Research classified by Journal of Economic Literature (JEL) codes

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• Ralph Sonenshine & Michael Lifschutz, , "Tariff Rate Pass-Through: Buyer Power and Product Differentiation Effects," Working Papers, American University, Department of Economics, number 2019-04, DOI: 10.17606/r6y5-yq32.
• Dr. Ibrahim Onour, , "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 1009.
• Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas, 2007, "Inference for stochastic volatility models using time change transformations," Papers, arXiv.org, number 0711.1594, Nov.
• Konstantinos Kalogeropoulos & Petros Dellaportas & Gareth O. Roberts, 2007, "Likelihood-based inference for correlated diffusions," Papers, arXiv.org, number 0711.1595, Nov.
• V. Filipe Martins-da-Rocha & Frank Riedel, 2008, "On Equilibrium Prices in Continuous Time," Papers, arXiv.org, number 0802.3585, Feb.
• T. Kaizoji & D. Sornette, 2008, "Market bubbles and crashes," Papers, arXiv.org, number 0812.2449, Dec.
• Damiano Brigo & Naoufel El-Bachir, 2008, "An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model," Papers, arXiv.org, number 0812.4199, Dec.
• Ulrich Horst & Felix Naujokat, 2008, "Illiquidity and Derivative Valuation," Papers, arXiv.org, number 0901.0091, Dec.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009, "Leverage Causes Fat Tails and Clustered Volatility," Papers, arXiv.org, number 0908.1555, Aug, revised Jan 2010.
• Y. Malevergne & A. Saichev & D. Sornette, 2010, "Zipf's law and maximum sustainable growth," Papers, arXiv.org, number 1012.0199, Dec.
• John Cotter & Jim Hanly, 2011, "Hedging Effectiveness under Conditions of Asymmetry," Papers, arXiv.org, number 1103.5411, Mar.
• John Cotter & Franc{c}ois Longin, 2011, "Implied correlation from VaR," Papers, arXiv.org, number 1103.5655, Mar.
• John Cotter & Jim Hanly, 2011, "Hedging: Scaling and the Investor Horizon," Papers, arXiv.org, number 1103.5966, Mar.
• John Cotter & Jim Hanly, 2011, "Time Varying Risk Aversion: An Application to Energy Hedging," Papers, arXiv.org, number 1103.5968, Mar.
• Karl Case & John Cotter & Stuart Gabriel, 2011, "Housing risk and return: Evidence from a housing asset-pricing model," Papers, arXiv.org, number 1103.5971, Mar.
• John Cotter & Jim Hanly, 2011, "A Utility Based Approach to Energy Hedging," Papers, arXiv.org, number 1103.5973, Mar.
• Frank Riedel, 2011, "Finance Without Probabilistic Prior Assumptions," Papers, arXiv.org, number 1107.1078, Jul.
• Tim Leung & Qingshuo Song & Jie Yang, 2011, "Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing," Papers, arXiv.org, number 1109.5316, Sep, revised Mar 2013.
• John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Papers, arXiv.org, number 1110.4119, Oct.
• Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia, 2011, "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Papers, arXiv.org, number 1111.6826, Nov.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011, "Measuring market liquidity: An introductory survey," Papers, arXiv.org, number 1112.6169, Dec.
• Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012, "Effective Trade Execution," Papers, arXiv.org, number 1206.5324, Jun.
• Frederik Herzberg & Frank Riedel, 2012, "Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets," Papers, arXiv.org, number 1207.2010, Jul.
• John Cotter & Stuart Gabriel & Richard Roll, 2012, "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers, arXiv.org, number 1208.0371, Aug.
• Luis H. R. Alvarez E. & Pekka Matomaki & Teppo A. Rakkolainen, 2013, "A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions," Papers, arXiv.org, number 1302.4181, Feb.
• Syed Muhammad Noaman Ahmed Shah & Mazen Kebewar, 2013, "US Corporate Bond Yield Spread : A default risk debate," Papers, arXiv.org, number 1303.3391, Mar.
• Matthias Raddant & Friedrich Wagner, 2013, "Phase Transition in the S&P Stock Market," Papers, arXiv.org, number 1306.2508, Jun, revised Jun 2015.
• Magomet Yandiev & Alexander Pakhalov, 2013, "The Relationship Between Stock Market Parameters and Interbank Lending Market: an Empirical Evidence," Papers, arXiv.org, number 1309.5703, Sep.
• Kirill N. Ilinski & Alexander S. Stepanenko, 1998, "Electrodynamical model of quasi-efficient financial market," Papers, arXiv.org, number cond-mat/9806138, Jun.
• Thomas Lux & D. Sornette, 1999, "On Rational Bubbles and Fat Tails," Papers, arXiv.org, number cond-mat/9910141, Oct.
• Vladislav Kargin, 2003, "Consistent Estimation of Pricing Kernels from Noisy Price Data," Papers, arXiv.org, number math/0310223, Oct.
• Rui Vilela Mendes & M. J. Oliveira, 2006, "A data-reconstructed fractional volatility model," Papers, arXiv.org, number math/0602013, Feb, revised Jun 2007.
• Jir^o Akahori & Hiroki Aoki & Yoshihiko Nagata, 2006, "Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor," Papers, arXiv.org, number math/0606183, Jun.
• Jo~ao Amaro de Matos & Rui Dil~ao & Bruno Ferreira, 2006, "The Exact Value for European Options on a Stock Paying a Discrete Dividend," Papers, arXiv.org, number math/0609212, Sep.
• Jir^o Akahori & Takahiro Tsuchiya, 2006, "What is the natural scale for a L\'evy process in modelling term structure of interest rates?," Papers, arXiv.org, number math/0612341, Dec.
• Giuseppe Garofalo & Alessandro Sansone, 2006, "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Papers, arXiv.org, number physics/0607276, Jul.
• Edward Schlee & Christian Gollier, , "Information and the Equity Premium," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2133505.
• Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, , "On the Explaination of Empirical Regularities: The statistical models of stock returns," DEOS Working Papers, Athens University of Economics and Business, number 1220.
• Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, , "Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas," DEOS Working Papers, Athens University of Economics and Business, number 1318.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024, "Liquidity risks at Canadian life insurance companies," Staff Analytical Notes, Bank of Canada, number 2024-7, Apr, DOI: 10.34989/san-2024-7.
• Miguel Antón & Sergio Mayordomo & María Rodríguez-Moreno, 2017, "Dealing with dealers: sovereign CDS comovements," Working Papers, Banco de España, number 1723, Jul.
• Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, 2002, "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 196, Jan, DOI: 10.32468/be.196.
• Esteban Gómez & Sandra Rozo, 2007, "Beyond Bubbles: The role of asset prices in early-warning indicators," Borradores de Economia, Banco de la Republica de Colombia, number 457, Sep, DOI: 10.32468/be.457.
• Pedro Felipe Lega & Andrés Murcia & Diego Vásquez & Tatiana Venegas, 2007, "Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables," Borradores de Economia, Banco de la Republica de Colombia, number 473, Dec, DOI: 10.32468/be.473.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2008, "Expectativas, Tasa de Interés y Tasa de Cambio. Paridad Cubierta y no Cubierta en Colombia 2000- 2007," Borradores de Economia, Banco de la Republica de Colombia, number 486, Feb, DOI: 10.32468/be.486.
• Alejandro Reveiz & Carlos Eduardo León Rincón, 2008, "Índice representativo del mercado de deuda pública interna: IDXTES," Borradores de Economia, Banco de la Republica de Colombia, number 488, Feb, DOI: 10.32468/be.488.
• Alejandro Reveiz Herault, 2008, "Artificial Markets under a Complexity Perspective," Borradores de Economia, Banco de la Republica de Colombia, number 510, Apr, DOI: 10.32468/be.510.
• Carlos León, 2009, "Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos," Borradores de Economia, Banco de la Republica de Colombia, number 570, Aug, DOI: 10.32468/be.570.
• Ana María Iregui & Ligia Alba Melo & María Teresa Ramírez, 2009, "Rigideces de los salarios a la baja en Colombia: Evidencia empírica a partir de una muestra de salarios a nivel de firma," Borradores de Economia, Banco de la Republica de Colombia, number 571, Aug, DOI: 10.32468/be.571.
• Carlos León & Francisco Vivas, 2010, "Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 603, May, DOI: 10.32468/be.603.
• Karen Juliet Leiton Rodríguez, 2011, "Validez del Supuesto de Neutralidad del Horizonte de Tiempo en el CAPM y la Metodología del Rango Reescalado: Aplicación a Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 672, DOI: 10.32468/be.672.
• Pamela cardozo Ortiz & carlos A. Huertas Campos & Julián A. Parra POlanía & Lina V. Patiño ECheverri, 2011, "Mercado interbancario colombiano y manejo de liquidez del Banco de la República," Borradores de Economia, Banco de la Republica de Colombia, number 673, DOI: 10.32468/be.673.
• Carlos Medina & Christian Posso & Jorge Andrés Tamayo, 2011, "Costos de la violencia urbana y políticas públicas: algunas lecciones de Medellín," Borradores de Economia, Banco de la Republica de Colombia, number 674, Oct, DOI: 10.32468/be.674.
• Mariana Laverde & Esteban Gómez & Miguel Ángel Morales Mosquera, 2011, "Measuring Systemic Risk in the Colombian Financial System: Systemic Contingent Claims Approach," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 060, Sep, DOI: 10.32468/tef.60.
• Esteban Gómez & Juan Carlos Mendoza & Nancy Zamudio Gómez, 2012, "CrashMetrics: An Application for Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 069, Mar, DOI: 10.32468/tef.69.
• Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas, 2014, "A Composite Indicator of Systemic Stress (CISS) for Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 80, Jun, DOI: 10.32468/tef.80.
• Marc Rapp & Bernhard Schwetzler, , "Asset Prices in the Presence of a Tax Authority," German Working Papers in Law and Economics, Berkeley Electronic Press, number 2006-1-1167.
• Xavier Gabaix & Ralph S J Koijen & Robert Richmond & Motohiro Yogo, 2024, "Artificial intelligence and big holdings data: Opportunities for central banks," BIS Working Papers, Bank for International Settlements, number 1222, Oct.
• Nihad Aliyev & Matteo Aquilina & Khaladdin Rzayev & Sonya Zhu, 2024, "Through stormy seas: how fragile is liquidity across asset classes and time?," BIS Working Papers, Bank for International Settlements, number 1229, Nov.
• Dong Lou & Gabor Pinter & Semih Uslu & Danny Walker, 2024, "Bond supply, yield drifts and liquidity provision before macroeconomic announcements," BIS Working Papers, Bank for International Settlements, number 1232, Dec.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024, "Fire sales of safe assets," BIS Working Papers, Bank for International Settlements, number 1233, Dec.
• Kaori Ochi & Mitsuhiro Osada, 2024, "Market Functioning in the Japanese Corporate Bond Market," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-5, Jun.
• Junjian Miao, , "A search model of centralized and decentralized trade," Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics, number WP2005-012, revised Oct 2005.
• Nengjiu Ju & Jianjun Miao, , "Ambiguity, Learning, and Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-014.
• Rui Albuquerque & Jianjun Miao, , "Advance Information and Asset Prices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-017.
• Доц. Д-Р Димитър Ненков Ненков & Зад. Докторант Росица З. Първанова, 0, "За И Против Премиите За Странови Риск На Формиращи Се Капиталови Пазари," ICPA Articles, Institute of Certified Public Accountants, volume 0, issue списание, pages 1-17.
• Доц. Д-Р Димитър Ненков Ненков, 0, "Предпоставки За Манипулиране На Резултатите При Оценката На Действащи Предприятия," ICPA Articles, Institute of Certified Public Accountants, volume 0, issue списание, pages 1-19.
• Ivan Sutoris, 2018, "Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp620, Jun.
• Mykola Babiak & Jozef Barunik, 2021, "Uncertainty Network Risk and Currency Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp687, Feb.
• Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006, "The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-04, Jun.
• Alexey Medvedev & Olivier Scaillet, 2006, "Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-08, Jan.
• Patricia Fraser & Martin Hoesli & Lynn Mc Alevey, 2006, "House Prices and Bubbles in New Zealand," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-20, Oct.
• Ilir Roko & Manfred Gilli, 2006, "Using Economic and Financial Information for Stock Selection," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-21, Oct.
• Giovanni Barone-Adesi & Nicola Fusari & John Theal, 2007, "Barrier Option Pricing Using Adjusted Transition Probabilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-02, Feb.
• Alexey MEDVEDEV & Olivier SCAILLET, 2007, "Pricing American Options under Stochastic Volatility and Stochastic Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-25, Apr.
• Camilo Serrano & Martin Hoesli, 2007, "Forecasting EREIT Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-35, Oct.
• Laurent BARRAS & Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2008, "Ambiguity Aversion and the Term Structure of Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-19, Aug.
• Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008, "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-30, Oct.
• Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS, 2008, "Bond Ladders and Optimal Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-32, Jul.
• Francesco FRANZONI, 2008, "The Changing Nature Of Market Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-35, Nov.
• Francesco FRANZONI & Tobias ADRIAN, 2008, "Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-36, Nov.
• Rajna GIBSON & Songtao WANG, 2008, "Hedge fund alphas: do they reflect managerial skills or mere compensation for liquidity risk bearing?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-37, Oct.
• Bernard DUMAS & Andrew LYASOFF, 2008, "Incomplete-Market Equilibria Solved Recursively on an Event Tree," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-49, Dec.
• Jaksa CVITANIC & Semyon MALAMUD, 2009, "Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-03, Jan.
• Erwan MORELLEC & Boris NIKOLOV & Norman SCHURHOFF, 2009, "Dynamic Capital Structure under Managerial Entrenchment: Evidence from a Structural Estimation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-10, Apr.
• Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2009, "Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-20, May.
• Giovanni W. PUOPOLO, 2009, "Firm Migration and Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-29, Sep.
• Jaksa CVITANIC & Semyon MALAMUD, 2009, "Equilibrium Driven by Discounted Dividend Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-34, Aug.
• Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, 2009, "Endogenous completeness of diffusion driven equilibrium markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-41, Aug.
• Monika GISLER & Didier SORNETTE & Ryan WOODARD, 2010, "Exuberant innovation: The Human Genome Project," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-12, Mar.
• Alain CHANEY & Martin HOESLI, 2010, "The Interest Rate Sensitivity of Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-13, Feb, revised Feb 2010.
• Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010, "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-36, Aug.
• Jaksa CVITANIC & Semyon MALAMUD, 2010, "Nonmyopic Optimal Portfolios in Viable Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-42, Oct.
• Damir FILIPOVIC & Lane P. HUGHSTON & Andrea MACRINA, 2010, "Conditional Density Models for Asset Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-44, Aug.
• Xiaohui NI & Yannick MALEVERGNE & Didier SORNETTE & Peter WOEHRMANN, 2011, "Robust reverse engineering of crosssectional returns and improved portfolio allocation performance using the CAPM," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-03, Jan.
• Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011, "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-10, Mar.
• Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2011, "On the Timing and Pricing of Dividends," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-13, Jan.
• Magnus DAHLQUIST & Henrik HASSELTOFT, 2011, "International Bond Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-16, Mar.
• Damir FILIPOVIC & Eberhard BERHARD & Paul SCHNEIDER, 2011, "Density Approximations For Multivariate Affine Jump-Diffusion Processes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-20, Apr.
• Jorgen HAUG & Thorsten HENS & Peter WOHRMANN, 2011, "Risk Aversion in the Large and in the Small," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-24, Jun.
• Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER, 2011, "Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-33, Mar.
• Damir FILIPOVIC & Anders B. TROLLE, 2011, "The Term Structure of Interbank Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-34, Sep.
• Pierre BAJGROWICZ & Olivier SCAILLET, 2011, "We propose a technique to avoid spurious detections of jumps in highfrequency data via an explicit thresholding on available test statistics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-36, May.
• Marc CHESNEY & Remo CRAMERI & Loriano MANCINI, 2011, "Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-38, Sep.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-40, Aug.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-41, Aug.
• Marc CHESNEY & Remo CRAMERI & Loriano MANCINI, 2011, "Detecting Informed Trading Activities in the Options Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-42, Sep.
• Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH, 2011, "Buyers Versus Sellers: Who Initiates Trades And When?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-43, Aug.
• Markus LEIPPOLD & Lujing SU, 2011, "Collateral Smile," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-51, Nov.
• Itzhak Ben-David & Francesco A. Franzoni & Augustin Landier & Rabih Moussawi, 2011, "Do Hedge Funds Manipulate Stock Prices?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-53, Nov.
• Peter CAUWELS & Didier SORNETTE, 2011, "Quis pendit ipsa pretia: facebook valuation and diagnostic of a bubble based on nonlinear demographic dynamics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-58, Oct.
• Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2012, "Misvaluation and Return Anomalies in Distress Stocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-12, Mar.
• Halil Mete Soner & Nizar Touzi, 2012, "Homogenization and Asymptotics for Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-13, Mar.
• Martin Hoesli & Elias Oikarinen, 2012, "Are REITs Real Estate? Evidence from International Sector Level Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-15, Mar.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Andreas D. Huesler & Didier Sornette & C. H. Hommes, 2012, "Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-20, May.
• Giovanni Barone-Adesi & Loriano Mancini & Hersh Shefrin, 2012, "Sentiment, Risk Aversion, and Time Preference," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-21, May.
• Alain Chaney & Martin Hoesli, 2012, "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-28, Aug.
• Per Östberg & Christoph Wenk, 2012, "Evidence of Excess Comovement in US Mergers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-33, Nov.
• Fabian Ackermann & Walt Pohl & Karl Schmedders, 2012, "Optimal and Naive Diversification in Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-36, Nov.
• Rajna Gibson & Songtao Wang, 2012, "Market Belief Risk and the Cross-Section of Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-37, Nov.
• Henrik Hasseltoft & Dominic Burkhardt, 2012, "Understanding Asset Correlations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-38, Dec.
• Ilaria Piatti & Fabio Trojani, 2012, "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-42, Jun.
• Kerstin Kehrle & Tatjana Xenia Puhan, 2012, "The Information Content of Option Demand," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-43, Oct.
• Volodymyr Vovchak, 2012, "Liquidity and Liquidity Risk in the Cross-Section of Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-44, Jun.
• Volodymyr VOVCHAK, 2014, "Liquidity and Investment Horizon," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-02, Jan.
• Marc ARNOLD & Dirk HACKBARTH & Tatjana XENIA PUHAN, 2014, "Financing Asset Sales and Business Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-11, Jan.
• Damir FILIPOVIC & Martin LARSSON & Anders TROLLE, 2014, "Linear-Rational Term Structure Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-15, Feb.
• Ren LIU & Johannes MUHLE-KARBE & Marko WEBER, 2014, "Rebalancing with Linear and Quadratic Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-16, Feb.
• Paul SCHNEIDER, 2014, "Generalized Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-29, Jul.
• Martin HOESLI & Anjeza KADILLI & Kustrim REKA, 2014, "Commonality in Liquidity and Real Estate Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-30, May.
• Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014, "Asset Prices with Temporary Shocks to Consumption," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-41, Aug.
• Ines CHAIEB & Vihang ERRUNZA & Rajna GIBSON BRANDON, 2014, "Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-47, Jul.
• Dan LI & Norman SCHUERHOFF, 2014, "Dealer Networks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-50, Oct.
• Matthias LEISS & Heinrich H. NAX & Didier SORNETTE, 2014, "Super-Exponential Growth Expectations and the Global Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-52, Aug, revised Sep 2015.
• Eric JONDEAU & Qunzi ZHANG, 2014, "Asymmetric Beta Comovement and Systematic Downside Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-59, Nov.
• Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014, "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-67, Dec.
• Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014, "Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-68, Dec, revised Nov 2015.
• Jan KALLSEN & Johannes MUHLE-KARBE, 2014, "High-Resilience Limits of Block-Shaped Order Books," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-72, Sep.
• Kent Fellows, , "The Yield Curve as a Determinant of Investment in Durable Capital," Working Papers, Department of Economics, University of Calgary, number 2014-38, revised 06 Nov 2014.
• Apostolos Serletis, , "Monetary Policy and Leverage Shocks," Working Papers, Department of Economics, University of Calgary, number 2016-45, revised 23 Nov 2016.
• Jamsheed Shorish & Stephen Spear, , "Shaking the Tree: An Agency Theoretic Model of Asset Pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2003-E19.
• Michael Gallmeyer & Burton Hollifield & Duane Seppi, , "Liquidity Discovery and Asset Pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-10.
• Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, , "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-E54.
• Antje Berndt & Hanno Lustig & Sevin Yeltekin, , "How does the U.S. government finance fiscal shocks?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2006-E70.
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