IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this JEL code

Research classified by Journal of Economic Literature (JEL) codes

/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G19: Other
Most recent items first, undated at the end.
  • 2016 Gauging financial conditions in South Africa
    by Nicolaas van der Wath

  • 2016 Does gender diversity in the boardroom influence Tobin’s Q of Croatian listed firms?
    by Tomislava Pavic Kramaric & Toni Milun & Ivan Pavic

  • 2016 Comparative Analysis of Corporate Distress Prediction Models: A Dynamic Performance Evaluation Framework
    by Mohammad Mahdi Mousavi & Jamal Ouenniche

  • 2016 Particularitǎţi ale evoluţiei variabilelor financiare
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2016 Forecast in Capital Markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2016 Statistica descriptivă a seriilor de timp financiare
    by Stefanescu, Răzvan & Dumitriu, Ramona

  • 2016 Social Media and Capital Markets – an Overview
    by Jaroslav Bukovina

  • 2016 Algorithmic and High-Frequency Trading Strategies: A Literature Review
    by Alexandru Mandes

  • 2016 Measuring and profiling financial literacy in South Africa
    by Elizabeth Lwanga Nanziri & Murray Leibbrandt

  • 2016 Funding Liquidity Risk and the Cross-section of MBS Returns
    by Yuriy Kitsul & Marcelo Ochoa

  • 2016 To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse
    by Radoslav Raykov

  • 2016 The Evaluation of Working Capital in Airline Companies Which Proceed in Bist
    by Selcuk Kendirli & Aslıhan KAYA

  • 2016 When Financial Derivatives can be Applied to the Real Economy – The Case of Exotic Options in Corporate Finance
    by Jian Wu

  • 2016 How to set listing criteria for small and medium-sized enterprises in Hungary?
    by Ádám Banai & Szilárd Erhart & Nikolett Vágó & Péter Varga

  • 2016 Decimalization, IPO aftermath, and liquidity
    by Charlie Charoenwong & David K. Ding & Tiong Yang Thong

  • 2016 Abnormal real operations, real earnings management, and subsequent crashes in stock prices
    by Bill Francis & Iftekhar Hasan & Lingxiang Li

  • 2016 REITs and market friction
    by Benjamin Blau & Jared F. Egginton & Matthew Hill

  • 2016 Assessment of Real Estate Units as Mortgage Subjects in Agricultural Sector of the Economy
    by Olena Zharikova & Oksana Pashchenko

  • 2016 Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector
    by Adam Gersl & Zlatuse Komarkova & Lubos Komarek

  • 2016 Growing pains: The evolution of new stock index futures in emerging markets
    by Sila Alan, Nazli & Karagozoglu, Ahmet K. & Korkmaz, Sibel

  • 2016 Sin stock returns and investor sentiment
    by Liston, Daniel Perez

  • 2016 Shorting at close range: A tale of two types
    by Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J.

  • 2016 Pricing and hedging basket options with exact moment matching
    by Leccadito, Arturo & Paletta, Tommaso & Tunaru, Radu

  • 2016 Trading activities of short-sellers around index deletions: Evidence from the Nikkei 225
    by Takahashi, Hidetomo & Xu, Peng

  • 2016 Weekday variation in the leverage effect: A puzzle
    by Smith, Geoffrey Peter

  • 2016 Overseas market shocks and VKOSPI dynamics: A Markov-switching approach
    by Song, Wonho & Ryu, Doojin & Webb, Robert I.

  • 2016 A note on the relationship between high-frequency trading and latency arbitrage
    by Manahov, Viktor

  • 2016 Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection
    by Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik

  • 2016 A consistent two-factor model for pricing temperature derivatives
    by Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo

  • 2016 Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
    by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong

  • 2016 Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets
    by Rannou, Yves & Barneto, Pascal

  • 2016 Liquidation discount—a novel application of ARFIMA–GARCH
    by Singh, Ranjodh B. & Gould, John & Chan, Felix & Yang, Joey Wenling

  • 2016 Considering all microstructure effects: The extension of a trade indicator model
    by Ryu, Doojin

  • 2016 Herding among local individual investors: Evidence from online and offline trading
    by Choi, Sujung

  • 2016 Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market
    by Azher, Sara & Iqbal, Javed

  • 2016 An Examination of the Month-of-the-year Effect at Damascus Securities Exchange
    by Sulaiman Mouselli & Hazem Al-Samman

  • 2016 Exploring the Relationship between Liquidity Ratios and Indicators of Financial Performance: An Analytical Study on Food Industrial Companies Listed in Amman Bursa
    by Omar Durrah & Abdul Aziz Abdul Rahman & Syed Ahsan Jamil & Nour Aldeen Ghafeer

  • 2016 Is the Exchange Rate a Factor of Bank Liquidity Changes? Study of the Czech Republic
    by Vlasta Kašparovská & Jana Laštůvková & Luboš Střelec

  • 2016(XXVI) Stock exchanges’ development in selected Danube Region EU member states: The way ahead
    by Julia STEFANOVA

  • 2015 Predicting US bank failures with internet search volume data
    by Florian Schaffner

  • 2015 Personal bankruptcy and wage garnishment
    by Exler, Florian

  • 2015 Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data
    by Chihiro Shimizu & W. Erwin Diewert & Kiyohiko G. Nishimura & Tsutomu Watanabe

  • 2015 Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data
    by Diewert, W. Erwin & Nishimura , Kiyohiko G. & Shimizu, Chihiro & Watanabe, Tsutomu

  • 2015 Tail Mutual Exclusivity and Tail-Var Lower Bounds
    by Ka Chun Cheung & Michel Denuit & Jan Dhaene

  • 2015 Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior
    by Runhuan Feng & Xiaochen Jing & Jan Dhaene

  • 2015 Does the Fisher Hypothesis Hold in Sweden? An Analysis of Long-Term Interest Rates under the Regime of Inflation Targeting 
    by Takayasu Ito

  • 2015 Trust, happiness, and households’ financial decisions
    by Delis, Manthos & Mylonidis, Nikolaos

  • 2015 The relation between sovereign credit default swap premium and banking sector risk in Poland
    by Å ukasz GÄ…tarek & Marcin Wojtowicz

  • 2015 Strategy Change and Wealth Accumulation: An Analysis of S&P 500 Data
    by Weihong HUANG & Yu ZHANG

  • 2015 Sentiment of a society and large-cap stock liquidity
    by Jaroslav Bukovina

  • 2015 Sentiment and blue-chip returns. Firm level evidence from a dynamic threshold model
    by Jaroslav Bukovina

  • 2015 Assessing financial distress dependencies in OTC markets: a new approach by Trade Repositories data
    by Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli

  • 2015 Financialisation of the built environment in Stockholm and Copenhagen
    by Anders Lund Hansen & Henrik Gutzon Larsen & Adam Grydehoj & Eric Clark

  • 2015 Financialisation of built environments:A literature review
    by Eric Clark & Henrik Gutzon Larsen & Anders Lund Hansen

  • 2015 Performance appraisal of Croatian mandatory pension funds
    by Pierre Matek & Marko Lukač & Vedrana Repač

  • 2015 Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets
    by Diego A. Agudelo & Lina M. Cortes & Mateo Vasco

  • 2015 Modelos e indicadores de la situación de estabilidad financiera. Metodología y aplicación
    by María Victoria Landaberry

  • 2015 Polish macroeconomic indicators correlated-prediction with indicators of selected countries
    by Monika Hadas-Dyduch

  • 2015 Model Risk in Financial Markets:From Financial Engineering to Risk Management
    by Radu Tunaru

  • 2015 Global Derivative Debacles:From Theory to Malpractice
    by Laurent L Jacque

  • 2015 The Diagnosis of the Insider Trading During the Conflict of Shareholders of “VimpelCom” in 2005-2013
    by Chirkova, Elena & Petrov, Vladislav

  • 2015 Comparison of Consumption Based Capital Asset Pricing (CCAPM) and Housing CCAPM (HCCAPM) Model in Explaining Stock Returns in Iran
    by Mohammadzadeh, Azam & Nabi Shahikitash, Mohammad & Roshan , Reza

  • 2015 Informational Content of Open-to-Close Stock Returns
    by Andrey Kudryavtsev

  • 2015 A Comparative Returns Performance Review of Islamic Equity Funds with Socially Responsible Equity Funds and the Broader Market Indices
    by Syed Kalim Hyder Bukhari & Mohammed Azam

  • 2015 Is active management of mandatory pension funds in Croatia creating value for second pillar fund members?
    by Petar-Pierre Matek & Masa Radakovic

  • 2015 Risk analysis of the proxy life-cycle investments in the second pillar pension scheme in Croatia
    by Renata Kovacevic & Mladen Latkovic

  • 2015 Is there Asymmetric Information About Systematic Factors? Evidence from Commonality in Liquidity
    by Rahul Ravi

  • 2015 Performance appraisal of Croatian mandatory pension funds
    by Pierre Matek & Marko Lukaè & Vedrana Repac

  • 2015 Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets
    by Agudelo, Diego A. & Giraldo, Santiago & Villarraga, Edwin

  • 2015 Can a path-dependent strategy outperform a path-independent strategy?
    by Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan

  • 2015 Empirical tests on the liquidity-adjusted capital asset pricing model
    by Vu, Van & Chai, Daniel & Do, Viet

  • 2015 Social learning and corporate peer effects
    by Kaustia, Markku & Rantala, Ville

  • 2015 Trading strategies with implied forward credit default swap spreads
    by Leccadito, Arturo & Tunaru, Radu S. & Urga, Giovanni

  • 2015 The price of liquidity: CD rates charged by money market funds
    by Whitledge, Matthew D. & Winters, Drew B.

  • 2015 Modelling default risk with occupation times
    by Makarov, R. & Metzler, A. & Ni, Z.

  • 2015 Player absence and betting lines in the NBA
    by Dare, William H. & Dennis, Steven A. & Paul, Rodney J.

  • 2015 Weakening the Gain–Loss-Ratio measure to make it stronger
    by Voelzke, Jan

  • 2015 Common risk factors of infrastructure investments
    by Ben Ammar, Semir & Eling, Martin

  • 2015 Adverse selection and the presence of informed trading
    by Chang, Sanders S. & Wang, F. Albert

  • 2015 Impact of changes in the CSI 300 Index constituents
    by Wang, Chuan & Murgulov, Zoltan & Haman, Janto

  • 2015 Are the KOSPI 200 implied volatilities useful in value-at-risk models?
    by Kim, Jun Sik & Ryu, Doojin

  • 2015 Study Regarding The Analysis Of The Financial Situation Of The Societies From The Pharmaceutical Industry In Terms Of The Correlation Between The Liquidity And The Profitability
    by MINCULETE (PIKO) Georgiana Daniela & BALTES Nicolae & DRAGOE Alexandra-Gabriela-Maria

  • 2015 Bucharest Stock Exchange Development Between 1995 And 2015

  • 2014 The analysis of volatility transmission mechanism among carry trade currencies
    by Ekin TOKAT & Atılım MURAT & Hakkı Arda TOKAT

  • 2014 Automated Liquidity Provision
    by Austin Gerig & David Michayluk

  • 2014 The Determinants of CDS Bid-ask Spreads
    by Marcin Wojtowicz

  • 2014 Capital Structure Arbitrage revisited
    by Marcin Wojtowicz

  • 2014 A Tutorial on Bonds, Yield Curves and Duration
    by E. Tylor Claggett

  • 2014 Trying to Predict Opening Stock Returns
    by Andrey Kudryavtsev

  • 2014 Determinants of Currency Depreciation in Pakistan
    by Malik, Saif Ullah

  • 2014 The Bitcoin Question: Currency versus Trust-less Transfer Technology
    by Adrian Blundell-Wignall

  • 2014 A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market
    by Akio Hattori & Kentaro Kikuchi & Fuminori Niwa & Yoshihiko Uchida

  • 2014 Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach
    by Brenda Lopez Cabrera & Franziska Schulz & &

  • 2014 A consistent two-factor model for pricing temperature derivatives
    by Andreas Groll & Brenda López-Cabrera & Thilo Meyer-Brandis &

  • 2014 How Are Property Investment Returns Determined? : Estimating the Micro-Structure of Asset Prices, Property Income, and Discount Rates
    by Shimizu, Chihiro

  • 2014 Money management with optimal stopping of losses for maximizing the returns of futures trading
    by Lundström, Christian

  • 2014 Predicting Stock Price Volatility by Analyzing Semantic Content in Media
    by Asgharian, Hossein & Sikström, Sverker

  • 2014 Counterparty risk in material supply contracts
    by Boyarchenko, Nina & Costello, Anna M.

  • 2014 The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors
    by D'Amico, Stefania & Fan, Roger & Kitsul, Yuriy

  • 2014 Bank-based versus market-based financial systems: a critique of the dichotomy
    by Malcolm Sawyer

  • 2014 Financial Autonomy Of Local Government And Its Survival In Modern Constitutional System
    by Dragoje Andriæ, Tamara Stijoviæ, Ðuro Ðuroviæ

  • 2014 Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
    by Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen

  • 2014 Análisis departamental de las captaciones bancarias en el sistema financiero colombiano
    by Jenny-Paola Lis-Gutiérrez & Sebastián Macías Rojas

  • 2014 Análisis Departamental de las Captaciones en el Sistema Financiero Colombiano
    by Jenny-Paola Lis-Gutiérrez & Sebastián Macías Rojas

  • 2014 Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange
    by Diego A. Agudelo & Ángelo Gutiérrez & Nazly J. Múnera

  • 2014 Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets
    by Radoslav Raykov

  • 2014 The market for structured products in the context of inflation
    by Monika Hadas-Dyduch

  • 2014 Towards contemporary issues in the financial system

  • 2014 Stock Exchanges Development: The Case Of Bulgaria And Romania
    by STEFANOVA, Julia

  • 2014 Differential Effects Of Target Price Releases On Stock Prices: Psychological Aspects

  • 2014 Differential Effects Of Target Price Releases On Stock Prices: Psychological Aspects

  • 2014 The Effect of Regulation Fair Disclosure on Market Integration
    by Surya Chelikani & Frank P. D'Souza

  • 2014 Case studies on disruptions during the crisis
    by Yorulmazer, Tanju

  • 2014 On the characteristics of dynamic correlations between asset pairs
    by Jacobs, Michael & Karagozoglu, Ahmet K.

  • 2014 Opaque financial reports and R2: Revisited
    by Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek

  • 2014 Measuring liquidity in emerging markets
    by Kang, Wenjin & Zhang, Huiping

  • 2014 A dynamic limit order market with fast and slow traders
    by Hoffmann, Peter

  • 2014 Religious holidays, investor distraction, and earnings announcement effects
    by Pantzalis, Christos & Ucar, Erdem

  • 2014 Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
    by Onan, Mustafa & Salih, Aslihan & Yasar, Burze

  • 2014 Forecasting option smile dynamics
    by Le, Van & Zurbruegg, Ralf

  • 2014 A microstructure analysis of the carbon finance market
    by Bredin, Don & Hyde, Stuart & Muckley, Cal

  • 2014 Forward–futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations
    by Stanescu, Silvia & Tunaru, Radu & Candradewi, Made Reina

  • 2014 A dynamic intraday measure of the probability of informed trading and firm-specific return variation
    by Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert

  • 2014 Risk-free rate effects on conditional variances and conditional correlations of stock returns
    by Palandri, Alessandro

  • 2014 Firm opacity and financial market information asymmetry
    by Ravi, Rahul & Hong, Youna

  • 2014 Explaining the Czech interbank market risk premium
    by Geršl, Adam & Lešanovská, Jitka

  • 2014 Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity
    by Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis

  • 2014 How much informal credit lending responded to monetary policy in China? The case of Wenzhou
    by Qin, Duo & Xu, Zhong & Zhang, Xuechun

  • 2014 Individual Fund Manager Sentiment, Fund Performance and Performance Persistence
    by Ying-Fen Fu

  • 2014 The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis
    by Ewa M. Syczewska

  • 2014 Risk Measures Theory: a comprehensive survey
    by Marcelo Brutti Righi & Paulo Sergio Ceretta

  • 2014 The Brazilian Stock Market in the Pre-Ibovespa Era
    by Antonio Zoratto Sanvicente

  • 2014 The adviser-investor relationship after the crisis
    by Vincenzo Pacelli

  • 2014 The Analysis Of The Correlation Between Financialautonomy And Financial Equilibrium Of Thepharmaceutical Companies Listed On The Buchareststock Exchange
    by Georgiana Daniela Minculete (Piko) & Nicolae Baltes & Maria Daciana Rodean (Cozma)

  • 2013 The failure of financial econometrics: confirmation and publication biases
    by Moosa, Imad

  • 2013 Common Risk Factors of Infrastructure Firms
    by Ben Ammar, Semir & Eling, Martin

  • 2013 How Much Has Private Credit Lending Reacted to Monetary Policy in China? The Case of Wenzhou
    by Duo Qin & Zhong Xu & Xue-Chun Zhang

  • 2013 Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2013 MOY effects in returns and in volatilities of the Romanian capital market
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2013 Efecte Gone Fishin’ la Bursa de Valori din Bucureşti
    by Dumitriu, Ramona & Stefanescu, Razvan

  • 2013 Price, Return and Volatility Linkages of Base Metal Futures traded in India
    by Sinha, Pankaj & Mathur, Kritika

  • 2013 Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2013 Loss Given Default Modelling: Comparative Analysis
    by Yashkir, Olga & Yashkir, Yuriy

  • 2013 The Degree of the Polish and Slovak equity market integration with the euro area equity market
    by Slawomir Ireneusz Bukowski

  • 2013 Volatility linkages between energy and agricultural commodity prices
    by Brenda López Cabrera, & Franziska Schulz, & &

  • 2013 State Price Densities implied from weather derivatives
    by Wolfgang Karl Härdle & Brenda López-Cabrera & Huei-Wen Teng &

  • 2013 Pricing Rainfall Derivatives at the CME
    by Brenda López Cabrera & Martin Odening & Matthias Ritter &

  • 2013 Predicting Stock Price Volatility by Analyzing Semantic Content in Media
    by Asgharian, Hossein & Sikström, Sverker

  • 2013 The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors
    by D'Amico, Stefania & Fan, Roger & Kitzul, Yuriy

  • 2013 Explaining the Czech Interbank Market Risk Premium
    by Adam Gersl & Jitka Lesanovska

  • 2013 Event Studies in thinly-traded markets: An improvement to the market model
    by Warwick Anderson

  • 2013 Stress indicator construction for internal money market
    by Isakov , Alexander

  • 2013 Think About Tomorrow Morning: Opening Stock Returns May Show Reversals
    by Andrey Kudryavtsev

  • 2013 Gone Fishin’ Effects on the Bucharest Stock Exchange
    by Ramona Dumitriu & Razvan Stefanescu

  • 2013 The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices
    by Tarnaczi Tibor & Kulcsar Edina

  • 2013 The Portuguese stock market cycle: Chronology and duration dependence
    by Vitor Castro

  • 2013 Interbank Market Structure and Accurate Estimation of an Aggregate Liquidity Shock
    by Isakov, A.

  • 2013 Regulation and self-regulation in banking: in search of optimum
    by Monika Marcinkowska

  • 2013 CEO Compensation System in Large Canadian Financial Institutions
    by Yusuf Mohammed Nulla & Dimitris Nikolaou Koumparoulis

  • 2013 EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011
    by Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos

  • 2013 Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
    by Hou, Yang & Li, Steven

  • 2013 Can cross-country portfolio rebalancing give rise to forward bias in FX markets?
    by Chang, Sanders S.

  • 2013 Word power: A new approach for content analysis
    by Jegadeesh, Narasimhan & Wu, Di

  • 2013 Connecting two markets: An equilibrium framework for shorts, longs, and stock loans
    by Blocher, Jesse & Reed, Adam V. & Van Wesep, Edward D.

  • 2013 Style investing, comovement and return predictability
    by Wahal, Sunil & Yavuz, M. Deniz

  • 2013 Long-term asset tail risks in developed and emerging markets
    by Straetmans, Stefan & Candelon, Bertrand

  • 2013 Margining in derivatives markets and the stability of the banking sector
    by Gibson, Rajna & Murawski, Carsten

  • 2013 On the role of the estimation error in prediction of expected shortfall
    by Lönnbark, Carl

  • 2013 Competition, signaling and non-walking through the book: Effects on order choice
    by Valenzuela, Marcela & Zer, Ilknur

  • 2013 Pricing rainfall futures at the CME
    by López Cabrera, Brenda & Odening, Martin & Ritter, Matthias

  • 2013 Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks
    by Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei

  • 2013 Flexible price limits: The case of Tokyo Stock Exchange
    by Deb, Saikat Sovan & Kalev, Petko S. & Marisetty, Vijaya B.

  • 2013 Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?
    by Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu

  • 2013 A network analysis of global banking: 1978–2010
    by Minoiu, Camelia & Reyes, Javier A.

  • 2013 Stock price synchronicity and liquidity
    by Chan, Kalok & Hameed, Allaudeen & Kang, Wenjin

  • 2013 Do mutual fund managers time market liquidity?
    by Cao, Charles & Simin, Timothy T. & Wang, Ying

  • 2013 Short sale restrictions, differences of opinion, and single-country, closed-end fund discount
    by Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla

  • 2013 Stock price reversals following end-of-the-day price moves
    by Kudryavtsev, Andrey

  • 2013 The determinants of liquidity with G-RJMCMC-VS model: Evidence from China
    by Chen, Langnan & Luo, Jiawen & Liu, Hao

  • 2013 Portfolio selection in a data-rich environment
    by Bouaddi, Mohammed & Taamouti, Abderrahim

  • 2013 The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context
    by Cheung, Adrian (Wai Kong) & Roca, Eduardo

  • 2013 The Development of Stock Markets: In Search of a Theory
    by Kamal A. El-Wassal

  • 2013 Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas
    by Sirajum Munira Sarwar & Gulnur Muradoglu

  • 2013 The Presence Of Smes At Bucharest Stock Exchange

  • 2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
    by Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit

  • 2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
    by Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit

  • 2013 Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns
    by Andrey KUDRYAVTSEV

  • 2012 Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data
    by Chihiro Shimizu & Walter Erwin Diewert & Kiyohiko G. Nishimura & Tsutomu Watanabe

  • 2012 Effective Trade Execution
    by Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia

  • 2012 Prolonged holiday effects on Romanian capital market before and after the adhesion to EU
    by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel

  • 2012 Volatility Impact of Stock Index Futures Trading - A Revised Analysis
    by Wagner, Helmut & Matanovic, Eva

  • 2012 A dynamic limit order market with fast and slow traders
    by Hoffmann, Peter

  • 2012 A dynamic limit order market with fast and slow traders
    by Hoffmann, Peter

  • 2012 Effective Trade Execution
    by Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo

  • 2012 An automatic procedure for the estimation of the tail index
    by Gimeno, Ricardo & Gonzalez, Clara I.

  • 2012 Statistical Modelling of Temperature Risk
    by Zografia Anastasiadou & BrendaLópez-Cabrera &

  • 2012 Forecast based Pricing of Weather Derivatives
    by Wolfgang Karl Härdle & Brenda López-Cabrera & Matthias Ritter

  • 2012 On the role of the estimation error in prediction of expected shortfall
    by Lönnbark, Carl

  • 2012 Information acquisition and financial intermediation
    by Boyarchenko, Nina

  • 2012 The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets
    by Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang

  • 2012 Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos
    by Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo

  • 2012 Effective Trade Execution
    by R. Cesari & M. Marzo & P. Zagaglia

  • 2012 What role, if any, can market discipline play in supporting macroprudential policy?
    by María J. Nieto

  • 2012 Social Security's Investment Shortfall: $8 Trillion Plus — and The Way Forward:Plus How the US Government's Financial Deficit Reporting = 64 Madoffs
    by Nils H Hakansson

  • 2012 Financial Hacking:Evaluate Risks, Price Derivatives, Structure Trades, and Build Your Intuition Quickly and Easily
    by Philip Maymin

  • 2012 L'Efficience informationnelle du marché des paris sportifs : un parallèle avec les marchés boursiers
    by Barraud, Christophe

  • 2012 Venture capital funds – necessary instrument for the development of Bulgarian economy
    by Yordan Yordanov & Svetoslav Stamenov

  • 2012 The Impact of the Global Financial Crisis on a European Frontier Market: The Case of Bucharest Stock Exchange
    by Cornelia Pop & Iustin Pop

  • 2012 Short-Term Stock Price Reversals May Be Reversed
    by Andrey Kudryavtsev

  • 2012 Overnight Stock Price Reversals
    by Andrey KUDRYAVTSEV

  • 2012 Theoretical and Methodological Foundations of the Financial System of the Enterprise
    by Spineanu – Georgescu Luciana

  • 2012 The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates
    by Kulcsár Edina & Tarnóczi Tibor

  • 2012 The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates
    by Kulcsar Edina & Tarnoczi Tibor

  • 2012 The Impact of Capital Structure and Liquidity on Corporate Returns in Nigeria: Evidence from Manufacturing Firms
    by Sebastian Ofumbia Uremadu & Rapuluchukwu Uchenna Efobi

  • 2012 Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System
    by Sebastian Ofumbia Uremadu

  • 2012 Are Market Center Trading Cost Measures Reliable?
    by Ryan GARVEY & Fei WU

  • 2012 Financial Globalization and Financial Development in Transition Countries
    by Edgar Demetrio Tovar García.

  • 2012 Momentum trading strategy and investment horizon: an experimental study
    by Yuri Khoroshilov

  • 2012 Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China
    by Gao, Fox & Faff, Robert & Navissi, Farshid

  • 2012 Strong Evidence for Gender Differences in Risk Taking
    by Charness, Gary & Gneezy, Uri

  • 2012 Financial crises and regime-dependent dynamics
    by Huang, Weihong & Zheng, Huanhuan

  • 2012 Informed or speculative: Short selling analyst recommendations
    by Blau, Benjamin M. & Wade, Chip

  • 2012 Are there arbitrage gaps in the UK gilt strips market?
    by Armitage, Seth & Chakravarty, Shanti P. & Hodgkinson, Lynn & Wells, Jo

  • 2012 Moments of multivariate regime switching with application to risk-return trade-off
    by Taamouti, Abderrahim

  • 2012 Propuesta metodológica para la construcción de un ranking de emisores en la Bolsa de Valores de Colombia
    by José Armando Hernández

  • 2012 Las opciones reales como metodología alternativa en la evaluación de proyectos de inversión
    by Armando Lenin Támara Ayús & Raúl Enrique Aristizábal Velásquez

  • 2012 Financial globalization and financial development in Latin America
    by Edgar Demetrio Tovar García

  • 2012 Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial
    by Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho

  • 2012 Has the strenthening of patent rights since 1990 fueled energy efficiency and innovation?
    by Ricardo H. Cavazos Cepeda & Douglas C. Lippoldt

  • 2012 Determinants of Transactions Costs in the Brazilian Stock Market
    by Antonio Zoratto Sanvicente

  • 2012 Sources of funding for the public market in Romania
    by Gheorghe PÎRVU & Stefan Marcel SIMA

  • 2011 La calidad e importancia de las utilidades contables para las empresas cotizadas en los mercados de capitales chilenos
    by Jara Bertin, Mauricio & López Iturriaga, Félix J.

  • 2011 Uncovering hedge fund skill from the portfolio holdings they hide
    by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong

  • 2011 Legal protection of investors, corporate governance, and investable premia in emerging markets
    by Stephen Kinsella & Thomas O'Connor & Vincent O'Sullivan

  • 2011 Linkages between the stock prices and the exchange rates during the global crisis: the case of Romania
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2011 The SAD cycle for the Bucharest Stock Exchange
    by Stefanescu, Razvan & Dumitriu, Ramona

  • 2011 Hedging dynamics with gold futures
    by Singh, Saurabh & Saharawat, Swati

  • 2011 Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL
    by Gozgor, Giray & Nokay, Pinar

  • 2011 How to measure Corporate Social Responsibility
    by Marco Nicolosi & Stefano Grassi & Elena Stanghellini

  • 2011 The Portuguese Stock Market Cycle: Chronology and Duration Dependence
    by Vítor Castro

  • 2011 On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection
    by Sevinc Cukurova & Jose M. Marin

  • 2011 Localising temperature risk
    by Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang

  • 2011 The Portuguese Stock Market Cycle: Chronology and Duration Dependence
    by Vitor Castro

  • 2011 The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets
    by Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang

  • 2011 The delegated Lucas tree
    by Kaniel, Ron & Kondor, Péter

  • 2011 Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets
    by Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo

  • 2011 Models for Stress Testing Czech Banks' Liquidity Risk
    by Zlatuse Komarkova & Adam Gersl & Lubos Komarek

  • 2011 Oil Price Shocks And Financial Stock Markets

  • 2011 International Diversification And Stock Markets Volatilities
    by Achraf GHORBEL & Younes BOUJELBENE

  • 2011 Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency
    by Owyong, David

  • 2011 Households’ Exposure to Foreign Currency Loans in CESEE EU Member States and Croatia
    by Katharina Steiner

  • 2011 Copula based models for serial dependence
    by Beatriz Vaz de Melo Mendes & Cecília Aíube

  • 2011 Globalización financiera y sus efectos sobre el desarrollo financiero
    by Edgar Demetrio Tovar

  • 2011 Financial Inclusion: Reformen in den Bereichen Verbraucherschutz und finanzielle Allgemeinbildung
    by Christa Hainz

  • 2011 Globalización financiera y sus efectos sobre el desarrollo financiero
    by Edgar Demetrio Tovar

  • 2011 The Early Exercise Premium for American Options. Empirical Study on Sibex Market
    by Maria-Miruna POCHEA & Angela-Maria FILIP

  • 2010 Uncovering hedge fund skill from the portfolio holdings they hide
    by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong

  • 2010 Recovering risk-neutral densities from exchange rate options: Evidence from Lira-Dollar options
    by Halil İbrahim AYDIN & Ahmet DEĞERLİ & Pınar ÖZLÜ

  • 2010 Switching rates and the asymptotic behavior of herding models
    by Irle, Albrecht & Kauschke, Jonas & Lux, Thomas & Milaković, Mishael

  • 2010 Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen
    by Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail

  • 2010 Risk and return in convertible arbitrage: Evidence from the convertible bond market
    by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.

  • 2010 Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008
    by Ewa M. Syczewska

  • 2010 Recovering Risk-Neutral Densities from Exchange Rate Options: Evidence in Turkey (Kur Opsiyonlarindan Riske Duyarsiz Yogunluk Fonksiyonu Cikarimi: Turkiye Ornegi)
    by Halil Ibrahim Aydin & Ahmet Degerli & Pinar Ozlu

  • 2010 Regime-Dependent Smile-Adjusted Delta Hedging
    by Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis

  • 2010 Whither Islamic Finance? Risk Sharing in An Age of Crises
    by Mirakhor, Abbas

  • 2010 Theoretical analysis of the bid-ask bounce and Related Phenomena
    by Lerner, Peter

  • 2010 Determinants of stock market performance in Nigeria: long-run analysis
    by MAKU, Olukayode E. & ATANDA, Akinwande Abdulmaliq

  • 2010 Practitioners' tools in analysing financial markets evolution
    by Nicolau, Mihaela

  • 2010 Stock volatility in the periods of booms and stagnations
    by Kaizoji, Taisei

  • 2010 Co-movement between Commodity Market and Equity Market: Does Commodity Market Change?
    by Yamori, Nobuyoshi

  • 2010 Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies
    by Kimie Harada & Takatoshi Ito & Shuhei Takahashi

  • 2010 The Ups & Downs of the Stock Market: Is This Time Different?
    by Stacey Schreft & Adam Bold

  • 2010 Switching Rates and the Asymptotic Behavior of Herding Models
    by Albrecht Irle & Jonas Kauschke & Thomas Lux & Mishael Milakovic

  • 2010 Sense of Control Affects Investment Behavior
    by Li King King

  • 2010 Call auctions: A Solution to some difficulties in Indian finance
    by Susan Thomas

  • 2010 Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers?
    by Zoltam Murgulov & Eduardo Roca

  • 2010 Call auctions : A solution to some difficulties in Indian finance
    by Susan Thomas

  • 2010 Real time forecasts of inflation: the role of financial variables
    by Libero Monteforte & Gianluca Moretti

  • 2010 Identifying Asymmetric Comovements of International Stock Market Returns
    by Fuchun Li

  • 2010 Hedging with CO2 allowances: the ECX market
    by Carlos Pinho & Mara Madaleno

  • 2010 Agricultural Insurances - Means Of Developping The Romanian Agriculture Among The E.U. Countries
    by Nan Anca & Borza Georgiana

    by Nadia Cerasela ANITEI

  • 2010 The Influence of the Monetary Policy on the Investment Polilcy of the Firm
    by Iuliana Predescu & Mihai Aristotel Ungureanu & Stela Aurelia Toader & Antoniu Predescu

  • 2010 Financial Crisis Propagation
    by Ruxandra Vilag & George Horia Ionescu & Mihai Dragos Ungureanu & Stela Aurelia Toader

  • 2010 Liquidity as Price Effect on Time to Sale
    by Keunkwan Ryu & Hyun-yeol Shin

  • 2010 Foreign Direct Investments and the Economic Crisis in Romania
    by DIMA Stela Crina

  • 2010 Market Rationality: Efficient Market Hypothesis versus Market Anomalies
    by Kadir Can Yalcin

  • 2010 İMKB’de İşlem Gören Reel Sektör İşletmelerinde Sermaye Yapısının Belirleyicileri
    by Hasan Aydın OKUYAN & H. Mehmet TAŞÇI

  • 2010 Explaining Accounting Policy Choices of SME’s: An Empirical Research on the Evaluation Methods
    by Szilveszter FEKETE & Yau M. DAMAGUM & Razvan MUSTATA & Dumitru MATIS & Ioan POPA

  • 2010 Shock and Volatility Interaction Between The Sector Indexes of Istanbul Stock Exchange
    by Ekin Tokat

  • 2009 The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs
    by Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel

  • 2009 Stock Market Returns and Partisan Political Business Cycles
    by James Cooley

  • 2009 Options and Efficiency in Spaces of Bounded Claims
    by Galvani, Valentina & Troitsky, Vladimir

  • 2009 Impact des résultats passés sur l’aversion au risque de l’investisseur (The impact of past results on the investor's risk)
    by Eric VERNIER & Aymeric BOUCHIE DE BELLE

  • 2009 Transaction Costs, Trading Volume and Momentum Strategies
    by Xiafei Li & Chris Brooks & Joelle Miffre

  • 2009 Implementation of Operational Risk Regime: A Case of Commercial Banks in Pakistan
    by Hussain, Zahir & Ali, Syed Babar

  • 2009 Economic Forces and the Thai Stock Market, 1993-2007
    by Jiranyakul, Komain

  • 2009 Economic Forces and the Thai Stock Market, 1993-2007
    by Jiranyakul, Komain

  • 2009 Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange
    by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel

  • 2009 Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis
    by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel

  • 2009 Changes in the monthly effects from the Romanian foreign exchange market
    by Dumitriu, Ramona & Nistor, Costel & Stefanescu, Razvan

  • 2009 Does the weather affect stock market volatility?
    by Daskalakis, George & Symeonidis, Lazaros & Markellos, Raphael

  • 2009 Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?
    by Maku, Olukayode E. & Atanda, Akinwande A.

  • 2009 Characteristics of Japan’s Commodities Index and its Correlation with Stock Index
    by Yamori, Nobuyoshi

  • 2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process
    by Gan, Jumwu

  • 2009 Securitized Banking and the Run on Repo
    by Gary B. Gorton & Andrew Metrick

  • 2009 Market Solutions in Poverty: The Role of Microcredit in Development Countries with Financial Restrictions
    by Mário Olivares & Sofia Santos

  • 2009 Pricing of Asian temperature risk
    by Fred Benth & Wolfgang Karl Härdle & Brenda López Cabrera

  • 2009 Implied Market Price of Weather Risk
    by Wolfgang Härdle & Brenda López Cabrera

  • 2009 On risk prediction
    by Lönnbark, Carl

  • 2009 The Effects of Interest Rate Movements on Assets’ Conditional Second Moments
    by Alessandro Palandri

  • 2009 Addressing Socially Responsible Investments through Alternative Risk Transfer Solutions at International Level
    by Irina-Eugenia Iamandi & Laura-Gabriela Constantin

  • 2009 Real-Time Market Abuse Detection with a Stochastic Parameter Model
    by Radosław Cholewiński

  • 2009 Vizuální nelineární rekurentní analýza
    by Jan Kodera & Tran Van Quang

  • 2009 Agricultural Insurance In Romania
    by Danuletiu Adina Elena & Danuletiu Dan Constantin & Barna Flavia

  • 2009 Effects Of Residual Value Revision On The Lessor’S Results In The Finance Lease Contracts
    by Tulvinschi Mihaela & Chirita Irina

  • 2009 Impact of the Global Crisis on the Financial Linkages between the Stock Market and the Foreign Exchange Market from Romania
    by Razvan STEFANESCU & Ramona DUMITRIU

  • 2009 Credit Ratings in the Presence of Bailout: The Case of Mexican Subnational Government Debt
    by Fausto Hernández-Trillo & Ricardo Smith-Ramírez

  • 2009 Decisiones De Inversión A Través De Opciones Reales

  • 2009 The Hotel Companies And Their Relationship With The Capital Markets

  • 2009 Analysis Of The Portfolio Management Methods

  • 2009 The Analysis Of Residual Income – The Empirical Evidence From Slovenia

  • 2009 Financial Contagion And Investors Behavior
    by George Horia Ionescu & Dragos Mihai Ungureanu & Ruxandra Dana Vilag & Florian Bogdan Stoian

  • 2009 Trading in Networks: A Normal Form Game Experiment
    by Douglas M. Gale & Shachar Kariv

  • 2008 Türkiye’de devlet iç borçlanma senetlerinin günlük getirilerinde mevsimsellik ve koşullu risk
    by Macide ÇİÇEK

  • 2008 Calibration of Parametric CAT bonds. A case study of Mexican earthquakes
    by Wolfgang Karl Härdle & Brenda López Cabrera

  • 2008 Fuzzy interval net present value
    by Marco Corazza & Silvio Giove

  • 2008 Value at Risk (VaR) and the alpha-stable distribution
    by John C. Frain

  • 2008 Sector classification through non-Gaussian similarity
    by Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte

  • 2008 Yield to Maturity Is Always Realized as Promised: A Reply
    by Cebula, Richard & Yang, Bill

  • 2008 Sur-réaction sur le marché tunisien des actions : une investigation empirique
    by Trabelsi, Mohamed Ali

  • 2008 Peut-on encore parler des mesures de performance ?
    by Trabelsi, Mohamed Ali

  • 2008 The Efficiency of Trading Halts; Evidence from Bursa Malaysia
    by Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily

  • 2008 Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks
    by Kimie Harada & Takatoshi Ito

  • 2008 Impact Of Proposed Commodity Transaction Tax On Futures Trading In India
    by Pravakar Sahoo & Rajiv Kumar

  • 2008 Summary statistics of option-implied probability density functions and their properties
    by Lynch, Damien & Panigirtzoglou, Nikolaos

  • 2008 Exotic Derivatives and Risk:Theory, Extensions and Applications
    by Mondher Bellalah

  • 2008 Risk Management and Value:Valuation and Asset Pricing

  • 2008 Reexamining The Expiration Day Effects Of Stock Index Derivatives: Evidence From Taiwan
    by Chin-Lin Chuang & Dar-Hsin Chen & Chung-Hsien Su

  • 2008 Methods Of Portfolio Management - A Review Of Literature -

  • 2008 Aspects Concerning Financial Profitableness Analysis And Its Purpose In Substantiation Of Firm’S Strategic Financing Decisions
    by Solomon Daniela-Cristina & Dragomirescu Simona-Elena

  • 2007 Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models
    by Nakatani, Tomoaki & Teräsvirta, Timo

  • 2007 Which market protocols facilitate fair trading?
    by Marco LiCalzi & Paolo Pellizzari

  • 2007 Low-Cost Momentum Strategies
    by Xiafei Li & Chris Brooks & Jöelle Miffre

  • 2007 Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk
    by Carol Alexander & Elizabeth Sheedy

  • 2007 Copula based simulation procedures for pricing basket Credit Derivatives
    by Fathi, Abid & Nader, Naifar

  • 2007 Price Calibration of basket default swap: Evidence from Japanese market
    by Fathi, Abid & Nader, Naifar

  • 2007 The nearest correlation matrix problem: Solution by differential evolution method of global optimization
    by Mishra, SK

  • 2007 Causality in Crude Oil Prices
    by Hagstromer, Bjorn & Wlazlowski, Szymon

  • 2007 Are Short-sellers Different?
    by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K.

  • 2007 Calibrating CAT bonds for Mexican earthquakes
    by Wolfgang Härdle & Brenda López Cabrera

  • 2007 Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations
    by Spargoli, Fabrizio & Zagaglia, Paolo

  • 2007 The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model
    by Spargoli, Fabrizio & Zagaglia, Paolo

  • 2007 Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets
    by Marzo, Massimiliano & Zagaglia, Paolo

  • 2007 Volatility forecasting for crude oil futures
    by Marzo, Massimiliano & Zagaglia, Paolo

  • 2007 Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model
    by Nakatani, Tomoaki & Teräsvirta, Timo

  • 2007 Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information
    by Alexis Derviz

  • 2007 Multipower Variation Under Market Microstructure Effects
    by Carla Ysusi

  • 2007 Credit Correlation:Life After Copulas

  • 2007 Global Derivatives: Products, Theory and Practice

  • 2007 Some Less Known Charting Methods of Technical Analysis and Possibilities Its Using for Identification Trend Changes
    by Jitka Veselá

  • 2007 Stock Market Optimism and Cointegration among Stocks: The Case of the Prague Stock Exchange
    by Jaromír Baxa

  • 2007 Limit Order or Market Order? The Trade-Off between Price Improvement and Delayed Execution
    by I-Chun Tsai & Tai Ma & Ming-Chi Chen

  • 2007 Business Cycle Asymmetries In Stock Returns: Robust Evidence
    by KIANI, Khurshid M.

  • 2007 Innovations financières:construire et légitimer un nouveau marché financier de gré à gré–le cas des dérivés de crédit
    by Isabelle Huault & Hélène Rainelli-Le Montagner

  • 2006 Sermaye piyasalarında değerleme unsuru olarak hisse senedi endeksleri
    by Mahmut YARDIMCIOĞLU

  • 2006 Financial dollarization and currency substitution: an empirical study for Bolivia
    by Dell'Erba, Salvatore & Saldías Zambrana, Martin

  • 2006 Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
    by Marco Corazza & A.G. Malliaris & Elisa Scalco

  • 2006 Simple Market Protocols for Efficient Risk Sharing
    by Marco LiCalzi & Paolo Pellizzari

  • 2006 The allocative effectiveness of market protocols under intelligent trading
    by Marco LiCalzi & Paolo Pellizzari

  • 2006 Is Ethical Money Financially Smart?
    by Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C.

  • 2006 The potential use of derivatives to manage the price risk of seafood markets: the case of sole and cuttlefish in France
    by Bégué-Turon, Jean-Loïc & Perraudeau, Yves & Rautureau, Nicolas

  • 2006 Internet corporate reporting in Greece
    by Spanos, Loukas & Mylonakis, John

  • 2006 Exploring the CDS-Bond Basis
    by Jan De Wit

  • 2006 Exploring the CDS-Bond Basis
    by Jan De Wit

  • 2006 Financial Dollarization and Currency Substitution. An Empirical Study for Bolivia America than in Asia?
    by Salvatore Dell'Erba & Martin Saldías Zambrana

  • 2006 New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange
    by Juan A. Lafuente & Manuel Illueca Muñoz

  • 2006 Common Functional Principal Components
    by Michal Benko & Wolfgang Härdle & Alois Kneip

  • 2006 La competitividad... ¿a qué se refiere?
    by Luis Francisco Ramírez Díaz

  • 2006 Estimating Integrated Volatility Using Absolute High-Frequency Returns
    by Carla Ysusi

  • 2006 Detecting Jumps in High-Frequency Financial Series Using Multipower Variation
    by Carla Ysusi

  • 2006 Advances in Quantitative Analysis of Finance and Accounting:Essays in Microstructure in Honor of David K Whitcomb

  • 2006 Historical Excursion into World and Czech Exchange Business
    by Jitka Veselá

  • 2006 Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation
    by Marcos Roberto Gois de Oliveira & Charles Ulises de Montreuil Carmona & José Lamartine Távora Junior

  • 2006 The Romanian Bond Market

  • 2005 Niederschlagsderivate
    by Heidorn, Thomas & Trautmann, Alexandra

  • 2005 Wertsicherungsstrategien für das Asset Management
    by Kluß, Norbert & Bayer, Marcus & Cremers, Heinz

  • 2005 Simple market protocols for efficient risk sharing
    by Marco LiCalzi & Paolo Pellizzari

  • 2005 A note on the Malliavin differentiability of the Heston volatility
    by Elisa Alòs & Christian-Olivier Ewald

  • 2005 An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market
    by Alar Kein

  • 2005 Estimation of the Stylized Facts of a Stochastic Cascade Model
    by Céline Azizieh & Wolfgang Breymann

  • 2005 Household wealth in Portugal: 1980-2004
    by Fátima Cardoso & Vanda Geraldes da Cunha

  • 2005 Is the gamma risk of options insurable?
    by Egli, Daniel & Blum, Peter & Dacorogna, Michel M & Müller, Ulrich A

  • 2005 Transaction Pattern and Liquidity Parameters (in Japanese)
    by Hisashi Hashimoto

  • 2005 Notes for a Contingent Claims Theory of Limit Order Markets
    by Bruce N. Lehmann

  • 2005 Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market
    by David Abad & José Yagüe & Sonia Sanabria

  • 2005 Estudio Del Efecto Informativo Del Anuncio De Beneficios Trimestrales
    by Begoña Herrero & Ana María Ibáñez & Constantino José García

  • 2005 Common functional component modelling
    by Michal Benko & Alois Kneip

  • 2005 Common Functional Implied Volatility Analysis
    by Michal Benko & Wolfgang Härdle

  • 2005 Selecting Comparables for the Valuation of European Firms
    by Ingolf Dittmann & Christian Weiner

  • 2005 On the Existence of Efficient Hedge for an American Contingent Claim: Discrete Time Market
    by Leonel Pérez-Hernández

  • 2005 Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion
    by Raphael H. Solomon

  • 2005 A New Era for Commodity Investments
    by Lamle, Hugh R. & Martell, Terrence F.

  • 2005 Risk Quantification - Early History of Option Pricing
    by Jaroslav Brada

  • 2005 Mercado de capitales, sector financiero y crecimiento en Colombia: un camino por recorrer
    by María Angélica Arbeláez Restrepo

  • 2005 Las crisis financieras del u?ltimo cuarto del siglo XX
    by Carlos Caballero

  • 2004 Heterogeneity and feedback in an agent based market model
    by Ghoulmié & F.

  • 2004 Risk and return in convertible arbitrage: Evidence from the convertible bond market
    by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.

  • 2004 Why VAR Fails: Long Memory and Extreme Events in Financial Markets
    by Cornelis A. Los

  • 2004 How to recognize opportunities: Heterarchical search in a Wall Street trading room
    by Daniel Beunza Ibáñez & David Stark

  • 2004 Resolving identities: Successive crises in a trading room after 9/11
    by Daniel Beunza Ibáñez & David Stark

  • 2004 Testing the Markov property with ultra-high frequency financial data
    by Matos, Joao Amaro de & Fernandes, Marcelo

  • 2004 A Preliminary Analysis of the Presidential Approval Rating
    by Cebula, Richard

  • 2004 Pricing Hybrid Securities: The Case of Malaysian ICULS
    by Bacha, Obiyathulla I.

  • 2004 ABS Issuance and Lending Attitude of Banks
    by Kimie Harada

  • 2004 Trading Nokia : the roles of the Helsinki vs the New York stock exchanges
    by Jokivuolle, Esa & Lanne, Markku

  • 2004 Sistema Financeiro E Crescimento Econômico: Uma Aplicação De Regressão Quantílica
    by Everton Nunes da Silva & Sabino da Silva Porto Júnior

  • 2004 CFA Designation, Geographical Location and Analyst Performance
    by Ping Hsiao & Wayne Y. Lee

  • 2004 Is Covered Call Investing Wise? Evaluating the Strategy using Risk-Adjusted Performance Measures
    by Karyl B. Leggio & Donald Lien

  • 2004 Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive?
    by Asli Ascioglu & Thomas H. McInish

  • 2004 Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock Market
    by Bing-Huei Lin & Jerry M. C. Wang

  • 2004 Hedging with Foreign-Listed Single Stock Futures
    by Mao-wei Hung & Cheng-few Lee & Leh-chyan So

  • 2004 The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30
    by Bonnie F. Van Ness & Robert A. Van Ness & Richard S. Warr

  • 2004 Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ
    by Van T. Nguyen & Bonnie F. Van Ness & Robert A. Van Ness

  • 2004 Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts
    by Sidney Leung

  • 2004 A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency
    by Youngsik Kwak & H. James Williams

  • 2004 Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drivers of Internet Stocks
    by Anthony Kozberg

  • 2004 Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries
    by Michael K. Fung

  • 2004 Multinomial Lattices and Derivatives Pricing
    by George M. Jabbour & Marat V. Kramin & Timur V. Kramin & Stephen D. Young

  • 2004 Transparencia y nuevas tecnologías en las Cooperativas de crédito
    by Mª José Vañó Vañó

  • 2003 Hedge Fund Classification using K-means Clustering Method
    by Nandita Das

  • 2003 Asset and liability management for a defined benefit pension fund using heuristic optimization
    by Ricardo Ratner Rochman

  • 2003 Incentive Fees: erfolgsabhängige Vergütungsmodelle deutscher Publikumsfonds
    by Kluß, Norbert & König, Markus & Cremers, Heinz

  • 2003 Las Opciones Reales y su influencia en la valoración de empresas
    by Manuel Espitia Escuer & Gema Pastor Agustín

  • 2003 Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media
    by Thomas Schuster

  • 2003 Stock Market Valuation : the Role of the Macroeconomic Risk Premium
    by Christophe Boucher

  • 2003 News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media
    by Thomas Schuster

  • 2003 Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media
    by Thomas Schuster

  • 2003 Testing for Changes in the Unconditional Variance of Financial Time Series
    by Andreu Sansó & Vicent Aragó & Josep Lluís Carrion

  • 2003 Y a-t-il une théorie des marchés financiers ?
    by Jean-Pierre Galavielle

  • 2003 Productivity shocks and hedging: theory and evidence
    by Marcello SPANO'

  • 2003 Stock market expectations, effects on prices and aggregate income
    by Marcello SPANO'

  • 2003 A monetary value for initial information in portfolio optimization
    by Martin Schweizer & Dirk Becherer & Jürgen Amendinger

  • 2003 A volatilitás előrejelzése és a visszaszámított modellek
    by Zsembery, Levente

  • 2003 Bennfentes kereskedelem
    by Vajda, István

  • 2003 Les Fonds alternatifs sont-ils réellement décorrelés des produits d'investissments classiques?
    by Daniel Capocci & Romain Mahieu

  • 2002 Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets
    by Marco LiCalzi & Paolo Pellizzari

  • 2002 A "One-line" Simulator for Maxima or Minima on Drifting Brownian Paths
    by Allen Abrahamson

  • 2002 Tamaño De Transacciones, Introducción De Órdenes Y Preferencias Por Precios En Los Splits De Acciones
    by Juan Carlos Gómez Sala & José Yagüe

  • 2002 Option Formulas for Mean-Reverting Power Prices with Spikes
    by de Jong, C.M. & Huisman, R.

  • 2002 Contingent Loan Repayment in the Philippines
    by Marcel Fafchamps & Flore Gubert

  • 2002 Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno
    by Pablo Marshall & Eduardo Walker

  • 2002 Le recours au financement désintermédié par une collectivité locale et l'évaluation de la prime de risque obligataire: le cas de la ville de Marseille
    by Stéphanie Serve

  • 2002 Immunisation du budget des communes françaises au risque de taux d'intérêt
    by Muriel Michel

  • 2001 Portfolio Selection Models Driven by Non Gaussian Price Dynamics
    by Marina Resta

  • 2001 Portfolio Selection Models Driven by Non Gaussian Price Dynamics
    by Marina Resta

  • 2001 Extreme Value Theory and Extremely Large Electricity Price Changes
    by Byström, Hans

  • 2001 Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory
    by Byström, Hans

  • 2001 Social Against Mobile Capital: Explaining Cross-National Variations in Stock Market Size in the OECD
    by Verdier, D.

  • 2001 Existe-t-il des seuils psychologiques sur les marches coursiers? Une application au future CAC 40 sur donnees tres haute frequence
    by Morel, C. & Teiletche, J.

  • 2001 A Uniform Choice of Law Rule for the Taking of Collateral Interests in Securities: Using Private Law Approaches to Reduce Credit and Legal Risk in Financial Systems
    by K Alexander

  • 2001 Testing the Gaussian Copula Hypothesis for Financial Assets Dependences
    by Y. Malevergne & D. Sornette

  • 2001 Credit Derivatives in Managing Off Balance Sheet Risks by Banks
    by Cakir, Murat

  • 2001 Modeling The Dividend-Price Ratio: The Role Of Fundamentals Using A Regime-Switching Approach
    by Nielsen, Steen & Olesen, Jan Overgaard

  • 2001 Regime-Switching Stock Returns And Mean Reversion
    by Nielsen, Steen & Olesen, Jan Overgaard

  • 2001 Empirical Rationality in the Stock Market
    by Raahauge, Peter

  • 2001 Defaultable Security Valuation and Model Risk
    by Aydin AKGUN,

  • 2001 Insider Dealing and Market Abuse: The Financial Services and Markets Act 2000
    by K. Alexander

  • 2001 Equity portfolios generated by functions of ranked market weights
    by Robert Fernholz

  • 2001 Arbitrage and investment opportunities
    by Elyès Jouini

  • 2001 Politique de remboursement anticipé des obligations
    by Annie Bellier-Delienne

  • 2001 Organisation et performance:le lien entre l'organisation des sociétés de gestion de portefeuille et la performance financière des fonds gérés
    by Jean Moussavou & Philippe Gillet

  • 2000 Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts
    by Byström, Hans

  • 2000 Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998
    by Byström, Hans

  • 2000 Governance Impact on Private Investment: Evidence from the International Patterns of Infrastructure Bond Risk Pricing
    by Bubnova, N.B.

  • 2000 The Dynamics of Firms' Credit Ratings
    by Bijapur, M.

  • 2000 The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?
    by Amilon , Henrik & Byström , Hans

  • 2000 Cambios En El Rating De Bonos Y Su Efecto En Los Precios Accionarios: El Caso Chileno

  • 1999 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default
    by Chang, G. & Sundaresan, S.M.

  • 1999 Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default
    by Chang, G. & Sundaresan, S.M.

  • 1999 Sixteenths: Direct Evidence on Institutional Execution Costs
    by Jones, C.M. & Lipson, M.L.

  • 1999 Sixteenths: Direct Evidence on Institutional Execution Costs
    by Jones, C.M. & Lipson, M.L.

  • 1999 Execution Costs of Institutional Equity Orders
    by Jones, C.M. & Lipson, M.L.

  • 1999 Execution Costs of Institutional Equity Orders
    by Jones, C.M. & Lipson, M.L.

  • 1999 Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market
    by Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin

  • 1999 Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices
    by Kiyohiko G. Nishimura & Fukujyu Yamazaki & Takako Idee & Toshiaki Watanabe

  • 1999 - Evaluation Of The Fixing Trading System In The Spanish Market
    by David Abad & Antonio Rubia

  • 1999 Risiko For Kollaps På Aktiemarkedet- Eller Hvad?
    by Olesen, Jan Overgaard & Risager, Ole

  • 1999 Notas sobre crisis financieras
    by Kaminsky Graciela

  • 1998 Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable?
    by Isakov, D. & Hollistein, M.

  • 1998 Risk Neutral Forecasting
    by Skouras, S.

  • 1998 EMU and capital markets: The institutional framework
    by Gros, Daniel

  • 1998 The Profitability of Block Trades in Auction and Dealer Markets
    by Andy Snell & Ian Tonks

  • 1998 Order Flow Composition and Trading Costs in Dynamic Limit Order Markets
    by Foucault, Thierry

  • 1998 La politique à l'ère de la mondialisation et de la finance : le point sur quelques recherches régulationnistes
    by Boyer, Robert

  • 1998 A censored-GARCH model of asset returns with price limits
    by WEI, Steven X.

  • 1997 Herd behavior and aggregate fluctuations in financial markets
    by Rama CONT & Jean-Philippe BOUCHAUD

  • 1996 On the Irrelevance of Trade Timing
    by Smith, L.

  • 1996 Stock Ownership Patterns, Stock Market Fluctuations, and Consumption
    by Poterba, J.M. & Samwick, A.A.

  • 1996 Quotes, Order Flow, and Price Discovery
    by Blume, M.E. & Goldstein, M.A.

  • 1996 Dividende et beta: une estimation Garch
    by Atindehou, R.B. & Bernier, G. & Charest, G.

  • 1996 Consumption and the Stock Market: Interpreting International Experience
    by Campbell, J.Y.

  • 1996 Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains
    by Avouyi-Dovi, S. & Lakhoua, F.

  • 1996 Stock Prices and Money Velocity: A Multi-Country Analysis
    by Caruso, M.

  • 1996 A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs
    by Garvey, G.T. & Grant, S. & King, S.P.

  • 1996 Call Features and Term to Maturity of Callable Foreign Bonds
    by Hooper, V. & Pointon, J.

  • 1996 Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions
    by Hurson, C. & Zopounidis, C.

  • 1996 Minimum price variations, time priority and quotes dynamics
    by Tito Cordella & Thierry Foucault

  • 1996 Generalized Binomial Trees
    by Jackwerth, Jens Carsten

  • 1995 Capital Flows to Emerging Markets:What Have We Learned?
    by Crockett,A.

  • 1995 Capital Gains in Japan: Their Magnitude and Imact on Consumption
    by Horioka, C.Y.

  • 1995 Endogenous Short Sale Constraint, Stock Prices and Output Cycles
    by Zhang, H.H.

  • 1995 Nonlinear Time Series, Complexity Theory, and Finance
    by Brock, W.A. & De Lima, P.J.F.

  • 1994 Asset Pricing and Trading Volume in Heterogeneous Agent Models with Incomplete Markets
    by Jean-Paul THELER

  • 1991 Correspondent: Keynes as a Noise Trader
    by Robert Piron

  • 1989 Relative Performance Evaluation for Chief Executive Officers
    by Robert Gibbons & Kevin Murphy

  • Neutral and Non Neutral Shock Effects on Hedging, Investment and Debt
    by Marcello Spanò

  • Investment, Debt and Risk Management in a Context of Uncertain Returns to Investment
    by Marcello Spanò

  • Real time forecasts of inflation: the role of financial variables
    by Libero Monteforte & Gianluca Moretti

  • 2012-12 On the Ethics of Short Selling
    by Robert J Bianchi, Michael E Drew

  • A Bayesian Estimate of the Pricing Kernel
    by Giovanni Barone-Adesi & Chiara Legnazzi & Antonietta Mira

  • The war puzzle: contradictory effects of international conflicts on stock markets
    by Amelie BRUNE & Thorsten HENS & Marc Olivier RIEGER & Mei WANG

  • The Price of Protection: Derivatives, Default Risk, and Margining
    by Rajna GIBSON & Carsten MURAWSKI

  • Endogenous versus exogenous origins of financial rallies and crashes in an agent-based model with Bayesian learning and imitation
    by Georges Harras & Didier Sornette

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.