Research classified by Journal of Economic Literature (JEL) codes

2009

• Ricardo J. Caballero & Arvind Krishnamurthy, 2009, "Global Imbalances and Financial Fragility," NBER Working Papers, National Bureau of Economic Research, Inc, number 14688, Jan.
• Martin Lettau & Jessica A. Wachter, 2009, "The Term Structures of Equity and Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 14698, Jan.
• John Y. Campbell & Adi Sunderam & Luis M. Viceira, 2009, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 14701, Feb.
• Lubos Pastor & Robert F. Stambaugh, 2009, "Are Stocks Really Less Volatile in the Long Run?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14757, Feb.
• Robert J. Barro & José F. Ursúa, 2009, "Stock-Market Crashes and Depressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 14760, Feb.
• Lars Ljungqvist & Harald Uhlig, 2009, "Optimal Endowment Destruction under Campbell-Cochrane Habit Formation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14772, Mar.
• Jason Beeler & John Y. Campbell, 2009, "The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment," NBER Working Papers, National Bureau of Economic Research, Inc, number 14788, Mar.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2009, "Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14804, Mar.
• Ravi Bansal & Ivan Shaliastovich, 2009, "Learning and Asset-Price Jumps," NBER Working Papers, National Bureau of Economic Research, Inc, number 14814, Mar.
• Ravi Bansal & Ivan Shaliastovich, 2009, "Confidence Risk and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 14815, Mar.
• Patrick Bolton & Hui Chen & Neng Wang, 2009, "A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 14845, Apr.
• Simon Gilchrist & Vladimir Yankov & Egon Zakrajsek, 2009, "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14863, Apr.
• John Y. Campbell & Stefano Giglio & Parag Pathak, 2009, "Forced Sales and House Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 14866, Apr.
• Francis A. Longstaff & Brett Myers, 2009, "Valuing Toxic Assets: An Analysis of CDO Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 14871, Apr.
• Richard A. Lambert & Christian Leuz & Robert E. Verrecchia, 2009, "Information Asymmetry, Information Precision, and the Cost of Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 14881, Apr.
• Zhi Da & Re-Jin Guo & Ravi Jagannathan, 2009, "CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 14889, Apr.
• Christian Leuz & Catherine Schrand, 2009, "Disclosure and the Cost of Capital: Evidence from Firms' Responses to the Enron Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 14897, Apr.
• Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009, "Risk Shifting and Mutual Fund Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 14903, Apr.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14931, Apr.
• Bruno Biais & Pierre-Olivier Weill, 2009, "Liquidity Shocks and Order Book Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 15009, May.
• John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009, "Understanding Inflation-Indexed Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15014, May.
• Geert Bekaert & Eric Engstrom, 2009, "Inflation and the Stock Market:Understanding the "Fed Model"," NBER Working Papers, National Bureau of Economic Research, Inc, number 15024, Jun.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers, National Bureau of Economic Research, Inc, number 15047, Jun.
• Robert B. Barsky, 2009, "The Japanese Bubble: A 'Heterogeneous' Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 15052, Jun.
• John Geanakoplos & Stephen P. Zeldes, 2009, "Market Valuation of Accrued Social Security Benefits," NBER Working Papers, National Bureau of Economic Research, Inc, number 15170, Jul.
• Sydney C. Ludvigson & Serena Ng, 2009, "A Factor Analysis of Bond Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 15188, Jul.
• Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009, "Market Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 15189, Jul.
• Nicolae B. Garleanu & Lasse H. Pedersen, 2009, "Dynamic Trading with Predictable Returns and Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15205, Aug.
• Long Chen & Lu Zhang, 2009, "The stock market and aggregate employment," NBER Working Papers, National Bureau of Economic Research, Inc, number 15219, Aug.
• Geert Bekaert & Eric Engstrom, 2009, "Asset Return Dynamics under Bad Environment Good Environment Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 15222, Aug.
• David Backus & Mikhail Chernov & Ian Martin, 2009, "Disasters implied by equity index options," NBER Working Papers, National Bureau of Economic Research, Inc, number 15240, Aug.
• Fatih Guvenen, 2009, "A Parsimonious Macroeconomic Model for Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15243, Aug.
• Robert J. Barro & Tao Jin, 2009, "On the Size Distribution of Macroeconomic Disasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 15247, Aug.
• Chris Edmond & Pierre-Olivier Weill, 2009, "Aggregate Implications of Micro Asset Market Segmentation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15254, Aug.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009, "The Determinants of Stock and Bond Return Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 15260, Aug.
• Yannick Malevergne & Pedro Santa-Clara & Didier Sornette, 2009, "Professor Zipf goes to Wall Street," NBER Working Papers, National Bureau of Economic Research, Inc, number 15295, Aug.
• Lasse Heje Pedersen, 2009, "When Everyone Runs for the Exit," NBER Working Papers, National Bureau of Economic Research, Inc, number 15297, Aug.
• Yong Chen & Wayne Ferson & Helen Peters, 2009, "Measuring the Timing Ability and Performance of Bond Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 15318, Sep.
• Clemens Sialm & Laura Starks, 2009, "Mutual Fund Tax Clienteles," NBER Working Papers, National Bureau of Economic Research, Inc, number 15327, Sep.
• Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann, 2009, "Tiebreaker: Certification and Multiple Credit Ratings," NBER Working Papers, National Bureau of Economic Research, Inc, number 15331, Sep.
• Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov, 2009, "Risk Aversion and Clientele Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 15333, Sep.
• Narasimhan Jegadeesh & Roman Kräussl & Joshua Pollet, 2009, "Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 15335, Sep.
• George O. Aragon & Philip E. Strahan, 2009, "Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy," NBER Working Papers, National Bureau of Economic Research, Inc, number 15336, Sep.
• Nicolae B. Gârleanu & Stavros Panageas & Jianfeng Yu, 2009, "Technological Growth and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15340, Sep.
• Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009, "Systemic Risk and the Refinancing Ratchet Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 15362, Sep.
• David B. Brown & Bruce Ian Carlin & Miguel Sousa Lobo, 2009, "On the Scholes Liquidation Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 15381, Sep.
• Yi-Li Chien & Harold L. Cole & Hanno Lustig, 2009, "Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15382, Sep.
• François Gourio, 2009, "Disasters Risk and Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 15399, Oct.
• Nicolae Gârleanu & Leonid Kogan & Stavros Panageas, 2009, "The Demographics of Innovation and Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 15457, Oct.
• Todd M. Sinai & Nicholas S. Souleles, 2009, "Can Owning a Home Hedge the Risk of Moving?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15462, Oct.
• Ravi Bansal & Dana Kiku & Amir Yaron, 2009, "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 15504, Nov.
• Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman, 2009, "Risk Price Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 15506, Nov.
• Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2009, "Decentralized Trading with Private Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 15513, Nov.
• Alexander David & Pietro Veronesi, 2009, "What Ties Return Volatilities to Price Valuations and Fundamentals?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15563, Dec.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009, "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15591, Dec.
• Johannes C. Stroebel & John B. Taylor, 2009, "Estimated Impact of the Fed's Mortgage-Backed Securities Purchase Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 15626, Dec.
• John A. Tatom, 2009, "U.S. Monetary Policy and Stock Prices: Should the Fed Attempt to Control Stock Prices?," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2009-WP-14, Dec.
• Srinivas Nippani & Stanley D. Smith, 2009, "The Increasing Default Risk of U.S. Treasuries Securities Due to the Financial Crisis," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2010-WP-01, Apr.
• Hugh Kelley & Tom Evans, 2009, "Measuring the Impact of Behavioural Traders in the Market for Closed-end Country Funds from 2002 to 2009," Working Papers, National University of Ireland Galway, Department of Economics, number 0148, revised 2009.
• Nicholas Apergis & Stephen M. Miller, 2009, "Do Structural Oil-Market Shocks Affect Stock Prices?," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0917, Mar.
• Ping Zhang, 2009, "Characterization of Pure Strategy Equilibria in Uniform Price IPO Auctions," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2009-05, Feb.
• Darrell Duffie & Bruno Strulovici, 2009, "Capital Mobility and Asset Pricing," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1478, Sep.
• Chris McDonald & Mark Smith, 2009, "Developing stratified housing price measures for New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/07, Aug.
• Leo Krippner, 2009, "A theoretical foundation for the Nelson and Siegel class of yield curve models," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/10, Sep.
• David Haugh & Patrice Ollivaud & David Turner, 2009, "What Drives Sovereign Risk Premiums?: An Analysis of Recent Evidence from the Euro Area," OECD Economics Department Working Papers, OECD Publishing, number 718, Jul, DOI: 10.1787/222675756166.
• Burkhard Raunig & Martin Scheicher, 2009, "Are Banks Different? Evidence from the CDS Market," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 152, Feb.
• Gavriletea Marius Dan & Gavriletea Mihaela Ioana, 2009, "The Effects Of The Energy To Ecosystem And Risk Management Solution For Covering The Potential Losses," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 212-217, May.
• Barna Flavia & Danuletiu Adina Elena & Mura Petru Ovidiu, 2009, "Role Of Information In Adoption Of Investment Decisions On Capital Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 474-479, May.
• Shoko Morimoto, 2009, "Asset markets can achieve efficiency in the directed search framework," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-33, Sep.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009, "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 1, pages 124-163, 2012 10 1.
• 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.
• Wahyudi, Imam & Robbi, Abdu, 2009, "Exploring Determinant Factors of Bond Trading with Inventory Management Theory (Case Study of Indonesian Capital Market, January – March 2009)," MPRA Paper, University Library of Munich, Germany, number 59883, Aug, revised 16 Jul 2010.
• Giovanis, Eleftherios, 2009, "Calendar Effects and Seasonality on Returns and Volatility," MPRA Paper, University Library of Munich, Germany, number 64404.
• Ganchev, Alexander, 2009, "Modeling the yield curve of spot interest rates under the conditions in Bulgaria," MPRA Paper, University Library of Munich, Germany, number 70048, Sep.
• Jaramba, Toddy & Fadiran, Gideon, 2009, "Analysis of Volatility transmission across South African Financial Markets," MPRA Paper, University Library of Munich, Germany, number 77592, Oct, revised 16 Mar 2017.
• Trabelsi, Mohamed Ali, 2009, "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 80441, revised 2009.
• CHIKHI, Mohamed, 2009, "Identification non paramétrique d’un processus non linéaire hétéroscédastique
  [Nonparametric identification of heteroscedastic nonlinear process]," MPRA Paper, University Library of Munich, Germany, number 82108, revised 2009.
• Camilleri, Silvio John & Green, Christopher, 2009, "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 85069, Jan.
• Nakashima, Kiyotaka & Saito, Makoto, 2009, "Credit Spreads on Corporate Bonds and the Macroeconomy in Japan," MPRA Paper, University Library of Munich, Germany, number 89089, Apr.
• Camilleri, Silvio John & Green, Christopher J., 2009, "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 95300.
• Miloš Mařík, 2009, "Some Essential Notes on Estimation of Multidimensional Business Values for Decision-making about Purchase and Sale
  [Několik zásadních poznámek k odhadům vícedimensionálních hodnot podniku pro rozhodování o koupi a prodeji]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2009, issue 1, pages 72-76, DOI: 10.18267/j.cfuc.21.
• David S. Lee & Alexandre Mas, 2009, "Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1136, Jan.
• Burton G. Malkiel & Derek Jun, 2009, "The Value Effect and the Market For Chinese Stocks," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1177, Jul.
• Jaroslav Borovicka & Lars Peter Hansen & Mark Hendricks & Jose A. Scheinkman, 2009, "Risk Price Dynamics," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1393, Nov.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2009, "Monetary Policy, Liquidity, and Financial Crises: Market and Public Liquidity," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1394, Oct.
• Denis Duverne & Amélie Oudea-Castera, 2009, "Que signifient les variations du dollar pour un grand acteur multinational ?," Revue d'Économie Financière, Programme National Persée, volume 94, issue 1, pages 117-133, DOI: 10.3406/ecofi.2009.5295.
• Umberto Triacca, 2009, "Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 285-291, November.
• Szymon Grabowski, 2009, "The Financial Indicators Leading Real Economic Activity - the Case of Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 4, pages 311-332, December.
• Lourdes Trevino, 2009, "Diversified returns, aggregate wealth and varying market risk premium: testing the CAPM with data for Mexico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 6, issue 1, pages 127-136, Julio - D.
• Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2009, "Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 09-02.
• María de Lourdes Cárcamo Solís & María del Pilar Ester Arroyo López, 2009, "La Crisis Hipotecaria De Estados Unidos Y Sus Repercusiones En México," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 24, pages 93-104, Julio-Dic.
• Pereda, Javier, 2009, "Estimación de la curva de rendimiento cupón cero para el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 17, pages 113-145.
• Chris Brooks & Xiafei Li & Joelle Miffre, 2009, "Time Varying Volatility and the Cross-Section of Equity Returns Â," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-01, Mar.
• Xiafei Li & Chris Brooks & Joelle Miffre, 2009, "Transaction Costs, Trading Volume and Momentum Strategies," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-04, May.
• Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2009, "Testing for periodically collapsing rational speculative bubbles in US REITs," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-11, Sep.
• Franz Fuerst & Gianluca Marcato, 2009, "Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2009-01.
• Neil Crosby & Colin Lizieri & Patrick McAllister, 2009, "Means, Motive and Opportunity? Disentangling Client Influence on Performance Measurement Appraisals," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2009-09.
• Claudio Campanale & Rui Castro & Gian Luca Clementi, 2009, "Code and data files for "Asset Pricing in a Production Economy with Chew-Dekel Preferences"," Computer Codes, Review of Economic Dynamics, number 07-51, revised .
• Eva Carceles-Poveda & Daniele Coen Pirani, 2009, "Code and data files for "Owning Capital or being Shareholders: an equivalence result with Incomplete Markets"," Computer Codes, Review of Economic Dynamics, number 08-124, revised .
• Eva Carceles-Poveda, 2009, "Asset Prices and Business Cycles under Market Incompleteness," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 12, issue 3, pages 405-422, July, DOI: 10.1016/j.red.2008.07.004.
• Martin Lettau & Sydney Ludvigson, 2009, "Euler Equation Errors," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 12, issue 2, pages 255-283, April, DOI: 10.1016/j.red.2008.11.004.
• Francois Gourio, 2009, "Disaster risk and business cycles," 2009 Meeting Papers, Society for Economic Dynamics, number 1176.
• Stavros Panageas & Leonid Kogan & Nicolae Garleanu, 2009, "The Demographics of Innovation and Asset Returns," 2009 Meeting Papers, Society for Economic Dynamics, number 140.
• Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009, "Market Selection," 2009 Meeting Papers, Society for Economic Dynamics, number 274.
• Mikhail Chernov & Ruslan Bikbov, 2009, "Monetary Policy Regimes and the Term Structure of Interest Rates," 2009 Meeting Papers, Society for Economic Dynamics, number 334.
• Vladimir Yankov & Egon Zakrajsek & Simon Gilchrist, 2009, "Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets," 2009 Meeting Papers, Society for Economic Dynamics, number 514.
• Arvind Krishnamurthy & Zhiguo He, 2009, "A Model of Capital and Crises," 2009 Meeting Papers, Society for Economic Dynamics, number 85.
• Bruno Strulovici & Darrell Duffie, 2009, "Capital Mobility and Asset Pricing," 2009 Meeting Papers, Society for Economic Dynamics, number 87.
• Pierre-Olivier Weill & Bruno Biais, 2009, "Liquidity shocks and order book dynamics," 2009 Meeting Papers, Society for Economic Dynamics, number 89.
• Nikola Gradojevic & Ramazan Gencay & Dragan Kukolj, 2009, "Option Pricing with Modular Neural Networks," Working Paper series, Rimini Centre for Economic Analysis, number 32_09, Jan.
• André Ventura & Marcio Gomes Pinto Garcia, 2009, "Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 563, Nov.
• Donghyun Park & Qin Xiao, 2009, "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series, Asian Development Bank, number 146, Jan.