Research classified by Journal of Economic Literature (JEL) codes

2008

• Foucault, Thierry & Thesmar, David & Sraer, David, 2008, "Individual Investors and Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 6915, Jul.
• Claudio Campanale, 2005, "Increasing Returns to Saving and Wealth Inequality," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 45, Nov.
• Maela Giofré, 2008, "Information Asymmetries and Foreign Equity Portfolios: Households versus Financial Investors," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 74, May.
• Claudio Campanale, 2008, "Learning, Ambiguity and Life-cycle Portfolio Allocation," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 80, Dec.
• George Xanthos & Dikaios Tserkezos, 2008, "Optimal Portfolio Analysis for the Czech Republic, Hungary and Poland During 2001-2006 Period," Working Papers, University of Crete, Department of Economics, number 0813, Nov.
• Lippi Andrea, 2008, "Wealth management - Investments in non financial assets. Technical and organizational aspects," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dises0850, Jul.
• Balbás, Alejandro, 2008, "Capital requirements: Are they the best solution?," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb087114, Dec.
• Moreno, David & Rodríguez, Rosa, 2008, "The value of coskewness in evaluating mutual funds," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb087616, Dec.
• Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo, 2008, "Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we078148, Dec.
• 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, Cambridge University Press, volume 40, issue 3, pages 805-820, December.
• Pelizzon, Loriana & Weber, Guglielmo, 2008, "Are Household Portfolios Efficient? an Analysis Conditional on Housing," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 2, pages 401-431, June.
• Ivković, Zoran & Sialm, Clemens & Weisbenner, Scott, 2008, "Portfolio Concentration and the Performance of Individual Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 3, pages 613-655, September.
• Sanning, Lee W. & Shaffer, Sherrill & Sharratt, Jo Marie, 2008, "Bordeaux Wine as a Financial Investment," Journal of Wine Economics, Cambridge University Press, volume 3, issue 1, pages 51-71, April.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1647, Mar.
• Dirk Bergemann & Ulrich Hege & Liang Peng, 2008, "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1682, Oct, revised Nov 2008.
• Dirk Bergemann & Ulrich Hege & Liang Peng, 2008, "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1682R, Oct, revised Mar 2009.
• Dirk Bergemann & Ulrich Hege & Liang Peng, 2008, "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1682R2, Oct, revised Oct 2009.
• 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.
• Ramos, Sofia B. & von Thadden, Ernst-Ludwig, 2008, "Stock exchange competition in a simple model of capital market equilibrium," Journal of Financial Markets, Elsevier, volume 11, issue 3, pages 284-307, August.
• Daude, Christian & Fratzscher, Marcel, 2008, "The pecking order of cross-border investment," Journal of International Economics, Elsevier, volume 74, issue 1, pages 94-119, January.
• Petrichev, Konstantin & Thorp, Susan, 2008, "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1138-1145, June.
• Benth, Fred Espen & Cartea, Álvaro & Kiesel, Rüdiger, 2008, "Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium," Journal of Banking & Finance, Elsevier, volume 32, issue 10, pages 2006-2021, October.
• Døskeland, Trond M. & Nordahl, Helge A., 2008, "Optimal pension insurance design," Journal of Banking & Finance, Elsevier, volume 32, issue 3, pages 382-392, March.
• Huij, Joop & Derwall, Jeroen, 2008, ""Hot Hands" in bond funds," Journal of Banking & Finance, Elsevier, volume 32, issue 4, pages 559-572, April.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008, "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, volume 32, issue 9, pages 1941-1953, September.
• Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008, "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, volume 60, issue 3, pages 256-276.
• Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2008, "Globally evolutionarily stable portfolio rules," Journal of Economic Theory, Elsevier, volume 140, issue 1, pages 197-228, May.
• Foucault, Thierry & Gehrig, Thomas, 2008, "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, volume 88, issue 1, pages 146-168, April.
• Bae, Kee-Hong & Stulz, René M. & Tan, Hongping, 2008, "Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts," Journal of Financial Economics, Elsevier, volume 88, issue 3, pages 581-606, June.
• Hong, Harrison & Kubik, Jeffrey D. & Stein, Jeremy C., 2008, "The only game in town: Stock-price consequences of local bias," Journal of Financial Economics, Elsevier, volume 90, issue 1, pages 20-37, October.
• Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008, "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 1, pages 30-48, DOI: 10.1016/j.matcom.2007.09.002.
• Beshears, John & Choi, James J. & Laibson, David & Madrian, Brigitte C., 2008, "How are preferences revealed?," Journal of Public Economics, Elsevier, volume 92, issue 8-9, pages 1787-1794, August.
• 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.
• Collan, Mikael & Fullér, Robert & József, Mezei, 2008, "A Fuzzy Pay-off Method for Real Option Valuation," MPRA Paper, University Library of Munich, Germany, number 13601, Oct.
• Giofré, Maela/M., 2008, "EMU Effects on Stock Markets: From Home Bias to Euro Bias," MPRA Paper, University Library of Munich, Germany, number 13926, May.
• Giofré, Maela/M., 2008, "Convergence of EMU Equity Portfolios," MPRA Paper, University Library of Munich, Germany, number 13927, Dec.
• Giofré, Maela M., 2008, "Bias in foreign equity portfolios: households versus professional investors," MPRA Paper, University Library of Munich, Germany, number 13929.
• Kaizoji, Taisei & Sornette, Didier, 2008, "Market Bubbles and Chrashes," MPRA Paper, University Library of Munich, Germany, number 15204, Dec.
• Doran, James & Jiang, Danling & Peterson, David, 2008, "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper, University Library of Munich, Germany, number 15463, Apr, revised 10 Mar 2009.
• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008, "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
  [THE efficient portfolio construction: an empirical investigation based on some listed shares in cas," MPRA Paper, University Library of Munich, Germany, number 19681, May.
• Chandra, Abhijeet, 2008, "Decision Making in the Stock Market: Incorporating Psychology with Finance," MPRA Paper, University Library of Munich, Germany, number 21288, Oct, revised 01 Nov 2008.
• Kliber, Pawel, 2008, "A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns," MPRA Paper, University Library of Munich, Germany, number 22541.
• Van Deventer, Bart & Mlambo, Chipo, 2008, "Factors influencing venture capitalists' project financing decisions in South Africa," MPRA Paper, University Library of Munich, Germany, number 24970, Aug, revised 28 Feb 2009.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [One is able again to speak of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 25443.
• Amroush, Fadi & Baderddeen, Alkhoder & Yusef, Talal, 2008, "Using Artificial intelligence to select the optimal E-CRM Based business needs," MPRA Paper, University Library of Munich, Germany, number 25758, Nov.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 26751, Mar.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008, "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
  [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 27731, May.
• Carfì, David, 2008, "Optimal boundaries for decisions," MPRA Paper, University Library of Munich, Germany, number 29243.
• Roncalli, Thierry & Weisang, Guillaume, 2008, "Tracking problems, hedge fund replication and alternative beta," MPRA Paper, University Library of Munich, Germany, number 37358, Dec.
• Lucena, Pierre & Figueiredo, Antonio Carlos & Lachtermacher, Gerson, 2008, "Critérios de formação de carteiras de ativos através de hierarchical clusters
  [Criteria of portfolio formation of stocks through hierarchical clusters]," MPRA Paper, University Library of Munich, Germany, number 38105, Feb.
• Lucena, Pierre & Figueiredo, Antonio Carlos, 2008, "Anomalias no Mercado no Mercado de Ações Brasileiro: uma Modificação do Modelo de Fama de Fama e French
  [Anomalies on the Brazilian Stock Market: a Modification of the Fama and French Model]," MPRA Paper, University Library of Munich, Germany, number 38127, Sep.
• Lucena, Pierre & Figueiredo, Antonio Carlos, 2008, "Prevendo retornos de ações atrasvés de movimentos passados: uma modificação no Modelo de Grinblatt e Moskowitz
  [Predicting stock returns through past movements: a modification of Grinblatt and Moskowitz Model]," MPRA Paper, University Library of Munich, Germany, number 38128.
• Rossi, Francesco, 2008, "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper, University Library of Munich, Germany, number 40183, Dec.
• Bhattacharyya, Surajit, 2008, "Determinants of Corporate Investment: Post Liberalization Panel Data Evidence from Indian Firms," MPRA Paper, University Library of Munich, Germany, number 6702, Jan.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 76925, Mar.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [Can we still talk of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 77288, revised 2008.
• Repkine, Alexandre, 2008, "Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market," MPRA Paper, University Library of Munich, Germany, number 7849, Feb.
• Qiao, Yongyuan, 2008, "Analysis into IPO underpricing and clustering in Hong Kong equity market," MPRA Paper, University Library of Munich, Germany, number 7876, Feb.
• Knutson, Brian & Wimmer, G. Elliott & Kuhnen, Camelia & Winkielman, Piotr, 2008, "Nucleus accumbens activation mediates the influence of reward cues on financial risk-taking," MPRA Paper, University Library of Munich, Germany, number 8013, Mar.
• Petranov, Stefan, 2008, "Оценка На Бета Коефициентите На Публични Дружества В България
  [Estimation of Beta Coefficients for Publicly Traded Companies in Bulgaria]," MPRA Paper, University Library of Munich, Germany, number 88385.
• Los, Cornelis A. & Tungsong, Satjaporn, 2008, "Investment Model Uncertainty and Fair Pricing," MPRA Paper, University Library of Munich, Germany, number 8859, May.
• Hopfensitz, Astrid & Wranik, Tanja, 2008, "Psychological and environmental determinants of myopic loss aversion," MPRA Paper, University Library of Munich, Germany, number 9305.
• Nwaobi, Godwin C, 2008, "The Economics of Financial Derivative Instruments," MPRA Paper, University Library of Munich, Germany, number 9463, Jul.
• Pitluck, Aaron Z., 2008, "Moral Behavior in Stock Markets: Islamic finance and socially responsible investment," MPRA Paper, University Library of Munich, Germany, number 9477, Mar.
• Garcia-Fronti, Javier, 2008, "A Short Note on the Infinite Decision Puzzle," MPRA Paper, University Library of Munich, Germany, number 9571, Jul.
• Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008, "How “Point Blindness” Dilutes the Value of Stock Market Reports," MPRA Paper, University Library of Munich, Germany, number 9604, Jul.
• Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008, "How “Point Blindness” Dilutes the Value of Stock Market Reports," MPRA Paper, University Library of Munich, Germany, number 9612, Jul.
• Canegrati, Emanuele, 2008, "A Non-Random Walk down Canary Wharf," MPRA Paper, University Library of Munich, Germany, number 9871, Aug.
• Derek Jun & Burton G. Malkiel, 2008, "New Paradigms in Stock Market Indexing," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1050, Jan.
• Noura Ben M’Barek, 2008, "L’hétérogénéité du comportement de contrôle des investisseurs institutionnels français," Revue d'Économie Financière, Programme National Persée, volume 91, issue 1, pages 231-254, DOI: 10.3406/ecofi.2008.5067.
• Alain Argile, 2008, "Les transformations du private equity," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 13-18, DOI: 10.3406/ecofi.2008.5259.
• Jean-Hervé Lorenzi & Philippe Trainar, 2008, "Le rôle économique du private equity," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 19-32, DOI: 10.3406/ecofi.2008.5260.
• Jérémie Delecourt, 2008, "Investisseurs institutionnels et private equity," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 33-44, DOI: 10.3406/ecofi.2008.5261.
• Dominique Nouvellet, 2008, "Les « sept péchés capitaux » du private equity en période de bulle," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 61-67, DOI: 10.3406/ecofi.2008.5265.
• Orazio P. Attanasio & Monica Paiella, 2008, "Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 1_2008, Feb.
• José Fajardo, 2008, "Statistical Arbitrage with Default and Collateral," Working Papers, Banco de Portugal, Economics and Research Department, number w200808.
• A. S. Hurn & V.Pavlov, 2008, "Momentum in Australian Stock Returns: An Update," NCER Working Paper Series, National Centre for Econometric Research, number 23, Feb, revised 26 Feb 2008.
• Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008, "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers, Society for Economic Dynamics, number 342.
• Luis M. Viceira & Adi Sunderam & John Y. Campbell, 2008, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," 2008 Meeting Papers, Society for Economic Dynamics, number 355.
• Vasia Panousi, 2008, "Capital Taxation with Entrepreneurial Risk," 2008 Meeting Papers, Society for Economic Dynamics, number 36.
• Nicolas Vincent & Isaac Kleshchelski, 2008, "Robust Equilibrium Yield Curves," 2008 Meeting Papers, Society for Economic Dynamics, number 486.
• Motohiro Yogo, 2008, "Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets," 2008 Meeting Papers, Society for Economic Dynamics, number 63.
• Radu Lupu & Cristiana Tudor, 2008, "Direction of Change at the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 27, pages 165-185, January.
• Akiko Terada-Hagiwara, 2008, "Asian Holdings of US Treasury Securities: Trade Integration as a Threshold," ADB Economics Working Paper Series, Asian Development Bank, number 137, Dec.
• Reinhard Madlener & Christioph Wenk, 2008, "Efficient Investment Portfolios for the Swiss Electricity Supply Sector," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2008, Aug.
• Thierry Roncalli & Jérôme Teiletche, 2008, "An Alternative Approach to Alternative Beta," Journal of Financial Transformation, Capco Institute, volume 24, pages 43-52.
• Raya Mamarbachi & Marc Day & Giampiero Favato, 2008, "Evaluating art as an alternative investment aset," Journal of Financial Transformation, Capco Institute, volume 24, pages 63-71.
• Boris Groysberg & Paul Healy & Yang Gui, 2008, "Can research committees add value for investors. An analysis of Lehman Brothers Ten Uncommon Values recommendations," Journal of Financial Transformation, Capco Institute, volume 24, pages 123-130.
• Michalski, Grzegorz, 2008, "Value-Based Inventory Management," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 82-90, March.
• Cristian TIU & Cosmin DOBRIN & Ion POPA & Constantin Bagu, 2008, "Performance measurement of hedge funds managers," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 2, pages 38-48, December.
• Cosmin Marius GRIGORE & Dan SAFTA, 2008, "Investments in Romania before and after the E.U. accession," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 2, pages 49-58, December.
• Mario Anolli & Giovanni Petrella, 2008, "Qualità della negoziazione e tutela dell'investitore," Rivista di Politica Economica, SIPI Spa, volume 98, issue 1, pages 295-353, January-F.
• Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008, "Portfolio Choices, Gender and Marital Status," Rivista di Politica Economica, SIPI Spa, volume 98, issue 5, pages 119-154, September.
• Franco Peracchi & Andrei V. Tanase, 2008, "On estimating the conditional expected shortfall," CEIS Research Paper, Tor Vergata University, CEIS, number 122, Jul, revised 14 Jul 2008.
• Roy Havemann, 2020, "Contagion without deposit insurance: The South African small bank crisis of 2002/3," ERSA Working Paper Series, Economic Research Southern Africa, number 108, Jun.
• 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 1, 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.
• Andrew Sharpe & Jean-François Arsenault, 2008, "The Canada-US ICT Investment Gap: An Update," CSLS Research Reports, Centre for the Study of Living Standards, number 2008-01, Feb.
• Andrew Sharpe & Jean-François Arsenault, 2008, "ICT Investment and Productivity: A Provincial Perspective," CSLS Research Reports, Centre for the Study of Living Standards, number 2008-06, Sep.
• 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.
• 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(0x8cc9fdd8), January-J.
• Morten Balling (ed.), 2008, "Asset Management in Volatile Markets," SUERF Studies, SUERF - The European Money and Finance Forum, number 2008/5, ISBN: ARRAY(0x8c158178), January-J.
• 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, Nov, DOI: 10.24148/wp2008-25.
• 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.