Research classified by Journal of Economic Literature (JEL) codes

2009

• Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009, "Testing for Convergence in Stock Markets: A Non-linear Factor Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 932.
• Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2009, "Private Households Display Strong Aversion to Investment Risk," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 2, pages 13-18.
• Guven, Cahit, 2009, "Weather and financial risk-taking: is happiness the channel?," Working Papers, Deakin University, Department of Economics, number eco_2009_06, Jan.
• Bastien Drut, 2009, "Sovereign Bonds and Socially Responsible Investment," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-17.
• Michel Aglietta & Ludovic Moreau & Adrian Roche, 2009, "The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-3.
• Vincent Bignon & Antonio Miscio, 2009, "Media Bias in Financial Newspapers: Evidence from Early 20th Century France," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-4.
• Sabrina Khanniche, 2009, "Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-46.
• Salem Boubakri, 2009, "Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-5.
• Malte Sunderkoetter & Christoph Weber, 2009, "Valuing fuel diversification in optimal investment policies for electricity generation portfolios," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 0904, Nov, revised Nov 2009.
• Michailidis, G., 2009, "Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Subhasis Bera & Shikha Gupta, 2009, "South-South FDI vs North-South FDI : A Comparative Analysis in the Context of India," Finance Working Papers, East Asian Bureau of Economic Research, number 22909, Jan.
• Foucault, Thierry & Kadan, Ohad & Kandel, Eugene, 2009, "Liquidity cycles and make/take fees in electronic markets," HEC Research Papers Series, HEC Paris, number 920, Oct.
• Olivier, Jacque & Tay, Anthony, 2009, "Time-varying incentives in the mutual fund industry," HEC Research Papers Series, HEC Paris, number 925, Nov.
• Groh, Alexander P. & Gottschalg, Oliver, 2009, "The opportunity cost of capital of US buyouts," IESE Research Papers, IESE Business School, number D/780, Feb.
• Saffi, Pedro A.C. & Sturgess, Jason, 2009, "Equity lending markets and ownership structure," IESE Research Papers, IESE Business School, number D/836, Nov.
• Gerlinde Fellner & Matthias Sutter, 2009, "Causes, Consequences, and Cures of Myopic Loss Aversion - An Experimental Investigation," Economic Journal, Royal Economic Society, volume 119, issue 537, pages 900-916, April.
• Beshears, John & Choi, James & Laibson, David & Madrian, Brigitte C., 2009, "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp09-016, Jun.
• Chabi-Yo, Fousseni & Yang, Jun, 2009, "Default Risk, Idiosyncratic Coskewness and Equity Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-18, Oct.
• Chabot, Benjamin & Kurz, Christopher J., 2009, "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers, Yale University, Department of Economics, number 64, Jun.
• John K.-H. Quah & Bruno Strulovici, 2009, "Comparative Statics, Informativeness, and the Interval Dominance Order," Econometrica, Econometric Society, volume 77, issue 6, pages 1949-1992, November.
• Enrique Sentana, 2009, "The econometrics of mean-variance efficiency tests: a survey," Econometrics Journal, Royal Economic Society, volume 12, issue 3, pages 65-101, November.
• Naimzada, Ahmad K. & Ricchiuti, Giorgio, 2009, "Dynamic effects of increasing heterogeneity in financial markets," Chaos, Solitons & Fractals, Elsevier, volume 41, issue 4, pages 1764-1772, DOI: 10.1016/j.chaos.2008.07.022.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2009, "Asymmetric multivariate normal mixture GARCH," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2129-2154, April.
• Lombardi, Marco J. & Veredas, David, 2009, "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2309-2324, April.
• Dressler, Scott J. & Li, Victor E., 2009, "Inside money, credit, and investment," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 4, pages 970-984, April.
• Wachter, Jessica A. & Warusawitharana, Missaka, 2009, "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 162-178, February.
• Mencía, Javier & Sentana, Enrique, 2009, "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Journal of Econometrics, Elsevier, volume 153, issue 2, pages 105-121, December.
• Magni, Carlo Alberto, 2009, "Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?," European Journal of Operational Research, Elsevier, volume 192, issue 2, pages 549-560, January.
• Magni, Carlo Alberto, 2009, "Splitting up value: A critical review of residual income theories," European Journal of Operational Research, Elsevier, volume 198, issue 1, pages 1-22, October.
• Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009, "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 42-54, January.
• Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009, "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, volume 16, issue 2, pages 280-305, March.
• Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin, 2009, "Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management," Journal of Empirical Finance, Elsevier, volume 16, issue 2, pages 330-336, March.
• Huisman, Ronald & Mahieu, Ronald & Schlichter, Felix, 2009, "Electricity portfolio management: Optimal peak/off-peak allocations," Energy Economics, Elsevier, volume 31, issue 1, pages 169-174, January.
• John R. Graham & Campbell R. Harvey & Hai Huang, 2009, "Investor Competence, Trading Frequency, and Home Bias," Management Science, INFORMS, volume 55, issue 7, pages 1094-1106, July, DOI: 10.1287/mnsc.1090.1009.
• Tobias Brünner & Rene Levinsk? & Jianying Qiu, 2009, "Skewness preferences and asset selection: An experimental study," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2009-13, May.
• Leif Brandes & Katja Rost, 2009, "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 0098, Feb, revised Sep 2009.
• Ángel León Valle & Antonio Vaello & Julio Carmona, 2009, "Pricing executive stock options under employment shocks," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-22, Sep.
• Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009, "Marriage and Other Risky Assets: A Portfolio Approach," IZA Discussion Papers, IZA Network @ LISER, number 3975, Jan.
• Conniffe, Denis & O'Neill, Donal, 2009, "Efficient Probit Estimation with Partially Missing Covariates," IZA Discussion Papers, IZA Network @ LISER, number 4081, Mar.
• Chun-Da Chen & Chin-Chun Chen & Wan-Wei Tang & Bor-Yi Huang, 2009, "The positive and negative impacts of the sars outbreak:a case of the Taiwan industries," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 1, pages 281-293, September.
• Stefan Bauernschuster & Oliver Falck & Niels Daniel Grosse, 2009, "Social Identity, Competition, and Finance: A Laboratory Experiment," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-052, Jul.
• Markus Pasche, 2009, "Fundamental Uncertainty, Portfolio Choice, and Liquidity Preference Theory," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-085, Oct.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200911, Dec, revised Dec 2009.
• Massimo Guidolin & Giovanna Nicodano, 2009, "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, volume 5, issue 1, pages 15-48, January, DOI: 10.1007/s10436-007-0090-2.
• Manuel Ammann & Michael Verhofen, 2009, "The impact of prior performance on the risk-taking of mutual fund managers," Annals of Finance, Springer, volume 5, issue 1, pages 69-90, January, DOI: 10.1007/s10436-007-0093-z.
• Oh Kwon, 2009, "On the equivalence of a class of affine term structure models," Annals of Finance, Springer, volume 5, issue 2, pages 263-279, March, DOI: 10.1007/s10436-007-0094-y.
• Camilo Mondragón-Vélez, 2009, "The probability of transition to entrepreneurship revisited: wealth, education and age," Annals of Finance, Springer, volume 5, issue 3, pages 421-441, June, DOI: 10.1007/s10436-008-0117-3.
• Martin Eling & Luisa Tibiletti, 2009, "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 2, pages 209-210, June, DOI: 10.1007/s11293-009-9169-7.
• Michael Steiner, 2009, "Predicting premiums for the market, size, value, and momentum factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 137-155, June, DOI: 10.1007/s11408-009-0099-9.
• M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz, 2009, "An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 3, pages 285-313, September, DOI: 10.1007/s11408-009-0106-1.
• Bernd Scherer, 2009, "A note on portfolio choice for sovereign wealth funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 3, pages 315-327, September, DOI: 10.1007/s11408-009-0105-2.
• Asger Lunde & Allan Zebedee, 2009, "Intraday volatility responses to monetary policy events," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 4, pages 383-399, December, DOI: 10.1007/s11408-009-0114-1.
• Attiat Ott & Oswaldo Patino, 2009, "Is Economic Integration the Solution to African Development?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 3, pages 278-295, August, DOI: 10.1007/s11294-009-9212-0.
• Jonathan Fletcher & Patricia Ntozi-Obwale, 2009, "Exploring the Conditional Performance of U.K. Unit Trusts," Journal of Financial Services Research, Springer;Western Finance Association, volume 36, issue 1, pages 21-44, August, DOI: 10.1007/s10693-009-0061-z.
• Fabrice Barthélémy & Jean-Luc Prigent, 2009, "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 1, pages 59-87, January, DOI: 10.1007/s11146-008-9122-6.
• Steven Dolvin & Mark Pyles, 2009, "REIT IPOs and the Cost of Going Public," The Journal of Real Estate Finance and Economics, Springer, volume 39, issue 1, pages 92-106, July, DOI: 10.1007/s11146-007-9101-3.
• Axel Dreher & Lars-H. Siemers, 2009, "The nexus between corruption and capital account restrictions," Public Choice, Springer, volume 140, issue 1, pages 245-265, July, DOI: 10.1007/s11127-009-9423-1.
• Jan Kallsen & Richard Vierthauer, 2009, "Quadratic hedging in affine stochastic volatility models," Review of Derivatives Research, Springer, volume 12, issue 1, pages 3-27, April, DOI: 10.1007/s11147-009-9034-5.
• Sasha Stoikov & Mehmet Sağlam, 2009, "Option market making under inventory risk," Review of Derivatives Research, Springer, volume 12, issue 1, pages 55-79, April, DOI: 10.1007/s11147-009-9036-3.
• Luis Ferruz & Luis Vicente & Laura Andreu, 2009, "Performance persistence and its influence on money and investor flows into Spanish pension plans," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 1, pages 85-100, January, DOI: 10.1007/s11156-008-0087-6.
• Carl Chen & Peter Lung & F. Wang, 2009, "Mispricing and the cross-section of stock returns," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 4, pages 317-349, May, DOI: 10.1007/s11156-008-0097-4.
• Pin-Huang Chou & Robin Chou & Kuan-Cheng Ko, 2009, "Prospect theory and the risk-return paradox: some recent evidence," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 3, pages 193-208, October, DOI: 10.1007/s11156-009-0109-z.
• Dan Palmon & Ephraim Sudit & Ari Yezegel, 2009, "The value of columnists’ stock recommendations: an event study approach," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 3, pages 209-232, October, DOI: 10.1007/s11156-009-0114-2.
• Ray Chou & Chun-Chou Wu & Nathan Liu, 2009, "Forecasting time-varying covariance with a range-based dynamic conditional correlation model," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 4, pages 327-345, November, DOI: 10.1007/s11156-009-0113-3.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation," Korean Economic Review, Korean Economic Association, volume 25, pages 387-411.
• Georgeta Ilie, 2009, "Global Investment Performance Standards," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 1, issue 2, pages 130-143, June.
• Ormos, Mihály & Urbán, András & Zoltán, Tamás, 2009, "Logoptimális portfóliók empirikus vizsgálata
  [Empirical analysis of log-optimal portfolios]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 1-18.
• Mosolygó, Zsuzsa, 2009, "A népességöregedés, a vagyonzsugorodási hipotézis és a világgazdasági válság
  [Population ageing, shrinking-wealth hypothesis, and world economic crisis]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 866-880.
• Chiaki Hara, 2009, "Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods," KIER Working Papers, Kyoto University, Institute of Economic Research, number 685, Nov.
• Olga Bourachnikova & Nurmukhammad Yusupov, 2009, "Symmetric vs. Downside Risk: Does It Matter for Portfolio Choice?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2009-13.
• D'ALBIS Hippolyte & THIBAULT Emmanuel, 2009, "Annuities, Bequests and Portfolio Diversification," LERNA Working Papers, LERNA, University of Toulouse, number 09.14.290, Jun.
• Tomas Ramanauskas, 2009, "Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 3, Mar.
• Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas, 2009, "Building an Artificial Stock Market Populated by Reinforcement-Learning Agents," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 6, Sep.
• Scholz, Julia, 2009, "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 10999, Sep.
• Scholz, Julia, 2009, "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 11002, Sep.
• Rousova, Linda, 2009, "Are the Central European Stock Markets Still Different? A Cointegration Analysis," Discussion Papers in Economics, University of Munich, Department of Economics, number 10993, Sep.
• Isaac Kleshchelski & Nicolas Vincent, 2009, "Robust Equilibrium Yield Curves," Cahiers de recherche, CIRPEE, number 0907.
• Georges Dionne & Pascal François & Olfa Maalaoui Chun, 2009, "Detecting Regime Shifts in Corporate Credit Spreads," Cahiers de recherche, CIRPEE, number 0929.
• Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou, 2009, "Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche," Cahiers de recherche, CIRPEE, number 0931.
• Oreste Tristani, 2009, "Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 7, pages 1453-1479, October.
• Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009, "New Evidence on Taxes and Portfolio Choice," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 431, Mar.
• Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009, "New Evidence on Taxes and Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 245, Mar.
• Börsch-Supan, Axel & Gasche, Martin & Ziegelmeyer, Michael, 2009, "Auswirkungen der Finanzkrise auf die private Altersvorsorge," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 09193, Dec.
• Andrew Adams & Rajiv Bhatt & James Clunie, 2009, "The Risks in CDO-Squared Structures," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 55-74, March-Jun.
• Daniella Acker & Nigel W. Duck, 2009, "The Effect of Extreme Markets on the Benefits of International Portfolio Diversification," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 155-188, September.
• Isaac T. Tabner, 2009, "Benchmark Concentration: Capitalization Weights Versus Equal Weights in the FTSE 100 Index," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 209-228, September.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009, "Marriage and Other Risky Assets: A Portfolio Approach," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 030, Jan.
• Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009, "Differential Evolution and Combinatorial Search for Constrained Index Tracking," 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 0016, Mar.
• Costanza Torricelli, 2009, "Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk," 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 0017, Mar.
• Carlo Alberto Magni, 2009, "Accounting and economic measures:An integrated theory of capital budgeting," 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 0019, Dec.
• Jingjing Chai & Wolfram Horneff & Raimond Maurer & Olivia S. Mitchell, 2009, "Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp204, Aug.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires ?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09033, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09034, May.
• Kateryna Shapovalova & Alexander Subbotin, 2009, "Predicting Stock Returns in a Cross-Section: Do Individual Firm Characteristics Matter?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09037, May.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09077, Oct, DOI: 10.1007/s00199-009-0506-5.
• Keith R. McLaren, 2009, "A New Example of a Closed Form Mean-Variance Representation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/09, Feb.
• Takeo Hoshi & Takatoshi Ito, 2009, "Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR," NBER Books, National Bureau of Economic Research, Inc, number hosh07-1.
• James M. Poterba & Joshua Rauh & Steven F. Venti & David A. Wise, 2009, "Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth," NBER Chapters, National Bureau of Economic Research, Inc, "Developments in the Economics of Aging".
• Nicolas Coeurdacier & Philippe Martin, 2009, "The Geography of Asset Trade and the Euro: Insiders and Outsiders," NBER Chapters, National Bureau of Economic Research, Inc, "Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR".
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009, "International Portfolios with Supply, Demand, and Redistributive Shocks," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2007".
• Jeffrey R. Brown & Scott J. Weisbenner, 2009, "Who Chooses Defined Contribution Plans?," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Policy in a Changing Environment".
• Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2009, "Measuring the Financial Sophistication of Households," NBER Working Papers, National Bureau of Economic Research, Inc, number 14699, Feb.
• John Y. Campbell & Adi Sunderam & Luis M. Viceira, 2009, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 14701, Feb.
• Pierpaolo Benigno & Salvatore Nisticò, 2009, "International Portfolio Allocation under Model Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 14734, Feb.
• Lubos Pastor & Robert F. Stambaugh, 2009, "Are Stocks Really Less Volatile in the Long Run?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14757, Feb.
• Ulrike Malmendier & Stefan Nagel, 2009, "Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14813, Mar.
• Hui Chen & Jianjun Miao & Neng Wang, 2009, "Entrepreneurial Finance and Non-diversifiable Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 14848, Apr.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2009, "How Does Simplified Disclosure Affect Individuals' Mutual Fund Choices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14859, Apr.
• Zhi Da & Re-Jin Guo & Ravi Jagannathan, 2009, "CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 14889, Apr.
• Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009, "Risk Shifting and Mutual Fund Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 14903, Apr.
• Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009, "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15010, May.
• Geert Bekaert & Eric Engstrom, 2009, "Inflation and the Stock Market:Understanding the "Fed Model"," NBER Working Papers, National Bureau of Economic Research, Inc, number 15024, Jun.
• Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009, "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 15038, Jun.
• Jingjing Chai & Wolfram Horneff & Raimond Maurer & Olivia S. Mitchell, 2009, "Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts," NBER Working Papers, National Bureau of Economic Research, Inc, number 15079, Jun.
• Olivia S. Mitchell & Gary R. Mottola & Stephen P. Utkus & Takeshi Yamaguchi, 2009, "Default, Framing and Spillover Effects: The Case of Lifecycle Funds in 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 15108, Jun.
• Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009, "Market Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 15189, Jul.
• Nicolae B. Garleanu & Lasse H. Pedersen, 2009, "Dynamic Trading with Predictable Returns and Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15205, Aug.
• Yosef Bonaparte & Russell Cooper, 2009, "Costly Portfolio Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 15227, Aug.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009, "The Determinants of Stock and Bond Return Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 15260, Aug.
• Motohiro Yogo, 2009, "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15307, Sep.
• Ning Tang & Olivia S. Mitchell & Gary R. Mottola & Stephen Utkus, 2009, "The Efficiency of Sponsor and Participant Portfolio Choices in 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 15317, Sep.
• Clemens Sialm & Laura Starks, 2009, "Mutual Fund Tax Clienteles," NBER Working Papers, National Bureau of Economic Research, Inc, number 15327, Sep.
• Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov, 2009, "Risk Aversion and Clientele Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 15333, Sep.
• David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo, 2009, "On the Scholes Liquidation Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 15381, Sep.
• Todd M. Sinai & Nicholas S. Souleles, 2009, "Can Owning a Home Hedge the Risk of Moving?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15462, Oct.
• Marcin Kacperczyk & Philipp Schnabl, 2009, "When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009," NBER Working Papers, National Bureau of Economic Research, Inc, number 15538, Nov.
• John Chalmers & Jonathan Reuter, 2009, "How Do Retirees Value Life Annuities? Evidence from Public Employees," NBER Working Papers, National Bureau of Economic Research, Inc, number 15608, Dec.
• Mikhail Mamonov & Oleg Solntsev, 2009, "Foreign Banks Expansion to Russian Banking Sector: Interim Summation, Perspective Analysis Effort," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 175-189.
• Wade D. Pfau, 2009, "Lifecycle Funds and Wealth Accumulation for Retirement:Evidence for a More Conservative Asset Allocation as Retirement Approaches," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 09-15, Oct.
• Wade D. Pfau, 2009, "An Optimizing Framework for the Glide Paths of Lifecycle Asset Allocation Funds," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 09-16, Oct.
• Wade D. Pfau, 2009, "Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 10-10, Oct, revised Sep 2010.
• John K. -H Quah & Bruno Strulovici, 2009, "Discounting and Patience in Optimal Stopping and Control Problems," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1480, Oct.
• Pablo Antolín & Fiona Stewart, 2009, "Private Pensions and Policy Responses to the Financial and Economic Crisis," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 36, Apr, DOI: 10.1787/224386871887.
• Pablo Antolín & Sandra Blome & David Karim & Stéphanie Payet & Gerhard Scheuenstuhl & Juan Yermo, 2009, "Investment Regulations and Defined Contribution Pensions," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 37, Jul, DOI: 10.1787/222771401034.
• Anna Christina D'Addio & José Seisdedos & Edward Whitehouse, 2009, "Investment Risk and Pensions: Measuring Uncertainty in Returns," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 70, Jun, DOI: 10.1787/224016838064.
• Edward Whitehouse & Anna Christina D'Addio & Andrew Reilly, 2009, "Investment Risk and Pensions: Impact on Individual Retirement Incomes and Government Budgets," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 87, Jun, DOI: 10.1787/224005547774.
• Sandra Dvorsky & Thomas Scheiber & Helmut Stix, 2009, "CESEE Households amid the Financial Crisis: Euro Survey Shows Darkened Economic Sentiment and Changes in Savings Behavior," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 71-83.
• Munteanu Valentin & Pantea Marius & Pelin Andrei & Gligor Delia, 2009, "Methodological Approaches In Realizing And Applying Cost-Benefit Analysis For The Investment Projects," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 156-162, May.
• Prelipcean Gabriela & Boscoianu Mircea & Lupan Mariana, 2009, "New Aspects Regarding The Evaluation Of Investments In Critical Infrastructure," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 522-527, May.
• Prunea Petru, 2009, "The Manipulation Of The Capital Market In Romania And Eu," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 528-534, May.
• Barna Flavia & Danuletiu Adina Elena & Mura Petru Ovidiu, 2009, "Role Of Information In Adoption Of Investment Decisions On Capital Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 474-479, May.
• Zapodeanu Daniela & Cociuba Mihail Ioan, 2009, "The Performance Of Investment Funds In Romania In The Context Of Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 717-722, May.
• Izabela Pruchnicka-Grabias, 2009, "The Empirical Study of Equity Long Only Hedge Funds Performance in 2007 - 2008," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 5, pages 481-493.
• Manabe Masashi, 2009, "Policy Evaluation of Public Insurance Institutions from the view points of flow of funds," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-25, Aug.
• Masato Ubukata, 2009, "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-30, Sep.
• Shoko Morimoto, 2009, "Asset markets can achieve efficiency in the directed search framework," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-33, Sep.
• Till van Treeck, 2009, "A synthetic, stock--flow consistent macroeconomic model of 'financialisation'," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 33, issue 3, pages 467-493, May.
• Simon A. Broda & Marc S. Paolella, 2009, "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 412-436, Fall.
• Nauro F. Campos & Renata Leite Barbosa, 2009, "Paintings and numbers: an econometric investigation of sales rates, prices, and returns in Latin American art auctions," Oxford Economic Papers, Oxford University Press, volume 61, issue 1, pages 28-51, January.
• Laurent E. Calvet & John Y. Campbell & Paolo Sodini, 2009, "Fight or Flight? Portfolio Rebalancing by Individual Investors," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 124, issue 1, pages 301-348.
• Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009, "Benchmarking Money Manager Performance: Issues and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4553-4599, November.
• Andrew J. Patton, 2009, "Are "Market Neutral" Hedge Funds Really Market Neutral?," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 7, pages 2295-2330, July.
• Jennifer Huang & Jiang Wang, 2009, "Liquidity and Market Crashes," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 7, pages 2407-2443, July.
• Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009, "An Economic Evaluation of Empirical Exchange Rate Models," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3491-3530, September.
• Dennis Kristensen & Andrew Ang, 2009, "Testing Conditional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-09, Mar.
• Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009, "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-15, Apr.
• Valeri Voev, 2009, "On the Economic Evaluation of Volatility Forecasts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-56, Nov.
• Olaf Posch, 2009, "Risk premia in general equilibrium," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-58, Nov.
• Sergei Izmalkov & Muhamet Yildiz, 2009, "Investor Sentiments," Working Papers, New Economic School (NES), number w0138, Feb.
• Suleyman Basak & Dmitry Makarov, 2009, "Strategic Asset Allocation in Money Management," Working Papers, New Economic School (NES), number w0158, Aug.
• Joshua D. Coval & Jakub W. Jurek & Erik Stafford, 2009, "Economic Catastrophe Bonds," American Economic Review, American Economic Association, volume 99, issue 3, pages 628-666, June.
• Francis A. Longstaff, 2009, "Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets," American Economic Review, American Economic Association, volume 99, issue 4, pages 1119-1144, September, DOI: 10.1257/aer.99.4.1119.
• Asen Ivanov & Dan Levin & James Peck, 2009, "Hindsight, Foresight, and Insight: An Experimental Study of a Small-Market Investment Game with Common and Private Values," American Economic Review, American Economic Association, volume 99, issue 4, pages 1484-1507, September, DOI: 10.1257/aer.99.4.1484.
• Benjamin R. Mandel, 2009, "Art as an Investment and Conspicuous Consumption Good," American Economic Review, American Economic Association, volume 99, issue 4, pages 1653-1663, September, DOI: 10.1257/aer.99.4.1653.
• James J. Choi & David Laibson & Brigitte C. Madrian, 2009, "Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect," American Economic Review, American Economic Association, volume 99, issue 5, pages 2085-2095, December, DOI: 10.1257/aer.99.5.2085.
• Charles Engel & Akito Matsumoto, 2009, "The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios," American Economic Journal: Macroeconomics, American Economic Association, volume 1, issue 2, pages 155-188, July.
• Richard H. Borgman, 2009, "Prudent Intesting? The Credit Crisis of August 2007 Mainsail II Siv-Lite, and the State Cash Investment Pool," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue Number Sp, pages 645-666, November.
• Barnett, Barry J. & Coble, Keith H., 2008, "Are Our Agricultural Risk Management Tools Adequate for a New Era?," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, volume 24, issue 01, pages 1-4, DOI: 10.22004/ag.econ.94700.
• Bogan, Vicki, 2009, "Investment Decisions and Offspring Gender," Working Papers, Cornell University, Department of Applied Economics and Management, number 48923, Jan, DOI: 10.22004/ag.econ.48923.
• Bernstein, Shai & Lerner, Josh & Schoar, Antoinette, 2009, "The Investment Strategies of Sovereign Wealth Funds," Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM), number 50460, DOI: 10.22004/ag.econ.50460.
• Pushkarskaya, Helen N. & Marshall, Maria I., 2009, "Lump Sum versus Annuity: Choices of Kentucky Farmers during the Tobacco Buyout Program," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 3, pages 1-12, December, DOI: 10.22004/ag.econ.56647.
• Nalley, Lawton Lanier & Barkely, Andrew & Watkins, Brad & Hignight, Jeffrey A., 2009, "Enhancing Farm Profitability through Portfolio Analysis: The Case of Spatial Rice Variety Selection," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 3, pages 1-12, December, DOI: 10.22004/ag.econ.56650.
• Hotz, Joffre & Unterschultz, James R., 2009, "Hedging Alberta Government's Oil and Gas Revenue: Is Acting Like a Farmer a Viable Strategy?," Staff Paper Series, University of Alberta, Department of Resource Economics and Environmental Sociology, number 91401, DOI: 10.22004/ag.econ.91401.
• Surendranath JORY & Mark PERRY & Thomas A. HEMPHILL, 2009, "Shanghai, Dubai, Mumbai Or Goodbye?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 4, pages 103-123, November.
• Ana POPA & Laura GIURCA VASILESCU, 2009, "The real estate investments and the financial crisis in Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 65-70, December.
• Alina MANTA & Dan Florentin SICHIGEA, 2009, "Correlations between risk management indicators and performance levels on the example of S.C. Bancpost S.A," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 255-260, May.
• Claudia MITITELU & Stefan MITITELU, 2009, "The management of liquidity risk," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 277-285, May.
• Assist. Ph.D Dalia Simion & Assist. Ph.D Daniel Toba & Ph.D Student Danut Barbu, 2009, "Analysis And Modelation Of The Consumer’S Behaviour Of Financial Products On The Romanian Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 125-135, April.
• Tatiana Mosteanu & Carmen Maria Lacatus, 2009, "The Issue Of Municipal Bonds, A Challenge For The Romanian Local Public Administrations," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 11, pages 1-47.