Research classified by Journal of Economic Literature (JEL) codes

2006

• Markus K. Brunnermeier & Christian Julliard, 2006, "Money Illusion and Housing Frenzies," NBER Working Papers, National Bureau of Economic Research, Inc, number 12810, Dec.
• Ping Zhang, 2006, "Uniform price auctions and fixed price offerings in IPOs: an experimental comparison," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2006-05, Apr.
• Ping Zhang, 2006, "A Complete Characterization of Pure Strategy Equilibrium in Uniform Price IPO Auctions," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2006-06, Apr.
• Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2006, "Liquidity and Asset Prices," Foundations and Trends(R) in Finance, now publishers, volume 1, issue 4, pages 269-364, February, DOI: 10.1561/0500000003.
• Clive G. Bowsher & Roland Meeks, 2006, "The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W05, Jun.
• Clive Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W12, Oct.
• Rudiger Ahrend & Pietro Catte & Robert Price, 2006, "Interactions Between Monetary and Fiscal Policy: How Monetary Conditions Affect Fiscal Consolidation," OECD Economics Department Working Papers, OECD Publishing, number 521, Nov, DOI: 10.1787/414663503428.
• Mariana Mazzucato & Massimiliano Tancioni, 2006, "Stock Price Volatility and Patent Citation Dynamics: the case of the pharmaceutical industry," Open Discussion Papers in Economics, The Open University, Faculty of Social Sciences, Department of Economics, number 55, Dec, revised Sep 2007.
• George W. Evans & Avik Chakraborty, 2006, "Can Perpetual Learning Explain the Forward Premium Puzzle?," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2006-8, Jun, revised 20 Aug 2006.
• Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2006, "Institutional Investors and Stock Market Volatility," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 121, issue 2, pages 461-504.
• François Ortalo-Magné & Sven Rady, 2006, "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints ," The Review of Economic Studies, Review of Economic Studies Ltd, volume 73, issue 2, pages 459-485.
• Laura L. Veldkamp, 2006, "Information Markets and the Comovement of Asset Prices," The Review of Economic Studies, Review of Economic Studies Ltd, volume 73, issue 3, pages 823-845.
• Tomas Björk & Irina Slinko, 2006, "Towards a General Theory of Good-Deal Bounds," Review of Finance, European Finance Association, volume 10, issue 2, pages 221-260.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2006, "Downside Risk," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1191-1239.
• Doron Avramov & Tarun Chordia & Amit Goyal, 2006, "The Impact of Trades on Daily Volatility," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1241-1277.
• Joel M. Vanden, 2006, "Option Coskewness and Capital Asset Pricing," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1279-1320.
• João F. Gomes & Amir Yaron & Lu Zhang, 2006, "Asset Pricing Implications of Firms' Financing Constraints," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1321-1356.
• Michael Lemmon & Evgenia Portniaguina, 2006, "Consumer Confidence and Asset Prices: Some Empirical Evidence," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1499-1529.
• Meir Statman & Steven Thorley & Keith Vorkink, 2006, "Investor Overconfidence and Trading Volume," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1531-1565.
• Alan J. Auerbach & Kevin A. Hassett, 2006, "Dividend Taxes and Firm Valuation: New Evidence," American Economic Review, American Economic Association, volume 96, issue 2, pages 119-123, May, DOI: 10.1257/000282806777212495.
• Laura L. Veldkamp, 2006, "Media Frenzies in Markets for Financial Information," American Economic Review, American Economic Association, volume 96, issue 3, pages 577-601, June.
• Raj Chetty, 2006, "A New Method of Estimating Risk Aversion," American Economic Review, American Economic Association, volume 96, issue 5, pages 1821-1834, December, DOI: 10.1257/aer.96.5.1821.
• Sunil K. Bundoo, 2006, "An Investigation of the Size and Value Premium on the Stock Exchange of Mauritius," The African Finance Journal, Africagrowth Institute, volume 8, issue 1, pages 14-25.
• Kofi A. Osei, 2006, "Macroeconomic Factors and the Ghana Stock Market," The African Finance Journal, Africagrowth Institute, volume 8, issue 1, pages 26-38.
• Sunil Bundoo, 2006, "An Examination of the Time Variation in Systematic Risk on the Stock Exchange of Mauritius," The African Finance Journal, Africagrowth Institute, volume 8, issue 2, pages 52-66.
• Bogan, Vicki, 2006, "Bubbles or Convenience Yields? A Theoretical Explanation with Evidence from Technology Company Equity Carve-Outs," Working Papers, Cornell University, Department of Applied Economics and Management, number 127045, DOI: 10.22004/ag.econ.127045.
• Wilson, Christine A. & Featherstone, Allen M., 2006, "Adjusting The Capm For Threshold Effects: An Application To Food And Agribusiness Stocks," Staff Papers, Purdue University, Department of Agricultural Economics, number 28619, DOI: 10.22004/ag.econ.28619.
• Milne, Frank & Jin, Xing, 2006, "Taxation and Transaction Costs in a General Equilibrium Asset Economy," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273587, Oct, DOI: 10.22004/ag.econ.273587.
• Liu, Ying & Papakirykos, Eli & Yuan, Mingwei, 2006, "Market Valuation and Risk Assessment of Canadian Banks," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 01, pages 1-18, DOI: 10.22004/ag.econ.50281.
• Nandha, Mohan & Faff, Robert, 2006, "Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 2, pages 1-16, DOI: 10.22004/ag.econ.50370.
• Frait, Jan & Komarek, Lubos, 2006, "Monetary Policy and Asset Prices: What Role for Central Banks in New EU Member States?," Economic Research Papers, University of Warwick - Department of Economics, number 269631, DOI: 10.22004/ag.econ.269631.
• Daniela Zapodeanu & Dorina Popa, 2006, "Moving Averages In Technical Analysis Of Listed Financial Instruments," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 8, pages 1-57.
• G. De Masi & G. Iori & G. Caldarelli, 2006, "A fitness model for the Italian Interbank Money Market," Papers, arXiv.org, number physics/0610108, Oct.
• Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli, 2006, "Trading strategies in the Italian interbank market," Papers, arXiv.org, number physics/0611023, Nov.
• Alvaro Cartea & Thomas Williams, 2006, "UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0608, Sep.
• Miroslav Misina, 2006, "Benchmark Index of Risk Appetite," Staff Working Papers, Bank of Canada, number 06-16, DOI: 10.34989/swp-2006-16.
• Antonio Diez de los Rios, 2006, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers, Bank of Canada, number 06-27, DOI: 10.34989/swp-2006-27.
• Fousseni Chabi-Yo, 2006, "Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence," Staff Working Papers, Bank of Canada, number 06-38, DOI: 10.34989/swp-2006-38.
• Alexander Melnikov & Yuliya Romanyuk, 2006, "Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets," Staff Working Papers, Bank of Canada, number 06-43, DOI: 10.34989/swp-2006-43.
• Michael R. King & Dan Segal, 2006, "The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation," Staff Working Papers, Bank of Canada, number 06-44, DOI: 10.34989/swp-2006-44.
• Abdelaziz Rouabah, 2006, "L'identité de Fisher et l'interaction entre l'inflation et la rentabilité des actions: l'importance des régimes sous-jacents aux marchés boursiers," BCL working papers, Central Bank of Luxembourg, number 18, Jan.
• Christophe Blot, 2006, "Peut-on parler de bulle sur le marché immobilier au Luxembourg ?," BCL working papers, Central Bank of Luxembourg, number 20, May.
• Pedro Elosegui & Paula Español & Demian Panigo & Juan Sotes Paladino, 2006, "Methodological Alternatives for the Analysis of Financial Constraints in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200602, Apr.
• Verónica Balzarotti, 2006, "Real Interest Rate Risk in the Argentine Banking System. A Measuring Model," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200606, Dec.
• Juan Ayuso & Roberto Blanco & Fernando Restoy, 2006, "House prices and real interest rates in Spain," Occasional Papers, Banco de España, number 0608, Dec.
• Juan Ayuso & Fernando Restoy, 2006, "House prices and rents in Spain: does the discount factor matter?," Working Papers, Banco de España, number 0609, Apr.
• Francisco Alonso & Roberto Blanco & Gonzalo Rubio, 2006, "Option-implied preferences adjustments, density forecasts, and the equity risk premium," Working Papers, Banco de España, number 0630, Nov.
• Ricardo Gimeno & Juan M. Nave, 2006, "Genetic algorithm estimation of interest rate term structure," Working Papers, Banco de España, number 0634, Dec.
• Marcello Pericoli & Massimo Sbracia, 2006, "The CAPM and the risk appetite index; theoretical differences and empirical similarities," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 586, Mar.
• Hanno Lustig & Adrien Verdelhan, 2006, "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," Working papers, Banque de France, number 155.
• Moëc, G., 2006, "La soutenabilité des prix de l’immobilier aux États-Unis et en Europe," Bulletin de la Banque de France, Banque de France, issue 148, pages 21-38.
• Lagerblom, A. & Levy-Rueff, G., 2006, "La gestion des réserves de change et ses conséquences pour les marchés," Bulletin de la Banque de France, Banque de France, issue 148, pages 39-50.
• Daniel, L. & Manas, A., 2006, "Modélisation et analyse des mécanismes du Club de Paris de rachat de créances par prépaiement," Bulletin de la Banque de France, Banque de France, issue 152, pages 45-56.
• Moëc, G., 2006, "Are house prices in the USA and Europe sustainable?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 05, pages 57-77, Autumn.
• Jacques Olivier & José M. Marín, 2015, "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers, Barcelona School of Economics, number 241, Sep.
• Margaret Hwang Smith & Gary Smith, 2006, "Bubble, Bubble, Where's the Housing Bubble?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 37, issue 1, pages 1-68.
• Nikola Tarashev & Kostas Tsatsaronis, 2006, "Risk premia across asset markets: information from option prices," BIS Quarterly Review, Bank for International Settlements, March.
• Christian Upper, 2006, "Derivatives activity and monetary policy," BIS Quarterly Review, Bank for International Settlements, September.
• Haibin Zhu, 2006, "The structure of housing finance markets and house prices in Asia," BIS Quarterly Review, Bank for International Settlements, December.
• Maurizio Luisi & Jeffery D. Amato, 2006, "Macro factors in the term structure of credit spreads," BIS Working Papers, Bank for International Settlements, number 203, Mar.
• Hyun Song Shin, 2006, "Risk and liquidity in a system context," BIS Working Papers, Bank for International Settlements, number 212, Aug.
• Claudio E. V. Borio & Kostas Tsatsaronis, 2006, "Risk in financial reporting: status, challenges and suggested directions," BIS Working Papers, Bank for International Settlements, number 213, Aug.
• Rob Bauer & Rogér Otten & Alireza Tourani Rad, 2006, "New Zealand mutual funds: measuring performance and persistence in performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 46, issue 3, pages 347-363, September, DOI: 10.1111/j.1467-629X.2006.00171.x.
• Simon Grant & John Quiggin, 2006, "The Risk Premium For Equity: Implications For Resource Allocation, Welfare And Policy," Australian Economic Papers, Wiley Blackwell, volume 45, issue 3, pages 253-268, September, DOI: 10.1111/j.1467-8454.2006.00291.x.
• David J. Beggs & Christopher L. Skeels, 2006, "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, volume 82, issue 258, pages 239-252, September, DOI: 10.1111/j.1475-4932.2006.00337.x.
• Eric Jondeau & Michael Rockinger, 2006, "Optimal Portfolio Allocation under Higher Moments," European Financial Management, European Financial Management Association, volume 12, issue 1, pages 29-55, January, DOI: 10.1111/j.1354-7798.2006.00309.x.
• Pilar Abad‐Romero & M. Dolores Robles‐Fernandez, 2006, "Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 5‐6, pages 885-908, June, DOI: 10.1111/j.1468-5957.2006.00608.x.
• Chiaki Hara, 2006, "Heterogeneous Risk Attitudes In A Continuous‐Time Model," The Japanese Economic Review, Japanese Economic Association, volume 57, issue 3, pages 377-405, September, DOI: 10.1111/j.1468-5876.2006.00377.x.
• Leonid Kogan & Stephen A. Ross & Jiang Wang & Mark M. Westerfield, 2006, "The Price Impact and Survival of Irrational Traders," Journal of Finance, American Finance Association, volume 61, issue 1, pages 195-229, February, DOI: 10.1111/j.1540-6261.2006.00834.x.
• Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2006, "The Cross‐Section of Volatility and Expected Returns," Journal of Finance, American Finance Association, volume 61, issue 1, pages 259-299, February, DOI: 10.1111/j.1540-6261.2006.00836.x.
• Francesco Franzoni & José M. Marín, 2006, "Pension Plan Funding and Stock Market Efficiency," Journal of Finance, American Finance Association, volume 61, issue 2, pages 921-956, April, DOI: 10.1111/j.1540-6261.2006.00859.x.
• John Y. Campbell, 2006, "Household Finance," Journal of Finance, American Finance Association, volume 61, issue 4, pages 1553-1604, August, DOI: 10.1111/j.1540-6261.2006.00883.x.
• Malcolm Baker & Jeffrey Wurgler, 2006, "Investor Sentiment and the Cross‐Section of Stock Returns," Journal of Finance, American Finance Association, volume 61, issue 4, pages 1645-1680, August, DOI: 10.1111/j.1540-6261.2006.00885.x.
• Thomas H. Noe & Michael J. Rebello & Jun Wang, 2006, "The Evolution of Security Designs," Journal of Finance, American Finance Association, volume 61, issue 5, pages 2103-2135, October, DOI: 10.1111/j.1540-6261.2006.01052.x.
• Jan Ericsson & Olivier Renault, 2006, "Liquidity and Credit Risk," Journal of Finance, American Finance Association, volume 61, issue 5, pages 2219-2250, October, DOI: 10.1111/j.1540-6261.2006.01056.x.
• Andrew W. Lo & Jiang Wang, 2006, "Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model," Journal of Finance, American Finance Association, volume 61, issue 6, pages 2805-2840, December, DOI: 10.1111/j.1540-6261.2006.01005.x.
• Laurian Lungu & Patrick Minford, 2006, "Explaining The Equity Risk Premium," Manchester School, University of Manchester, volume 74, issue 6, pages 670-700, December, DOI: 10.1111/j.1467-9957.2006.00522.x.
• George A. Christodoulakis & Stephen E Satchell, 2006, "Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility," Working Papers, Bank of Greece, number 32, Jan.
• Yoichi Ueno & Naohiko Baba & Yuji Sakurai, 2006, "The Use of the Black Model of Interest Rates as Options for Monitoring the JGB Market Expectations," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-15, Sep.
• Yoichi Ueno & Naohiko Baba, 2006, "Default Intensity and Expected Recovery of Japanese Banks and "Government": New Evidence from the CDS Market," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-4, Mar.
• Naohiko Baba & Hiromichi Goko, 2006, "Survival Analysis of Hedge Funds," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-5, Mar.
• François Gourio, 2006, "Firms’ Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-005, Feb.
• Hanno Lustig & Adrien Verdelhan, 2006, "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-045, Feb.
• Adrien Verdelhan, 2006, "A Habit-Based Explanation of the Exchange Rate Risk Premium," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-047, Jun.
• Alan De Genaro Dario, 2006, "Pricing Volatility Referenced Assets," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 203-228.
• Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006, "Threshold Random Walks in the U.S. Stock Market," Working Papers, Brock University, Department of Economics, number 0602, May, revised May 2006.
• Mailath, George J. & Nöldeke, Georg, 2006, "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Working papers, Faculty of Business and Economics - University of Basel, number 2006/09.
• Pensa, Pascal, 2006, "Nomen est Omen: How Company Names Influence Short- and Long-Run Stock Market Performance," Working papers, Faculty of Business and Economics - University of Basel, number 2006/13.
• Mariana Mazzucato, 2006, "Innovation and Stock Prices: a Review of some Recent Work," Revue de l'OFCE, Presses de Sciences-Po, volume 97, issue 5, pages 159-179.
• Lionel Nesta & Pier-Paolo Saviotti, 2006, "Intégration technologique et valeur boursière des firmes de biotechnologies," Revue de l'OFCE, Presses de Sciences-Po, volume 96, issue 1, pages 211-233.
• Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006, "Learning, Structural Instability and Present Value Calculations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0602, Jan.
• Whelan, Karl, 2006, "Consumption and Expected Asset Returns Without Assumptions About Unobservables," Research Technical Papers, Central Bank of Ireland, number 4/RT/06, May.
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006, "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 27, revised 2009.
• Elisa Luciano & Wim Schoutens, 2006, "A Multivariate Jump-Driven Financial Asset Model," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 29.
• Auerbach, Alan J. & Hassett, Kevin A., 2006, "Dividend Taxes and Firm Valuation: New Evidence," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt2nt4k6vj, Jan.
• Auerbach, Alan J. & Hassett, Kevin A., 2006, "Dividend Taxes and Firm Valuation: New Evidence," Berkeley Olin Program in Law & Economics, Working Paper Series, Berkeley Olin Program in Law & Economics, number qt2nt4k6vj, Jan.
• Gregory Connor & Oliver Linton, 2006, "Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 506, Sep.
• Lubos Briatka, 2006, "How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp308, Sep.
• Matthias Hagmann & Joachim Loebb, 2006, "Model Combination and Stock Return Predictability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-05, Mar.
• Maria Semenova, 2006, "What Jump Process to use to Model S&P500 Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-06, Mar.
• Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006, "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-15, Mar, revised Jun 2006.
• Jean-Pierre Danthine & Xiangrong JIN, 2006, "Intangible Capital, Corporate Valuation and Asset Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-18, Sep.
• Frederik Lundtofte, 2006, "The Quality of Public Information and The Term Structure of Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-24, Feb, revised Sep 2006.
• Eric Jondeau & Michael Rockinger, 2006, "The Impact of News on Higher Moments," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-28, Nov.
• Ivan Jaccard, 2006, "House Prices, Real Estate Returns and the Business Cycle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-37, Dec.
• Anne Epaulard & Aude Pommeret, 2007, "Bankcruptcy Law and Firms’ Behavior," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-08, Feb.
• Pascal St-Amour, 2007, "Benchmarks in Aggregate Household Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-09, Jan.
• Francesco A. Franzoni, 2008, "Underinvestment vs. Overinvestment: Evidence from Price Reactions to Pension Contributions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-22, May.
• Charles Ka Yui Leung & Peiling Wei & Siu Kei Wong, 2006, "Are the markets for factories and offices integrated? Evidence from Hong Kong?," Discussion Papers, Chinese University of Hong Kong, Department of Economics, number 00018, Feb.
• Charles Ka Yui Leung & Peiling Wei & Siu Kei Wong, 2006, "Are the markets for factories and offices integrated? Evidence from Hong Kong?," Departmental Working Papers, Chinese University of Hong Kong, Department of Economics, number _179, Feb.
• George J. Mailath & Georg Nöldeke, 2006, "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Levine's Bibliography, UCLA Department of Economics, number 321307000000000267, Jul.
• Yaiza García Padrón & Juan García Boza, 2006, "Revisión bibliográfica de la evidencia empírica de los modelos multifactoriales de valoración de activos financieros," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Ignacio Vélez-Pareja & Julián Benavides-Franco, 2006, "There exists circularity between WACC and value? Another solution," Estudios Gerenciales, Universidad Icesi.
• Rubén Darío Álvarez García & Karina Isabel Garc�a Monsalve & Andr�s Felipe Borr�ez �lvarez, 2006, "Las razones para valorar una empresa y los métodos empleados," Revista Semestre Económico, Universidad de Medellín.
• Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006, "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-33, Aug.
• Dutordoir, M.D.R.P. & Van de Gucht, L., 2006, "Why Do Western European Firms Issue Convertibles Instead of Straight Debt or Equity?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-056-F&A, Oct.
• Dutordoir, M.D.R.P. & Van de Gucht, L., 2006, "Are There Windows of Opportunity for Convertible Debt Issuance? Evidence for Western Europe," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-055-F&A, Oct.
• Jorge H. del Castillo-Spíndola, 2006, "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 21, issue 2, pages 275-297.
• Nikolaos Eriotis & Dimitrios Vasiliou & Spyros Papathanasiou, 2006, "Testing Technical Anomalies in Athens Stock Exchange (ASE)," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 75-90.
• Edward J. Lusk & Michael HALPERIN & Li Yue, 2006, "A Behavioural Finance Explanation of a Gearing-ß Inverse Association Referencing Weill’s Liquidity Result (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 3-4, pages 168-177, March.
• Yeliz Yalcin & Eray M. Yycel, 2006, "The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 5-6, pages 258-277, May.
• Jan Brùha & Alexis Derviz, 2006, "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 318-343, July.
• ZANG Xuheng & WANG Liping, 2006, "An analysis of the consumption risk and asset returns of Chinese residents," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 1, issue 3, pages 395-405, September.
• SHENG Bin, 2006, "Political economy of China¡¯s trade policy: the evidence from industrial protection in 1990s," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 1, issue 3, pages 406-432, September.
• Pengguo wang, 2006, "Option Pricing with Long-Short Spreads," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 1, pages 1-28, June.
• Fernandes, Marcelo & Rocha, Marco Aurélio dos Santos, 2006, "Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 630, Nov.
• Ricardo Lagos & Guillaume Rocheteau, 2006, "Search in asset markets," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0607, DOI: 10.26509/frbc-wp-200607.
• Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006, "The Bond Yield “Conundrum” from a Macro-Finance Perspective," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-16, May, DOI: 10.24148/wp2006-16.
• Tim Bollerslev & Hao Zhou, 2006, "Expected stock returns and variance risk premia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-11.
• Gregory H. Bauer & Clara Vega, 2006, "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 872.
• Martin Bodenstein, 2006, "International Asset Markets and Real Exchange Rate Volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 884.
• Torben G. Andersen & Luca Benzoni, 2006, "Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-15.
• Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006, "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers, Federal Reserve Bank of St. Louis, number 2003-024, DOI: 10.20955/wp.2003.024.
• Anthony Pennington-Cross, 2006, "The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing," Working Papers, Federal Reserve Bank of St. Louis, number 2006-027, DOI: 10.20955/wp.2006.027.
• Kevin X. D. Huang & Zheng Liu & Qi Zhu, 2006, "Temptation and self-control: some evidence and applications," Staff Report, Federal Reserve Bank of Minneapolis, number 367, DOI: 10.21034/sr.367.
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• Schmeling, Maik, 2006, "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-337, May.
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• Quoreshi, Shahiduzzaman, 2006, "LongMemory, Count Data, Time Series Modelling for Financial Application," Umeå Economic Studies, Umeå University, Department of Economics, number 673, Apr.
• Quoreshi, Shahiduzzaman, 2006, "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 674, Apr.
• Quoreshi, Shahiduzzaman, 2006, "Time Series Modelling Of High Frequency Stock Transaction Data," Umeå Economic Studies, Umeå University, Department of Economics, number 675, Apr.
• Brännäs, Kurt & Lönnbark, Carl, 2006, "Effects of Explanatory Variables in Count Data Moving Average Models," Umeå Economic Studies, Umeå University, Department of Economics, number 679, Apr.
• Daunfeldt, Sven-Olov & Selander, Carina & Wikström, Magnus, 2006, "Taxation, Dividend Payments and Ex-Day Price Changes," Umeå Economic Studies, Umeå University, Department of Economics, number 684, Jun.
• Hellström, Jörgen & Simonsen, Ola, 2006, "Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements?," Umeå Economic Studies, Umeå University, Department of Economics, number 687, Aug.
• Simonsen, Ola, 2006, "Stock Data, Trade Durations, And Limit Order Book Information," Umeå Economic Studies, Umeå University, Department of Economics, number 689, Aug.
• Fukuda, Shin-ichi & 福田, 慎一 & フクダ, シンイチ & Koibuchi, Satoshi & 鯉渕, 賢 & コイブチ, サトシ, 2006, "The Impacts of "Shock Therapy" on Large and Small Clients: Experiences from Two Large Bank Failures in Japan," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-8, Oct.
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