Gabrielsen, Alexandros; Marzo, Massimiliano and Zagaglia, Paolo (2011): Measuring market liquidity: an introductory survey. Unpublished.
Qiu, Jianying and Weitzel, Utz (2011): Reference dependent ambiguity aversion: theory and experiment. Unpublished.
Lyócsa, Štefan; Výrost, Tomáš and Baumöhl, Eduard (2011): The instability of the correlation structure of the S&P 500. Unpublished.
Freed, Marc S and McMillan, Ben (2011): Investible benchmarks & hedge fund liquidity. Unpublished.
Fu, Shihe and Shan, Liwei (2011): Agglomeration Economies and Local Comovement of Stock Returns. Unpublished.
Willis, Geoff (2011): Pricing, liquidity and the control of dynamic systems in finance and economics. Unpublished.
Dutta, Nabamita and Mukherjee, Deepraj (2011): Is culture a determinant of financial development? Published in: Applied Economics Letters No. 00 (May 2011): pp. 1-6.
Drescher, Christian (2011): Reviewing Excess Liquidity Measures - A Comparison for Asset Markets. Unpublished.
Estrada, Fernando (2011): Theory of financial risk. Unpublished.
Asongu, Anutechia Simplice (2010): Stock Market Development in Africa: do all macroeconomic financial intermediary determinants matter? Forthcoming in:
Drescher, Christian and Herz, Bernhard (2010): Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach. Unpublished.
Simplice Anutechia, Asongu (2010): Linkages between Financial Development and Openness: panel evidence from developing countries. Forthcoming in:
Filoso, Valerio and Papagni, Erasmo (2010): Fertility Choice and Financial Development. Unpublished.
Hirshleifer, David; Teoh, Siew Hong and Yu, Jeff Jiewei (2010): Short Arbitrage, Return Asymmetry and the Accrual Anomaly. Unpublished.
Dell'Era, Mario (2010): Vanilla Option Pricing on Stochastic Volatility market models. Forthcoming in: Quantitative Finance
Resiandini, Pramesti (2010): Financial development and trade: evidence from the world's three largest economies. Unpublished.
Skardziukas, Domantas (2010): Practical approach to estimating cost of capital. Unpublished.
Omay, Tolga (2010): A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia. Unpublished.
Grzelak, Lech and Oosterlee, Kees (2010): On cross-currency models with stochastic volatility and correlated interest rates. Unpublished.
Diaw, Abdou; Hassan, Salwana and Ng Boon Ka, Adam (2010): Performance of Islamic and conventional exchange traded funds in Malaysia. Published in: The ISRA International Journal of Islamic Finance , Vol. 2, No. 1 (June 2010): pp. 131-149.
Berg, Tim Oliver (2010): Do monetary and technology shocks move euro area stock prices? Unpublished.
Ardia, David; Boudt, Kris; Carl, Peter; Mullen, Katharine M. and Peterson, Brian (2010): Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization. Unpublished.
Estrada, Fernando (2010): Theory of argumentation in financial markets. Unpublished.
Kitov, Ivan and Kitov, Oleg (2010): S&P 500 returns revisited. Unpublished.
Kitov, Ivan (2010): Modeling share prices of banks and bankrupts. Unpublished.
Nawar, Hashem (2010): Industry Concentration and the Cross-section of Stock Returns: Evidence from the UK. Unpublished.
Brogi, Athos (2010): A binomial tree to price European options. Published in: PHD Theses in Statistics and Applications: book of short papers , Vol. 1, No. 1 (February 2010): pp. 111-116.
Grzelak, Lech and Oosterlee, Kees (2010): An Equity-Interest Rate Hybrid Model With Stochastic Volatility and the Interest Rate Smile. Unpublished.
D'Avino, Carmela and Lucchetta, Marcella (2010): Opacity of banks and runs with solvency. Unpublished.
Taguedong, Sylvain Chamberlain (2009): Behavioral approach to market and default risks modeling. Published in: Chicago Booth School of Business Finance Research Papers and FEN Professional & Practitioner Papers Series (27. December 2009)
Chaney, Paul; Faccio, Mara and Parsley, David (2009): The Quality of Accounting Information in Politically Connected Firms. Unpublished.
Ojo, Marianne (2009): Regulating the International Audit Market and the removal of barriers to entry: The provision of non audit services by audit firms and the 2006 Statutory Audit Directive. Published in: European Public Law Journal (January 2009)
Bolgun, Evren; Kurun, Engin and Guven, Serhat (2009): Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange. Unpublished.
Küçük, Ugur N. (2009): Emerging Market Local Currency Bond Market, Too Risky to Invest? Unpublished.
Azar, Jose (2009): Electric Cars and Oil Prices. Unpublished.
Asimakopoulos, Ioannis and Athanasoglou, Panayiotis P. (2009): Revisiting the merger and acquisition performance of European banks. Published in: RePEc No. Working Paper 100 (August 2009)
Pasricha, Gurnain (2009): Bank Competition and International Financial Integration: Evidence using a new Index. Unpublished.
Dai, John and Sundaresan, Suresh (2009): Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage. Unpublished.
Kitov, Ivan and Kitov, Oleg (2009): PPI of durable and nondurable goods: 1985-2016. Unpublished.
Kitov, Ivan (2009): Predicting gold ores price. Unpublished.
Kitov, Ivan (2009): Predicting the price index for jewelry and jewelry products: 2009 to 2016. Unpublished.
Kitov, Ivan and Kitov, Oleg (2009): Modelling of selected S&P 500 share prices. Unpublished.
Kitov, Ivan and Kitov, Oleg (2009): Predicting share price of energy companies: June-September 2009. Unpublished.
Carciola, Alessandro; Pascucci, Andrea and Polidoro, Sergio (2009): Harnack inequality and no-arbitrage bounds for self-financing portfolios. Unpublished.
Kitov, Ivan (2009): ConocoPhillips and Exxon Mobil stock price. Forthcoming in: Journal of Applied Research in Finance , Vol. I, No. 2 (2) (2009)
Escaith, Hubert and Gonguet, Fabien (2009): International Trade and Real Transmission Channels of Financial Shocks in Globalized Production Networks. Published in: Staff Working Paper ERSD No. 2009-06 (May 2009)
Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns. Unpublished.
Shirai, Sayuri (2009): Evaluating the Present State of Japan as An International Financial Center. Unpublished.
Grzelak, Lech and Oosterlee, Kees (2009): On The Heston Model with Stochastic Interest Rates. Unpublished.
Dobrota, Gabriela and Chirculescu, Felicia Maria (2009): Long term financing decision at the level of companies. Published in: Annals of the „Constantin Brâncuşi” University of Târgu Jiu, 1/2009 , Vol. Economy Series, No. ISSN 1844-7007 (2009): pp. 35-48.
Chirculescu, Felicia Maria and Dobrota, Gabriela (2009): Presentation of fiscal measures taken in present in Romania for economic and number of jobs growth. Published in: Annals of “Eftimie Murgu” University, Reşiţa , Vol. 1/2009, No. Economic studies, ISSN 1584 – 0972 (2009): pp. 33-37.
Caruntu, Genu Alexandru and Romanescu, Marcel Laurentiu (2008): Treasury cash flows in the enterprise. Unpublished.
Visser, Marcel P. (2008): Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models. Unpublished.
Law, Siong Hook and Azman-Saini, W.N.W. (2008): The Quality of Institutions and Financial Development. Unpublished.
Herwany, Aldrin and Febrian, Erie (2008): Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection. Unpublished.
van Lelyveld, Iman; Liedorp, Franka and Pröpper, Marc (2008): Stress Testing Linkages between Banks in the Netherlands. Forthcoming in: Stress Testing the Banking System: methodologies and applications No. Quagliariello, Mario (editor), Cambridge University Press (forthcoming)
Visser, Marcel P. (2008): Garch Parameter Estimation Using High-Frequency Data. Unpublished.
Abdul Majid, Muhamed Zulkhibri and Sufian, Fadzlan (2008): Bank Efficiency and Share Prices in China: Empirical Evidence from a Three-Stage Banking Model. Unpublished.
Nwaobi, Godwin (2008): MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING. Unpublished.
Chollete, Loran; Heinen, Andreas and Valdesogo, Alfonso (2008): Modeling International Financial Returns with a Multivariate Regime Switching Copula. Unpublished.
Kitov, Ivan and Kitov, Oleg (2008): Long-term linear trends in consumer price indices. Unpublished.
Liew, Venus Khim-Sen; Qiao, Zhuo and Wong, Wing-Keung (2008): Linearity and stationarity of G7 government bond returns. Unpublished.
Aysan, Ahmet Faruk and Ceyhan, Sanli Pinar (2008): Structural Change and the Efficiency of Banking In Turkey: Does Ownership Matter? Unpublished.
Horobet, Alexandra and Ilie, Livia (2007): Regulation versus Competition on European Financial Markets. Published in: , Vol. „The Path of Internationalisation and Integration in the Europe of Regions”, (2007)
Siddiqi, Hammad (2007): Stock Price Manipulation: The Role of Intermediaries. Unpublished.
McCauley, Joseph L. (2007): Ito Processes with Finitely Many States of Memory. Unpublished.
Febrian, Erie and Herwany, Aldrin (2007): Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange. Forthcoming in: Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange No. Management, Causality, Co-integration, Stock Markets : pp. 4-12.
Tuysuz, Sukriye (2007): The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility. Unpublished.
Singh, Bhupal (2007): Corporate choice for overseas borrowings: The Indian evidence. Published in: Reserve Bank of India Occasional Papers , Vol. 28, No. 3 (2007): pp. 1-33.
Mayur, Manas; Kumar, Manoj and Mahakud, Jitendra (2007): Relationship between the Changes in Ownership and Performance of Indian Firms around IPO: A Panel Data Analysis. Unpublished.
Hosseini-Yekani, Seyed-Ali and Bakhshoodeh, Mohammad (2006): The importance of developing future contracts: a case study of Iran Agricultural Commodity Exchanges. Published in: Economic Research Forum (ERF): 13th Annual Conference (18. December 2006)
Pascucci, Andrea and Foschi, Paolo (2006): Path dependent volatility. Unpublished.
Azman-Saini, W.N.W.; Habibullah, M.S.; Law, Siong Hook and Dayang-Afizzah, A.M. (2006): Stock prices, exchange rates and causality in Malaysia: a note. Unpublished.
Siddiqi, Hammad (2006): Belief merging and revision under social influence: An explanation for the volatility clustering puzzle. Unpublished.
Merz, Joachim; Stolze, Henning and Zwick, Markus (2006): Wirkungen alternativer Steuerreformmodelle auf die Einkommensverteilung von Freien und anderen Berufen. Unpublished.
Bartram, Söhnke M. and Bodnar, Gordon M. (2006): Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets. Unpublished.
Feridun, Mete (2006): Is Sales Growth Associated with Market, Size and Value Factors in Returns? Evidence from Athens Stock Exchange (1998-2003). Published in: Cag University Journal of Social Sciences , Vol. 3, No. 1 (June 2006): pp. 25-34.
Gualandri, Elisabetta and Grasso, Alessandro Giovanni (2006): Towards a new Approach to Regulation and Supervision in the EU: Post-FSAP and Comitology. Published in: Revue bancaire et financière Bank- en Financiewezen No. 2006/3 (April 2006): pp. 157-175.
Ruiz-Porras, Antonio (2006): Financial systems and banking crises: An assessment. Published in: Revista Mexicana de Economía y Finanzas (Mexican Journal of Economics and Finance) , Vol. v.5, No. Issue 1 (March 2006): pp. 13-27.
Feng, Yuanhua (2006): A local dynamic conditional correlation model. Unpublished.
Husain, Fazal and Qayyum, Abdul (2006): Stock Market Liberalisations in the South Asian Region. Published in: PIDE Working Papers No. 2006:6 (2006): pp. 1-19.
Qayyum, Abdul and Kemal, A. R. (2006): Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan. Published in: PIDE Working Papers No. 2006:7 (2006): pp. 1-16.
Gray, Wesley (2005): Two Essays on Self Tender Offers. Unpublished.
Sosa Navarro, Ramiro (2005): Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis. Unpublished.
Hossain, Monzur and Shahiduzzaman, Md. (2005): Development of Non Bank Financial Institutions to Strengthen the Financial System of Bangladesh. Published in: Bank Parikrama , Vol. XXVII, No. 1
Bacha, Obiyathulla I. (2004): The Market for Financial Derivatives: Removing Impediments to Growth. Published in: Banker's Journal Malaysia No. 127 (December 2004)
Grammig, Joachin; Heinen, Andreas and Rengifo, Erick (2004): Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model. Unpublished.
Heinen, Andreas (2003): Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model. Unpublished.
Novak, Branko; Matić, Branko and Stjepanović, Slobodanka (2003): ISSUING POLICIES IN CURRENCIES DENOMINATED IN EUROS AND EUROCENTS. Published in: ICES 2003, From Transition to Development: Globalisation and Political Economy of Evelopment in Transition Economies. (2004): pp. 911-923.
Senn, Myriam (2002): SuperMontage in the American Securities Markets Context. Published in: Journal of International Financial Markets , Vol. 4, No. 6 (2002): pp. 200-208.
Hirshleifer, David and Teoh, Siew Hong (2001): Herd Behavior and Cascading in Capital Markets: A Review and Synthesis. Published in: European Financial Management , Vol. 9, No. 1 (March 2003): pp. 25-66.
Vorobyev, Oleg Yu.; Novosyolov, Arcady A.; Simonov, Konstantin V. and Fomin, Andrew (2001): Portfolio Analysis of Financial Market Risks by Random Set Tools. Published in: Proceedings of the Symposium "Risks in Investment Accumulation Products of Financial Institutions", Schaumburg, IL (2001): pp. 43-66.
Moorthy, Vivek; Singh, Bhupal and Dhal, Sarat Chandra (2000): Bond financing and debt stability: theoretical issues and empirical analysis for India. Published in: RBI Development Research Group Study No. 19 (10. June 2000): pp. 1-79.
Reinhart, Carmen (2000): The mirage of floating exchange rates. Published in: American Economic Review , Vol. 90, No. 2 (May 2000): pp. 65-70.
Gaivoronski, A and Stella, F (2000): Nonstationary Optimization Approach for Finding Universal Portfolios. Published in: Annals of Operations Research , Vol. 100, (2000): pp. 165-188.
Bacha, Obiyathulla I.; Abdul, Jalil O. and Othman, Khairudin (1999): Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market. Published in: Capital Markets Review , Vol. 7, No. 1-2 (1999): pp. 1-46.
Gilroy, Bernard Michael and Broll, Udo (1986): Collateral in Banking Policy and Adverse Selection. Unpublished.
Cotter, John (2004): Absolute Return Volatility. Published in: Risk (June 2006): pp. 84-88.
Bongini, Paola; Di Battista, Maria Luisa and Zavarrone, Emma (2006): David and Goliath: small banks in an era of consolidation. Evidence from Italy. Unpublished.
Cotter, John (2004): Downside Risk for European Equity Markets. Published in: Applied Financial Economics , Vol. 14, (2004): pp. 707-716.
Cotter, John (2007): Extreme risk in Asian equity markets. Unpublished.
Khan, Muhammad Arshad and khan, Sajawal (2007): Financial Sector Restructuring in Pakistan. Forthcoming in: Lahore Journal of Economics
Bassler, Kevin E.; Gunaratne, Gemunu H. and McCauley, Joseph L. (2005): Hurst exponents, Markov processes, and nonlinear diffusion equations. Published in: Physica A , Vol. 369, (2006): pp. 343-353.
Cotter, John (2004): International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000. Published in: International Review of Financial Analysis , Vol. 13, (2004): pp. 669-685.
Cotter, John and Dowd, Kevin (2007): Intra-Day Seasonality in Foreign Exchange Market Transactions. Unpublished.
Hirshleifer, David (2001): Investor Psychology and Asset Pricing. Published in: Journal of Finance , Vol. 56, No. 4 (August 2001): pp. 1533-1597.
Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30. Unpublished.
Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30. Forthcoming in: Istanbul Stock Exchange Review (2007)
Ozun, Alper and Cifter, Atilla (2007): Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas. Unpublished.
Siddiqi, Hammad (2007): Rational Interacting Agents and Volatility Clustering: A New Approach. Unpublished.
Alasrag, Hussien (2002): دور سوق الأوراق المالية فى تنمية الادخار فى مصر. Unpublished.
Alasrag, Hussien (2002): دور سوق الأوراق المالية فى تنمية الادخار فى مصر. Unpublished.
Cotter, John and Dowd, Kevin (2006): Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements. Unpublished.
Husain, Fazal (2006): Stock Prices, Real Sector and the Causal Analysis: The Case of Pakistan. Published in: Journal of Managemant and Social Sciences , Vol. 2, No. 2 (2006): pp. 179-185.
Douch, Mohamed (2005): The macroeconomic effects of monetary policy and financial crisis. Unpublished.
Hsain, Fazal and Mahmood, Tariq (2001): The Stock Market and the Economy in Pakistan. Published in: Pakistan Development Review , Vol. 49, No. 2 (2001): pp. 107-114.
Husain, Fazal and Mahmood, Tariq (2001): The Stock Market and the Economy in Pakistan. Published in: The Pakistan Development Review , Vol. 40, No. 2 (2001): pp. 107-114.
Tatom, John (2007): Why is the foreclosure rate so high in Indiana? Published in: Networks Financial Institute Report (28. August 2007): pp. 1-19.
