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John, Tatom (2009): U.S. Monetary Policy and Stock Prices: Should the Fed Attempt to Control Stock Prices?
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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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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.
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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:
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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.
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Li, Minqiang (2014): Analytic Approximation of Finite-Maturity Timer Option Prices.
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.
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Lin, William and Sun, David and Tsai, Shih-Chuan (2010): Searching out of Trading Noise: A Study of Intraday Transactions Cost.
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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
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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.
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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.
MODENA, MATTEO and LINCIANO, NADIA and GENTILE, MONICA and FANCELLO, FRANCESCO (2014): The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets.
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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.
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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
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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 (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 (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.
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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
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Malefaki, Valia (2015): On Flexible Linear Factor Stochastic Volatility Models.
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Mandal, Nivedita and Das, Rituparna (2022): Price Discovery Efficiency and Resilience of Financial Futures - A Case Study of Indian Banking Sector.
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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
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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.
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