Research classified by Journal of Economic Literature (JEL) codes

2006

• Sangwon Suh, 2006, "The Influence of Foreigners' Stock Investment on Korean Stock Prices and Its Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 1, pages 106-150, March.
• Hong Liu & Jianjun Miao, 2006, "Managerial Preferences, Corporate Governance, and Financial Structure," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-020, Mar.
• Klos Alexander & Weber Martin, 2006, "Portfolio Choice in the Presence of Non-Tradable Income: An Experimental Analysis," German Economic Review, De Gruyter, volume 7, issue 4, pages 427-448, December, DOI: 10.1111/j.1468-0475.2006.00128.x.
• Anna Zalewska, 2006, "Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 06/153, Jul.
• Marie-Hélène Broihanne & Maxime Merli & Patrick Roger, 2006, "Théorie comportementale du portefeuille. Intérêt et limites," Revue économique, Presses de Sciences-Po, volume 57, issue 2, pages 297-314.
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006, "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 27, revised 2009.
• Rodolfo Apreda, 2006, "Subsidiarity portfolios and separation compacts to enhance the governance of state-owned banks," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 317, Feb.
• Alla A. Melkumian, 2006, "The opportunity cost of being constrained by the type of assets: Bonds only or stocks only," Journal of Applied Economics, Universidad del CEMA, volume 9, pages 325-343, November.
• Elena Yusupova, 2006, "Information Asymmetry, Share Mispricing and the Coordination Problem: Investor Portfolio Choice in Czech Voucher Privatization," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp301, Jul.
• Eric Jondeau & Michael Rockinger, 2006, "The Economic Value of Distributional Timing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-35, Nov.
• Matthias Hagmann & Joachim Loebb, 2006, "Model Combination and Stock Return Predictability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-05, Mar.
• Viral V. Acharya & Jean Imbs & Jason Sturgess, 2006, "Finance and Efficiency: Do Bank Branching Regulations Matter?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-36, Nov.
• Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006, "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-38, Dec.
• Pascal St-Amour, 2007, "Benchmarks in Aggregate Household Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-09, Jan.
• Simon A. BRODA & Marc S. PAOLELLA, 2008, "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-08, Feb.
• Miguel Lebre de Freitas & Francisco José Veiga, 2006, "Currency substitution, portfolio diversification, and money demand," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 3, pages 719-743, August.
• Diego Jara, 2006, "Propuestas Dirigidas A Mejorar La Eficiencia De Los Fondos De Pensiones," Borradores de Economia, Banco de la Republica, number 3403, Dec.
• Mauricio A. Hernández Monsalve & Ram�n Javier Mesa Callejas, 2006, "El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006," Borradores del CIE, Universidad de Antioquia, CIE, number 4192, Oct.
• Diego Jara, 2006, "Modelo de la regulación de las AFP en Colombia y su impacto en el portafolio de los fondos de pensiones," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 24, issue 52, pages 162-221, DOI: 10.32468/Espe.5204.
• Enrique PINZON GARCIA & Oscar M. VALENCIA ARANA, 2006, "The Determinants of Colombian Firm´s Debt-Asset Ratio (1997-2003)," Archivos de Economía, Departamento Nacional de Planeación, number 3582, Apr.
• Guillermo Buenaventura Vera & Andrés Felipe Cuevas Ulloa, 2006, "Una propuesta metodológica para la optimización de portafolios de inversión y su aplicacion al caso colombiano," Estudios Gerenciales, Universidad Icesi.
• María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2006, "¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Mauricio A. Hernández Monsalve & Ramón Javier Mesa, 2006, "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Eduardo Fernández-Arias, 2006, "Financial Dollarization and Dedollarization," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 37-100.
• Carlos Vargas Silva, 2006, "Portfolio Reasons for Homeownership: The Case of Immigrants," Revista Ecos de Economía, Universidad EAFIT.
• BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick, 2006, "Intra-daily FX optimal portfolio allocation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006010, Feb.
• GARCIA, René & RENAULT, Eric & VEREDAS, David, 2006, "Estimation of stable distributions by indirect inference," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006112, Dec.
• van Winden, Frans A.A.M. & Bosman, R.A.J, 2006, "Global Risk, Investment and Emotions," CEPR Discussion Papers, Centre for Economic Policy Research, number 5451, Jan.
• Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006, "Optimal Asset Allocation and Risk Shifting in Money Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 5524, Mar.
• Hsieh, David A & Fung, William & Naik, Narayan, 2006, "Hedge Funds: Performance, Risk and Capital Formation," CEPR Discussion Papers, Centre for Economic Policy Research, number 5565, Mar.
• Albuquerque, Rui & Marques, Luis & de Francisco, Eva, 2006, "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 5604, Mar.
• Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006, "Selecting Copulas for Risk Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 5652, Apr.
• Portes, Richard & Papaioannou, Elias & Siourounis, Gregorios, 2006, "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," CEPR Discussion Papers, Centre for Economic Policy Research, number 5734, Jul.
• Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006, "International Stock Return Comovements," CEPR Discussion Papers, Centre for Economic Policy Research, number 5955, Nov.
• Rydqvist, Kristian & Dahlquist, Magnus & Robertsson, Göran, 2006, "Direct Evidence of Dividend Tax Clienteles," CEPR Discussion Papers, Centre for Economic Policy Research, number 6005, Dec.
• Leora Friedberg & Anthony Webb, 2006, "Determinants and Consequences of Bargaining Power in Households," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2006-13, Jun, revised Jun 2006.
• Yiannis Kamarianakis & Anastasios Xepapadeas, 2006, "Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings," Working Papers, University of Crete, Department of Economics, number 0709, Aug.
• Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo, 2006, "Intra-Daily FX Optimal Portfolio Allocation," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006005, Feb.
• Priscilla Swartz, 2006, "Global Versus Regional Systematic Risk and International Asset Allocations in Asia," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 77-89, May.
• Jianjun Miao & Neng Wang, 2006, "Investment, Consumption, and Hedging under Incomplete Markets," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 459, Sep.
• Röthig, Andreas & Chiarella, Carl, 2006, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 36774, Mar.
• Röthig, Andreas & Chiarella, Carl, 2009, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77372.
• Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006, "Towards a measure of financial fragility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24508, Feb.
• Segoviano, Miguel A., 2006, "Consistent information multivariate density optimizing methodology," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24511, Mar.
• Danielsson, Jon & Zigrand, Jean-Pierre & Jorgensen, Bjørn N. & Sarma, Mandira & de Vries, C. G., 2006, "Consistent measures of risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24517, May.
• Dante Mendes Aldrighi, 2006, "Uma avaliação das contribuições de Stiglitz à teoria dos mercados financeiros," Brazilian Journal of Political Economy, FGV EAESP, volume 26, issue 1, pages 137-157, March.
• René M. Stulz, 2006, "Financial Globalization, Corporate Governance and Eastern Europe," Chapters, Edward Elgar Publishing, chapter 3, in: Klaus Liebscher & Josef Christl & Peter Mooslechner & Doris Ritzberger-Grünwald, "Financial Development, Integration and Stability".
• Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006, "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20003-8.
• Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006, "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-33, Aug.
• Baquero, G. & Verbeek, M.J.C.M., 2006, "Do Sophisticated Investors Believe in the Law of Small Numbers?," 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-2006-033-F&A, Jul.
• Dr. Ioannis N. Kallianiotis & Dr. Dean Frear, 2006, "Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 15-34.
• Werner Güth & Gerlinde Fellner & Ev Martin, 2006, "Task Transcending Satisficing - An Experimental Study," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2006-09, Jul.
• Werner Güth & M. Vittoria Levati & Matteo Ploner, 2006, "Is Satisficing Absorbable? - An Experimental Study," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2006-10, Jul.
• Werner Güth & Gerlinde Fellner & Ev Martin, 2006, "Satisficing or Optimizing? - An Experimental Study," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2006-11, Jul.
• Boschi, Melisso, 2006, "Habit formation and the transmission of financial crises," Economics Discussion Papers, University of Essex, Department of Economics, number 8900.
• Soòa KILIÁNOVÁ & Igor MELICHERÈÍK & Daniel ŠEVÈOVIÈ, 2006, "A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 11-12, pages 506-521, November.
• Edward J. Lusk & Michael HALPERIN & Li Yue, 2006, "A Behavioural Finance Explanation of a Gearing-ß Inverse Association Referencing Weill’s Liquidity Result (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 3-4, pages 168-177, March.
• Nava Ashaf & Dean Karlan & Wesley Yin, 2006, "Tying odysseus to the mast: Evidence from a commitment savings product in the philippines," Natural Field Experiments, The Field Experiments Website, number 00206.
• Brian M Lucey, Valerio Poti, Edel Tully, 2006, "International Portfolio Formation, Skewness & the Role of Gold," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 1, pages 49-68, June.
• Dipasri Ghosh, Dilip K. Ghosh, 2006, "Portfolio Theory and Portfolio Management: a Synthetic View," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 95-112, December.
• Felix Kubler & Paul S. Willen, 2006, "Collateralized borrowing and life-cycle portfolio choice," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 06-4.
• Ricardo Lagos & Guillaume Rocheteau, 2006, "Search in asset markets," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0607, DOI: 10.26509/frbc-wp-200607.
• Gene Amromin & Jennifer Huang & Clemens Sialm, 2006, "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-05.
• Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu & Nicholas S. Souleles, 2006, "Do consumers choose the right credit contracts?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-11.
• Una Okonkwo Osili & Anna L. Paulson, 2006, "What can we learn about financial access from U.S. immigrants?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-25.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006, "Investing for the long-run in European real estate," Working Papers, Federal Reserve Bank of St. Louis, number 2006-028, DOI: 10.20955/wp.2006.028.
• Ricardo Lagos & Guillaume Rocheteau, 2006, "Search in asset markets," Staff Report, Federal Reserve Bank of Minneapolis, number 375, DOI: 10.21034/sr.375.
• Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon, 2006, "Towards a Measure of Financial Fragility," FMG Discussion Papers, Financial Markets Group, number dp554, Mar.
• Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006, "Consistent Measures of Risk," FMG Discussion Papers, Financial Markets Group, number dp565, May.
• Martin Evans and Viktoria Hnatkovska, 2006, "Financial Integration, Macroeconomic Volatility and Welfare," Working Papers, Georgetown University, Department of Economics, number gueconwpa~06-06-13, Jun.
• Céline Louche & Steven Lydenberg, 2006, "Investissement socialement responsable : différences entre Europe et États-Unis," Post-Print, HAL, number hal-01098187, DOI: 10.3406/ecofi.2006.4144.
• Francesco Franzoni & J. M. Marin, 2006, "Portable Alphas from Pension Mispricing," Post-Print, HAL, number halshs-00119546, Jul.
• Thierry Foucault, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00121054, Oct.
• Jacques Olivier & J. M. Marin, 2006, "The dog that did not bark: insider trading and crashes," Post-Print, HAL, number halshs-00121093, Aug.
• Thierry Foucault & T. Gehrig, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00125690.
• C. Aaron & I. Bilon & Sébastien Galanti & Y. Tadjeddine, 2006, "Les styles de gestion de portefeuille existent-ils?," Post-Print, HAL, number halshs-00224501, Aug.
• Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006, "Optimal Currency Shares in Iternational Reserves: The Impact of the Euro and the Prospects for the Dollar," Post-Print, HAL, number halshs-00754634, Dec, DOI: 10.1016/j.jjie.2006.07.002.
• Huyen Nguyen-Thi-Thanh, 2006, "On the Use of Data Envelopment Analysis in Hedge Fund Performance Appraisal," Working Papers, HAL, number halshs-00120292.
• Menkhoff, Lukas & Schmeling, Maik, 2006, "A Prospect-Theoretical Interpretation of Momentum Returns," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-335, May.
• Schmeling, Maik, 2006, "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-337, May.
• Sørensen, Carsten & Trolle, Anders Bjerre, 2006, "Dynamic asset allocation and latent variables," Working Papers, Copenhagen Business School, Department of Finance, number 2004-8, Jun.
• Carlsson, Evert & Erlandzon, Karl, 2006, "The Bright Side of Shiller-Swaps: A Solution to Inter-generational Risk-sharing," Working Papers in Economics, University of Gothenburg, Department of Economics, number 233, Jul, revised 24 Oct 2006.
• Ekern, Steinar, 2006, "A Dozen Consistent CAPM-Related Valuation Models - So Why Use the Incorrect One?," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/6, May, revised 25 Apr 2007.
• Døskeland, Trond M. & Nordahl, Helge A., 2006, "Intergenerational Effects of Guaranteed Pension Contracts," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/13, Oct, revised 21 Jun 2007.
• Døskeland, Trond M. & Nordahl, Helge A., 2006, "Optimal Pension Insurance Design," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/14, Oct, revised 21 Jun 2007.
• Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006, "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/23, Dec.
• van Hemert, Otto, 2006, "Life-Cycle Housing and Portfolio Choice with Bond Markets," SIFR Research Report Series, Institute for Financial Research, number 44, Sep.
• Ågren, Martin, 2006, "Prospect Theory and Higher Moments," Working Paper Series, Uppsala University, Department of Economics, number 2006:24, Oct.
• Andrea Beltratti & Claudio Morana, 2006, "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers, ICER - International Centre for Economic Research, number 30-2006, Jul.
• Gollier, Christian & Muermann, Alexander, 2006, "Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 462, Mar, revised 2009.
• Bec, Frédérique & Gollier, Christian, 2006, "Assets Returns Volatility and Investment Horizon: The French Case," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 467, Jul, revised 30 Nov 2008.
• Rifki Ismal, 2006, "Indonesian Bond Market: Redemption in August December 2005," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 1, pages 27-74, July, DOI: https://doi.org/10.21098/bemp.v9i1..
• Carlos Forner Rodríguez & Joaquín Marhuenda Fructuoso, 2006, "Análisis del origen de los beneficios del momentum en el mercado de valores español," Investigaciones Economicas, Fundación SEPI, volume 30, issue 3, pages 401-439, September.
• Solange M. Berstein & Rómulo A. Chumacero, 2006, "Quantifying the costs of investment limits for Chilean pension funds," Fiscal Studies, Institute for Fiscal Studies, volume 27, issue 1, pages 99-123, March.
• Paul Sweeting, 2006, "Correlation and the Pension Protection Fund," Fiscal Studies, Institute for Fiscal Studies, volume 27, issue 2, pages 157-182, June.
• Dicle TAŞPINAR & Esin Okay ÖRERLER, 2006, "Türk Yatırımcısının Risk Tercihi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 239, pages 82-92.
• Hakan SARITAŞ, 2006, "Portföy büyüklüğünün portföy getirisi üzerindeki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 241, pages 105-113.
• Hüseyin İNCE, 2006, "Yapay sinir ağlarının portföy yönetiminde kullanılması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 241, pages 114-127.
• M. Mete DOĞANAY & Ramazan AKTAŞ & Ünsal BAN, 2006, "Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 242, pages 27-33.
• Macide ÇİÇEK, 2006, "Türkiye’de ödemelerde nakit-kart ikamesi ve ATM nakit çekme işlemlerinin nakit talebi üzerindeki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 248, pages 120-137.
• Dirk Baur & Brian M. Lucey, 2006, "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp122, Apr.
• Charles P. Thomas, 2006, "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp162, Aug.
• Ron Bird & Richard Gerlach, 2006, "A Bayesian Model Averaging Approach to Enhance Value Investment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 2, pages 111-127, August.
• Gene C. Lai & Keith M. Moore & Henry R. Oppenheimer, 2006, "Shall One Invest in Cancelled Targets after the Termination of Mergers and Acquisitions?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 2, pages 93-110, August.
• Mr. Enrique G. Mendoza, 2006, "Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies," IMF Working Papers, International Monetary Fund, number 2006/088, Mar.
• Fernando Cruz Aranda, 2006, "Valuación Del Valor En Riesgo De Bonos Cupón Cero En El Mercado Financiero Mexicano A Través Del Modelo De Vasicek, Cir Y Simulación Monte Carlo Con Saltos De Poisson," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 5, issue 1, pages 47-83, Marzo 200.
• Suleyman Basak & Alex Shapiro & Lucie Teplá, 2006, "Risk Management with Benchmarking," Management Science, INFORMS, volume 52, issue 4, pages 542-557, April, DOI: 10.1287/mnsc.1050.0476.
• Martin B. Haugh & Leonid Kogan & Jiang Wang, 2006, "Evaluating Portfolio Policies: A Duality Approach," Operations Research, INFORMS, volume 54, issue 3, pages 405-418, June, DOI: 10.1287/opre.1060.0279.
• Alex Karagrigoriu & Ilia Vonta, 2006, "On Distributional Changes of Financial Characteristics in Cyprus: What Does the Survey of Consumer Finances Say?," Financial Theory and Practice, Institute of Public Finance, volume 30, issue 4, pages 380-403.
• Chiara Oldani, 2006, "money demand and futures," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 69, May.
• Victor Mendes & Margarida Abreu, 2006, "Cultura Financeira dos Investidores e Diversificação das Carteiras," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/10.
• Cobb-Clark, Deborah A. & Hildebrand, Vincent A., 2006, "The Portfolio Choices of Hispanic Couples," IZA Discussion Papers, IZA Network @ LISER, number 1948, Jan.
• Sukanto Bhattacharya & Kuldeep Kumar, 2006, "An Entropic Approach to Analyze Investor Utility Involving a Financial Structured Product," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 2, pages 111-122, July.
• Ching-Chung Lin & Min-Hsien Chiang & Shih-Ju Chan & Chao-Hsien Lin, 2006, "Impact of Taiwan Top 50 ETF on the Liquidity of the Constituents of the Taiwan 50 Index," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 2, pages 187-205, July.
• Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006, "A Time Series Analysis of Financial Fragility in the UK Banking System," Annals of Finance, Springer, volume 2, issue 1, pages 1-21, January, DOI: 10.1007/s10436-005-0030-y.
• Coen Teulings & Casper Vries, 2006, "Generational Accounting, Solidarity and Pension Losses," De Economist, Springer, volume 154, issue 1, pages 63-83, March, DOI: 10.1007/s10645-006-6486-y.
• Heinz Zimmermann, 2006, "Martingales and Portfolio Decisions: A User’s Guide," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 1, pages 75-101, April, DOI: 10.1007/s11408-006-0006-6.
• Thomas Post & Helmut Gründl & Hato Schmeiser, 2006, "Portfolio management and retirement: what is the best arrangement for a family?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 3, pages 265-285, September, DOI: 10.1007/s11408-006-0022-6.
• Barbara Rovetta, 2006, "Investment Policies and Excess Returns in Corporate Spin-offs: Evidence from the US Market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 3, pages 287-307, September, DOI: 10.1007/s11408-006-0021-7.
• Manuel Ammann & Michael Verhofen, 2006, "The Effect of Market Regimes on Style Allocation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 3, pages 309-337, September, DOI: 10.1007/s11408-006-0018-2.
• Cécile Moigne & Patrick Savaria, 2006, "Relative importance of hedge fund characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 4, pages 419-441, December, DOI: 10.1007/s11408-006-0029-z.
• Martin Eling, 2006, "Performance measurement of hedge funds using data envelopment analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 4, pages 442-471, December, DOI: 10.1007/s11408-006-0032-4.
• David Bywaters & D. Thomas, 2006, "Consumption, Wealth, and Indebtedness in the Context of Uncertainty: The Consumption Function Meets Portfolio Theory," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 298-307, August, DOI: 10.1007/s11294-006-9018-2.
• Ian Rakita, 2006, "Are the Most Profitable U.S. Companies Also the Best Investments?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 431-431, August, DOI: 10.1007/s11294-006-9035-1.
• Ken Sennewald & Klaus Wälde, 2006, "“Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View," Journal of Economics, Springer, volume 89, issue 1, pages 1-36, October, DOI: 10.1007/s00712-006-0203-9.
• Móricz, Dániel, 2006, "Vállalati nyugdíjkötelezettségek és a részvények kockázata - tőkeáttétel és kereszttulajdonlás
  [Corporate pension liabilities and risk of stocks - leverage and cross-holding]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 144-157.
• Radnai, Márton & Szatmári, Alexandra, 2006, "A magyar pénzpiaci alapok összehasonlító elemzése
  [A comparative analysis of Hungarian money-market funds]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 389-407.
• Vajda, István & Ottucsák, György, 2006, "Empirikus portfólióstratégiák
  [Empirical portfolio strategies]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 624-640.
• Katona, Klára, 2006, "A magyarországi tőkeimportot befolyásoló tényezők újraértelmezése
  [Reinterpretation of the factors influencing capital imports into Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 986-1001.
• Sule Alan & Søren Leth-Petersen, 2006, "Tax Incentives and Household Portfolios: A Panel Data Analysis," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2006-13, Oct.
• Chiaki Hara & James Huang & Christoph Kuzmics, 2006, "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," KIER Working Papers, Kyoto University, Institute of Economic Research, number 620, May.
• Chiaki Hara & James Huang & Christoph Kuzmics, 2006, "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers, Kyoto University, Institute of Economic Research, number 621, May.
• Marie Pfiffelmann, 2006, "Which Optimal Design For LLDAs?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2006-06.
• Mauricio Alberto Hernández Monsalve & Ramón Javier Mesa, 2006, "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 65, pages 37-72, Julio-Dic.
• Wiese, Jörg, 2006, "Die Modigliani/Miller-Theoreme und Ausschüttungspolitik," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1888, Nov.
• Rossella Bisignani & Giovanni Masala & Marco Micocci, 2006, "Economic Capital Management For Insurance Companies Using Conditional Value At Risk And A Copula Approach," Economia, Societa', e Istituzioni, Dipartimento di Economia e Finanza, LUISS Guido Carli, volume 0, issue 3.
• Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006, "Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle," Cahiers de recherche, CIRPEE, number 0635.
• George Milunovich & Ronald D. Ripple, 2006, "Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil," Research Papers, Macquarie University, Department of Economics, number 0607, Oct.
• Igor Evstigneev & Dhruv Kapoor, 2006, "Arbitrage in stationary markets," Economics Discussion Paper Series, Economics, The University of Manchester, number 0619.
• Thomas J. Flavin, 2006, "How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1630206.
• Patarick Leoni, 2006, "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1701106.
• Maliar, Lilia & Maliar, Serguei, 2006, "The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 3, pages 635-654, April, DOI: 10.1353/mcb.2006.0045.
• Deborah A. Cobb-Clark & Vincent A. Hildebrand, 2006, "The Portfolio Choices of Hispanic Couples," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 147, Jan.
• Sule Alan & Søren Leth-Petersen, 2006, "Tax Incentives and Household Portfolios: A Panel Data Analysis," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 163, Oct.
• Ahmad Naimzada & Giorgio Ricchiuti, 2006, "Heterogeneous Fundamentalists and Imitative Processes," Working Papers, University of Milano-Bicocca, Department of Economics, number 104, Nov, revised Nov 2006.
• Anderson, Anders, 2006, "Is online trading gambling with peanuts?," Papers, Sonderforschungsbreich 504, number 06-02.
• Olivier ROUSSE & Benoît SEVI, 2006, "Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program," Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1, number 06.02.63.
• Annamaria Lusardi & Olivia Mitchell, 2006, "Financial Literacy and Retirement Preparedness: Evidence and Implications for Financial Education Programs," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp144, Dec.
• Paul Gompers & Josh Lerner, 2006, "The Venture Capital Cycle, 2nd Edition," MIT Press Books, The MIT Press, number 0262572389, edition 1, ISBN: ARRAY(0x6969a110), December.
• Rene M. Stulz, 2006, "Financial Globalization, Corporate Governance, and Eastern Europe," NBER Working Papers, National Bureau of Economic Research, Inc, number 11912, Jan.
• James Poterba & Joshua Rauh & Steven Venti & David Wise, 2006, "Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth," NBER Working Papers, National Bureau of Economic Research, Inc, number 11974, Jan.
• Steven R. Grenadier & Neng Wang, 2006, "Investment Under Uncertainty and Time-Inconsistent Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 12042, Feb.
• Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2006, "Is There Hedge Fund Contagion?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12090, Mar.
• Martin Lettau & Stijn Van Nieuwerburgh, 2006, "Reconciling the Return Predictability Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12109, Mar.
• Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2006, "Optimal Decentralized Investment Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 12144, Apr.
• Charles Engel & Akito Matsumoto, 2006, "Portfolio Choice in a Monetary Open-Economy DSGE Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 12214, May.
• Fang Cai & Francis E. Warnock, 2006, "International Diversification at Home and Abroad," NBER Working Papers, National Bureau of Economic Research, Inc, number 12220, May.
• Mark Grinblatt & Matti Keloharju, 2006, "Sensation Seeking, Overconfidence, and Trading Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 12223, May.
• Paul Willen & Felix Kubler, 2006, "Collateralized Borrowing and Life-Cycle Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 12309, Jun.
• Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006, "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," NBER Working Papers, National Bureau of Economic Research, Inc, number 12333, Jun.
• Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006, "The Performance of International Equity Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 12346, Jul.
• Leora Friedberg & Anthony Webb, 2006, "Determinants and Consequences of Bargaining Power in Households," NBER Working Papers, National Bureau of Economic Research, Inc, number 12367, Jul.
• Nicholas Barberis & Ming Huang, 2006, "The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 12378, Jul.
• Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006, "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 12389, Jul.
• Courtney Coile & Kevin Milligan, 2006, "How Household Portfolios Evolve After Retirement: The Effect of Aging and Health Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 12391, Jul.
• Nicholas Barberis & Wei Xiong, 2006, "What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12397, Jul.
• Orazio P. Attanasio & Monica Paiella, 2006, "Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 12412, Aug.
• Josef Lakonishok & Louis Chan & Stephen G. Dimmock, 2006, "Benchmarking Money Manager Performance: Issues and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12461, Aug.
• John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2006, "Look at Me Now: What Attracts U.S. Shareholders?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12500, Aug.
• Gene Amromin & Jennifer Huang & Clemens Sialm, 2006, "The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings," NBER Working Papers, National Bureau of Economic Research, Inc, number 12502, Aug.
• John D. Burger & Francis E. Warnock, 2006, "Foreign Participation in Local Currency Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12548, Oct.
• Eduardo S. Schwartz & Claudio Tebaldi, 2006, "Illiquid Assets and Optimal Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 12633, Oct.
• John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2006, "Simplification and Saving," NBER Working Papers, National Bureau of Economic Research, Inc, number 12659, Oct.
• Karen K. Lewis, 2006, "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers, National Bureau of Economic Research, Inc, number 12697, Nov.
• Eric van Wincoop & Francis E. Warnock, 2006, "Is Home Bias in Assets Related to Home Bias in Goods?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12728, Dec.
• Darius Lakdawalla & George Zanjani, 2006, "Catastrophe Bonds, Reinsurance, and the Optimal Collateralization of Risk-Transfer," NBER Working Papers, National Bureau of Economic Research, Inc, number 12742, Dec.
• Jonathan E. Alevy & Michael S. Haigh & John List, 2006, "Information Cascades: Evidence from An Experiment with Financial Market Professionals," NBER Working Papers, National Bureau of Economic Research, Inc, number 12767, Dec.
• Markus K. Brunnermeier & Stefan Nagel, 2006, "Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12809, Dec.
• Alexander Harin, 2006, "A Rational Irrational Man?," Microeconomics, Socionet, number harin_alexander.34115-060, Aug.
• Alexander Harin, 2006, "Principle of Uncertain Future," Microeconomics, Socionet, number harin_alexander.34115-061, Dec.
• Lubo Schmidt, 2006, "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 267, Jan.