Research classified by Journal of Economic Literature (JEL) codes

0

• James Dow & Gary Gorton, , "Arbitrage Chains," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 06-93.
• Gabriel Hawawini & Donald B. Keim, , "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-99.
• Lubos Pastor & Robert F. Stambaugh, , "Evaluating and Investing in Equity Mutual Funds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-00.
• Leonid Kogan & Raman Uppal, , "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-00.
• Yeung Lewis Chan & Leonid Kogan, , "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-00.
• Lubos Pastor & Robert F. Stambaugh, , "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 16-99.
• Paul A. Gompers & Andrew Metrick, , "Institutional Investors and Equity Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 20-99.
• Alon Brav & George M. Constantinides & Christopher C. Geczy, , "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 23-99.
• Lubos Pástor & Robert F. Stambaugh, , "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 4-98.
• James Dow & Gary Gorton, , "Arbitrage Chains," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 6-93.
• Gabriel Hawawini & Donald B. Keim, , "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 7-97.
• Yi Huang & Chen Lin & Sibo Liu & Heiwai Tang, 2018, "Trade Linkages and Firm Value: Evidence from the 2018 US-China “Trade War”," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 11-2018, Aug.
• Andros Gregoriou & Alexandros Kontonikas, , "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers, Business School - Economics, University of Glasgow, number 2008_19.
• Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis‌, , "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2013_13.
• Pedro Bação & António Portugal Duarte, 2017, "Deflation in the Euro Zone: Overview and Empirical Analysis," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-12, Dec.
• Francisca Silva & Marta Simões & João Sousa Andrade, 2018, "Health Investment and Long run Macroeconomic Performance:a quantile regression approach," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-01, Jan.
• Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-06, Jun.
• Yuan Tian & Alexandr Akimov & Eduardo Roca & Victor Wong, , "2012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201210.
• SAITO, Makoto, 2025, "Asset Pricing Interpretations of the Primary Fiscal Balance : The Case of Japan," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-153, Oct.
• KiHoon Hong, 0, "Bitcoin as an alternative investment vehicle," Information Technology and Management, Springer, volume 0, issue , pages 1-11, DOI: 10.1007/s10799-016-0264-6.
• Daniel Harenberg & Alexander Ludwig, , "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," Working Papers, ETH Zurich, Chair of Systems Design, number ETH-RC-14-002.
• Martin Cesnak & Jan Klacso & Patrik Kupkovic & Andrej Moravcik & Stefan Rychtarik & Roman Vrbovsky, 2024, "Assessing Residential Real Estate prices in Slovakia: Possible Approaches and Indices," Working and Discussion Papers, Research Department, National Bank of Slovakia, number OP 1/2024, Jan.
• Massari, Filippo, 2019, "Market selection in large economies: a matter of luck," Theoretical Economics, Econometric Society, volume 14, issue 2, May.
• Awaya, Yu & Iwasaki, Kohei & Watanabe, Makoto, 2022, "Rational bubbles and middlemen," Theoretical Economics, Econometric Society, volume 17, issue 4, November.
• Roman Frydman & Soren Johansen & Anders Rahbek & Morten Tabor, 2017, "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," Working Papers Series, Institute for New Economic Thinking, number 59, Jun, DOI: 10.2139/ssrn.2995140.
• Mike Derksen & Peter Spreij & Sweder van Wijnbergen, 2018, "Accounting Noise and the Pricing of Cocos," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-037/VI, Apr.
• Daan Opschoor & Michel van der Wel, , "A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-011/III.
• Xu Lin & Sweder van Wijnbergen, , "The Social Cost of Carbon under Climate Volatility Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-032/IV.
• David E. Allen & Michael McAleer, 2019, "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-02, Jan.
• Kevin Huang, , "Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints," Working Papers, Utah State University, Department of Economics, number 2000-09.
• Takashi Nishiwaki, , "On the Stability of Equilibrium in the Market with Heterogeneous Investment Horizons," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2101.
• Takashi Nishiwaki, 2021, "Does Ambiguity Generate Demand for Options?," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2102, Apr.
• Yacine Aït-Sahalia & Andrew W. Lo, , "Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 332.
• Owen Lamont, , "Earnings and Expected Returns," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 345.
• Peter Klibanoff & Owen Lamont & Thierry A. Wizman, , "Investor Reaction to Salient News in Closed-End Country Funds," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 346.
• Owen Lamont & Christopher Polk & Jesus Saa-Requejo, , "Financial Constraints and Stock Returns."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 451.
• Nicholas Barberis & Ming Huang & Tano Santos, , "Prospect Theory and Asset Prices," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 494.
• Owen Lamont & Christopher Polk, , "The Diversification Discount: Cash Flows vs. Returns."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 504.
• Lubos Pastor & Robert F. Stambaugh, , "Evaluating and Investing in Equity Mutual Funds," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 516.
• Luboš Pástor & Robert F. Stambaugh, , "Liquidity Risk and Expected Stock Returns," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 531.
• Mordecai Kurz, , "Asset Prices with Rational Beliefs," Working Papers, Stanford University, Department of Economics, number 96003.
• Mordecai Kurz & Andrea Beltratti, , "The Equity Premium is No Puzzle," Working Papers, Stanford University, Department of Economics, number 96004.
• Mordecai Kurz, , "Endogenous Uncertainty: A Unified View of Market Volatility," Working Papers, Stanford University, Department of Economics, number 97027.
• Mordecai Kurz, , "Endogenous Uncertainty: A Unified View of Market Volatility," Working Papers, Stanford University, Department of Economics, number 98013.
• Mordecai Kurz & Maurizio Motolese, , "Endogenous Uncertainty and Market Volatility," Working Papers, Stanford University, Department of Economics, number 99005.
• Blake LeBaron, , "Experiments in Evolutionary Finance," Working papers, University of Wisconsin - Madison, number _001.
• Kirchler, Erich & Maciejovsky, Boris & Weber, Martin, 0000, "Framing Effects on Asset Markets - An Experimental Analysis -," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 01-09, 00.
• Peter N Smith & Michael R Wickens, , "Asset Pricing with Observable Stochastic Discount Factors," Discussion Papers, Department of Economics, University of York, number 02/03.
• P N Smith & S Sorensen & M R Wickens, , "Macroeconomic Sources of Equity Risk," Discussion Papers, Department of Economics, University of York, number 03/13.
• P N Smith & S Sorensen & M R Wickens, , "An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors," Discussion Papers, Department of Economics, University of York, number 03/14.
• Peter D Spencer, , "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers, Department of Economics, University of York, number 03/16.
• Peter Spencer & Zhuoshi Liu, , "An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK," Discussion Papers, Department of Economics, University of York, number 09/16.
• Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, , "A Cross Section of Equity Returns: The No-Arbitrage Test," Discussion Papers, Department of Economics, University of York, number 11/23.
• Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, , "Consumption, Size and Book-to-Market Ratio in Equity Returns," Discussion Papers, Department of Economics, University of York, number 11/24.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2011, "What Does Equity Sector Orderflow Tell Us About the Economy?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3688-3730.
• Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2011, "Common Risk Factors in Currency Markets," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3731-3777.
• Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2011, "Bond Ladders and Optimal Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 12, pages 4123-4166.
• Bang Nam Jeon & Lei Zhu & Dazhi Zheng, 2017, "Exchange rate exposure and financial crises: evidence from emerging Asian markets," Risk Management, Palgrave Macmillan, volume 19, issue 1, pages 53-71, February, DOI: 10.1057/s41283-016-0011-7.
• Ian Laker & Chun-Kai Huang & Allan Ernest Clark, 2017, "Dependent bootstrapping for value-at-risk and expected shortfall," Risk Management, Palgrave Macmillan, volume 19, issue 4, pages 301-322, November, DOI: 10.1057/s41283-017-0023-y.
• Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202140, Jun.
• Sandy Suardi & O.T.Henry & N. Olekalns, , "Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia, number 0205.
• Robin Greenwood & Andrei Shleifer, , "Expectations of Returns and Expected Returns," Working Paper, Harvard University OpenScholar, number 102501.
• Robert J. Barro & Tao Jin, , "On the Size Distribution of Macroeconomic Disasters," Working Paper, Harvard University OpenScholar, number 115416.
• Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, , "How Much Would You Pay To Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 136671.
• Ryuichi Yamamoto & Hideaki Hirata, , "Strategy Switching in the Japanese Stock Market," Working Paper, Harvard University OpenScholar, number 164466.
• Matteo Maggiori & Stefano Giglio & Johannes Stroebel, , "No-Bubble Condition: Model-Free Tests in Housing Markets," Working Paper, Harvard University OpenScholar, number 181786.
• Brock Mendel & Andrei Shleifer, , "Chasing Noise," Working Paper, Harvard University OpenScholar, number 19517.
• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, , "Salience and Asset Prices," Working Paper, Harvard University OpenScholar, number 69726.
• Larry Epstein & Emmanuel Farhi & Tomasz Strzalecki, , "How Much Would You Pay to Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 8366.
• Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, , "X-CAPM: An Extrapolative Capital Asset Pricing Model," Working Paper, Harvard University OpenScholar, number 86521.
• Richard Finlay & Dmitry Titkov & Michelle Xiang, 2022, "The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2022-02, May, DOI: 10.47688/rdp2022-02.
• Olesea Speian & Victoria Ganea & Constantinos Kyriakopoulos, 0, "Yield Curve Construction: A Note on the Moldovan bond market," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 1-9(1).
• Robert G. Chambers & John Quiggin, , "Narrowing the No-Arbitrage Bounds," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WPR03_3.
• Kent Osband Valerio Filoso & Capasso Salvatore & Valerio Filoso, 2022, "The Limits of Limitless Debt," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 662, Dec.
• Mustafa Ciftci & Raj Mashruwala & Dan Weiss, , "Implications of Cost Behavior for Analysts’ Earnings Forecasts," Accounting Working Papers, School of Business Administration, American University of Sharjah, number 17-03/2014.
• Kentaro Kikuchi, , "A Global Joint Pricing Model of Stocks and Bonds Based on the Quadratic Gaussian Approach," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 18.
• Kentaro Kikuchi, , "A Term Structure Interest Rate Model with the Exit Time from the Negative Interest Rate Policy," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 19.
• Yong Li & Zeng Tao & Jun Yu, , "Robust Deviance Information Criterion for Latent Variable Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2012.
• Peter C.B.Phillips & Jun Yu, , "Simulation-based Estimation of Contingent Claims Prices," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2008.
• Peter C.B.Phillips & Jun Yu, , "Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2009.
• Edward W. Piotrowski & Jan Sladkowski, , "Quantum Market Games," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 3.
• Partha Dasgupta, , "Discounting Climate Change," Working papers, The South Asian Network for Development and Environmental Economics, number 11.
• K. S. Kavi Kumar, , "Climate Sensitivity of Indian Agriculture Do Spatial Effects Matter?," Working papers, The South Asian Network for Development and Environmental Economics, number 45.
• M. N. Murty, , "Designing Economic Instruments and Participatory Institutions for Environmental Management in India," Working papers, The South Asian Network for Development and Environmental Economics, number 48.
• Ralf Becker & Urs Fischbacher & Thorsten Hens, , "Soft Landing of a Stock Market Bubble, An Experimental Study," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 090.
• Anke Gerber & Thorsten Hens & Bodo Vogt, , "Coordination in a Repeated Stochastic Game with Imperfect Monitoring," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 126.
• Haim Levy & Enrico De Giorgi & Thorsten Hens, , "Prospect Theory and the CAPM: A contradiction or coexistence?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 157.
• Haim Levy & Enrico De Giorgi & Thorsten Hens, , "Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 161.
• Thorsten Hens & P. Jean-Jacques Herings & Arkadi Predtetchinskii, , "Limits to Arbitrage when Market Participation Is Restricted," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 176.
• Patrick Leoni, , "When Are Market Crashes Driven by Speculation?," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 197.
• Pierre Monnin, , "Are stock markets really like beauty contests? Empirical evidence of higher order belief's impact on asset prices," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 202.
• Patrick Leoni, , "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 216.
• Stefan Reimann, , "On the distribution of stock-market returns - Implications of Evolutionary Finance," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 232.
• Francesco Audrino & Enrico De Giorgi, , "Beta Regimes for the Yield Curve," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 244.
• Chiara PERONI, 2010, "Testing Linearity in Term Structures," EcoMod2010, EcoMod, number 259600130, May.
• Dayong Zhang & David Dickinson & Marco R. Barassi, 2006, "Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market," EcoMod2006, EcoMod, number 272100108, Jun.
• Marco GALLEGATI, 2001, "A Wavelet Analysis of MENA stock markets," Middle East and North Africa, EcoMod, number 330400031, Jan.
• Andrei SEMENOV, 2010, "Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation," EcoMod2004, EcoMod, number 330600126, Jan.
• Andrei SEMENOV, 2010, "High-Order Consumption Moments and Asset Pricing," EcoMod2004, EcoMod, number 330600127, Jan.

None

• David Arnold, 2019, "The Impact of Privatization of State-Owned Enterprises on Workers," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 625, Feb.
• Burkhard Heer & Alfred Maussner & Bernd Suessmuth, 2018, "Cyclical Asset Returns in the Consumption and Investment Goods Sector," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 28, pages 51-70, April, DOI: 10.1016/j.red.2017.07.008.
• Robert Barro & Tao Jin, 2021, "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 39, pages 1-25, January, DOI: 10.1016/j.red.2020.08.002.
• Feng Dong & Jianjun Miao & Pengfei Wang, 2020, "Asset Bubbles and Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 37, pages 68-98, August, DOI: 10.1016/j.red.2020.06.003.
• Greg Howard & Jack Liebersohn, 2023, "Regional Divergence and House Prices," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 49, pages 312-350, July, DOI: 10.1016/j.red.2022.10.002.
• Robert Barro, 2023, "r Minus g," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 48, pages 1-17, April, DOI: 10.1016/j.red.2022.10.001.
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023, "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 49, pages 1-36, July, DOI: 10.1016/j.red.2022.08.003.
• Fabrizio Spargoli & Paolo Zagaglia, None, "The comovements along the forward curve of natural gas futures: a structural view," Journal of Energy Markets, Journal of Energy Markets.
• John Cotter & Jim Hanly, None, "Hedging: scaling and the investor horizon," Journal of Risk, Journal of Risk.
• Burkhard Raunig & Martin Scheicher, None, "A value-at-risk analysis of credit default swaps," Journal of Risk, Journal of Risk.
• Peter Christoffersen & Sílvia Gonçalves, None, "Estimation risk in financial risk management," Journal of Risk, Journal of Risk.
• Arabinda Basistha & Alexander Kurov & Marketa Halova Wolfe, None, "Volatility forecasting: the role of internet search activity and implied volatility," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Pavel Ciaian & d’Artis Kancs & Miroslava Rajcaniova, None, "The price of Bitcoin: GARCH evidence from high-frequency data," Journal of Investment Strategies, Journal of Investment Strategies.
• Guglielmo Maria Caporale & Alex Plastun, None, "Abnormal returns and stock price movements: some evidence from developed and emerging markets," Journal of Investment Strategies, Journal of Investment Strategies.
• Victor Olkhov, None, "The econophysics of asset prices, returns and multiple expectations," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
• L. Umamaheswari et. al, , "Should Shrimp Farmers Pay Paddy Farmers? The Challenges of Examining Salinisation Externalities in South India," Working papers, The South Asian Network for Development and Environmental Economics, number 41.
• Ratna Kumar Jha & Adhrit Regmi, , "Productivity of Pesticides in Vegetable Farming in Nepal," Working papers, The South Asian Network for Development and Environmental Economics, number 43.
• C.J.M. Kool, 2006, "An Analysis of Financial Stability Indicators in European Banking: The Role of Common Factors," Working Papers, Utrecht School of Economics, number 06-12, Dec.
• C.J.M. Kool, 2006, "Financial Stability in European Banking: The Role of Common Factors," Working Papers, Utrecht School of Economics, number 06-13, Jun.
• M. Hadzi-Vaskov & C.J.M. Kool, 2007, "Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes," Working Papers, Utrecht School of Economics, number 07-33.
• M. Hadzi-Vaskov & C.J.M. Kool, 2007, "Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting," Working Papers, Utrecht School of Economics, number 07-34.
• M.I. Droes & W.H.J. Hassink, 2009, "Sale Price Expectations and Mortgage Commitment: Inaccuracy versus Price Setting Behaviour," Working Papers, Utrecht School of Economics, number 09-24, Sep.
• L. Spierdijk & J.A. Bikker, 2012, "Mean Reversion in Stock Prices: Implications for Long-Term Investors," Working Papers, Utrecht School of Economics, number 12-07.
• William J. Bertin & David Michayluk & Laurie Prather, 2008, "Liquidity issues surrounding neglected firms," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2008-2, Jan.