De Silva, Dakshina and Pownall, Rachel A. J. (2012): Going green: does it depend on education, gender, or income? Unpublished.
Simplice A, Asongu (2012): African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment. Unpublished.
Simplice A, Asongu (2011): Democracy and stock market performance in developing countries. Unpublished.
Simplice A, Asongu (2011): Government quality determinants of stock market performance in developing countries. Unpublished.
Gabrielsen, Alexandros; Marzo, Massimiliano and Zagaglia, Paolo (2011): Measuring market liquidity: an introductory survey. Unpublished.
Dicembrino, Claudio and Scandizzo, Pasquale Lucio (2011): Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market. Unpublished.
Chittedi, Krishnareddy (2011): Does oil price matter for Indian stock markets? Unpublished.
Blanchard, michel and Bernard, philippe (2011): The performance of amateur traders on a public internet site: a case of a stock-exchange contest. Unpublished.
Ozsoz, Emre (2011): What determines return risks for bank equities in Turkey? Unpublished.
Mukherjee, Dr. Kedar nath (2011): Commodity investments: opportunities for Indian institutional investors. Unpublished.
Pinto, Cristian F. and Acuña, Andres A. (2011): Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza. Unpublished.
Lenz, Rainer (2011): Get rid of banks and build up a modern financial world. Unpublished.
Yan, Isabel K.; Chong, Terence and Lam, Tau-Hing (2011): Is the Chinese Stock Market Really Efficient. Forthcoming in: China Economic Review
Carretta, Alessandro; Farina, Vincenzo; Graziano, Elvira Anna and Reale, Marco (2011): Does investor attention influence stock market activity? The case of spin-off deals. Unpublished.
Leung, Charles Ka Yui; CHEUNG, W. Y. Patrick and TANG, C. H. Edward (2011): Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis? Unpublished.
Simplice A., Asongu (2011): The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. Forthcoming in:
Yamori, Nobuyoshi (2011): Commodity ETFs in the Japanese Stock Exchanges. Unpublished.
Onour, Ibrahim (2011): الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة. Unpublished.
Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries. Unpublished.
Simplice A., Asongu (2011): Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa. Unpublished.
Estrada, Fernando (2011): Theory of financial risk. Unpublished.
Afego, Pyemo (2011): Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market. Unpublished.
Mukherjee, Dr. Kedar nath (2011): Impact of Futures Trading on Indian Agricultural Commodity Market. Unpublished.
Alfarano, Simone; Milakovic, Mishael and Raddant, Matthias (2011): A Note on institutional hierarchy and volatility in financial markets. Unpublished.
Furceri, Davide and Zdzienicka, Aleksandra (2011): How costly are debt crises? Unpublished.
Chang, Kuang Liang; Chen, Nan Kuang and Leung, Charles Ka Yui (2011): In the Shadow of the United States: The International Transmission Effect of Asset Returns. Unpublished.
Cotter, John; Gabriel, Stuart and Roll, Richard (2011): Integration and contagion in US housing markets. Unpublished.
El-Khatib, Youssef and Abdulnasser, Hatemi-J (2011): On the calculation of price sensitivities with jump-diffusion structure. Unpublished.
Chang, Kuang Liang; Chen, Nan Kuang and Leung, Charles Ka Yui (2011): The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms? Unpublished.
Douch, Mohamed and Bouaddi, Mohammed (2010): EQUITY Premium Puzzle in a Data-Rich Environment. Forthcoming in:
Gete, Pedro and Porchia, Paolo (2010): Fertility and consumption when having a child is a risky investment. Unpublished.
Reiffen, David and Buyuksahin, Bahattin (2010): The puzzle of privately-imposed price limits: are the limits imposed by financial exchanges effective? Published in: Aestimatio No. 1 (December 2010): pp. 1-34.
Song, In Ho (2010): House Prices and Consumption. Unpublished.
Ramosaj, Berim (2010): Challenges to Solvency II Reform in Insurance Industry. Unpublished.
Waśniewski, Krzysztof (2010): Emergence of alternative capital markets in developing countries as a process of institutional change. Unpublished.
Nicolau, Mihaela (2010): Financial Markets Interactions between Economic Theory and Practice. Published in: The Annals of Dunărea de Jos University Fascicle I. Economics and Applied Informatics , Vol. 16, No. 2 (30. November 2010): pp. 27-36.
Csóka, Péter and Pintér, Miklós (2010): On the impossibility of fair risk allocation. Unpublished.
Shaikh, Salman and Saeed, Shan (2010): Sukuk Bond: The Global Islamic Financial Instrument. Published in: Business Islamica , Vol. 1, No. 11 (01. November 2010)
Nicolau, Mihaela (2010): Practitioners' tools in analysing financial markets evolution. Forthcoming in: Acta Universitatis Danubius - Oeconomica , Vol. 8, No. 3 (November 2010): pp. 82-103.
Sarath Chandran, B.P. and Manju, T.K. (2010): Financial Inclusion Strategies For Inclusive Growth In India. Unpublished.
Abdel Aal Mahmoud, Ashraf (2010): FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data. Unpublished.
Hasan, Zubair (2010): Dubai financial crisis: causes, bailout and after - a case study. Published in: Journal of Islamic Banking & Finance , Vol. 27, No. 3 (September 2010): .47-55.
Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market. Unpublished.
Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market. Unpublished.
Hassan, Gazi and Hisham, Al refai (2010): Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan. Unpublished.
Dominique, C-Rene; Rivera-Solis, Luis Eduardo and Des Rosiers, Francois (2010): Determining The Value-at-risk In The Shadow Of The Power Law: The Case Of The SP-500 Index. Unpublished.
Kucuk, Ugur N. (2010): Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market. Published in: The Journal of Fixed Income , Vol. 19, No. Spring 2010 (04. April 2010): pp. 44-66.
Siddiqi, Hammad (2010): Information transmission and the emergence of a peculiar trading facility in certain emerging markets. Unpublished.
Kucuk, Ugur N. (2010): Dynamic Sources of Sovereign Bond Market Liquidity. Unpublished.
Alghalith, Moawia (2010): Forward dynamic utilities: a new model and new results. Unpublished.
Shaikh, Salman (2010): A Brief Review & Introduction to Practiced Islamic Banking & Finance. Unpublished.
Vo, Xuan Vinh (2010): Foreign ownership in Vietnam stock markets - an empirical analysis. Unpublished.
Iqbal, Javed; Azher, Sara and Ijza, Ayesha (2010): Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index. Unpublished.
Emenike, Kalu O. (2010): Modelling Stock Returns Volatility In Nigeria Using GARCH Models. Published in: Proceeding of International Conference on Management and Enterprice Development, Ebitimi Banigo Auditorium, University of Port Harcourt - Nigeria , Vol. 1, No. 4 (10. February 2010): pp. 5-11.
Smant, David / D.J.C. (2010): Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases. Unpublished.
Vo, Xuan Vinh and Batten, Jonathan (2010): An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis. Unpublished.
Chen, Hui; Parsley, David and Yang, Ya-wen (2010): Corporate Lobbying and Financial Performance. Unpublished.
LOUKIL, Nadia and YOUSFI, Ouidad (2010): Does corporate governance affect stock liquidity in the Tunisian Stock Market? Unpublished.
Loukil, Nadia and Yousfi, Ouidad (2010): Firm's information environment and stock liquidity: evidence from Tunisian context. Unpublished.
Sarno, Lucio; Schneider, Paul and Wagner, Christian (2010): Properties of Foreign Exchange Risk Premiums. Unpublished.
Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Unpublished.
Su, Yongyang (2010): The impact of the securities transaction taxes on the Chinese stock market. Forthcoming in: Emerging Market Finance and Trade No. forthcoming (January 2011)
Dima, Bogdan; Murgea, Aurora and Cristea, Stefana (2009): The pattern of Euronext volatility in the crisis period: an intrinsic volatility analysis. Unpublished.
Pirtea, Marilen; Dima, Bogdan and Milos, Laura Raisa (2009): An empirical analysis of the interlinkages between financial sector and economic growth. Published in: Annals of DAAAM for 2009 & Proceedings , Vol. 20, No. 1 (25. November 2009): pp. 343-344.
Demir, Firat and Dahi, Omar S. (2009): Asymmetric Effects of Financial Development on South-South and South-North Trade: Panel Data Evidence from Emerging Markets. Unpublished.
Maku, Olukayode E. and Atanda, Akinwande A. (2009): Does Macroeconomic Indicators exert shock on the Nigerian Capital Market? Unpublished.
Keel, Simon and Ardia, David (2009): Generalized Marginal Risk. Unpublished.
Chang, Kuang-Liang; Chen, Nan-Kuang and Leung, Charles Ka Yui (2009): Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock. Unpublished.
Tokel, O. Emre and Yucel, M. Eray (2009): Click to download data: an event study of Internet access to economic statistics. Unpublished.
Kaizoji, Taisei (2009): Root Causes of The Housing Bubble. Unpublished.
Kristoufek, Ladislav (2009): Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009. Unpublished.
Bennani, Norddine and Maetz, Jerome (2009): A Spot Stochastic Recovery Extension of the Gaussian Copula. Unpublished.
Kristoufek, Ladislav (2009): Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range. Unpublished.
Tokel, Omer Emre and Yucel, Eray M. (2009): Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey. Unpublished.
Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process. Unpublished.
Berdugo, Binyamin and Hadad, Sharon (2009): How does Investors' Legal Protection affect Productivity and Growth? Unpublished.
Petrushchak, Bohdan (2009): Вплив екзогенних чинників на розвиток українського фондового ринку. Published in: Swit Finansiw (World of Finance) No. 20 (2009): pp. 151-159.
Corduneanu, Carmen and Milos, Laura Raisa (2009): An empirical analysis on the impact of the development of the financial system upon the economic growth. The case of Romania and of the other states members of the European Union. Published in: Proccedings of IECS 2009
Mahmud, Muhammad; Herani, Gobind M.; Rajar, A.W. and Farooqi, Wahid (2009): Economic Factors Influencing Corporate Capital Structure in Three Asian Countries: Evidence from Japan, Malaysia and Pakistan. Published in: Indus Journal of Management & Social Sciences No. 3(1) (20. April 2009): pp. 9-17.
Artzrouni, Marc (2009): The mathematics of Ponzi schemes. Unpublished.
Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns. Unpublished.
Galimberti, Jaqueson Kingeski and Cupertino, César Medeiros (2009): Explaining earnings persistence: a threshold autoregressive panel unit root approach. Unpublished.
Fernandez, Pablo (2009): Prima de Riesgo del Mercado: Histórica, Esperada, Exigida e Implícita. Published in: Universia Business Review No. 21 (March 2009): pp. 56-65.
Schouten, Michael C. (2009): The Case for Mandatory Ownership Disclosure. Unpublished.
Schouten, Michael C. (2009): The Case for Mandatory Ownership Disclosure. Unpublished.
Kitov, Ivan (2009): What is the best firm size to invest? Unpublished.
Siddiqi, Hammad (2009): Information Transmission and Micro-structure rents in Emerging Markets. Unpublished.
Siddiqi, Hammad (2009): Ambiguity, Infra-Marginal Investors, and Market Prices. Unpublished.
Valls Pereira, Pedro L. and Chicaroli, Rodrigo (2009): Predictability of Equity Models. Unpublished.
Chin-Hong, Puah; Muzafar Shah, Habibullah and Venus Khim-Sen, Liew (2009): Is Money Neutral In Stock Market? The Case of Malaysia. Published in: Economics Bulletin , Vol. 30, No. 3 (19. July 2010): pp. 1852-1861.
Erdemlioglu, Deniz (2009): Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach. Unpublished.
Fry, J. M. (2009): Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion. Unpublished.
Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage. Unpublished.
Mukherjee, Dr. Kedar nath and Mishra, Dr. R. K. (2008): Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts. Unpublished.
Gray, Wesley and Kern, Andrew (2008): Fundamental Value Investors: Characteristics and Performance. Unpublished.
Gray, Wesley (2008): Information Exchange and the Limits of Arbitrage. Forthcoming in:
Tanasoiu, Georgiana Lavinia and Enea, Constanta (2008): Social Duty and Her Function in Communication Strategy of Firm. Unpublished.
Smith, Reginald (2008): The Spread of the Credit Crisis: View from a Stock Correlation Network. Forthcoming in: Journal of the Korean Physical Society , Vol. 54, No. 6 (15. June 2009)
Smith, Reginald (2008): The Spread of the Credit Crisis: View from a Stock Correlation Network. Published in: Journal of the Korean Physical Society , Vol. 54, No. June (No. 6) (15. June 2009): pp. 2460-2463.
Papahristodoulou, Christos (2008): A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio. Unpublished.
Castagnetti, Carolina and Rossi, Eduardo (2008): Euro corporate bonds risk factors. Unpublished.
Visser, Marcel P. (2008): Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure. Unpublished.
Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. Unpublished.
Adam, Anokye M. and Tweneboah, George (2008): Macroeconomic Factors and Stock Market Movement: Evidence from Ghana. Unpublished.
Francesco, Guidi (2008): European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel. Unpublished.
Chen, Shu-Ling and Kim, Hyeongwoo (2008): Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets. Unpublished.
Challet, Damien and Peirano, Pier Paolo (2008): The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures. Unpublished.
Mierzejewski, Fernando (2008): The Allocation of Economic Capital in Opaque Financial Conglomerates. Unpublished.
Ntim, Collins G; Opong, Kwaku K; Danbolt, Jo and Dewotor, Frank (2008): Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations? Unpublished.
Hasan, Zubair (2008): La introducción de la microfinanciación islámica en África: el caso nigeriano. Published in: Boletin Economico Casa Africa , Vol. July 2008, No. No.2 July 2008 (2008)
Iqbal, Javed (2008): Stock Market in Pakistan: An Overview. Unpublished.
Lawrence, Craig and Thomas, Mathew (2008): Real Options: Applications in Public Economics. Unpublished.
Alper, C. Emre; Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets. Unpublished.
Bacha, Obiyathulla I.; Mohamed, Eskandar R. and Ramlee, Roslily (2008): The Efficiency of Trading Halts; Evidence from Bursa Malaysia. Published in: The International Journal of Banking and Finance , Vol. 5, No. 2 (March 2008): pp. 125-148.
Alexandru, Ciprian Antoniade (2008): Indicators for the analysis of the evolution of the stock exchange. Published in: European union’s history, culture and citizenship (2008): pp. 103-109.
Wenzelburger, Jan (2008): A Note on the Two-fund Separation Theorem. Unpublished.
Schied, Alexander and Schoeneborn, Torsten (2008): Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. Unpublished.
Fagan, Stephen and Gencay, Ramazan (2008): Liquidity-Induced Dynamics in Futures Markets. Unpublished.
Onour, Ibrahim (2008): Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration. Published in: Afro-Asian Journal of Finance and Accounting , Vol. 1, No. 3 : pp. 251-265.
Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana? Unpublished.
Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana? Unpublished.
Pirtea, Marilen; Iovu, Laura Raisa and Milos, Marius Cristian (2008): Dynamics of financial markets in the context of globalization. Unpublished.
Md Isa, Abu Hassan; Puah, Chin-Hong and Yong, Ying-Kiu (2008): Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM. Unpublished.
Caiado, Jorge and Crato, Nuno (2007): Identifying common spectral and asymmetric features in stock returns. Unpublished.
Arshad Khan, Muhammad and Qayyum, Abdul (2007): Trade,Financial and Growth Nexus in Pakistan. Published in: Economic Analysis Working Papers , Vol. 6, No. 14 (2007): pp. 1-24.
Ruiz-Porras, Antonio (2007): Banking competition and financial fragility: Evidence from panel-data. Forthcoming in: Estudios Economicos
Horobet, Alexandra and Ilie, Livia (2007): On the dynamic link between stock prices and exchange rates: evidence from Romania. Unpublished.
Alexandru, Ciprian Antoniade (2007): Local financing through capital markets. Published in: Economics of sustainable development - Financing the regional sustainable development (2008): pp. 115-119.
Muñoz, Jorge; Recabal, Claudio and Acuña, Andrés (2007): La política monetaria y su impacto sobre los retornos reales del mercado bursátil chileno. Published in: Horizontes Empresariales , Vol. 6(2), (December 2007): pp. 9-29.
Espinosa Méndez, Christian (2007): EFECTO FIN DE SEMANA Y FIN DE MES EN EL MERCADO BURSATIL CHILENO. Published in: Panorama Socioeconomico , Vol. 25, No. 034 (December 2007): pp. 8-17.
Ghosal, Vivek (2007): Small is Beautiful but Size Matters: The Asymmetric Impact of Uncertainty and Sunk Costs on Small and Large Businesses. Unpublished.
Anolli, Mario and Petrella, Giovanni (2007): A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality. Unpublished.
Mishra, SK (2007): Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program. Unpublished.
Meng, Ginger; Hu, Gang and Bai, Jushan (2007): Olive: a simple method for estimating betas when factors are measured with error. Published in: The Journal of Financial Research , Vol. XXXIV, No. 1 (2011): pp. 27-60.
Castagnetti, Carolina and Rosti, Luisa (2007): Effort allocation in tournaments: the effect of gender on academic performance in Italian universities. Published in: Economics of Education Review No. 28 (2009): pp. 357-369.
Sarker, Debnarayan and Ghosh, Bikash Kumar (2007): A study of market efficiency in the stock market, forex market and bullion market in India. Published in: Finance India , Vol. 21, No. 3 (2007): pp. 987-102.
Magni, Carlo Alberto (2007): Project selection and equivalent CAPM-based investment criteria. Published in: Applied Financial Economics Letters , Vol. 3, No. 2 (2007): pp. 165-168.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models. Unpublished.
Law, Siong Hook; Azman-Saini, W.N.W. and Smith, Peter (2006): Finance and growth in a small open emerging market. Unpublished.
Vargas, Gregorio A. (2006): An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. Published in: The Philippine Statistician , Vol. 55, No. 1-2 (2006): pp. 83-102.
Mayur, Manas and Kumar, Manoj (2006): An Empirical Investigation of Going Public Decision of Indian Companies. Unpublished.
Mayur, Manas and Kumar, Manoj (2006): An Empirical Investigation of Going Public Decision of Indian Companies. Unpublished.
Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:
Mapa, Dennis S. and Briones, Kristine Joy S. (2006): Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region. Published in: The Philippine Statistician , Vol. 55, No. 1-4 (December 2006): pp. 103-117.
Barna, Flavia (2006): THE IMPACT OF THE FOREIGN INVESTMENTS ON THE CAPITAL MARKET IN ROMANIA. Unpublished.
Magni, Carlo Alberto (2005): Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I. Forthcoming in: The ICFAI Journal of Applied Finance
Magni, Carlo Alberto (2005): Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I. Published in: The ICFAI Journal of Applied Finance , Vol. 14, No. 10 (October 2008): pp. 59-72.
Espinosa Méndez, Christian (2005): Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos. Forthcoming in: Trimestre Económico , Vol. 296, (31. September 2007)
Bardong, Florian; Bartram, Söhnke M. and Yadav, Pradeep K. (2005): Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE. Unpublished.
Amihud, Yakov; Mendelson, Haim and Pedersen, Lasse Heje (2005): Liquidity and Asset Prices. Published in: Foundations and Trends in Finance , Vol. 1, No. 4 (2005): pp. 269-364.
Gencay, Ramazan; Selcuk, Faruk and Whitcher, Brandon (2004): Information flow between volatilities across time scales. Unpublished.
Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.
Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.
Munro, John H. (2002): The medieval origins of the 'Financial Revolution': usury, rentes, and negotiablity. Published in: The International History Review , Vol. 25, No. 3 (September 2003): pp. 505-562.
Reinhart, Carmen and Calvo, Guillermo (2001): Fixing for your life. Published in: Susan Collins and Dani Rodrik, eds., Brookings Trade Forum 2000 Washington, DC: Brookings Institution (2000): pp. 1-39.
Husain, Fazal (2000): The Day of the Week Effect in the Pakistani Equity Market: An Investigation. Published in: Lahore Journal of Economics , Vol. 5, No. 1 (2000): pp. 93-97.
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal and Da Silva, Sergio (2007): Are Pound and Euro the Same Currency? - Updated. Unpublished.
Lazen, Vicente and Eguiluz, Cristian (2006): Conflictos de Interés en Servicios Financieros: Taxonomía y Mecanismos de Control Regulatorio. Published in: Serie Documentos de Trabajo. Superintendencia de Valores y Seguros- Chile No. N°6 (December 2006)
Husain, Fazal and Forbes, Kevin (1999): Efficiency in a Thinly Traded Market: The Case of Pakistan. Published in: Savings and Development , Vol. 23, No. 4 (1999): pp. 457-473.
Ji, Tingting (2004): Essays on consumer portfolio choice and credit risk. Unpublished.
Cotter, John and Dowd, Kevin (2007): Estimating financial risk measures for futures positions: a non-parametric approach. Unpublished.
Cotter, John and Dowd, Kevin (2007): Exponential Spectral Risk Measures. Unpublished.
Ling, Tai-Hu; Liew, Venus Khim-Sen and Syed Khalid Wafa, Syed Azizi Wafa (2007): Fisher hypothesis: East Asian evidence from panel unit root tests. Unpublished.
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.
Schoeneborn, Torsten and Schied, Alexander (2007): Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision. Unpublished.
Mamoon, Dawood (2007): Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange. Unpublished.
Cotter, John and Longin, Francois (2004): Margin setting with high-frequency data. Unpublished.
Cotter, John (2004): Minimum Capital Requirement Calculations for UK Futures. Published in: Journal of Futures Markets , Vol. 24, (2004): pp. 193-220.
Cotter, John (2006): Modelling catastrophic risk in international equity markets: An extreme value approach. Published in: Applied Financial Economic Letters , Vol. 2, (2006)
Cotter, John (2004): Modelling extreme financial returns of global equity markets. Published in: Greek Economic Review
Cotter, John and Stevenson, Simon (2005): Multivariate Modeling of Daily REIT Volatility. Published in: Journal of Real Estate Finance and Economics (2006)
Schied, Alexander and Schöneborn, Torsten (2007): Optimal Portfolio Liquidation for CARA Investors. Unpublished.
Lee, Kiseop and Xu, Mingxin (2007): Parameter estimation from multinomial trees to jump diffusions with k means clustering. Unpublished.
Husain, Fazal and UPPAL, Jamshed (1999): Stock Returns Volatility in an Emerging Market: The Pakistani Evidence. Published in: Pakistan Journal of Applied Economics , Vol. 15, No. 1 (1999): pp. 19-40.
Qayyum, Abdul and Mohsin, H (2005): The Integration of Financial Markets: Empirical Evidence from South Asian Countries. Unpublished.
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul and Da Silva, Sergio (2006): The Levy sections theorem revisited. Unpublished.
Cohen, Ruben D (2000): The long-run behavior of the S&P Composite Price Index and its risk premium. Unpublished.
Serletis, Apostolos and Gogas, Periklis (1999): The North American natural gas liquids markets are chaotic. Published in: The Energy Journal , Vol. 20, No. 1 (1999): pp. 83-103.
Cotter, John (2004): Uncovering Long Memory in High Frequency UK Futures. Published in: European Journal of Finance , Vol. 11, (2005): pp. 325-337.
Cotter, John and Stevenson, Simon (2004): Uncovering Volatility Dynamics in Daily REIT Returns. Published in: Journal of Real Estate Portfolio Management , Vol. 13, : pp. 119-128.
Cotter, John (2004): Varying the VaR for Unconditional and Conditional Environments,. Unpublished.
Cotter, John (2000): Volatility and the Euro: an Irish perspective. Published in: Journal of Statistical and Social Inquiry Society of Ireland , Vol. 29, (2000): pp. 83-116.
