Notes, Comments and Preliminary results Aug 06 2014 Sami Attaoui and Pierre Six   Hedging demand and the certainty equivalent of wealth   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2013 Sandrine Jacob Leal   Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 23 2013 M. Hossein Partovi   Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 13 2013 Edward W. Sun and Timm Kruse   Economic Modeling for Optimal Trading of Financial Asset in Volatile Market   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 19 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Copula based Dynamic Hedging Strategy with Futures   Abstract  Contact Information  Citation  Full Text  -  Note   May 21 2012 Raphaëlle Bellando   The bias in a standard measure of herding   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 20 2012 Shaheen Seedat and Alexander Zimper   Existence of speculative bubbles when time-horizons are finite   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2010 Dean Fantazzini   Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 04 2010 Kian-ping Lim and Chee-wooi Hooy   The delay of stock price adjustment to information: A country-level analysis   Abstract  Contact Information  Citation  Full Text  -  Note   May 11 2010 Pei Ling Lee , Roy Wye Leong Khong and Suganthi Ramasamy   Characteristics of Firms Going Private in the Malaysian Stock Exchange   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 11 2010 Venus khim-sen Liew , Chin-hong Puah , Chee-keong Choong and Evan Lau   Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 27 2010 Liang Ding and Linh To   The Forward Premium Puzzle Across Maturities   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2010 Yves Jegourel and Samuel Maveyraud   A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 08 2010 Ben m'barek Hassene Jr and Ben romdhane Hager Jr   Financial Crises and Banking Deregulation: the Case of Tunisia   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 13 2010 Frederik Lundtofte   Implied volatility and risk aversion in a simple model with uncertain growth   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 26 2009 Hans Byström   News aggregators, volatility and the stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 16 2009 Jui-Cheng Hung , Ren-Xi Ni and Matthew C. Chang   The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 24 2009 William Wai Him Tsang and Terence Tai Leung Chong   Profitability of the On-Balance Volume Indicator   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result