-Print, HAL, number halshs-00473219, DOI: 10.1016/j.jedc.2009.11.001.
• O. Brandouy & W. Briec & K. Kerstens & I. van de Woestyne, 2010, "Portfolio performance gauging in discrete time using a luenberger productivity indicator," Post-Print, HAL, number halshs-00490032, DOI: 10.1016/j.jbankfin.2009.12.015.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00629777, DOI: 10.1007/s00199-009-0506-5.
• Nicolas Coeurdacier & Hélène Rey, 2010, "Home bias in open economy financial macroeconomics," Sciences Po Economics Publications (main), HAL, number hal-01069440, Sep.
• Sebastien Darses & Emmanuel Denis, 2010, "Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate," Working Papers, HAL, number hal-00467704, Feb.
• Nicolas Coeurdacier & Hélène Rey, 2010, "Home bias in open economy financial macroeconomics," Working Papers, HAL, number hal-01069440, Sep.
• Bastien Drut, 2010, "Social responsibility and mean-variance portfolio selection," Working Papers, HAL, number hal-04140930.
• Hubert de La Bruslerie & Jessica Fouilloux, 2010, "Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model," Working Papers, HAL, number halshs-00536924.
• Posch, Olaf & Trimborn, Timo, 2010, "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-450, Jun.
• Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010, "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform, number 2010/15, Oct.
• Hacker, R. Scott & Hatemi-J, Abdulnasser, 2010, "A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 223, Apr.
• Frot, Emmanuel & Santiso, Javier, 2010, "Portfolio Managers and Elections in Emerging Economies: How investors dislike political uncertainty," SITE Working Paper Series, Stockholm School of Economics, Stockholm Institute of Transition Economics, number 9, Oct.
• Lundtofte, Frederik & Leoni, Patrick, 2010, "Growth Forecasts, Belief Manipulation and Capital Markets," Working Papers, Lund University, Department of Economics, number 2010:8, Jul, revised 30 May 2012.
• Børsum, Øystein, 2010, "Contagious Mortgage Default," Memorandum, Oslo University, Department of Economics, number 10/2010, Jun.
• Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan, 2010, "Nature or Nurture: What Determines Investor Behavior?," SIFR Research Report Series, Institute for Financial Research, number 72, Sep.
• Cronqvist, Henrik & Siegel, Stephan, 2010, "The Origins of Savings Behavior," SIFR Research Report Series, Institute for Financial Research, number 73, Sep.
• Lu, Ching-Chih & Chollete, Loran, 2010, "Bankruptcy and the size effect," UiS Working Papers in Economics and Finance, University of Stavanger, number 2010/6, Nov.
• Chollete, Loran & Ning, Cathy, 2010, "Asymmetric Dependence in US Financial Risk Factors?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2011/2, Apr.
• Eric Girardin & Dijun Tan & Woon K. Wong, 2010, "Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets," Working Papers, Hong Kong Institute for Monetary Research, number 022010, Jan.
• Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2010, "Human Capital, Endogenous Information Acquisition,and Home Bias in Financial Markets," Working Papers, Hong Kong Institute for Monetary Research, number 202010, Jul.
• Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2010, "Self-Fulfilling Risk Panics," Working Papers, Hong Kong Institute for Monetary Research, number 282010, Nov.
• Yukinobu Kitamura & Taisuke Uchino, 2010, "The Effect of Academic Background on Household Portfolio Selection: Evidence from Japanese Repeated Cross Section Data," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-149, Aug.
• Giuseppe Galloppo, 2010, "A Comparison Of Pre And Post Modern Portfolio Theory Using Resampling," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-16.
• Yan Alice Xie & Howard Qi, 2010, "Job Security And Personal Investment Portfolio," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 17-27.
• Akihiko Takahashi & Kyo Yamamoto, 2010, "A New Hedge Fund Replication Method With The Dynamic Optimal Portfolio," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 23-34.
• Islam Azzam & Jasmin Fouad, 2010, "Evaluation Of The Impact Of Day Trading On The Egyptian Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 1-21.
• Birol Yildiz & Ari Yezegel, 2010, "Fundamental Analysis With Artificial Neural Network," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 149-158.
• Nathaniel J. Harness & Michael M. Finke & Swarn Chatterjee, 2010, "Household Investment Asset Variation And Wealth," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 1-11.
• Lynda S. Livingston, 2010, "Evaluating Alternative Weighting Schemes For Stocks In A Best Ideas Portfolio," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 117-136.
• Giovanni Tria & Giuseppe Galloppo, 2010, "How Does National Foreign Trade React To The European Central Bank’S Policy?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 137-151.
• Ai-Chi Hsu & Szu-Hsien Lin, 2010, "Trading Strategies Based On Dividend Yield: Evidence From The Taiwan Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 71-84.
• Yin-Ching Jan & Su-Ling Chiu, 2010, "Holding Period And Cross-Sectional Stock Returns: Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 79-91.
• Dirk Swagerman & Ivan Novakovic, 2010, "Multi-National Evidence On Calendar Patterns In Stock Returns: An Empirical Case Study On Investment Strategy And The Halloween Effect," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 23-42.
• Ilhan Meric & Christine Lentz & Wayne Smeltz & Gulser Meric, 2010, "Evidence On The Performance Of Country Index Funds In Global Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 89-101.
• William P. Dukes & Zhuoming (Joe) Peng & Margaret M. Tanner, 2010, "Steve Sharpe: A Stock Report," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 1, issue 1, pages 1-13.
• Shuoming (Joe) Peng & William P. Dukes, 2010, "The Student-Managed Fund: A Case Study of Portfolio Properties," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 1, issue 1, pages 61-72.
• Christian Camilo Vargas R, 2010, "Criterios Difusos En La Seleccion De Carteras," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 3, issue 2, pages 29-44.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 636, Jun.
• Fortin, Ines & Hlouskova, Jaroslava, 2010, "Optimal Asset Allocation Under Linear Loss Aversion," Economics Series, Institute for Advanced Studies, number 257, Oct.
• Aslı YÜKSEL & Aydın YÜKSEL & Mete DOĞANAY, 2010, "İstanbul Menkul Kıymetler Borsası’nda işlem gören hisse senetlerinin fiyatlandırılmasında likiditenin rolü," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 293, pages 69-94.
• Pels, 2010, "International Asset Holdings and the Euro," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp331, Jul.
• Thierry Ane & Carole Metais, 2010, "Jump Distribution Characteristics: Evidence from European Stock Markets," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 9, issue 1, pages 1-22, April.
• Jacob A. Bikker & Dirk W.G.A. Broeders & Dirk Jan de Dreu, 2010, "Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing?," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 2, pages 53-79, June.
• Roberto A. De Santis, 2010, "The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 2, pages 147-197, June.
• Paolo Colla & José M. Marín, 2010, "Performance evaluation in competitive REE models," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2010-21, Oct.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2010, "Entropy and the value of information for investors," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2010-23, Dec.
• Naoki Makimoto & Yoshihiko Sugihara, 2010, "Optimal Execution of Multiasset Block Orders under Stochastic Liquidity," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-25, Nov.
• Thomas J. Brennan & Andrew W. Lo, 2010, "Impossible Frontiers," Management Science, INFORMS, volume 56, issue 6, pages 905-923, June, DOI: 10.1287/mnsc.1100.1157.
• Christian Gollier & Alexander Muermann, 2010, "Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment," Management Science, INFORMS, volume 56, issue 8, pages 1272-1284, August, DOI: 10.1287/mnsc.1100.1185.
• Felipe Aldunate & Jaime Casassus, 2010, "Consumption and Hedging in Oil Importing Developing Countries," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 376.
• Margarida Abreu & Victor Mendes & João A. Santos, 2010, "Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/02, Jan.
• Ayca TUKEL, 2010, "Asimetrik Enformasyon Isiginda Halka Arzlarin Uzun Donemli Performanslarinin Degerlendirilmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 12, issue 1, pages 102-121, November.
• Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin, 2010, "An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 247-270, July.
• I-Chun Tsai & Ai Chi Hsu & Ming-Chi Chen, 2010, "Are Real Estate Investment Trusts Becoming More Dangerous? Evidence from the Asian Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 271-298, July.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010, "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 251-269, DOI: 10.1002/for.1145.
• Li King King, 2010, "Sense of Control Affects Investment Behavior," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-004, Jan.
• Michail Anthropelos & Gordan Žitković, 2010, "Partial equilibria with convex capital requirements: existence, uniqueness and stability," Annals of Finance, Springer, volume 6, issue 1, pages 107-135, January, DOI: 10.1007/s10436-009-0134-x.
• Bradford Cornell & Jakša Cvitanić & Levon Goukasian, 2010, "Beliefs regarding fundamental value and optimal investing," Annals of Finance, Springer, volume 6, issue 1, pages 83-105, January, DOI: 10.1007/s10436-009-0133-y.
• Paolo Guasoni & Miklós Rásonyi & Walter Schachermayer, 2010, "The fundamental theorem of asset pricing for continuous processes under small transaction costs," Annals of Finance, Springer, volume 6, issue 2, pages 157-191, March, DOI: 10.1007/s10436-008-0110-x.
• Jan Wenzelburger, 2010, "The two-fund separation theorem revisited," Annals of Finance, Springer, volume 6, issue 2, pages 221-239, March, DOI: 10.1007/s10436-009-0144-8.
• José Fajardo, 2010, "Behavioral arbitrage with collateral and uncertain deliveries," Annals of Finance, Springer, volume 6, issue 2, pages 241-254, March, DOI: 10.1007/s10436-009-0135-9.
• Sjur Flåm, 2010, "Portfolio management without probabilities or statistics," Annals of Finance, Springer, volume 6, issue 3, pages 357-368, July, DOI: 10.1007/s10436-008-0106-6.
• Hening Liu, 2010, "Robust consumption and portfolio choice for time varying investment opportunities," Annals of Finance, Springer, volume 6, issue 4, pages 435-454, October, DOI: 10.1007/s10436-010-0164-4.
• C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010, "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, volume 6, issue 4, pages 455-473, October, DOI: 10.1007/s10436-010-0147-5.
• Mariana Blanco & Dirk Engelmann & Alexander Koch & Hans-Theo Normann, 2010, "Belief elicitation in experiments: is there a hedging problem?," Experimental Economics, Springer;Economic Science Association, volume 13, issue 4, pages 412-438, December, DOI: 10.1007/s10683-010-9249-1.
• Rafael Weißbach & Carsten Lieres und Wilkau, 2010, "Economic capital for nonperforming loans," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 1, pages 67-85, March, DOI: 10.1007/s11408-009-0121-2.
• Xiaoquan Jiang, 2010, "Return dispersion and expected returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 107-135, June, DOI: 10.1007/s11408-009-0122-1.
• T. Hendricks & B. Kempa & C. Pierdzioch, 2010, "Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 137-158, June, DOI: 10.1007/s11408-010-0129-7.
• Kristoffer Eriksen & Ola Kvaløy, 2010, "Do financial advisors exhibit myopic loss aversion?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 159-170, June, DOI: 10.1007/s11408-009-0124-z.
• Antonios Siganos, 2010, "Can small investors exploit the momentum effect?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 171-192, June, DOI: 10.1007/s11408-009-0120-3.
• Beatriz Mendes & Mariângela Semeraro & Ricardo Leal, 2010, "Pair-copulas modeling in finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 193-213, June, DOI: 10.1007/s11408-010-0130-1.
• Olaf Stotz & Gabrielle Wanzenried & Karsten Döhnert, 2010, "Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 3, pages 219-243, September, DOI: 10.1007/s11408-010-0135-9.
• Bernd Scherer, 2010, "A note on asset management and market risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 3, pages 309-320, September, DOI: 10.1007/s11408-010-0137-7.
• Victoria Galsband, 2010, "The cross-section of equity returns and assets’ fundamental cash-flow risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 4, pages 327-351, December, DOI: 10.1007/s11408-010-0140-z.
• Carlos Castro, 2010, "Portfolio choice under local industry and country factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 4, pages 353-393, December, DOI: 10.1007/s11408-010-0143-9.
• Bastien Drut, 2010, "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, volume 92, issue 1, pages 131-145, April, DOI: 10.1007/s10551-010-0638-3.
• Shaun Bond & Paul Mitchell, 2010, "Alpha and Persistence in Real Estate Fund Performance," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 1, pages 53-79, July, DOI: 10.1007/s11146-009-9230-y.
• Elias Oikarinen, 2010, "Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 4, pages 486-509, November, DOI: 10.1007/s11146-009-9175-1.
• Frank Zhang, 2010, "An empirical analysis of alternative recovery risk models and implied recovery rates," Review of Derivatives Research, Springer, volume 13, issue 2, pages 101-124, July, DOI: 10.1007/s11147-009-9046-1.
• Zhong-guo Zhou & Janet Zhou, 2010, "Chinese IPO activity, pricing, and market cycles," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 4, pages 483-503, May, DOI: 10.1007/s11156-009-0147-6.
• Marshall Blume, 2010, "Endowment spending in volatile markets: what should fiduciaries do?," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 2, pages 163-178, August, DOI: 10.1007/s11156-009-0156-5.
• Frank Reilly & David Wright & James Gentry, 2010, "An analysis of credit risk spreads for high yield bonds," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 2, pages 179-205, August, DOI: 10.1007/s11156-009-0162-7.
• Luis Ferruz & Fernando Muñoz & Maria Vargas, 2010, "Does the size of a fund family matter when choosing an investment strategy? Evidence from spain," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 315-334, October, DOI: 10.1007/s11156-009-0106-2.
• Haim Shalit & Shlomo Yitzhaki, 2010, "How does beta explain stochastic dominance efficiency?," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 4, pages 431-444, November, DOI: 10.1007/s11156-010-0167-2.
• Lieven Moor & Piet Sercu, 2010, "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," Small Business Economics, Springer, volume 35, issue 4, pages 433-448, November, DOI: 10.1007/s11187-008-9170-6.
• Takao Asano, 2010, "Portfolio Inertia and Epsilon-Contaminations," Theory and Decision, Springer, volume 68, issue 3, pages 341-365, March, DOI: 10.1007/s11238-008-9101-7.
• Suyeol Ryu & Iltae Kim & Soo-Jong Kim, 2010, "Comparative Statics under Uncertainty with the Monotone Probability Ratio Order Revisited," Korean Economic Review, Korean Economic Association, volume 26, pages 203-222.
• Keunkwan Ryu & Hyun-yeol Shin, 2010, "Liquidity as Price Effect on Time to Sale," Korean Economic Review, Korean Economic Association, volume 26, pages 307-340.
• Ruxandra Vilag & George Horia Ionescu & Mihai Dragos Ungureanu & Stela Aurelia Toader, 2010, "Financial Crisis Propagation," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 1, pages 124-139, March.
• Georgeta Ilie, 2010, "The Role of Foreign Direct Investment Projects in the Employment Evolution in Europe," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 4, pages 18-26, December.
• Günter Franke & Ferdinand Graf, 2010, "Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-11, Nov.
• James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova, 2010, "Improved Portfolio Choice using Second-Order Stochastic Dominance," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-14, Nov.
• Szüle, Borbála, 2010, "Biztosítók kockázatdiverzifikációja
  [Risk diversification of insurers]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 634-651.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research, number 727, Oct.
• Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 738, Nov.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers, Kyoto University, Institute of Economic Research, number 743, Nov.
• Chiaki Hara, 2010, "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers, Kyoto University, Institute of Economic Research, number 748, Dec.
• Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2010, "Self-Fulfilling Risk Panics," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 10.05, Jun.
• Stephen Hall & Kavita Sirichand, 2010, "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 10/09, Mar.
• Fahad Rehman, 2010, "Asset Allocation for Government Pension Funds in Pakistan: A Case for International Diversification," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 15, issue 1, pages 127-151, Jan-Jun.
• Stolper, Anno, 2010, "The Appeal of Risky Assets," Discussion Papers in Economics, University of Munich, Department of Economics, number 11878, Oct.
• Pascal François & Georges Hübner, 2010, "A Portfolio Approach to Venture Capital Financing," Cahiers de recherche, CIRPEE, number 1046.