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Finance Research Articles

Greek market efficiency and its international integration
Fulltext Access 18 Pages 2011
Structural change, productivity growth and industrial transformation in China
Fulltext Access 18 Pages 2011
How does real exchange rate influence labour productivity in China?
Fulltext Access 18 Pages 2011
Has China run out of surplus labour?
Fulltext Access 18 Pages 2011
The impact of parental income on the intra-household distribution of school attainment : A measurement strategy and evidence
Fulltext Access 18 Pages 2011
Labour market rigidities and international risk sharing across OECD countries
Fulltext Access 18 Pages 2011
How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options
Fulltext Access 18 Pages 2011
Time-variation in term premia: International survey-based evidence
Fulltext Access 18 Pages 2011
Finance and consumption volatility: Evidence from India
Fulltext Access 18 Pages 2011
On the determinants of credit rationing: Firm-level evidence from transition countries
Fulltext Access 18 Pages 2011
Monetary autonomy in emerging market economies: The role of foreign reserves
Fulltext Access 18 Pages 2011
Cross-country effects in herding behaviour: Evidence from four south European markets
Fulltext Access 18 Pages 2011
Regionality revisited: An examination of the direction of spread of currency crises
Fulltext Access 18 Pages 2011
Information transmission in informationally linked markets: Evidence from US and Chinese commodity futures markets
Fulltext Access 18 Pages 2011
The optimal currency basket under vertical trade
Fulltext Access 18 Pages 2011
Confidence building on Euro convergence: Evidence from currency options
Fulltext Access 18 Pages 2011
Does the worldwide shift of FDI from manufacturing to services accelerate economic growth? A GMM estimation study
Fulltext Access 18 Pages 2011
Closing large open economy models
Fulltext Access 18 Pages 2011
Why do only some Nasdaq firms switch to the NYSE? Evidence from corporate transactions
Fulltext Access 18 Pages 2011
Trade and unemployment: What do the data say?
Fulltext Access 18 Pages 2011
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Fulltext Access 18 Pages 2011
National estimates of gross employment and job flows from the Quarterly Workforce Indicators with demographic and industry detail
Fulltext Access 18 Pages 2011
How better monetary statistics could have signaled the financial crisis
Fulltext Access 18 Pages 2011
Integrated variance forecasting: Model based vs. reduced form
Fulltext Access 18 Pages 2011
Bias in estimating multivariate and univariate diffusions
Fulltext Access 18 Pages 2011
Instrumental variable methods for recovering continuous linear functionals
Fulltext Access 18 Pages 2011
The Global Financial Crises of 2007-2010 and the future of capitalism
Fulltext Access 18 Pages 2011
Investors' reactions to sharp price changes: Evidence from equity markets of the People's Republic of China
Fulltext Access 18 Pages 2011
Emerging market yield spreads: Domestic, external determinants, and volatility spillovers
Fulltext Access 18 Pages 2011
Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?
Fulltext Access 18 Pages 2011
Optimal fiscal and monetary policies in the face of rare disasters
Fulltext Access 18 Pages 2011
Government debt and optimal monetary and fiscal policy
Fulltext Access 18 Pages 2011
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?
Fulltext Access 18 Pages 2011
Quality heterogeneity and global economic growth
Fulltext Access 18 Pages 2011
Credible redistribution policy and skilled migration
Fulltext Access 18 Pages 2011
The limits of self-governance when cooperators get punished: Experimental evidence from urban and rural Russia
Fulltext Access 18 Pages 2011
Governance, monitoring and foreign investment in Chinese companies
Fulltext Access 18 Pages 2011
The impact of oil price shocks on stock market returns: Comparing GCC countries with the UK and USA
Fulltext Access 18 Pages 2011
Foreign currency borrowing by small firms in the transition economies
Fulltext Access 18 Pages 2011
Are investment and financing anomalies two sides of the same coin?
Fulltext Access 18 Pages 2011
Is unlevered firm volatility asymmetric?
Fulltext Access 18 Pages 2011
Stock market momentum, business conditions, and GARCH option pricing models
Fulltext Access 18 Pages 2011
The index premium and its hidden cost for index funds
Fulltext Access 18 Pages 2011
Corporate bond default risk: A 150-year perspective
Fulltext Access 18 Pages 2011
The fed and the term structure: Addressing simultaneity within a structural VAR model
Fulltext Access 18 Pages 2011
The effect of regulation on optimal corporate pension risk
Fulltext Access 18 Pages 2011
Information aggregation around macroeconomic announcements: Revisions matter
Fulltext Access 18 Pages 2011
The risk appetite of private equity sponsors
Fulltext Access 18 Pages 2011
Jump risk, stock returns, and slope of implied volatility smile
Fulltext Access 18 Pages 2011
Stock option grants to target CEOs during private merger negotiations
Fulltext Access 18 Pages 2011
The market reaction to corporate governance regulation
Fulltext Access 18 Pages 2011
The reaction of stock returns to unexpected increases in the federal funds rate target
Fulltext Access 18 Pages 2011
Do dividend changes signal future earnings?
Fulltext Access 18 Pages 2011
The role of risk management in mergers and merger waves
Fulltext Access 18 Pages 2011
Stock price synchronicity and public firm-specificinformation
Fulltext Access 18 Pages 2011
Corporate financing decisions, managerial market timing, and real investment
Fulltext Access 18 Pages 2011
Are all CEOs above average? An empirical analysis of compensation peer groups and pay design
Fulltext Access 18 Pages 2011
CEO optimism and forced turnover
Fulltext Access 18 Pages 2011
CFOs versus CEOs: Equity incentives and crashes
Fulltext Access 18 Pages 2011
Spot and forward volatility in foreign exchange
Fulltext Access 18 Pages 2011
Bank ownership and executive perquisites: New evidence from an emerging market
Fulltext Access 19 Pages 2011
Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence
Fulltext Access 19 Pages 2011
Securities litigation, withdrawal risk and initial public offerings
Fulltext Access 19 Pages 2011
U.S. takeovers in foreign markets: Do they impact emerging and developed markets differently?
Fulltext Access 19 Pages 2011
Good news, bad news and rating announcements: An empirical investigation
Fulltext Access 19 Pages 2011
Recovering copulas from limited information and an application to asset allocation
Fulltext Access 19 Pages 2011
Who is the more overconfident trader? Individual vs. institutional investors
Fulltext Access 19 Pages 2011
Cultural influences on home bias and international diversification by institutional investors
Fulltext Access 19 Pages 2011
What explains default risk premium during the financial crisis? Evidence from Japan
Fulltext Access 19 Pages 2011
Corporate financial and investment policies when future financing is not frictionless
Fulltext Access 19 Pages 2011
Infinite-dimensional VARs and factor models
Fulltext Access 19 Pages 2011
Nonparametric rank tests for event studies
Fulltext Access 19 Pages 2011
Robustness and inference in nonparametric partial frontier modeling
Fulltext Access 19 Pages 2011
Estimating features of a distribution from binomial data
Fulltext Access 19 Pages 2011
Generalized runs tests for the IID hypothesis
Fulltext Access 19 Pages 2011
The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data
Fulltext Access 19 Pages 2011
Predictability of stock returns and asset allocation under structural breaks
Fulltext Access 19 Pages 2011
Bias corrections for two-step fixed effects panel data estimators
Fulltext Access 19 Pages 2011
The success of bank mergers revisited. An assessment based on a matching strategy
Fulltext Access 19 Pages 2011
Does geography matter? Firm location and corporate payout policy
Fulltext Access 19 Pages 2011
Deviation from the target capital structure and acquisition choices
Fulltext Access 19 Pages 2011
Directors' and officers' liability insurance and acquisition outcomes
Fulltext Access 19 Pages 2011
Research for sale: Determinants and consequences of paid-for analyst research
Fulltext Access 19 Pages 2011
The disparity between long-term and short-term forecasted earnings growth
Fulltext Access 19 Pages 2011
The value of a flow-through entity in an integrated corporate tax system
Fulltext Access 19 Pages 2011
Horizontal acquisitions and buying power: A product market analysis
Fulltext Access 19 Pages 2011
Empty voting and the efficiency of corporate governance
Fulltext Access 19 Pages 2011
Institutional investors and the limits of arbitrage
Fulltext Access 19 Pages 2011
The price of liquidity: The effects of market conditions and bank characteristics
Fulltext Access 19 Pages 2011
Does corporate social responsibility affect the cost of capital?
Fulltext Access 19 Pages 2011
Modelling and forecasting short-term interest rate volatility: A semiparametric approach
Fulltext Access 19 Pages 2011
The persistent effects of a false news shock
Fulltext Access 19 Pages 2011
Cross-border Mergers and Acquisitions in different legal environments
Fulltext Access 19 Pages 2011
Negotiating constitutions for political unions
Fulltext Access 19 Pages 2011
The quality of accounting information in politically connected firms
Fulltext Access 19 Pages 2011
Pension plan accounting estimates and the freezing of defined benefit pension plans
Fulltext Access 19 Pages 2011
Scale effects of R&D as reflected in earnings and returns
Fulltext Access 19 Pages 2011
Isolating the effect of disclosure on information risk
Fulltext Access 19 Pages 2011
The impact of management and board ownership on profitability in banks with different strategies
Fulltext Access 19 Pages 2011
Competition among stock exchanges for equity
Fulltext Access 19 Pages 2011
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