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Items where Subject is "G10 - General"

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Number of items at this level: 519.

A

Abdel Aal Mahmoud, Ashraf (2010): FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data.

Abhyankar, Atharva (2022): Is Crime a Barrier Against Financial Development?

Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research , Vol. 98, No. 4 (4 March 2013): pp. 10-20.

Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research , Vol. 98, No. 4 (4 March 2013): pp. 529-541.

Abozaid, Abdulazeem (2014): التحليل الفقهي والمقاصدي للمشتقات المالية. Published in: Islamic Economic Research Journal , Vol. 27, No. 3 (2014)

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

Adam, Anokye M. and Tweneboah, George (2008): Macroeconomic Factors and Stock Market Movement: Evidence from Ghana.

Adesanya, Babatunde Moses and Adediji, Adebisi Moses and Okenna, Nwabueze Prince (2020): Stock exchange market activities and Economic Development: Evidence from the Nigerian economy. Published in: Bingham Journal of Economics and Allied Studies (BJEAS) , Vol. 4, No. 2 (2 December 2020): pp. 231-245.

Afego, Pyemo (2011): Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market.

Ahelegbey, Daniel Felix and Giudici, Paolo and Hadji-Misheva, Branka (2018): Latent Factor Models for Credit Scoring in P2P Systems. Forthcoming in: Physica A: Statistical Mechanics and its Applications No. 522 (10 February 2019): pp. 112-121.

Ahmed, Tehseen and Malik, Saif Ullah (2012): Determinants of Inflow of Foreign Direct Investment (FDI) into Pakistan. Published in: NICE Research Journal , Vol. Vol. 5, No. Vol. 5 (1 October 2012): pp. 93-110.

Akber, Ushna and Muhammad, Nabeel (2013): Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index.

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.

Alexandru, Ciprian Antoniade (2007): Local financing through capital markets. Published in: Economics of sustainable development - Financing the regional sustainable development (2008): pp. 115-119.

Alfarano, Simone and Milakovic, Mishael and Raddant, Matthias (2011): A Note on institutional hierarchy and volatility in financial markets.

Alfazema, Antonio (2020): The impacts of the global financial crisis on the real economy, economic policies and academic debates.

Alghalith, Moawia (2010): Forward dynamic utilities: a new model and new results.

Ali, Muhammad and Syed ali, Raza and Chin-Hong, Puah (2015): Factors affecting intention to use Islamic personal financing in Pakistan: Evidence from the modified TRA model.

Alimi, R. Santos (2014): Inflation and Financial Sector Performance: The Case Of Nigeria.

Allen, David E and Powell, Robert (2008): Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective.

Alper, C. Emre and Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets.

Amihud, Yakov and 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.

Angelidis, Timotheos and Degiannakis, Stavros and Filis, George (2015): US stock market regimes and oil price shocks. Published in: Global Finance Journal No. 28 (2015): pp. 132-146.

Angelini, Giovanni and Fanelli, Luca (2018): Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments.

Anolli, Mario and Petrella, Giovanni (2007): A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2012): Dynamic Co-movements between Stock Market Returns and Policy Uncertainty.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Floros, Christos (2015): Dynamic Connectedness of UK Regional Property Prices.

Antonakakis, Nikolaos and Gupta, Rangan and Andre, Christophe (2015): Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns.

Arru, Daniela and Iacovoni, Davide and Monteforte, Libero and Pericoli, Filippo Maria (2012): EMU sovereign spreads and macroeconomic news.

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.

Artzrouni, Marc (2009): The mathematics of Ponzi schemes.

Asandului, Mircea and Lupu, Dan and Mursa, Gabriel Claudiu and Muşetescu, Radu (2015): Dynamic relations between CDS and stock markets in Eastern European countries. Published in: Economic Computation and Economic Cybernetics Studies and Research No. 4 (30 December 2015): pp. 151-170.

Asano, Koji (2023): Reputation and the Wall Street Walk.

Aslam, Faheem and Aziz, Saqib and Nguyen, Duc Khuong and Mughal, Khurram S. and Khan, Maaz (2020): On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic.

Asongu, Simplice (2013): Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters. Published in: Financial Aspects of Recent Trends in the Global Economy, ASERS Publishing , Vol. 1, No. 1 (June 2013)

Asongu, Simplice and Nwachukwu, Jacinta C. (2016): Political Regimes and Stock Market Performance in Africa. Forthcoming in: Political Studies Review

Atoi, Ngozi Victor and Nwambeke, Chinedu G. (2021): Money and Foreign Exchange Markets Dynamics in Nigeria: A Multivariate GARCH Approach. Published in: Central Bank of Nigeria Journal of Applied Statistics , Vol. 12, No. 1 (31 June 2021): pp. 109-138.

Awijen, Haithem and Ben Zaied, Younes and Nguyen, Duc Khuong and Sensoy, Ahmet (2020): Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States.

Ayala, Alfonso (2011): Algunos conceptos sobre la evaluación de portafolios de inversión.

B

B M, Lithin and chakraborty, Suman and iyer, Vishwanathan and M N, Nikhil and ledwani, Sanket (2022): Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Published in: Cogent Economics and Finance , Vol. 11, No. 1 (15 March 2023): p. 2189589.

Babalos, Vassilios and Philippas, Nikolaos and Doumpos, Michael and Zompounidis, Constantin (2012): Mutual funds performance appraisal using stochastic multicriteria acceptability analysis. Published in: Applied Mathematics and Computation , Vol. 218, (2011): pp. 5693-5703.

Bacha, Obiyathulla I. and 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.

Ballis, Antonis and Drakos, Konstantinos (2020): A Markov Chain Analysis for Capitalization Dynamics in the Cryptocurrency Market.

Barassi, Marco and Horvath, Lajos and Zhao, Yuqian (2018): Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Forthcoming in: Journal of Business and Economic Statistics

Barbosa, António (2019): The Role of Information in the Discrepancy Between Average Prices and Expectations.

Bardong, Florian and Bartram, Söhnke M. and Yadav, Pradeep K. (2005): Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE.

Bassler, Kevin E. and 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.

Baumöhl, Eduard and Lyócsa, Štefan (2012): Constructing weekly returns based on daily stock market data: A puzzle for empirical research?

Baumöhl, Eduard and Lyócsa, Štefan (2017): Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.

Bayraci, Selcuk and Demiralay, Sercan (2013): Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets.

Bebel, Arkadiusz (2014): Low Versus High Leverage (LVH).

Bell, Peter (2017): Introducing the Net Present Value Profile.

Bell, Peter N (2015): Comment on Mahmoodzadeh’s Tick Size Change in the Wholesale Foreign Exchange Market.

Bell, Peter Newton (2014): Book Review – Rethinking Housing Bubbles.

Bennani, Norddine and Maetz, Jerome (2009): A Spot Stochastic Recovery Extension of the Gaussian Copula.

Berdugo, Binyamin and Hadad, Sharon (2009): How does Investors' Legal Protection affect Productivity and Growth?

Berkhouch, Mohammed and Lakhnati, Ghizlane (2017): Extended Gini-type measures of risk and variability.

Bicchetti, David and Maystre, Nicolas (2012): The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data. Forthcoming in:

Blanchard, michel and Bernard, philippe (2011): The performance of amateur traders on a public internet site: a case of a stock-exchange contest.

Blau, Benjamin (2018): Does Religiosity Affect Liquidity in Financial Markets? Forthcoming in:

Bloznelis, Daumantas (2017): Hedging under square loss.

Bornah, Mathew (2015): The approach of the host cities to the issue of managing the stadiums following Euro 2012.

Bosi, Stefano and Ha-Huy, Thai and Pham, Cao-Tung and Pham, Ngoc-Sang (2021): Ascendant altruism and asset price bubbles.

Bosupeng, Mpho (2014): Sensitivity Of Stock Prices To Money Supply Dynamics. Published in: International Journal of Novel Research in Marketing Management and Economics , Vol. 1, No. 1 (December 2014): pp. 58-65.

Bouoiyour, Jamal and Selmi, Refk and Miftah, Amal (2015): “Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?

Bucci, Andrea (2017): Forecasting realized volatility: a review.

Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:

Bulut, Levent and Rizvanoghlu, Islam (2019): Is Gold a Safe Haven? International Evidence revisited.

C

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.

Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns.

Caiado, Jorge and Crato, Nuno (2007): Identifying common spectral and asymmetric features in stock returns.

Camilleri, Silvio John (2006): An Analysis of Stock Index Distributions of Selected Emerging Markets. Published in: Bank of Valletta Review , Vol. Spring, No. 33 (2006): pp. 33-49.

Camilleri, Silvio John (2015): Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India. Published in: Managerial Finance , Vol. 1, No. 41 (2015): pp. 67-79.

Camilleri, Silvio John (2008): Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange. Published in: Bank of Valletta Review , Vol. Spring, No. 37 (2008): pp. 49-65.

Camilleri, Silvio John and Galea, Francelle (2019): The Determinants of Securities Trading Activity: Evidence from four European Equity Markets. Published in: The Journal of Capital Markets Studies , Vol. 1, No. 3 (2019): pp. 47-67.

Camilleri, Silvio John and Green, Christopher J. (2014): Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India. Published in: Studies in Economics and Finance , Vol. 4, No. 31 (2014): pp. 354-370.

Camilleri, Silvio John and Green, Christopher J. (2009): The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India. Published in: International Journal of Banking, Accounting and Finance , Vol. 3, No. 1 (2019): pp. 257-284.

Canova, Luciano and Paladino, Giovanna (2022): How personality traits affect the way Gen Z faces economic and environmental sustainability: an econometric investigation.

Carney, Richard W. and Liu, Wai-Man (Raymond) and Ngo, Phong T. H. (2012): Responding to Financial Crisis: The Rise of State Ownership and Implications for Firm Performance.

Carretta, Alessandro and Farina, Vincenzo and Graziano, Elvira Anna and Reale, Marco (2011): Does investor attention influence stock market activity? The case of spin-off deals.

Castagnetti, Carolina and Rossi, Eduardo (2008): Euro corporate bonds risk factors.

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.

Challet, Damien and Peirano, Pier Paolo (2008): The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures.

Chang, Kuang Liang and Chen, Nan Kuang and Leung, Charles Ka Yui (2011): The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?

Chang, Kuang Liang and Chen, Nan Kuang and Leung, Charles Ka Yui (2011): In the Shadow of the United States: The International Transmission Effect of Asset Returns.

Chang, Kuang-Liang and Chen, Nan-Kuang and Leung, Charles Ka Yui (2009): Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock.

Chen, Dong and Gao, Yanmin and Kaul, Mayank and Leung, Charles Ka Yui and Tsang, Desmond (2014): The role of sponsor and external management on the capital structure of Asian-Pacific REITs: the case of Australia, Japan, and Singapore.

Chen, Hui and Parsley, David and Yang, Ya-wen (2010): Corporate Lobbying and Financial Performance.

Chen, Nan-Kuang and Chen, Shiu-Sheng and Chou, Yu-Hsi (2013): Further evidence on bear market predictability: The role of the external finance premium.

Chen, Shiu-Sheng (2012): Revisiting the empirical linkages between stock returns and trading volume.

Chen, Shu-Ling and Kim, Hyeongwoo (2008): Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets.

Chen, Yongmin and Gu, Dingwei and Yao, Zhiyong (2013): Rating Inflation versus Deflation: On Procyclical Credit Ratings.

Cheteni, Priviledge (2016): Stock market volatility using GARCH models: Evidence from South Africa and China stock markets. Published in: Journal of Economics and Behavioral Studies , Vol. 8, No. 6 (December 2016): pp. 237-245.

Chia, Ricky Chee-Jiun and Liew, Venus Khim-Sen and Rowland, Racquel (2020): Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns. Published in: International Journal of Business and Society , Vol. 21, No. 2 (2020): pp. 533-568.

Chiad, Faycal and Hadj Sahraoui, Hamoudi (2021): What Drives Stock Market Development in Arab Countries? Published in: Asian Journal of Economics, Finance and Management , Vol. 1, No. 3 (2021)

Chin-Hong, Puah and 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.

Chittedi, Krishnareddy (2011): Does oil price matter for Indian stock markets?

Choo, Lawrence (2016): Market competition for decision rights: An experiment based on the “Hat Puzzle Problem”.

Chouliaras, Andreas (2016): The Effect of Information on Financial Markets: A Survey.

Chouliaras, Andreas (2015): Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms.

Chouliaras, Andreas (2015): The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns.

Cohen, Ruben D (2000): The long-run behavior of the S&P Composite Price Index and its risk premium.

Commendatore, Pasquale and Michetti, Elisabetta and Purificato, Francesco (2013): Financial Development and Agglomeration.

Condorelli, Stefano (2018): Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets.

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

Cosma, Antonio and Galli, Fausto (2014): A non parametric ACD model.

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 (2004): Uncovering Long Memory in High Frequency UK Futures. Published in: European Journal of Finance , Vol. 11, (2005): pp. 325-337.

Cotter, John (2004): Varying the VaR for Unconditional and Conditional Environments,.

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.

Cotter, John and Dowd, Kevin (2007): Estimating financial risk measures for futures positions: a non-parametric approach.

Cotter, John and Dowd, Kevin (2007): Exponential Spectral Risk Measures.

Cotter, John and Gabriel, Stuart and Roll, Richard (2011): Integration and contagion in US housing markets.

Cotter, John and Longin, Francois (2004): Margin setting with high-frequency data.

Cotter, John and Stevenson, Simon (2005): Multivariate Modeling of Daily REIT Volatility. Published in: Journal of Real Estate Finance and Economics (2006)

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.

Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market.

Courtney, Samuel (2010): 2008 SEC short selling ban: impacts on the credit default swap market.

Csóka, Péter and Pintér, Miklós (2010): On the impossibility of fair risk allocation.

D

Dale, Charles (1991): Economics of Energy Futures Markets. Published in: Petroleum Marketing Monthly (September 1991): pp. 5-18.

Dale, Charles and Zyren, John (1996): Noncommercial Trading in the Energy Futures Market. Published in: Petroleum Marketing Monthly (May 1996): xiii-xxiv.

De Silva, Dakshina and Pownall, Rachel A. J. (2012): Going green: does it depend on education, gender, or income?

Degiannakis, Stavros and Filis, George (2019): Forecasting European Economic Policy Uncertainty. Published in: Scottish Journal of Political Economy , Vol. 1, No. 66 (February 2019): pp. 94-114.

Degiannakis, Stavros and Filis, George and Kizys, Renatas (2014): The effects of oil price shocks on stock market volatility: Evidence from European data. Published in: Energy Journal , Vol. 1, No. 35 (2014): pp. 35-56.

Degiannakis, Stavros and Filis, George and Siourounis, Grigorios and Trapani, Lorenzo (2019): Superkurtosis.

Degiannakis, Stavros and Filis, George and Siourounis, Grigorios and Trapani, Lorenzo (2021): Superkurtosis.

Degiannakis, Stavros and Floros, Christos and Livada, Alexandra (2012): Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence. Published in: Managerial Finance , Vol. 4, No. 38 (2012): pp. 436-452.

Degiannakis, Stavros and Giannopoulos, George (2009): Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors’ expectations regarding permanent earnings? Evidence from Athens Stock Exchange. Published in: International Journal of Computational Economics and Econometrics , Vol. 1, No. 1 (2009): pp. 89-110.

Delatte, Anne-Laure and Lopez, Claude (2012): Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.

Delisle, R. Jared and Lee, Bong Soo and Mauck, Nathan (2012): The dynamic relation between short sellers, option traders, and aggregate returns.

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.

Demiralay, Sercan and Ulusoy, Veysel (2014): Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises.

Demos, Guilherme and Da Silva, Sergio and Matsushita, Raul (2015): Some Statistical Properties of the Mini Flash Crashes. Published in: Mathematical Finance Letters , Vol. 2015, No. 3. (2015): pp. 1-19.

Dicembrino, Claudio and Scandizzo, Pasquale Lucio (2011): Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market.

Dima, Bogdan and Murgea, Aurora and Cristea, Stefana (2009): The pattern of Euronext volatility in the crisis period: an intrinsic volatility analysis.

Dominique, C-Rene and 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.

Doojav, Gan-Ochir and Damdinsuren, Batnyam and Baasansuren, Lkhagvajav (2007): Monetary policy and bond market development: A case of Mongolia.

Douch, Mohamed and Bouaddi, Mohammed (2010): EQUITY Premium Puzzle in a Data-Rich Environment. Forthcoming in:

Drivas, Kyriakos and Gounopoulos, Dimitrios and Konstantios, Dimitrios and Tsiritakis, Emmanuel (2018): Trademarks, Firm Longevity and IPO Underpricing.

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange. Published in: Proceedings of the 18th International Economic Conference – IECS 2011 “Crises after the crisis. Inquiries from a national, European and global perspective” Sibiu, Romania, May 19-20, 2011 , Vol. IV, (17 May 2011): pp. 218-227.

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Holiday effect on the Romanian stock market. Published in: Vanguard Scientific Instruments in Management 2011 , Vol. 1(4)/2, (19 November 2011): pp. 35-40.

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Monthly seasonality in the Bucharest stock exchange. Published in: Proceedings of the 13th International Conference of Scientific Papers AFASES Brasov 26th - 28th May, 2011 (3 May 2011): pp. 47-52.

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2010): Systematic risks for the financial and for the non-financial Romanian companies. Published in: The Proceedings of the International Conference CKS 2010, “Challenges of the Knowledge Society”, Bucharest, April 23-24, 2010 – 4th Edition (4 August 2010): pp. 1786-1795.

Dumitriu, Ramona and Stefanescu, Răzvan (2020): The Extended Holiday Effect on US capital market.

Dumitriu, Ramona and Stefanescu, Răzvan (2020): Provocări pentru Finanţele Comportamentale în contextul COVID-19.

Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2013): Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV.

Durán-Vázquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2012): Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones.

Dwyer, Gerald P (2016): Blockchain: A Primer.

Dąbrowski, Marek A. and Widiantoro, Dimas Mukhlas (2022): Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020: Evidence from the structural VAR models.

E

Egorova, Yana (2017): Инвестирование денежных средств в условиях экономического кризиса в 2017 году.

Emara, Noha (2014): Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study Germany & U.S -. Published in: The Journal of American Academy of Business , Vol. 19, No. 2 (2014): pp. 1-8.

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.

Erdemlioglu, Deniz (2009): Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach.

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.

Espinosa Méndez, Christian (2005): Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos. Forthcoming in: Trimestre Económico , Vol. 296, (31 September 2007)

Esposito, Federico and Bianconi, Marcelo and Sammon, Marco (2020): Trade Policy Uncertainty and Stock Returns. Published in: Journal of International Money and Finance , Vol. 119, (December 2021)

Estrada, Fernando (2011): Theory of financial risk.

F

FARUQUE, MUHAMMAD U (2011): An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh. Published in: Indian Journal of Economics and Business , Vol. 10, No. 04 (1 December 2011): pp. 443-465.

FOUNANOU, Mathurin/M and RATSIMALAHELO, Zaka/Z (2012): Regulation and supervision of microfinance institutions: an example of cooperative credit society. Published in: in Onafowokan O. Oluyombo (eds.) "Cooperative Finance in Developing Economies" (May 2012): pp. 64-80.

Facchini, François (2014): Retour sur la crise et les politiques mises en œuvre : une perspective autrichienne.

Fagan, Stephen and Gencay, Ramazan (2008): Liquidity-Induced Dynamics in Futures Markets.

Fang, Yi and Wang, Haiping (2014): Fund Manager Characteristics and Performance. Forthcoming in: Investment Analysts Journal

Fang, Yi and Wang, Haiping (2014): Fund Manager Characteristics and Performance. Forthcoming in: Investment Analysts Journal

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.

Figueiredo, Annibal and Gleria, Iram and Matsushita, Raul and Da Silva, Sergio (2006): The Levy sections theorem revisited.

Filoso, Valerio and Papagni, Erasmo (2014): Fertility Choice and Financial Development.

Fitri Amalia, Rizki (2019): ANALISIS PERBANDINGAN FINANCIAL DISTRESSPADA PERUSAHAAN KONSTRUKSI DI BURSA EFEK INDONESIA TAHUN 2014 –2018. Published in: ECONOS Jurnal Ekonomi dan Sosial , Vol. 10, No. 1 (31 March 2019): pp. 22-31.

Francesco, Guidi (2008): European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel.

Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models.

Fry, J. M. (2009): Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion.

Fukuda, Takashi (2015): Evidence of Korea’s Finance-Growth Nexus: VARX Analysis with Financial Crisis and Openness.

Furceri, Davide and Zdzienicka, Aleksandra (2011): How costly are debt crises?

G

GUEI, KORE MARC ANTOINE (2018): Does financial structure matter for economic growth: An evidence from South Africa.

Gabrielsen, Alexandros and Marzo, Massimiliano and Zagaglia, Paolo (2011): Measuring market liquidity: an introductory survey.

Galimberti, Jaqueson Kingeski and Cupertino, César Medeiros (2009): Explaining earnings persistence: a threshold autoregressive panel unit root approach.

Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process.

García Muñoz, Luis Manuel (2013): CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions.

García Muñoz, Luis Manuel (2013): Interest rate modeling under multiple discounting curves.

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Olkhov, Victor (2022): Three Remarks On Asset Pricing.

Onour, Ibrahim (2011): الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة.

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.

Ozsoz, Emre (2011): What determines return risks for bank equities in Turkey?

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Pacheco, Luís (2011): Moody’s credit ratings and the stock market performance of Portuguese rated firms.

Pan, Wei-Fong (2018): Evidence of Investor Sentiment Contagion across Asset Markets.

Papahristodoulou, Christos (2008): A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio.

Peresetsky, A. A. (2011): What determines the behavior of the Russian stock market.

Peresetsky, Anatoly and Yakubov, Ruslan (2015): Autocorrelation in an unobservable global trend: Does it help to forecast market returns?

Peter, Eckley (2015): Measuring economic uncertainty using news-media textual data.

Petrushchak, Bohdan (2009): Вплив екзогенних чинників на розвиток українського фондового ринку. Published in: Swit Finansiw (World of Finance) No. 20 (2009): pp. 151-159.

Pham, Ngoc-Sang (2017): Dividend taxation in an infinite-horizon general equilibrium model.

Pham, Ngoc-Sang and Pham, Hien (2019): Effects of credit limit on efficiency and welfare in a simple general equilibrium model. Forthcoming in: International Journal of Economic Theory

Pham, Thu Phuong and Singh, Harminder and Vu, Van Hoang (2023): The impact of bank loan announcements on stock liquidity. Forthcoming in: International Review of Economics & Finance

Phiri, Andrew (2017): Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach.

Phiri, Andrew (2016): Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective.

Phiri, Andrew (2018): Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform.

Pinto, Cristian F. and Acuña, Andres (2011): Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza.

Pirtea, Marilen and 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.

Pirtea, Marilen and Iovu, Laura Raisa and Milos, Marius Cristian (2008): Dynamics of financial markets in the context of globalization.

Premepeh, kwadwo Boateng and Odartei-Mills, Eugene (2015): Corporate governance structure and shareholder wealth maximisation. Published in: SK International Journal of Multidisciplinary Research Hub , Vol. 2, No. 3 (17 March 2015): pp. 8-30.

Prempeh, Kwadwo Boateng (2016): Macroeconomic Variables and Stock Price Volatility in Ghana.

Puah, Chin-Hong and Habibullah, Muzafar Shah and Lim, Kian-Ping (2006): Testing long-run neutrality of money: evidence from Malaysian stock market. Published in: The ICFAI Journal of Applied Economics , Vol. V, No. 4 (July 2006): pp. 15-37.

Puah, Chin-Hong and Jayaraman, T. K. (2007): Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji. Published in: International Journal of Economics and Management. , Vol. 1, No. 2 (2007): pp. 229-244.

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Qayyum, Abdul and Mohsin, H (2005): The Integration of Financial Markets: Empirical Evidence from South Asian Countries.

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Rabhi, Ayoub (2020): Stock market vulnerability to the Covid-19 pandemic: Evidence from emerging Asian stock markets.

Ramosaj, Berim (2010): Challenges to Solvency II Reform in Insurance Industry.

Rashid, Muhammad Mustafa (2020): The Greek Letters. Scenario Analysis with a Reverse Butterfly Spread.

Ratti, Ronald A. and Hasan, M. Zahid (2013): Oil Price Shocks and Volatility in Australian Stock Returns ‎.

Razo-De-Anda, Jorge Omar and Cruz-Aké, Salvador and Venegas-Martínez, Francisco (2022): Can the stock market boost economic growth? Evidence from the Mexican real estate investment trust (REIT). Published in: Panorama Económico , Vol. 17, No. 36 (1 June 2022): pp. 9-32.

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.

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.

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2021): Exploring volatility of crude oil intra-day return curves: a functional GARCH-X model.

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2019): Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models.

Rodrigues, David and Seruca, Manuel (2019): A Novel Practical and Fast Economic Method Based on Nonconvex Quadratic Programming.

Rose, Martin and Zitouni, Loubna (2006): Modélisation d'actifs à volatilité stochastique et pricing d'options européennes.

Rosli, Aini Rafiqah (2017): The Relationship Between Hong Leong Bank’s Performance with Leverage and Inflation.

Rossi, Fabrizio and Cebula, Richard (2013): Stock Market Reactions to Announcements of Board of Director Appointments: Evidence from Italy.

Rossi, Francesco (2008): Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise.

Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.

Rossi, Francesco (2012): U.K. cross-sectional equity data: The case for robust investability filters. Published in: European Economics Letters , Vol. 1, No. 1 (December 2012): pp. 6-13.

Rossi, Francesco (2011): U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters.

Roy Trivedi, Smita (2018): Technical Analysis Strategies: Development of Heiken Ashi Stochastic.

Ruiz-Buforn, Alba and Alfarano, Simone and Camacho-Cuena, Eva (2019): Price distortions and public information: theory, experiments and simulations.

Ruiz-Porras, Antonio (2007): Banking competition and financial fragility: Evidence from panel-data. Forthcoming in: Estudios Economicos

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Sakemoto, Ryuta (2021): Economic Evaluation of Cryptocurrency Investment.

Salissu, Afees and Raheem, Ibrahim and Eigbiremolen, Godstime (2020): The behaviour of U.S. stocks to financial and health risks. Forthcoming in: International Journal of Finance and Economics

Salisu, Afees and Raheem, Ibrahim and Vo, Xuan (2021): Assessing the safe haven property of the gold market during COVID-19 pandemic. Forthcoming in: International Review of Financial Analysis

Sandoval Paucar, Giovanny (2019): Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH.

Santillán Salgado, Roberto and Hibert Sánchez, Abel (2009): A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry. Published in: Memories of the Emerging Challenges in the Western Hemisphere Conference

Sapre, Nikhil (2021): Revisiting the Expected Utility Theory and the Consumption CAPM.

Sarath Chandran, B.P. and Manju, T.K. (2010): Financial Inclusion Strategies For Inclusive Growth In India.

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.

Sarno, Lucio (2010): Properties of Foreign Exchange Risk Premiums.

Schied, Alexander and Schoeneborn, Torsten (2008): Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets.

Schied, Alexander and Schöneborn, Torsten (2007): Optimal Portfolio Liquidation for CARA Investors.

Schoeneborn, Torsten and Schied, Alexander (2007): Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision.

Schouten, Michael C. (2009): The Case for Mandatory Ownership Disclosure.

Schouten, Michael C. (2009): The Case for Mandatory Ownership Disclosure.

Selcuk, Cemil (2012): Distressed sales and liquidity in OTC markets.

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.

Shah, Shahid Manzoor and Ali, Amjad (2022): A Survey on Financial Inclusion: Theoretical and Empirical Literature Review.

Shahzad, Syed jawad hussain and Ali, Paeman and Saleem, Fawad and Ali, Sajid and Akram, Sehrish (2013): Stock market efficiency: Behavioral or traditional paradigm?Evidence from Karachi Stock Exchange (KSE) and investors community of Pakistan. Published in: Interdisciplinary Journal of Contemporary Research In Business, ISSN 2073-7122 , Vol. 4, No. 10 (10 March 2013): pp. 605-619.

Shaikh, Salman (2010): A Brief Review & Introduction to Practiced Islamic Banking & Finance.

Shaikh, Salman and Saeed, Shan (2010): Sukuk Bond: The Global Islamic Financial Instrument. Published in: Business Islamica , Vol. 1, No. 11 (1 November 2010)

Shen, Ji and Wei, Bin and Yan, Hongjun (2016): Financial Intermediation Chains in an OTC Market.

Shumska, Svitlana and Stepanenko-Lypovyk, Bohdana (2012): Міжнародні злиття та поглинання у фінансовому секторі: світові тенденції та особливості прояву в Україні. Published in: Галицький економічний вісник No. №5(38) (December 2012): pp. 173-185.

Siddiqi, Hammad (2009): Ambiguity, Infra-Marginal Investors, and Market Prices.

Siddiqi, Hammad (2015): Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles.

Siddiqi, Hammad (2009): Information Transmission and Micro-structure rents in Emerging Markets.

Siddiqi, Hammad (2010): Information transmission and the emergence of a peculiar trading facility in certain emerging markets.

Siddiqi, Hammad (2020): Resource allocation in the brain and the equity premium puzzle.

Silva, Pedro and Almeida, Liliana (2011): Weather and stock markets: empirical evidence from Portugal.

Silvio John, Camilleri and Nicolanne, Scicluna and Ye, Bai (2019): Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries. Published in: The North American Journal of Economics and Finance No. 48 (2019): pp. 170-186.

Simplice A, Asongu (2012): Democracy and Stock Market Performance in African Countries.

Simplice A, Asongu (2012): Government quality determinants of stock market performance in African countries. Forthcoming in:

Simplice A, Asongu (2012): African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment. Forthcoming in:

Simplice A, Asongu (2011): Democracy and stock market performance in developing countries.

Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries.

Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries.

Simplice A, Asongu (2011): Government quality determinants of stock market performance in developing countries.

Simplice A, Asongu (2011): Political crises and risk of financial contagion in developing countries: Evidence from Africa. Published in: Journal of Economics and International Finance , Vol. 3, No. 7 (1 July 2011): pp. 462-467.

Simplice A., Asongu (2011): The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets.

Simplice A., Asongu (2011): The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. Forthcoming in:

Simplice A., Asongu (2011): Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa.

Singh, Ritvik and Gangwar, Rachna (2018): A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange.

Singh, Saurabh and Saharawat, Swati (2011): Hedging dynamics with gold futures. Published in: Pantnagar Journal of Research , Vol. 10, No. 1 (2012): pp. 71-77.

Sinha, Pankaj and Goyal, Lavleen (2012): Algorithm for construction of portfolio of stocks using Treynor’s ratio.

Sinha, Pankaj and Mathur, Kritika (2012): Evolution of security transaction tax in India.

Sirucek, Martin (2012): Effect of money supply on the Dow Jones Industrial Average stock index. Published in: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis , Vol. 2, No. 60 (2012): pp. 399-407.

Sithole, Rumbidzai Praise and Eita, Joel Hinaunye (2020): A test of integration between the South African and selected African stock markets.

Smant, David / D.J.C. (2010): Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases.

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.

Song, In Ho (2010): House Prices and Consumption.

Sonntag, Dominik (2018): Die Theorie der fairen geometrischen Rendite.

Stavarek, Daniel and Heryan, Tomas (2012): Day of the week effect in central European stock markets.

Stefanescu, Razvan and Dumitriu, Ramona (2015): Conţinutul analizei seriilor de timp financiare.

Stefanescu, Razvan and Dumitriu, Ramona (2010): Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania. Published in: Proceedings of the International Conference on Economics and Administration, Bucharest, June 3 – 4, 2011 (15 May 2010): pp. 595-607.

Stefanescu, Razvan and Dumitriu, Ramona (2013): MOY effects in returns and in volatilities of the Romanian capital market.

Stefanescu, Razvan and Dumitriu, Ramona (2013): Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union. Published in: Econometric Modeling: International Financial Markets - Emerging Markets eJournal , Vol. 2, No. 21 (17 April 2013)

Stefanescu, Razvan and Dumitriu, Ramona (2016): Particularitǎţi ale evoluţiei variabilelor financiare.

Stefanescu, Razvan and Dumitriu, Ramona (2011): Turn - of - the - month effect on the Bucharest stock exchange. Published in: New challenges in economics and administration : proceedings of the 3rd international conference in economics and administration : Bucharest, 2011 / University of Bucharest (3 June 2011): pp. 199-204.

Stefanescu, Răzvan and Dumitriu, Ramona (2017): Ajustarea seriilor de timp financiare,Partea întâi.

Stefanescu, Răzvan and Dumitriu, Ramona (2020): Efectul Turn-of-the-Year pe piaţa valutară din România.

Stefanescu, Răzvan and Dumitriu, Ramona (2020): Introducere în analiza anomaliilor calendaristice, Partea a doua.

Stefanescu, Răzvan and Dumitriu, Ramona (2016): Statistica descriptivă a seriilor de timp financiare.

Su, EnDer (2014): Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model.

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)

Sun, Lixin (2015): Quantifying the Effects of Financialisation and Leverage in China.

Sun, Zhuowei and Dunne, Peter G. and Li, Youwei (2015): Price Discovery in the Dual-Platform US Treasury Market.

Sylvain, Serginio (2014): Does Human Capital Risk Explain The Value Premium Puzzle?

Szarowska, Irena (2013): Can tax policy co-cause the crisis? Published in: DEEV, O; KAJUROVA, V; KRAJICEK, J. (eds.) 10th International Scientific Conference on European Financial Systems 2013. No. WOS:000324654400048 (June 2013): pp. 323-330.

Söylemez, Arif Orçun (2020): How Do Volatility and Return Series Interact?

suhardi, suhardi and Afrizal, Afrizal (2019): BAGAIMANAPECKING-ORDER THEORY MENJELASKAN STRUKTUR PERMODALAN BANK DI INDONESIA? Published in: ECONOS Jurnal Ekonomi dan Sosial , Vol. 10, No. 1 (31 March 2019): pp. 32-54.

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Tahiri, Noor Rahman (2018): Financial Analysis of Afghanistan International Bank.

Takaoka, Sumiko (2018): Is there a safety premium in the design of corporate bond contracts?

Tanasoiu, Georgiana Lavinia and Enea, Constanta (2008): Social Duty and Her Function in Communication Strategy of Firm.

Tang, Hong Peng and Habibullah, Muzafar Shah and Puah, Chin-Hong (2007): Stock market and economic growth in selected Asian countries. Published in: Journal of Economics, Finance and Administrative Sciences No. 7 (2007): pp. 43-52.

Tevdovski, Dragan and Stojkoski, Viktor (2020): What is behind extreme negative returns co-movement in the South Eastern European stock markets?

Thakolsri, Supachok and Sethapramote, Yuthana and Jiranyakul, Komain (2015): Asymmetric volatility of the Thai stock market: evidence from high-frequency data.

Thong, Lik Hong (2019): A discussion on performance risk of Dunkin's Brand. Forthcoming in: A discussion on performance risk of Dunkin's Brand , Vol. 31,

Tinoco, Marcos (2020): Modelando la volatilidad del diferencial TED: Una evaluación de pronósticos de modelos con heterocedasticidad condicional.

Tokel, O. Emre and Yucel, M. Eray (2009): Click to download data: an event study of Internet access to economic statistics.

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.

Tumasyan, Hovik (2018): A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral.

V

Valls Pereira, Pedro L. and Chicaroli, Rodrigo (2009): Predictability of Equity Models.

Van Heerden, Dorathea and Rodrigues, Jose and Hockly, Dale and Lambert, Bongani and Taljard, Tjaart and Phiri, Andrew (2013): Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model.

Vanini, Paolo (2012): Fiancial Innovation, Structuring and Risk Transfer.

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.

Vidal-Tomás, David (2022): Blockchain, sport and fan tokens.

Vidal-Tomás, David (2022): The new crypto niche: NFTs, play-to-earn, and metaverse tokens.

Vidal-Tomás, David (2022): The new crypto niche: NFTs, play-to-earn, and metaverse tokens. Published in: Finance Research Letters

Vidal-Tomás, David (2022): The new crypto niche: NFTs, play-to-earn, and metaverse tokens. Published in: Finance Research Letters : p. 102742.

Vidal-Tomás, David and Alfarano, Simone (2018): An agent based early warning indicator for financial market instability.

Visser, Marcel P. (2008): Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure.

Vo, Xuan Vinh (2010): Foreign ownership in Vietnam stock markets - an empirical analysis.

Vo, Xuan Vinh and Batten, Jonathan (2010): An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis.

W

Wagner, Helmut and Matanovic, Eva (2012): Volatility Impact of Stock Index Futures Trading - A Revised Analysis. Published in: Journal of Applied Finance & Banking , Vol. 2, No. 5 (2012): pp. 113-126.

Wale-Awe, Olawale and Evans, Olaniyi (2023): Financial inclusion through digital channels and the growth-inequality-poverty triangle: Evidence from Africa. Published in: Nigerian Journal of Banking and Financial Issues , Vol. 9, No. 2 (2023): pp. 53-68.

Waśniewski, Krzysztof (2010): Emergence of alternative capital markets in developing countries as a process of institutional change.

Wenzelburger, Jan (2008): A Note on the Two-fund Separation Theorem.

Withanage, Yeshan and Jayasinghe, Prabhath (2017): Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan. Published in: Sri Lanka Journal of Economic Research , Vol. 5, No. 1 (November 2017): pp. 79-94.

Y

Yalincak, Orhun Hakan (2005): Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula).

Yamori, Nobuyoshi (2011): Commodity ETFs in the Japanese Stock Exchanges.

Yan, Isabel K. and Chong, Terence and Lam, Tau-Hing (2011): Is the Chinese Stock Market Really Efficient. Forthcoming in: China Economic Review

Yashin, Pete (2020): Закон сохранения реального богатства и рост неравенства.

Yashin, Pete (2020): Law of conservation of real wealth and rising inequality.

Yashin, Pete (2020): Virtual wealth is growing.

Yildizhan, Celim (2006): Stock Splits, A Survey.

Youssef, El-Khatib and Hatemi-J, Abdulnasser (2011): On the calculation of price sensitivities with jump-diffusion structure. Published in: Journal of Statistics Applications & Probability , Vol. 3, No. 1 (2012): pp. 171-182.

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Zawadzki, Krystian and Lewicka, Marta (2010): Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia. Published in: Pieniądze i Więź , Vol. 48, No. 3/2010 (October 2010): pp. 27-35.

Zvezdin, Nikolay (2019): Tranched Value Securities.

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