Research classified by Journal of Economic Literature (JEL) codes

2008

• Vincent Louis Ovlia & David Enke & Michael C. Davis, 2008, "The Effects Of Congressional Elections On Future Equity Market Returns," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 1-15.
• Miguel Angel Perez Martínez & Vicente Ruiz Herran & Miguel Angel Pena Cerezo, 2008, "Models Of Financial Immunization: Behavior On The Spanish Public Debt Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 101-109.
• Eduardo Sandoval & Arturo Vásquez, 2008, "The Effect Of Exchange Rate Risk On The Conditional Relationship Between Beta Risk And Return In International Equity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 1-118.
• Bala Arshanapalli & William Nelson, 2008, "A Cointegration Test To Verify The Housing Bubble," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 35-43.
• Claudio Morana, 2008, "Realized Betas and the Cross-Section of Expected Returns," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 15-2008, Jun.
• Décamps, Jean-Paul & Mariotti, Thomas & Rochet, Jean-Charles & Villeneuve, Stéphane, 2008, "Free Cash-Flow, Issuance Costs and Stock Price Volatility," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 518, Sep.
• Gollier, Christian, 2008, "Discounting with Fat-Tailed Economic Growth," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 523, Jul.
• Christoph Memmel, 2008, "Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 1, issue 1, pages 85-104.
• Pythagoras PETRATOS, 2008, "Real Option Applications to Information Security," Communications & Strategies, IDATE, Com&Strat dept., volume 1, issue 70, pages 15-26, 2nd quart.
• Önder KAYMAZ & Ali ALP & Kaymaz ÖZGÜR, 2008, "Behavioral research: What the theories say," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 264, pages 21-39.
• Macide ÇİÇEK, 2008, "Türkiye’de devlet iç borçlanma senetlerinin günlük getirilerinde mevsimsellik ve koşullu risk," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 264, pages 93-118.
• Sezgin DEMİR & Yusuf KADERLİ, 2008, "Ödül beta yaklasımının Istanbul Menkul Kıymetler Borsası’nda uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 266, pages 95-113.
• Sergio Godoy, 2008, "Emerging Markets Spreads at the Turn of the Cantury: A roller Coaster," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 23, issue 2, pages 57-94, Diciembre.
• Jouchi Nakajima, 2008, "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-23, Sep.
• Diego Nocetti & Elyès Jouini & Clotilde Napp, 2008, "Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience," Management Science, INFORMS, volume 54, issue 10, pages 1822-1826, October, DOI: 10.1287/mnsc.1080.0904.
• Rodrigo A. Alfaro & Carmen Gloria Silva, 2008, "Volatilidad de Indices Accionarios: El caso del IPSA," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 217-233.
• Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008, "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-14, Oct.
• Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008, "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 6, pages 843-860, DOI: 10.1002/jae.1027.
• Jian-Hsin Chou & Hong-Fwu Yu & Der-Rong Hwu, 2008, "Testing Term Structure Estimation Models: Evidence from Taiwan's Government Bonds Market," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 1, pages 35-63, January.
• Shih-Ju Chan & Ching-Chung Lin & Wen-Hsiu Kuo, 2008, "The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 2, pages 203-228, July.
• Chun-Da Chen & Fu-Pin Hung & Dar-Hsin Chen & Hsin-Ho Lin, 2008, "The Motivations of Issuing Convertible Bonds - An Inquiry regarding the Sequential-Financing Hypothesis," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 2, pages 229-250, July.
• Prashanth Mahagaonkar & Jianying Qiu, 2008, "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-056, Jul.
• Han Ozsoylev, 2008, "Amplification and asymmetry in crashes and frenzies," Annals of Finance, Springer, volume 4, issue 2, pages 157-181, March, DOI: 10.1007/s10436-007-0077-z.
• D. Won & G. Hahn & N. Yannelis, 2008, "Capital market equilibrium without riskless assets: heterogeneous expectations," Annals of Finance, Springer, volume 4, issue 2, pages 183-195, March, DOI: 10.1007/s10436-007-0074-2.
• Johannes Leitner, 2008, "Fair (intra-bank transfer) prices for credits with stochastic recovery," Annals of Finance, Springer, volume 4, issue 2, pages 243-253, March, DOI: 10.1007/s10436-006-0070-y.
• Marcelo Pinheiro, 2008, "Demand shocks and market manipulation," Annals of Finance, Springer, volume 4, issue 3, pages 269-298, July, DOI: 10.1007/s10436-007-0076-0.
• Yu Chen & Thomas Cosimano & Alex Himonas, 2008, "Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks," Annals of Finance, Springer, volume 4, issue 3, pages 305-344, July, DOI: 10.1007/s10436-007-0079-x.
• Jacco Thijssen, 2008, "A computational study on general equilibrium pricing of derivative securities," Annals of Finance, Springer, volume 4, issue 4, pages 505-523, October, DOI: 10.1007/s10436-007-0088-9.
• Santiago Budría, 2008, "An Exploration of Asset Returns in a Production Economy with Relative Habits," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 3, pages 261-274, September, DOI: 10.1007/s11293-008-9134-x.
• Maria Giuli & Dean Fantazzini & Mario Maggi, 2008, "A New Approach for Firm Value and Default Probability Estimation beyond Merton Models," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 2, pages 161-180, March, DOI: 10.1007/s10614-007-9112-4.
• Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008, "A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 3, pages 225-241, April, DOI: 10.1007/s10614-007-9115-1.
• Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008, "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 163-181, September, DOI: 10.1007/s10614-008-9137-3.
• Ilaria Foroni & Anna Agliari, 2008, "Complex Price Dynamics in a Financial Market with Imitation," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 21-36, September, DOI: 10.1007/s10614-008-9132-8.
• Domenico Colucci & Vincenzo Valori, 2008, "Asset Price Dynamics When Behavioural Heterogeneity Varies," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 3-20, September, DOI: 10.1007/s10614-008-9129-3.
• Carl Chiarella & Roberto Dieci & Laura Gardini & Lucia Sbragia, 2008, "A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 55-72, September, DOI: 10.1007/s10614-008-9131-9.
• Ronald Doeswijk, 2008, "The Optimism Cycle: Sell in May," De Economist, Springer, volume 156, issue 2, pages 175-200, June, DOI: 10.1007/s10645-008-9088-z.
• Andreas Ziegler & Michael Schröder & Klaus Rennings, 2008, "The Effect of Environmental and Social Performance on the Stock Performance of European Corporations," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 40, issue 4, pages 609-609, August, DOI: 10.1007/s10640-007-9160-1.
• Allan Zebedee & Eric Bentzen & Peter Hansen & Asger Lunde, 2008, "The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 3-20, March, DOI: 10.1007/s11408-007-0068-0.
• Reinhold Hafner & Martin Wallmeier, 2008, "Optimal investments in volatility," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 2, pages 147-167, June, DOI: 10.1007/s11408-008-0076-8.
• Arthur Allen & Donna Dudney, 2008, "The Impact of Rating Agency Reputation on Local Government Bond Yields," Journal of Financial Services Research, Springer;Western Finance Association, volume 33, issue 1, pages 57-76, February, DOI: 10.1007/s10693-007-0021-4.
• Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008, "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," The Journal of Real Estate Finance and Economics, Springer, volume 36, issue 2, pages 183-206, February, DOI: 10.1007/s11146-007-9062-6.
• Patricia Fraser & Martin Hoesli & Lynn McAlevey, 2008, "House Prices and Bubbles in New Zealand," The Journal of Real Estate Finance and Economics, Springer, volume 37, issue 1, pages 71-91, July, DOI: 10.1007/s11146-007-9060-8.
• Brent Ambrose & Yildiray Yildirim, 2008, "Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach," The Journal of Real Estate Finance and Economics, Springer, volume 37, issue 3, pages 281-298, October, DOI: 10.1007/s11146-008-9119-1.
• Partha Dasgupta, 2008, "Discounting climate change," Journal of Risk and Uncertainty, Springer, volume 37, issue 2, pages 141-169, December, DOI: 10.1007/s11166-008-9049-6.
• Christian Gollier, 2008, "Discounting with fat-tailed economic growth," Journal of Risk and Uncertainty, Springer, volume 37, issue 2, pages 171-186, December, DOI: 10.1007/s11166-008-9050-0.
• Roland Füss & Michael Bechtel, 2008, "Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election," Public Choice, Springer, volume 135, issue 3, pages 131-150, June, DOI: 10.1007/s11127-007-9250-1.
• Mark Hallerberg & Guntram Wolff, 2008, "Fiscal institutions, fiscal policy and sovereign risk premia in EMU," Public Choice, Springer, volume 136, issue 3, pages 379-396, September, DOI: 10.1007/s11127-008-9301-2.
• Benjamin Lester & Andrew Postlewaite & Randall Wright, 2008, "Information, Liquidity and Asset Prices," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-039, Oct.
• Benjamin Lester & Andrew Postlewaite & Randall Wright, 2008, "Information, Liquidity, Asset Prices and Monetary Policy, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-040, Oct, revised 16 Dec 2010.
• Arshad Hasan & Zafar Mueen Nasir, 2008, "Macroeconomic Factors and Equity Prices: An Empirical Investigation by Using ARDL Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 47, issue 4, pages 501-513.
• Attiya Y. Javid & Eatzaz Ahmad, 2008, "Test of Multi-moment Capital Asset Pricing Model: Evidence from Karachi Stock Exchange," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2008:49.
• Francois-Éric Racicot & Raymond Théoret, 2008, "Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012008, Jan.
• Balli, Faruk, 2008, "Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?," MPRA Paper, University Library of Munich, Germany, number 10162, May.
• Carlo Alberto, Magni, 2008, "Splitting Up Value: A Critical Review of Residual Income Theories," MPRA Paper, University Library of Munich, Germany, number 10506, Sep.
• Brito, Paulo, 2008, "Equilibrium asset prices and bubbles in a continuous time OLG model," MPRA Paper, University Library of Munich, Germany, number 10701, Sep.
• Penasse, Julien, 2008, "Cash Flow-Wise ABCDS pricing," MPRA Paper, University Library of Munich, Germany, number 10853, Sep.
• Li, Minqiang, 2008, "A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation," MPRA Paper, University Library of Munich, Germany, number 11185, Jul.
• Lau, Chi-Lei Oscar, 2008, "Disentangling Intertemporal Substitution and Risk Aversion under the Expected Utility Theorem," MPRA Paper, University Library of Munich, Germany, number 11482, Nov.
• Grabowski, Szymon, 2008, "What does a financial system say about future economic growth?," MPRA Paper, University Library of Munich, Germany, number 11560, Sep.
• Taboga, Marco, 2008, "Macro-finance VARs and bond risk premia: a caveat," MPRA Paper, University Library of Munich, Germany, number 11585, Nov.
• Klein, Achim & Urbig, Diemo, 2008, "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper, University Library of Munich, Germany, number 116175, Jun, revised 30 Apr 2011.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 11918, Nov, revised 31 Nov 2008.
• de Farias Neto, Joao Jose, 2008, "S-shaped utility, subprime crash and the black swan," MPRA Paper, University Library of Munich, Germany, number 12122, Dec.
• Md Isa, Abu Hassan & Puah, Chin-Hong & Yong, Ying-Kiu, 2008, "Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM," MPRA Paper, University Library of Munich, Germany, number 12355.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 12621, Dec.
• Orlowski, Lucjan T, 2008, "Stages of the 2007/2008 Global Financial Crisis: Is There a Wandering Asset-Price Bubble?," MPRA Paper, University Library of Munich, Germany, number 12696, Dec.
• Alexandru, Ciprian Antoniade, 2008, "Trust and Loss Aversion in Romanian Capital Market," MPRA Paper, University Library of Munich, Germany, number 12778, Dec.
• Alexandru, Ciprian Antoniade, 2008, "Indicators for the analysis of the evolution of the stock exchange," MPRA Paper, University Library of Munich, Germany, number 12981, Feb.
• Yu, Tongkui & Li, Honggang, 2008, "Dynamic Regimes of a Multi-agent Stock Market Model," MPRA Paper, University Library of Munich, Germany, number 14339, Nov.
• Klein, A. & Urbig, D. & Kirn, S., 2008, "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper, University Library of Munich, Germany, number 14433, Jun.
• Peroni, Chiara, 2008, "A non-parametric investigation of risk premia," MPRA Paper, University Library of Munich, Germany, number 15010, Feb, revised 15 Apr 2009.
• Kaizoji, Taisei & Sornette, Didier, 2008, "Market Bubbles and Chrashes," MPRA Paper, University Library of Munich, Germany, number 15204, Dec.
• Bhattacharyya, Surajit & Saxena, Arunima, 2008, "Stock Futures Introduction & Its Impact on Indian Spot Market," MPRA Paper, University Library of Munich, Germany, number 15250.
• Doran, James & Jiang, Danling & Peterson, David, 2008, "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper, University Library of Munich, Germany, number 15463, Apr, revised 10 Mar 2009.
• Albulescu, Claudiu Tiberiu, 2008, "Central banks and asset prices: the role of the interest rate in volatility correction in the Romanian case," MPRA Paper, University Library of Munich, Germany, number 16582, Feb, revised 20 Jul 2009.
• Dell'Era Mario, M.D., 2008, "Pricing of the European Options by Spectral Theory," MPRA Paper, University Library of Munich, Germany, number 17429, Mar.
• Dell'Era Mario, M.D., 2008, "Pricing of Double Barrier Options by Spectral Theory," MPRA Paper, University Library of Munich, Germany, number 17502, Mar.
• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008, "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
  [THE efficient portfolio construction: an empirica," MPRA Paper, University Library of Munich, Germany, number 19681, May.
• Lin, William & Tsai, Shih-Chuan & Sun, David, 2008, "Price informativeness and predictability: how liquidity can help," MPRA Paper, University Library of Munich, Germany, number 20226, Feb, revised 18 Oct 2009.
• Bianchi, Francesco, 2008, "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," MPRA Paper, University Library of Munich, Germany, number 20831, Jan, revised 01 Jan 2010.
• Bianchetti, Marco, 2008, "Two Curves, One Price :Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves," MPRA Paper, University Library of Munich, Germany, number 22022, Nov, revised 24 Jan 2010.
• Reis, Luciana & Meurer, Roberto & Da Silva, Sergio, 2008, "Stock returns and foreign investment in Brazil," MPRA Paper, University Library of Munich, Germany, number 23028.
• Cannon, Susanne E. & Cole, Rebel A., 2008, "Changes in REIT liquidity 1988 - 2007: Evidence from daily data," MPRA Paper, University Library of Munich, Germany, number 24694, Oct, revised 20 Aug 2010.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [One is able again to speak of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 25443.
• Lenz, Rainer, 2008, "The Logic of Merger and Acquisition Pricing," MPRA Paper, University Library of Munich, Germany, number 26627, Jun.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 26751, Mar.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008, "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
  [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 27731, May.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Rosenthal, Dale W.R., 2008, "Approximating correlated defaults," MPRA Paper, University Library of Munich, Germany, number 36788, revised 15 Feb 2012.
• Pasaribu, Rowland Bismark Fernando, 2008, "Pengaruh Variabel Fundamental terhadap Harga Saham Perusahaan Go-public di Bursa Efek Indonesia periode 2003-2006
  [The Influence of Corporate Fundamental to Stock Price in Indonesian Public Compani," MPRA Paper, University Library of Munich, Germany, number 36979, Jul.
• Cebula, Richard & Yang, Bill, 2008, "Yield to Maturity Is Always Received as Promised: A Reply," MPRA Paper, University Library of Munich, Germany, number 50122, May.
• Alves, Paulo & Ferreira, Miguel, 2008, "Centre Rules the Markets," MPRA Paper, University Library of Munich, Germany, number 52779, revised 2008.
• Cebula, Richard & Yang, Bill, 2008, "Yield to Maturity Is Always Realized as Promised: A Reply," MPRA Paper, University Library of Munich, Germany, number 54442, Jan.
• Lee, Chin & Lee, Weng Hong, 2008, "Can financial ratios predict the Malaysian stock return?," MPRA Paper, University Library of Munich, Germany, number 59170.
• Li, Minqiang, 2008, "Closed-Form Approximations for Spread Option Prices and Greeks," MPRA Paper, University Library of Munich, Germany, number 6994.
• Schied, Alexander & Schoeneborn, Torsten, 2008, "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," MPRA Paper, University Library of Munich, Germany, number 7105, Feb.
• Vélez-Pareja, Ignacio & Magni, Carlo Alberto, 2008, "Potential dividends and actual cash flows. Theoretical and empirical reasons for using ‘actual’ and dismissing ‘potential’, Or: How not to pull potential rabbits out of actual hats," MPRA Paper, University Library of Munich, Germany, number 7266, Feb.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 76925, Mar.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [Can we still talk of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 77288, revised 2008.
• Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio, 2008, "Parametrix approximations for non constant coefficient parabolic PDEs," MPRA Paper, University Library of Munich, Germany, number 7852, Mar, revised 20 Mar 2008.
• Jiang, Danling, 2008, "Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 8325, Apr.
• Petranov, Stefan, 2008, "Оценка На Бета Коефициентите На Публични Дружества В България
  [Estimation of Beta Coefficients for Publicly Traded Companies in Bulgaria]," MPRA Paper, University Library of Munich, Germany, number 88385.
• Los, Cornelis A. & Tungsong, Satjaporn, 2008, "Investment Model Uncertainty and Fair Pricing," MPRA Paper, University Library of Munich, Germany, number 8859, May.
• Termos, Ali, 2008, "Capital Investment as Real Options: A Note on Dixit-Pindyck Model," MPRA Paper, University Library of Munich, Germany, number 9352, Jan, revised 04 Mar 2008.
• Modena, Matteo, 2008, "The term structure and the expectations hypothesis: a threshold model," MPRA Paper, University Library of Munich, Germany, number 9611, Jul.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2008, "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper, University Library of Munich, Germany, number 96321.
• Canegrati, Emanuele, 2008, "A Non-Random Walk down Canary Wharf," MPRA Paper, University Library of Munich, Germany, number 9871, Aug.
• Landon, Stuart & Smith, Constance, 2008, "Taxation and bond market investment strategies: Evidence from the market for Government of Canada bonds," MPRA Paper, University Library of Munich, Germany, number 9959, May.
• Michal Černý, 2008, "On Estimation of Volatility of Financial Time Series for Pricing Derivatives
  [K odhadu volatility finančních řad při oceňování derivátů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2008, issue 4, pages 12-21, DOI: 10.18267/j.aop.126.
• Tomáš Buus, 2008, "HML and SMB Premiums in the Recent Scholar Literature - Magnitude and Nature
  [HML a SMB prémie v akademické literatuře - výše a podstata]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2008, issue 2, pages 31-41, DOI: 10.18267/j.cfuc.267.
• Jan Jurečka, 2008, "Partial versus Integrated Conception of Intellectual Property for Asset Valuation
  [Parciální versus integrované pojetí duševního vlastnictví při oceňování majetku]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2008, issue 3, pages 86-93, DOI: 10.18267/j.cfuc.283.
• Marcela Žárová, 2008, "Fair Value Measurement - Obstacle or Benefit of Financial Accounting and Reporting?
  [Oceňování reálnou hodnotou - překážka nebo přínos účetního výkaznictví?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2008, issue 4, pages 44-50, DOI: 10.18267/j.cfuc.289.
• Jan Jurečka, 2008, "Some Notices to the Firm Valuations by Income Approach
  [Poznámky k posudkům na ocenění podniku výnosovou metodou]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2008, issue 4, pages 51-60, DOI: 10.18267/j.cfuc.290.
• Jaroslav Schönfeld, 2008, "New Approach to Evalution of Risk Loans," Ekonomika a Management, Prague University of Economics and Business, volume 2008, issue 4.
• Tomáš Buus, 2008, "Performance of Quoted and Non-quoted Companies in the Europe," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2008, issue 4, pages 45-69, DOI: 10.18267/j.efaj.89.
• Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008, "Carry Trades and Currency Crashes," Working Papers, Princeton University. Economics Department., number 2008-1, Nov.
• Julien Matheron & Kevin E. Beaubrun-Diant, 2008, "Rentabilités d'actifs et fluctuations économiques : une perspective d'équilibre général dynamique et stochastique," Économie et Prévision, Programme National Persée, volume 183, issue 2, pages 35-63, DOI: 10.3406/ecop.2008.7805.
• Orazio P. Attanasio & Monica Paiella, 2008, "Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 1_2008, Feb.
• José Fajardo, 2008, "Statistical Arbitrage with Default and Collateral," Working Papers, Banco de Portugal, Economics and Research Department, number w200808.
• Nazim Belhocine, 2008, "The Stock Of Intangible Capital In Canada: Evidence From The Aggregate Value Of Securities," Working Paper, Economics Department, Queen's University, number 1216, Sep.
• Giovanni Cespa & Thierry Foucault, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers, Queen Mary University of London, School of Economics and Finance, number 628, Apr.
• A. S. Hurn & V.Pavlov, 2008, "Momentum in Australian Stock Returns: An Update," NCER Working Paper Series, National Centre for Econometric Research, number 23, Feb, revised 26 Feb 2008.
• Richard Finlay & Mark Chambers, 2008, "A Term Structure Decomposition of the Australian Yield Curve," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-09, Dec.
• Naoufel El-Bachir & Damiano Brigo, 2008, "An analytically tractable time-changed jump-diffusion default intensity model," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-06, Oct.
• Eva Carceles-Poveda, 2008, "Code and data files for "Asset Prices and Business Cycles under Market Incompleteness"," Computer Codes, Review of Economic Dynamics, number 05-114, revised .
• Martin Lettau & Sydney Ludvigson, 2008, "Code and data files for "Euler Equation Errors"," Computer Codes, Review of Economic Dynamics, number 08-106, revised .
• Eva Carceles-Poveda & Chryssi Giannitsarou, 2008, "Asset Pricing with Adaptive Learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 11, issue 3, pages 629-651, July, DOI: 10.1016/j.red.2007.10.003.
• Martin Bodenstein, 2008, "International Asset Markets and Real Exchange Rate Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 11, issue 3, pages 688-705, July, DOI: 10.1016/j.red.2007.12.003.
• Burcu Eyigungor & Satyajit Chatterjee, 2008, "Maturity, Indebtedness and Default Risk," 2008 Meeting Papers, Society for Economic Dynamics, number 1001.
• Jose Ursua & Jon Steinsson & Emi Nakamura & Robert Barro, 2008, "Crises and Recoveries in an Empirical Model of Consumption Disasters," 2008 Meeting Papers, Society for Economic Dynamics, number 1089.
• Anisha Ghosh & Christian Julliard, 2008, "Can Rare Events Explain the Equity Premium Puzzle?," 2008 Meeting Papers, Society for Economic Dynamics, number 1090.
• David Lopez-Salido & Oscar Arce, 2008, "Housing Bubbles," 2008 Meeting Papers, Society for Economic Dynamics, number 134.
• Peter Seiler & Bart Taub & Dan Bernhardt, 2008, "Speculative Dynamics," 2008 Meeting Papers, Society for Economic Dynamics, number 171.
• Gadi Barlevy, 2008, "A Leverage Based Model of Speculative Bubbles," 2008 Meeting Papers, Society for Economic Dynamics, number 196.
• Philippe Mueller & Mikhail Chernov, 2008, "The Term Structure of Inflation Expectations," 2008 Meeting Papers, Society for Economic Dynamics, number 346.
• Luis M. Viceira & Adi Sunderam & John Y. Campbell, 2008, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," 2008 Meeting Papers, Society for Economic Dynamics, number 355.
• Mikhail Golosov & Aleh Tsyvinski & Guido Lorenzoni, 2008, "Decentralized trading with private information," 2008 Meeting Papers, Society for Economic Dynamics, number 391.
• Pierre-Olivier Weill & Chris Edmond, 2008, "Aggregate implications of micro asset market segmentation," 2008 Meeting Papers, Society for Economic Dynamics, number 481.
• Nicolas Vincent & Isaac Kleshchelski, 2008, "Robust Equilibrium Yield Curves," 2008 Meeting Papers, Society for Economic Dynamics, number 486.
• Enrique Schroth & Rui Albuquerque, 2008, "Determinants Of The Block Premium And Of Private Benefits Of Control," 2008 Meeting Papers, Society for Economic Dynamics, number 655.
• Nick Roussanov & Adrien Verdelhan & Hanno Lustig, 2008, "Common Risk Factors in Currency Markets," 2008 Meeting Papers, Society for Economic Dynamics, number 711.
• Jessica Wachter, 2008, "Can time-varying risk of rare disasters explain aggregate stock market volatility?," 2008 Meeting Papers, Society for Economic Dynamics, number 944.
• Jose Scheinkman, 2008, "Long Term Risk," Annual Meeting Plenary, Society for Economic Dynamics, number 2008-2.
• Radu Lupu & Cristiana Tudor, 2008, "Direction of Change at the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 27, pages 165-185, January.
• Olfa Maalaoui Chun & Georges Dionne & Pascal François, 2008, "Detecting regime shifts in credit spreads," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 08-2, Jun.
• Raya Mamarbachi & Marc Day & Giampiero Favato, 2008, "Evaluating art as an alternative investment aset," Journal of Financial Transformation, Capco Institute, volume 24, pages 63-71.
• Haven, Emmanuel, 2008, "Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 41-58, March.
• Asma Mobarek & A. Sabur Mollah & Rafiqul Bhuyan, 2008, "Market Efficiency in Emerging Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 1, pages 17-41, January, DOI: 10.1177/097265270700700102.
• Wolfgang Breuer, 2008, "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 60, issue 3, pages 224-248, July.
• Christian Schlag, 2008, "Discussion of "Bounded Rationality, Rights Offerings, and Optimal Subscription Prices"," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 60, issue 3, pages 249-250, July.
• Clive Bowsher & Roland Meeks, 2008, "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe24.
• Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008, "Liquidity and Asset Prices," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe28.
• Lucjan T. Orlowski, 2008, "Stages of the Ongoing Global Financial Crisis: Is There a Wandering Asset-Price Bubble?," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0372.
• Giovanni Cespa & Xavier Vives, 2008, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 191, Jan.
• Manuel Ammann & Michael Steiner, 2008, "Risk Factors for the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue I, pages 1-35, March.
• Peter C.B.Phillips & Jun Yu, 2008, "Information Loss in Volatility Measurement with Flat Price Trading," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2008, May.
• Jun Yu, 2008, "A Semiparametric Stochastic Volatility Model," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2008, Jul.
• Andreas M. Fischer & Angelo Ranaldo, 2008, "Does FOMC News Increase Global FX Trading?," Working Papers, Swiss National Bank, number 2008-09.
• Marie Briere & Alexandre Burgues & Ombretta Signori, 2008, "Volatility Exposure for Strategic Asset Allocation," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-034.RS.
• Michel Aglietta & Wladimir Andreff & Bastien Drut, 2008, "Bourse et Football," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0820, Aug.
• I. Roko & M. Gilli, 2008, "Using economic and financial information for stock selection," Computational Management Science, Springer, volume 5, issue 4, pages 317-335, October, DOI: 10.1007/s10287-007-0056-x.
• Miklós Rásonyi, 2008, "A note on arbitrage in term structure," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 31, issue 1, pages 73-79, May, DOI: 10.1007/s10203-007-0075-7.
• Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008, "Consumption, wealth and business cycles in Germany," Empirical Economics, Springer, volume 34, issue 3, pages 451-476, June, DOI: 10.1007/s00181-007-0130-9.
• Lorenzo Cappiello & Nikolaos Panigirtzoglou, 2008, "Estimates of foreign exchange risk premia: a pricing kernel approach," Empirical Economics, Springer, volume 35, issue 3, pages 475-495, November, DOI: 10.1007/s00181-007-0173-y.
• David McMillan, 2008, "Non-linear cointegration and adjustment: an asymmetric exponential smooth-transition model for US interest rates," Empirical Economics, Springer, volume 35, issue 3, pages 591-606, November, DOI: 10.1007/s00181-007-0180-z.
• P. Seiler & B. Taub, 2008, "The dynamics of strategic information flows in stock markets," Finance and Stochastics, Springer, volume 12, issue 1, pages 43-82, January, DOI: 10.1007/s00780-007-0046-4.
• Martin Keller-Ressel & Thomas Steiner, 2008, "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models," Finance and Stochastics, Springer, volume 12, issue 2, pages 149-172, April, DOI: 10.1007/s00780-007-0059-z.
• Delia Coculescu & Hélyette Geman & Monique Jeanblanc, 2008, "Valuation of default-sensitive claims under imperfect information," Finance and Stochastics, Springer, volume 12, issue 2, pages 195-218, April, DOI: 10.1007/s00780-007-0060-6.
• Semyon Malamud, 2008, "Long run forward rates and long yields of bonds and options in heterogeneous equilibria," Finance and Stochastics, Springer, volume 12, issue 2, pages 245-264, April, DOI: 10.1007/s00780-007-0058-0.
• Semyon Malamud, 2008, "Universal bounds for asset prices in heterogeneous economies," Finance and Stochastics, Springer, volume 12, issue 3, pages 411-422, July, DOI: 10.1007/s00780-008-0062-z.
• Damien Lamberton & Mohammed Mikou, 2008, "The critical price for the American put in an exponential Lévy model," Finance and Stochastics, Springer, volume 12, issue 4, pages 561-581, October, DOI: 10.1007/s00780-008-0073-9.
• Douglas Emery & Weiyu Guo & Tie Su, 2008, "A closer look at Black–Scholes option thetas," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 59-74, January, DOI: 10.1007/s12197-007-9000-8.
• Petri Kyröläinen, 2008, "Day trading and stock price volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 75-89, January, DOI: 10.1007/s12197-007-9006-2.
• Priti Verma & Dave Jackson, 2008, "Interest rate and bank stock returns asymmetry: Evidence from U.S. banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 2, pages 105-118, April, DOI: 10.1007/s12197-007-9004-4.
• Robert DiSario & Hakan Saraoglu & Joseph McCarthy & H. Li, 2008, "An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 2, pages 136-147, April, DOI: 10.1007/s12197-007-9010-6.
• Patrick Leoni, 2008, "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 34, issue 1, pages 189-206, January, DOI: 10.1007/s00199-007-0203-1.
• Ulrich Horst & Jan Wenzelburger, 2008, "On non-ergodic asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 34, issue 2, pages 207-234, February, DOI: 10.1007/s00199-006-0175-6.
• Kirsten Rohde, 2008, "Arbitrage opportunities in frictionless markets with sophisticated investors," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 34, issue 2, pages 389-393, February, DOI: 10.1007/s00199-006-0183-6.
• Stephen Clark, 2008, "Competitive prices for a stochastic input–output model with infinite time horizon," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 35, issue 1, pages 1-17, April, DOI: 10.1007/s00199-007-0225-8.
• Jón Daníelsson & Jean-Pierre Zigrand, 2008, "Equilibrium asset pricing with systemic risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 35, issue 2, pages 293-319, May, DOI: 10.1007/s00199-007-0238-3.
• Scott Condie, 2008, "Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 36, issue 1, pages 81-108, July, DOI: 10.1007/s00199-007-0264-1.
• Christian-Oliver Ewald & Zhaojun Yang, 2008, "Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 68, issue 1, pages 97-123, August, DOI: 10.1007/s00186-007-0190-9.
• Dimitrios C. Ghicas & Afroditi Papadaki & Georgia Siougle & Theodore Sougiannis, 2008, "The relevance of quantifiable audit qualifications in the valuation of IPOs," Review of Accounting Studies, Springer, volume 13, issue 4, pages 512-550, December, DOI: 10.1007/s11142-007-9051-2.
• Lundtofte, Frederik, 2008, "Expected life-time utility and hedging demands in a partially observable economy," European Economic Review, Elsevier, volume 52, issue 6, pages 1072-1096, August.
• Tsuyuguchi, Yosuke & Wooldridge, Philip D., 2008, "The evolution of trading activity in Asian foreign exchange markets," Emerging Markets Review, Elsevier, volume 9, issue 4, pages 231-246, December.
• Coudert, Virginie & Gex, Mathieu, 2008, "Does risk aversion drive financial crises? Testing the predictive power of empirical indicators," Journal of Empirical Finance, Elsevier, volume 15, issue 2, pages 167-184, March.