Research classified by Journal of Economic Literature (JEL) codes

1994

• David K. Backus & Silverio Foresi & Stanley E. Zin, 1994, "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 94-28.
• Sophie Manigart & Peter Joos & Donaat De Vos, 1994, "The Performance of Publicly Traded European Venture Capital Companies," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 3, issue 2, pages 111-125, Spring.
• Daniel L. McConaughy & Manjeet S. Dhatt & Yong H. Kim, 1994, "Corporate Efficiency, Profitability, and Value Changes after the IPO," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 3, issue 2, pages 167-170, Spring.
• Terry Dorsey, 1994, "Portfolio Management for Privately-Held Securities: Investment Selection and Performance Measurement," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 3, issue 2, pages 171-176, Spring.
• Dilip B. Madan & Frank Milne, 1994, "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Working Paper, Economics Department, Queen's University, number 1158, Jul.
• Dow, James & Gorton, Gary, 1994, "Arbitrage Chains," Journal of Finance, American Finance Association, volume 49, issue 3, pages 819-849, July.
• Dilip B. Madan & Frank Milne, 1994, "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Mathematical Finance, Wiley Blackwell, volume 4, issue 3, pages 223-245, July, DOI: 10.1111/j.1467-9965.1994.tb00093.x.
• Marco Bonomo & René Garcia, 1994, "Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles," CIRANO Working Papers, CIRANO, number 94s-14, Oct.
• Svensson, Lars E O, 1994, "Estimating and Interpreting Forward Interest Rates: Sweden 1992-4," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1051, Oct.
• Begoña Basarrate & Gonzalo Rubio, 1994, "El efecto maquillaje de la instituciones de inversión colectiva la legislación fiscal y la estacionalidad del mercado de valores," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 36-51.
• Lorenzo de Cristobal y de Nicolás, 1994, "Evolución de los productos derivados sobre tipos de interés en España: análisis de sus riestos y ventajas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 52-69.
• Arturo de la Lama López-Areal, 1994, "Regulación y control de los nuevos riesgos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 70-93.
• Angel Berges Lobera, 1994, "El seguro en la moderna teoría financiera," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 94-109.
• Agustín Garmendia Iribar, 1994, "Deuda pública de Euskadi," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 126-147.
• Alberto Alberdi & Leyre Barrena & Arantza Olalde, 1994, "Aproximación a las cuentas financieras de la economía vasca 1985-1991," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 178-229.
• William Perraudin & Bent Sørensen, 1994, "Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing," Discussion Papers, University of Copenhagen. Department of Economics, number 94-16, Dec.
• Ghysels, E. & Jasiak, J., 1994, "Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9403.
• Ghysels, E. & Jasiak, J., 1994, "Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9403.
• Bernard Dumas, 1994, "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Chapters, National Bureau of Economic Research, Inc, "The Internationalization of Equity Markets".
• Lars Peter Hansen & Ravi Jagannathan, 1994, "Assessing Specification Errors in Stochastic Discount Factor Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0153, Feb.
• Andrea E. Beltratti & Robert J. Shiller, 1991, "Actual and Warranted Relations Between Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 3640, Mar.
• Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1994, "The Implications of First-Order Risk Aversion for Asset Market Risk Premiums," NBER Working Papers, National Bureau of Economic Research, Inc, number 4624, Jan.
• Eugene N. White & Peter Rappoport, 1994, "The New York Stock Market in the 1920s and 1930s: Did Stock Prices Move Together Too Much?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4627, Jan.
• Bernard Dumas, 1994, "A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 4657, Feb.
• David K. Backus & Stanley E. Zin, 1994, "Reverse Engineering the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 4676, Mar.
• Shmuel Kandel & Robert F. Stambaugh, 1994, "Portfolio Inefficiency and the Cross-Section of Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 4702, Apr.
• A. Craig MacKinlay, 1994, "Multifactor Models Do Not Explain Deviations from the CAPM," NBER Working Papers, National Bureau of Economic Research, Inc, number 4756, Jun.
• Jesse M. Abraham & Patric H. Hendershott, 1994, "Bubbles in Metropolitan Housing Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 4774, Jun.
• Patric H. Hendershott, 1994, "Rental Adjustment & Valuation of Real Estate in Overbuilt Markets: Fundamental vs. Reported Office Market Values in Sydney Australia," NBER Working Papers, National Bureau of Economic Research, Inc, number 4775, Jun.
• Roni Michaely & Richard H. Thaler & Kent Womack, 1994, "Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4778, Jun.
• Thomas Gehrig & Matthew Jackson, 1994, "Bid-Ask Spreads with Indirect Competition Among Specialists," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1107, Oct.
• Svensson, Lars E O, 1994, "The Simplest Test of Inflation Target Credibility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 940, Apr.
• Svensson, Lars E O, 1994, "Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 941, Apr.
• Dumas, B. & Solnik, B., 1994, "The World Price of Foreign Exchange Risk," DELTA Working Papers, DELTA (Ecole normale supérieure), number 94-05.
• Dumas, B., 1994, "A Test of the International Capm using Business Cycles Indicators as Instrumental Variables," DELTA Working Papers, DELTA (Ecole normale supérieure), number 94-07.
• Magill, Michael & Quinzii, Martine, 1994, "Infinite Horizon Incomplete Markets," Econometrica, Econometric Society, volume 62, issue 4, pages 853-880, July.
• Tzavalis, E. & Wickens, M.R., 1994, "The Persistence in Volatility of the US Term Premium 1970-1986," Discussion Papers, University of Exeter, Department of Economics, number 9409.
• Lars Norden, 1994, "Daily distribution of Swedish OMX-index returns over intraday-to-intraday time intervals," Finnish Economic Papers, Finnish Economic Association, volume 7, issue 1, pages 3-16, Spring.
• Kim Nummelin, 1994, "Risk aversion, multivariate proxies and the behavior of asset returns," Finnish Economic Papers, Finnish Economic Association, volume 7, issue 2, pages 94-107, Autumn.
• Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1994, "The implications of first-order risk aversion for asset market risk premiums," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-22.
• Lars Peter Hansen & Ravi Jagannathan, 1994, "Assessing specification errors in stochastic discount factor models," Staff Report, Federal Reserve Bank of Minneapolis, number 167.
• Backus, D.K. & Foresi, S. & Zin, S.E., 1994, "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Papers, Columbia - Graduate School of Business, number 95-02.
• Schwert, G.W., 1994, "Mark-up Pricing in Mergers and Acquisitions," Papers, Rochester, Business - Financial Research and Policy Studies, number 95-01.
• Bernard Dumas & Bruno Solnik, 1994, "The world price of foreign exchange risk," Working Papers, HAL, number hal-00607984.

1993

• Per Frennberg & Björn Hansson, 1993, "Some distributional properties of monthly stock returns in Sweden 1919-1990," Finnish Economic Papers, Finnish Economic Association, volume 6, issue 2, pages 108-122, Autumn.
• Dumas, B. & Solnik, B., 1993, "The World Price of Foreign Exchange Risk," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research, number 93-9.
• Magill, M. & Quinzii, M., 1993, "Infinite Horizon Incomplete Markets," Papers, Southern California - Department of Economics, number 9320.
• Svensson, L.E.O., 1993, "Monetary Policy with Flexible Exchange Rates and Foreward Interest Rates as Indicators," Papers, Stockholm - International Economic Studies, number 559.
• Svensson, L.E.O., 1993, "The Simplest Test of Inflation Target Credibility," Papers, Stockholm - International Economic Studies, number 560.
• Campbell, John Y. & Mei, Jianping, 1993, "Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk," Scholarly Articles, Harvard University Department of Economics, number 3353757.
• Sushil Bikhchandani & Chi-fu Huang, 1993, "The Economics of Treasury Securities Markets," Journal of Economic Perspectives, American Economic Association, volume 7, issue 3, pages 117-134, Summer.
• Douglas Stone & William T. Ziemba, 1993, "Land and Stock Prices in Japan," Journal of Economic Perspectives, American Economic Association, volume 7, issue 3, pages 149-165, Summer.
• Lev, B & Thiagarajan, Sr, 1993, "Fundamental Information Analysis," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue 2, pages 190-215, DOI: http://hdl.handle.net/10.2307/24912.
• Antonio Cabrales & Takeo Hoshi, 1993, "Heterogeneous beliefs, wealth accumulation and asset price dynamics," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 55, Feb, revised Jun 1993.
• Zuliu Hu, 1993, "The Yield Curve and Real Activity," IMF Staff Papers, Palgrave Macmillan, volume 40, issue 4, pages 781-806, December.
• Robert M. Hull & Richard Fortin, 1993, "Issuance Expenses and Common Stock Offerings for Over-the-Counter Firms," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 3, issue 1, pages 1-16, Fall.
• Sung-Il Cho, 1993, "Who Failed to Go Public with Best Efforts Offerings," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 3, issue 1, pages 63-77, Fall.
• Marco Antonio Bonomo & Rene Garcia, 1993, "Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 308, Sep.
• James Dow & Gary Gorton, 1993, "Arbitrage Chains," CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX., number 0035, Oct.
• Pindyck, Robert S, 1993, "The Present Value Model of Rational Commodity Pricing," Economic Journal, Royal Economic Society, volume 103, issue 418, pages 511-530, May.
• Garcia, R. & Bonomo, M., 1993, "Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9334.
• John Y. Campbell, 1993, "Why Long Horizons: A Study of Power Against Persistent Alternatives," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0142, Sep.
• Lars Peter Hansen & John Heaton & Erzo G.J. Luttmer, 1993, "Econometric Evaluation of Asset Pricing Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0145, Oct.
• Robert S. Pindyck, 1992, "The Present Value Model of Rational Commodity Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 4083, May.
• Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1993, "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 4294, Mar.
• James Dow & Gary Gorton, 1993, "Arbitrage Chains," NBER Working Papers, National Bureau of Economic Research, Inc, number 4314, Apr.
• James Dow & Gary Gorton, 1993, "Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 4315, Apr.
• John Campbell & Jianping Mei, 1993, "Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 4329, Apr.
• Bernard Dumas & Bruno Solnik, 1993, "The World Price of Foreign Exchange Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 4459, Sep.
• John Y. Campbell, 1993, "Understanding Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 4554, Nov.
• Beltratti, Andrea E & Shiller, Robert J, 1993, "Actual and Warranted Relations between Asset Prices," Oxford Economic Papers, Oxford University Press, volume 45, issue 3, pages 387-402, July.

1992

• Jean-Pierre DANTHINE & John B. DONALDSON & Rajnish MEHRA, 1992, "The Equity Premium and the Allocation of Income Risk," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9203, Mar.
• Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-, 1992, "Maximizing predictability in the stock and bond markets," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 3450-92..
• Robert J. Shiller, 1992, "Market Volatility," MIT Press Books, The MIT Press, number 0262691515, edition 1, ISBN: ARRAY(0x6bb71468), December.
• Gelsomini, Luca, 2012, "Public Disclosure by ‘Small’ Traders," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 998.
• Jean-Pierre Danthine & John B. Donaldson & Rajnish Mehra, 1992, "The equity premium and the allocation of income risk," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 60.
• Magill, M. & Quinzii, M., 1992, "Infinite Horizon Incomplete Markets," Papers, California Davis - Institute of Governmental Affairs, number 413a.
• Danthine, J.P. & Donaldson, J.B. & Mehra, R., 1992, "The Equity Premium and the Allocation of Income Risk," Papers, Columbia - Graduate School of Business, number 92-09.
• Malliaris, A. G., 1992, "Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975," International Review of Financial Analysis, Elsevier, volume 1, issue 1, pages 77-93.
• Madan, Dilip B. & Milne, Frank & Elliott, Robert, 1992, "Incomplete Diversification and Asset Pricing," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273258, Jul, DOI: 10.22004/ag.econ.273258.
• P Martin & H Rey, 2000, "Financial Integration and Asset Returns," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0451, Feb.
• Moore, Michael J, 1992, "Covered Purchasing Power Parity, Ex-Ante PPP and Risk Aversion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 635, Apr.
• Anderson, Ronald W. & Sundaresan, Suresh, 1992, "Design and Valuation of Debt Contracts," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994006, Dec, revised 00 Dec 1993.
• Malliaris, A. G. & Urrutia, Jorge L., 1992, "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 27, issue 3, pages 353-364, September.
• S. Maheswaran & Christopher A. Sims, 1992, "Empirical Implications of Arbitrage-Free Asset Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1008, Jan.
• Magill, M. & Quinzii, M., 1992, "Infinite Horizon Incomplete Markets," DELTA Working Papers, DELTA (Ecole normale supérieure), number 92-26.
• Roger Ignatius, 1992, "The Bombay Stock Exchange: Seasonalities and Investment Opportunities," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 27, issue 2, pages 223-227, July.
• Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1992, "The equity premium and the allocation of income risk," Journal of Economic Dynamics and Control, Elsevier, volume 16, issue 3-4, pages 509-532.
• H. Peter Gray, 1992, "Hicksian Instability in Asset Markets and Financial Fragility," Eastern Economic Journal, Eastern Economic Association, volume 18, issue 3, pages 249-258, Summer.
• Louis O. Scott, 1992, "The Information Content of Prices in Derivative Security Markets," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 3, pages 596-625, September.
• W. R. McDaniel & William R. McDaniel, 1992, "The Valuation Effects of Private Placements of Public Corporations' Common Stock," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 1, issue 3, pages 205-220, Spring.
• Howard M. Schilit & W. Keith Schilit, 1992, "The Winning New Issues: A Case Study," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 1, issue 3, pages 269-288, Spring.
• James P. Bedingfield & Robert D. Johnston & A. J. Stagliano, 1992, "Equity Returns to Small Bank Investors," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 1, issue 3, pages 289-296, Spring.
• Rich Fortin & Judy Maese, 1992, "Option Introduction and Liquidity Changes in the OTC/NASDAQ Equity Market," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 2, issue 1, pages 39-52, Fall.
• Daniel P. Klein & R. Corwin Grube & O. Maurice Joy, 1992, "On Excess Compensation Earned by Underwriters in Firm Commitment Initial Public Offerings of Common Stock: An Empirical Analysis," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 2, issue 1, pages 53-69, Fall.
• Karen C. Denning & Stephen P. Ferris & Glenn Wolfe, 1992, "IPO Underpricing Firm Quality, and Subsequent Reissuance Activity," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 2, issue 1, pages 71-86, Fall.
• Dilip B. Madan & Frank Milne & Robert Elliott, 1992, "Incomplete Diversification and Asset Pricing," Working Paper, Economics Department, Queen's University, number 865, Jul.
• Boyan Jovanovic, 2008, "Bubbles in Prices of Exhaustible Resources," 2008 Meeting Papers, Society for Economic Dynamics, number 26.
• Jianjun Miao & Rui Albuquerque, 2008, "Advance Information and Asset Prices," 2008 Meeting Papers, Society for Economic Dynamics, number 44.
• Emmanuel Farhi, 2008, "Rare Disasters and Exchange Rates," 2008 Meeting Papers, Society for Economic Dynamics, number 47.

1991

• Louis O. Scott, 1991, "Financial Market Volatility: A Survey," IMF Staff Papers, Palgrave Macmillan, volume 38, issue 3, pages 582-625, September.
• Thomas A. Rhee, 1991, "Tax Effects on the Value of Incentive Stock Options (ISOs) and the Decision to Go Public," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 1, issue 2, pages 101-113, Winter.
• Ronald F. Anderson & Gerald D. Newbould, 1991, "Marginal Returns in Small and Large Companies," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 1, issue 2, pages 115-124, Winter.
• Dilip B. Madan & Frank Milne, 1991, "Option Pricing With V. G. Martingale Components," Working Paper, Economics Department, Queen's University, number 1159, Oct.
• Pindyck, Robert S., 1991, "The present value model of rational commodity pricing," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management, number 3354-91..
• O'Donnell, Owen & Propper, Carol, 1991, "Equity and the distribution of UK National Health Service resources," Journal of Health Economics, Elsevier, volume 10, issue 1, pages 1-19, May.
• Jones, Andrew M., 1991, "An econometric investigation of low birth weight in the United States," Journal of Health Economics, Elsevier, volume 10, issue 1, pages 81-99, May.
• O'Donnell, Owen & Propper, Carol, 1991, "Equity and the distribution of U.K. National Health Service resources," Journal of Health Economics, Elsevier, volume 10, issue 2, pages 247-249, July.
• Jones, Andrew M., 1991, "An econometric investigation of low birth weight in the United States," Journal of Health Economics, Elsevier, volume 10, issue 3, pages 381-381, October.
• Malliaris, A. G. & Stefani, Silvana, 1991, "Money, inflation and interest rates: Illustrations from twelve European economies," European Journal of Political Economy, Elsevier, volume 7, issue 3, pages 275-298, October.
• PLASMANS, Joseph & PAUWELS, Hugo, 1991, "Modelling and forecasting Belgian stock market prices," SESO Working Papers, University of Antwerp, Faculty of Business and Economics, number 1991022, Dec.
• Lang, M, 1991, "Time-Varying Stock-Price Response To Earnings Induced By Uncertainty About The Time-Series Process Of Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 29, issue 2, pages 229-257, DOI: http://hdl.handle.net/10.2307/24910.
• Dilip B. Madan & Frank Milne, 1991, "Option Pricing With V. G. Martingale Components1," Mathematical Finance, Wiley Blackwell, volume 1, issue 4, pages 39-55, October, DOI: 10.1111/j.1467-9965.1991.tb00018.x.
• Andrea E. Beltratti & Robert J. Shiller, 1991, "Actual and Warranted Relations Between Asset Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 970, Feb.
• Malliaris, A. G. & Urrutia, Jorge L., 1991, "An empirical investigation among real, monetary and financial variables," Economics Letters, Elsevier, volume 37, issue 2, pages 151-158, October.
• Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991, "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, volume 37, issue 4, pages 351-356, December.

1990

• Malliaris, A. G. & Urrutia, Jorge L., 1990, "How big is the random walks in macroeconomic time series : Variance ratio tests," Economics Letters, Elsevier, volume 34, issue 2, pages 113-116, October.
• Cebula, Richard & Scott, Gerald, 1990, "Deficits and Real Interest Rates: A Note Extending the Hoelscher Model," MPRA Paper, University Library of Munich, Germany, number 54608, Feb.
• Dilip B. Madan & Frank Milne & Hersh Shefrin, 1990, "The Multinomial Option Pricing Model And Its Brownian And Poisson Limits," Working Paper, Economics Department, Queen's University, number 1162, Jan.
• Charles Engel, Jeffrey A. Frankel, Kenneth A. Froot, and Anthony Rodrigues., 1990, "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Economics Working Papers, University of California at Berkeley, number 90-134, Jan.
• Albert Marcet & Kenneth J. Singleton, 1990, "Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 319, Apr, revised Jul 1998.
• Milne, Frank & Madan, Dilip & Shefrin, Hersh, 1990, "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273638, Jan, DOI: 10.22004/ag.econ.273638.
• Healy, Pm & Palepu, Kg, 1990, "Earnings And Risk Changes Surrounding Primary Stock Offers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 28, issue 1, pages 25-48, DOI: http://hdl.handle.net/10.2307/24912.
• Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony, 1990, "The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt3xh3d7xn, Jan.

1989

• Bernard, Vl & Thomas, Jk, 1989, "Post-Earnings-Announcement Drift - Delayed Price Response Or Risk Premium," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 1-36, DOI: http://hdl.handle.net/10.2307/24910.
• Lev, B, 1989, "On The Usefulness Of Earnings And Earnings Research - Lessons And Directions From 2 Decades Of Empirical-Research," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 153-192, DOI: http://hdl.handle.net/10.2307/24910.
• Patell, Jm, 1989, "On The Usefulness Of Earnings And Earnings Research - Lessons And Directions From 2 Decades Of Empirical-Research - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 193-201, DOI: http://hdl.handle.net/10.2307/24910.
• Brown, P, 1989, "Ball And Brown [1968]," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 202-217, DOI: http://hdl.handle.net/10.2307/24910.
• Marais, Ml, 1989, "Post-Earnings-Announcement Drift - Delayed Price Response Or Risk Premium - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 37-48, DOI: http://hdl.handle.net/10.2307/24910.
• Galy, Michel, 1989, "Banks exposure to market risks," MPRA Paper, University Library of Munich, Germany, number 62304, Feb.
• Quandt, Richard E & Rosen, Harvey S, 1989, "Endogenous Output in an Aggregate Model of the Labor Market," The Review of Economics and Statistics, MIT Press, volume 71, issue 3, pages 394-400, August.
• Richard E. Quandt & Harvey S. Rosen, 1989, "Endogenous Output in an Aggregate Model of the Labor Market," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0074, Jan.
• Madan, Dilip B & Milne, Frank & Shefrin, Hersh, 1989, "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," The Review of Financial Studies, Society for Financial Studies, volume 2, issue 2, pages 251-265.

1988

• Cready, Wm, 1988, "Information Value And Investor Wealth - The Case Of Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 26, issue 1, pages 1-27, DOI: http://hdl.handle.net/10.2307/24911.
• Schachter, B, 1988, "Open Interest In Stock-Options Around Quarterly Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 26, issue 2, pages 353-372, DOI: http://hdl.handle.net/10.2307/24911.
• Richard Cebula, 1988, "Crowding out, deficits, and interest rates: Reply," Public Choice, Springer, volume 58, issue 1, pages 95-97, July, DOI: 10.1007/BF00183333.
• Richard E. Quandt & Harvey S. Rosen, 1988, "Endogenous Output in an Aggregate Model of the Labor Market," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 625, Nov.

1987

• Cebula, Richard, 1987, "Crowding Out, Deficits, and Interest Rates: Reply," MPRA Paper, University Library of Munich, Germany, number 51628, May.
• Fwu-Ranq Chang & A. G. Malliaris, 1987, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," The Review of Economic Studies, Review of Economic Studies Ltd, volume 54, issue 1, pages 169-174.
• Richard Cebula, 1987, "Federal deficits and the real rate of interest in the United States: A note," Public Choice, Springer, volume 53, issue 1, pages 97-100, January, DOI: 10.1007/BF00115656.
• Earl, Peter, 1987, "Handbook of behavioral economics. vol. A 1986: behavioral microeconomics : Benjamin Gilad and Stanley Kaish (eds.), JAI Press, Greenwich, CT, 1986. pp. xxiii + 352," Journal of Economic Psychology, Elsevier, volume 8, issue 3, pages 385-385, September.
• Earl, Peter, 1987, "Handbook of behavioral economics. vol. B 1986: Behavioral macroeconomics. : Benjamin Gilad and Stanley Kaish (eds.), JAI Press, Greenwich, CT, 1986. pp. xxiii + 352," Journal of Economic Psychology, Elsevier, volume 8, issue 3, pages 385-388, September.

1986

• Cebula, Richard, 1986, "Federal Deficits and the Real Rate of Interest in the United States: A Note," MPRA Paper, University Library of Munich, Germany, number 51626, Mar.
• Bamber, Ls, 1986, "The Information-Content Of Annual Earnings Releases - A Trading Volume Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue 1, pages 40-56, DOI: http://hdl.handle.net/10.2307/24908.
• Jain, Pc, 1986, "Analyses Of The Distribution Of Security Market Model Prediction Errors For Daily Returns Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue 1, pages 76-96, DOI: http://hdl.handle.net/10.2307/24908.
• Abdelkhalik, Ar & Graul, Pr & Newton, Jd, 1986, "Reporting Uncertainty And Assessment Of Risk - Replication And Extension In A Canadian Setting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue 2, pages 372-382, DOI: http://hdl.handle.net/10.2307/24911.

1985

• Binder, Jj, 1985, "On The Use Of The Multivariate Regression-Model In Event Studies," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 1, pages 370-383, DOI: http://hdl.handle.net/10.2307/24909.
• Ingram, Rw, 1985, "A Descriptive Analysis Of Municipal Bond Price Data For Use In Accounting Research," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 2, pages 595-618, DOI: http://hdl.handle.net/10.2307/24908.
• Apostolou, Ng & Giroux, Ga & Welker, Rb, 1985, "The Information-Content Of Municipal Spending Rate Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 2, pages 853-858, DOI: http://hdl.handle.net/10.2307/24908.
• Marks, Br & Raman, Kk, 1985, "The Importance Of Pension Data For Municipal And State Creditor Decisions - Replication And Extensions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 2, pages 878-886, DOI: http://hdl.handle.net/10.2307/24908.
• Schachter, B, 1985, "Open Interest And Consensus Among Investors," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 2, pages 907-910, DOI: http://hdl.handle.net/10.2307/24908.
• Cláudio Antonio G. Egler, 1985, "Land price, interest rate and financial accumulation in Brazil," Brazilian Journal of Political Economy, Center of Political Economy, volume 5, issue 1, pages 111-133.

1984

• Wilson, Er & Howard, Tp, 1984, "The Association Between Municipal Market Measures And Selected Financial-Reporting Practices - Additional Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 1, pages 207-224, DOI: http://hdl.handle.net/10.2307/24907.
• Wescott, Sh, 1984, "Accounting Numbers And Socioeconomic Variables As Predictors Of Municipal General Obligation Bond Ratings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 1, pages 412-423, DOI: http://hdl.handle.net/10.2307/24907.
• Bernard, Vl, 1984, "The Use Of Market Data And Accounting Data In Hedging Against Consumer Price Inflation," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 2, pages 445-466, DOI: http://hdl.handle.net/10.2307/24906.
• Hakansson, Nh & Kunkel, Jg & Ohlson, Ja, 1984, "A Comment Of Verrecchia No Trading Theorem," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 2, pages 765-767, DOI: http://hdl.handle.net/10.2307/24906.

1983

• Pincus, M, 1983, "Information Characteristics Of Earnings Announcements And Stock-Market Behavior," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 155-183, DOI: http://hdl.handle.net/10.2307/24909.
• Casey, Cj, 1983, "Prior Probability Disclosure And Loan Officers Judgments - Some Evidence Of The Impact," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 300-307, DOI: http://hdl.handle.net/10.2307/24909.

1982

• Copeland, Rm & Ingram, Rw, 1982, "The Association Between Municipal Accounting Information And Bond Rating Changes," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 275-289, DOI: http://hdl.handle.net/10.2307/24907.
• Ingram, Rw & Copeland, Rm, 1982, "Municipal Market Measures And Reporting Practices - An Extension," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 766-772, DOI: http://hdl.handle.net/10.2307/24909.

1981

• Beaver, Wh, 1981, "Econometric Properties Of Alternative Security Return Methods," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue 1, pages 163-184, DOI: http://hdl.handle.net/10.2307/24909.
• Verrecchia, Re, 1981, "On The Relationship Between Volume Reaction And Consensus Of Investors - Implications For Interpreting Tests Of Information-Content," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue 1, pages 271-283, DOI: http://hdl.handle.net/10.2307/24909.
• Morse, D, 1981, "Price And Trading Volume Reaction Surrounding Earnings Announcements - A Closer Examination," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue 2, pages 374-383, DOI: http://hdl.handle.net/10.2307/24908.
• Wallace, Wa, 1981, "The Association Between Municipal Market Measures And Selected Financial-Reporting Practices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue 2, pages 502-520, DOI: http://hdl.handle.net/10.2307/24908.
• Hawawini, Gabriel & Vora, Ashok, 1981, "The capital asset pricing model and the investment horizon: Comment," MPRA Paper, University Library of Munich, Germany, number 44904, Nov.
• Dale, Charles & Workman, Rosemarie, 1981, "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 48639.

1980

• Hawawini, Gabriel & Cohen, Kalman & Maier, Steven & Schwartz, Robert & Whitcomb, David, 1980, "Implications of microstructure theory for empirical research in stock price behavior," MPRA Paper, University Library of Munich, Germany, number 33976.
• Hawawini, Gabriel & Vora, Ashok, 1980, "On the theoretic and numeric problems of approximating the bond yield to maturity," MPRA Paper, University Library of Munich, Germany, number 44889.
• Dale, Charles & Workman, Rosemarie, 1980, "The arc sine law and the treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 46101, Nov.

1979

• Hawawini, Gabriel, 1979, "An assessment of risk in thinner markets: the Belgian case," MPRA Paper, University Library of Munich, Germany, number 33971.

1977

• Cebula, Richard, 1977, "Crowding Out: An Empirical Note," MPRA Paper, University Library of Munich, Germany, number 54515, Jun.

1975

• Ohlson, Ja, 1975, "Complete Ordering Of Information Alternatives For A Class Of Portfolio-Selection Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 2, pages 267-282, DOI: http://hdl.handle.net/10.2307/24903.
• Sharpe, Ig & Walker, Rg, 1975, "Asset Revaluations And Stock-Market Prices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 2, pages 293-310, DOI: http://hdl.handle.net/10.2307/24903.

1974

• Gonedes, Nj, 1974, "Capital Market Equilibrium And Annual Accounting Numbers - Empirical-Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 1, pages 26-62, DOI: http://hdl.handle.net/10.2307/24905.

1972

• Kiger, Je, 1972, "Empirical Investigation Of Nyse Volume And Price Reactions To Announcement Of Quarterly Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 1, pages 113-128, DOI: http://hdl.handle.net/10.2307/24902.

1970

• Geppert, Christian & Ludwig, Alexander & Abiry, Raphael, 1970, "Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades: First Results," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201605, Jan.

1967

• Aharoni, Y & Ophir, T, 1967, "Accounting For Linked Loans," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 5, issue 1, pages 1-26, DOI: http://hdl.handle.net/10.2307/24899.

1966

• Neter, J, 1966, "Financial Ratios As Predictors Of Failure - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 112-118, DOI: http://hdl.handle.net/10.2307/24901.
• Mears, Pk, 1966, "Financial Ratios As Predictors Of Failure - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 119-122, DOI: http://hdl.handle.net/10.2307/24901.
• Beaver, Wh, 1966, "Financial Ratios As Predictors Of Failure - Reply," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 123-127, DOI: http://hdl.handle.net/10.2307/24901.
• Beaver, Wh, 1966, "Financial Ratios As Predictors Of Failure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 71-111, DOI: http://hdl.handle.net/10.2307/24901.

0

• Torben B. Rasmussen, , "Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series DynamicsCreation-Date: 20100225," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-11.
• Bent Jesper Christensen & Michel van der Wel, , "An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-14.
• Jeko Milev, 2023, "Defined Contribution Pension Schemes in Central and Eastern European (CEE) Countries – Current Issues And Future Perspectives," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 5, issue 1, pages 70-78, June.
• Mmakganya Mashoene & Mishelle Doorasamy, 2023, "The Impact of COVID-19 on the Risk Factors Affecting the South African Bond Market," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 5, issue 2, pages 159-172, December.
• Ismael Loza Vega, 2022, "Value and price of Non-Fungible Tokens (NFTs) in a bibliometric study," Scientia et PRAXIS, AMIDI Editorial, volume 2, issue 3, pages 44-54, January-J, DOI: 10.55965/setp.2.03.a3.
• Carriquiry, Miguel, 2016, "An Examination Of The Relationship Between Biodiesel And Soybean Oil Prices Using An Asset Pricing Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236167, May, DOI: 10.22004/ag.econ.236167.
• Cemil Senel, , "Constant Growth Dividend DiscountModel (DDM): A study on selected companies in Türkiye," Review of Socio - Economic Perspectives, Reviewsep, number 202367, DOI: 10.2478/rsep-2025-0020.
• Ralph Sonenshine, 2019, "Merger Waves: Are Buyers Following the Herd or Responding to Structural Queues?," Working Papers, American University, Department of Economics, number 2019-03, DOI: 10.1007/s40821-019-00136-7.