Research classified by Journal of Economic Literature (JEL) codes

2008

• 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.
• Reid, Gavin C & Smith, Julia A, 2008, "Why is it so Hard to Value Intangibles? Evidence from Investments in High-Technology Start-Ups," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-29.
• Jouini, E. & Napp, C., 2008, "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 11, pages 3682-3694, November.
• Goldbaum, David & Mizrach, Bruce, 2008, "Estimating the intensity of choice in a dynamic mutual fund allocation decision," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 12, pages 3866-3876, December.
• De Giorgi, Enrico, 2008, "Evolutionary portfolio selection with liquidity shocks," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 4, pages 1088-1119, April.
• Challe, Edouard, 2008, "Endogenous participation risk in speculative markets," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 7, pages 2148-2164, July.
• Hoevenaars, Roy P.M.M. & Molenaar, Roderick D.J. & Schotman, Peter C. & Steenkamp, Tom B.M., 2008, "Strategic asset allocation with liabilities: Beyond stocks and bonds," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 9, pages 2939-2970, September.
• Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre, 2008, "The multi-state latent factor intensity model for credit rating transitions," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 399-424, January.
• Lundtofte, Frederik, 2008, "Expected life-time utility and hedging demands in a partially observable economy," European Economic Review, Elsevier, volume 52, issue 6, pages 1072-1096, August.
• Feng, D. & Gourieroux, C. & Jasiak, J., 2008, "The ordered qualitative model for credit rating transitions," Journal of Empirical Finance, Elsevier, volume 15, issue 1, pages 111-130, January.
• Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008, "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, volume 15, issue 3, pages 468-480, June.
• Bali, Turan G. & Cakici, Nusret & Levy, Haim, 2008, "A model-independent measure of aggregate idiosyncratic risk," Journal of Empirical Finance, Elsevier, volume 15, issue 5, pages 878-896, December.
• Carr, Peter & Ewald, Christian-Oliver & Xiao, Yajun, 2008, "On the qualitative effect of volatility and duration on prices of Asian options," Finance Research Letters, Elsevier, volume 5, issue 3, pages 162-171, September.
• Gourio, François, 2008, "Time-series predictability in the disaster model," Finance Research Letters, Elsevier, volume 5, issue 4, pages 191-203, December.
• Eugene Bland & Robert Trimm, 2008, "Defined Contribution Beta When Combined With a Defined Benefit Plan," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 3, pages 363-364, September, DOI: 10.1007/s11293-008-9119-9.
• Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008, "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 163-181, September, DOI: 10.1007/s10614-008-9137-3.
• Glen Larsen & Bruce Resnick, 2008, "Return enhancement trading strategies for size based portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 21-45, March, DOI: 10.1007/s11408-007-0069-z.
• Allan Zebedee & Eric Bentzen & Peter Hansen & Asger Lunde, 2008, "The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 3-20, March, DOI: 10.1007/s11408-007-0068-0.
• Steve Hogan & Mitch Warachka, 2008, "Implied measures of relative fund performance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 47-66, March, DOI: 10.1007/s11408-007-0070-6.
• Holger Kraft & Ralf Korn, 2008, "Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 67-90, March, DOI: 10.1007/s11408-007-0067-1.
• Jaroslaw Morawski & Heinz Rehkugler & Roland Füss, 2008, "The nature of listed real estate companies: property or equity market?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 2, pages 101-126, June, DOI: 10.1007/s11408-008-0075-9.
• Roman Tancar & Jan Viebig, 2008, "Alternative beta applied—an introduction to hedge fund replication," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 3, pages 259-279, September, DOI: 10.1007/s11408-008-0079-5.
• Terry Hallahan & Robert Faff & Karen Benson, 2008, "Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds," Journal of Financial Services Research, Springer;Western Finance Association, volume 33, issue 3, pages 205-220, June, DOI: 10.1007/s10693-008-0030-y.
• Yongheng Deng & John Quigley, 2008, "Index Revision, House Price Risk, and the Market for House Price Derivatives," The Journal of Real Estate Finance and Economics, Springer, volume 37, issue 3, pages 191-209, October, DOI: 10.1007/s11146-008-9113-7.
• Shin-Hwan Chiang & Ahmed Mahmud, 2008, "Federations, coalitions, and risk diversification," Public Choice, Springer, volume 137, issue 1, pages 403-426, October, DOI: 10.1007/s11127-008-9335-5.
• Alfredo Ibáñez, 2008, "The cross-section of average delta-hedge option returns under stochastic volatility," Review of Derivatives Research, Springer, volume 11, issue 3, pages 205-244, October, DOI: 10.1007/s11147-009-9030-9.
• Kenton Yee, 2008, "A Bayesian framework for combining valuation estimates," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 3, pages 339-354, April, DOI: 10.1007/s11156-007-0055-6.
• Bharat Kolluri & Mahmoud Wahab, 2008, "Stock returns and expected inflation: evidence from an asymmetric test specification," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 4, pages 371-395, May, DOI: 10.1007/s11156-007-0060-9.
• Eva Rytter Sunesen, 2008, "A Mean-Variance Explanation of FDI Flows to Developing Countries," Discussion Papers, University of Copenhagen. Department of Economics, number 08-17, Aug.
• Chiaki Hara & James Huang & Christoph Kuzmics, 2008, "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," KIER Working Papers, Kyoto University, Institute of Economic Research, number 654, Jun.
• Patrick Roger, 2008, "Capital Protected Notes for Loss Averse Investors : A Counterintuitive Result," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2008-16.
• MESNARD, Louis de, 2008, "On companies' microeconomic behavior : profit rate versus economic profit," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2008-05, Oct.
• Daniela Grieco, 2008, "The entrepreneurial decision: theories, determinants and constraints," LIUC Papers in Economics, Cattaneo University (LIUC), number 207, Feb.
• Nawazish Mirza & Saima Shahid, 2008, "Size and Value Premium inKarachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 2, pages 1-26, Jul-Dec.
• Nawazish Mirza, 2008, "Size and value premium in Karachi stock exchange," CREB Working papers, Centre for Research in Economics and Business, The Lahore School of Economics, number 1-2008, revised 2008.
• Gann, Philipp & Laut, Amelie, 2008, "Einflussfaktoren auf den Credit Spread von Unternehmensanleihen," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 4231, Jun.
• Schuhmacher, Petra, 2008, "The Demand for Enhanced Annuities," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 7954, Nov.
• Irwan Adi Ekaputra & Sally Dwijayanti, 2008, "Trading Halts and Intraday Stock Return Volatility in the Indonesia Stock Exchange," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 56, pages 261-274, December.
• 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.
• Thomas Crossley & Mario Jametti, 2008, "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0809.
• André Lemelin, 2008, "Trade and the External Wealth of Nations," Cahiers de recherche, CIRPEE, number 0814.
• Barbara Pfeffer, 2008, "FDI and FPI - Strategic Complements?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200812.
• Denis Conniffe & Donal O’Neill, 2008, "An Efficient Estimator for Dealing with Missing Data on Explanatory Variables in a Probit Choice Model," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1960908.pdf.
• Thomas Crossley & Mario Jametti, 2008, "Pension Benefit Insurance and Pension Plan Portfolio Choice," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 428, Dec.
• Thomas Crossley & Mario Jametti, 2008, "Pension Benefit Insurance and Pension Plan Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 237, Dec.
• Kirt C. Butler & Katsushi Okada, 2008, "Higher-Order Terms in Bivariate Returns to International Stock Market Indices," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 127-155, March-Jun.
• Bostjan Aver, 2008, "An Empirical Analysis of Credit Risk Factors of the Slovenian Banking System," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 6, issue 3, pages 317-334.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008, "Marriage and Other Risky Assets: A Portfolio Approach," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0606, Dec.
• Thiemo Krink & Sandra Paterlini, 2008, "Differential Evolution for Multiobjective Portfolio Optimization," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 021, Jun.
• Thiemo Krink & Sandra Paterlini, 2008, "Differential Evolution for Multiobjective Portfolio Optimization," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0007, Jan.
• Emmanuel F. Jurczenko & Bertrand Maillet & Paul M. Merlin, 2008, "Efficient frontier for robust higher-order moment portfolio selection," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08062, Oct.
• Ghislain Yanou, 2008, "Extension of random matrix theory to the L-moments for robust portfolio allocation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08103, Dec.
• Cullen F. Goenner, 2008, "Investing in Fortune's 100 Best Companies to Work for in America," Journal of Economic Insight, Missouri Valley Economic Association, volume 34, issue 1, pages 1-19.
• Itay Goldstein & Assaf Razin & Hui Tong, 2008, "Liquidity, Institutional Quality and the Composition of International Equity Outflows," NBER Working Papers, National Bureau of Economic Research, Inc, number 13723, Jan.
• Jeffrey R. Brown & Jeffrey R. Kling & Sendhil Mullainathan & Marian V. Wrobel, 2008, "Why Don't People Insure Late Life Consumption: A Framing Explanation of the Under-Annuitization Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 13748, Jan.
• Lubos Pastor & Robert F. Stambaugh, 2008, "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers, National Bureau of Economic Research, Inc, number 13804, Feb.
• Yacine Aït-Sahalia & Michael W. Brandt, 2008, "Consumption and Portfolio Choice with Option-Implied State Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 13854, Mar.
• Woodrow T. Johnson & James M. Poterba, 2008, "Taxes and Mutual Fund Inflows Around Distribution Dates," NBER Working Papers, National Bureau of Economic Research, Inc, number 13884, Mar.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2008, "Information Acquisition and Under-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 13904, Mar.
• Andrew Ang & Matthew Rhodes-Kropf & Rui Zhao, 2008, "Do Funds-of-Funds Deserve Their Fees-on-Fees?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13944, Apr.
• Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2008, "Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 13966, Apr.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "Sell Side School Ties," NBER Working Papers, National Bureau of Economic Research, Inc, number 13973, May.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2008, "How are Preferences Revealed?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13976, May.
• Jennifer Huang & Jiang Wang, 2008, "Liquidity and Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 14013, May.
• George-Marios Angeletos, 2008, "Private Sunspots and Idiosyncratic Investor Sentiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 14015, May.
• Wolfram J. Horneff & Raimond H. Maurer & Olivia S. Mitchell & Michael Z. Stamos, 2008, "Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14055, Jun.
• Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2008, "Hedge Fund Contagion and Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 14068, Jun.
• Ian Ayres & Barry J. Nalebuff, 2008, "Life-cycle Investing and Leverage: Buying Stock on Margin Can Reduce Retirement Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 14094, Jun.
• Robin Greenwood & Stefan Nagel, 2008, "Inexperienced Investors and Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 14111, Jun.
• Harald Hau & Hélène Rey, 2008, "Global Portfolio Rebalancing Under the Microscope," NBER Working Papers, National Bureau of Economic Research, Inc, number 14165, Jul.
• Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2008, "Fight or Flight? Portfolio Rebalancing by Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 14177, Jul.
• Alexander Ljungqvist & Matthew Richardson & Daniel Wolfenzon, 2008, "The Investment Behavior of Buyout Funds: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 14180, Jul.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2008, "Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 14332, Sep.
• Isaac Ehrlich & William A. Hamlen Jr. & Yong Yin, 2008, "Asset Management, Human Capital, and the Market for Risky Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14340, Sep.
• Josh Lerner & Antoinette Schoar & Jialan Wang, 2008, "Secrets of the Academy: The Drivers of University Endowment Success," NBER Working Papers, National Bureau of Economic Research, Inc, number 14341, Sep.
• Robert Novy-Marx & Joshua D. Rauh, 2008, "The Intergenerational Transfer of Public Pension Promises," NBER Working Papers, National Bureau of Economic Research, Inc, number 14343, Sep.
• Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2008, "Costly Financial Intermediation in Neoclassical Growth Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 14351, Sep.
• Momtchil Pojarliev & Richard M. Levich, 2008, "Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14355, Sep.
• William A. Brock & Charles F. Manski, 2008, "Competitive Lending with Partial Knowledge of Loan Repayment," NBER Working Papers, National Bureau of Economic Research, Inc, number 14378, Oct.
• Nicholas C. Barberis & Wei Xiong, 2008, "Realization Utility," NBER Working Papers, National Bureau of Economic Research, Inc, number 14440, Oct.
• Amir E. Khandani & Andrew W. Lo, 2008, "What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14465, Nov.
• Thomas J. Brennan & Andrew W. Lo, 2008, "Impossible Frontiers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14525, Dec.
• Stephen Gilmore & Fumio Hayashi, 2008, "Emerging Market Currency Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14528, Dec.
• Zoran Ivkovich & Scott Weisbenner, 2008, "Individual Investor Mutual-Fund Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 14583, Dec.
• Zhi Da & Pengjie Gao & Ravi Jagannathan, 2008, "Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 14609, Dec.
• Bernard Dumas & Andrew Lyasoff, 2008, "Incomplete-Market Equilibria Solved Recursively on an Event Tree," NBER Working Papers, National Bureau of Economic Research, Inc, number 14629, Dec.
• Angela Lyons & Urvi Neelakantan & Erik Scherpf, 2008, "Gender and Marital Differences in Wealth and Investment Decisions: Implications for Researchers, Financial Professionals, and Educators," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2008-WP-02, Mar.
• Una Okonkwo Osili & Anna Paulson, 2008, "What Can We Learn about Financial Access from U.S. Immigrants?," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2008-WP-05, May.
• Wade D. Pfau, 2008, "Emerging Market Pension Funds and International Diversification," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 08-10, Sep.
• Pablo Antolín, 2008, "Pension Fund Performance," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 20, Aug, DOI: 10.1787/240401404057.
• Rob Rusconi, 2008, "National Annuity Markets: Features and Implications," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 24, Sep, DOI: 10.1787/240211858078.
• Pablo Antolín, 2008, "Policy Options for the Payout Phase," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 25, Sep, DOI: 10.1787/238030285260.
• Pablo Antolín & Colin Pugh & Fiona Stewart, 2008, "Forms of Benefit Payment at Retirement," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 26, Sep, DOI: 10.1787/238013082545.
• Pablo Antolín, 2008, "Ageing and the Payout Phase of Pensions, Annuities and Financial Markets," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 29, Dec, DOI: 10.1787/228645045336.
• Pablo Antolín, 2009, "Ageing and the payout phase of pensions, annuities and financial markets," OECD Journal: Financial Market Trends, OECD Publishing, volume 2008, issue 2, pages 1-19, DOI: 10.1787/fmt-v2008-art14-en.
• Sebastián Nieto Parra, 2008, "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers, OECD Publishing, number 274, Nov, DOI: 10.1787/227642504346.
• Jugrin Anamaria, 2008, "Valoarea actualizată netă şi valoarea actualizată ajustată," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Pirmin Fessler & Martin Schürz, 2008, "Stock Holdings in Austria," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 83-100.
• Matthias Fuchs, 2008, "Economic Country Risks Emanating from Austria’s International Exposure," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 41-64.
• Markus Knell, 2008, "The Optimal Mix Between Funded and Unfunded Pensions System When People Care About Relative Consumption," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 146, Sep.
• Peter C. Schotman & Rolf Tschernig & Jan Budek, 2008, "Long Memory and the Term Structure of Risk," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 459-495, Fall.
• Matthias Doepke & Fabrizio Zilibotti, 2008, "Occupational Choice and the Spirit of Capitalism," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 123, issue 2, pages 747-793.
• William N. Goetzmann & Alok Kumar, 2008, "Equity Portfolio Diversification," Review of Finance, European Finance Association, volume 12, issue 3, pages 433-463.
• Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2008, "Are Economists More Likely to Hold Stocks?," Review of Finance, European Finance Association, volume 12, issue 3, pages 465-496.
• Francisco Gomes & Alexander Michaelides, 2008, "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 415-448, January.
• Ivo Welch & Amit Goyal, 2008, "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1455-1508, July.
• Martin Lettau & Stijn Van Nieuwerburgh, 2008, "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1607-1652, July.
• Markus Leippold & Fabio Trojani & Paolo Vanini, 2008, "Learning and Asset Prices Under Ambiguous Information," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 6, pages 2565-2597, November.
• Nevzat Eren & Han N. Ozsoylev, 2008, "Hype and Dump Manipulation," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe08, Jan.
• Maria Kasch & Massimiliano Caporin, 2008, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0065.
• Alain Monfort, 2008, "Optimal portfolio allocation under asset and surplus VaR constraints," Journal of Asset Management, Palgrave Macmillan, volume 9, issue 3, pages 178-192, September, DOI: 10.1057/jam.2008.6.
• Trond M Døskeland & Helge A Nordahl, 2008, "Intergenerational Effects of Guaranteed Pension Contracts," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 33, issue 1, pages 19-46, June.
• Amaresh K. Tiwari & Pierre Mohnen & Franz C. Palm & Sybrand Schim Loeff, 2008, "Financial Constraint and R&D Investment: Evidence from CIS," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Cees Beers & Alfred Kleinknecht & Roland Ortt & Robert Verburg, "Determinants of Innovative Behaviour", DOI: 10.1057/9780230285736_10.
• Eduardo Walker, 2008, "Assessing Alternative Institutional Designs For Investment Regulation In Defined Contribution Pension Funds," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 11, issue 2, pages 121-152.
• Attiya Y. Javid & Eatzaz Ahmad, 2008, "The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2008:48.
• Ovidiu Ioan SPATACEAN, 2008, "International Financial Crisis’ Impacts upon Institutional Investors - Case of Financial Investment Companies," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 135-152, December.
• Balli, Faruk & Louis, Rosmy J. & Osman, Mohammad, 2008, "International Portfolio Allocation and Income Smoothing: Evidence from Recent Changes in Euro Region," MPRA Paper, University Library of Munich, Germany, number 10160, Aug.
• Herwany, Aldrin & Febrian, Erie, 2008, "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," MPRA Paper, University Library of Munich, Germany, number 10259, Aug.
• Canegrati, Emanuele, 2008, "Testing the CAPM: Evidences from Italian Equity Markets," MPRA Paper, University Library of Munich, Germany, number 10407, Sep.
• Kuhnen, Camelia & Knutson, Brian, 2008, "The Influence of Affect on Beliefs, Preferences and Financial Decisions," MPRA Paper, University Library of Munich, Germany, number 10410, Sep.
• Carlo Alberto, Magni, 2008, "Splitting Up Value: A Critical Review of Residual Income Theories," MPRA Paper, University Library of Munich, Germany, number 10506, Sep.
• Vymětal, Dominik, 2008, "Projekty informačních systémů v podnicích a jejich realizace
  [Information system projects in companies and their implementation]," MPRA Paper, University Library of Munich, Germany, number 10745, Apr.
• Kuhnen, Camelia M. & Chiao, Joan Y., 2008, "Genetic Determinants of Financial Risk Taking," MPRA Paper, University Library of Munich, Germany, number 10895, Sep.
• Wenzelburger, Jan, 2008, "A Note on the Two-fund Separation Theorem," MPRA Paper, University Library of Munich, Germany, number 11014, Feb, revised 31 Sep 2008.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper, University Library of Munich, Germany, number 11292, Oct.
• Zhorin, Victor & Stef-Praun, Tiberiu, 2008, "Grid-enabled estimation of structural economic models," MPRA Paper, University Library of Munich, Germany, number 11384, Nov.
• Martins, J. Albuquerque, 2008, "Reforma da Administração Pública: Antes e Depois da Democracia
  [Public Administration Reforms: Before and After Democracy]," MPRA Paper, University Library of Munich, Germany, number 11409, Mar.
• Michalski, Grzegorz, 2008, "Decreasing negative the delivery risk influence on the recepient's firm value: Portfolio approach," MPRA Paper, University Library of Munich, Germany, number 11523, Nov.
• Lawrence, Craig & Thomas, Mathew, 2008, "Real Options: Applications in Public Economics," MPRA Paper, University Library of Munich, Germany, number 11915, Jun.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 11918, Nov, revised 31 Nov 2008.
• Sergio, Bianchi & Alessandro, Trudda, 2008, "Global Asset Return in Pension Funds: a dynamical risk analysis," MPRA Paper, University Library of Munich, Germany, number 12011, May, revised 14 Jun 2008.
• Mierzejewski, Fernando, 2008, "The optimal liquidity principle with restricted borrowing," MPRA Paper, University Library of Munich, Germany, number 12549, Dec.
• Gray, Wesley & Kern, Andrew, 2008, "Fundamental Value Investors: Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 12620, Dec.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 12621, Dec.
• Alexandru, Ciprian Antoniade, 2008, "Trust and Loss Aversion in Romanian Capital Market," MPRA Paper, University Library of Munich, Germany, number 12778, Dec.
• Corduneanu, Carmen & Turcas, Daniela, 2008, "Optimizing models of a stock portfolio issued by Financial Investment Companies," MPRA Paper, University Library of Munich, Germany, number 12919, Dec.
• Tom Engsted & Thomas Q. Pedersen, 2008, "Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-27, May.
• Roxana Chiriac & Valeri Voev, 2008, "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-39, Sep.
• Thomas Q. Pedersen, 2008, "Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-60, Dec.
• Tse-Ling Teh & Alan Martina, 2008, "Developing Countries Spreading Covariant Risk Into International Risk Markets: Subsidised Catastrophe Bonds Or Reinsurance, Or Disaster Assistance?," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2008-492, Apr.
• Marjorie Flavin & Shinobu Nakagawa, 2008, "A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence," American Economic Review, American Economic Association, volume 98, issue 1, pages 474-495, March, DOI: 10.1257/aer.98.1.474.
• Harald Hau & Helene Rey, 2008, "Home Bias at the Fund Level," American Economic Review, American Economic Association, volume 98, issue 2, pages 333-338, May, DOI: 10.1257/aer.98.2.333.
• Markus K. Brunnermeier & Stefan Nagel, 2008, "Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals," American Economic Review, American Economic Association, volume 98, issue 3, pages 713-736, June.
• Nicholas Barberis & Ming Huang, 2008, "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," American Economic Review, American Economic Association, volume 98, issue 5, pages 2066-2100, December, DOI: 10.1257/aer.98.5.2066.
• Ronald Mangani, 2008, "Modelling Return Volatility on the JSE Securities Exchange of South Africa," The African Finance Journal, Africagrowth Institute, volume 10, issue 1, pages 55-71.
• Stephen S. Kyereme, 2008, "South African "Rand"/U.S. "Dollar" Exchange Rate Variability, Parity Theories, and Investment Rules," The African Finance Journal, Africagrowth Institute, volume 10, issue 2, pages 43-59.
• Bogan, Vicki, , "Are Higher 529 College Savings Plan Fees Linked to Greater State Tax Incentives?," Working Papers, Cornell University, Department of Applied Economics and Management, number 51127, DOI: 10.22004/ag.econ.51127.
• Zhao, Jianmei & Barry, Peter J. & Katchova, Ani L., 2008, "Signaling Credit Risk in Agriculture: Implications for Capital Structure Analysis," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 40, issue 3, pages 1-16, December, DOI: 10.22004/ag.econ.47260.