Notes, Comments and Preliminary results Jan 13 2017 Selim baha Yildiz and Abdelbari El khamlichi   The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 26 2016 Mohsen Bahmani-Oskooee , Tsangyao Chang , Tsung-hsien Chen and Han-wen Tzeng   "Revisiting the efficient market hypothesis in transition countries using quantile unit root test."   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 26 2016 Dimitrios Dimitriou   Greek debt negotiations and VIX currency indices: A HYGARCH approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 09 2016 Jiseob Kim   Why household debt held by Korean seniors is problematic: An international comparison   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2016 Amélie Charles and Olivier Darné   Stock market reactions to FIFA World Cup announcements: An event study   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 11 2016 Mirzosaid Sultonov   Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 29 2016 Ramzi Boussaidi and Abaoub Ezzeddine   The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 29 2016 Andrew Phiri   Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region?   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2016 Mohamed Arouri and David Roubaud   On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2016 Kaidi Nasreddine and Sami Mensi   Financial Development and Income Inequality: The Linear versus the Nonlinear Hypothesis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 04 2016 Octavio Fernández-Amador , Martin Gächter and Friedrich Sindermann   Finance-augmented business cycles: A robustness check   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 16 2015 Dominique Pépin   Intertemporal Substitutability, Risk aversion and Asset Prices   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 22 2015 Sergio Da Silva , Raul Matsushita and Eliza Silveira   No endowment effect when people transact secondhand goods over the Internet   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 07 2015 Amelie Charles and Olivier Darné   Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 26 2015 Amélie Charles , Etienne Redor and Constantin Zopounidis   The determinants of the existence of a critical mass of women on boards: A discriminant analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 09 2015 Etienne Redor   Does board diversity matter? Evidence from the market reaction to directors' departures.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 01 2015 Rachida Hennani and Michel Terraza   Contributions of a noisy chaotic model to the stressed Value-at-Risk   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2015 Taoufik Elkemali and Aymen Ben Rejeb   R&D Intensity and Financing Decisions: Evidence from European Firms   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2015 Hirofumi Suzuki   Comovement and index fund trading effect: evidence from Japanese stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2015 Ran Shao and Na Wang   Effects of Aging on Gender Differences in Financial Markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 29 2015 Gaetano Lisi   Hedonic prices, capitalization rate and real estate appraisal   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 29 2015 Dimitrios P. Louzis   The economic value of flexible dynamic correlation models   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 22 2015 Mandira Sarma   Measuring financial inclusion   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2015 Jaideep Chowdhury and Gokhan Sonaer   Investment and Managerial Preferences   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2015 Prateek Sharma and Swati Sharma   Forecasting gains of robust realized variance estimators: evidence from European stock markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 06 2014 Shangkari V Anusakumar , Ruhani Ali and Chee-Wooi Hooy   Are momentum and contrarian effects related? Evidence from the Chinese stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 05 2014 Sabri Boubaker and Taher Hamza   Does managerial overconfidence matter in explaining debt financing policy?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 05 2014 Wen-chung Guo and Ying-huei Chen   Pricing of put warrants and competition among issuers   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 16 2014 Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta   Decomposing the bid-ask spread in the Brazilian market: an intraday framework   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 26 2014 Josh Stillwagon   Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 23 2014 Bruno Milani and Paulo Sérgio Ceretta   A multiscale approach to emerging market pricing   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 28 2014 Nguena Christian Lambert and Tsafack Nanfosso Roger   On the Sensitivity of Banking Activity Shocks: Evidence from the CEMAC Sub-region   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 30 2014 Manel Hamdi and Sami Mestiri   Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 23 2013 Bruno Milani and Paulo Sergio Ceretta   Do Brazilian REITs depend on Real Estate sector companies or Overall Market?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 23 2013 M. Hossein Partovi   Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 05 2013 Julien Chevallier , Florian Ielpo and Ling-Ni Boon   Common risk factors in commodities   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 27 2013 Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller   A 10 min tick volatility analysis between the Ibovespa and the S&P500   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 11 2013 Enzo Dia and Fabrizio Casalin   Security issuance and the business cycle   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 11 2013 Philippe Bernard and Michel Blanchard   The performance of amateur traders on a public internet site: a case of a stock-exchange contest   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 18 2013 Benoît Sévi and César Baena   The explanatory power of signed jumps for the risk-return tradeoff   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 21 2013 Francisca Beer , Fabrice Hervé and Mohamed Zouaoui   Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen   Oil-stock volatility transmission, portfolio selection and hedging   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 26 2012 Hideaki Sakawa and Masato Ubukata   Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 15 2012 David G McMillan   Long-run stock price-house price relation: evidence from an ESTR model   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 24 2012 Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph   Are the emerging bric stock markets efficient?   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 29 2012 Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori   A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Predicting the risk of global portfolios considering the non-linear dependence structures   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 13 2011 Go Tamakoshi and Shigeyuki Hamori   Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 28 2011 Renatas Kizys and Christian Pierdzioch   Contagious speculative bubbles: A note on the Greek sovereign debt crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 27 2011 Go Tamakoshi   European sovereign debt crisis and linkage of long-term government bond yields   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2011 Tran MANH Tuyen   Modeling Volatility Using GARCH Models: Evidence from Vietnam   Abstract  Contact Information  Citation  Full Text  -  Note   May 12 2011 Riccardo Calcagno and Mariacristina Rossi   Portfolio Choice and Precautionary Savings   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 02 2011 Fernanda G Barba and Paulo S Ceretta   Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 17 2011 Masanori Ohkuma and Teruo Mori   Local finance-growth nexus: Does bank ownership matter?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 17 2011 Laurent Augier and Wahyoe Soedarmono   Threshold Effect and Financial Intermediation in Economic Development   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2010 Siow-Hooi Tan and Mohammad Tariqul Islam Khan   Long Memory Features in Return and Volatility of the Malaysian Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 11 2010 Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini   Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 23 2010 Andreas Knabe and Steffen Rätzel   Better an insecure job than no job at all? Unemployment, job insecurity and subjective wellbeing   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 26 2010 Robert Finger   Stock price responses on the German suspension of genetically modified maize   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 22 2010 Thi Hong Hanh Pham   Effects of the 2008 Financial Crisis on developing Asia's Economic Growth   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 06 2010 Khurshid Kiani   Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 08 2010 Shiok Ye Lim and Ricky Chee-Jiun Chia   Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 25 2010 Arouri Mohamed El Hedi and Jawadi Fredj   Short and long-term links between oil prices and stock markets in Europe   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 21 2010 Naved Ahmad and Shahid Ali   Corruption and financial sector performance: A cross-country analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 19 2010 Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong   Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 24 2009 William Wai Him Tsang and Terence Tai Leung Chong   Profitability of the On-Balance Volume Indicator   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 10 2009 Tomoki Kitamura and Kunio Nakashima   Changes in Equity Investment of Japan's Households After the Introduction of Defined Contribution Plans   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 08 2009 Qaiser Munir and Kasim Mansur   Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2009 Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta   Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 02 2008 Wei-Hsiung Wu , Hui-Hwang Tsai , Shyan-Yuan Lee and Son-Nan Chen   Extend the debt as it is not deeply out-of-the-money   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 02 2008 Sifunjo E. Kisaka , Wainaina Gituro , Pokhariyal Ganesh and Ngugi W. Rose   An analysis of the efficiency of the foreign exchange market in Kenya   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 28 2008 Wan-Hsiu Cheng   Overestimation in the Traditional GARCH Model During Jump Periods   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 04 2008 Sovannroeun SAMRETH and Dara LONG   The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 21 2008 Alex Lebedinsky   Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 07 2008 Venus Khim-Sen Liew , Ricky Chee-Jiun Chia and Syed Azizi Wafa Syed Khalid Wafa   Day-of-the-week effects in Selected East Asian stock markets   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 19 2007 Patricia Stefani   Financial Development and Economic Growth in Brazil: 1986-2006   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 03 2007 Thu Phuong Pham and Anh Tuan Bui   The time to shut down   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 15 2007 Tao Wang   Financial Constraints and the Risk-Return Relation   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 13 2007 Paresh Narayan and Arti Prasad   Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 02 2007 Jose Luis de la Cruz and Elizabeth Ortega   Continuous Time Models of Interest Rate: Testing the Mexican Data (1998-2006)   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 20 2007 virginie terraza and stephane mussard   New trading risk indexes: application of the shapley value in finance   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 17 2007 Luigi Ventura   A note on the relevance of prudence in precautionary saving.   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 12 2007 Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin   The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 08 2007 Dat Bue Lock   The China A shares follow random walk but the B shares do not   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 22 2007 Quentin Wodon   Constructing Fama-French Factors from style indexes: Japanese evidence   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2007 Dat Bue Lock   The Taiwan stock market does follow a random walk   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 14 2007 Markus Haas   Do investors dislike kurtosis?   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 16 2006 Hideaki Sakawa and Naoki Watanabel   A Note on Synchronization Risk and Delayed Arbitrage   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 09 2006 Vahe Lskavyan   Multiple Shareholder Control as a Signaling Mechanism   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 06 2005 Jin Lee   Long horizon regressions with moderate deviations from a unit root   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 01 2005 Diego Nocetti   A Model of Mental Effort and Endogenous Estimation Risk   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 03 2005 Fang Xu   Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 17 2005 Stephen LeRoy   Positivity and bubbles in overlapping generations models   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 05 2004 Stephen LeRoy   Bubbles and the Intertemporal Government Budget Constraint   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 25 2004 M. Hossein Partovi and Michael Caputo   Principal Portfolios: Recasting the Efficient Frontier   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 27 2004 David A. Hennessy   Orthogonal Subgroups for Portfolio Choice   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 19 2003 Joseph G. Eisenhauer   Approximation bias in estimating risk aversion   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2003 Stephen LeRoy   Expected utility: a defense   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 11 2003 Ludovic Renou and Guillaume Carlier   Existence and monotonicity of optimal debt contracts in costly state verification models   Abstract  Contact Information  Citation  Full Text  -  Note   May 28 2003 Keiichi Tanaka   Indeterminacy of equilibrium price of money, market price of risk and interest rates   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 28 2003 Sergio Da Silva , Annibal Figueiredo , Iram Gleria and Raul Matsushita   Fractal structure in the Chinese yuan/US dollar rate   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 21 2003 Nizar Allouch   A note on two notions of arbitrage   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2001 Teruko Takada   Nonparametric density estimation: A comparative study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 23 2001 João Amaro de Matos and Paula Antão   Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid   Abstract  Contact Information  Citation  Full Text  -  Note