Research classified by Journal of Economic Literature (JEL) codes

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• Shoka Hayaki, 2020, "Time-Varying Risk Attitude and Behavioral Asset Pricing," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2020-33, Dec.
• Katsutoshi Wakai, 2018, "A Factor Pricing Model under Ambiguity," Discussion papers, Graduate School of Economics , Kyoto University, number e-17-012, Mar.
• Tanweer Akram & Anupam Das, 2020, "The Empirics of Canadian Government Securities Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_944, Jan.
• Tanweer Akram, 2020, "A Simple Model of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_951, Apr.
• Tanweer Akram & Syed Al-Helal Uddin, 2020, "An Empirical Analysis of Long-Term Brazilian Interest Rates," Economics Working Paper Archive, Levy Economics Institute, number wp_956, May.
• Tanweer Akram & Huiqing Li, 2020, "Some Empirical Models of Japanese Government Bond Yields Using Daily Data," Economics Working Paper Archive, Levy Economics Institute, number wp_962, Jul.
• Parthajit Kayal & Janani Sri SG, 2020, "Going Beyond Gold: Can Equities be Safe-Haven?," Working Papers, Madras School of Economics,Chennai,India, number 2020-203, Sep.
• Ishani Chaudhuri & Parthajit Kayal, 2022, "Predicting Power of Ticker Search Volume in Indian Stock Market," Working Papers, Madras School of Economics,Chennai,India, number 2022-214, Feb.
• Malvika Saraf & Parthajit Kayal, 2022, "How Much Does Volatility Influence Stock Market Returns? – Empirical Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2022-215, Feb.
• Thillaikkoothan Palanichamy & Parthajit Kayal, 2022, "Multiple Dimensions of Cyclicality in Investing," Working Papers, Madras School of Economics,Chennai,India, number 2022-216, Feb.
• Abhishek Subramanian & Parthajit Kayal, 2023, "Application of Volatility-Managed Portfolios in the Context of a Volatility Index," Working Papers, Madras School of Economics,Chennai,India, number 2023-242, Aug.
• Maurice J. Roche & Michael J. Moore, undated, "Less of a puzzle: a new look at the forward forex market," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n.
• Kaoru Hosono & Shogo Isobe, 2014, "The Financial Market Impact of Unconventional Monetary Policies in the U.S., the U.K., the Eurozone, and Japan," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron259, Jun.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2015, "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 15/01, Jan.
• Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/01, Jan.
• Knu Anton Mork, undated, "A pitfall in models of external habit formation," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 20325.
• Wiliam Branch & George W. Evans, undated, "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2006-14.
• Wiliam Branch & George W. Evans, undated, "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2008-1.
• Akitada Kasahara & Xin Zhong, 2022, "PEAD and Illiquidity Premium in the Japanese Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-25, Jan.
• Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tédongap & Lai Xu, 0, "The Term Structures of Expected Loss and Gain Uncertainty," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 473-501.
• Jennifer Conrad & Robert F Dittmar & Allaudeen Hameed, 0, "Implied Default Probabilities and Losses Given Default from Option Prices," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 629-652.
• Bertille Antoine & Kevin Proulx & Eric Renault, 0, "Pseudo-True SDFs in Conditional Asset Pricing Models," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 4, pages 656-714.
• Marcelo Fernandes & Marco Aurélio Dos Santos Rocha, 0, "Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 2, pages 219-242.
• Francesco Audrino & Enrico De Giorgi, 0, "Beta Regimes for the Yield Curve," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 3, pages 456-490.
• Kenneth R Ahern, 0, "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 397-440.
• Haifeng Guo & Alexandros Kontonikas & Paulo Maio, 0, "Monetary Policy and Corporate Bond Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 441-489.
• David Chambers & Elroy Dimson & Christophe Spaenjers, 0, "Art as an Asset: Evidence from Keynes the Collector," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 490-520.
• Ronald Doeswijk & Trevin Lam & Laurens Swinkels, 0, "Historical Returns of the Market Portfolio," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 521-567.
• Niels Joachim Gormsen & Ralph S J Koijen & Nikolai Roussanov, 0, "Coronavirus: Impact on Stock Prices and Growth Expectations," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 574-597.
• Augustin Landier & David Thesmar & Jeffrey Pontiff, 0, "Earnings Expectations during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 598-617.
• Lorenzo Bretscher & Alex Hsu & Peter Simasek & Andrea Tamoni & Nikolai Roussanov, 0, "COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 705-741.
• Scott R Baker & Nicholas Bloom & Steven J Davis & Kyle Kost & Marco Sammon & Tasaneeya Viratyosin & Jeffrey Pontiff, 0, "The Unprecedented Stock Market Reaction to COVID-19," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 742-758.
• Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0, "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 791-833.
• J Anthony Cookson & Joseph E Engelberg & William Mullins & Hui Chen, 0, "Does Partisanship Shape Investor Beliefs? Evidence from the COVID-19 Pandemic," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 863-893.
• 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.
• 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.
• Jozef Baruník & Matěj Nevrla, 2019, "Tail Risks, Asset Prices, and Investment Horizons," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/10, May, revised May 2019.
• Barbora Malinska, 2019, "Realized Moments and Bond Pricing," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/11, May, revised May 2019.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, undated, "Technical analysis in the Madrid stock exchange," Working Papers, FEDEA, number 99-05.
• Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, undated, "Technical analysis in the Madrid stock exchange," Studies on the Spanish Economy, FEDEA, number 23.
• Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2020, "Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis," Staff Reports, Federal Reserve Bank of New York, number 909, Jan.
• Philippe Mueller & Andreas Stathopoulos & Andrea Vedolin, undated, "International Correlation Risk," FMG Discussion Papers, Financial Markets Group, number dp716.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, undated, "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers, Financial Markets Group, number dp717.
• Dong Lou & Christopher Polk, undated, "Inferring Arbitrage Activity from Return Correlations," FMG Discussion Papers, Financial Markets Group, number dp721.
• Elyes Jouini & Pierre-Francois Koehl, undated, "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-009.
• James Dow & Gary Gorton, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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, undated, "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.

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• 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.
• L. Umamaheswari et. al, undated, "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, undated, "Productivity of Pesticides in Vegetable Farming in Nepal," Working papers, The South Asian Network for Development and Environmental Economics, number 43.
• Odlyzko Andrew, 2010, "This Time Is Different: An Example of a Giant, Wildly Speculative, and Successful Investment Mania," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-28, July, DOI: 10.2202/1935-1682.2584.
• Friedberg Leora & Webb Anthony, 2007, "Life Is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 7, issue 1, pages 1-33, July, DOI: 10.2202/1935-1682.1785.
• De Santis Massimiliano, 2010, "Demystifying the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-33, May, DOI: 10.2202/1935-1690.1930.
• Walentin Karl, 2010, "Earnings Inequality and the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-23, November, DOI: 10.2202/1935-1690.1939.
• Challe Edouard & Ragot Xavier, 2011, "Bubbles and Self-Fulfilling Crises," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-38, May, DOI: 10.2202/1935-1690.2064.
• Luo Yulei & Young Eric R, 2009, "Rational Inattention and Aggregate Fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-43, April, DOI: 10.2202/1935-1690.1700.
• Craine Roger & Martin Vance L, 2009, "Interest Rate Conundrum," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-29, March, DOI: 10.2202/1935-1690.1819.
• Kiley Michael T., 2003, "An Analytical Approach to the Welfare Cost of Business Cycles and the Benefit from Activist Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, volume 3, issue 1, pages 1-26, March, DOI: 10.2202/1534-6005.1089.
• Kimura Takeshi & Small David H., 2006, "Quantitative Monetary Easing and Risk in Financial Asset Markets," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 1, pages 1-54, March, DOI: 10.2202/1534-5998.1274.
• Zhang Qiang, 2006, "The Spirit of Capitalism and Asset Pricing: An Empirical Investigation," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 3, pages 1-25, November, DOI: 10.2202/1534-5998.1418.
• Cvitanic Jaksa & Malamud Semyon, 2010, "Relative Extinction of Heterogeneous Agents," The B.E. Journal of Theoretical Economics, De Gruyter, volume 10, issue 1, pages 1-23, February, DOI: 10.2202/1935-1704.1605.
• Angrisani Marco & Guarino Antonio & Huck Steffen & Larson Nathan C, 2011, "No-Trade in the Laboratory," The B.E. Journal of Theoretical Economics, De Gruyter, volume 11, issue 1, pages 1-58, April, DOI: 10.2202/1935-1704.1745.
• Hansen Frank, 2007, "Decreasing Relative Risk Premium," The B.E. Journal of Theoretical Economics, De Gruyter, volume 7, issue 1, pages 1-31, October, DOI: 10.2202/1935-1704.1370.
• Miyazaki Kenji & Saito Makoto, 2009, "Risk Premiums versus Waiting-Options Premiums: A Simple Numerical Example," The B.E. Journal of Theoretical Economics, De Gruyter, volume 9, issue 1, pages 1-31, March, DOI: 10.2202/1935-1704.1326.