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

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

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

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

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

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

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

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

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

  • 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 Crowdfunding
    by Mónika Kuti & Gábor Madarász

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

  • 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 Manipulations de cours et marchés électroniques
    by Hamon, Jacques & Jacquillat, Bertrand

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

  • 2011 Spatial and Temporal Non-Stationary Semivariogram Analysis Using Real Estate transaction Data
    by Simon, Arnaud & Shrikum, Piyawan

  • 2011 Faut-il désétatiser la filière agroalimentaire ?
    by Hamon, Jacques & Jacquillat, Bertrand

  • 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 Heurs et malheurs de l'investissement à long terme : l'exemple de Solvency II
    by Lorenzi, Jean-Hervé

  • 2010 Qu'est-ce qu'un marché ? Un exercice wittgensteinien
    by Dumez, Hervé & Depeyre, Colette

  • 2010 La privatisation paradoxale d’un étrange bien public : la bourse de Paris dans les années 1980
    by Lagneau-Ymonet, Paul & Riva, Angelo

  • 2010 De l'utilité de la finance et de l'innovation financière
    by Trainar, Philippe

  • 2010 Faut-il renoncer à la globalisation financière?
    by Brender, Anton

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

  • 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 Non-Stationary Semivariogram Analysis Using Real Estate Transaction Data
    by Simon, Arnaud & Srikhum, Piyawan

  • 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 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
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  • 2006 Exploring the CDS-Bond Basis
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  • 2006 Common Functional Principal Components
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  • 2006 Estimating Integrated Volatility Using Absolute High-Frequency Returns
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  • 2006 Detecting Jumps in High-Frequency Financial Series Using Multipower Variation
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  • 2006 Historical Excursion into World and Czech Exchange Business
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  • 2006 The Romanian Bond Market

  • 2005 Niederschlagsderivate
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  • 2005 Simple market protocols for efficient risk sharing
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  • 2005 A note on the Malliavin differentiability of the Heston volatility
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  • 2005 An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market
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    by Céline Azizieh & Wolfgang Breymann

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  • 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)
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  • 2005 Notes for a Contingent Claims Theory of Limit Order Markets
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  • 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
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  • 2005 Common functional component modelling
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  • 2005 Common Functional Implied Volatility Analysis
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  • 2005 Selecting Comparables for the Valuation of European Firms
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  • 2005 Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion
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  • 2005 A New Era for Commodity Investments
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  • 2005 Risk Quantification - Early History of Option Pricing
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  • 2004 Heterogeneity and feedback in an agent based market model
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  • 2004 La France face aux marchés financiers
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  • 2004 Risk and return in convertible arbitrage: Evidence from the convertible bond market
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  • 2004 Why VAR Fails: Long Memory and Extreme Events in Financial Markets
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  • 2004 How to recognize opportunities: Heterarchical search in a Wall Street trading room
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  • 2004 Resolving identities: Successive crises in a trading room after 9/11
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    by Bacha, Obiyathulla I.

  • 2004 Trading Nokia: The roles of the Helsinki vs the New York stock exchanges
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  • 2004 ABS Issuance and Lending Attitude of Banks
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  • 2004 Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange)
    by Gajewski, Jean-François & Gresse, Carole

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

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

  • 2003 Hedge Fund Classification using K-means Clustering Method
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  • 2003 Asset and liability management for a defined benefit pension fund using heuristic optimization
    by Ricardo Ratner Rochman

  • 2003 La formation des cours boursiers
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  • 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
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  • 2003 Stock market expectations, effects on prices and aggregate income
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  • 2003 A monetary value for initial information in portfolio optimization
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    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 Face aux marchés, la politique
    by Brender, Anton

  • 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
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  • 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 Existe-t-il des seuils psychologiques sur les marchés financiers? Une application au future CAC 40 sur données très haute fréquence
    by Morel, Christophe & Teiletche, Jérôme

  • 2001 Introduction en bourse, signal et émissions d'actions nouvelles sur le second marché français
    by Ginglinger, Edith & Faugeron-Crouzet, Anne-Marie

  • 2001 Les marchés et la croissance
    by Pisani, Florence & Brender, Anton

  • 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 Arbitrage and investment opportunities
    by Jouini, Elyès & Napp, Clotilde

  • 2001 The Impact of Crossing on Market Quality : an Empirical Study on the UK Market
    by Gresse, Carole

  • 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 Making Risk Management Systems Smart
    by Dordain, Jean-Noël & Singh, Niladri

  • 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 Un cadre unifié pour les contrats à terme
    by Desvilles, Gilles

  • 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

  • 1994 Les facteurs déterminant les déformations de la structure à terme des taux
    by Gresse, Carole

  • 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
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  • Real time forecasts of inflation: the role of financial variables
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  • 2012-12 On the Ethics of Short Selling
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  • The war puzzle: contradictory effects of international conflicts on stock markets
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  • 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.