Research classified by Journal of Economic Literature (JEL) codes

1978

• Easman, Ws, 1978, "Disclosure Of Estimates Of Holding Gains And The Assessment Of Systematic Risk," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue , pages 78-92, DOI: http://hdl.handle.net/10.2307/24904.
• Ingberman, Mj, 1978, "Disclosure Of Estimates Of Holding Gains And The Assessment Of Systematic Risk - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue , pages 93-95, DOI: http://hdl.handle.net/10.2307/24904.
• Boatsman, Jr & Revsine, L, 1978, "Disclosure Of Estimates Of Holding Gains And The Assessment Of Systematic Risk - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue , pages 96-105, DOI: http://hdl.handle.net/10.2307/24904.

1977

• Feltham, Ga, 1977, "Cost Aggregation - Information Economic-Analysis," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 15, issue 1, pages 42-70, DOI: http://hdl.handle.net/10.2307/24905.
• Griffin, Pa, 1977, "Time-Series Behavior Of Quarterly Earnings - Preliminary Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 15, issue 1, pages 71-83, DOI: http://hdl.handle.net/10.2307/24905.
• Harrison, T, 1977, "Different Market Reactions To Discretionary And Non-Discretionary Accounting Changes," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 15, issue 1, pages 84-107, DOI: http://hdl.handle.net/10.2307/24905.
• Joy, Om & Litzenberger, Rh & Mcenally, Rw, 1977, "Adjustment Of Stock-Prices To Announcements Of Unanticipated Changes In Quarterly Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 15, issue 2, pages 207-225, DOI: http://hdl.handle.net/10.2307/24903.
• Albrecht, Ws & Lookabill, Ll & Mckeown, Jc, 1977, "Time-Series Properties Of Annual Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 15, issue 2, pages 226-244, DOI: http://hdl.handle.net/10.2307/24903.
• Watts, Rl & Leftwich, Rw, 1977, "Time-Series Of Annual Accounting Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 15, issue 2, pages 253-271, DOI: http://hdl.handle.net/10.2307/24903.

1976

• Barrett, Me, 1976, "Financial-Reporting Practices - Disclosure And Comprehensiveness In An International Setting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 10-26, DOI: http://hdl.handle.net/10.2307/24904.
• Collins, Dw, 1976, "Predicting Earnings With Sub-Entity Data - Some Further Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 163-177, DOI: http://hdl.handle.net/10.2307/24904.
• Eggleton, Irc & Penman, Sh & Twombly, Jr, 1976, "Accounting Changes And Stock-Prices - Examination Of Selected Uncontrolled Variables," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 66-88, DOI: http://hdl.handle.net/10.2307/24904.
• Gonedes, Nj & Dopuch, N & Penman, Sh, 1976, "Disclosure Rules, Information-Production, And Capital-Market Equilibrium - Case Of Forecast Disclosure Rules," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 89-137, DOI: http://hdl.handle.net/10.2307/24904.
• Cassidy, Db, 1976, "Investor Evaluation Of Accounting Information - Some Additional Empirical-Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 2, pages 212-229, DOI: http://hdl.handle.net/10.2307/24905.
• Patell, Jm, 1976, "Corporate Forecasts Of Earnings Per Share And Stock-Price Behavior - Empirical Tests," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 2, pages 246-276, DOI: http://hdl.handle.net/10.2307/24905.

1975

• Buzby, Sl, 1975, "Company Size, Listed Versus Unlisted Stocks, And Extent Of Financial Disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 1, pages 16-37, DOI: http://hdl.handle.net/10.2307/24906.
• Dyer, Jc & Mchugh, Aj, 1975, "Timeliness Of Australian Annual-Report," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 2, pages 204-219, DOI: http://hdl.handle.net/10.2307/24903.
• Gonedes, Nj, 1975, "Risk, Information, And Effects Of Special Accounting Items On Capital-Market Equilibrium," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 2, pages 220-256, DOI: http://hdl.handle.net/10.2307/24903.
• Magee, Rp, 1975, "Cost-Volume-Profit Analysis, Uncertainty And Capital-Market Equilibrium," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 2, pages 257-266, DOI: http://hdl.handle.net/10.2307/24903.
• Ohlson, Ja, 1975, "Complete Ordering Of Information Alternatives For A Class Of Portfolio-Selection Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 2, pages 267-282, DOI: http://hdl.handle.net/10.2307/24903.
• Foster, G, 1975, "Security Price Revaluation Implications Of Sub-Earnings Disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 2, pages 283-292, DOI: http://hdl.handle.net/10.2307/24903.
• Sharpe, Ig & Walker, Rg, 1975, "Asset Revaluations And Stock-Market Prices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 2, pages 293-310, DOI: http://hdl.handle.net/10.2307/24903.

1974

• Gonedes, Nj, 1974, "Capital Market Equilibrium And Annual Accounting Numbers - Empirical-Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 1, pages 26-62, DOI: http://hdl.handle.net/10.2307/24905.
• Derstine, Rp & Huefner, Rj, 1974, "Lifo-Fifo, Accounting Ratios And Market Risk," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 2, pages 216-234, DOI: http://hdl.handle.net/10.2307/24903.
• Gonedes, Nj & Dopuch, N, 1974, "Capital Market Equilibrium, Information Production, And Selecting Accounting Techniques - Theoretical Framework And Review Of Empirical Work," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue , pages 48-169, DOI: http://hdl.handle.net/10.2307/24904.

1973

• Patz, Dh & Boatsman, Jr, 1973, "Accounting Principle Formulation In An Efficient Markets Environment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 2, pages 392-403, DOI: http://hdl.handle.net/10.2307/24900.
• Madden, Dl & Mcculler.Ld & Vandanik.Rp, 1973, "Materiality Of Research And Development Expenditures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 2, pages 417-420, DOI: http://hdl.handle.net/10.2307/24900.
• Sunder, S, 1973, "Relationship Between Accounting Changes And Stock Prices - Problems Of Measurement And Some Empirical-Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 1-45, DOI: http://hdl.handle.net/10.2307/24900.
• Lusk, Ej, 1973, "Cognitive Aspects Of Annual Reports - Field Independence-Dependence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 191-202, DOI: http://hdl.handle.net/10.2307/24900.
• Dermer, Jd & Gray, Ws, 1973, "Discussion Of Cognitive Aspects Of Annual Reports - Field Independence-Dependence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 203-214, DOI: http://hdl.handle.net/10.2307/24900.
• Lusk, Ej, 1973, "Cognitive Aspects Of Annual Reports - Field Independence-Dependence - Comment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 215-224, DOI: http://hdl.handle.net/10.2307/24900.
• Demski, Js & Myers, Sl, 1973, "Discussion Of Relationship Between Accounting Changes And Stock Prices - Problems Of Measurement And Some Empirical-Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 46-59, DOI: http://hdl.handle.net/10.2307/24900.

1972

• Kiger, Je, 1972, "Empirical Investigation Of Nyse Volume And Price Reactions To Announcement Of Quarterly Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 1, pages 113-128, DOI: http://hdl.handle.net/10.2307/24902.
• Ball, R, 1972, "Changes In Accounting Techniques And Stock Prices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 1-38, DOI: http://hdl.handle.net/10.2307/24898.
• Bicksler, Jl, 1972, "Changes In Accounting Techniques And Stock Prices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 39-41, DOI: http://hdl.handle.net/10.2307/24898.
• Treynor, Jl, 1972, "Discussion Of Changes In Accounting Techniques And Stock Prices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 42-44, DOI: http://hdl.handle.net/10.2307/24898.

1971

• Frank, Wg & Weygandt, Jj, 1971, "Prediction Model For Convertible Debentures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 1, pages 116-126, DOI: http://hdl.handle.net/10.2307/24902.
• Fogelber.G, 1971, "Interim Income Determination - Examination Of Effects Of Alternative Measurement Techniques," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 2, pages 215-235, DOI: http://hdl.handle.net/10.2307/24899.

1970

• West, Rr, 1970, "Alternative Approach To Predicting Corporate Bond Ratings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 1, pages 118-125, DOI: http://hdl.handle.net/10.2307/26747.
• Horrigan, Jo, 1970, "Alternative Approach To Predicting Corporate Bond Ratings - Comment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 1, pages 126-127, DOI: http://hdl.handle.net/10.2307/26747.
• Peles, Y, 1970, "Amortization Of Advertising Expenditures In Financial Statements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 1, pages 128-137, DOI: http://hdl.handle.net/10.2307/26747.
• Dascher, Pe & Malcom, Re, 1970, "Note On Income Smoothing In Chemical Industry," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 2, pages 253-259, DOI: http://hdl.handle.net/10.2307/24901.
• White, Ge, 1970, "Discretionary Accounting Decisions And Income Normalization," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 2, pages 260-273, DOI: http://hdl.handle.net/10.2307/24901.

1968

• Ball, R & Brown, P, 1968, "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue 2, pages 159-178, DOI: http://hdl.handle.net/10.2307/24902.
• Beaver, Wh, 1968, "Market Prices, Financial Ratios, And Prediction Of Failure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue 2, pages 179-192, DOI: http://hdl.handle.net/10.2307/24902.
• Beaver, Wh, 1968, "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue , pages 67-92, DOI: http://hdl.handle.net/10.2307/24900.
• Bates, Rj, 1968, "Information Content Of Annual Earnings Announcements - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue , pages 93-95, DOI: http://hdl.handle.net/10.2307/24900.
• Davidson, Hj, 1968, "Information Content Of Annual Earnings Announcements - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue , pages 96-100, DOI: http://hdl.handle.net/10.2307/24900.

1967

• Johnson, O, 1967, "Consequential Approach To Accounting For R And D," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 5, issue 2, pages 164-172, DOI: http://hdl.handle.net/10.2307/24902.

1964

• Hicks, El, 1964, "Materiality," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 2, issue 2, pages 158-171, DOI: http://hdl.handle.net/10.2307/24899.

0

• BUYSSCHAERT, An & DELOOF, Marc & JEGERS, Marc, , "Equity sales in Belgian corporate groups: Expropriationof minority shareholders?," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2001034.
• T. Kaizoji & D. Sornette, 2008, "Market bubbles and crashes," Papers, arXiv.org, number 0812.2449, 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.
• Ulrich Horst & Santiago Moreno-Bromberg, 2011, "Efficiency and Equilibria in Games of Optimal Derivative Design," Papers, arXiv.org, number 1107.0839, Jul.
• John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Papers, arXiv.org, number 1110.4119, Oct.
• Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012, "Effective Trade Execution," Papers, arXiv.org, number 1206.5324, Jun.
• 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.
• Syed Muhammad Noaman Ahmed Shah & Mazen Kebewar, 2013, "US Corporate Bond Yield Spread : A default risk debate," Papers, arXiv.org, number 1303.3391, Mar.
• 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.
• Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000, "Correlation structure of extreme stock returns," Papers, arXiv.org, number cond-mat/0006034, Jun, revised Jan 2001.
• Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters, 2001, "Introducing Variety in Risk Management," Papers, arXiv.org, number cond-mat/0107208, Jul.
• Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997, "Scaling in stock market data: stable laws and beyond," Papers, arXiv.org, number cond-mat/9705087, May.
• Kirill N. Ilinski & Alexander S. Stepanenko, 1998, "Electrodynamical model of quasi-efficient financial market," Papers, arXiv.org, number cond-mat/9806138, Jun.
• Rui Vilela Mendes & M. J. Oliveira, 2006, "A data-reconstructed fractional volatility model," Papers, arXiv.org, number math/0602013, Feb, revised Jun 2007.
• 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.
• Bence Toth & Enrico Scalas & Juergen Huber & Michael Kirchler, 2006, "The value of information in a multi-agent market model," Papers, arXiv.org, number physics/0610026, Oct, revised Feb 2007.
• Jun Cai & Yan-Leung Cheung & Raymond Lee & Michael Melvin, , "'Once-in-a-Generation' Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2132865.
• Jean-Sébastien Fontaine & Corey Garriott & Jesse Johal & Jessica Lee & Andreas Uthemann, 2021, "COVID-19 Crisis: Lessons Learned for Future Policy Research," Discussion Papers, Bank of Canada, number 2021-2, Feb, DOI: 10.34989/sdp-2021-2.
• 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.
• Jorge Mario Uribe Gil, 2007, "Caracterización del mercado accionario colombiano, 2001-2006: un análisis comparativo," Borradores de Economia, Banco de la Republica de Colombia, number 456, Sep, DOI: 10.32468/be.456.
• Alejandro Revéiz Herault & Sebastian Rojas, 2008, "The case for active management from the perspective of Complexity Theory," Borradores de Economia, Banco de la Republica de Colombia, number 495, Mar, DOI: 10.32468/be.495.
• Alejandro Reveiz Herault, 2008, "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," Borradores de Economia, Banco de la Republica de Colombia, number 511, Apr, DOI: 10.32468/be.511.
• Jhonatan Pérez Villalobos & Juan Carlos Mendoza, 2010, "Efecto día en el mercado accionario Colombiano: una aproximación no paramétrica," Borradores de Economia, Banco de la Republica de Colombia, number 585, Feb, DOI: 10.32468/be.585.
• 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.
• Luz Adriana Flórez, 2010, "Monetary Policy and Commodity Prices: an endogenous analysis using an SVAR approach," Borradores de Economia, Banco de la Republica de Colombia, number 610, Jun, DOI: 10.32468/be.610.
• Andrés González & Omar Mendoza & Hernán Rincón & Norberto Rodríguez, 2010, "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia, Banco de la Republica de Colombia, number 611, Jun, DOI: 10.32468/be.611.
• Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2010, "Downward Wage Rigidities and Other Firms’ Responses to an Economic Slowdown: Evidence from a Survey of Colombian Firms," Borradores de Economia, Banco de la Republica de Colombia, number 612, Jul, DOI: 10.32468/be.612.
• Andrés Felipe García-Suaza & Jose Eduardo Gómez González, 2011, "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia, Banco de la Republica de Colombia, number 647, Mar, DOI: 10.32468/be.647.
• Carlos Leóm & Alejandro Reveiz, 2011, "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia, Banco de la Republica de Colombia, number 648, Apr, DOI: 10.32468/be.648.
• Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011, "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia, Banco de la Republica de Colombia, number 650, Apr, DOI: 10.32468/be.650.
• Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011, "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia, Banco de la Republica de Colombia, number 651, Apr, DOI: 10.32468/be.651.
• Rafael Puyana & Mario Andrés Ramos & Héctor Zarate, 2011, "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia, Banco de la Republica de Colombia, number 652, Apr, DOI: 10.32468/be.652.
• Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011, "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia, Banco de la Republica de Colombia, number 653, May, DOI: 10.32468/be.653.
• Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011, "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia, Banco de la Republica de Colombia, number 656, May, DOI: 10.32468/be.656.
• 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.
• Helmut Bester & Klaus Ritzberger, , "Strategic Pricing, Signalling, and Costly Information Acquisition," Papers, Departmental Working Papers, number 008.
• Art Durnev & Amrita Nain, , "The Unanticipated Effects of Insider Trading Regulation," American Law & Economics Association Annual Meetings, American Law & Economics Association, number 1023.
• Matteo Aquilina & Sean Foley & Leonardo Gambacorta & William Krekel, 2024, "Decentralised dealers? examining liquidity provision in decentralised exchanges," BIS Working Papers, Bank for International Settlements, number 1227, Nov.
• 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.
• Heather D. Gibson & Stephen G. Hall & Pavlos Petroulas & George S. Tavlas, 2019, "On the effects of the ECB’s funding policies on bank lending and the demand for the euro as an international reserve," Working Papers, Bank of Greece, number 270, Sep.
• Dirk Hackbarth & Jianjun Miao, , "The Timing and Returns of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-022.
• 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.
• Igor Evstigneev & Dhruv Kapoor, 2007, "Arbitrage in Stationary Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-32, Oct.
• Maria Cecilia BUSTAMANTE, 2008, "The Dynamics of Going Public," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-46, Nov.
• 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.
• Elias OIKARINEN & Martin HOESLI & Camilo SERRANO, 2009, "Linkages Between Direct and Securitized Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-26, Jun.
• Amelie BRUNE & Thorsten HENS & Marc Olivier RIEGER & Mei WANG, 2011, "The war puzzle: contradictory effects of international conflicts on stock markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-21, May.
• Maria PUTINTSEVA, 2011, "Predictive Power of Information Market Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-23, Jun.
• Florian EUGSTER & Alexander F. WAGNER, 2011, "When and How is Voluntary Disclosure Quality Reflected in Equity Prices?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-25, Jun.
• Harald HAU & Sandy LAI, 2011, "The Role of Equity Funds in the Financial Crisis Propagation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-35, 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.
• 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.
• 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.
• Didier SORNETTE & Susanne VON DER BECKE, 2011, "Crashes and High Frequency Trading," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-63, Aug.
• Vladimir Filimonov & Didier Sornette, 2012, "Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-02, Feb.
• Harald Hau, 2012, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-07, Feb.
• Andriy Bodnaruk & Per Östberg, 2012, "The Shareholder Base and Payout Policy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-11, Feb.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Peter G. Dunne & Harald Hau & Michael Moore, 2012, "Dealer Intermediation between Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-29, Aug.
• 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.
• Semyon MALAMUD & Evgeny PETROV, 2014, "Portfolio Delegation and Market Efficiency," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-09, Feb.
• Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2014, "Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices OR from SSRN: Individual Reaction to Past Performance Sequences: Evidence from a Real Marketplace," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-19, Mar, revised Jan 2015.
• Semyon MALAMUD, 2014, "Price Discovery through Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-36, May.
• Dan LI & Norman SCHUERHOFF, 2014, "Dealer Networks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-50, Oct.
• 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.
• Eduardo Fernández-Arias & Ricardo Hausmann & Ugo Panizza, 2019, "Smart Development Banks," CID Working Papers, Center for International Development at Harvard University, number 350, Apr.
• Michael Gallmeyer & Burton Hollifield & Duane Seppi, , "Liquidity Discovery and Asset Pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-10.
• Shimon Kogan & Anthony Kwasnica & Roberto Weber, , "Coordination in the Presence of Asset Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2007-E33.
• BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004, "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1746, Jan, DOI: 10.1016/j.ijforecast.2003.09.014.
• BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2005, "News announcements, market activity and volatility in the euro/dollar foreign exchange market," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1787, Jan, DOI: 10.1016/j.jimonfin.2005.08.008.
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