Research classified by Journal of Economic Literature (JEL) codes

2013

• Tack Yun & Eunmi Ko & Jinsook Kim, 2013, "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," 2013 Meeting Papers, Society for Economic Dynamics, number 527.
• Kanda Naknoi & YiLi Chien, 2013, "The Risk Premium and Long-Run Global Imbalances," 2013 Meeting Papers, Society for Economic Dynamics, number 55.
• Zhiguo He, 2013, "A Macroeconomic Framework for Quantifying Systemic Risk," 2013 Meeting Papers, Society for Economic Dynamics, number 58.
• Dongho Song & Amir Yaron & Frank Schorfheide, 2013, "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach," 2013 Meeting Papers, Society for Economic Dynamics, number 580.
• Paolo Manasse & Luca Zavalloni, 2013, "Sovereign Contagion in Europe: Evidence from the CDS Market," Working Paper series, Rimini Centre for Economic Analysis, number 08_13, Jan.
• Hao Liu & Winfried Pohlmeier, 2013, "Risk Preferences and Estimation Risk in Portfolio Choice," Working Paper series, Rimini Centre for Economic Analysis, number 47_13, Aug.
• Iwan J. Azis & Sabyasachi Mitra & Anthony Baluga & Roselle Dime, 2013, "The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises," Working Papers on Regional Economic Integration, Asian Development Bank, number 106, Jan.
• Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013, "The impact of the French Tobin tax," AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit, number 118-2013, Feb.
• Veysel Eraslan, 2013, "Fama and French Three-Factor Model: Evidence from Istanbul Stock Exchange," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 2, pages 1-11.
• Georges Dionne & Olfa Maalaoui Chun, 2013, "Default and liquidity regimes in the bond market during the 2002-2012 period," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 13-4, Sep.
• Dionisios Chionis & Ioannis Pragidis & Panagiotis Schizas, 2013, "The Determinants of Greek Bond Yields: An Empirical Study Before and During the Crisis," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 6-2013, Dec.
• Khaled Guesmi & Zied Ftiti & Ilyes Abid, 2013, "Greece’s Stock Market Integration with Southeast Europe," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 28, pages 668-682.
• David Bicchetti & Nicolas Maystre Maystre, 2013, "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, volume 2, issue 3-4, pages 233-239.
• Aswath Damodaran, 2013, "Valuing Financial Service Firms," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 1, pages 59-74.
• Doron Nissim, 2013, "Implied Cost of Equity Capital in the U.S. Insurance Industry," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 1, pages 87-103.
• Blake LeBaron, 2013, "Estimating the Probability of a Lost Decade for U.S. and Global Equity," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 2, pages 37-46.
• Nobel Prize Committee, 2013, "Understanding Asset Prices," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-1, Oct.
• Nobel Prize Committee, 2013, "Trendspotting in Asset Markets," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-2, Oct.
• Robert J. Shiller, 2013, "Interview with 2013 Laureate in Economic Sciences Robert J. Shiller," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-3, Dec.
• Lars Peter Hansen, 2013, "Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-4, Dec.
• Eugene F. Fama, 2013, "Interview with 2013 Laureate in Economic Sciences Eugene F. Fama," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-5, Dec.
• Robert J. Shiller, 2013, "Speculative Asset Prices," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-6, Dec.
• Lars Peter Hansen, 2013, "Uncertainty Outside and Inside Economic Models," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-7, Dec.
• Eugene F. Fama, 2013, "Two Pillars of Asset Pricing," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-8, Dec.
• Sebastian Rathner, 2013, "The Relative Performance of Socially Responsible Investment Funds. New Evidence from Austria," Working Papers in Economics, University of Salzburg, number 2013-1, Mar.
• Sebastian Rathner, 2013, "The Industry-Specific Relationships between Corporate Financial Performance and 11 Corporate Social Performance Dimensions: Taking a More Nuanced Perspective," Working Papers in Economics, University of Salzburg, number 2013-2, Jul.
• Lidija Dedi & Philippe Giraudon, 2013, "Valuation And Investment Profession," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 4, issue 2, pages 93-100.
• Denis Dolinar, 2013, "Test Of The Fama-French Three-Factor Model In Croatia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 4, issue 2, pages 101-112.
• Davor Zoricic & Marko Badurina, 2013, "Nelson-Siegel Yield Curve Model Estimation And The Yield Curve Trading In The Croatian Financial Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 4, issue 2, pages 113-125.
• Davor Zoricic & Silvije Orsag, 2013, "Parametric Yield Curve Modeling In An Illiquid And Undeveloped Financial Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 4, issue 3, pages 243-252.
• Duca, Ioana Andreea & Ruxanda, Gheorghe, 2013, "A View on the Risk-Neutral Density Forecasting of the Dax30 Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 101-114, June.
• Yang-Cheng Lu & Yu-Chen Wei, 2013, "The Chinese News Sentiment around Earnings Announcements," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 44-58, October.
• Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang, 2013, "Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 205-217, December.
• Li-Hung Wu, 2013, "Rational Bubbles Exist in the G-7 Stock Markets? Threshold Cointegration Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 32-43, December.
• Joscha Beckmann & Ansgar Belke & Michael Kuehl, 2013, "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run," ROME Working Papers, ROME Network, number 201307, Jul.
• Ramona Dagostino, 2013, "Are Short-Selling Bans Effective? Evidence from the Summer 2011 European Bans on Net Short Sales," Rivista di Politica Economica, SIPI Spa, issue 4, pages 47-77, October-D.
• Madalina - Gabriela ANGHEL, 2013, "Technical Analysis versus Fundamental Analysis of Securities," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 2, pages 257-262, May.
• Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013, "The impact of the French Tobin tax," CEIS Research Paper, Tor Vergata University, CEIS, number 266, Mar, revised 01 Mar 2013.
• Cheng Gao & Bruce Mizrach, 2013, "Market Quality Breakdowns in Equities," Departmental Working Papers, Rutgers University, Department of Economics, number 201318, Jul.
• Cheng Gao & Bruce Mizrach, 2013, "High Frequency Trading in the Equity Markets During U.S. Treasury POMO," Departmental Working Papers, Rutgers University, Department of Economics, number 201320, Jul.
• Andreff, Wladimir, 2013, "Une transition économique inattendue : vers le « cupidalisme » ?," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 14.
• Michael Donadelli & Lorenzo Prosperi & Federica Romei & Federico Silvestri, 2013, "Movements and co-movements across the European asset classes: portfolio allocations and policy implications," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1-2, May.
• Vijay A Murik, 2013, "Measuring monetary policy expectations," Australian Journal of Management, Australian School of Business, volume 38, issue 1, pages 49-65, April, DOI: 10.1177/0312896212445521.
• Daniel Chai & Robert Faff & Philip Gharghori, 2013, "Liquidity in asset pricing: New Australian evidence using low-frequency data," Australian Journal of Management, Australian School of Business, volume 38, issue 2, pages 375-400, August, DOI: 10.1177/0312896213489143.
• S. Maheswaran & G. Balasubramanian & C.A. Yoonus, 2011, "Post-colonial Finance," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 175-196, August, DOI: 10.1177/097265271101000202.
• Brenda González-Hermosillo & Heiko Hesse, 2011, "Global Market Conditions and Systemic Risk," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 227-252, August, DOI: 10.1177/097265271101000204.
• Francesco Guidi & Rakesh Gupta & Suneel Maheshwari, 2011, "Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 3, pages 337-389, December, DOI: 10.1177/097265271101000304.
• Raphael I. Udegbunam & Hassan E. Oaikhenan, 2012, "Interest Rate Risk of Stock Prices in Nigeria," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 1, pages 93-113, April, DOI: 10.1177/097265271101100104.
• Nurjannah & Don U.A. Galagedera & Robert Brooks, 2012, "Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 3, pages 271-300, December, DOI: 10.1177/0972652712466498.
• M.V. Lakshman & Sankarshan Basu & R. Vaidyanathan, 2013, "Market-wide Herding and the Impact of Institutional Investors in the Indian Capital Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 2, pages 197-237, August, DOI: 10.1177/0972652713494046.
• A. Vinay Kumar & Shikha Jaiswal, 2013, "The Information Content of Alternate Implied Volatility Models: Case of Indian Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 3, pages 293-321, December, DOI: 10.1177/0972652713512915.
• Ron Alquist & Olivier Gervais, 2013, "The Role of Financial Speculation in Driving the Price of Crude Oil," The Energy Journal, , volume 34, issue 3, pages 35-54, July, DOI: 10.5547/01956574.34.3.3.
• 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.
• Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013, "The price impact of CDS trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-12 [rev.].
• Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2013, "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-05.
• Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2013, "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-05 [rev.].
• Bethke, Sebastian & Kempf, Alexander & Trapp, Monika, 2013, "The correlation puzzle: The interaction of bond and risk correlation," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-06.
• Cici, Gjergji & Gibson, Scott & Gunduz, Yalin & Merrick, John J., 2013, "Market transparency and the marking precision of bond mutual fund managers," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-07.
• Baule, Rainer & Korn, Olaf & Saßning, Sven, 2013, "Which beta is best? On the information content of option-implied betas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-11.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013, "Exchange trading rules, surveillance and insider trading," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/15.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013, "High frequency trading and end-of-day price dislocation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/16.
• Xiao, Tim, 2013, "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 19, issue 4, pages 259-277.
• Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2013, "Institutional changes of SPACs," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 68589, Feb.
• Khan, Mashrur Mustaque & Yousuf, Ahmed Sadek, 2013, "Macroeconomic Forces and Stock Prices: Evidence from the Bangladesh Stock Market," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 72453, Apr.
• Shah, Syed Noaman & Kebewar, Mazen, 2013, "US Corporate Bond Yield Spread. A default risk debate," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 73690, Mar.
• Vogel, Heinz-Dieter & Bannier, Christina E. & Heidorn, Thomas, 2013, "Functions and characteristics of corporate and sovereign CDS," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 203.
• Odermann, Alexander & Cremers, Heinz, 2013, "Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 204.
• 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.
• 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.
• 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.