Research classified by Journal of Economic Literature (JEL) codes

2000

1999

• Kaminsky Graciela, 1999, "Notas sobre crisis financieras," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Foucault, Thierry, 1999, "Order flow composition and trading costs in a dynamic limit order market1," Journal of Financial Markets, Elsevier, volume 2, issue 2, pages 99-134, May.
• Jones, Charles M. & Lipson, Marc L., 1999, "Execution Costs of Institutional Equity Orders," Journal of Financial Intermediation, Elsevier, volume 8, issue 3, pages 123-140, July.
• Cordella, Tito & Foucault, Thierry, 1999, "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, volume 8, issue 3, pages 141-173, July.
• Dušan ISAKOV & Marc HOLLISTEIN, 1999, "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is it Profitable?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp2, Jan.
• Jones, C.M. & Lipson, M.L., 1999, "Execution Costs of Institutional Equity Orders," Papers, Columbia - Graduate School of Business, number 99-1.
• Jones, C.M. & Lipson, M.L., 1999, "Sixteenths: Direct Evidence on Institutional Execution Costs," Papers, Columbia - Graduate School of Business, number 99-3.
• Chang, G. & Sundaresan, S.M., 1999, "Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default," Papers, Columbia - Graduate School of Business, number 99-4.
• Elyès Jouini & Clotilde Napp, 1999, "Arbitrage and Investment Opportunities," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-034, Sep.
• Thierry Foucault, 1999, "Order flow composition and trading costs in a dynamic limit order market," Post-Print, HAL, number hal-00459769, May, DOI: 10.1016/S1386-4181(98)00012-3.
• Thierry Foucault & Tito Cordella, 1999, "Minimum Price Variations, Time Priority and Quote Dynamics," Post-Print, HAL, number hal-00459772, DOI: 10.1006/jfin.1999.0266.
• Olesen, Jan Overgaard & Risager, Ole, 1999, "Risiko For Kollaps På Aktiemarkedet- Eller Hvad?," Working Papers, Copenhagen Business School, Department of Economics, number 02-1999, Jan.
• David Abad & Antonio Rubia, 1999, "- Evaluation Of The Fixing Trading System In The Spanish Market," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-17, Dec.
• Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha, 1999, "Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market," Capital Markets Review, Malaysian Finance Association, volume 7, issue 1&2, pages 1-46.
• Kiyohiko G. Nishimura & Fukujyu Yamazaki & Takako Idee & Toshiaki Watanabe, 1999, "Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 7254, Jul.
• Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin, 1999, "Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market," MPRA Paper, University Library of Munich, Germany, number 13075.

1998

• WEI, Steven X., 1998, "A censored-GARCH model of asset returns with price limits," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998015, Feb.
• Boyer, Robert, 1998, "La politique à l'ère de la mondialisation et de la finance : le point sur quelques recherches régulationnistes," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9820.
• Foucault, Thierry, 1998, "Order Flow Composition and Trading Costs in Dynamic Limit Order Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 1817, Mar.
• Elyès Jouini & Clotilde Napp, 1998, "Arbitrage and Investment Opportunities," Working Papers, Center for Research in Economics and Statistics, number 98-29.
• Andy Snell & Ian Tonks, 1998, "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 9, Oct.
• Skouras, S., 1998, "Risk Neutral Forecasting," Economics Working Papers, European University Institute, number eco98/40.
• Isakov, D. & Hollistein, M., 1998, "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable?," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 98.2.
• Gros, Daniel, 1998, "EMU and capital markets: The institutional framework," CFS Working Paper Series, Center for Financial Studies (CFS), number 1998/04.

1997

• Zhang, Harold H., 1997, "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 1, issue 1, pages 228-254, January.
• Rama CONT & Jean-Philippe BOUCHAUD, 1997, "Herd behavior and aggregate fluctuations in financial markets," Finance, University Library of Munich, Germany, number 9712008, Dec, revised 06 Jan 1998.

1996

• C. Shimizu & W. E. Diewert & K. G. Nishimura & T. Watanabe, 2012, "Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-307, May, revised Feb 2013.
• Horioka, Charles Yuji, 1996, "Capital Gains in Japan: Their Magnitude and Impact on Consumption," Economic Journal, Royal Economic Society, volume 106, issue 436, pages 560-577, May.
• Hurson, C. & Zopounidis, C., 1996, "Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b02.
• Hooper, V. & Pointon, J., 1996, "Call Features and Term to Maturity of Callable Foreign Bonds," Papers, Australian National University - Department of Economics, number 306.
• Garvey, G.T. & Grant, S. & King, S.P., 1996, "A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs," Papers, Australian National University - Department of Economics, number 307.
• Caruso, M., 1996, "Stock Prices and Money Velocity: A Multi-Country Analysis," Papers, Banca Italia - Servizio di Studi, number 264.
• Avouyi-Dovi, S. & Lakhoua, F., 1996, "Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1996-02/f.
• John Y. Campbell, 1996, "Consumption and the Stock Market: Interpreting International Experience," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1763.
• Atindehou, R.B. & Bernier, G. & Charest, G., 1996, "Dividende et beta: une estimation Garch," Papers, Laval - Faculte des sciences de administration, number 96-42.
• Marshall E. Blume & Michale A. Goldstein, , "Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 3-96.
• Poterba, J.M. & Samwick, A.A., 1996, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-2.
• Smith, L., 1996, "On the Irrelevance of Trade Timing," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-6.
• Jackwerth, Jens Carsten, 1996, "Generalized Binomial Trees," MPRA Paper, University Library of Munich, Germany, number 11635, Aug, revised 12 May 1997.
• Jens Carsten Jackwerth., 1996, "Generalized Binomial Trees," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-264, Sep.
• Tito Cordella & Thierry Foucault, 1996, "Minimum price variations, time priority and quotes dynamics," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 182, Sep.

1995

• Brock, W.A. & De Lima, P.J.F., 1995, "Nonlinear Time Series, Complexity Theory, and Finance," Working papers, Wisconsin Madison - Social Systems, number 9523.
• James M. Poterba & Andrew A. Samwick, 1995, "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 26, issue 2, pages 295-372.
• Zhang, H.H., 1995, "Endogenous Short Sale Constraint, Stock Prices and Output Cycles," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-26.
• Crockett,A., 1995, "Capital Flows to Emerging Markets:What Have We Learned?," Papers, University of Birmingham - International Financial Group, number 95-12.

1994

• Jean-Paul THELER, 1994, "Asset Pricing and Trading Volume in Heterogeneous Agent Models with Incomplete Markets," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9404, May.

1991

• Robert Piron, 1991, "Correspondent: Keynes as a Noise Trader," Journal of Economic Perspectives, American Economic Association, volume 5, issue 2, pages 215-217, Spring.
• Robert Gibbons & Kevin J. Murphy, 1989, "Relative Performance Evaluation for Chief Executive Officers," NBER Working Papers, National Bureau of Economic Research, Inc, number 2944, Apr.

1990

• Robert Gibbons & Kevin J. Murphy, 1990, "Relative Performance Evaluation for Chief Executive Officers," ILR Review, Cornell University, ILR School, volume 43, issue 3, pages 30, April.

1989

• Gibbons, R. & Murphy, K.J., 1989, "Relative Performance Evaluation For Chief Executive Officers," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 532.
• Robert Gibbons & Kevin J. Murphy, 1989, "Relative Performance Evaluation for Chief Executive Officers," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 628, Jan.

1987

• Patricia Correa-Bonilla, 1987, "Comentario al artículo “Reservas Internacionales y mercado paralelo de divisas bajo el sistema de minidevaluaciones” de Sergio Clavijo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 6, issue 12, pages 115-122, December, DOI: 10.32468/Espe.1206.
• Patricia Correa & Roberto Steiner & Rodrigo Suesc�n & Alejandro L�pez, 1987, "Comentario al artículo de Sergio Clavijo "Reservas internacionales y mercado paralelo de divisas bajo el sistema de minidevaluaciones"," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 6, issue 12, pages 115-122, DOI: 10.32468/Espe.1206.

0

• John Cotter & Kevin Dowd & Wyn Morgan, 2011, "Extreme Measures of Agricultural Financial Risk," Papers, arXiv.org, number 1103.5962, Mar.
• Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012, "Effective Trade Execution," Papers, arXiv.org, number 1206.5324, Jun.
• Y. Malevergne & D. Sornette, 2001, "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Papers, arXiv.org, number cond-mat/0111310, Nov.
• Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2011, "Financial Conditions Index: Early and Leading Indicator for Colombia?," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 055, Mar, DOI: 10.32468/tef.55.
• Georges Harras & Didier Sornette, 2008, "Endogenous versus exogenous origins of financial rallies and crashes in an agent-based model with Bayesian learning and imitation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-16, Jul.
• Rajna GIBSON & Carsten MURAWSKI, 2008, "The Price of Protection: Derivatives, Default Risk, and Margining," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-43, Oct.
• 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.
• Matthew Baron & Björn Hagströmer & Andrei Kirilenko, 2017, "Risk and Return in High-Frequency Trading," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_018, Dec.
• Robert J Bianchi & Michael E Drew, , "2012-12 On the Ethics of Short Selling," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201212.
• Libero Monteforte & Gianluca Moretti, , "Real time forecasts of inflation: the role of financial variables," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2011-6.
• Marcello Spanò, , "Investment, Debt and Risk Management in a Context of Uncertain Returns to Investment," Discussion Papers, Department of Economics, University of York, number 01/07.
• Marcello Spanò, , "Neutral and Non Neutral Shock Effects on Hedging, Investment and Debt," Discussion Papers, Department of Economics, University of York, number 01/08.

None

• Mishra Shreemoy, 2010, "Signaling and Indeterminacy of Equilibria in Unsecured Credit and Insurance Markets," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-47, March, DOI: 10.2202/1935-1682.2220.
• Chen Yi-Ting & Lin Chang-Ching, 2008, "On the Robustness of Symmetry Tests for Stock Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-40, May, DOI: 10.2202/1558-3708.1591.
• Chen Yi-Ting, 2003, "Testing Serial Independence against Time Irreversibility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-30, October, DOI: 10.2202/1558-3708.1114.
• Rheinlaender Thorsten & Steinkamp Marcus, 2004, "A Stochastic Version of Zeeman's Market Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 4, pages 1-25, December, DOI: 10.2202/1558-3708.1111.
• Christopher Neilson & Claudia Allende & Francisco Gallego, 2019, "Approximating the Equilibrium Effects of Informed School Choice," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 628, Jul.
• Filippo Curti & Marco Migueis, None, "The information value of past losses in operational risk," Journal of Operational Risk, Journal of Operational Risk.
• David Michayluk & Laurie Prather & Li-Anne E. Woo & Henry Y. K. Yip, 2009, "What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2009-1, Jan.