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Ivanov, Sergei (2014): Exploiting of interest rates fundamental inefficiency.
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Janda, Karel and Kaszas, Micha (2017): Indirect Firm Valuation and Earnings Stability.
Janda, Karel and Vylezik, Tomas (2011): Financial Management of Weather Risk with Energy Derivatives.
Jaramba, Toddy and Fadiran, Gideon (2009): Analysis of Volatility transmission across South African Financial Markets.
Jarraya, Bilel (2013): Asset allocation and portfolio optimization problems with metaheuristics: a literature survey. Published in: Business Excellence and Management , Vol. 3, No. 4 (2013): pp. 38-56.
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Jiang, Danling (2008): Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns.
Jin, Muzhao and Kearney, Fearghal and Li, Youwei and Yang, Yung Chiang (2019): Intraday Time-series Momentum: Evidence from China.
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Juan Marcelo, Ochoa (2006): An Interpretation of An Affine Term Structure Model for Chile. Forthcoming in: Revista de Estudios de Economia (2006)
Julian, Inchauspe and Helen, Cabalu (2013): What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals.
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Kaizoji, Taisei (kaizoji@icu.ac.jp) (2010): A behavioral model of bubbles and crashes.
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Kalogeropoulos, Konstantinos and Roberts, Gareth O. and Dellaportas, Petros (2007): Inference for stochastic volatility model using time change transformations.
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Landon, Stuart and Smith, Constance (2008): Taxation and bond market investment strategies: Evidence from the market for Government of Canada bonds.
Langedijk, Sven and Monokroussos, George and Papanagiotou, Evangelia (2015): Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues.
Lanne, Markku and Luoto, Jani (2007): Robustness of the Risk-Return Relationship in the U.S. Stock Market.
Lanne, Markku and Meitz, Mika and Saikkonen, Pentti (2012): Testing for predictability in a noninvertible ARMA model.
Larson, Nathan (2011): Clustering on the same news sources in an asset market.
Lau, Chi-Lei Oscar (2008): Disentangling Intertemporal Substitution and Risk Aversion under the Expected Utility Theorem.
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Lee, David (2023): An Analytic Solution for Valuing Guaranteed Equity Securities.
Lee, David (2023): Default Forecasting and Credit Valuation Adjustment.
Lee, David (2024): Hedge Fund Investment Returns and Performance.
Lee, David (2023): Modeling Collateralization and Its Economic Significance.
Lee, King Fuei (2023): Chasing Winners in the Gray Wave: Aging Population and its Effects on Long-Horizon Momentum Profits. Forthcoming in: Journal of Behavioral Finance
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Lee, David (2018): Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.
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Lee, Seungduck (2016): Money, Asset Prices and the Liquidity Premium.
Lee, Seungduck (2016): Money, Asset Prices and the Liquidity Premium.
Lee, Seungduck (2016): Money, Asset Prices and the Liquidity Premium.
Lee, Seungduck (2016): Money, Asset Prices and the Liquidity Premium.
Lee, Seungduck (2016): Money, Asset Prices and the Liquidity Premium.
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Lee, Y. and So, Leh-chyan (2013): Enemies or Allies: Pricing counterparty credit risk for synthetic CDO tranches.
Lenz, Rainer (2008): The Logic of Merger and Acquisition Pricing. Forthcoming in:
Lerner, Peter (2010): Theoretical analysis of the bid-ask bounce and Related Phenomena. Published in: Aestimatio No. 1 (December 2010): pp. 1-20.
Lettau, Martin (2021): High Dimensional Factor Models with an Application to Mutual Fund Characteristics.
Leung, Charles Ka Yui and 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?
Leung, Charles Ka Yui and Tse, Chung-Yi (2017): Flipping in the Housing Market.
Levy, Daniel and Mayer, Tamir and Raviv, Alon (2020): Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers.
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Li, Minqiang (2014): Analytic Approximation of Finite-Maturity Timer Option Prices.
Li, Minqiang (2010): Asset Pricing - A Brief Review.
Li, Minqiang (2008): Closed-Form Approximations for Spread Option Prices and Greeks.
Li, Minqiang (2008): A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation.
Li, Minqiang (2014): Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach.
Li, Minqiang and Mercurio, Fabio (2013): Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models.
Li, Nan (2004): The Implied Benchmark Rate in the Credit Default Swap Market of Sovereign Bonds.
Lim, Kian-Ping and Thian, Tze-Chung and Hooy, Chee-Wooi (2015): Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels.
Lin, William and Sun, David (2007): Liquidity-adjusted benchmark yield curves: a look at trading concentration and information. Published in: Review of Pacific Basin Financial Markets and Policies , Vol. 4, No. 10 (December 2007): pp. 491-518.
Lin, William and Sun, David and Tsai, Shih-Chuan (2010): Does trading remove or bring frictions?
Lin, William and Sun, David and Tsai, Shih-Chuan (2010): Searching out of Trading Noise: A Study of Intraday Transactions Cost.
Lin, William and Tsai, Shih-Chuan and Sun, David (2008): Price informativeness and predictability: how liquidity can help. Published in: Applied Economics , Vol. 17, No. 43 (July 2011): pp. 2199-2217.
Lin, William and Tsai, Shih-Chuan and Sun, David (2010): Search costs and investor trading activity: evidences from limit order book. Forthcoming in: Emerging Markets Finance and Trade
Lin, William and Tsai, Shih-Chuan and Sun, David (2009): What Causes Herding:Information Cascade or Search Cost ?
Lindblad, Annika (2017): Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility.
Liu, Xiaochun (2013): Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach.
Lof, Matthijs (2013): Essays on Expectations and the Econometrics of Asset Pricing.
Lof, Matthijs (2010): Heterogeneity in stock prices: A STAR model with multivariate transition function.
Lof, Matthijs (2011): Noncausality and Asset Pricing.
Los, Cornelis A. and Tungsong, Satjaporn (2008): Investment Model Uncertainty and Fair Pricing.
Luis Manuel, García Muñoz (2012): Collateral choice and the fundamental theorem of asset pricing.
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.
MESTRE, Roman and TERRAZA, Michel (2017): Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-.
MESTRE, Roman and Terraza, Michel (2017): Analyse Temps-fréquence du MEDAF –Application au CAC 40 –.
MESTRE, Roman and Terraza, Michel (2018): Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -.
MODENA, MATTEO and LINCIANO, NADIA and GENTILE, MONICA and FANCELLO, FRANCESCO (2014): The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets.
Maclachlan, Iain C (2007): An empirical study of corporate bond pricing with unobserved capital structure dynamics.
Magnani, Jacopo and Wang, Yabin (2020): Bond Lending and the Law of One Price in China's Treasury Markets.
Magni, Carlo Alberto (2007): CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation.
Magni, Carlo Alberto (2006): CAPM-based capital budgeting and nonadditivity.
Magni, Carlo Alberto (2006): CAPM-based capital budgeting and nonadditivity.
Magni, Carlo Alberto (2006): CAPM-based capital budgeting and nonadditivity. Forthcoming in: Journal of Property Finance and Investment , Vol. 5, No. 26 (2008)
Magni, Carlo Alberto (2007): Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? Forthcoming in: European Journal of Operational Research
Magni, Carlo Alberto (2000): Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value. Published in: Proceedings of the XXIV Annual AMASES Conference No. September 6-9th (6 September 2000): pp. 163-170.
Magni, Carlo Alberto (2000): Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value. Published in: Proceedings of the XXIV Annual AMASES Conference No. September 6-9th (6 September 2000): pp. 163-170.
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.
Magni, Carlo Alberto (2005): Firm Value and the mis-use of the CAPM for valuation and decision making.
Magni, Carlo Alberto (2005): Firm Value and the mis-use of the CAPM for valuation and decision making.
Magni, Carlo Alberto (2005): Firm Value and the mis-use of the CAPM for valuation and decision making. Forthcoming in: Applied Economics Research Bulletin (Peer-Reviewed Working Paper Series) (2009)
Magni, Carlo Alberto (2007): In search of the "lost capital". A theory for valuation, investment decisions, performance measurement.
Magni, Carlo Alberto (2000): Irr, Roe and Npv: Formal and Conceptual Convergences in a Systemic Approach. Published in: Finanza marketing e produzione , Vol. 4, No. 18 (December 2000): pp. 31-59.
Magni, Carlo Alberto (2007): Measuring performance and valuing firms: In search of the lost capital.
Magni, Carlo Alberto (2007): Measuring performance and valuing firms: In search of the lost capital.
Magni, Carlo Alberto (2005): On decomposing net final values: EVA, SVA, and shadow project. Published in: Theory and Decision , Vol. 59, (2005): pp. 51-95.
Magni, Carlo Alberto (2007): Project valuation and investment decisions: CAPM versus arbitrage. Published in: Applied Financial Economics Letters , Vol. 3, No. 1 (March 2007): pp. 137-140.
Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm.
Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm.
Magni, Carlo Alberto (2007): Residual income and value creation: An investigation into the lost-capital paradigm.
Magni, Carlo Alberto (2000): Scomposizione di sovraprofitti: Economic Value Added e Valore Aggiunto Sistemico. Published in: Finanza Marketing e Produzione , Vol. 4, No. 19 (December 2001): pp. 94-119.
Magni, Carlo Alberto (2008): Splitting Up Value: A Critical Review of Residual Income Theories. Forthcoming in: European Journal of Operational Research
Magni, Carlo Alberto (2007): A Sum&Discount method for appraising firms:An illustrative example.
Magni, Carlo Alberto (2000): Systemic Value Added, Residual Income and Decomposition of a Cash Flow Stream.
Magni, Carlo Alberto (2005): THEORETICAL FLAWS IN THE USE OF THE CAPM FOR INVESTMENT DECISIONS.
Magni, Carlo Alberto (2001): Valore Aggiunto Sistemico: un'alternativa all'EVA quale indice di sovraprofitto periodale. Published in: Budget , Vol. 1, No. 25 (January 2001): pp. 63-71.
Magni, Carlo Alberto (2004): An alternative approach to firms’ evaluation: expert systems and fuzzy logic. Published in: International Journal of Information Technology and Decision Making , Vol. 1, No. 5 (March 2006): pp. 195-225.
Magni, Carlo Alberto and Marchioni, Andrea (2020): Average rates of return, working capital, and NPV-consistency in project appraisal: A sensitivity analysis approach. Forthcoming in: International Journal of Production Economics (forthcoming)
Magni, Carlo Alberto and Veronese, Piero and Graziani, Rebecca (2017): Chisini means and rational decision making: Equivalence of investment criteria. Forthcoming in: Mathematics and Financial Economics
Magni, Carlo Alberto and Vélez-Pareja, Ignacio (2009): Potential dividends versus actual cash flows in firm valuation. Forthcoming in: ICFAI Journal of Applied Finance
Maku, Olukayode E. and Atanda, Akinwande A. (2009): Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?
Malefaki, Valia (2015): On Flexible Linear Factor Stochastic Volatility Models.
Malhotra, Karan (2010): Autoregressive multifactor APT model for U.S. Equity Markets.
Malhotra, Madhuri Malhotra and M., Thenmozhi and Gopalaswamy, Arun Kumar (2012): Liquidity changes around bonus and rights issue announcements: Evidence from manufacturing and service sectors in India. Published in: Wealth-International Journal of Money banking and Finance , Vol. Volume, No. Issue 1 (June 2012): pp. 28-34.
Malik, Saif Ullah (2012): Relationship between Corporate Governance Score and Stock Prices: Evidence from KSE- 30 Index Companies. Published in: International Journal of Business and Social Science , Vol. 4, No. Vol. 3 No. 4 [Special Issue - February 2012] (1 February 2012): pp. 239-249.
Mandal, Nivedita and Das, Rituparna (2022): Price Discovery Efficiency and Resilience of Financial Futures - A Case Study of Indian Banking Sector.
Mapa, Dennis S. and Cayton, Peter Julian and Lising, Mary Therese (2009): Estimating Value-at-Risk (VaR) using TiVEx-POT Models.
Mapa, Dennis S. and Suaiso, Oliver Q. (2009): Measuring market risk using extreme value theory.
Marcello, Pericoli and Marco, Taboga (2005): A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors.
Marco, Bianchetti (2011): The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management.
Marco, Bianchetti and Mattia, Carlicchi (2012): Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR.
Maria Caporale, Guglielmo and Gil-Alana, Luis and Plastun, Alex and Makarenko, Inna (2013): Long memory in the ukrainian stock market and financial crises. Forthcoming in: Working Paper No. 13-27. – Brunel University, London
Maryatmo, Rogatianus (2010): Pengaruh Jangka Pendek dan Jangka Panjang Perubahan Suku Bunga dan Kurs Rupiah Terhadap Harga Saham : Studi Empiris di Indonesia (2000:1 – 2010:4).
Massmiliano, Marzo and Daniele, Ritelli and Paolo, Zagaglia (2011): Optimal trading execution with nonlinear market impact: an alternative solution method.
Matic, Jovanka Lili and Packham, Natalie and Härdle, Wolfgang Karl (2021): Hedging Cryptocurrency Options.
Matic, Jovanka Lili and Packham, Natalie and Härdle, Wolfgang Karl (2021): Hedging Cryptocurrency Options.
Mattarocci, Gianluca (2006): Market characteristics and chaos dynamics in stock markets: an international comparison.
Md Isa, Abu Hassan and Puah, Chin-Hong and Yong, Ying-Kiu (2008): Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM.
Mehta, Deepshikha (2015): Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices.
Meng, Ginger and 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.
Menkhoff, Lukas and Sarno, Lucio and Schmeling, Maik and Schrimpf, Andreas (2009): Carry Trades and Global FX Volatility.
Michailova, Julija (2010): Overconfidence and bubbles in experimental asset markets.
Michailova, Julija and Schmidt, Ulrich (2011): Overconfidence and bubbles in experimental asset markets. Forthcoming in: Journal of Behavioral Finance
Mikkelsen, Jakob and Poeschl, Johannes (2019): Banking Panic Risk and Macroeconomic Uncertainty.
Miyakoshi, Tatsuyoshi and Li, Kui-Wai and Shimada, Junji (2014): Rational Expectation Bubbles: Evidence from Hong Kong’s Sub-Indices. Published in: Applied Economics , Vol. 46, No. 20 (1 July 2014): pp. 2429-2440.
Miyakoshi, Tatsuyoshi and Shimada, Junji and Li, Kui-Wai (2016): The Impacts of the 2008 and 2011 Crises on the Japan REIT Market. Published in: Journal of the Japanese and International Economies , Vol. 41, (2016): pp. 30-40.
Moawia, Alghalith (2009): Optimal option pricing and trading: a new theory.
Modena, Matteo (2008): The term structure and the expectations hypothesis: a threshold model.
Mohanty, Roshni and P, Srinivasan (2014): The Time-Varying Risk and Return Trade Off in Indian Stock Markets.
Molintas, Dominique Trual (2021): Black Scholes Model.
Monostori, Zoltan (2012): Magyar szuverén fix kamatozású forintkötvények hozamdekompozíciója. Published in: Hitelintézeti Szemle , Vol. 5, No. 11 (December 2012): pp. 462-475.
Moore, Kyle and Sun, Pengei and de Vries, Casper G. and Zhou, Chen (2013): The drivers of downside equity tail risk.
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