Research classified by Journal of Economic Literature (JEL) codes

0

• 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, 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.
• Nicolas Petrosky-Nadeau & Lu Zhang, , "Unemployment Crises," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2013-E5.
• Kuehn Lars-Alexander & Petrosky-Nadeau Nicolas & Zhang Lu, , "An Equilibrium Asset Pricing Model with Labor Market Search," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2010-E63.
• Kjetil Storesletten & Chris Telmer & Amir Yaron, , "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 226.
• David K. Backus & Silverio Foresi & Chris Telmer, , "Discrete time models of bond pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 251.
• Suleyman Basak & Michael Gallmeyer, , "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-E1.
• Harold Zhang, , "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 31.
• Jonathan Berk & Richard C. Green & Vasant Naik, , "Optimal Investment, Growth Options and Security Returns," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 64.
• BAUWENS, Luc, 2006, "Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1862, Jan.
• DAO, Nguyen Thang & DAVILA, Julio, 2013, "Can geography lock a society in stagnation?," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2491, Jan, DOI: 10.1016/j.econlet.2013.05.031.
• John Duffy & Janet Hua Jiang & Huan Xie, 2019, "Experimental Asset Markets with An Indefinite Horizon," Working Papers, Concordia University, Department of Economics, number 19005, Jul.
• Alain MONFORT & Jean-Paul RENNE & Guillaume ROUSSELLET, 2020, "Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion," Working Papers, Center for Research in Economics and Statistics, number 2020-01, Jan.
• Sven Steinkamp & Frank Westermann, , "Multilateral loans and interest rates: further evidence on the seniority conundrum," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_026.
• Charles Ka Yui Leung & Chung-Yi Tse, 2017, "Flipping in the Housing Market," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_001, Mar.
• Kimberly A. Berg & Nelson Mark, 2017, "Measures of Global Uncertainty and Carry-Trade Excess Returns," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_002, Mar.
• Peter Tillmann, 2018, "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_004, May.
• Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Working Papers, Deakin University, Department of Economics, number fe_2014_08, Jan, DOI: 10.1016/j.jbankfin.2014.01.008.
• Westerlund, Joakim & Narayan, Paresh, 2014, "A random coefficient approach to the predictability of stock returns in panels," Working Papers, Deakin University, Department of Economics, number fe_2014_10, Jan, DOI: 10.1093/jjfinec/nbu003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_13, Jan.
• Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014, "How profitable is the Indian stock market?," Working Papers, Deakin University, Department of Economics, number fe_2014_14, Jan, DOI: 10.1016/j.pacfin.2014.07.001.
• Westerlund, Joakim & Karabiyik, Hande & Narayan, Paresh, 2015, "Testing for predictability in panels with general predictors," Working Papers, Deakin University, Department of Economics, number fe_2015_10, Jan, DOI: 10.1002/jae.2535.
• Joakim Westerlund & Paresh K Narayan & Xinwei Zheng, , "Testing For Stock Return Predictability In A Large Chinese Panel," Working Papers, Deakin University, Department of Economics, number 2015_11.
• 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.
• 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.
• Barbora Máková, 2019, "Bank-Sourced Transition Matrices: Are Banks' Internal Credit Risk Estimates Markovian?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/3, Mar, revised Mar 2019.
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