Research classified by Journal of Economic Literature (JEL) codes

2008

• 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 1, 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.
• D’ARGENSIO, John-John & LAURIN, Frédéric, 2008, "The real estate risk premium: A developed/emerging country panel data analysis," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008004, Jan.
• Acharya, Viral & Viswanathan, S., 2008, "Moral Hazard, Collateral and Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 6630, Jan.
• Cooper, Ian & Nyborg, Kjell G., 2008, "Tax-Adjusted Discount Rates with Investor Taxes and Risky Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 6646, Jan.
• rigobon, roberto & Pavlova, Anna, 2008, "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 6647, Jan.
• Zingales, Luigi & Sapienza, Paola & Reuben, Ernesto, 2008, "Procrastination and Impatience," CEPR Discussion Papers, Centre for Economic Policy Research, number 6668, Jan.
• Flood, Robert P & Rose, Andrew, 2008, "Why so Glum? The Meese-Rogoff Methodology Meets the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6714, Feb.
• Albuquerque, Rui & Schroth, Enrique, 2008, "Determinants of the Block Premium and of Private Benefits of Control," CEPR Discussion Papers, Centre for Economic Policy Research, number 6742, Mar.
• Fischer, Andreas & Ranaldo, Angelo, 2008, "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6753, Mar.
• Chernov, Mikhail & Mueller, Philippe, 2008, "The Term Structure of Inflation Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 6809, Apr.
• Flandreau, Marc & Zumer, Frederic & Accominotti, Olivier & Rezzik, Riad, 2008, "Black Man?s Burden: Measured Philanthropy in the British Empire, 1880-1913," CEPR Discussion Papers, Centre for Economic Policy Research, number 6811, Apr.
• Foucault, Thierry & Thesmar, David & Sraer, David, 2008, "Individual Investors and Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 6915, Jul.
• Vives, Xavier & Kovalenkov, Alex, 2008, "Competitive Rational Expectations Equilibria Without Apology," CEPR Discussion Papers, Centre for Economic Policy Research, number 7025, Oct.
• Nikolay Gospodinov & Taisuke Otsu, 2008, "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers, Concordia University, Department of Economics, number 08010, Dec.
• Christian Wolff & Dennis Bams & Thorsten Lehnert, 2008, "Loss Functions in Option Valuation: A Framework for Selection," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 08-11.
• Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas, 2008, "Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US," Working Papers, University of Crete, Department of Economics, number 0807, Jun.
• Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2008, "Nonparametric estimation of conditional beta pricing models," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb082403, May.
• Gil-Bazo, Javier & Ruiz-Verdú, Pablo & Santos, André A. P., 2008, "The performance of socially responsible mutual funds: the role of fees and management companies," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb083409, Jun.
• Moreno, David & Rodríguez, Rosa, 2008, "The value of coskewness in evaluating mutual funds," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb087616, Dec.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• John-John, D’ARGENSIO & Frederic, LAURIN, 2008, "The real estate risk premium : A developed/emerging country panel data analysis," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2008003, Feb.
• Iori, G. & Deissenberg, C., 2008, "An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture," Working Papers, Department of Economics, City St George's, University of London, number 08/03.
• Chiarella, C. & Iori, G. & Perello, J., 2008, "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Working Papers, Department of Economics, City St George's, University of London, number 08/04.
• Branger, Nicole & Schlag, Christian, 2008, "Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 4, pages 1055-1090, December.
• Coronado, Julia & Mitchell, Olivia S. & Sharpe, Steven A. & Blake Nesbitt, S., 2008, "Footnotes aren't enough: the impact of pension accounting on stock values," Journal of Pension Economics and Finance, Cambridge University Press, volume 7, issue 3, pages 257-276, November.
• Sanning, Lee W. & Shaffer, Sherrill & Sharratt, Jo Marie, 2008, "Bordeaux Wine as a Financial Investment," Journal of Wine Economics, Cambridge University Press, volume 3, issue 1, pages 51-71, April.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1647, Mar.
• Geman, Hélyette (ed.), 2008, "Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/116.
• Cécile Kharoubi-Rakotomalala & Christophe Moussu, 2008, "Impact du cadre légal sur le revenu des actionnaires:preuve par la non-normalité," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue 1, pages 185-223, March.
• Richard Agnello & Xiaowen Xu, 2008, "Prices for Paintings by African American Artists and Their Contemporaries: Does Race Matter? (Revision of Working Paper No. 2006-06)," Working Papers, University of Delaware, Department of Economics, number 08-06.
• Michel Aglietta & Laurence Scialom, 2008, "Permanence and innovation in central banking policy for financial stability," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-21.
• BRIO, Esther B. & PEROTE, Javier, 2008, "Forecasting Market Crashes: Does Density Specification Matter?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 8, issue 1, pages 53-58.
• Peter C. B. Phillips & Jun Yu, 2008, "Simulation-based Estimation of Contingent-claims Prices," Finance Working Papers, East Asian Bureau of Economic Research, number 22473, Jan.
• Charles Ka Yui Leung, 2008, "Intra-metropolitan Price and Trading Volume Dynamics : Evidence from Hong Kong," Finance Working Papers, East Asian Bureau of Economic Research, number 22894, Jan.
• Foucault, Thierry & Themar, David & Sraer, David, 2008, "Individual investors and volatility," HEC Research Papers Series, HEC Paris, number 899, Jul.
• Fernandez, Pablo & Bermejo, Vicente J., 2008, "IBEX 35: 1992-2007 - Rentabilidad y creación de valor," IESE Research Papers, IESE Business School, number D/725, Jan.
• Fernandez, Pablo & Bermejo, Vicente J., 2008, "Las empresas españolas en 2007 (y en el periodo 1993-2007). Rentabilidad y creación de valor," IESE Research Papers, IESE Business School, number D/732, Feb.
• Fernandez, Pablo & Bermejo, Vicente, 2008, "Telefónica: 1991-2007. Creación de valor y rentabilidad," IESE Research Papers, IESE Business School, number D/733, Feb.
• Fernandez, Pablo & Bermejo, Vicente, 2008, "Banco Santander: 1991-2007. Creación de valor y rentabilidad," IESE Research Papers, IESE Business School, number D/735, Feb.
• Fernandez, Pablo & Bermejo, Vicente, 2008, "BBVA: 1991-2007. Creación de valor y rentabilidad," IESE Research Papers, IESE Business School, number D/736, Feb.
• Fernandez, Pablo & Bermejo, Vicente, 2008, "Rentabilidad de los fondos de inversión en España. 1991-2007," IESE Research Papers, IESE Business School, number D/737, Mar.
• Fernandez, Pablo & Bermejo, Vicente J., 2008, "Rentabilidad de los fondos de pensiones en España. 1991-2007," IESE Research Papers, IESE Business School, number D/741, Apr.
• Fernandez, Pablo & Bermejo, Vicente J., 2008, "Iberdrola: 1991-2007. Creación de valor y rentabilidad," IESE Research Papers, IESE Business School, number D/742, Apr.
• Fernandez, Pablo & Bermejo, Vicente J., 2008, "Eléctricas españolas: 1991-2007. Creación de valor y rentabilidad para los accionistas," IESE Research Papers, IESE Business School, number D/743, Apr.
• Fernandez, Pablo, 2008, "The equity premium in finance and valuation textbooks," IESE Research Papers, IESE Business School, number D/745, Apr.
• Fernandez, Pablo & Bermejo, Vicente J. & Bilan, Andrada, 2008, "Poor performance of mutual funds in Spain. 1991-2007," IESE Research Papers, IESE Business School, number D/746, Apr.
• Saffi, Pedro, 2008, "Differences of opinion, information and the timing of trades," IESE Research Papers, IESE Business School, number D/747, Apr.
• Saffi, Pedro & Sigurdson, Kari, 2008, "Price efficiency and short selling," IESE Research Papers, IESE Business School, number D/748, Apr.
• Fernandez, Pablo & Bermejo, Vicente J., 2008, "Descensos de las cotizaciones de 154 empresas españolas. 1991-2008," IESE Research Papers, IESE Business School, number D/755, Jun.
• Fernandez, Pablo, 2008, "The equity premium in 100 textbooks," IESE Research Papers, IESE Business School, number D/757, Jul.
• Fernandez, Pablo, 2008, "Prima de riesgo del mercado utilizada: Encuesta 2008," IESE Research Papers, IESE Business School, number D/761, Aug.
• Fernandez, Pablo, 2008, "Dos sentencias con tremendos errores sobre valoración," IESE Research Papers, IESE Business School, number D/763, Sep.
• Fernandez, Pablo, 2008, "Valoración de empresas por descuento de flujos: Diez métodos y siete teorías," IESE Research Papers, IESE Business School, number D/766, Sep.
• Fernandez, Pablo & Bermejo, Vicente J., 2008, "Rentabilidad y creación de valor de 125 empresas españolas en 2008 (hasta el 17 de septiembre)," IESE Research Papers, IESE Business School, number D/767, Sep.
• Fernandez, Pablo, 2008, "160 preguntas sobre finanzas," IESE Research Papers, IESE Business School, number D/770, Nov.
• Fernandez, Pablo, 2008, "Métodos de valoración de empresas," IESE Research Papers, IESE Business School, number D/771, Nov.
• Wang, Daxue, 2008, "Herd behavior towards the market index: Evidence from 21 financial markets," IESE Research Papers, IESE Business School, number D/776, Dec.
• De Santis, Roberto A. & Cappiello, Lorenzo & Baltzer, Markus & Manganelli, Simone, 2008, "Measuring financial integration in new EU Member States," Occasional Paper Series, European Central Bank, number 81, Mar.
• Fornari, Fabio, 2008, "Assessing the compensation for volatility risk implicit in interest rate derivatives," Working Paper Series, European Central Bank, number 859, Jan.
• Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2008, "Stock market volatility and learning," Working Paper Series, European Central Bank, number 862, Feb.
• Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2008, "How arbitrage-free is the Nelson-Siegel Model?," Working Paper Series, European Central Bank, number 874, Feb.
• Amisano, Gianni & Savona, Roberto, 2008, "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series, European Central Bank, number 881, Mar.
• Scheicher, Martin, 2008, "How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches," Working Paper Series, European Central Bank, number 910, Jun.
• Cappiello, Lorenzo & Maddaloni, Angela & Lo Duca, Marco, 2008, "Country and industry equity risk premia in the euro area: an intertemporal approach," Working Paper Series, European Central Bank, number 913, Jun.
• Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2008, "International stock return comovements," Working Paper Series, European Central Bank, number 931, Sep.
• Scheicher, Martin & Raunig, Burkhard, 2008, "A value at risk analysis of cedit default swaps," Working Paper Series, European Central Bank, number 968, Nov.
• Nagano, Teppei & Baba, Naohiko, 2008, "Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan," Working Paper Series, European Central Bank, number 980, Dec.
• GlennD. Rudebusch & Tao Wu, 2008, "A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, volume 118, issue 530, pages 906-926, July.
• Ait-Sahalia, Yacine & Kimmel, Robert L., 2008, "Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-19, Oct.
• Loh, Roger, 2008, "Investor Attention and the Underreaction to Stock Recommendations," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-2, Feb.
• Boyson, Nicole M. & Stahel, Christof W. & Stulz, Rene, 2008, "Hedge Fund Contagion and Liquidity," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-8, May.
• Barth, Mary E. & Konchitchki, Yaniv & Landsman, Wayne R., 2008, "Cost of Capital and Earnings Transparency," Research Papers, Stanford University, Graduate School of Business, number 2015, Dec.
• Boyson, Nicole & Stahel, Christof & Stulz, Rene, 2008, "Is There Hedge Fund Contagion?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 08-2, Mar.
• Eichholtz, Piet & Bauer, Rob & Kok, Nils, 2008, "Corporate Governance and Performance: the REIT Effect," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 08-3, Mar.
• Caporale, Guglielmo Maria & Cerrato, Mario, 2008, "Chebyshev polynomial approximation to approximate partial differential equations," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-15.
• Gregoriou, Andros & Kontonikas, Alexandros, 2008, "The long run relationship between stock prices and goods prices: new evidence from panel cointegration," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-32.
• Koustas, Zisimos & Lamarche, Jean-François & Serletis, Apostolos, 2008, "Threshold random walks in the US stock market," Chaos, Solitons & Fractals, Elsevier, volume 37, issue 1, pages 43-48, DOI: 10.1016/j.chaos.2006.11.024.
• Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008, "A network analysis of the Italian overnight money market," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 1, pages 259-278, January.
• Lemke, Wolfgang, 2008, "An affine macro-finance term structure model for the euro area," The North American Journal of Economics and Finance, Elsevier, volume 19, issue 1, pages 41-69, March.
• Cipollini, A. & Kapetanios, G., 2008, "A stochastic variance factor model for large datasets and an application to S&P data," Economics Letters, Elsevier, volume 100, issue 1, pages 130-134, July.
• Leoni, Patrick L., 2008, "A market microstructure explanation of IPOs underpricing," Economics Letters, Elsevier, volume 100, issue 1, pages 47-48, July.
• Quoreshi, A.M.M. Shahiduzzaman, 2008, "A vector integer-valued moving average model for high frequency financial count data," Economics Letters, Elsevier, volume 101, issue 3, pages 258-261, December.
• 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.