Research classified by Journal of Economic Literature (JEL) codes

2009

• Patrick F ve & Julien Matheron & Jean-Guillaume Sahuc, 2009, "La TVA sociale : bonne ou mauvaise id e ?," Working papers, Banque de France, number 244.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2009, "Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy," Working papers, Banque de France, number 254.
• Jean-Paul Renne, 2009, "Frequency-domain analysis of debt service in a macro-finance model for the euro area," Working papers, Banque de France, number 261.
• Simon Dubecq & Ghattassi, I., 2009, "Consumption-Wealth Ratio and Housing Prices," Working papers, Banque de France, number 264.
• Chudjakow, Tatjana & Vorbrink, Jörg, 2011, "Exercise strategies for American exotic options under ambiguity," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 421, Aug.
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009, "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 40, issue 1 (Spring, pages 79-138.
• Michael R King, 2009, "The cost of equity for global banks: a CAPM perspective from 1990 to 2009," BIS Quarterly Review, Bank for International Settlements, September.
• Shu‐Chin Lin, 2009, "Inflation And Real Stock Returns Revisited," Economic Inquiry, Western Economic Association International, volume 47, issue 4, pages 783-795, October, DOI: 10.1111/j.1465-7295.2008.00193.x.
• Richard Finlay & Mark Chambers, 2009, "A Term Structure Decomposition of the Australian Yield Curve," The Economic Record, The Economic Society of Australia, volume 85, issue 271, pages 383-400, December, DOI: 10.1111/j.1475-4932.2009.00567.x.
• Marie Brière & Ombretta Signori, 2009, "Do Inflation‐Linked Bonds Still Diversify?," European Financial Management, European Financial Management Association, volume 15, issue 2, pages 279-297, March, DOI: 10.1111/j.1468-036X.2008.00470.x.
• Nicholas Barberis & Wei Xiong, 2009, "What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation," Journal of Finance, American Finance Association, volume 64, issue 2, pages 751-784, April, DOI: 10.1111/j.1540-6261.2009.01448.x.
• Ľuboš Pástor & Robert F. Stambaugh, 2009, "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, volume 64, issue 4, pages 1583-1628, August, DOI: 10.1111/j.1540-6261.2009.01474.x.
• Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2009, "Financially Constrained Stock Returns," Journal of Finance, American Finance Association, volume 64, issue 4, pages 1827-1862, August, DOI: 10.1111/j.1540-6261.2009.01481.x.
• David Hirshleifer & Sonya Seongyeon Lim & Siew Hong Teoh, 2009, "Driven to Distraction: Extraneous Events and Underreaction to Earnings News," Journal of Finance, American Finance Association, volume 64, issue 5, pages 2289-2325, October, DOI: 10.1111/j.1540-6261.2009.01501.x.
• Malcolm Baker & Robin Greenwood & Jeffrey Wurgler, 2009, "Catering through Nominal Share Prices," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2559-2590, December, DOI: 10.1111/j.1540-6261.2009.01511.x.
• Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009, "International Stock Return Comovements," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2591-2626, December, DOI: 10.1111/j.1540-6261.2009.01512.x.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009, "The Price Is (Almost) Right," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2739-2782, December, DOI: 10.1111/j.1540-6261.2009.01516.x.
• Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009, "What factors affect the Oslo Stock Exchange?," Working Paper, Norges Bank, number 2009/24, Nov.
• Dimitris A. Georgoutsos & Petros M. Migiakis, 2009, "Benchmark bonds interactions under regime shifts," Working Papers, Bank of Greece, number 103, Sep.
• Erkin Uzun, 2009, "Aftermarket Performances of Book Building and Fixed Price Offerings on the Istanbul stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 43, pages 53-80.
• Carlos Marcelo Lauretti & Eduardo Kazuo Kayo & Emerson Fernandes Marçal, 2009, "Market Overreaction to Intangible Information," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 215-236.
• Ronny Kim Woo & José Valentim Machado Vicente & Claudio Henrique Barbedo, 2009, "Is It Possible to Replicate the Exchange Rate Volatility Behavior Using Dynamic Strategies?," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 4, pages 485-501.
• Jianying Qiu & Prashanth Mahagaonkar, 2009, "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp09006, Jun.
• Denis Dupré & Isabelle Girerd-Potin & Sonia Jimenez-Garces & Pascal Louvet, 2009, "Influence de la notation éthique sur l'évolution du prix des actions. Un modèle théorique," Revue économique, Presses de Sciences-Po, volume 60, issue 1, pages 5-31.
• Stéphane Sorbe, 2009, "Un modèle de prix de l'immobilier pour estimer l'ampleur de la bulle américaine," Revue économique, Presses de Sciences-Po, volume 60, issue 1, pages 173-187.
• Bruno Deffains & Marie Obidzinski, 2009, "Real Options Theory for Law Makers," Recherches économiques de Louvain, De Boeck Université, volume 75, issue 1, pages 93-117.
• Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao, 2009, "Extreme Value GARCH modelling with Bayesian Inference," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/05, Apr.
• Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley, 2009, "Bayesian Extreme Value Mixture Modelling for Estimating VaR," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/15, Oct.
• Sara Biagini & Ales Cerny, 2009, "Admissible strategies in semimartingale portfolio selection," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 117, revised 2010.
• Diego Valderrama & Katheryn N. Russ, 2009, "A Theory of Banks, Bonds, and the Distribution of Firm Size," Working Papers, University of California, Davis, Department of Economics, number 4, Oct.
• Basu, Parantap & Gillman, Max & Pearlman, Joseph, 2009, "Inflation, Human Capital and Tobin's q," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/16, Sep.
• ap Gwilym, Rhys, 2009, "Can behavioral finance models account for historical asset prices?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/17, Sep.
• Lee, David S. & Mas, Alexandre, 2009, "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley, number qt1j93n8gj, Jan.
• Beat Hintermann, 2009, "Allowance Price Drivers in the First Phase of the EU ETS," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 09-63, May.
• Beat Hintermann, 2009, "An Options Pricing Approach for CO2 Allowances in the EU ETS," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 09-64, Jun.
• Katrin Tinn & Evangelia Vourvachaki, 2009, "Can Optimism about Technology Stocks Be Good for Welfare? Positive Spillovers vs. Equity Market Losses," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp383, Apr.
• Petr Zemcik, 2009, "Housing Markets in Central and Eastern Europe: Is There a Bubble in the Czech Republic?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp390, Sep.
• Magdalena Morgese Borys & Petr Zemcik, 2009, "Size and Value Efects in the Visegrad Countries," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp391, Sep.
• Nannette Lindenberg & Frank Westermann, 2009, "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series, CESifo, number 2532.
• Jerome L. Stein, 2009, "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series, CESifo, number 2539.
• Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2009, "Tax-Co-ordination in Europe: Assessing the First Years of the EU-Savings Taxation Directive," CESifo Working Paper Series, CESifo, number 2675.
• Mohamed El hedi Arouri & Christophe Rault, 2009, "On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries," CESifo Working Paper Series, CESifo, number 2690.
• Giovanni Cespa & Xavier Vives, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series, CESifo, number 2839.
• Christian Gollier & Martin L. Weitzman, 2009, "How Should the Distant Future be Discounted when Discount Rates are Uncertain?," CESifo Working Paper Series, CESifo, number 2863.
• Eric JONDEAU & Augusto PERILLA & Michael ROCKINGER, 2009, "Optimal Liquidation Strategies in Illiquid Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-24, May.
• Enrico G. DE GIORGI & Shane LEGG, 2009, "Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-25, Jun.
• Francesco FRANZONI & Eric NOWAK & Ludovic PHALIPPOU, 2009, "Private Equity Performance and Liquidity Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-43, Nov.
• Loriano MANCINI & Angelo RANALDO & Jan WRAMPELMEYER, 2009, "Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-44, Nov.
• Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009, "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-45, Dec.
• Fulvio CORSI & Nicola FUSARI & Davide LA VECCHIA, 2010, "Realizing Smiles: Pricing Options with Realized Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-05, Jan, revised Jan 2010.
• Patrick GAGLIARDINI & Christian GOURIEROUX & Alain MONFORT, 2010, "Microinformation, Nonlinear Filtering and Granularity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-23, May.
• Kjell G. NYBORG & Per OSTBERG, 2010, "Money and Liquidity in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-25, Jun.
• Miguel Angel Iraola & Manuel S. Santos, 2009, "Long-Term Asset Price Volatility and Macroeconomics Fluctations," Working Papers, Centro de Investigacion Economica, ITAM, number 0909.
• René Garcia & Richard Luger, 2009, "Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates," CIRANO Working Papers, CIRANO, number 2009s-20, May.
• Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers, CIRANO, number 2009s-28, Jun.
• Peter Christoffersen & Redouane Elkamhi & Bruno Feunou & Kris Jacobs, 2009, "Option Valuation with Conditional Heteroskedasticity and Non-Normality," CIRANO Working Papers, CIRANO, number 2009s-32, Aug.
• Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2009, "Option-Implied Measures of Equity Risk," CIRANO Working Papers, CIRANO, number 2009s-33, Aug.
• Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2009, "Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options," CIRANO Working Papers, CIRANO, number 2009s-34, Aug.
• J. Doyne Farmer & John Geanakoplos, 2009, "Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates," Levine's Working Paper Archive, David K. Levine, number 814577000000000356, Sep.
• Carlos Le�n, 2009, "Una aproximaci�n te�rica a la superficie de volatilidad en el mercado colombiano a trav�s del modelo de difusi�n con saltos," Borradores de Economia, Banco de la Republica, number 5738, Aug.
• Ana Mar�a Iregui & Ligia Alba Melo & Mar�a Teresa Ram�rez, 2009, "Rigideces de los salarios a la baja en Colombia: Evidencia emp�rica a partir de una muestra de salarios a nivel de firma," Borradores de Economia, Banco de la Republica, number 5757, Aug.
• Diego Alonso Agudelo Rueda & Jorge Hernán Uribe E., 2009, "¿Realidad o sofisma? Poniendo a prueba el análisis técnico en las acciones colombianas," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10651, Jul.
• Diego Alonso Agudelo Rueda & A. Marcela �lvarez L. & Yesica T. Osorno M., 2009, "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10655, Jun.
• Guillermo Buenaventura Vera & Andrés Felipe Cuevas & Mónica Carvajal & Ana Mildred Ospina, 2009, "Colombia Capital Investment S.A," Estudios Gerenciales, Universidad Icesi.
• Ignacio Vélez - Pareja & Carlo Alberto Magni, 2009, "Potential Dividends And Actual Cash Flows In Equity Valuation. A Critical Analysis," Estudios Gerenciales, Universidad Icesi.
• Ignacio Vélez - Pareja & Mariano Germán Merlo & David Andrés Londono Bedoya & Julio Alejandro Sarmiento Sabogal, 2009, "Potential Dividends And Actual Cash Flow. A Regional Latin American Analysis," Estudios Gerenciales, Universidad Icesi.
• Andres Mauricio Vargas P. & Camilo Rivera P�rez, 2009, "Controles a la entrada de capitales y volatilidad de la tasa de cambio: ¿dano colateral? la experiencia colombiana," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 5667, Jun.
• David Mauricio Rivera Palacio, 2009, "Modelacion del efecto del día de la semana para los índices accionarios de Colombia mediante un modelo STAR GARCH," Revista de Economía del Rosario, Universidad del Rosario.
• Andrés Mauricio Vargas P. & Camilo Riviera P., 2009, "Controles a la entrada de capitales y volatilidad de la tasa de cambio: la experiencia colombiana," Coyuntura Económica, Fedesarrollo.
• Carlo Alberto Magni & Ignacio Velez-Pareja, 2009, "Potential dividends versus actual cash flows in firm valuation," Proyecciones Financieras y Valoración, Master Consultores, number 5516, May.
• Carlo Alberto Magni, 2009, "Modeling excess profit," Proyecciones Financieras y Valoración, Master Consultores, number 5522, May.
• Carlo Alberto Magni, 2009, "The use of Npv and CAPM for capital budgeting is not a good idea. A reply to De Reyck (2005)," Proyecciones Financieras y Valoración, Master Consultores, number 5546, May.
• Carlo Alberto Magni, 2009, "Ambiguita Nell¬¥Applicazione del CAPM per la valutazione degli investimenti," Proyecciones Financieras y Valoración, Master Consultores, number 5549, May.
• Ignacio Velez-Pareja, 2009, "Valoracion de flujos de caja en inflacion. El caso de la regulacion en el Banco Mundial," Proyecciones Financieras y Valoración, Master Consultores, number 5666, Jun.
• Carlo Alberto Magni, 2009, "A Logical Umbrella for Firm Evaluation: The Fundamental Relation [Un Ombrello Logico Per La Valutazione Di Azienda: La Relazione Fondamentale]," Proyecciones Financieras y Valoración, Master Consultores, number 5730, Jul.
• Roberto Ghiselli Ricci & Carlo Alberto Magni, 2009, "Economic value added and systemic value added: symmetry, aditive coherence and differences in performance," Proyecciones Financieras y Valoración, Master Consultores, number 5736, Jul.
• Carlo Alberto Magni, 2009, "Decomposition of a Certain Cash Flow Stream: Systemic Value Added and Net Final Value," Proyecciones Financieras y Valoración, Master Consultores, number 5737, Aug.
• Carlo Alberto Magni, 2009, "Accounting and economic measures: an integrated theory of capital budgeting," Proyecciones Financieras y Valoración, Master Consultores, number 5983, Nov.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to Granger causality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009041, Jun.
• DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico, 2009, "Stock prices, anticipations and investment in general equilibrium," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009083, Dec.
• Rob Aalbers, 2009, "Discounting investments in mitigation and adaptation: a dynamic stochastic general equilibrium approach of climate change," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 126, May.
• Smith, Michael A. & Paton, David & Williams, Leighton Vaughan, 2009, "Do bookmakers possess superior skills to bettors in predicting outcomes?," Journal of Economic Behavior & Organization, Elsevier, volume 71, issue 2, pages 539-549, August.
• Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan, 2009, "High idiosyncratic volatility and low returns: International and further U.S. evidence," Journal of Financial Economics, Elsevier, volume 91, issue 1, pages 1-23, January.
• Bekaert, Geert & Engstrom, Eric & Xing, Yuhang, 2009, "Risk, uncertainty, and asset prices," Journal of Financial Economics, Elsevier, volume 91, issue 1, pages 59-82, January.
• Benmelech, Efraim & Bergman, Nittai K., 2009, "Collateral pricing," Journal of Financial Economics, Elsevier, volume 91, issue 3, pages 339-360, March.
• Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009, "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, volume 92, issue 1, pages 66-91, April.
• Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van, 2009, "Mortgage timing," Journal of Financial Economics, Elsevier, volume 93, issue 2, pages 292-324, August.
• Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009, "Global private information in international equity markets," Journal of Financial Economics, Elsevier, volume 94, issue 1, pages 18-46, October.
• Mikhed, Vyacheslav & Zemcík, Petr, 2009, "Do house prices reflect fundamentals? Aggregate and panel data evidence," Journal of Housing Economics, Elsevier, volume 18, issue 2, pages 140-149, June.
• Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009, "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, volume 28, issue 3, pages 406-426, April.
• Nakashima, Kiyotaka & Saito, Makoto, 2009, "Credit spreads on corporate bonds and the macroeconomy in Japan," Journal of the Japanese and International Economies, Elsevier, volume 23, issue 3, pages 309-331, September.
• Söderlind, Paul, 2009, "The C-CAPM without ex post data," Journal of Macroeconomics, Elsevier, volume 31, issue 4, pages 721-729, December.
• Agliardi, Elettra & Agliardi, Rossella, 2009, "Progressive taxation and corporate liquidation: Analysis and policy implications," Journal of Policy Modeling, Elsevier, volume 31, issue 1, pages 144-154.
• Koenig, Pamina, 2009, "Agglomeration and the export decisions of French firms," Journal of Urban Economics, Elsevier, volume 66, issue 3, pages 186-195, November.
• Zhu, Jie, 2009, "Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2633-2653, DOI: 10.1016/j.matcom.2008.12.005.
• Gilchrist, Simon & Yankov, Vladimir & Zakrajsek, Egon, 2009, "Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets," Journal of Monetary Economics, Elsevier, volume 56, issue 4, pages 471-493, May.
• Consolo, Agostino & Favero, Carlo A., 2009, "Monetary policy inertia: More a fiction than a fact?," Journal of Monetary Economics, Elsevier, volume 56, issue 6, pages 900-906, September.
• Davis, E. Philip & Zhu, Haibin, 2009, "Commercial property prices and bank performance," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 4, pages 1341-1359, November.
• Grammig, Joachim & Schrimpf, Andreas, 2009, "Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns," Review of Financial Economics, Elsevier, volume 18, issue 3, pages 113-123, August.
• Taboga, Marco, 2009, "Macro-finance VARs and bond risk premia: A caveat," Review of Financial Economics, Elsevier, volume 18, issue 4, pages 163-171, October.
• Shihe Fu & Liwei Shan, 2009, "Corporate Equality and Equity Prices: Doing Well While Doing Good?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_09, Sep.
• Stuart Landon, 2009, "The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_20, 08.
• Víctor Manuel García de la Vega & Antonio Ruiz Porras, 2009, "Modelos Estocásticos para el Precio Spot y del Futuro de Commodities con Alta Volatilidad y Reversión a la Media," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 3, issue 2, pages 1-24.
• Guillermo Benavides Perales, 2009, "Price volatility forecasts for agricultural commodities: an application of volatility models, option implieds and composite approaches forfutures prices of corn and wheat," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 3, issue 2, pages 40-59.
• Peñaranda, Francisco, 2009, "Understanding portfolio efficiency with conditioning information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24415, Jan.
• Biais, Bruno & Rochet, Jean-Charles & Woolley, Paul, 2009, "Rents, learning and risk in the financial sector and other innovative industries," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24417, Sep.
• Patton, Andrew J. & Verardo, Michela, 2009, "Does beta move with news? Systematic risk and firm-specific information flows," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24421, Mar.
• Lin, Xiaoji, 2009, "Endogenous technological progress and the cross section of stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29047, Jun.
• Stefano Battilossi & Stefan O. Houpt, 2009, "Predicting institutional collapse: stock markets, political violence and the Spanish Civil War, 1920-36," Working Papers, Economic History Society, number 9002, Apr.
• Esteban González, María Victoria & Tusell Palmer, Fernando Jorge, 2009, "Predicting Betas: Two new methods," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984.
• Wolfgang Drobetz & Klaus Gugler & Simone Hirschvogl, 2009, "The Determinants of German Corporate Governance Ratings," Chapters, Edward Elgar Publishing, chapter 14, in: Per-Olof Bjuggren & Dennis C. Mueller, "The Modern Firm, Corporate Governance and Investment".
• Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2009, "Ambiguity Aversion and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 10, pages 4157-4188, October.
• Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2009, "Demand-Based Option Pricing," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 10, pages 4259-4299, October.
• Tim Bollerslev & George Tauchen & Hao Zhou, 2009, "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4463-4492, November.
• Mark Broadie & Mikhail Chernov & Michael Johannes, 2009, "Understanding Index Option Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4493-4529, November.
• Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009, "Benchmarking Money Manager Performance: Issues and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4553-4599, November.
• Sydney C. Ludvigson & Serena Ng, 2009, "Macro Factors in Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 12, pages 5027-5067, December.
• Benjamin Yibin Zhang & Hao Zhou & Haibin Zhu, 2009, "Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 12, pages 5099-5131, December.
• George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009, "Mispricing of S&P 500 Index Options," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1247-1277, March.
• George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009, "Mispricing of S&P 500 Index Options," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1247-1277.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2009, "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1343-1375, March.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2009, "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1343-1375.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2009, "Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 925-957, March.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2009, "Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 925-957.
• Markus K. Brunnermeier & Lasse Heje Pedersen, 2009, "Market Liquidity and Funding Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 6, pages 2201-2238, June.
• Michael R. King & Dan Segal, 2009, "The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 6, pages 2393-2421, June.
• Jennifer Huang & Jiang Wang, 2009, "Liquidity and Market Crashes," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 7, pages 2407-2443, July.
• Rohit Rahi & Jean-Pierre Zigrand, 2009, "Strategic Financial Innovation in Segmented Markets," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 8, pages 2941-2971, August.
• Peter C. B. Phillips & Jun Yu, 2009, "Simulation-Based Estimation of Contingent-Claims Prices," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3669-3705, September.
• Xiafei Li & Chris Brooks & Joëlle Miffre, 2009, "Low-cost momentum strategies," Journal of Asset Management, Palgrave Macmillan, volume 9, issue 6, pages 366-379, February, DOI: 10.1057/jam.2008.28.
• Michel Aglietta & Laurence Scialom, 2009, "Permanence and Innovation in Central Banking Policy for Financial Stability," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, in: Robert R. Bliss & George G. Kaufman, "Financial Institutions and Markets", DOI: 10.1057/9780230103245_8.
• Gianluca Mattarocci, 2009, "Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 6, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci, "New Drivers of Performance in a Changing Financial World", DOI: 10.1057/9780230594814_6.
• Yochanan Shachmurove, 2009, "Economic Geography, Venture Capital and Focal Points of Entrepreneurial Activity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-032, Aug.
• Emanuel Shachmurove & Yochanan Shachmurove, 2009, "Venture Capital Meets Industrial Sector and Location," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-042, Apr.
• Emanuel Shachmurove & Yochanan Shachmurove, 2009, "U.S. Venture Capital Meets Clean-Technology," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-043, Apr.
• Jose Oliver Q. Suaiso & Dennis S. Mapa, 2009, "Measuring market risk using extreme value theory," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 46, issue 2, pages 91-121, December.
• Helena NAFFA, 2009, "New thoughts on efficient markets," Proceedings of FIKUSZ '09, Óbuda University, Keleti Faculty of Business and Management, in: László Áron Kóczy, "Proceedings of FIKUSZ '09".
• Schmidt, Frederik, 2009, "The Undervaluation of Distressed Company's Equity," MPRA Paper, University Library of Munich, Germany, number 13341, Feb.
• Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2009, "An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa," MPRA Paper, University Library of Munich, Germany, number 13437, Feb.
• Siddiqi, Hammad, 2009, "Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment," MPRA Paper, University Library of Munich, Germany, number 13515, Feb.
• Kitov, Ivan, 2009, "Apples and oranges: relative growth rate of consumer price indices," MPRA Paper, University Library of Munich, Germany, number 13587, Feb.
• Fernandez, Pablo, 2009, "Prima de Riesgo del Mercado: Histórica, Esperada, Exigida e Implícita
  [Equity Risk Premium: Historic, Expected, Required and Implied]," MPRA Paper, University Library of Munich, Germany, number 14221, Mar.
• Fu, Shihe & Shan, Liwei, 2009, "Corporate equality and equity prices: Doing well while doing good?," MPRA Paper, University Library of Munich, Germany, number 14235, Mar.
• Ghiselli Ricci, Roberto & Magni, Carlo Alberto, 2009, "Axiomatization of residual income and generation of financial securities," MPRA Paper, University Library of Munich, Germany, number 14438, Apr.
• Magni, Carlo Alberto & Vélez-Pareja, Ignacio, 2009, "Potential dividends versus actual cash flows in firm valuation," MPRA Paper, University Library of Munich, Germany, number 14509, Mar.
• Balli, Faruk & Ozer-Balli, Hatice, 2009, "Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?," MPRA Paper, University Library of Munich, Germany, number 14554.
• Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2009, "Carry Trades and Global FX Volatility," MPRA Paper, University Library of Munich, Germany, number 14728, Apr.
• Ju, Nengjiu & Miao, Jianjun, 2009, "Ambiguity, Learning, and Asset Returns," MPRA Paper, University Library of Munich, Germany, number 14737, Apr, revised Apr 2009.
• Landon, Stuart, 2009, "The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds," MPRA Paper, University Library of Munich, Germany, number 15467, Mar.
• Gan, Jumwu, 2009, "Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process," MPRA Paper, University Library of Munich, Germany, number 15596, May.
• Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009, "US Industry-Level Returns and Oil Prices," MPRA Paper, University Library of Munich, Germany, number 15670, May.
• Jahan-Parvar, Mohammad R. & Liu, Xuan & Rothman, Philip, 2009, "Equity Returns and Business Cycles in Small Open Economies," MPRA Paper, University Library of Munich, Germany, number 15915, Jun.
• Cartea, Álvaro & Meyer-Brandis, Thilo, 2009, "How Duration Between Trades of Underlying Securities Affects Option Prices," MPRA Paper, University Library of Munich, Germany, number 16179, Apr.
• Peroni, Chiara, 2009, "Testing Linearity in Term Structures," MPRA Paper, University Library of Munich, Germany, number 16471, Jul.
• Alfaro, Rodrigo, 2009, "Estimación de la Curva de Rendimiento
  [Estimating the Yield Curve]," MPRA Paper, University Library of Munich, Germany, number 16499, Jul.
• Deaconu, Adela & Nistor, Cristina Silvia & Filip, Crina, 2009, "Legitimacy to develop fair value measurement standards: The Case of the IVSC Discussion Paper – Determination of fair value of intangible assets for IFRS reporting purposes," MPRA Paper, University Library of Munich, Germany, number 16850, revised 2009.
• Dewachter, Hans & Iania, Leonardo, 2009, "An Extended Macro-Finance Model with Financial Factors," MPRA Paper, University Library of Munich, Germany, number 17634, Oct.
• Jahan-Parvar, Mohammad & Waters, George, 2009, "Equity Price Bubbles in the Middle Eastern and North African Financial Markets," MPRA Paper, University Library of Munich, Germany, number 17859, Oct.
• Maku, Olukayode E. & Atanda, Akinwande A., 2009, "Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?," MPRA Paper, University Library of Munich, Germany, number 17917, Sep.
• Dewachter, Hans & Iania, Leonardo, 2009, "An Extended Macro-Finance Model with Financial Factors," MPRA Paper, University Library of Munich, Germany, number 18840, Oct.
• Gonzalez-Astudillo, Manuel, 2009, "An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play," MPRA Paper, University Library of Munich, Germany, number 19153, Dec.
• Moawia, Alghalith, 2009, "Optimal option pricing and trading: a new theory," MPRA Paper, University Library of Munich, Germany, number 19317, Dec.
• Moawia, Alghalith, 2009, "A new stopping time and American option model: a solution to the free-boundary problem," MPRA Paper, University Library of Munich, Germany, number 19318, Dec.
• Bennani, Norddine & Maetz, Jerome, 2009, "A Spot Stochastic Recovery Extension of the Gaussian Copula," MPRA Paper, University Library of Munich, Germany, number 19736, Jul.
• John, Tatom, 2009, "U.S. Monetary Policy and Stock Prices: Should the Fed Attempt to Control Stock Prices?," MPRA Paper, University Library of Munich, Germany, number 19762, Dec.
• Todd, Prono, 2009, "Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique," MPRA Paper, University Library of Munich, Germany, number 20031, Sep.
• Cadogan, Godfrey, 2009, "On behavioral Arrow Pratt risk process with applications to risk pricing, stochastic cash flows, and risk control," MPRA Paper, University Library of Munich, Germany, number 20174, Dec.
• Lin, William & Tsai, Shih-Chuan & Sun, David, 2009, "What Causes Herding:Information Cascade or Search Cost ?," MPRA Paper, University Library of Munich, Germany, number 20217, Feb, revised 23 Jan 2010.
• Varga, Gyorgy, 2009, "Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil
  [Test of Term Structure Models for Brazil]," MPRA Paper, University Library of Munich, Germany, number 20832.
• Mapa, Dennis S. & Suaiso, Oliver Q., 2009, "Measuring market risk using extreme value theory," MPRA Paper, University Library of Munich, Germany, number 21246, Dec.
• Siddiqi, Hammad, 2009, "Coarse Thinking and Pricing a Financial Option," MPRA Paper, University Library of Munich, Germany, number 21749, Dec.
• Hanif, M. Nadim & Sheikh, Salman, 2009, "Central banking and monetary management in islamic financial environment," MPRA Paper, University Library of Munich, Germany, number 22907, Nov, revised 25 May 2010.
• García de la Vega, Victor Manuel & Ruiz-Porras, Antonio, 2009, "Modelos estocásticos para el precio spot y del futuro de commodities con alta volatilidad y reversión a la media
  [Stochastic models for the spot and future prices of commodities with high volatility and mean reversion]," MPRA Paper, University Library of Munich, Germany, number 23177, Oct.
• Cosemans, M. & Frehen, R.G.P. & Schotman, P.C. & Bauer, R.M.M.J., 2009, "Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice," MPRA Paper, University Library of Munich, Germany, number 23557, Jun.
• Rubio, Gonzalo & Lozano, Martin, 2009, "Evaluating alternative methods for testing asset pricing models with historical data," MPRA Paper, University Library of Munich, Germany, number 23613, Sep.
• Moawia, Alghalith, 2009, "Optimal option pricing and trading: a new theory," MPRA Paper, University Library of Munich, Germany, number 25619, Dec.
• Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009, "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper, University Library of Munich, Germany, number 25772, Dec.
• Rambaccussing, Dooruj, 2009, "Exploiting price misalignements," MPRA Paper, University Library of Munich, Germany, number 27147, Sep.
• Cifarelli, Giulio & Paladino, Giovanna, 2009, "Oil and portfolio risk diversification," MPRA Paper, University Library of Munich, Germany, number 28293, Dec, revised Nov 2010.
• Erdemlioglu, Deniz, 2009, "Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach," MPRA Paper, University Library of Munich, Germany, number 28895.
• Puah, Chin-Hong & Tan, Lay-Phin & Md Isa, Abu Hassan, 2009, "Nexus between Oil Price and Stock Performance of Power Industry in Malaysia," MPRA Paper, University Library of Munich, Germany, number 31757, Dec.
• Rosenthal, Dale W.R., 2009, "Performance metrics for algorithmic traders," MPRA Paper, University Library of Munich, Germany, number 36787, Jun, revised 04 Jan 2012.
• Pasaribu, Rowland Bismark Fernando, 2009, "Koreksi Bias Koefisien Beta
  [Non-Synchronous Trading In Indonesia Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 36981, Jul.
• Pasaribu, Rowland Bismark Fernando, 2009, "Kinerja Pasar dan Informasi Akuntansi sebagai Pembentuk Portfolio Saham
  [Market Performance and Accounting Information as the Reference of Stocks Portfolio Formation in Indonesia Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 36982, Nov.
• Javid, Attiya Yasmin, 2009, "Test of Higher Moment Capital Asset Pricing Model in Case of Pakistani Equity Market," MPRA Paper, University Library of Munich, Germany, number 38059.
• Pasaribu, Rowland Bismark Fernando, 2009, "Koreksi Bias Koefisien Beta
  [Non-Synchronous Trading In Indonesia Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 39874, Jul.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2009, "On the random walk characteristics of stock returns in India," MPRA Paper, University Library of Munich, Germany, number 46499.
• Hiremath, Gourishankar S, 2009, "Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review," MPRA Paper, University Library of Munich, Germany, number 46512.
• Hung, Mao-Wei & So, Leh-Chyan, 2009, "New insights into India’s single stock futures markets," MPRA Paper, University Library of Munich, Germany, number 52491.
• Anginer, Deniz & Yildizhan, Celim, 2009, "Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns," MPRA Paper, University Library of Munich, Germany, number 53885, Sep, revised 23 Apr 2013.