Research classified by Journal of Economic Literature (JEL) codes

2009

• Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2009, "Marriage and Other Risky Assets: A Portfolio Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7162, Feb.
• Timmermann, Allan & Liu, Jun, 2009, "Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7188, Mar.
• Stambaugh, Robert F. & Pástor, LuboÅ¡, 2009, "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7199, Mar.
• Thesmar, David & Hombert, Johan, 2009, "Limits of Limits of Arbitrage: Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7212, Mar.
• Haliassos, Michael & Georgarakos, Dimitris & Bilias, Yannis, 2009, "Portfolio Inertia and Stock Market Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7239, Mar.
• Basak, Suleyman & Chabakauri, Georgy, 2009, "Dynamic Mean-Variance Asset Allocation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7256, Apr.
• Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7345, Jun.
• Hau, Harald, 2009, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7348, Jun.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2009, "Dynamic Trading with Predictable Returns and Transaction Costs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7392, Aug.
• Hvide, Hans K. & Døskeland, Trond, 2009, "Do Individual Investors Have Asymmetric Information Based On Work Experience?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7428, Aug.
• Pedersen, Lasse Heje, 2009, "When Everyone Runs for the Exit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7436, Aug.
• Cuoco, Domenico & Kaniel, Ron, 2009, "Equilibrium Prices in the Presence of Delegated Portfolio Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7453, Sep.
• Martin T. Bohl & Christian A. Salm, 2009, "The Other January Effect: International Evidence," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0809, Apr.
• Christian Wolff & Thorsten Lehnert & Cokki Versluis, 2009, "A Cumulative Prospect Theory Approach to Option Pricing," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-03.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2009, "Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 82, Feb.
• Maela Giofré, 2009, "Convergence of EMU Equity Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 88, Jul.
• Elena Vigna, 2009, "Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 89, Sep.
• Motohiro Yogo, 2009, "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2009-3, Jan, revised Jan 2009.
• Balbás, Alejandro & Balbás, Raquel, 2009, "Compatibility between pricing rules and risk measures: the CCVaR," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb090201, Jan.
• Portilla, Yolanda, 2009, "Two-sided career concern and financial equilibrium," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we091207, Mar.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009, "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094625, May.
• Iglesias, Emma M. & Linton, Oliver, 2009, "Estimation of tail thickness parameters from GJR-GARCH models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094726, Jun.
• Jianjun Miao, 2009, "Ambiguity, Risk and Portfolio Choice under Incomplete Information," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 257-279, November.
• Su-Jane Chen & Ming-Hsiang Chen, 2009, "Discount Rate Changes and Market Timing: A Multinational Study," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 329-349, November.
• Pushkarskaya, Helen & Marshall, Maria I., 2009, "Lump Sum versus Annuity: Choices of Kentucky Farmers during the Tobacco Buyout Program," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 41, issue 3, pages 613-624, December.
• Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1701, Jun.
• Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1703, Jun.
• Volker Böhm & George Vachadze, 2009, "Sovereign Risk in International Bond Markets and Nonconvergence," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c014_034, Jun.
• Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009, "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 6.1.
• Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2009, "Financial Risk Aversion and Household Asset Diversification," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 6.1A.
• Cahit Guven, 2009, "Weather and Financial Risk-Taking: Is Happiness the Channel?," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 218.
• Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009, "Risk Attitudes and Investment Decisions across European Countries: Are Women More Conservative Investors than Men?," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 224.
• Coeurdacier, Nicolas, 2009, "Do trade costs in goods market lead to home bias in equities?," Journal of International Economics, Elsevier, volume 77, issue 1, pages 86-100, February.
• Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2009, "Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints," Insurance: Mathematics and Economics, Elsevier, volume 45, issue 1, pages 25-34, August.
• Pelizzon, Loriana & Weber, Guglielmo, 2009, "Efficient portfolios when housing needs change over the life cycle," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 2110-2121, November.
• Cardak, Buly A. & Wilkins, Roger, 2009, "The determinants of household risky asset holdings: Australian evidence on background risk and other factors," Journal of Banking & Finance, Elsevier, volume 33, issue 5, pages 850-860, May.
• Darvas, Zsolt, 2009, "Leveraged carry trade portfolios," Journal of Banking & Finance, Elsevier, volume 33, issue 5, pages 944-957, May.
• Ivkovic, Zoran & Weisbenner, Scott, 2009, "Individual investor mutual fund flows," Journal of Financial Economics, Elsevier, volume 92, issue 2, pages 223-237, May.
• Greenwood, Robin & Nagel, Stefan, 2009, "Inexperienced investors and bubbles," Journal of Financial Economics, Elsevier, volume 93, issue 2, pages 239-258, August.
• Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van, 2009, "Mortgage timing," Journal of Financial Economics, Elsevier, volume 93, issue 2, pages 292-324, August.
• Coeurdacier, Nicolas & Martin, Philippe, 2009, "The geography of asset trade and the euro: Insiders and outsiders," Journal of the Japanese and International Economies, Elsevier, volume 23, issue 2, pages 90-113, June.
• Koenig, Pamina, 2009, "Agglomeration and the export decisions of French firms," Journal of Urban Economics, Elsevier, volume 66, issue 3, pages 186-195, November.
• Hakim, Abdul & McAleer, Michael, 2009, "Forecasting conditional correlations in stock, bond and foreign exchange markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2830-2846, DOI: 10.1016/j.matcom.2008.07.013.
• Giofré, Maela, 2009, "The role of information asymmetries and inflation hedging in international equity portfolios," Journal of Multinational Financial Management, Elsevier, volume 19, issue 4, pages 237-255, October.
• Desai, Mihir A. & Dharmapala, Dhammika, 2009, "Taxes, institutions and foreign diversification opportunities," Journal of Public Economics, Elsevier, volume 93, issue 5-6, pages 703-714, June.

2008

• Ramos, Sofia B. & von Thadden, Ernst-Ludwig, 2008, "Stock exchange competition in a simple model of capital market equilibrium," Journal of Financial Markets, Elsevier, volume 11, issue 3, pages 284-307, August.
• Daude, Christian & Fratzscher, Marcel, 2008, "The pecking order of cross-border investment," Journal of International Economics, Elsevier, volume 74, issue 1, pages 94-119, January.
• Petrichev, Konstantin & Thorp, Susan, 2008, "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1138-1145, June.
• Benth, Fred Espen & Cartea, Álvaro & Kiesel, Rüdiger, 2008, "Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium," Journal of Banking & Finance, Elsevier, volume 32, issue 10, pages 2006-2021, October.
• Døskeland, Trond M. & Nordahl, Helge A., 2008, "Optimal pension insurance design," Journal of Banking & Finance, Elsevier, volume 32, issue 3, pages 382-392, March.
• Huij, Joop & Derwall, Jeroen, 2008, ""Hot Hands" in bond funds," Journal of Banking & Finance, Elsevier, volume 32, issue 4, pages 559-572, April.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008, "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, volume 32, issue 9, pages 1941-1953, September.
• Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008, "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, volume 60, issue 3, pages 256-276.
• Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2008, "Globally evolutionarily stable portfolio rules," Journal of Economic Theory, Elsevier, volume 140, issue 1, pages 197-228, May.
• Foucault, Thierry & Gehrig, Thomas, 2008, "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, volume 88, issue 1, pages 146-168, April.
• Bae, Kee-Hong & Stulz, René M. & Tan, Hongping, 2008, "Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts," Journal of Financial Economics, Elsevier, volume 88, issue 3, pages 581-606, June.
• Hong, Harrison & Kubik, Jeffrey D. & Stein, Jeremy C., 2008, "The only game in town: Stock-price consequences of local bias," Journal of Financial Economics, Elsevier, volume 90, issue 1, pages 20-37, October.
• Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008, "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 1, pages 30-48, DOI: 10.1016/j.matcom.2007.09.002.
• Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C., 2008, "How are preferences revealed?," Journal of Public Economics, Elsevier, volume 92, issue 8-9, pages 1787-1794, August.
• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008, "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
  [THE efficient portfolio construction: an empirical investigation based on some listed shares in cas," MPRA Paper, University Library of Munich, Germany, number 19681, May.
• Chandra, Abhijeet, 2008, "Decision Making in the Stock Market: Incorporating Psychology with Finance," MPRA Paper, University Library of Munich, Germany, number 21288, Oct, revised 01 Nov 2008.
• Kliber, Pawel, 2008, "A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns," MPRA Paper, University Library of Munich, Germany, number 22541.
• Van Deventer, Bart & Mlambo, Chipo, 2008, "Factors influencing venture capitalists' project financing decisions in South Africa," MPRA Paper, University Library of Munich, Germany, number 24970, Aug, revised 28 Feb 2009.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [One is able again to speak of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 25443.
• Amroush, Fadi & Baderddeen, Alkhoder & Yusef, Talal, 2008, "Using Artificial intelligence to select the optimal E-CRM Based business needs," MPRA Paper, University Library of Munich, Germany, number 25758, Nov.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 26751, Mar.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008, "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
  [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 27731, May.
• Carfì, David, 2008, "Optimal boundaries for decisions," MPRA Paper, University Library of Munich, Germany, number 29243.
• Roncalli, Thierry & Weisang, Guillaume, 2008, "Tracking problems, hedge fund replication and alternative beta," MPRA Paper, University Library of Munich, Germany, number 37358, Dec.
• Lucena, Pierre & Figueiredo, Antonio Carlos & Lachtermacher, Gerson, 2008, "Critérios de formação de carteiras de ativos através de hierarchical clusters
  [Criteria of portfolio formation of stocks through hierarchical clusters]," MPRA Paper, University Library of Munich, Germany, number 38105, Feb.
• Lucena, Pierre & Figueiredo, Antonio Carlos, 2008, "Anomalias no Mercado no Mercado de Ações Brasileiro: uma Modificação do Modelo de Fama de Fama e French
  [Anomalies on the Brazilian Stock Market: a Modification of the Fama and French Model]," MPRA Paper, University Library of Munich, Germany, number 38127, Sep.
• Lucena, Pierre & Figueiredo, Antonio Carlos, 2008, "Prevendo retornos de ações atrasvés de movimentos passados: uma modificação no Modelo de Grinblatt e Moskowitz
  [Predicting stock returns through past movements: a modification of Grinblatt and Moskowitz Model]," MPRA Paper, University Library of Munich, Germany, number 38128.
• Rossi, Francesco, 2008, "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper, University Library of Munich, Germany, number 40183, Dec.
• Bhattacharyya, Surajit, 2008, "Determinants of Corporate Investment: Post Liberalization Panel Data Evidence from Indian Firms," MPRA Paper, University Library of Munich, Germany, number 6702, Jan.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 76925, Mar.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [Can we still talk of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 77288, revised 2008.
• Repkine, Alexandre, 2008, "Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market," MPRA Paper, University Library of Munich, Germany, number 7849, Feb.
• Qiao, Yongyuan, 2008, "Analysis into IPO underpricing and clustering in Hong Kong equity market," MPRA Paper, University Library of Munich, Germany, number 7876, Feb.
• Knutson, Brian & Wimmer, G. Elliott & Kuhnen, Camelia & Winkielman, Piotr, 2008, "Nucleus accumbens activation mediates the influence of reward cues on financial risk-taking," MPRA Paper, University Library of Munich, Germany, number 8013, Mar.
• Petranov, Stefan, 2008, "Оценка На Бета Коефициентите На Публични Дружества В България
  [Estimation of Beta Coefficients for Publicly Traded Companies in Bulgaria]," MPRA Paper, University Library of Munich, Germany, number 88385.
• Los, Cornelis A. & Tungsong, Satjaporn, 2008, "Investment Model Uncertainty and Fair Pricing," MPRA Paper, University Library of Munich, Germany, number 8859, May.
• Hopfensitz, Astrid & Wranik, Tanja, 2008, "Psychological and environmental determinants of myopic loss aversion," MPRA Paper, University Library of Munich, Germany, number 9305.
• Nwaobi, Godwin C, 2008, "The Economics of Financial Derivative Instruments," MPRA Paper, University Library of Munich, Germany, number 9463, Jul.
• Pitluck, Aaron Z., 2008, "Moral Behavior in Stock Markets: Islamic finance and socially responsible investment," MPRA Paper, University Library of Munich, Germany, number 9477, Mar.
• Garcia-Fronti, Javier, 2008, "A Short Note on the Infinite Decision Puzzle," MPRA Paper, University Library of Munich, Germany, number 9571, Jul.
• Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008, "How “Point Blindness” Dilutes the Value of Stock Market Reports," MPRA Paper, University Library of Munich, Germany, number 9604, Jul.
• Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008, "How “Point Blindness” Dilutes the Value of Stock Market Reports," MPRA Paper, University Library of Munich, Germany, number 9612, Jul.
• Canegrati, Emanuele, 2008, "A Non-Random Walk down Canary Wharf," MPRA Paper, University Library of Munich, Germany, number 9871, Aug.
• Derek Jun & Burton G. Malkiel, 2008, "New Paradigms in Stock Market Indexing," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1050, Jan.
• Noura Ben M’Barek, 2008, "L’hétérogénéité du comportement de contrôle des investisseurs institutionnels français," Revue d'Économie Financière, Programme National Persée, volume 91, issue 1, pages 231-254, DOI: 10.3406/ecofi.2008.5067.
• Alain Argile, 2008, "Les transformations du private equity," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 13-18, DOI: 10.3406/ecofi.2008.5259.
• Jean-Hervé Lorenzi & Philippe Trainar, 2008, "Le rôle économique du private equity," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 19-32, DOI: 10.3406/ecofi.2008.5260.
• Jérémie Delecourt, 2008, "Investisseurs institutionnels et private equity," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 33-44, DOI: 10.3406/ecofi.2008.5261.
• Dominique Nouvellet, 2008, "Les « sept péchés capitaux » du private equity en période de bulle," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 61-67, DOI: 10.3406/ecofi.2008.5265.
• Orazio P. Attanasio & Monica Paiella, 2008, "Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 1_2008, Feb.
• José Fajardo, 2008, "Statistical Arbitrage with Default and Collateral," Working Papers, Banco de Portugal, Economics and Research Department, number w200808.
• A. S. Hurn & V.Pavlov, 2008, "Momentum in Australian Stock Returns: An Update," NCER Working Paper Series, National Centre for Econometric Research, number 23, Feb, revised 26 Feb 2008.
• Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008, "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers, Society for Economic Dynamics, number 342.
• Luis M. Viceira & Adi Sunderam & John Y. Campbell, 2008, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," 2008 Meeting Papers, Society for Economic Dynamics, number 355.
• Vasia Panousi, 2008, "Capital Taxation with Entrepreneurial Risk," 2008 Meeting Papers, Society for Economic Dynamics, number 36.
• Nicolas Vincent & Isaac Kleshchelski, 2008, "Robust Equilibrium Yield Curves," 2008 Meeting Papers, Society for Economic Dynamics, number 486.
• Motohiro Yogo, 2008, "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," 2008 Meeting Papers, Society for Economic Dynamics, number 63.
• Radu Lupu & Cristiana Tudor, 2008, "Direction of Change at the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 27, pages 165-185, January.
• Akiko Terada-Hagiwara, 2008, "Asian Holdings of US Treasury Securities: Trade Integration as a Threshold," ADB Economics Working Paper Series, Asian Development Bank, number 137, Dec.
• Reinhard Madlener & Christioph Wenk, 2008, "Efficient Investment Portfolios for the Swiss Electricity Supply Sector," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2008, Aug.
• Thierry Roncalli & Jérôme Teiletche, 2008, "An Alternative Approach to Alternative Beta," Journal of Financial Transformation, Capco Institute, volume 24, pages 43-52.
• Raya Mamarbachi & Marc Day & Giampiero Favato, 2008, "Evaluating art as an alternative investment aset," Journal of Financial Transformation, Capco Institute, volume 24, pages 63-71.
• Boris Groysberg & Paul Healy & Yang Gui, 2008, "Can research committees add value for investors. An analysis of Lehman Brothers Ten Uncommon Values recommendations," Journal of Financial Transformation, Capco Institute, volume 24, pages 123-130.
• Michalski, Grzegorz, 2008, "Value-Based Inventory Management," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 82-90, March.
• Cristian TIU & Cosmin DOBRIN & Ion POPA & Constantin Bagu, 2008, "Performance measurement of hedge funds managers," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 2, pages 38-48, December.
• Cosmin Marius GRIGORE & Dan SAFTA, 2008, "Investments in Romania before and after the E.U. accession," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 2, pages 49-58, December.
• Mario Anolli & Giovanni Petrella, 2008, "Qualità della negoziazione e tutela dell'investitore," Rivista di Politica Economica, SIPI Spa, volume 98, issue 1, pages 295-353, January-F.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008, "Portfolio Choices, Gender and Marital Status," Rivista di Politica Economica, SIPI Spa, volume 98, issue 5, pages 119-154, September.
• Franco Peracchi & Andrei V. Tanase, 2008, "On estimating the conditional expected shortfall," CEIS Research Paper, Tor Vergata University, CEIS, number 122, Jul, revised 14 Jul 2008.
• Nevzat Eren & Han N. Ozsoylev, 2008, "Hype and Dump Manipulation," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe08.
• Solange Berstein & Rómulo Chumacero, 2008, "VaR Limits for Pension Funds: An Evaluation," Working Papers, Superintendencia de Pensiones, number 26, May, revised May 2008.
• Dimitrios Christelis & Dimitris Georgarakos, 2008, "Investing at Home and Abroad: Different Costs, Different People?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 188, Jan, revised 10 Jan 2013.
• Manuel Ammann & Michael Steiner, 2008, "Risk Factors for the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue I, pages 1-35, March.
• Pamela Lenton & Paul Mosley, 2008, "Debt and Health," Working Papers, The University of Sheffield, Department of Economics, number 2008004, Apr, revised Apr 2008.
• Anthony Tay & Jacques Olivier, 2008, "Time-Varying Incentives in the Mutual Fund Industry," Working Papers, Singapore Management University, School of Economics, number 10-2008, Mar, revised Jun 2008.
• Gilbert Cette & Jimmy Lopez, 2008, "What Explains the ICT Diffusion Gap Between the Major Industrialized Countries: An Empirical Analysis?," International Productivity Monitor, Centre for the Study of Living Standards, volume 17, pages 28-39, Fall.
• Jian Hu, 2008, "Does Weather Matter?," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0809, Nov.
• Jean-François Boulier & Marie Briere & Jean-Renaud Viala, 2008, "Do Leveraged Credit Derivatives Modify Credit Allocation?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-014.RS.
• Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008, "Sector classification through non-Gaussian similarity," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-032.RS, Oct.
• Marie Briere & Alexandre Burgues & Ombretta Signori, 2008, "Volatility Exposure for Strategic Asset Allocation," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-034.RS.
• Boris Krey & Philippe K. Widmer & Peter Zweifel, 2008, "Efficient provision of electricity for the United States and Switzerland," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0812, Oct, revised Dec 2011.
• Boris Krey, 2008, "Scope of Electricity Efficiency Improvement in Switzerland until 2035," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0813, Oct.
• Wolfgang Putschögl & Jörn Sass, 2008, "Optimal consumption and investment under partial information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 31, issue 2, pages 137-170, November, DOI: 10.1007/s10203-008-0082-3.
• Abdulnasser Hatemi-J, 2008, "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, volume 35, issue 3, pages 497-505, November, DOI: 10.1007/s00181-007-0175-9.
• Romuald Elie & Nizar Touzi, 2008, "Optimal lifetime consumption and investment under a drawdown constraint," Finance and Stochastics, Springer, volume 12, issue 3, pages 299-330, July, DOI: 10.1007/s00780-008-0066-8.
• Christian Bender & Christina Niethammer, 2008, "On q-optimal martingale measures in exponential Lévy models," Finance and Stochastics, Springer, volume 12, issue 3, pages 381-410, July, DOI: 10.1007/s00780-008-0067-7.
• Saul Jacka & Abdelkarem Berkaoui & Jon Warren, 2008, "No arbitrage and closure results for trading cones with transaction costs," Finance and Stochastics, Springer, volume 12, issue 4, pages 583-600, October, DOI: 10.1007/s00780-008-0075-7.
• Edward Tower & Wei Zheng, 2008, "Ranking mutual fund families: minimum expenses and maximum loads as markers for moral turpitude," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 55, issue 4, pages 315-350, December, DOI: 10.1007/s12232-008-0052-7.
• Jeff Madura & Thanh Ngo, 2008, "Pricing behavior of exchange traded funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 1-23, January, DOI: 10.1007/s12197-007-9007-1.
• Patrick Leoni, 2008, "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 34, issue 1, pages 189-206, January, DOI: 10.1007/s00199-007-0203-1.
• Harald Battermann & Udo Broll & Jack Wahl, 2008, "Utility functions of equivalent form and the effect of parameter changes on optimum decision making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 34, issue 3, pages 401-414, March, DOI: 10.1007/s00199-006-0189-0.
• Gerry Boyle & Denis Conniffe, 2008, "Compatibility of expected utility and μ/σ approaches to risk for a class of non location–scale distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 35, issue 2, pages 343-366, May, DOI: 10.1007/s00199-007-0244-5.
• Wing-Keung Wong & Chenghu Ma, 2008, "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 37, issue 1, pages 119-146, October, DOI: 10.1007/s00199-007-0254-3.
• Christian-Oliver Ewald & Zhaojun Yang, 2008, "Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 68, issue 1, pages 97-123, August, DOI: 10.1007/s00186-007-0190-9.
• Rong Lu & Baizhu Chen & Longbing Xu & Xinhou Xie, 2008, "Redemption puzzle of open-end fund market in China," Psychometrika, Springer;The Psychometric Society, volume 3, issue 3, pages 430-450, September, DOI: 10.1007/s11459-008-0020-x.
• Gianluca Fusai & Andrea Roncoroni, 2008, "Implementing Models in Quantitative Finance: Methods and Cases," Springer Finance, Springer, number 978-3-540-49959-6, ISBN: ARRAY(0x6bbacaa8), March, DOI: 10.1007/978-3-540-49959-6.
• Laura Veldkamp & Stijn Van Nieuwerburgh, 2008, "Information Acquisition and Under-Diversification," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-21.
• Jon Eggins & Robert J. Hill, 2008, "Momentum and Contrarian Stock-Market Indices," Discussion Papers, School of Economics, The University of New South Wales, number 2008-07, May.
• Newton Da Costa & Carlos Mineto & Sergio Da Silva, 2008, "Disposition effect and gender," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 6, pages 411-416, DOI: 10.1080/13504850600706560.
• Stephane Mussard & Virginie Terraza, 2008, "The Shapley decomposition for portfolio risk," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 9, pages 713-715, DOI: 10.1080/13504850600748968.
• Michiel de Pooter & Martin Martens & Dick van Dijk, 2008, "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 199-229, DOI: 10.1080/07474930701873333.
• Frans van Winden & Michal Krawczyk & Astrid Hopfensitz, 2008, "Investment, Resolution of Risk, and the Role of Affect," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-047/1, May.
• Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008, "Hohe Risikoaversion privater Haushalte bei Geldanlagen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 75, issue 45, pages 704-710.
• Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008, "Financial Risk Aversion and Household Asset Diversification," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 807.
• Frank M. Fossen, 2008, "The Private Equity Premium Puzzle Revisited: New Evidence on the Role of Heterogeneous Risk Attitudes," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 839.
• Kenza Benhima, 2008, "A Reappraisal of the Allocation Puzzle through the Portfolio Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-27.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008, "No contagion, only globalization and flight to quality," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 08-22.RS, Nov.
• Sarah Eaton & Zhang Yu Xuan, 2008, "Dragon on a Short Leash : An Inside-Out Analysis of China Investment Corporation," Development Economics Working Papers, East Asian Bureau of Economic Research, number 21983, Nov.
• Anthony Tay, 2008, "Time-Varying Incentives in the Mutual Fund Industry," Finance Working Papers, East Asian Bureau of Economic Research, number 22484, Jan.
• Charles Ka Yui Leung, 2008, "Intra-metropolitan Price and Trading Volume Dynamics : Evidence from Hong Kong," Finance Working Papers, East Asian Bureau of Economic Research, number 22894, Jan.
• P.V. Viswanath, 2008, "Explorations in the Economics of Intertemporal Asset Transfer in Roman Palestine," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22404, Jan.
• Romaniuk, Katarzyna & Vranceanu, Radu, 2008, "Asset Prices and Assymetries in the Fed's Interest Rate Rule : a Financial Approach," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 08006, Mar.
• Gottschalg, Oliver, 2008, "Business and politics: how political beliefs influence volume and performance of leveraged buyouts," HEC Research Papers Series, HEC Paris, number 893, Jan.
• Foucault, Thierry & Themar, David & Sraer, David, 2008, "Individual investors and volatility," HEC Research Papers Series, HEC Paris, number 899, Jul.
• Groh, Alexander P. & Liechtenstein, Heinrich & Canela, Miguel A., 2008, "International allocation determinants of institutional investments in venture capital and private equity limited partnerships," IESE Research Papers, IESE Business School, number D/726, Jan.
• Groh, Alexander P. & Liechtenstein, Heinrich & Lieser, Karsten, 2008, "The European venture capital and private equity country attractiveness index(es)," IESE Research Papers, IESE Business School, number D/773, Nov.
• Wang, Daxue, 2008, "Are anomalies still anomalous? An examination of momentum strategies in four financial markets," IESE Research Papers, IESE Business School, number D/775, Dec.
• Beck, Roland & Rahbari, Ebrahim, 2008, "Optimal reserve composition in the presence of sudden stops: the euro and the dollar as safe haven currencies," Working Paper Series, European Central Bank, number 916, Jul.
• De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008, "Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability," Working Paper Series, European Central Bank, number 926, Aug.
• Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2008, "International stock return comovements," Working Paper Series, European Central Bank, number 931, Sep.
• Giannone, Domenico & De Mol, Christine & Brodie, Joshua & Daubechies, Ingrid & Loris, Ignace, 2008, "Sparse and stable Markowitz portfolios," Working Paper Series, European Central Bank, number 936, Sep.
• Boyson, Nicole M. & Stahel, Christof W. & Stulz, Rene, 2008, "Hedge Fund Contagion and Liquidity," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-8, May.
• Boyson, Nicole & Stahel, Christof & Stulz, Rene, 2008, "Is There Hedge Fund Contagion?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 08-2, Mar.