Research classified by Journal of Economic Literature (JEL) codes

2009

• Fernandez, Pablo, 2009, "Market risk premium used in 2008: A survey of more than a 1,000 professors," IESE Research Papers, IESE Business School, number D/784, Mar.
• Groh, Alexander P. & Henseleit, Christoph, 2009, "The valuation of tax shields induced by asset step-ups in corporate acquisitions," IESE Research Papers, IESE Business School, number D/785, Mar.
• Fernandez, Pablo, 2009, "IBEX 35: 1991-2008. Rentabilidad y creación de valor," IESE Research Papers, IESE Business School, number D/786, Mar.
• Fernandez, Pablo & Bermejo, Vicente, 2009, "Rentabilidad y creación de valor de 136 empresas españolas en 2008," IESE Research Papers, IESE Business School, number D/787, Mar.
• Fernandez, Pablo & Bermejo, Vicente, 2009, "Rentabilidad de los fondos de inversión en España. 1991-2008," IESE Research Papers, IESE Business School, number D/788, Mar.
• Argandoña, Antonio, 2009, "Can corporate social responsibility help us understand the credit crisis?," IESE Research Papers, IESE Business School, number D/790, Mar.
• Fernandez, Pablo, 2009, "100 questions on finance," IESE Research Papers, IESE Business School, number D/817, Sep.
• Fernandez, Pablo & Bermejo, Vicente, 2009, "Rentabilidad y creación de valor de 136 empresas españolas en el primer semestre de 2009 y en 2008," IESE Research Papers, IESE Business School, number D/818, Sep.
• Fernandez, Pablo & Bermejo, Vicente, 2009, "Rentabilidad de los fondos de pensiones en España. 1991-2008," IESE Research Papers, IESE Business School, number D/819, Sep.
• Fernandez, Pablo, 2009, "17 problemas de finanzas básicas resueltos y 307 respuestas erróneas," IESE Research Papers, IESE Business School, number D/820, Sep.
• Fernandez, Pablo & Aguirreamalloa, Javier & Liechtenstein, Heinrich, 2009, "The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy," IESE Research Papers, IESE Business School, number D/821, Sep.
• Fernandez, Pablo, 2009, "Betas used by professors: A survey with 2,500 answers," IESE Research Papers, IESE Business School, number D/822, Sep.
• Fernandez, Pablo, 2009, "La prima de riesgo del mercado según 100 Libros," IESE Research Papers, IESE Business School, number D/823, Sep.
• Fernandez, Pablo & Bermejo, Vicente, 2009, "Betas utilizadas por directivos y profesores europeos en 2009," IESE Research Papers, IESE Business School, number D/824, Sep.
• Fernandez, Pablo & Bermejo, Vicente, 2009, "Beta = 1 does a better job than calculated betas," IESE Research Papers, IESE Business School, number D/825, Sep.
• Fernandez, Pablo & Bermejo, Vicente J., 2009, "Shareholder value creators in the Dow Jones: Year 2008," IESE Research Papers, IESE Business School, number D/826, Sep.
• Fernandez, Pablo, 2009, "The equity premium in 150 textbooks," IESE Research Papers, IESE Business School, number D/829, Oct.
• Bekaert, Geert & Hoerova, Marie & Scheicher, Martin, 2009, "What do asset prices have to say about risk appetite and uncertainty?," Working Paper Series, European Central Bank, number 1037, Mar.
• Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard, 2009, "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp09-011, Apr.
• Chabi-Yo, Fousseni, 2009, "Expected Returns and Volatility of Fama-French Factors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-17, Sep.
• Chabi-Yo, Fousseni & Yang, Jun, 2009, "Default Risk, Idiosyncratic Coskewness and Equity Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-18, Oct.
• Kaplan, Steven N. & Moskowitz, Tobias J. & Sensoy, Berk A., 2009, "The Effects of Stock Lending on Security Prices: An Experiment," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-20, Jul.
• Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-5, Apr.
• Lars Peter Hansen & José A. Scheinkman, 2009, "Long-Term Risk: An Operator Approach," Econometrica, Econometric Society, volume 77, issue 1, pages 177-234, January.
• Fatih Guvenen, 2009, "A Parsimonious Macroeconomic Model for Asset Pricing," Econometrica, Econometric Society, volume 77, issue 6, pages 1711-1750, November.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2009, "An arbitrage-free generalized Nelson--Siegel term structure model," Econometrics Journal, Royal Economic Society, volume 12, issue 3, pages 33-64, November.
• Enrique Sentana, 2009, "The econometrics of mean-variance efficiency tests: a survey," Econometrics Journal, Royal Economic Society, volume 12, issue 3, pages 65-101, November.
• Alwathainani, Abdulaziz M., 2009, "Consistency of firms' past financial performance measures and future returns," The British Accounting Review, Elsevier, volume 41, issue 3, pages 184-196, DOI: 10.1016/j.bar.2009.08.001.
• Naimzada, Ahmad K. & Ricchiuti, Giorgio, 2009, "Dynamic effects of increasing heterogeneity in financial markets," Chaos, Solitons & Fractals, Elsevier, volume 41, issue 4, pages 1764-1772, DOI: 10.1016/j.chaos.2008.07.022.
• Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009, "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, volume 15, issue 3, pages 368-387, June.
• Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009, "The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2075-2088, April.
• Takamizawa, Hideyuki & Shoji, Isao, 2009, "Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 1, pages 65-77, January.
• Ladley, Dan & Schenk-Hoppé, Klaus Reiner, 2009, "Do stylised facts of order book markets need strategic behaviour?," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 4, pages 817-831, April.
• Falato, Antonio, 2009, "Happiness maintenance and asset prices," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 6, pages 1247-1262, June.
• Sabur Mollah & Asma Mobarek, 2009, "Market volatility across countries – evidence from international markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 26, issue 4, pages 257-274, October, DOI: 10.1108/10867370910995717.
• McAleer, M.J. & Medeiros, M.C., 2009, "Forecasting Realized Volatility with Linear and Nonlinear Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-37, Nov.
• Post, G.T. & van Vliet, P. & Lansdorp, S.D., 2009, "Sorting out Downside Beta," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-006-F&A, Feb.
• Andreas Ziegler & Timo Busch & Volker H. Hoffmann, 2009, "Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 09/105, Feb.
• Salvador Barrios & Per Iversen & Magdalena Lewandowska & Ralph Setzer, 2009, "Determinants of intra-euro area government bond spreads during the financial crisis," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 388, Nov.
• Elena Fedorova & Mika Vaihekoski, 2009, "Global and Local Sources of Risk in Eastern European Emerging Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 1, pages 2-19, January.
• Nathaniel Frank & Heiko Hesse, 2009, "Financial Spillovers to Emerging Markets during the Global Financial Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 6, pages 507-521, December.
• Linnéa Lundberg & Jiri Novak & Maria Vikman, 2009, "Ethical vs. Non-Ethical – Is There a Difference? Analyzing Performance of Ethical and Non-Ethical Investment Funds," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/22, Sep, revised Sep 2009.
• Jiri Novak & Dalibor Petr, 2009, "Empirical Risk Factors in Realized Stock Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/29, Dec, revised Dec 2009.
• Mário Bertella & Roseli da Silva & Renan Pereira, 2009, "Cointegração e Causalidade entre Indicadores Macroeconômicos e Índice Bovespa," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, number 09_05.
• Pengguo Wang, 2009, "Computational Efficiency and Accuracy in the Valuation of Basket Options," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 1, pages 1-25, April.
• Carlo Alberto Magni, 2009, "Opportunity Cost, Excess Profit, and Counterfactual Conditionals," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 1, pages 118-154, April.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-11.
• Todd Prono, 2009, "Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU09-3.
• Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009, "Global, local, and contagious investor sentiment," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 37.
• Geert Bekaert & Eric Engstrom, 2009, "Inflation and the stock market: Understanding the “Fed Model”," Proceedings, Federal Reserve Bank of San Francisco, issue jan.
• Katheryn N. Russ & Diego Valderrama, 2009, "A theory of banks, bonds, and the distribution of firm size," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-25.
• Torben G. Andersen & Luca Benzoni, 2009, "Stochastic volatility," Working Paper Series, Federal Reserve Bank of Chicago, number WP-09-04.
• Richard G. Anderson & Jane M. Binner & Björn Hagströmer & Birger Nilsson, 2009, "Dynamics in systematic liquidity," Working Papers, Federal Reserve Bank of St. Louis, number 2009-025, DOI: 10.20955/wp.2009.025.
• Pengfei Wang & Yi Wen, 2009, "Speculative bubbles and financial crisis," Working Papers, Federal Reserve Bank of St. Louis, number 2009-029, DOI: 10.20955/wp.2009.029.
• Monika Piazzesi & Martin Schneider, 2009, "Momentum traders in the housing market: survey evidence and a search model," Staff Report, Federal Reserve Bank of Minneapolis, number 422.
• Monika Piazzesi & Martin Schneider, 2009, "Inflation and the price of real assets," Staff Report, Federal Reserve Bank of Minneapolis, number 423.
• Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009, "Consumption and labor supply with partial insurance: an analytical framework," Staff Report, Federal Reserve Bank of Minneapolis, number 432.
• Fatih Guvenen, 2009, "A parsimonious macroeconomic model for asset pricing," Staff Report, Federal Reserve Bank of Minneapolis, number 434.
• Tobias Adrian & Erkko Etula & Hyun Song Shin, 2009, "Risk appetite and exchange Rates," Staff Reports, Federal Reserve Bank of New York, number 361.
• Michael J. Fleming & Bruce Mizrach & Giang Nguyen, 2009, "The microstructure of a U.S. Treasury ECN: the BrokerTec platform," Staff Reports, Federal Reserve Bank of New York, number 381, Jul.
• Erkko Etula, 2009, "Broker-dealer risk appetite and commodity returns," Staff Reports, Federal Reserve Bank of New York, number 406, Nov.
• Satyajit Chatterjee & Burcu Eyigungor, 2009, "Maturity, indebtedness, and default risk," Working Papers, Federal Reserve Bank of Philadelphia, number 09-2.
• Francisco Peñaranda, 2009, "Understanding Portfolio Efficiency with Conditioning Information," FMG Discussion Papers, Financial Markets Group, number dp626, Jan.
• Xiaoji Lin & Santiago Bazdrech & Frederico Belo, 2009, "Labor Hiring, Investment and Stock Return Predictability in the Cross Section," FMG Discussion Papers, Financial Markets Group, number dp628, Mar.
• Michela Verardo & Andrew Patton, 2009, "Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows," FMG Discussion Papers, Financial Markets Group, number dp630, Mar.
• Jean-Charles Rochet & Bruno Biais & Paul Woolley, 2009, "Rents, learning and risk in the financial sector and other innovative industries," FMG Discussion Papers, Financial Markets Group, number dp632, Sep.
• Xiaoji Lin, 2009, "Endogenous Technological Progress and the Cross Section of Stock Returns," FMG Discussion Papers, Financial Markets Group, number dp634, Jun.
• Nicole Branger & Holger Kraft & Christoph Meinerding, 2009, "What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 198.
• Giulio Cifarelli & Giovanna Paladino, 2009, "Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2009_12.rdf.
• Riccardo Lo Conte, 2009, "Government Bond Yield Spreads: A Survey," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 68, issue 3, pages 341-370, July.
• Matteo Modena, 2009, "An Empirical Investigation of the Lucas Hypothesis: the Yield Curve and Non Linearity in the Money-Output Relationship," Working Papers, Business School - Economics, University of Glasgow, number 2010_15, May, revised Jun 2010.
• Allen Huang & Benjamin Liu, 2009, "The Goods and Services Tax (GST) and Bank Mortgage Costs: Empirical Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200914.
• Allen Huang & Benjamin Liu, 2009, "The Goods and Services Tax (GST) and Non-Bank Lender Mortgage Costs: Empirical Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200915.
• Dominique Guegan & Jing Zhang, 2009, "Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00368336, Oct, DOI: 10.1080/13518470902895344.
• Dominique Guegan & Florian Ielpo, 2009, "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00439820, Oct.
• Marie Obidzinski & Bruno Deffains, 2009, "Real Options Theory for Law Makers," Post-Print, HAL, number hal-00447170, Jan, DOI: 10.3917/rel.751.0093.
• Michael A. Smith & David Paton & Leighton Vaughan Williams, 2009, "Do Bookmakers Possess Superior Skills to Bettors in Predicting Outcomes?," Post-Print, HAL, number hal-00684229, Mar, DOI: 10.1016/j.jebo.2009.03.016.
• Mikhail Anufriev & Pietro Dindo, 2009, "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," Post-Print, HAL, number hal-00763494, Dec, DOI: 10.1016/j.jebo.2009.11.006.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print, HAL, number halshs-00441873, Oct, DOI: 10.1007/s00199-009-0506-5.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2009, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00674163, Oct.
• Pamina Koenig, 2009, "Agglomeration and the Export Decision of French Firms," Post-Print, HAL, number halshs-00754328, Nov, DOI: 10.1016/j.jue.2009.07.002.
• Pamina Koenig, 2009, "Agglomeration and the Export Decision of French Firms," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754328, Nov, DOI: 10.1016/j.jue.2009.07.002.
• Alfred Galichon & Ivar Ekeland & Marc Henry, 2009, "Comonotonic measures of multivariates risks," Working Papers, HAL, number hal-00401828, Jul.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2009, "Liquidity Cycles and Make/Take Fees in Electronic Markets," Working Papers, HAL, number hal-00489430, Oct.
• Vincent Bignon & Antonio Miscio, 2009, "Media Bias in Financial Newspapers: Evidence from Early 20th Century France," Working Papers, HAL, number hal-04140891.
• Michel Aglietta & Ludovic Moreau & Adrian Roche, 2009, "The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis," Working Papers, HAL, number hal-04140892.
• Menkhoff, Lukas & Schmeling, Maik, 2009, "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-415, Aug.
• Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009, "Systemic Risk and the Refinancing Ratchet Effect," Harvard Business School Working Papers, Harvard Business School, number 10-023, Sep, revised Jul 2010.
• Manescu, Cristiana, 2009, "Stock returns in relation to environmental, social and governance performance: mispricing or compensation for risk?," Working Papers in Economics, University of Gothenburg, Department of Economics, number 376, Sep, revised 01 Mar 2010.
• Johansson, Anders C., 2009, "An Analysis Of Dynamic Risk In The Greater China Equity Markets," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-5, Mar.
• Fan, Longzhen & Johansson, Anders C., 2009, "What Moves Bond Yields In China?," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-9, Jun.
• Johansson, Anders C., 2009, "Asian Sovereign Debt and Country Risk," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2009-11, Dec.
• Salomonsson, Marcus, 2009, "Introducing a spread into the Kyle model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 713, Mar.
• Hagströmer, Björn & Anderson, Richard G. & Binner, Jane & Nilsson, Birger, 2009, "Dynamics in Systematic Liquidity," Working Papers, Lund University, Department of Economics, number 2009:7, May.
• Mjøs, Aksel & Persson, Svein-Arne, 2009, "A Model of Deferred Callability in Defaultable Debt," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/4, May.
• Sørensen, Lars Qvigstad, 2009, "Oil Price Shocks and Stock Return Predictability," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/13, Nov.
• Naes, Randi & Ødegaard, Bernt Arne, 2009, "Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/19, Mar.
• Næs, Randi & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009, "What factors affect the Oslo Stock Exchange?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/33, Nov.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2009, "Heterogeneous Impatience in a Continuous-Time Model," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 425, Mar.
• Michael Cheng & Wai-Yip Alex Ho, 2009, "A Structural Investigation into the Price and Wage Dynamics in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0920, Dec.
• Felix Geiger, 2009, "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 316/2009, Jul.
• Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009, "Understanding Inflation-Indexed Bond Markets," Scholarly Articles, Harvard University Department of Economics, number 10885503.
• Campbell, John & Schwartz, Allie & Ramadorai, Tarun, 2009, "Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements," Scholarly Articles, Harvard University Department of Economics, number 2609649.
• Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John, 2009, "Global Currency Hedging," Scholarly Articles, Harvard University Department of Economics, number 3153308.
• Avery, Christopher N. & Zeckhauser, Richard Jay, 2009, "The CAPS Prediction System and Stock Market Returns," Scholarly Articles, Harvard Kennedy School of Government, number 4415901.
• Peter C. B. Phillips & Jun Yu, 2009, "Information Loss in Volatility Measurement with Flat Price Trading," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-039, Mar.
• Kiyotaka Nakashima & Makoto Saito, 2009, "Credit Spreads on Corporate Bonds and the Macroeconomy in Japan," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-068, May.
• Xiaodong Du & Dermot J. Hayes & Cindy L. Yu, 2009, "Dynamics of Biofuel Stock Prices: A Bayesian Approach," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 09-wp498, Sep.
• Giuseppe Galloppo, 2009, "Dynamic Asset Allocation Using a Combined Criteria Decision System," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 29-44.
• Eduardo Sandoval & Arturo Vásquez, 2009, "The Pricing Of Exchange Rate Risk In Up And Down World Stock Market Periods," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 27-39.
• Jian-Hsin Chou & Chien-Yun Chang & Chen-Yu Chen, 2009, "The Use Of Term Structure Information In The Hedging Of Japanese Government Bonds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 131-145.
• Hans-Peter Burghof & Felix Prothmann, 2009, "Can Stock Price Momentum Be Explained By Anchoring?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 47-69.
• Philip Maymin, 2009, "The Hazards Of Propping Up: Bubbles And Chaos," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 83-93.
• Biais, Bruno & Rochet, Jean-Charles & Woolley, Paul, 2009, "The Lifecycle of the Financial Sector and Other Speculative Industries," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 549, Apr.
• Biais, Bruno & Weill, Pierre-Olivier, 2009, "Liquidity Shocks and Order Book Dynamics," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 550, May.
• Gollier, Christian & Weitzman, Martin L., 2009, "How Should the Distant Future be Discounted When Discount Rates are Uncertain?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 588, Nov.
• Gollier, Christian, 2009, "Ecological Discounting," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 524, Jul.
• Denny Permatasari & Nur Iriawan, 2009, "Pemodelan Kurva Imbal Hasil Obligasi Korporasi Rating AA dan A dengan Nelson-Siegel-Svensson dan Cubic Spline Smoothing," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 4, pages 293-322, April, DOI: https://doi.org/10.21098/bemp.v11i4.
• Silvio John Camilleri & Christopher J. Green, 2009, "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 1, issue 3, pages 257-284.
• Germán López & Joaquín Marhuenda & Belén Nieto, 2009, "The relationship between risk and expected returns with incomplete information," Investigaciones Economicas, Fundación SEPI, volume 33, issue 1, pages 69-96, January.
• Nannette Lindenberg & Frank Westermann, 2009, "Common Trends and Common Cycles among Interest Rates of the G7-Countries," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 77, Jan.
• Jens Fricke & Ralf Pauly, 2009, "Proposals for a Needed Adjustment of the VaR-based Market Risk Charge of Basle II," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 78, Jul.
• Lutz Kilian & Cheolbeom Park, 2009, "The Impact Of Oil Price Shocks On The U.S. Stock Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 50, issue 4, pages 1267-1287, November.
• Ali BAYRAKDAROĞLU & Şaban NAZLIOĞLU, 2009, "Hisse senedi fiyat-hacim ilişkisi: İMKB’de işlem gören bankalar için doğrusal ve doğrusal olmayan Granger nedensellik analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 277, pages 85-109.
• Lasse Pedersen, 2009, "When Everyone Runs for the Exit," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 4, pages 177-199, December.
• Chenghuan Sean Chu & Andreas Lehnert & Wayne Passmore, 2009, "Strategic Trading in Multiple Assets and the Effects on Market Volatiliy," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 4, pages 143-172, December.
• Nathaniel Frank & Mr. Heiko Hesse, 2009, "Financial Spillovers to Emerging Markets During the Global Financial Crisis," IMF Working Papers, International Monetary Fund, number 2009/104, May.
• Nazim Belhocine, 2009, "The Stock of Intangible Capital in Canada: Evidence from the Aggregate Value of Securities," IMF Working Papers, International Monetary Fund, number 2009/250, Nov.
• Andrea Gamba & Nicola Fusari, 2009, "Valuing Modularity as a Real Option," Management Science, INFORMS, volume 55, issue 11, pages 1877-1896, November, DOI: 10.1287/mnsc.1090.1070.
• Peter Christoffersen & Steven Heston & Kris Jacobs, 2009, "The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well," Management Science, INFORMS, volume 55, issue 12, pages 1914-1932, December, DOI: 10.1287/mnsc.1090.1065.
• Dennis Bams & Thorsten Lehnert & Christian C. P. Wolff, 2009, "Loss Functions in Option Valuation: A Framework for Selection," Management Science, INFORMS, volume 55, issue 5, pages 853-862, May, DOI: 10.1287/mnsc.1080.0976.
• Jianying Qiu & Prashanth Mahagaonkar, 2009, "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2009-12, May.
• Michael Kirchler & Jürgen Huber & Thomas Stöckl, 2009, "Bubble or no Bubble - The Impact of Market Model on the Formation of Price Bubbles in Experimental Asset Markets," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2009-26, Jun.
• Felipe Zurita, 2009, "La Economía Financiera Frente a la Crisis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 134, pages 183-195.
• Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer, 2009, "Determinants of interest rate exposure of Spanish banking industry," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-07, Apr.
• Cheung, Stephen L. & Palan, Stefan, 2009, "Two Heads Are Less Bubbly than One: Team Decision-Making in an Experimental Asset Market," IZA Discussion Papers, IZA Network @ LISER, number 4507, Oct.
• Gael M. Martin & Andrew Reidy & Jill Wright, 2009, "Does the option market produce superior forecasts of noise-corrected volatility measures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 77-104, DOI: 10.1002/jae.1033.
• Chun Liu & John M. Maheu, 2009, "Forecasting realized volatility: a Bayesian model-averaging approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 5, pages 709-733, DOI: 10.1002/jae.1070.
• Xiaohong Chen & Sydney C. Ludvigson, 2009, "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1057-1093, DOI: 10.1002/jae.1091.
• Schulz Alexander & Wolff Guntram B., 2009, "The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin’s Forgone Bail-out," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 229, issue 1, pages 61-83, February, DOI: 10.1515/jbnst-2009-0105.
• Oberndorfer Ulrich & Ziegler Andreas, 2009, "2002 German Federal Elections and Associated Energy Policy: How Were Energy Corporations Financially Affected?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 229, issue 5, pages 570-583, October, DOI: 10.1515/jbnst-2009-0504.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200911, Dec, revised Dec 2009.
• Andreas Behr & Ulrich Pötter, 2009, "Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models," Annals of Finance, Springer, volume 5, issue 1, pages 49-68, January, DOI: 10.1007/s10436-007-0089-8.
• Bjarne Jensen, 2009, "Valuation before and after tax in the discrete time, finite state no arbitrage model," Annals of Finance, Springer, volume 5, issue 1, pages 91-123, January, DOI: 10.1007/s10436-007-0091-1.
• Christoph Becker & Uwe Wystup, 2009, "On the cost of delayed currency fixing announcements," Annals of Finance, Springer, volume 5, issue 2, pages 161-174, March, DOI: 10.1007/s10436-008-0101-y.
• Howard Qi & Sheen Liu & Chunchi Wu, 2009, "On the calibration of structural credit spread models," Annals of Finance, Springer, volume 5, issue 2, pages 189-208, March, DOI: 10.1007/s10436-008-0097-3.
• Martin Eling & Luisa Tibiletti, 2009, "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 2, pages 209-210, June, DOI: 10.1007/s11293-009-9169-7.
• 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.