Research classified by Journal of Economic Literature (JEL) codes

2008

• Nicolas Aubert & Thomas Rapp, 2008, "Les salariés actionnaires:pourquoi investissent-ils dans leur entreprise?," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue 4, pages 87-110, December.
• Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008, "Financial Risk Aversion and Household Asset Diversification," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 117.
• 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.
• 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(0x99bb6138), October, 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.
• Jordi Mondria & Thomas Wu & Yi Zhang, 2008, "The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data," Working Papers, University of Toronto, Department of Economics, number tecipa-326, Aug.
• Buly A Cardak & Roger K. Wilkins, 2008, "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Working Papers, School of Economics, La Trobe University, number 2008.01, Feb.
• Buly A Cardak & Roger K. Wilkins, 2008, "The Determinants of Household Risky Asset Holdings: Australian Evidence on Background Risk and Other Factors#," Working Papers, School of Economics, La Trobe University, number 2008.05, Sep.
• Elisabetta De Antoni, 2008, "Minsky�s Upward Instability: the Not-Too-Keynesian Optimism of a Financial Cassandra," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0812.
• Christopher L. Gilbert, 2008, "Commodity Speculation and Commodity Investment," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0820.
• Isaac Ehrlich & William A. Hamlen Jr. & Yong Yin, 2008, "Asset Management, Human Capital, and the Market for Risky Assets," Journal of Human Capital, University of Chicago Press, volume 2, issue 3, pages 217-262, DOI: 10.1086/593051.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, volume 116, issue 5, pages 951-979, October, DOI: 10.1086/592415.
• Hartarska, Valentina & Nadolnyak, Denis, 2008, "An Impact Analysis of Microfinance in Bosnia and Herzegovina," World Development, Elsevier, volume 36, issue 12, pages 2605-2619, December.
• Linda Margarita Medina Herrera & Ricardo Mansilla Corona, 2008, "Teoría de matrices aleatorias y correlación de series financieras: el caso de la Bolsa Mexicana de Valores," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 2, issue 2, pages 125-135.
• Benjamín García Martínez & Arturo Lorenzo Valdés, 2008, "La matriz de covarianzas de residuales en la asignación y valuación de activos," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 2, issue 2, pages 162-178.
• Cunat, Alejandro & Fons-Rosen, Christian, 2008, "Relative factor endowments and international portfolio choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19562, Jul.
• Greenwood, Robin & Vayanos, Dimitri, 2008, "Bond supply and excess bond returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24425, Feb.
• Silli, Bernhard & Cohen, Randolph B & Polk, Christopher, 2008, "Best ideas," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24471, Oct.
• Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh, 2008, "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," Chapters, Edward Elgar Publishing, chapter 2, in: Klaus Gugler & B. Burcin Yurtoglu, "The Economics of Corporate Governance and Mergers".
• Ferruz, Luis & Sarto, José Luis & Vicente, Luis, 2008, "Convergencia estratégica en la industria española de fondos de inversión," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 300, pages 1043-1060, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v75i.
• Frédérique Bec & Christian Gollier, 2008, "Assets returns volatility and investment horizon: The French case," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-10.
• Fabrice Barthélémy & Jean-Luc Prigent, 2008, "Optimal Time to Sell in Real Estate Portfolio Management," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-13.
• Carlo Alberto Magni, 2008, "CAPM‐based capital budgeting and nonadditivity," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 26, issue 5, pages 388-398, August, DOI: 10.1108/14635780810900251.
• Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E., 2008, "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-53, Jan.
• McAleer, M.J., 2008, "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-32, Nov.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008, "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-34, Dec.
• Blitz, D.C. & van Vliet, P., 2008, "Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes," 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-2008-033-F&A, Jun.
• de Langhe, B. & Sweldens, S. & van Osselaer, S.M.J. & Tuk, M.A., 2008, "The Emotional Information Processing System is Risk Averse: Ego-Depletion and Investment Behavior," 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-2008-064-MKT, Oct.
• Brounen, D., 2008, "The Boom and Gloom of Real Estate Markets," ERIM Inaugural Address 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 EIA-2008-035-F&A, Dec.
• Ernest Gnan & Mar Gudmundsson & Morten Balling (ed.), 2008, "Commodities, Energy and Finance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/2, ISBN: ARRAY(0x7f209eb8), May.
• Morten Balling (ed.), 2008, "Asset Management in Volatile Markets," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/5, ISBN: ARRAY(0x7cd8f2d0), May.
• Lucian Buse & Marian Siminica & Daniel Circiumaru, 2008, "Cost-Benefit Analysis – Economic Tool Used to Aid Decision-Making Regarding the Distribution of Public Funds," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 19-30.
• Lieven Baele & Koen Inghelbrecht, 2008, "Time-varying integration, the euro and international diversification strategy," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 333, Jul.
• Tobias Broer, 2008, "The home bias of the poor: terms of trade effects and portfolios across the wealth distribution," Economics Working Papers, European University Institute, number ECO2008/28.
• Zdenìk Zmeškal, 2008, "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 261-275, August.
• LU Rong & XU Longbing & XIE Xinhou & CHEN Baizhu, 2008, "Redemption puzzle of open-end fund market in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 3, issue 3, pages 430-450, September.
• Tuukka Saarimaa, 2008, "Owner-Occupied Housing and Demand for Risky Financial Assets: Some Finnish Evidence," Finnish Economic Papers, Finnish Economic Association, volume 21, issue 1, pages 22-38, Spring.
• Andrew C Pollock, Alex Macaulay, Mary E Thomson, Dilek Önkal, 2008, "Using Weekly Empirical Probabilities in Currency Analysis and Forecasting," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 2, pages 26-55, October.
• Dean Fantazzini, 2008, "Dynamic Copula Modelling for Value at Risk," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 2, pages 72-108, October.
• Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008, "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 679, Sep.
• Bong-Chan Kho & Rene M. Stulz & Francis E. Warnock, 2008, "Financial globalization, governance, and the evolution of the home bias," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 12.
• Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008, "When bonds matter: home bias in goods and assets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-25.
• Wolfram Horneff & Raimond Maurer & Michael Stamos, 2008, "Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 174.
• Ulf Herold & Raimond Maurer, 2008, "Structural positions and risk budgeting - Quantifying the impact of structural positions and deriving implications for active portfolio management," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 74.
• Erick Rengifo & Emanuela Trifan, 2008, "How Investors Face Financial Risk Loss Aversion and Wealth Allocation," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-01.
• H. D. Vinod & D. F. Hsu & Y. Tian, 2008, "Combining Multiple Criterion Systems for Improving Portfolio Performance," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-07.
• Berna Demiralp & Johanna Francis, 2008, "Wealth, Industry and the Transition to Entrepreneurship," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-09.
• Giulio Cifarelli & Giovanna Paladino, 2008, "Oil price Dynamics and Speculation. A Multivariate Financial Approach," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2008_15.rdf.
• Nevine Mokhtar Eid, 2008, "The Capital Asset Pricing Model: An Application on the Efficiency of Financing Higher Public Education in Egypt," Working Papers, The German University in Cairo, Faculty of Management Technology, number 8, Mar.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008, "International Portfolios with Supply, Demand, and Redistributive Shocks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00649209.
• Emmanuel Jurczenko & Bertrand Maillet & Paul Merlin, 2008, "Efficient Frontier for Robust Higher-order Moment Portfolio Selection," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00336475, Oct.
• Thierry Foucault & Thomas Gehrig, 2008, "Stock price informativeness, cross-listings and investment decisions," Post-Print, HAL, number hal-00459807, Apr, DOI: 10.1016/j.jfineco.2007.05.007.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2008, "International Portfolios with Supply, Demand, and Redistributive Shocks," Post-Print, HAL, number hal-00649209.
• André de Palma & Jean-Luc Prigent, 2008, "Hedging global environment risks: An option based portfolio insurance," Post-Print, HAL, number hal-03679719, Jun, DOI: 10.1016/j.automatica.2008.02.002.
• Laurent Deville, 2008, "Exchange Traded Funds: History, Trading and Research," Post-Print, HAL, number halshs-00162223.
• Elyès Jouini & Clotilde Napp, 2008, "On Abel's Concept of Doubt and Pessimism," Post-Print, HAL, number halshs-00176611, Nov.
• Edwin Le Héron, 2008, "Fiscal and Monetary Policies in a Keynesian Stock-flow Consistent Model," Post-Print, HAL, number halshs-00388042.
• Nicolas Aubert & Thomas Rapp, 2008, "Les Salariés Actionnaires : Pourquoi Investissent-ils dans leur Entreprise ?," Post-Print, HAL, number halshs-00454019.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2008, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00673252, Dec.
• Thierry Foucault & David Thesmar & David Sraer, 2008, "Individual Investors and Volatility," Working Papers, HAL, number hal-00578370, Jul.
• Nicolas Coeurdacier & Stéphane Guibaud, 2008, "A dynamic equilibrium of imperfectly integrated financial markets," Working Papers, HAL, number hal-03602487, Oct.
• Kenza Benhima, 2008, "A Reappraisal of the Allocation Puzzle through the Portfolio Approach," Working Papers, HAL, number hal-04140729.
• Zsolt Darvas, 2008, "Leveraged Carry Trade Portfolios," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0822, Oct.
• Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas, 2008, "Financial Risk Aversion and Household Asset Diversification," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 137, Sep.
• Ibanez, Marcela & Carlsson, Fredrik, 2008, "A choice experiment on coca cropping," Working Papers in Economics, University of Gothenburg, Department of Economics, number 287, Feb, revised 01 Apr 2008.
• Cesarini, David & Johannesson, Magnus & Lichtenstein, Paul & Sandewall, Örjan & Wallace, Björn, 2008, "Is Financial Risk-Taking Behavior Genetically Transmitted?," Working Paper Series, Research Institute of Industrial Economics, number 765, Sep.
• Ekern, Steinar, 2008, "An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/24, Oct.
• Anderson, Anders, 2008, "Is Online Trading Gambling with Peanuts?," SIFR Research Report Series, Institute for Financial Research, number 62, May.
• Kaminski, Kathryn & Lo, Andrew W., 2008, "When Do Stop-Loss Rules Stop Losses?," SIFR Research Report Series, Institute for Financial Research, number 63, May.
• Cooper, David & Rege, Mari, 2008, "Social Interaction Effects and Choice Under Uncertainty. An Experimental Study," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/24, Jun.
• Söderberg, Jonas, 2008, "Test of the Gaussian Copula on the Swedish Stock Market," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:9, Dec.
• Söderberg, Jonas, 2008, "Liquidity on the Scandinavian Order-driven Stock Exchanges," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:11, Dec.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ & Huang, James & Kuzmics, Christoph, 2008, "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 368, Mar.
• Laurence Fung & Ip-wing Yu, 2008, "Predicting Stock Market Returns by Combining Forecasts," Working Papers, Hong Kong Monetary Authority, number 0801, Mar.
• Beshears, John Leonard & Choi, James J. & Laibson, David I. & Madrian, Brigitte, 2008, "How Are Preferences Revealed?," Scholarly Articles, Harvard University Department of Economics, number 11130523.
• Mullainathan, Sendhil & Brown, Jeffrey R. & Kling, Jeffrey R. & Wrobel, Marian Vaillant, 2008, "Why Don't People Insure Late Life Consumption? A Framing Explanation of the Under-Annuitization Puzzle," Scholarly Articles, Harvard University Department of Economics, number 2799056.
• Stein, Jeremy & Kubik, Jeffrey D. & Hong, Harrison, 2008, "The Only Game in Town: Stock-Price Consequences of Local Bias," Scholarly Articles, Harvard University Department of Economics, number 3710665.
• Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan, 2008, "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2008/60, Oct.
• Anke Hammen, 2008, "Fachliche Zusammensetzung von Bildungsportfolios: Empirische Analyse eines Risk-Return Trade-Offs," IAAEG Discussion Papers until 2011, Institute of Labour Law and Industrial Relations in the European Union (IAAEU), number 200802, Feb.
• Buly A. Cardak & Roger Wilkins, 2008, "The Determinants of Household Risky Asset Holdings: Background Risk and Other Factors," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n02, Feb.
• Eddy Junarsin & Eduardus Tandelilin, 2008, "The Influence Of Investment Horizon On Expected Returns And Risk Perception: Evidence From The Indonesian Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 11-30.
• Xianliang Tian & Ming Zhou, 2008, "Banking System Efficiency And Chinese Regional Economic Growth: An Empirical Analysis Based On Banks’ Micro-Efficiency," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 41-51.
• Yin-Ching Jan & Su-Ling Chiu, 2008, "Long-Run Investment Decision In The Taiwan Exchange Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 73-85.
• Meng-Fen Hsieh & Yu-Tai Yang & Tam Bang Vu, 2008, "Do Herding Behavior And Positive Feedback Effects Influence Capital Inflows? Evidence From Asia And Latin America," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 19-34.
• Lynda S. Livingston, 2008, "Is Three A Crowd? Considering The Value Of Manager Diversification For Adding Alpha," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 45-62.
• Alexander Milnikov & Mikheil Mamistvalov, 2008, "One Method of Solution of an Optimum Investment Portfolio Problem for Risky Assets," IBSU Scientific Journal, International Black Sea University, volume 2, issue 1, pages 66-70.
• Claudio Morana, 2008, "Realized portfolio selection in the euro area," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 10-2008, Jun.
• Michael Mania & Marina Santacroce, 2008, "Exponential Utility Maximization under Partial Information," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 24-2008, Jun.
• Yuyun Istavirti & Dr. Ruslan Prijadi & Dr. Andi M. Alfian Parewangi, 2008, "Kinerja Pengelolaan Dana Pada Pasar Modal Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 4, pages 361-390, April, DOI: https://doi.org/10.21098/bemp.v10i4.
• Giulio Palomba, 2008, "Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 10, issue 4, pages 379-413.
• Pythagoras PETRATOS, 2008, "Real Option Applications to Information Security," Communications & Strategies, IDATE, Com&Strat dept., volume 1, issue 70, pages 15-26, 2nd quart.
• Olivier Brandouy & Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2008, "Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator," Working Papers, IESEG School of Management, number 2008-ECO-12, Oct, revised Oct 2009.
• Macide ÇİÇEK, 2008, "Türkiye’de devlet iç borçlanma senetlerinin günlük getirilerinde mevsimsellik ve koşullu risk," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 264, pages 93-118.
• Sezgin DEMİR & Yusuf KADERLİ, 2008, "Ödül beta yaklasımının Istanbul Menkul Kıymetler Borsası’nda uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 266, pages 95-113.
• Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008, "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-09, Jun.
• P.V. Viswanath, 2008, "Explorations in the economics of intertemporal asset transfer in Roman Palestine," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2008-017, Sep.
• Grzegorz MICHALSKI, 2008, "Inventory And Risk Management: Decreasing Delivery Risk Of Purchasers," Romanian Journal of Economics, Institute of National Economy, volume 27, issue 2(36), pages 95-103, December.
• Domenico Cuoco & Hua He & Sergei Isaenko, 2008, "Optimal Dynamic Trading Strategies with Risk Limits," Operations Research, INFORMS, volume 56, issue 2, pages 358-368, April, DOI: 10.1287/opre.1070.0433.
• Rodrigo A. Alfaro & Carmen Gloria Silva, 2008, "Volatilidad de Indices Accionarios: El caso del IPSA," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 217-233.
• Michalis Petrides & Alex Karagrigoriou, 2008, "Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances," Financial Theory and Practice, Institute of Public Finance, volume 32, issue 1, pages 45-64.
• Marco Trombetta & Francisco Bravo Urquiza & María Cristina Abad Navarro, 2008, "Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-10, Jul.
• Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2008, "The Asset Portfolios of Native-Born and Foreign-Born Households," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3304, Jan.
• Campos, Nauro F. & Leite Barbosa, Renata, 2008, "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3445, Apr.
• Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2008, "Belief Elicitation in Experiments: Is there a Hedging Problem?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3517, May.
• Jian-Hsin Chou & Hong-Fwu Yu & Der-Rong Hwu, 2008, "Testing Term Structure Estimation Models: Evidence from Taiwan's Government Bonds Market," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 1, pages 35-63, January.
• Shih-Ju Chan & Ching-Chung Lin & Wen-Hsiu Kuo, 2008, "The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 2, pages 203-228, July.
• Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis, 2008, "Forecasting market impact costs and identifying expensive trades," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 1, pages 21-39, DOI: 10.1002/for.1052.
• Gerlinde Fellner & Matthias Sutter, 2008, "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-004, Jan.