Research classified by Journal of Economic Literature (JEL) codes

2008

• Larry G. Epstein & Martin Schneider, 2008, "Ambiguity, Information Quality, and Asset Pricing," Journal of Finance, American Finance Association, volume 63, issue 1, pages 197-228, February, DOI: 10.1111/j.1540-6261.2008.01314.x.
• Daniel Dorn & Gur Huberman & Paul Sengmueller, 2008, "Correlated Trading and Returns," Journal of Finance, American Finance Association, volume 63, issue 2, pages 885-920, April, DOI: 10.1111/j.1540-6261.2008.01334.x.
• Jeffrey R. Brown & Zoran Ivković & Paul A. Smith & Scott Weisbenner, 2008, "Neighbors Matter: Causal Community Effects and Stock Market Participation," Journal of Finance, American Finance Association, volume 63, issue 3, pages 1509-1531, June, DOI: 10.1111/j.1540-6261.2008.01364.x.
• William Fung & David A. Hsieh & Narayan Y. Naik & Tarun Ramadorai, 2008, "Hedge Funds: Performance, Risk, and Capital Formation," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1777-1803, August, DOI: 10.1111/j.1540-6261.2008.01374.x.
• JULES H. Van BINSBERGEN & MICHAEL W. BRANDT & RALPH S. J. KOIJEN, 2008, "Optimal Decentralized Investment Management," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1849-1895, August, DOI: 10.1111/j.1540-6261.2008.01376.x.
• Rui Albuquerque & Eva De Francisco & Luis B. Marques, 2008, "Marketwide Private Information in Stocks: Forecasting Currency Returns," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2297-2343, October, DOI: 10.1111/j.1540-6261.2008.01398.x.
• Jose M. Marin & Jacques P. Olivier, 2008, "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2429-2476, October, DOI: 10.1111/j.1540-6261.2008.01401.x.
• Asher Blass, 2008, "Transffering the Management of the Provident and Mutual Funds From the Banks," Israel Economic Review, Bank of Israel, volume 6, issue 1, pages 23-47.
• Turhan Korkmaz & Elif Birkan, 2008, "Portfolio Selection:Application on International Stock Portfolios," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 40, pages 65-98.
• Hui Chen & Nengjiu Ju & Jianjun Miao, 2008, "Dynamic Asset Allocation with Ambiguous Return Predictability," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-179, Sep, revised Feb 2009.
• François Gourio, 2008, "Time-series predictability in the disaster model," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-016, Jan.
• Else Monteiro Nogueira & Wagner Moura Lamounier, 2008, ""Contagion" between the emerging and developed capital markets: empirical evidence and reflections on the international portfolio diversification," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 2, pages 267-286.
• Fernando Nascimento de Oliveira & Eduardo Lana de Paula, 2008, "Determining the Optimum Level of Diversification of Home Brokers Investors," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 3, pages 439-463.
• Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008, "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0808, Jan.
• Russell Gerrard & Bjarne Højgaard & Elena Vigna, 2008, "Choosing the Optimal Annuitization Time Post Retirement," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 76.
• Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008, "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 79.
• Wong, Woon K & Copeland, Laurence, 2008, "Risk Measurement and Management in a Crisis-Prone World," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/14, Jul.
• Wong, Woon K & Tan, Dijun & Tian, Yixiang, 2008, "Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/8, Apr.
• Pope, Rulon D. & LaFrance, Jeffrey T & Just, Richard E., 2007, "Agricultural Arbitrage and Risk Preferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt3tw1m1p0, May.
• Deng, Yongheng & Quigley, John M., 2008, "Index Revision, House Price Risk, and the Market for House Price Derivatives," Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy, number qt4sw0x30t, Apr.
• Alejandro Cuñat & Christian Fons-Rosen, 2008, "Relative Factor Endowments and International Portfolio Choice," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0879, Jul.
• M. Hashem Pesaran & Paolo Zaffaroni, 2004, "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series, CESifo, number 1358.
• Ken Sennewald & Klaus Wälde, 2006, "“Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View," CESifo Working Paper Series, CESifo, number 1684.
• Fwu-Ranq Chang, 2008, "Property Insurance, Portfolio Selection and their Interdependence," CESifo Working Paper Series, CESifo, number 2260.
• M. Hashem Pesaran & Paolo Zaffaroni, 2008, "Optimal Asset Allocation with Factor Models for Large Portfolios," CESifo Working Paper Series, CESifo, number 2326.
• Thomas Crossley & Mario Jametti, 2008, "Pension Benefit Insurance and Pension Plan Portfolio Choice," CESifo Working Paper Series, CESifo, number 2498.
• Eric Jondeau, 2008, "Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-06, Feb.
• Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008, "Evolutionary Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-14, May.
• Michèle Breton & Julien Hugonnier & Tarek Masmoudi, 2008, "Mutual Fund Competition in the Presence of Dynamic Flows," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-26, Sep.
• Julien Hugonnier, 2008, "Bubbles and multiplicity of equilibria under portfolio constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-28, Sep.
• Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008, "Market Selection of Constant Proportions Investment Strategies in Continuous Time," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-29, Sep.
• Sumit Agarwal & John C Driscoll & David Laibson, 2008, "Optimal Mortgage Refinancing: A Closed Form Solution," Levine's Working Paper Archive, David K. Levine, number 122247000000002021, Mar.
• Javier Mencía & Enrique Sentana, 2008, "Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation," Working Papers, CEMFI, number wp2008_0805, Apr.
• Dante Amengual & Enrique Sentana, 2008, "A Comparison of Mean-Variance Efficiency Tests," Working Papers, CEMFI, number wp2008_0806, Apr.
• Enrique Sentana, 2008, "The Econometrics of Mean-Variance Efficiency Tests: A Survey," Working Papers, CEMFI, number wp2008_0807, May.
• Bigeco & Grosso & E. Otranto, 2008, "Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200803.
• Lisi & E. Otranto, 2008, "Clustering Mutual Funds by Return and Risk Levels," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200813.
• Alejandro Reveiz Herault & Carlos Eduardo Le�n Rinc�n, 2008, "�ndice representativo del mercado de deuda p�blica interna: IDXTES," Borradores de Economia, Banco de la Republica, number 4522, Feb.
• Aeljandro Reveiz Herault & Sebastian Rojas, 2008, "The case for active management from the perspective of Complexity Theory," Borradores de Economia, Banco de la Republica, number 4566, Mar.
• Alejandro Reveiz & Carlos Le�n, 2008, "Administraci�n de fondos de pensiones y multifondos en Colombia," Borradores de Economia, Banco de la Republica, number 4598, Apr.
• Alejandro Reveiz & Carlos Le�n & Juan Mario Laserna & Ivonne Mart�nez, 2008, "Recomendaciones para la modificaci�n del r�gimen de pensiones obligatorias de Colombia," Borradores de Economia, Banco de la Republica, number 4599, Apr.
• Alejandro Reveiz Herault, 2008, "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," Borradores de Economia, Banco de la Republica, number 4626, Apr.
• Alejandro Reveiz & Carlos Eduardo Le�n, 2008, "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia, Banco de la Republica, number 4732, Jun.
• Carlos Le�n & Juan Mario Laserna, 2008, "Asignaci�n Estrat�gica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo," Borradores de Economia, Banco de la Republica, number 4970, Aug.
• Dairo Estrada & Angela Gonz�lez Arbel�ez & Javier Gutierr�z Rueda, 2008, "The Effects of Diversification on Banks� Expected Returns," Borradores de Economia, Banco de la Republica, number 4991, Aug.
• Martha R. L�pez & Juan D. Prada & Norberto Rodr�guez Ni�o, 2008, "Financial Accelerator Mechanism in a Small Open Economy," Borradores de Economia, Banco de la Republica, number 4992, Aug.
• Alejandro Reveiz & Carlos Le�n & Juan Mario Laserna & Ivonne Mart�nez, 2008, "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 26, issue 56, pages 78-113, DOI: 10.32468/Espe.5603.
• Esteban Callejas P. & Alexander Tobón A., 2008, "El mercado hipotecario de Estados Unidos: Un análisis a partir de la hipótesis de la inestabilidad financiera de Minsky," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• José Joaquín Alzate Marín, 2008, "Cómo medir la quiebra de las empresas en Santander, el modelo logístico: una herramienta para evaluar el riesgo de quiebra," Revista CIFE, Universidad Santo Tomás.
• Meier, Iwan & Rombouts, Jeroen V.K., 2008, "Style rotation and performance persistence of mutual funds," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008072, Dec.
• Martin Gervais & Manish Pandey, 2008, "Who Cares About Mortgage Interest Deductibility?," Canadian Public Policy, University of Toronto Press, volume 34, issue 1, pages 1-24, March.
• Rey, Hélène & Hau, Harald, 2008, "Home Bias at the Fund Level," CEPR Discussion Papers, Centre for Economic Policy Research, number 6721, Mar.
• Grüner, Hans Peter, 2008, "Capital Markets, Information Aggregation and Inequality: Theory and Experimental Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 6750, Mar.
• Campos, Nauro & Barbosa, Renata Leite, 2008, "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 6806, Apr.
• van Winden, Frans A.A.M. & Hopfensitz, Astrid & Krawczyk, Michal, 2008, "Investment, Resolution of Risk, and the Role of Affect," CEPR Discussion Papers, Centre for Economic Policy Research, number 6822, May.
• Cuñat, Alejandro & Fons-Rosen, Christian, 2008, "Relative Factor Endowments and International Portfolio Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 6870, Jun.
• Olivier, Jacques & Tay, Anthony, 2008, "Time-Varying Incentives in the Mutual Fund Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 6893, Jun.
• 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.
• Nicolas Aubert & Thomas Rapp, 2008, "Les salariés actionnaires:pourquoi investissent-ils dans leur entreprise?," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue 4, pages 87-110, December.
• Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008, "Financial Risk Aversion and Household Asset Diversification," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 117.
• Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008, "Hohe Risikoaversion privater Haushalte bei Geldanlagen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 75, issue 45, pages 704-710.
• 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.
• Grzegorz MICHALSKI, 2008, "Inventory And Risk Management: Decreasing Delivery Risk Of Purchasers," Romanian Journal of Economics, Institute of National Economy, volume 27, issue 2(36), pages 95-103, December.
• Domenico Cuoco & Hua He & Sergei Isaenko, 2008, "Optimal Dynamic Trading Strategies with Risk Limits," Operations Research, INFORMS, volume 56, issue 2, pages 358-368, April, DOI: 10.1287/opre.1070.0433.
• Rodrigo A. Alfaro & Carmen Gloria Silva, 2008, "Volatilidad de Indices Accionarios: El caso del IPSA," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 217-233.
• Michalis Petrides & Alex Karagrigoriou, 2008, "Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances," Financial Theory and Practice, Institute of Public Finance, volume 32, issue 1, pages 45-64.
• Marco Trombetta & Francisco Bravo Urquiza & María Cristina Abad Navarro, 2008, "Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-10, Jul.
• Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2008, "The Asset Portfolios of Native-Born and Foreign-Born Households," IZA Discussion Papers, IZA Network @ LISER, number 3304, Jan.
• Campos, Nauro F. & Leite Barbosa, Renata, 2008, "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," IZA Discussion Papers, IZA Network @ LISER, number 3445, Apr.
• Blanco, Mariana & Engelmann, Dirk & Koch, Alexander K. & Normann, Hans-Theo, 2008, "Belief Elicitation in Experiments: Is there a Hedging Problem?," IZA Discussion Papers, IZA Network @ LISER, number 3517, May.
• Jian-Hsin Chou & Hong-Fwu Yu & Der-Rong Hwu, 2008, "Testing Term Structure Estimation Models: Evidence from Taiwan's Government Bonds Market," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 1, pages 35-63, January.
• Shih-Ju Chan & Ching-Chung Lin & Wen-Hsiu Kuo, 2008, "The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 2, pages 203-228, July.
• Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis, 2008, "Forecasting market impact costs and identifying expensive trades," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 1, pages 21-39, DOI: 10.1002/for.1052.
• Gerlinde Fellner & Matthias Sutter, 2008, "Causes, consequences, and cures of myopic loss aversion - An experimental investigation," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-004, Jan.
• Thomas Gehrig & Werner Güth & Rene Levinsky & Vera Popova, 2008, "Do investors optimize, follow heuristics, or listen to experts?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-086, Nov.
• Jakša Cvitanić & Vassilis Polimenis & Fernando Zapatero, 2008, "Optimal portfolio allocation with higher moments," Annals of Finance, Springer, volume 4, issue 1, pages 1-28, January, DOI: 10.1007/s10436-007-0071-5.
• Han Ozsoylev, 2008, "Amplification and asymmetry in crashes and frenzies," Annals of Finance, Springer, volume 4, issue 2, pages 157-181, March, DOI: 10.1007/s10436-007-0077-z.
• D. Won & G. Hahn & N. Yannelis, 2008, "Capital market equilibrium without riskless assets: heterogeneous expectations," Annals of Finance, Springer, volume 4, issue 2, pages 183-195, March, DOI: 10.1007/s10436-007-0074-2.
• Kasper Larsen & Gordan Žitković, 2008, "On the semimartingale property via bounded logarithmic utility," Annals of Finance, Springer, volume 4, issue 2, pages 255-268, March, DOI: 10.1007/s10436-006-0067-6.
• Marcelo Pinheiro, 2008, "Demand shocks and market manipulation," Annals of Finance, Springer, volume 4, issue 3, pages 269-298, July, DOI: 10.1007/s10436-007-0076-0.
• Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang, 2008, "Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation," Annals of Finance, Springer, volume 4, issue 3, pages 345-367, July, DOI: 10.1007/s10436-007-0081-3.
• 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.