Research classified by Journal of Economic Literature (JEL) codes

2013

• Saumya Ranjan Dash & Jitendra Mahakud, 2013, "Investor Sentiment and Stock Return: Do Industries Matter?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 3, pages 315-349, August, DOI: 10.1177/0973801013491530.
• Imlak Shaikh & Puja Padhi, 2013, "Macroeconomic Announcements and the Implied Volatility Index: Evidence from India VIX," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 4, pages 417-442, November, DOI: 10.1177/0973801013500168.
• Jan Babecký & LuboÅ¡ Komárek & ZlatuÅ¡e Komárková, 2013, "Convergence of Returns on Chinese and Russian Stock Markets with World Markets: National and Sectoral Perspectives," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue 1, pages 16-34, February.
• Xi Chen & Michael Funke, 2013, "Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue 1, pages 39-48, February.
• Muhammad Omer & Jakob de Haan & Bert Scholtens, 2013, "Does Uncovered Interest Rate Parity Hold After All?," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 57, Mar.
• Safia Shabbir, 2013, "Implications of Monetary Policy for Corporate Sector and Economic Growth in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 61, May.
• Mario Padula & Yuri Pettinicchi, 2013, "Providing Financial Education: A General Equilibrium Approach," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 334, Jun.
• De la Torre Torres, Oscar Valdemar, 2013, "Estimación de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH. Una evaluación de las pensiones civiles del Estado de Michoacán /Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix : a tes," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 1, pages 39-72, enero-jun.
• Santillan Salgado, Roberto Joaquín & Fonseca Ramírez, Alejandro, 2013, "Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores / Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 2, pages 119-144, julio-dic.
• Abderrazak Dhaoui & Saad Bourouis & Melek Acar Boyacioglu, 2013, "The Impact Of Investor Psychology On Stock Markets: Evidence From France," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 35-59.
• Bokhtiar Hasan & A. F. M. Mainul Ahsan & Afzalur Rahaman, 2013, "Impact Of Hartal On Stock Return And Turnover: Evidence From Bangladesh," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 2 (Septem, pages 279-289.
• Divya Jindal & Ravi Singla, 2013, "The Effect Of 2008 Stock Market Crash On Underpricing Of Book-Built Ipos: A Study Of Indian Capital Market," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 3 (Decemb, pages 452-461.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Working Papers, Swiss National Bank, number 2013-11.
• Geraldine David & Kim Oosterlinck & Ariane Szafarz, 2013, "Art Market Inefficiency," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-011, Feb.
• Fernando D. Chague, 2013, "Conditional Betas and Investor Uncertainty," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_04, Apr.
• Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti, 2013, "Short-Sellers: Informed but Restricted," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_05, May.
• Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti, 2013, "Short Selling and Inside Information," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_06, May, revised 28 Jul 2016.
• Mariana Mazzucato & Massimiliano Tancioni, 2013, "R&D, Patents and Stock Return Volatility," Economic Complexity and Evolution, Springer, in: Andreas Pyka & Esben Sloth Andersen, "Long Term Economic Development", DOI: 10.1007/978-3-642-35125-9_15.
• Matthias Arnold & Sebastian Stahlberg & Dominik Wied, 2013, "Modeling different kinds of spatial dependence in stock returns," Empirical Economics, Springer, volume 44, issue 2, pages 761-774, April, DOI: 10.1007/s00181-011-0528-2.
• Antonio Díaz & Francisco Jareño, 2013, "Inflation news and stock returns: market direction and flow-through ability," Empirical Economics, Springer, volume 44, issue 2, pages 775-798, April, DOI: 10.1007/s00181-012-0555-7.
• Angelos Kanas, 2013, "The risk-return relation and VIX: evidence from the S&P 500," Empirical Economics, Springer, volume 44, issue 3, pages 1291-1314, June, DOI: 10.1007/s00181-012-0639-4.
• K. Arin & Alexander Molchanov & Otto Reich, 2013, "Politics, stock markets, and model uncertainty," Empirical Economics, Springer, volume 45, issue 1, pages 23-38, August, DOI: 10.1007/s00181-012-0601-5.
• Julien Chevallier, 2013, "Price relationships in crude oil futures: new evidence from CFTC disaggregated data," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 15, issue 2, pages 133-170, April, DOI: 10.1007/s10018-012-0045-3.
• Alex Gershkov & Flavio Toxvaerd, 2013, "On seller estimates and buyer returns," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 1, issue 1, pages 47-55, May, DOI: 10.1007/s40505-013-0008-2.
• Raddant, Matthias & Wagner, Friedrich, 2013, "Phase transition in the S&P stock market," Kiel Working Papers, Kiel Institute for the World Economy, number 1846.
• Falagiarda, Matteo & Reitz, Stefan, 2013, "Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy," Kiel Working Papers, Kiel Institute for the World Economy, number 1866.
• Lux, Thomas, 2013, "Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal model," Kiel Working Papers, Kiel Institute for the World Economy, number 1871.
• von Schweinitz, Gregor, 2013, "Flight Patterns and Yields of European Government Bonds," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2013.
• Will, Matthias Georg & Prehn, Sören & Pies, Ingo & Glauben, Thomas, 2013, "Does financial speculation with agricultural commodities cause hunger? A reply to our critics," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2013-25.
• Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013, "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 428, DOI: 10.4419/86788484.
• Stein, Michael, 2013, "German Real Estate Funds – Changes in Return Distributions and Portfolio Favourability," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 454, DOI: 10.4419/86788512.
• Stein, Michael & Piazolo, Daniel & Stoyanov, Stoyan V., 2013, "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 465, DOI: 10.4419/86788525.
• Branger, Nicole & Kraft, Holger & Meinerding, Christoph, 2014, "The dynamics of crises and the equity premium," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 11, revised 2014, DOI: 10.2139/ssrn.1633480.
• Brennan, Michael J. & Kraft, Holger, 2013, "Financing asset growth," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 26, DOI: 10.2139/ssrn.2308909.
• Branger, Nicole & Grüning, Patrick & Kraft, Holger & Meinerding, Christoph, 2013, "Asset pricing under uncertainty about shock propagation," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 34, DOI: 10.2139/ssrn.2360455.
• Kaustia, Markku & Rantapuska, Elias, 2013, "Does mood affect trading behavior?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 4, DOI: 10.2139/ssrn.2209665.
• Vilkovz, Grigory & Xiaox, Yan, 2013, "Option-implied information and predictability of extreme returns," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 5, DOI: 10.2139/ssrn.2209654.
• Kraft, Holger & Schwartz, Eduardo S. & Weiss, Farina, 2017, "Growth options and firm valuation," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 6, revised 2017, DOI: 10.2139/ssrn.2224014.
• Bocart, Fabian Y. R. P. & Hafner, Christian M., 2013, "Fair re-valuation of wine as an investment," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-018.
• Lan, Hong & Meyer-Gohde, Alexander, 2013, "Decomposing risk in dynamic stochastic general equilibrium," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-022.
• Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen, 2013, "State Price Densities implied from weather derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-026.
• Grammig, Joachim & Jank, Stephan, 2013, "Creative destruction and asset prices," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 61.
• Moessinger, Marc-Daniel & Feld, Lars P. & Kalb, Alexander & Osterloh, Steffen, 2013, "Sovereign Bond Market Reactions to Fiscal Rules and No-Bailout Clauses The Swiss Experience," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79807.
• Westermann, Frank & Steinkamp, Sven, 2013, "On Creditor Seniority and Sovereign Bond Prices in Europe," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79848.
• Rengel, Malte & Herwartz, Helmut & Xu, Fang, 2013, "Persistence in the price-to-dividend ratio and its macroeconomic fundamentals," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79860.
• Zulehner, Christine & Elsinger, Helmut & Schmidt-Dengler, Philipp, 2013, "Competition in Austrian Treasury Auctions," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79963.
• Posch, Olaf & Schrimpf, Andreas, 2013, "Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79987.
• Chen, Wenjuan & Bettendorf, Timo, 2013, "Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80002.
• Osterloh, Steffen & Heinemann, Friedrich & Kalb, Alexander, 2013, "Sovereign risk premia: The link between fiscal rules and stability culture," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80043.
• Heinemann, Friedrich & Osterloh, Steffen & Kalb, Alexander, 2013, "Sovereign risk premia: The link between fiscal rules and stability culture," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-016.
• Kroencke, Tim A. & Schindler, Felix & Sebastian, Steffen & Theissen, Erik, 2013, "GDP mimicking portfolios and the cross-section of stock returns," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-026.
• Feld, Lars P. & Kalb, Alexander & Moessinger, Marc-Daniel & Osterloh, Steffen, 2013, "Sovereign bond market reactions to fiscal rules and no-bailout clauses: The Swiss experience," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-034.
• Kroencke, Tim A., 2013, "Asset pricing without garbage," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-071.
• Kroencke, Tim A. & Muehler, Grit & Sprietsma, Maresa, 2013, "Return and risk of human capital contracts," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-108.
• Raphael Flepp & Stephan Nüesch & Egon Franck, 2013, "Liquidity, Market Efficiency and the Influence of Noise Traders: Quasi-Experimental Evidence from the Betting Industry," Working Papers, University of Zurich, Department of Business Administration (IBW), number 341, Dec.
• Mathias Hoffmann & Rahel Suter, 2013, "Systematic consumption risk in currency returns," ECON - Working Papers, Department of Economics - University of Zurich, number 124, Jun.
• Aleksander Berentsen & Michael McBride & Guillaume Rocheteau, 2013, "Limelight on dark markets: theory and experimental evidence on liquidity and information," ECON - Working Papers, Department of Economics - University of Zurich, number 126, Jun, revised Apr 2015.
• Claude Bergeron, 2013, "Dividend growth, stock valuation, and long-run risk," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 4, pages 547-559, October, DOI: 10.1007/s12197-011-9196-5.
• Matthias Lengnick & Hans-Werner Wohltmann, 2013, "Agent-based financial markets and New Keynesian macroeconomics: a synthesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 1, pages 1-32, April, DOI: 10.1007/s11403-012-0100-y.
• Chia-Hsuan Yeh & Chun-Yi Yang, 2013, "Do price limits hurt the market?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 1, pages 125-153, April, DOI: 10.1007/s11403-012-0107-4.
• Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2013, "Time-varying beta: a boundedly rational equilibrium approach," Journal of Evolutionary Economics, Springer, volume 23, issue 3, pages 609-639, July, DOI: 10.1007/s00191-011-0233-5.
• Giulio Bottazzi & Pietro Dindo, 2013, "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, volume 23, issue 3, pages 641-661, July, DOI: 10.1007/s00191-013-0318-4.
• Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013, "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, volume 23, issue 3, pages 663-688, July, DOI: 10.1007/s00191-011-0242-4.
• Stephen Makar & Li Wang & Pervaiz Alam, 2013, "The mixed attribute model in SFAS 133 cash flow hedge accounting: implications for market pricing," Review of Accounting Studies, Springer, volume 18, issue 1, pages 66-94, March, DOI: 10.1007/s11142-012-9201-z.
• David Ashton & Pengguo Wang, 2013, "Terminal valuations, growth rates and the implied cost of capital," Review of Accounting Studies, Springer, volume 18, issue 1, pages 261-290, March, DOI: 10.1007/s11142-012-9208-5.
• Doron Nissim, 2013, "Relative valuation of U.S. insurance companies," Review of Accounting Studies, Springer, volume 18, issue 2, pages 324-359, June, DOI: 10.1007/s11142-012-9213-8.
• Partha Mohanram & Dan Gode, 2013, "Removing predictable analyst forecast errors to improve implied cost of equity estimates," Review of Accounting Studies, Springer, volume 18, issue 2, pages 443-478, June, DOI: 10.1007/s11142-012-9219-2.
• Jeremiah Green & John R. M. Hand & X. Frank Zhang, 2013, "The supraview of return predictive signals," Review of Accounting Studies, Springer, volume 18, issue 3, pages 692-730, September, DOI: 10.1007/s11142-013-9231-1.
• Katherine A. Gunny & John Jacob & Bjorn N. Jorgensen, 2013, "Implications of the integral approach and earnings management for alternate annual reporting periods," Review of Accounting Studies, Springer, volume 18, issue 3, pages 868-891, September, DOI: 10.1007/s11142-013-9235-x.
• Peter Algert, 2013, "Discussion of “The supraview of return predictive signals”," Review of Accounting Studies, Springer, volume 18, issue 3, pages 731-733, September, DOI: 10.1007/s11142-013-9237-8.
• Alastair Lawrence, 2013, "Discussion of “Implications of the integral approach and earnings management for alternative annual reporting periods”," Review of Accounting Studies, Springer, volume 18, issue 3, pages 892-898, September, DOI: 10.1007/s11142-013-9241-z.
• Jeffrey Ng & İrem Tuna & Rodrigo Verdi, 2013, "Management forecast credibility and underreaction to news," Review of Accounting Studies, Springer, volume 18, issue 4, pages 956-986, December, DOI: 10.1007/s11142-012-9217-4.
• Edwige Cheynel, 2013, "A theory of voluntary disclosure and cost of capital," Review of Accounting Studies, Springer, volume 18, issue 4, pages 987-1020, December, DOI: 10.1007/s11142-013-9223-1.
• Stephen Penman & Francesco Reggiani, 2013, "Returns to buying earnings and book value: accounting for growth and risk," Review of Accounting Studies, Springer, volume 18, issue 4, pages 1021-1049, December, DOI: 10.1007/s11142-013-9226-y.
• Matthew R. Lyle & Jeffrey L. Callen & Robert J. Elliott, 2013, "Dynamic risk, accounting-based valuation and firm fundamentals," Review of Accounting Studies, Springer, volume 18, issue 4, pages 899-929, December, DOI: 10.1007/s11142-013-9227-x.
• Todd Kravet & Volkan Muslu, 2013, "Textual risk disclosures and investors’ risk perceptions," Review of Accounting Studies, Springer, volume 18, issue 4, pages 1088-1122, December, DOI: 10.1007/s11142-013-9228-9.
• Günter Franke, 2013, "Known Unknowns in Verbriefungen," Schmalenbach Journal of Business Research, Springer, volume 65, issue 67, pages 1-34, January, DOI: 10.1007/BF03373020.
• Sebastian Lobe & Christoph Schmidhammer & Jennifer Pickel, 2013, "Don’t Cry for Me Germania?," Schmalenbach Journal of Business Research, Springer, volume 65, issue 7, pages 688-706, December, DOI: 10.1007/BF03372889.
• Mouna Abbes, 2013, "Does Overconfidence Bias Explain Volatility During the Global Financial Crisis?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 291-312, February, DOI: 10.1007/s11300-012-0234-6.
• Lukas Menkhoff, 2013, "Effiziente Finanzmärkte und soziale Dynamik," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 12, pages 864-867, December, DOI: 10.1007/s10273-013-1614-1.
• Lucas Lúcio Godeiro & César Roberto Leite da Silva & Fábio Lúcio Rodrigues, 2013, "Testing the CAPM for the Brazilian Stock Market using Multivariate GARCH between 1995 and 2012," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 2, issue 2, pages 1-2.
• David Backus & Mikhail Chernov & Stanley Zin, 2013, "Identifying Taylor Rules in Macro-finance Models," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 13-12.
• Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013, "Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions," Discussion Papers, School of Economics, The University of New South Wales, number 2013-18, Jun.
• Hylton Hollander & Guangling Liu, 2013, "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers, Stellenbosch University, Department of Economics, number 16/2013, revised 2014.
• S. Anderson & T. R. Beard & H. Kim & L. V. Stern, 2013, "Fear and Closed-End Fund discounts," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 10, pages 956-959, July, DOI: 10.1080/13504851.2013.767969.
• Wojciech Charemza & Imran Husssain Shah, 2013, "Stability price index, core inflation and output volatility," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 8, pages 737-741, May, DOI: 10.1080/13504851.2012.739279.
• Brian M. Lucey & Charles Larkin & Fergal A. O'Connor, 2013, "London or New York: where and when does the gold price originate?," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 8, pages 813-817, May, DOI: 10.1080/13504851.2012.748175.
• Dirk Broeders & An Chen & David Rijsbergen, 2013, "Valuation of liabilities in hybrid pension plans," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 15, pages 1215-1229, August, DOI: 10.1080/09603107.2013.788778.
• Natalie Packham & Lutz Schloegl & Wolfgang M. Schmidt, 2013, "Credit gap risk in a first passage time model with jumps," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 12, pages 1871-1889, December, DOI: 10.1080/14697688.2012.739729.
• Álvaro Cartea, 2013, "Derivatives pricing with marked point processes using tick-by-tick data," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 1, pages 111-123, January, DOI: 10.1080/14697688.2012.661447.
• Mustafa Okur & Emrah Cevik, 2013, "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 26, issue 3, pages 99-116, January, DOI: 10.1080/1331677X.2013.11517624.
• Carlo Magni, 2013, "The Internal Rate of Return Approach and the AIRR Paradigm: A Refutation and a Corroboration," The Engineering Economist, Taylor & Francis Journals, volume 58, issue 2, pages 73-111, DOI: 10.1080/0013791X.2012.745916.
• Wilkens, Marco & Yao, Juan & Jeyasreedharan, Nagaratnam & Oehler, Patrick, 2013, "Measuring the performance of hedge funds using two-stage peer group benchmarks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2013-18, Jun, revised 01 Jun 2013.
• Ibrahim Burak Kanli, 2013, "Market-Based Measurement of Expectations on Short-Term Rates in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1305.
• Doruk Kucuksarac & Ozgur Ozel, 2013, "Gecelik Kur Takasi Faizleri ve BIST Gecelik Repo Faizleri," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1320.
• Ibrahim Burak Kanli & Doruk Kucuksarac & Ozgur Ozel, 2013, "Yield Curve Estimation for Corporate Bonds in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1326.
• Cengiz Tunc & Denis Pelletier, 2013, "Endogenous Life-Cycle Housing Investment and Portfolio Allocation," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1345.
• Ronan C. Lyons, 2013, "Price signals in illiquid markets:The case of residential property in Ireland, 2006-2012," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0613, Dec.
• , & Yorulmazer, Tanju, 2013, "Liquidity hoarding," Theoretical Economics, Econometric Society, volume 8, issue 2, May.
• ,, 2013, "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, volume 8, issue 3, September.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-021/III, Jan.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-086/III, Jul.
• Marcin Jaskowski & Michael McAleer, 2013, "Volatility Smirk as an Externality of Agency Conflict and Growing Debt," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-114/III, Aug.
• Hooi Hooi Lean & Michael McAleer, 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-132/III, Sep.
• Roel Beetsma & Massimo Giuliodori & Frank de Jong & Daniel Widijanto, 2013, "Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-150/VI, Sep.
• Charles S. Bos & Pawel Janus, 2013, "A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-155/III, Oct.
• Dennis Karstanje & Elvira Sojli & Wing Wah Tham & Michel van der Wel, 2013, "Economic Valuation of Liquidity Timing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-156/IV/DSF64, Oct.
• Victoria Atanasov & Thomas Nitschka, 2013, "The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-180/IV/DSF66, Nov.
• Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013, "Central Clearing and Asset Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-181/IV/DSF67, Nov.
• Renneboog, L.D.R., 2013, "The Returns on Investment Grade Diamonds," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-025.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013, "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-042.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013, "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Other publications TiSEM, Tilburg University, School of Economics and Management, number dd894e7e-521a-4092-94b0-0.
• Yu-chin Chen & Kwok Ping Tsang, 2013, "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 185-205, March.
• Nikolay Gospodinov & Serena Ng, 2013, "Commodity Prices, Convenience Yields, and Inflation," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 206-219, March.
• Mark Setterfield & Bill Gibson, 2013, "Real and financial crises: A multi-agent approach," Working Papers, Trinity College, Department of Economics, number 1309, Jul, revised Jul 2014.
• Marcelo Bianconi & Joe A. Yoshino, 2013, "Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0773.
• Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013, "The present value model of US stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers, Instituto Universitario de Análisis Económico y Social, number 04/13, Apr.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-03, Jan.
• Pilar Abad & M. Dolores Robles & Gare Cuervo, 2013, "Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-11, Mar.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-25, Jun.
• Marcin Jaskowski & Michael McAleer, 2013, "Volatility Smirk as an Externality of Agency Conict and Growing Debt," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-29, revised Aug 2013.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-31, revised Aug 2013.
• Alberto Fernández Muñoz de Morales, 2013, "Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-32.
• Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real, 2013, "Mean-variance portfolio methods for energy policy risk management," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-41.
• Alasdair Brown & Fuyu Yang, 2013, "Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 054, Dec.
• Geraldine David & Kim Oosterlinck & Ariane Szafarz, 2013, "Art Market Inefficiency," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/145737, Oct.
• Marie Briere & Ombretta Signori, 2013, "Hedging inflation risk in a developing economy: The case of Brazil," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/167772, Jan.
• Kleimeier, S. & Chaudhry, S.M., 2013, "Negotiation and the clustering of corporate loan spreads," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 012, Jan, DOI: 10.26481/umagsb.2013012.
• Westerlund, J. & Smeekes, S., 2013, "Robust block bootstrap panel predictability tests," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 060, Jan, DOI: 10.26481/umagsb.2013060.
• Magomet Yandiev & Alexander Pakhalov, 2013, "The relationship between stock market parameters and interbank lending market: an empirical evidence," Working Papers, Moscow State University, Faculty of Economics, number 0002, Nov.
• Magomet Yandiev & Renat Bekkin, 2013, "Credit in the Structure of the Market Quotation of Financial Assets in Relation to the Islamic Financial Laws," Working Papers, Moscow State University, Faculty of Economics, number 0008, Dec.
• Peter Koudijs & Joachim Voth, 2013, "Leverage and beliefs: Personal experience and risk taking in margin lending," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1343, Nov.
• Elisa Alòs & Jorge A. León, 2013, "On the closed-form approximation of short-time random strike options," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1347, May.
• Giovanni Giusti & Charles Noussair & Joachim Voth, 2013, "Recreating the South Sea bubble: Lessons from an experiment in financial history," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1381, Sep.
• Jordi Galí & Luca Gambetti, 2013, "The effects of monetary policy on stock market bubbles: Some evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1392, Oct, revised Dec 2013.
• Frutos, M. A. de & Manzano, Carolina, 2013, "Market Transparency, Market Quality and Sunshine Trading," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/211882.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1304, Apr.
• Ben Ammar, Semir & Eling, Martin, 2013, "Common Risk Factors of Infrastructure Firms," Working Papers on Finance, University of St. Gallen, School of Finance, number 1307, May.
• Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013, "Understanding FX Liquidity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1315, Sep, revised Apr 2015.
• Mancini, Loreano & Ranaldo, Angelo & Wrampelmeyer, Jan, 2013, "The Euro Interbank Repo Market," Working Papers on Finance, University of St. Gallen, School of Finance, number 1316, Sep, revised Sep 2015.
• Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013, "Electricity Derivatives Pricing with Forward-Looking Information," Working Papers on Finance, University of St. Gallen, School of Finance, number 1317, Mar.
• Arnold, Marc & Hackbarth, Dirk & Puhan, Tatjana-Xenia, 2013, "Financing Asset Sales and Business Cycles," Working Papers on Finance, University of St. Gallen, School of Finance, number 1320, Nov.
• Füss, Roland & Mahringer, Steffen & Prokopczuk, Marcel, 2013, "Electricity Spot and Derivatives Pricing when Markets are Interconnected," Working Papers on Finance, University of St. Gallen, School of Finance, number 1323, Sep.
• Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2013, "Crash Sensitivity and the Cross-Section of Expected Stock Returns," Working Papers on Finance, University of St. Gallen, School of Finance, number 1324, Mar, revised Feb 2016.
• Weigert, Florian, 2013, "Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide," Working Papers on Finance, University of St. Gallen, School of Finance, number 1325, Mar, revised Nov 2015.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2013, "Extreme Downside Liquidity Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1326, Nov, revised Jul 2015.
• Mikhail Anufriev & Jan Tuinstra, 2013, "The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 3, Feb.
• Jan Baldeaux & Eckhard Platen, 2013, "Liability Driven Investments under a Benchmark Based Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 325, Feb.
• Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013, "Herding, Trend Chasing and Market Volatility," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 337, Oct.
• Brian J. CURRY, 2013, "The Trouble with Rates in the Subdivision Development Method to Land Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 8, issue 2, pages 72-115.
• Andrea Berardi, 2013, "Inflation Risk Premia, Yield Volatility and Macro Factors," Working Papers, University of Verona, Department of Economics, number 27/2013, Dec.
• Silvo Dajcman, 2013, "Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 775-789.
• Richard S.Grossman & Ronan C. Lyons & Kevin Hjortshøj O’Rourke & Madalina A. Ursu, 2013, "A Monthly Stock Exchange Index for Ireland, 1864‐1930," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2013-007, Oct.
• Amit Bhaduri, 2013, "What Remains of the Theory of Demand Management in a Globalising World?," wiiw Policy Notes, The Vienna Institute for International Economic Studies, wiiw, number 12, Dec.
• Boyan Jovanovic, 2013, "The 2012 Lawrence R. Klein Lecture: Bubbles In Prices Of Exhaustible Resources," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 1, pages 1-34, February, DOI: 10.1111/iere.12000.
• Mordecai Avriel & Jens Hilscher & Alon Raviv, 2013, "Inflation Derivatives Under Inflation Target Regimes," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 10, pages 911-938, October.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 7, pages 629-652, July.
• Bianca De Paoli & Pawel Zabczyk, 2013, "Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 1, pages 1-36, February, DOI: 10.1111/j.1538-4616.2012.00560.x.
• Chang‐Jin Kim & Cheolbeom Park, 2013, "Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 933-952, August, DOI: 10.1111/jmcb.12031.
• Mohammad R. Jahan‐Parvar & Xuan Liu & Philip Rothman, 2013, "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 6, pages 1117-1146, September, DOI: 10.1111/jmcb.12046.
• Rıza Demirer & Shrikant P. Jategaonkar, 2013, "The conditional relation between dispersion and return," Review of Financial Economics, John Wiley & Sons, volume 22, issue 3, pages 125-134, September, DOI: 10.1016/j.rfe.2013.04.004.
• Bruno C. Giovannetti, 2013, "Asset pricing under quantile utility maximization," Review of Financial Economics, John Wiley & Sons, volume 22, issue 4, pages 169-179, November, DOI: 10.1016/j.rfe.2013.05.008.
• Geoffrey Poitras, 2013, "Partial Immunization Bounds And Non-Parallel Term Structure Shifts," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-27, DOI: 10.1142/S2010495213500061.
• Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013, "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-24, DOI: 10.1142/S2010495213500085.
• John Driffill & Turalay Kenc & Martin Sola, 2013, "Real Options With Priced Regime-Switching Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 05, pages 1-30, DOI: 10.1142/S0219024913500283.
• Alexandre Roch & H. Mete Soner, 2013, "Resilient Price Impact Of Trading And The Cost Of Illiquidity," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 06, pages 1-27, DOI: 10.1142/S0219024913500374.
• Terence Tai-Leung Chong & Tau-Hing Lam, 2013, "How To Make A Profitable Trading Strategy More Profitable?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 03, pages 1-17, DOI: 10.1142/S0217590813500197.
• Leonard C MacLean & William T Ziemba (ed.), 2013, "Handbook of the Fundamentals of Financial Decision Making:In 2 Parts," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8557, ISBN: ARRAY(0x74dcc7c0), September.
• John Y. Campbell & Yeung Lewis Chanb & M. Viceira, 2013, "A multivariate model of strategic asset allocation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Leonard C MacLean & William T Ziemba, "HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II".
• Sébastien Lleo & William T. Ziemba, 2013, "Stock Market Crashes In 2007–2009: Were We Able To Predict Them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".
• 马成虎 & 汪先珍, 2013, "中国股市价格的跳跃行为：基于上证综指高频数据的参数分析," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Chenghu Ma & Jiankang Zhang, 2013, "Aggregation in Incomplete Market with General Utility Functions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Haitao Li & Xiaoxia Ye, 2013, "A Type of HJM Based Affine Model: Theory and Empirical Evidence," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Linlin Niu, 2013, "An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.