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Daneshyari Finance Journas Latest Articles

Finance Research Articles

Value at Risk and Expected Shortfall for large portfolios
Fulltext Access 10 Pages 2011
Corrupt reciprocity - Experimental evidence on a men's game
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Can corporate tax shields explain the long-term borrowing behaviour of Chinese listed firms?
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Robust global stock market interdependencies
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Dynamics of analysts' coverage and the firms' information environment
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Liquidity, analysts, and institutional ownership
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Stock market reaction to dividend announcements: Evidence from the Greek stock market
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Further evidence on purchasing power parity and country characteristics
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An application of a new seasonal unit root test to inflation
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Terrorism and capital markets: The effects of the Madrid and London bomb attacks
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The financial crisis: What is there to learn?
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Emerging market crises and US equity market returns
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Contractor selection problem under extended liability
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Nonparametric estimation and testing of stochastic discount factor
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Prize sharing in collective contests
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The determinants of China's outward foreign direct investment
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The incentive role of creating “cities” in China
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The impact of population aging on income inequality in developing countries: Evidence from rural China
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Democratic participation, fiscal reform and local governance: Empirical evidence on Chinese villages
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Tournaments and managerial incentives in China's listed firms: New evidence
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Wage increases, wage convergence, and the Lewis turning point in China
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Does off-farm employment contribute to agriculture-based environmental pollution? New insights from a village-level analysis in Jiangxi Province, China
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Are China's energy markets cointegrated?
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Managerial compensation
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High-frequency returns, jumps and the mixture of normals hypothesis
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The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Fulltext Access 10 Pages 2011
Econometric analysis of jump-driven stochastic volatility models
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Estimating quadratic variation when quoted prices change by a constant increment
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Do interest rate options contain information about excess returns?
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Control variate method for stationary processes
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Are CEOs expected utility maximizers?
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Mixture models of choice under risk
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Calibrating the wealth effects of decoupled payments: Does decreasing absolute risk aversion matter?
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A new class of asymptotically efficient estimators for moment condition models
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Simple formulas for standard errors that cluster by both firm and time
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Blockholder dispersion and firm value
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Effect of collateral characteristics on bank performance: Evidence from collateralized stocks in Taiwan
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Political instability and inflation in Pakistan
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An empirical study on the hysteresis of currency substitution in Cambodia
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Data revisions in India: Implications for monetary policy
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Repeat migration and remittances: Evidence from Thai migrant workers
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Air cargo transport in APEC: Regulation and effects on merchandise trade
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Measuring operational efficiency of mobile operators in Japan and Korea
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Bankruptcy dynamics in Japan
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Working in old age and health outcomes in Japan
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Politics and the Fed
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Public goods and voting on formal sanction schemes
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The impact of research grant funding on scientific productivity
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Multinationals, tax competition and outside options
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Regional initiatives and the cost of delaying binding climate change agreements
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Fiscal competition for imperfectly-mobile labor and capital: A comparative dynamic analysis
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Optimal fiscal federalism in the presence of tax competition
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Incentive equivalence with fixed migration costs
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Inattention, wealth inequality and equilibrium asset prices
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Managerial horizons in stock financed mergers
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Regional capital mobility in China: 1978-2006
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On the relationship between exchange rates and equity returns: A new approach
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Have domestic or foreign factors driven European external imbalances?
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The impact of trade liberalization on productivity: Evidence from India's formal and informal manufacturing sectors
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When is quality of financial system a source of comparative advantage?
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Does intellectual property rights reform spur industrial development?
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The effect of investor origin on firm performance: Domestic and foreign direct investment in the United States
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Leverage regulation: An agent-based simulation
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Arm's length delegation of public services
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Is crowding out due entirely to fundraising? Evidence from a panel of charities
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No excuses for good behavior: Volunteering and the social environment
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Winning or losing from dynamic bottleneck congestion pricing?: The distributional effects of road pricing with heterogeneity in values of time and schedule delay
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Trends in men's earnings volatility: What does the Panel Study of Income Dynamics show?
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The impact of trading halts on liquidity and price volatility: Evidence from the Australian Stock Exchange
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What drives U.S. immigration policy? Evidence from congressional roll call votes
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Should the government directly intervene in stock market during a crisis?
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The impact of US news on the German stock market—An event study analysis
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The human cost of China's industrial growth
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Why are corrupt countries less successful in consolidating their budgets?
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Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Fulltext Access 11 Pages 2011
Covariance measurement in the presence of non-synchronous trading and market microstructure noise
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Robust tests for heteroskedasticity in the one-way error components model
Fulltext Access 11 Pages 2011
The Hausman test and weak instruments
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Real-time inflation forecast densities from ensemble Phillips curves
Fulltext Access 11 Pages 2011
Warm glow, information, and inefficient charitable giving
Fulltext Access 11 Pages 2011
Eliminating chain drift in price indexes based on scanner data
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Fulltext Access 11 Pages 2011
The empirical relevance of the competitive storage model
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What drives the profitability of Japanese multi-business corporations? A variance components analysis
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Relationship lending and the transmission of monetary policy
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A family of empirical likelihood functions and estimators for the binary response model
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Bayesian inference in a time varying cointegration model
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A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
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Perception and retrospection: The dynamic consistency of responses to survey questions on wellbeing
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Business cycle co-movement: Evidence from the Great Depression
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Did gold-standard adherence reduce sovereign capital costs?
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Measuring welfare: Latent variable models for happiness and capabilities in the presence of unobservable heterogeneity
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Production, hidden action, and the payment system
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The power of information in public services: Evidence from education in Uganda
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Immigration and spending on public education: California, 1970–2000
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Money for nothing? Universal child care and maternal employment
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M-form hierarchy with poorly-diversified divisions: A case of Khrushchev's reform in Soviet Russia
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Corporate income taxation of multinationals in a general equilibrium model
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Redistribution in a model of voting and campaign contributions
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Fuel tax incidence and supply conditions
Fulltext Access 11 Pages 2011
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