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Daneshyari Finance Journas Latest Articles

Finance Research Articles

Risk and the January effect
Fulltext Access 10 Pages 2010
The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data
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Are non-risk based capital requirements for insurance companies binding?
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Liquidity skewness
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Index composition changes and the cost of incumbency
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Are price limits really bad for equity markets?
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Short-sale inflow and stock returns: Evidence from Japan
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Auditor reputation and earnings management: International evidence from the banking industry
Fulltext Access 10 Pages 2010
Bank regulation, property prices and early warning systems for banking crises in OECD countries
Fulltext Access 10 Pages 2010
The efficiency of Greek public pension fund portfolios
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Covered interest arbitrage profits: The role of liquidity and credit risk
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World War II events and the Dow Jones industrial index
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Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets
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Economic value in tranching of syndicated loans
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The impact of bank ownership concentration on impaired loans and capital adequacy
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Mutual fund trades and the value of contradictory private information
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Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system
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Informed arbitrage with speculative noise trading
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Probability of information-based trading and the January effect
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EMU and European government bond market integration
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Bank profitability and taxation
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Foreign exchange, fractional cointegration and the implied-realized volatility relation
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Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
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The role of household and business credit in banking crises
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Irish credit unions: Investigating performance determinants and the opportunity cost of regulatory compliance
Fulltext Access 10 Pages 2010
Structural change in the forward discount: Implications for the forward rate unbiasedness hypothesis
Fulltext Access 10 Pages 2010
Efficient estimation of probit models with correlated errors
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Axiomatic properties of geo-logarithmic price indices
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Distribution-free tests for time series models specification
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The construction of empirical credit scoring rules based on maximization principles
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Indirect inference for dynamic panel models
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Wages, welfare benefits and migration
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The Bierens test for certain nonstationary models
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Venture capital funds: Flow-performance relationship and performance persistence
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Information content of options trading volume for future volatility: Evidence from the Taiwan options market
Fulltext Access 10 Pages 2010
International diversification strategies: Revisited from the risk perspective
Fulltext Access 10 Pages 2010
Bayesian semiparametric stochastic volatility modeling
Fulltext Access 11 Pages 2010
Understanding China's grain procurement policy from a perspective of optimization
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Are stronger executive incentives associated with cross-listing? Evidence from China
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The costs and benefits of government control: Evidence from China's collectively-owned enterprises
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Estimating a class of triangular simultaneous equations models without exclusion restrictions
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Intelligible factors for the yield curve
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Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
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Explaining cross-racial differences in teenage labor force participation: Results from a two-sided matching model
Fulltext Access 11 Pages 2010
Estimating fixed-effect panel stochastic frontier models by model transformation
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Testing semiparametric conditional moment restrictions using conditional martingale transforms
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Likelihood based testing for no fractional cointegration
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The dynamic invariant multinomial probit model: Identification, pretesting and estimation
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A primal Divisia technical change index based on the output distance function
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Comparing IV with structural models: What simple IV can and cannot identify
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Prejudice and gender differentials in the US labor market in the last twenty years
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The quality of innovation and the extent of the market
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Early decision and financial aid competition among need-blind colleges and universities
Fulltext Access 11 Pages 2010
Endogenous nominal rigidities and monetary policy
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Inference in models with adaptive learning
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The Squam Lake Report: Fifteen economists in search of financial reform
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Unemployment as excess supply of labor: Implications for wage and price inflation
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Information, heterogeneity and market incompleteness
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Perfectly competitive bilateral exchange without discounting
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Liquidity, redistribution, and the welfare cost of inflation
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The long-run relationship between stock prices and goods prices: New evidence from panel cointegration
Fulltext Access 11 Pages 2010
The size of banking crises in credible fixed exchange rate regimes
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The determinants of international investment and attention allocation: Using internet search query data
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Hedging price volatility using fast transport
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New evidence on taxes and portfolio choice
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Why do most countries set high tax rates on capital?
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Market imperfections, wealth inequality, and the distribution of trade gains
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A new perspective on “the new rule”of the current account
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Decomposing the U.S. external returns differential
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Offshoring and unemployment: The role of search frictions labor mobility
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Third-country effects on the formation of free trade agreements
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How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange
Fulltext Access 11 Pages 2010
Who is afraid of political risk? Multinational firms and their choice of capital structure
Fulltext Access 11 Pages 2010
Liquidity and valuation in an uncertain world
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Modeling the dynamics of inflation compensation
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Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model
Fulltext Access 11 Pages 2010
Asset values and the sustainability of peace prospects
Fulltext Access 11 Pages 2010
Parent-child co-residence and bequest motives in China
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Efficiency tests of foreign exchange markets for four Asian Countries
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Fundamental indexing around the world
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Differences in individual NYSE specialists' performances and strategies
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Adverse selection and reputation in a world of cheap talk
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Value investing anomalies in the European stock market: Multiple Value, Consistent Earner, and Recognized Value
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Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study
Fulltext Access 11 Pages 2010
Consumption asset pricing and the term structure
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The bank lending channel of monetary transmission in Brazil: A VECM approach
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Analysis of the probability of deletion of S&P 500 companies: Survival analysis and neural networks approach
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Do managers make takeover financing decisions that circumvent more effective outside blockholders?
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An updated ranking of the economic research institutions in China (2000-2009)
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The role of health insurance in labor supply decisions of divorced females
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What do bank acquirers value in non-public bank mergers and acquisitions?
Fulltext Access 11 Pages 2010
Herding and the role of foreign institutions in emerging equity markets
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Mean reversion in US and international short rates
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A simple model of service offshoring with time zone differences
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Optimal income tax under the threat of migration by top-income earners
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Changing the way the elderly live: Evidence from the home health care market in the United States
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A glimpse through the veil of ignorance: Equality of opportunity and support for redistribution
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Public versus private ownership: Quantity contracts and the allocation of investment tasks
Fulltext Access 11 Pages 2010
Regulating misinformation
Fulltext Access 11 Pages 2010
Stuck in the middle: Impacts of grade configuration in public schools
Fulltext Access 11 Pages 2010
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