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Finance Research Articles

Commodity betas with mean reverting output prices
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Optimal strike prices of stock options for effort-averse executives
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Monetary policy transparency and pass-through of retail interest rates
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The evolution of the January effect
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Optimal pension insurance design
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Bank efficiency and foreign ownership: Do good institutions matter?
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Common liquidity shocks and market collapse: Lessons from the market for perps
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Comparing the performance of market-based and accounting-based bankruptcy prediction models
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Offsetting the implicit incentives: Benefits of benchmarking in money management
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Diversification and ownership concentration
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Interest rate clustering in UK financial services markets
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Forecasting foreign exchange rates using idiosyncratic volatility
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Preferred habitat for liquidity in international short-term interest rates
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Implicit recourse and credit card securitizations: What do fraud losses reveal?
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Unraveling the complex interrelationships between exchange rates and fundamentals
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Optimal portfolios when volatility can jump
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Monetary policy news and exchange rate responses: Do only surprises matter?
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Bank shareholding and lending: Complementarity or substitution? Some evidence from a panel of large Italian firms
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A comparison of trading and non-trading mechanisms for price discovery
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An econometric analysis of emission allowance prices
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The role of no-arbitrage on forecasting: Lessons from a parametric term structure model
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Bank concentration and financial constraints on firm-level investment in Europe
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A first-passage-time model under regime-switching market environment
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Efficient forecast tests for conditional policy forecasts
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Sparse estimators and the oracle property, or the return of Hodges' estimator
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Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients
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Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
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Patient enrollment in medical trials: Selection bias in a randomized experiment
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A joint serial correlation test for linear panel data models
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Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
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Nonparametric estimation of conditional VaR and expected shortfall
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Demand and supply estimation biases due to omission of durability
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Estimation of Markov regime-switching regression models with endogenous switching
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Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
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Robust optimization of conditional value at risk and portfolio selection
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Stakeholders and the composition of the voting rights of the board of directors
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Seasoned equity offerings: What firms say, do, and how the market reacts
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Accurate minimum capital risk requirements: A comparison of several approaches
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Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
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The determinants of the voting premium in Italy: The evidence from 1974 to 2003
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Rating agencies and the role of rating publication rights
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Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
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The dynamics of quote adjustments
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The expansion of services in European banking: Implications for loan pricing and interest margins
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Insurance market mechanisms and government interventions
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Competing in taxes and investment under fiscal equalization
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Changing success and failure factors in business negotiations with the PRC
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International new ventures: The cross-border nexus of individuals and opportunities
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Understanding the Sarbanes-Oxley Act—A valued added approach for public interest
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The impact of economic factors and acquisition reforms on the cost of defense weapon systems
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Macroeconomic cycles and the stock market's reaction to monetary policy
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Income distribution trends in Brazil and China: Evaluating absolute and relative economic growth
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Competition and circulation of economic elites: Theory and application to the case of Peru
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Neo-liberalism and market concentration in Brazil: The emergence of a contradiction?
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Do demand curves for stocks slope down?: Evidence from aggregate data
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The intergenerational transmission of generosity
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Who merits financial aid?: Massachusetts' Adams Scholarship
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Can economic liberalization and improved governance alter the defense–growth trade-off?
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An experimental test of warm glow giving
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Forecasting gold price changes: Rolling and recursive neural network models
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Volatile and persistent real exchange rates with or without sticky prices
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The speed of euro adoption
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Some pitfalls in testing the law of one price in commodity markets
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Further evidence on the rationality of interest rate expectations
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On the conservation of distance in international trade
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Sovereign default, interest rates and political uncertainty in emerging markets
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International spillovers and absorptive capacity: A cross-country cross-sector analysis based on patents and citations
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Asset pricing models with errors-in-variables
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HRM practices affecting extrinsic and intrinsic motivation of knowledge receivers and their effect on intra-MNC knowledge transfer
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Corporate governance in banking: The role of the board of directors
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Long term spread option valuation and hedging
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Foreign ownership, technological capabilities and clothing exports in Sri Lanka
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Option pricing in a Garch model with tempered stable innovations
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On the predictive power of the surplus consumption ratio
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When did unsystematic monetary policy have an effect on inflation?
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Restoring monotone power in the CUSUM test
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Sensitivity of propensity score methods to the specifications
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Panel data, cointegration, causality and Wagner's law: Empirical evidence from Chinese provinces
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The bilateral real exchange rates and trade between China and the U.S.
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The contribution of intercultural management to the success of international mergers and acquisitions: An analysis of the EADS group
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Further evidence on the efficiency of the Chinese stock markets: A note
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Efficiency of governance mechanisms in China's distribution channels
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Korea's multinationals in a regional world
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Religious freedom, religious diversity, and Japanese foreign direct investment
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Internationalization and performance of small- and medium-sized enterprises
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Knowledge capital and spillover on regional economic growth: Evidence from China
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Do fragmented landholdings have higher production costs? Evidence from rice farmers in Northeastern Jiangxi province, P.R. China
Fulltext Access 12 Pages 2008
The long-run cost of job loss as measured by consumption changes
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Partial identification and testable restrictions in multi-unit auctions
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High dimensional covariance matrix estimation using a factor model
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
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Econometric estimation in long-range dependent volatility models: Theory and practice
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Nonlinear models for strongly dependent processes with financial applications
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Correlation testing in time series, spatial and cross-sectional data
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Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints
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An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
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An empirical test of the environmental Kuznets curve in China: A panel cointegration approach
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Bureaucratic integration and regional specialization in China
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Quality control for structural credit risk models
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The role of clustering in rural industrialization: A case study of the footwear industry in Wenzhou
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