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   Sep 05 2012 Carmine Trecroci   Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos   Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 29 2012 Gabriele Morettini , Andrea F. Presbitero and Massimo Tamberi   Determinants of international migrations to Italian provinces   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 20 2012 Fabio Pizzutilo   Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 13 2011 Benoît Sévi and César Baena   Brownian motion vs. pure-jump processes for individual stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2011 Zaichao Du   Intraday probability of informed trading   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 22 2011 Rania Guirat   Investor behavior heterogeneity in the French stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 06 2011 Caroline Duburcq and Eric Girardin   The stabilization of foreign bank lending: A neglected benefit of hard pegs   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2011 Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva   Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2011 Virginie Coudert and Hélène Raymond-Feingold   Gold and financial assets: Are there any safe havens in bear markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 21 2011 Christos S Savva   Modeling interbank relations during the international financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 02 2010 Christophe Hurlin and Florence Arestoff   Are Public Investment Efficient in Creating Capital Stocks in Developing Countries?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 03 2010 George Milunovich and Ronald Ripple   Crude Oil Volatility: Hedgers or Investors   Abstract  Contact Information  Citation  Full Text  -  Note   May 06 2010 Khurshid Kiani   Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 29 2010 Kunlin Hsieh , Yuching Hsieh and Shigeyuki Hamori   The Interdependence of Taiwanese and Japanese Stock Prices   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2009 Matei Demetrescu   Panel unit root testing and the martingale difference hypothesis for German stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 08 2009 Seiya Fujisaki and Kazuo Mino   Long-Run Impacts of Inflation Tax in the Presence of Multiple Capital Goods   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   Apr 21 2008 Sergio Da Silva , Raul Matsushita and Ricardo Giglio   The relative efficiency of stockmarkets   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 12 2008 Inwon Jang , Hyeon-seung Huh and Richard Wong   Optimal capital investment under uncertainty: An extension   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 05 2008 Gerhard Kling   Disclosure of mergers without regulatory restrictions: Insider trading in pre-1914 Germany   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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 Yuri Khoroshilov and Anna Dodonova   Buying Winners while Holding on to Losers: an Experimental Study of Investors' Behavior   Abstract  Contact Information  Citation  Full Text  -  Note   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   Oct 06 2005 Sergio Da Silva , Jefferson Cunha and Newton Da Costa, Jr   Stock selection based on cluster analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 14 2005 Hyunbae Chun and Sung-Bae Mun   The Structure of Adjustment Costs in Information Technology Investment   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2003 Stephen LeRoy   Expected utility: a defense   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 19 2002 Robin Cowan   On the Number of Firms and the Quantity of Innovation   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result