Gimeno, Ricardo and Gonzalez, Clara I. (2012): An automatic procedure for the estimation of the tail index. Unpublished.
Gozgor, Giray and Nokay, Pinar (2011): Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL. Published in: Journal of Money, Investment and Banking No. 19 (15. January 2011): pp. 130-142.
Lerner, Peter (2010): Theoretical analysis of the bid-ask bounce and Related Phenomena. Published in: Aestimatio No. 1 (December 2010): pp. 1-20.
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.
Kaizoji, Taisei (2010): Stock volatility in the periods of booms and stagnations. Unpublished.
Yamori, Nobuyoshi (2010): Co-movement between Commodity Market and Equity Market: Does Commodity Market Change? Unpublished.
MAKU, Olukayode E. and ATANDA, Akinwande Abdulmaliq (2010): Determinants of stock market performance in Nigeria: long-run analysis. Published in: Journal of Management and Organizational Behaviour , Vol. 1, No. 3 (2010): pp. 1-16.
Maku, Olukayode E. and Atanda, Akinwande A. (2009): Does Macroeconomic Indicators exert shock on the Nigerian Capital Market? Unpublished.
Daskalakis, George; Symeonidis, Lazaros and Markellos, Raphael (2009): Does the weather affect stock market volatility? Published in: Finance Research Letters , Vol. 7, No. 4 (December 2010)
Yamori, Nobuyoshi (2009): Characteristics of Japan’s Commodities Index and its Correlation with Stock Index. Unpublished.
Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process. Unpublished.
Trabelsi, Mohamed Ali (2008): Sur-réaction sur le marché tunisien des actions : une investigation empirique. Published in: La Revue des Sciences de Gestion No. 236 (March 2009): pp. 51-58.
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.
Trabelsi, Mohamed Ali (2008): Peut-on encore parler des mesures de performance ? Published in: Revue Tunisienne d'Economie et de Gestion , Vol. Volume 25, (2008): pp. 265-295.
Fathi, Abid and Nader, Naifar (2007): Price Calibration of basket default swap: Evidence from Japanese market. Unpublished.
Bardong, Florian; Bartram, Söhnke M. and Yadav, Pradeep K. (2007): Are Short-sellers Different? Unpublished.
Mishra, SK (2007): The nearest correlation matrix problem: Solution by differential evolution method of global optimization. Unpublished.
Fathi, Abid and Nader, Naifar (2007): Copula based simulation procedures for pricing basket Credit Derivatives. Unpublished.
Bégué-Turon, Jean-Loïc; Perraudeau, Yves and Rautureau, Nicolas (2006): The potential use of derivatives to manage the price risk of seafood markets: the case of sole and cuttlefish in France. Unpublished.
Egli, Daniel; Blum, Peter; Dacorogna, Michel M and Müller, Ulrich A (2005): Is the gamma risk of options insurable? Unpublished.
Bacha, Obiyathulla I. (2004): Pricing Hybrid Securities: The Case of Malaysian ICULS. Published in: The Journal of International Finance , Vol. 16, No. 3 (2004): pp. 3154-3172.
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.
Jackwerth, Jens Carsten (1996): Generalized Binomial Trees. Published in: Journal of Derivatives , Vol. 5, No. 2 : pp. 7-17.
Hagstromer, Bjorn and Wlazlowski, Szymon (2007): Causality in Crude Oil Prices. Forthcoming in: Aston Working Paper Series
