Research classified by Journal of Economic Literature (JEL) codes

2013

• Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu, 2013, "Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 379-401, DOI: 10.1016/j.intfin.2012.09.008.
• Deb, Saikat Sovan & Kalev, Petko S. & Marisetty, Vijaya B., 2013, "Flexible price limits: The case of Tokyo Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 66-84, DOI: 10.1016/j.intfin.2012.11.002.
• Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei, 2013, "Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks," Japan and the World Economy, Elsevier, volume 27, issue C, pages 70-82, DOI: 10.1016/j.japwor.2013.03.007.
• López Cabrera, Brenda & Odening, Martin & Ritter, Matthias, 2013, "Pricing rainfall futures at the CME," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4286-4298, DOI: 10.1016/j.jbankfin.2013.07.042.
• Valenzuela, Marcela & Zer, Ilknur, 2013, "Competition, signaling and non-walking through the book: Effects on order choice," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5421-5435, DOI: 10.1016/j.jbankfin.2013.04.014.
• Lönnbark, Carl, 2013, "On the role of the estimation error in prediction of expected shortfall," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 847-853, DOI: 10.1016/j.jbankfin.2012.10.013.
• Gibson, Rajna & Murawski, Carsten, 2013, "Margining in derivatives markets and the stability of the banking sector," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1119-1132, DOI: 10.1016/j.jbankfin.2012.10.005.
• Straetmans, Stefan & Candelon, Bertrand, 2013, "Long-term asset tail risks in developed and emerging markets," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1832-1844, DOI: 10.1016/j.jbankfin.2012.09.022.
• Wahal, Sunil & Yavuz, M. Deniz, 2013, "Style investing, comovement and return predictability," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 136-154, DOI: 10.1016/j.jfineco.2012.08.005.
• Blocher, Jesse & Reed, Adam V. & Van Wesep, Edward D., 2013, "Connecting two markets: An equilibrium framework for shorts, longs, and stock loans," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 302-322, DOI: 10.1016/j.jfineco.2012.12.006.
• Jegadeesh, Narasimhan & Wu, Di, 2013, "Word power: A new approach for content analysis," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 712-729, DOI: 10.1016/j.jfineco.2013.08.018.
• Chang, Sanders S., 2013, "Can cross-country portfolio rebalancing give rise to forward bias in FX markets?," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1079-1096, DOI: 10.1016/j.jimonfin.2012.09.002.
• Hou, Yang & Li, Steven, 2013, "Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 109-131, DOI: 10.1016/j.pacfin.2013.04.001.
• Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos, 2013, "EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 28, issue 2, pages 193-216.
• Yusuf Mohammed Nulla & Dimitris Nikolaou Koumparoulis, 2013, "CEO Compensation System in Large Canadian Financial Institutions," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 137-155.
• Stefania D'Amico & Roger Fan & Yuriy Kitsul, 2013, "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-22, Nov.
• Asgharian, Hossein & Sikström, Sverker, 2013, "Predicting Stock Price Volatility by Analyzing Semantic Content in Media," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2013/16, Sep.
• Leif Beisland & Dennis Frestad, 2013, "How fair-value accounting can influence firm hedging," Review of Derivatives Research, Springer, volume 16, issue 2, pages 193-217, July, DOI: 10.1007/s11147-012-9084-y.
• Benjamin Blau & Chip Wade, 2013, "Comparing the information in short sales and put options," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 567-583, October, DOI: 10.1007/s11156-013-0377-5.
• Monika Marcinkowska, 2013, "Regulation and self-regulation in banking: in search of optimum," Bank i Kredyt, Narodowy Bank Polski, volume 44, issue 2, pages 119-158.
• Isakov, A., 2013, "Interbank Market Structure and Accurate Estimation of an Aggregate Liquidity Shock," Journal of the New Economic Association, New Economic Association, volume 19, issue 3, pages 52-64.
• Vitor Castro, 2013, "The Portuguese stock market cycle: Chronology and duration dependence," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 1, pages 1-23, DOI: 10.1787/jbcma-2013-5k455rtzv69q.
• Tarnaczi Tibor & Kulcsar Edina, 2013, "The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 451-462, December.
• Ron Kaniel & Péter Kondor, 2013, "The Delegated Lucas Tree," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 4, pages 929-984.
• Ramona Dumitriu & Razvan Stefanescu, 2013, "Gone Fishin’ Effects on the Bucharest Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 1, pages 107-116.
• Slawomir Ireneusz Bukowski, 2013, "The Degree of the Polish and Slovak equity market integration with the euro area equity market," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 115/2013, Jan.
• Yashkir, Olga & Yashkir, Yuriy, 2013, "Loss Given Default Modelling: Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 46147, Mar.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 47229, Feb, revised 04 Apr 2013.
• Sinha, Pankaj & Mathur, Kritika, 2013, "Price, Return and Volatility Linkages of Base Metal Futures traded in India," MPRA Paper, University Library of Munich, Germany, number 47864, Jun.
• Dumitriu, Ramona & Stefanescu, Razvan, 2013, "Efecte Gone Fishin’ la Bursa de Valori din Bucureşti
  [Gone Fishin’ Effects on the Bucharest Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 52473, Sep, revised 28 Sep 2013.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "MOY effects in returns and in volatilities of the Romanian capital market," MPRA Paper, University Library of Munich, Germany, number 52474, Oct, revised 28 Oct 2013.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union," MPRA Paper, University Library of Munich, Germany, number 53069, Mar, revised 04 Apr 2013.
• Julian, Inchauspe & Helen, Cabalu, 2013, "What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals," MPRA Paper, University Library of Munich, Germany, number 93049, Sep.
• Andrey Kudryavtsev, 2013, "Think About Tomorrow Morning: Opening Stock Returns May Show Reversals," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 50, pages 51-64, December.
• Alexander Isakov, 2013, "Stress indicator construction for internal money market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 30, issue 2, pages 77-92.
• Imad Moosa, 2013, "The failure of financial econometrics: confirmation and publication biases," Journal of Financial Transformation, Capco Institute, volume 36, pages 43-48.
• Duo Qin & Zhong Xu & Xue-Chun Zhang, 2013, "How Much Has Private Credit Lending Reacted to Monetary Policy in China? The Case of Wenzhou," Working Papers, Department of Economics, SOAS University of London, UK, number 178, Feb.
• Colin D. B. Clubb, 2013, "Information dynamics, dividend displacement, conservatism, and earnings measurement: a development of the Ohlson (1995) valuation framework," Review of Accounting Studies, Springer, volume 18, issue 2, pages 360-385, June, DOI: 10.1007/s11142-012-9211-x.
• Ben Ammar, Semir & Eling, Martin, 2013, "Common Risk Factors of Infrastructure Firms," Working Papers on Finance, University of St. Gallen, School of Finance, number 1307, May.
• Libero Monteforte & Gianluca Moretti, 2013, "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 1, pages 51-61, January.
• López Cabrera, Brenda & Odening, Martin & Ritter, Matthias, 2013, "Pricing rainfall derivatives at the CME," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-005.
• Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen, 2013, "State Price Densities implied from weather derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-026.
• López Cabrera, Brenda & Schulz, Franziska, 2013, "Volatility linkages between energy and agricultural commodity prices," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-042.

2012

• Gheorghe PÎRVU & Stefan Marcel SIMA, 2012, "Sources of funding for the public market in Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 63-68, December.
• María J. Nieto, 2012, "What role, if any, can market discipline play in supporting macroprudential policy?," Occasional Papers, Banco de España, number 1202, Mar.
• Bell, Purl Lord, 2012, "El uso de las letras de cambio con Colombia," Chapters, Banco de la Republica de Colombia, chapter 17, in: Banco de la República, "Colombia : manual comercial e industrial", DOI: 10.32468/Ebook.664-247-7.
• Wyn Morgan & John Cotter & Kevin Dowd, 2012, "Extreme Measures of Agricultural Financial Risk," Journal of Agricultural Economics, Wiley Blackwell, volume 63, issue 1, pages 65-82, February, DOI: j.1477-9552.2011.00322.x.
• R. Cesari & M. Marzo & P. Zagaglia, 2012, "Effective Trade Execution," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp836, Jun.
• Antonio Zoratto Sanvicente, 2012, "Determinants of Transactions Costs in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 2, pages 179-196.
• Ricardo H. Cavazos Cepeda & Douglas C. Lippoldt, 2012, "Has the strenthening of patent rights since 1990 fueled energy efficiency and innovation?," Journal of Innovation Economics, De Boeck Université, volume 0, issue 1, pages 13-34.
• Abdul Hakim & Michael McAleer, 2009, "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-179, Oct.
• Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho, 2012, "Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Edgar Demetrio Tovar García, 2012, "Financial globalization and financial development in Latin America," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Norman Maldonado & Eduardo Sánchez, 2012, "Rutas de transformación productiva," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo, 2012, "Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10669, Dec.
• Armando Lenin Támara Ayús & Raúl Enrique Aristizábal Velásquez, 2012, "Las opciones reales como metodología alternativa en la evaluación de proyectos de inversión," Revista Ecos de Economía, Universidad EAFIT.
• José Armando Hernández, 2012, "Propuesta metodológica para la construcción de un ranking de emisores en la Bolsa de Valores de Colombia," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.1795.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2012, "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Working Papers, Purdue University, Department of Consumer Sciences, number 1012, Mar.
• Granger, Thierry (ed.), 2012, "L'Efficience informationnelle du marché des paris sportifs : un parallèle avec les marchés boursiers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11416.
• Taamouti, Abderrahim, 2012, "Moments of multivariate regime switching with application to risk-return trade-off," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 292-308, DOI: 10.1016/j.jempfin.2011.12.001.
• Armitage, Seth & Chakravarty, Shanti P. & Hodgkinson, Lynn & Wells, Jo, 2012, "Are there arbitrage gaps in the UK gilt strips market?," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3080-3090, DOI: 10.1016/j.jbankfin.2012.07.001.
• Blau, Benjamin M. & Wade, Chip, 2012, "Informed or speculative: Short selling analyst recommendations," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 14-25, DOI: 10.1016/j.jbankfin.2011.06.001.
• Huang, Weihong & Zheng, Huanhuan, 2012, "Financial crises and regime-dependent dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 82, issue 2, pages 445-461, DOI: 10.1016/j.jebo.2012.02.008.
• Charness, Gary & Gneezy, Uri, 2012, "Strong Evidence for Gender Differences in Risk Taking," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 1, pages 50-58, DOI: 10.1016/j.jebo.2011.06.007.
• Gao, Fox & Faff, Robert & Navissi, Farshid, 2012, "Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 363-377, DOI: 10.1016/j.pacfin.2011.11.002.
• Yuri Khoroshilov, 2012, "Momentum trading strategy and investment horizon: an experimental study," Journal of Economic Studies, Emerald Group Publishing Limited, volume 39, issue 1, pages 4-12, January, DOI: 10.1108/01443581211192071.
• Edgar Demetrio Tovar García., 2012, "Financial Globalization and Financial Development in Transition Countries," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 36, issue 1, pages 155-178, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/362012/Tovar.
• Ryan GARVEY & Fei WU, 2012, "Are Market Center Trading Cost Measures Reliable?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 6, pages 505-517, December.
• Nina Boyarchenko, 2012, "Information acquisition and financial intermediation," Staff Reports, Federal Reserve Bank of New York, number 571.
• Lönnbark, Carl, 2012, "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies, Umeå University, Department of Economics, number 844, Aug.
• Sebastian Ofumbia Uremadu, 2012, "Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 1, pages 98-113, January.
• Sebastian Ofumbia Uremadu & Rapuluchukwu Uchenna Efobi, 2012, "The Impact of Capital Structure and Liquidity on Corporate Returns in Nigeria: Evidence from Manufacturing Firms," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 1-16, July.
• Mohammed Bouaddi & Abderrahim Taamouti, 2012, "Portfolio risk management in a data-rich environment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 469-494, December, DOI: 10.1007/s11408-012-0199-9.
• Marc Simpson & Jose Moreno & Teofilo Ozuna, 2012, "The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 3, pages 347-365, April, DOI: 10.1007/s11156-011-0232-5.
• Kulcsar Edina & Tarnoczi Tibor, 2012, "The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 720-727, July.
• Kulcsár Edina & Tarnóczi Tibor, 2012, "The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 564-570, December.
• Spineanu – Georgescu Luciana, 2012, "Theoretical and Methodological Foundations of the Financial System of the Enterprise," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1686-1691, May.
• Gimeno, Ricardo & Gonzalez, Clara I., 2012, "An automatic procedure for the estimation of the tail index," MPRA Paper, University Library of Munich, Germany, number 37023.
• Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo, 2012, "Effective Trade Execution," MPRA Paper, University Library of Munich, Germany, number 39619, Jun.
• Hoffmann, Peter, 2012, "A dynamic limit order market with fast and slow traders," MPRA Paper, University Library of Munich, Germany, number 39855, Jul.
• Hoffmann, Peter, 2012, "A dynamic limit order market with fast and slow traders," MPRA Paper, University Library of Munich, Germany, number 44621, Jul, revised Jan 2013.
• Wagner, Helmut & Matanovic, Eva, 2012, "Volatility Impact of Stock Index Futures Trading - A Revised Analysis," MPRA Paper, University Library of Munich, Germany, number 51204.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2012, "Prolonged holiday effects on Romanian capital market before and after the adhesion to EU," MPRA Paper, University Library of Munich, Germany, number 52770, Oct, revised Jan 2013.
• Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012, "Effective Trade Execution," Working Paper series, Rimini Centre for Economic Analysis, number 41_12, Jun.
• Aleksandar Mijatović & Mikhail Urusov, 2012, "Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models," Finance and Stochastics, Springer, volume 16, issue 2, pages 225-247, April, DOI: 10.1007/s00780-010-0152-6.
• Christopher Lorenz & Alexander Schied, 2013, "Drift dependence of optimal trade execution strategies under transient price impact," Finance and Stochastics, Springer, volume 17, issue 4, pages 743-770, October, DOI: 10.1007/s00780-013-0211-x.
• Marek Marciniak, 2012, "Information effects of announced stock index additions: evidence from S&P 400," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 4, pages 822-849, October, DOI: 10.1007/s12197-010-9153-8.
• Wolfgang Karl Härdle & Brenda López Cabrera, 2012, "The Implied Market Price of Weather Risk," Applied Mathematical Finance, Taylor & Francis Journals, volume 19, issue 1, pages 59-95, February, DOI: 10.1080/1350486X.2011.591170.
• Andrey Kudryavtsev, 2012, "Short-Term Stock Price Reversals May Be Reversed," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 3, pages 129-146, December.
• Cornelia POP & Iustin POP, 2012, "The Impact Of The Global Financial Crisis On A European Frontier Market: The Case Of Bucharest Stock Exchange," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), volume 3, issue 2, pages 18-49, July - De.
• Yordan Yordanov & Svetoslav Stamenov, 2012, "Venture capital funds – necessary instrument for the development of Bulgarian economy," Business & Management Compass, University of Economics Varna, issue 1, pages 48-62.
• Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2012, "Regime‐dependent smile‐adjusted delta hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 3, pages 203-229, March.
• Nils H Hakansson, 2012, "Social Security's Investment Shortfall: $8 Trillion Plus — and The Way Forward:Plus How the US Government's Financial Deficit Reporting = 64 Madoffs," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8510, ISBN: ARRAY(0x5fc1add0), September.
• Härdle, Wolfgang Karl & López-Cabrera, Brenda & Ritter, Matthias, 2012, "Forecast based pricing of weather derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-027.
• Anastasiadou, Zografia & López-Cabrera, Brenda, 2012, "Statistical modelling of temperature risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-029.

2011

• Maria-Miruna POCHEA & Angela-Maria FILIP, 2011, "The Early Exercise Premium for American Options. Empirical Study on Sibex Market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 188-197, December.
• Juan José Echavarría & Enrique López & Sergio Ocampo & Norberto Rodríguez, 2011, "Choques, instituciones laborales y desempleo en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 682, Nov, DOI: 10.32468/be.682.
• Edgar Demetrio Tovar, 2011, "Globalización financiera y sus efectos sobre el desarrollo financiero," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 66, pages 80-127, December, DOI: 10.32468/Espe.6603.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011, "THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 34, issue 4, pages 537-567, December, DOI: j.1475-6803.2011.01298.x.
• Christa Hainz, 2011, "Financial Inclusion: Reformen in den Bereichen Verbraucherschutz und finanzielle Allgemeinbildung," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 64, issue 22, pages 55-56, November.
• Zlatuse Komarkova & Adam Gersl & Lubos Komarek, 2011, "Models for Stress Testing Czech Banks' Liquidity Risk," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/11, Nov.
• Edgar Demetrio Tovar, 2011, "Globalización financiera y sus efectos sobre el desarrollo financiero," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 66, pages 80-127, DOI: 10.32468/Espe.6603.
• Juan José Echavarría & Enrique L�pez & Sergio Ocampo & Norberto Rodr�guez, 2011, "Choques, instituciones laborales y desempleo en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 66, pages 128-173, DOI: 10.32468/Espe.6604.
• Esteban Gómez & Andr�s Murcia & Nancy Zamudio, 2011, "Financial Conditions Index: Early and Leading Indicator for Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 66, pages 174-220, DOI: 10.32468/Espe.6605.
• Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodr�guez, 2011, "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 66, pages 222-245, DOI: 10.32468/Espe.6606.
• Andrés González & Lavan Mahadeva & Diego Rodr�guez & Luis Rojas, 2011, "Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 66, pages 246-294, DOI: 10.32468/Espe.6607.
• Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo, 2011, "Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 11086, Nov.
• Kaniel, Ron & Kondor, Péter, 2011, "The delegated Lucas tree," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8578, Sep.
• Suleyman Cetintas & Luo Si & Sugato Chakravarty & Hans Aagard & Kyle Bowen, 2011, "Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom," Working Papers, Purdue University, Department of Consumer Sciences, number 1010, Feb.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011, "The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets," Working Papers, Purdue University, Department of Consumer Sciences, number 1011, Dec.
• Razvan STEFANESCU & Ramona DUMITRIU, 2011, "The SAD Cycle for the Bucharest Stock Exchange," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 372-377.
• Harada, Kimie & Ito, Takatoshi, 2011, "Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks," Journal of the Japanese and International Economies, Elsevier, volume 25, issue 1, pages 1-22, March.
• Jara Bertin, Mauricio & López Iturriaga, Félix J., 2011, "La calidad e importancia de las utilidades contables para las empresas cotizadas en los mercados de capitales chilenos," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 311, pages 643-674, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Beatriz Vaz de Melo Mendes & Cecília Aíube, 2011, "Copula based models for serial dependence," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 7, issue 1, pages 68-82, February, DOI: 10.1108/17439131111109008.
• Yuliya S. Evlakhova, 2011, "Financial Market Concept within the Modern Finance Theory Framework," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 81-92, July.
• Vitor Castro, 2011, "The Portuguese Stock Market Cycle: Chronology and Duration Dependence," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2011-17, Sep.
• Thierry Foucault & Tito Cordella, 2011, "Minimum Price Variations, Time Priority and Quote Dynamics," Working Papers, HAL, number hal-00600249, Jun.
• Thierry Foucault, 2011, "Order Flow Composition and Trading Costs in a Dynamic Limit Order Market," Working Papers, HAL, number hal-00601598, Jun.
• Sevinc Cukurova & Jose M. Marin, 2011, "On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-04, Jan.
• Jinho Bae, 2011, "Does knowing the volatility states affect the market risk premium?," Annals of Finance, Springer, volume 7, issue 1, pages 83-94, February, DOI: 10.1007/s10436-010-0158-2.
• Kee Chung & Jangkoo Kang & Joon-Seok Kim, 2011, "Tick size, market structure, and market quality," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 1, pages 57-81, January, DOI: 10.1007/s11156-010-0171-6.
• Vítor Castro, 2011, "The Portuguese Stock Market Cycle: Chronology and Duration Dependence," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2011.
• Katharina Steiner, 2011, "Households’ Exposure to Foreign Currency Loans in CESEE EU Member States and Croatia," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 6-24.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2011, "How to measure Corporate Social Responsibility," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 96/2011, Oct.
• Gozgor, Giray & Nokay, Pinar, 2011, "Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL," MPRA Paper, University Library of Munich, Germany, number 34369, Jan.
• Singh, Saurabh & Saharawat, Swati, 2011, "Hedging dynamics with gold futures," MPRA Paper, University Library of Munich, Germany, number 41472.
• Stefanescu, Razvan & Dumitriu, Ramona, 2011, "The SAD cycle for the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 41889, Sep, revised 09 Sep 2011.
• Stefanescu, Razvan & Dumitriu, Ramona, 2011, "Linkages between the stock prices and the exchange rates during the global crisis: the case of Romania," MPRA Paper, University Library of Munich, Germany, number 43350, Aug, revised 22 Oct 2011.
• Péter Kondor & Ron Kaniel, 2011, "The delegated Lucas tree," 2011 Meeting Papers, Society for Economic Dynamics, number 580.
• David Owyong, 2011, "Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency," Journal of Financial Transformation, Capco Institute, volume 33, pages 121-126.
• Szymon Wlazlowski & Bjorn Hagstromer & Monica Giulietti, 2011, "Causality in crude oil prices," Applied Economics, Taylor & Francis Journals, volume 43, issue 24, pages 3337-3347, DOI: 10.1080/00036841003636250.
• Stephen Kinsella & Thomas O'Connor & Vincent O'Sullivan, 2011, "Legal protection of investors, corporate governance, and investable premia in emerging markets," Working Papers, Geary Institute, University College Dublin, number 201117, Aug.
• Albrecht Irle & Jonas Kauschke & Thomas Lux & Mishael Milaković, 2011, "Switching Rates And The Asymptotic Behavior Of Herding Models," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 359-376, DOI: 10.1142/S0219525911002949.
• Pravakar Sahoo & Rajiv Kumar, 2011, "The Impact Of Commodity Transaction Tax On Futures Trading In India: An Ex-Ante Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 56, issue 03, pages 423-440, DOI: 10.1142/S0217590811004328.
• Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2011, "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-09 [rev.].

2010

• Austin Gerig & David Michayluk, 2010, "Automated Liquidity Provision and the Demise of Traditional Market Making," Papers, arXiv.org, number 1007.2352, Jul.
• Carlos Pinho & Mara Madaleno, 2010, "Hedging with CO2 allowances: the ECX market," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 55, Dec.
• Fuchun Li, 2010, "Identifying Asymmetric Comovements of International Stock Market Returns," Staff Working Papers, Bank of Canada, number 10-21, DOI: 10.34989/swp-2010-21.
• Ekin Tokat, 2010, "Shock and Volatility Interaction Between The Sector Indexes of Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 4, issue 1, pages 91-104.
• Libero Monteforte & Gianluca Moretti, 2010, "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 767, Jul.
• Gary Charness & Uri Gneezy, 2010, "Portfolio Choice And Risk Attitudes: An Experiment," Economic Inquiry, Western Economic Association International, volume 48, issue 1, pages 133-146, January, DOI: 10.1111/j.1465-7295.2009.00219.x.
• Wolfgang Karl Härdle & Brenda López Cabrera, 2010, "Calibrating CAT Bonds for Mexican Earthquakes," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 77, issue 3, pages 625-650, September, DOI: 10.1111/j.1539-6975.2010.01355.x.
• Mihaela Nicolau, 2010, "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
• Susan Thomas, 2010, "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers, East Asian Bureau of Economic Research, number 23028, Jan.
• Symeonidis, Lazaros & Daskalakis, George & Markellos, Raphael N., 2010, "Does the weather affect stock market volatility?," Finance Research Letters, Elsevier, volume 7, issue 4, pages 214-223, December.
• Galvani, Valentina & Troitsky, Vladimir G., 2010, "Options and efficiency in spaces of bounded claims," Journal of Mathematical Economics, Elsevier, volume 46, issue 4, pages 616-619, July.
• Mohamed Ali Trabelsi, 2010, "Overreaction and portfolio‐selection strategies in the Tunisian stock market," Journal of Risk Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 310-322, May, DOI: 10.1108/15265941011043675.
• Szilveszter FEKETE & Yau M. DAMAGUM & Razvan MUSTATA & Dumitru MATIS & Ioan POPA, 2010, "Explaining Accounting Policy Choices of SME’s: An Empirical Research on the Evaluation Methods," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 33-48.
• Susan Thomas, 2010, "Call Auctions: A Solution to Some Difficulties in Indian Finance," Working Papers, eSocialSciences, number id:2597, Jun.
• Hasan Aydın OKUYAN & H. Mehmet TAŞÇI, 2010, "İMKB’de İşlem Gören Reel Sektör İşletmelerinde Sermaye Yapısının Belirleyicileri," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 21, issue 76, pages 55-72, DOI: 10.5455/ey.20043.
• Zoltam Murgulov & Eduardo Roca, 2010, "Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201013.
• Halil İbrahim AYDIN & Ahmet DEĞERLİ & Pınar ÖZLÜ, 2010, "Recovering risk-neutral densities from exchange rate options: Evidence from Lira-Dollar options," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 291, pages 9-26.
• Susan Thomas, 2010, "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2010-006, Jun.
• DIMA Stela Crina, 2010, "Foreign Direct Investments and the Economic Crisis in Romania," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
• Li King King, 2010, "Sense of Control Affects Investment Behavior," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-004, Jan.
• Marco Corazza & A. Malliaris & Elisa Scalco, 2010, "Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications," Computational Economics, Springer;Society for Computational Economics, volume 35, issue 1, pages 1-23, January, DOI: 10.1007/s10614-009-9186-2.
• Siu-Kai Choy & Hua Zhang, 2010, "Trading costs and price discovery," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 1, pages 37-57, January, DOI: 10.1007/s11156-009-0118-y.
• Keunkwan Ryu & Hyun-yeol Shin, 2010, "Liquidity as Price Effect on Time to Sale," Korean Economic Review, Korean Economic Association, volume 26, pages 307-340.
• Ruxandra Vilag & George Horia Ionescu & Mihai Dragos Ungureanu & Stela Aurelia Toader, 2010, "Financial Crisis Propagation," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 1, pages 124-139, March.
• Iuliana Predescu & Mihai Aristotel Ungureanu & Stela Aurelia Toader & Antoniu Predescu, 2010, "The Influence of the Monetary Policy on the Investment Polilcy of the Firm," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 1, pages 140-149, March.
• Nadia Cerasela ANITEI, 2010, "CONSIDERATII GENERALE CU PRIVIRE LA PARADISURILE FISCALE - THOUGHTS ON THE FISCAL PARADISES (Romanian version)," Jurnalul de Studii Juridice, Editura Lumen, Department of Economics on Behalf of Petre Andrei University Iasi, volume 1, issue , pages 110-119, December.
• Stacey Schreft & Adam Bold, 2010, "The Ups & Downs of the Stock Market: Is This Time Different?," Working Papers, The Mutual Fund Research Center®, number 1, Sep.
• Gary Gorton & Andrew Metrick, 2010, "Securitized Banking and the Run on Repo," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010, "Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies," NBER Working Papers, National Bureau of Economic Research, Inc, number 16182, Jul.
• Nan Anca & Borza Georgiana, 2010, "Agricultural Insurances - Means Of Developping The Romanian Agriculture Among The E.U. Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 604-609, December.
• Yamori, Nobuyoshi, 2010, "Co-movement between Commodity Market and Equity Market: Does Commodity Market Change?," MPRA Paper, University Library of Munich, Germany, number 23096, Jun.
• Kaizoji, Taisei, 2010, "Stock volatility in the periods of booms and stagnations," MPRA Paper, University Library of Munich, Germany, number 23727, Jun.
• Nicolau, Mihaela, 2010, "Practitioners' tools in analysing financial markets evolution," MPRA Paper, University Library of Munich, Germany, number 25646, Oct.
• MAKU, Olukayode E. & ATANDA, Akinwande Abdulmaliq, 2010, "Determinants of stock market performance in Nigeria: long-run analysis," MPRA Paper, University Library of Munich, Germany, number 35838.
• Lerner, Peter, 2010, "Theoretical analysis of the bid-ask bounce and Related Phenomena," MPRA Paper, University Library of Munich, Germany, number 35929, Dec.
• Mirakhor, Abbas, 2010, "Whither Islamic Finance? Risk Sharing in An Age of Crises," MPRA Paper, University Library of Munich, Germany, number 56341.
• Trabelsi, Mohamed Ali, 2010, "Overreaction and Portfolio Selection Strategies in the Tunisian stock market," MPRA Paper, University Library of Munich, Germany, number 81258, revised 2010.
• Trabelsi, Mohamed Ali, 2010, "Sélection de portefeuille via la stratégie de sur-réaction
  [Portfolio selection via the overreaction strategy]," MPRA Paper, University Library of Munich, Germany, number 81472, revised 2010.