Research classified by Journal of Economic Literature (JEL) codes

2013

• Onour, Ibrahim, 2013, "Pricing the Cost of Deposit Insurance and Assessing Moral Hazard Effect: Evidence from Banking Sector in Sudan," MPRA Paper, University Library of Munich, Germany, number 57082.
• Rizvi, Syed Aun & Masih, Mansur, 2013, "Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC," MPRA Paper, University Library of Munich, Germany, number 57701, May.
• Caspi, Itamar, 2013, "Rtadf: Testing for Bubbles with EViews," MPRA Paper, University Library of Munich, Germany, number 58791, Aug, revised 06 Sep 2014.
• Karkowska, Renata, 2013, "The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility," MPRA Paper, University Library of Munich, Germany, number 58802, Oct.
• Swastika, Purti & Dewandaru, Ginanjar & Masih, Mansur, 2013, "The Impact of Debt on Economic Growth: A Case Study of Indonesia," MPRA Paper, University Library of Munich, Germany, number 58837, Aug.
• Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013, "Long memory in the ukrainian stock market and financial crises," MPRA Paper, University Library of Munich, Germany, number 59061, Oct.
• Lof, Matthijs, 2013, "Essays on Expectations and the Econometrics of Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 59064, May.
• Voloshyn, Ihor & Voloshyn, Mykyta, 2013, "Integrated risk management in a commercial market-maker bank using the 'cash flow at risk' approach," MPRA Paper, University Library of Munich, Germany, number 61562, Jan.
• Voloshyn, Ihor & Voloshyn, Mykyta, 2013, "Risk-adjusted pricing of bank’s assets based on cash flow matching matrix," MPRA Paper, University Library of Munich, Germany, number 61611, Dec.
• Genest, Benoit & Rego, David & Freon, Helene, 2013, "Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -," MPRA Paper, University Library of Munich, Germany, number 62908, Aug.
• Breckenfelder, Johannes, 2013, "Competition between high-frequency traders, and market quality," MPRA Paper, University Library of Munich, Germany, number 66715, Mar, revised Dec 2013.
• Okur, Mustafa & Cevik, Emrah Ismail, 2013, "Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE," MPRA Paper, University Library of Munich, Germany, number 71477, revised 2013.
• Ripamonti, Alexandre, 2013, "Rational Valuation Formula (RVF) and Time Variability in Asset Rates of Return," MPRA Paper, University Library of Munich, Germany, number 79460.
• Butt, Prof. Khursheed A & Pandow, Bilal Ahmad, 2013, "An analysis into the Stock Selectivity skill of Indian Fund Managers," MPRA Paper, University Library of Munich, Germany, number 83500, revised 2013.
• Julian, Inchauspe & Helen, Cabalu, 2013, "What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals," MPRA Paper, University Library of Munich, Germany, number 93049, Sep.
• Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak, 2013, "House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201309, Feb.
• Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201326, Jun.
• Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2013, "The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201345, Aug.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, University of Pretoria, Department of Economics, number 201351, Sep.
• Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2013, "Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Working Papers, University of Pretoria, Department of Economics, number 201358, Sep.
• Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Duc Khuong Nguyen, 2013, "Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201360, Oct.
• Robert G. Kuklik & Vladislav Vacek, 2013, "Volatility Asset Pricing Model as an Alternative Approach?," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2013, issue 1, pages 39-66, DOI: 10.18267/j.efaj.95.
• Mark Huggett & Greg Kaplan, 2013, "The Money Value of a Man," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1474, Jul.
• Alexandra Bratanova & Jacqueline Robinson & Liam Wagner, 2013, "New Technology Adoption for Russian Regional Energy Generation: Moscow Case Study," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia, number 4-2013, Apr.
• Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, 2013, "How Much Would You Pay to Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 106061, Jan.
• Gianni La Cava, 2013, "Liquidity Shocks and the US Housing Credit Crisis of 2007–2008," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-05, May.
• Ortiz, Marco, 2013, "Learning Through the Yield Curve," Working Papers, Banco Central de Reserva del Perú, number 2013-018, Dec.
• Charles Sutcliffe, 2013, "Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-06, Jul.
• Ogonna Nneji, 2013, "Liquidity Shocks and Stock Bubbles," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-07, Jul, revised Jan 2014.
• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2013, "Online Appendix to "Brand Capital and Firm Value"," Online Appendices, Review of Economic Dynamics, number 12-71.
• Conny Olovsson, 2013, "Code and data files for "How Does a Pay-as-you-go System Affect Asset Returns and the Equity Premium?"," Computer Codes, Review of Economic Dynamics, number 11-135, revised .
• Galina Vereshchagina, 2013, "Code files for "Preferences for Risk in Dynamic Models with Adjustment Costs Corresponding"," Computer Codes, Review of Economic Dynamics, number 11-155, revised .
• Doriana Ruffino, 2013, "Code and data files for "Resuscitating Businessman Risk: A Rationale for Familiarity-based Portfolios"," Computer Codes, Review of Economic Dynamics, number 11-295, revised .
• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2013, "Code and data files for "Brand Capital and Firm Value"," Computer Codes, Review of Economic Dynamics, number 12-71, revised .
• Emil Iantchev, 2013, "Asset-Pricing Implications of Biologically Based Non-Expected Utility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 16, issue 3, pages 497-510, July, DOI: 10.1010/j.red.2012.08.002.
• Eric Swanson, 2013, "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," 2013 Meeting Papers, Society for Economic Dynamics, number 1137.
• Stefano Giglio & Ian Dew-Becker, 2013, "Asset pricing in the frequency domain: theory and empirics," 2013 Meeting Papers, Society for Economic Dynamics, number 1244.
• Raman Uppal & Harjoat Bhamra, 2013, "Asset Prices with Heterogeneity in Preferences and Beliefs," 2013 Meeting Papers, Society for Economic Dynamics, number 1344.
• Robert Shimer & Veronica Guerrieri, 2013, "Markets with Multidimensional Private Information," 2013 Meeting Papers, Society for Economic Dynamics, number 210.
• Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013, "Sovereign Risk and Financial Risk," 2013 Meeting Papers, Society for Economic Dynamics, number 289.
• 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.
• 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.

2012

• Dumiter Florin Cornel & Halmi Mirela & David Delia, 2012, "Foreign Direct Investments and Their Impact Upon Exterior Commerce. The Case of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1109-1113, Decembre.
• Filip Angela-Maria & Pochea Maria Miruna, 2012, "Romanian Investment Funds Risk-Adjusted Performance Evaluation," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1131-1135, Decembre.
• John Muellbauer & John Duca, 2012, "Tobin Lives: Integrating evolving credit market architecture into flow of funds based macro-models," Economics Series Working Papers, University of Oxford, Department of Economics, number 622, Sep.
• M. Caporin & A. Lanzavecchia & V. Lippoli, 2012, "I Fondi Immobiliari Italiani: Nav Discount E Valutazioni Degli Esperti Indipendenti," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2012-EF01.
• Gabriel Rodríguez & Alfredo Vargas, 2012, "Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 35, issue 70, pages 190-223.
• Parviz Saeidi & Abolghasem Okhli, 2012, "Studying the effect of assets return rate on stock price of the companies accepted in Tehran stock exchange," Business and Economic Horizons (BEH), Prague Development Center, volume 8, issue 2, pages 12-22, December.
• Mark Huggett & Greg Kaplan, 2012, "The Money Value of a Man," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-014, Apr.
• Cristian Ionescu, 2012, "The Herd Behavior and the Financial Instability," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 1, pages 129-140.
• Cristian Ionescu, 2012, "Incomplete Markets and Financial Instability. The Role of Information," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 1, pages 141-150.
• Miroslav Škoda, 2012, "How Appraisers Develop Fair Value," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 2, pages 273-284.
• Kiss, Gábor Dávid & Kosztopulosz, Andreász, 2012, "The impact of the crisis on the monetary autonomy of Central and Eastern European countries," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 1, pages 28-52.
• António Miguel Martins & Ana Paula Serra, 2012, "Real Estate Market Risk in Bank Stock Returns: Evidence for 15 European Countries," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1203, May.
• Abel L. Costa Fernandes & Paulo R. Mota, 2012, "Triffin’s Dilemma Again and the Efficient Level of U.S. Government Debt," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 469, Sep.
• Muhammad, Irfan, 2012, "Non-standardized form of CAPM and stock returns," MPRA Paper, University Library of Munich, Germany, number 35604, Jan.
• Adesoye, A. Bolaji & Atanda, Akinwande AbdulMaliq, 2012, "Monetary Policy and Share Pricing Business in Nigeria," MPRA Paper, University Library of Munich, Germany, number 35846.
• Weber, Patrick, 2012, "Timing asset market peaks: the role of the liquidity risk cycle of the banking system," MPRA Paper, University Library of Munich, Germany, number 36061, Jan.
• Cayton, Peter Julian A. & Mapa, Dennis S., 2012, "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper, University Library of Munich, Germany, number 36206, Jan.
• Demir, Ishak, 2012, "ECB Policy Response to the Euro/US Dollar Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 36744, Feb.
• Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012, "Testing for predictability in a noninvertible ARMA model," MPRA Paper, University Library of Munich, Germany, number 37151.
• Arru, Daniela & Iacovoni, Davide & Monteforte, Libero & Pericoli, Filippo Maria, 2012, "EMU sovereign spreads and macroeconomic news," MPRA Paper, University Library of Munich, Germany, number 37200, Mar.
• Bicchetti, David & Maystre, Nicolas, 2012, "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper, University Library of Munich, Germany, number 37486, Mar.
• Sinha, Pankaj & Jayaraman, Prabha, 2012, "Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques," MPRA Paper, University Library of Munich, Germany, number 37662, Feb.
• Sakagami, Yoshitaka, 2012, "A note on the pricing of the perpetual American capped power put option," MPRA Paper, University Library of Munich, Germany, number 37727, Mar.
• Saumitra, Bhaduri, 2012, "A note on the empirical test of herding: a threshold regression approach," MPRA Paper, University Library of Munich, Germany, number 38037, Apr.
• Varadi, Vijay Kumar, 2012, "An evidence of speculation in Indian commodity markets," MPRA Paper, University Library of Munich, Germany, number 38337, Mar.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2012, "Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011," MPRA Paper, University Library of Munich, Germany, number 38751, May.
• Sirucek, Martin, 2012, "Macroeconomic variables and stock market: US review," MPRA Paper, University Library of Munich, Germany, number 39094, Aug.
• Nath, Golaka, 2012, "Estimating term structure changes using principal component analysis in Indian sovereign bond market," MPRA Paper, University Library of Munich, Germany, number 39229, Jun.
• Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo, 2012, "Effective Trade Execution," MPRA Paper, University Library of Munich, Germany, number 39619, Jun.
• Sinha, Pankaj & Goyal, Lavleen, 2012, "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper, University Library of Munich, Germany, number 40134, Jul.
• De Koning, Kees, 2012, "The savings paradox or managing financial, economic or financial risks," MPRA Paper, University Library of Munich, Germany, number 40146, Jul.
• Sinha, Pankaj & Mathur, Kritika, 2012, "Evolution of security transaction tax in India," MPRA Paper, University Library of Munich, Germany, number 40165, Jun.
• Ács, Attila, 2012, "Liquidity and asset prices: a VECM approach," MPRA Paper, University Library of Munich, Germany, number 40331.
• Häseler, Sönke, 2012, "Individual versus Collective Enforcement Rights in Sovereign Bonds," MPRA Paper, University Library of Munich, Germany, number 40908, Aug.
• Malhotra, Madhuri Malhotra & M., Thenmozhi & Gopalaswamy, Arun Kumar, 2012, "Liquidity changes around bonus and rights issue announcements: Evidence from manufacturing and service sectors in India," MPRA Paper, University Library of Munich, Germany, number 41216, Sep.
• Yasmeen & Masood, Sarwar & Saghir, Ghauri & Muhammad, Waqas, 2012, "The Capital Asset Pricing Model: Empirical Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 41961.
• Marco, Bianchetti & Mattia, Carlicchi, 2012, "Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR," MPRA Paper, University Library of Munich, Germany, number 42248, Mar.
• Luis Manuel, García Muñoz, 2012, "Collateral choice and the fundamental theorem of asset pricing," MPRA Paper, University Library of Munich, Germany, number 42451, Oct.
• Vanini, Paolo, 2012, "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper, University Library of Munich, Germany, number 42536, Nov.
• Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan, 2012, "The dynamic relation between short sellers, option traders, and aggregate returns," MPRA Paper, University Library of Munich, Germany, number 42566, Nov.
• Antonakakis, Nikolaos, 2012, "Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades," MPRA Paper, University Library of Munich, Germany, number 43013.
• Gyoshev, Stanley & Kaplan, Todd R. & Szewczyk, Samuel & Tsetsekos, George, 2012, "Why Do Financial Intermediaries Buy Put Options from Companies?," MPRA Paper, University Library of Munich, Germany, number 43149, Dec.
• Antonakakis, Nikolaos & Vergos, Konstantinos, 2012, "Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis," MPRA Paper, University Library of Munich, Germany, number 43284, Dec.
• Rossi, Francesco, 2012, "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 43312, Nov, revised Nov 2012.
• Kitov, Ivan & Kitov, Oleg, 2012, "Sustainable trends and periodicity in consumer price indices indicate that the era of low energy prices is approaching," MPRA Paper, University Library of Munich, Germany, number 43392, Dec.
• Bianchetti, Marco & Carlicchi, Mattia, 2012, "Markets Evolution After the Credit Crunch," MPRA Paper, University Library of Munich, Germany, number 44023, Dec.
• Yun, Tack & Kim, Jinsook & Ko, Eunmi, 2012, "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," MPRA Paper, University Library of Munich, Germany, number 44212, Oct.
• Malik, Saif Ullah, 2012, "Relationship between Corporate Governance Score and Stock Prices: Evidence from KSE- 30 Index Companies," MPRA Paper, University Library of Munich, Germany, number 44475, Feb.
• Ntim, Collins G, 2012, "Why African Stock Markets Should Formally Harmonise and Integrate their Operations," MPRA Paper, University Library of Munich, Germany, number 45806, Dec.
• Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene, 2012, "Incentive-Compatible Sukuk Musharakah for Private Sector Funding," MPRA Paper, University Library of Munich, Germany, number 46009.
• Xiao, Tim, 2012, "An Economic Examination of Collateralization in Different Financial Markets," MPRA Paper, University Library of Munich, Germany, number 47105, May.
• Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2012, "Why are U.S. Stocks More Volatile?," MPRA Paper, University Library of Munich, Germany, number 47341.
• Xiao, Tim, 2012, "An Economic Examination of Collateralization in Different Financial Markets," MPRA Paper, University Library of Munich, Germany, number 47371, May.
• Pagel, Michaela, 2012, "Expectations-Based Reference-Dependent Preferences and Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 47933, Dec.
• Huang, Huichou & MacDonald, Ronald, 2012, "Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia," MPRA Paper, University Library of Munich, Germany, number 47987, Jan, revised 28 Jan 2013.
• Saturnino, Odilon & Saturnino, Valéria & Lucena, Pierre & Caetano, Marcelino & Florencio dos Santos, Josete, 2012, "Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L)
  [Initial Public Offer of stocks in Brazil: an analysis of returns from stocks with low Price/earnings ratio]," MPRA Paper, University Library of Munich, Germany, number 48106, Sep.
• Tola, Albi & Wälti, Sébastien, 2012, "Deciphering financial contagion in the euro area during the crisis," MPRA Paper, University Library of Munich, Germany, number 49251, Dec.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012, "Mutual influence of the exchange assets: practical aspects," MPRA Paper, University Library of Munich, Germany, number 50785, Feb.
• Guler, Halil & Talasli, Anil, 2012, "Determinants Of Sovereign Bond Spreads A Comparative Analysis During The Global Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 51009, Dec.
• Cebula, Richard & Foley, Maggie, 2012, "Recent Evidence on the Impact of Federal Government Budget Deficits on the Nominal Long Term Mortgage Interest Rate in the U.S," MPRA Paper, University Library of Munich, Germany, number 53691, Sep.
• Huang, Huichou & MacDonald, Ronald & Zhao, Yang, 2012, "Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs," MPRA Paper, University Library of Munich, Germany, number 53745, Jul, revised 18 Nov 2013.
• Monostori, Zoltan, 2012, "Magyar szuverén fix kamatozású forintkötvények hozamdekompozíciója
  [Decomposition of the five-year Hungarian sovereign fixed income forint yields]," MPRA Paper, University Library of Munich, Germany, number 54253, Aug, revised Sep 2012.
• Asonuma, Tamon, 2012, "Serial default and debt renegotiation," MPRA Paper, University Library of Munich, Germany, number 55139, Apr.
• Erten, Irem & Okay, Nesrin, 2012, "Deciphering Liquidity Risk on the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 56148, revised 2012.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2012, "Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options," MPRA Paper, University Library of Munich, Germany, number 56781, Apr.
• Buła, Rafał, 2012, "Aspekty metodyczne szacowania wymiaru fraktalnego finansowych szeregów czasowych
  [Methodical aspects of estimating fractal dimension of financial time series]," MPRA Paper, University Library of Munich, Germany, number 59711.
• Kamal, Javed Bin, 2012, "Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model," MPRA Paper, University Library of Munich, Germany, number 60610, Sep.
• Vdovychenko, Artem, 2012, "Динамика Ликвидности На Рынке Первичных Публичных Размещений
  [Liquidity dynamics on initial public offerings market]," MPRA Paper, University Library of Munich, Germany, number 69428, Jun.
• Cevik, Emrah Ismail, 2012, "İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme
  [The testing of efficient market hypothesis in the Istanbul Stock Exchange by using long memory models: a sector-specific," MPRA Paper, University Library of Munich, Germany, number 71484, revised 2012.
• Johansson, Bo, 2012, "A note on approximating bond returns allowing for both yield change and time passage," MPRA Paper, University Library of Munich, Germany, number 92607, Jul.