RobHayward's finance [153 articles] Export

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	Mandelbrot and the Stable Paretian Hypothesis [My Copy] The Journal of Business, Vol. 36, No. 4. (1963), pp. 420-429. by Eugene F. Fama posted to volatility risk finance econometrics by RobHayward on 2009-10-09 09:29:19 as along with 1 person skheller
	The Adjustment of Stock Prices to New Information [My Copy] International Economic Review, Vol. 10, No. 1. (1969), pp. 1-21. by Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, Richard Roll posted to finance emh econometrics by RobHayward on 2009-10-01 12:47:31 as along with 3 people csbliu ltzehua ChristianRauh
	The Event Study Methodology Since 1969 [My Copy] Review of Quantitative Finance and Accounting, Vol. 11, No. 2. (1 September 1998), pp. 111-137. by John Binder posted to finance econometrics by RobHayward on 2009-10-01 12:41:07 as along with 1 person ChristianRauh
	Measuring abnormal performance Do stocks overreact? [My Copy] Journal of Financial Economics, Vol. 31, No. 2. (April 1992), pp. 235-268. by N. Chopra posted to momentum finance capm beta behaviour by RobHayward on 2009-09-23 10:47:18 as
	Decomposing the U.S. external returns differential☆ [My Copy] Journal of International Economics (23 June 2009) by Stephanie E. Curcuru, Tomas Dvorak, Francis E. Warnock posted to flow finance bop by RobHayward on 2009-09-16 09:57:34 as
	The Pricing of Options and Corporate Liabilities [My Copy] Journal of Political Economy, Vol. 81, No. 3. (1 January 1973), 637. by Fischer Black, Myron Scholes posted to sentiment options option finance by RobHayward on 2009-09-11 09:58:40 as
	Some Anomalous Evidence Regarding Market Efficiency [My Copy] Social Science Research Network Working Paper Series (12 August 2002) by Michael C. Jensen posted to sentiment finance emh by RobHayward on 2009-09-09 11:54:35 as
	The Behavior of Stock-Market Prices [My Copy] The Journal of Business, Vol. 38, No. 1. (1 January 1965), 34. by Eugene F. Fama posted to finance emh by RobHayward on 2009-09-09 11:21:23 as
	Théorie de la spéculation [My Copy] Annales scientifiques de l'École Normale Supérieure, Vol. 3, No. 17. (1900), pp. 21-86. by Louis Bachelier posted to finance emh behaviour by RobHayward on 2009-09-08 10:58:20 as
	The Savings Investment and Valuation of a Corporation [My Copy] The Review of Economics and Statistics, Vol. 44, No. 1. (1962), pp. 37-51. by Myron J. Gordon posted to fcf finance fm by RobHayward on 2009-05-19 12:58:37 as
	On the psychology of prediction [My Copy] Psychological Review, Vol. 80, No. 4. (July 1973), pp. 237-251. by D. Kahneman, A. Tversky posted to behaviour finance by RobHayward on 2009-05-13 14:14:54 as
	Inefficient Markets: An Introduction to Behavioral Finance (Clarendon Lectures in Economics) [My Copy] (09 March 2000) by Andrei Shleifer posted to behaviour bubble finance momentum noise sentiment trading by RobHayward on 2009-05-13 13:45:40 as
	The US dollar shortage in global banking [My Copy] BIS Quarterly Review (March 2009) by Patrick Mcguire, Goetz von Peter posted to bank finance liquidity uip by RobHayward on 2009-04-01 13:42:50 as
	A Survey of Behavioural Finance [My Copy] In Handbook of the Economics of Finance (2003) by Nicholas Barberis, Richard Thaler edited by G. M. Constantinides, M. Harris, R. Stulz posted to behaviour finance by RobHayward on 2009-02-25 15:11:49 as
	Empirical properties of asset returns: stylized facts and statistical issues [My Copy] Quantitative Finance, Vol. 1, No. 2. (2001), pp. 223-236. by R. Cont posted to emh finance nonlinear tails time-series volatility by RobHayward on 2009-01-02 10:16:41 as along with 1 person pjaiprak
	On Democratizing Financial Turmoil: A Minskian Analysis of the Subprime Crisis [My Copy] The Levy Economics Institute of Bard College Working Paper, Vol. 548 (November 2008) by Luisa Fernandez, Fadhel Kaboub, Zdravka Todorova posted to bubble finance inequality by RobHayward on 2008-12-09 06:33:02 as
	Financial Innovation [My Copy] In The Handbook of the Economics of Finance (June 2002) by Peter Tufano edited by George Constantides, Rene Stulz posted to bank finance innovation by RobHayward on 2008-12-08 14:23:55 as
	The Changing Role of The Exchange Rate In A Globalised Economy [My Copy] ECB Occasional Paper 94 (September 2008) by Filippo di Mauro, Rasmus Ruffer, Irina Bunda posted to finance fx globalisation by RobHayward on 2008-09-12 14:27:54 as
	The Performance of Hedge Funds: Risk, Return, and Incentives [My Copy] The Journal of Finance, Vol. 54, No. 3. (1999), pp. 833-874. by Carl Ackermann, Richard Mcenally, David Ravenscraft posted to finance hedge by RobHayward on 2008-09-10 12:35:54 as
	Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005 [My Copy] (February 2008) by Viral V. Acharya, Stephen Schaefer, Yili Zang posted to credit finance microstructure by RobHayward on 2008-08-14 07:56:35 as
	The Limits of Financial Globalisation [My Copy] Journal of Applied Corporate Finance, Vol. 19, No. 1. (2007), pp. 8-15. by Rene M. Stulz posted to finance globalisation by RobHayward on 2008-08-14 07:42:26 as
	The Statistical Properties of Hedge Fund Index Returns and their Implications for Investors [My Copy] Alternative Investment Research Centre Working Papers, No. 0004. (November 2001) by Chris Brooks, Harry M. Kat posted to behaviour finance hedge risk by RobHayward on 2008-08-13 16:13:20 as
	Hedge Funds: Risk and Return [My Copy] Financial Analysts Journal, Vol. 61, No. 6. (November 2005), pp. 80-88. by Burton Malkiel, Atanu Saha posted to finance hedge volatility by RobHayward on 2008-08-12 21:43:06 as
	Investments: A Global Perspective: AND Ibottson Associates Software Workbook [My Copy] (14 June 2002) by Jack C. Francis, Roger G. Ibbotson posted to finance by RobHayward on 2008-08-12 16:28:56 as
	Manias, Panics and Crashes: A History of Financial Crises [My Copy] (10 August 2005) by Charles P. Kindleberger, Robert Z. Aliber posted to behaviour bubble finance by RobHayward on 2008-08-04 17:24:45 as
	Private Equity [My Copy] Journal of Applied Corporate Finance, Vol. 18, No. 3. (2006) by John J. Moon posted to finance fm governance by RobHayward on 2008-08-01 07:38:02 as
	The Broad Yen Carry Trade [My Copy] IMES Discussion Paper, No. E-19. (2007) by Masazumi Hattori, Hyun S. Shin posted to bank finance flow uip by RobHayward on 2008-07-31 11:45:08 as
	Collateralized Debt Obligations and Credit Risk Transfer by [My Copy] Yale ICF Working Paper No 07-06 by Douglas Lucas, Laurie Goodman, Frank Fabozzi posted to credit derivative finance innovation by RobHayward on 2008-07-31 10:48:58 as
	The Promise and Perils of Credit Derivatives [My Copy] U of Penn, Inst for Law & Econ Research, No. 06-22. by David A. Skeel, F. Partnoy posted to credit derivative finance by RobHayward on 2008-07-31 10:46:20 as
	Longer Waves in Financial Relations: Financial Factors in the More Severe Depression II [My Copy] Journal of Economic Issues, Vol. 24, No. 1. (March 1995) by Hyman P. Minsky posted to finance liquidity stops by RobHayward on 2008-07-30 12:00:46 as
	Noise Trader Risk in Financial Markets [My Copy] The Journal of Political Economy, Vol. 98, No. 4. (1990), pp. 703-738. by Bradford J. Delong, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann posted to behaviour emh expectations finance microstructure momentum noise by RobHayward on 2008-07-30 10:54:25 as along with 1 person toomash
	Extending Minsky's Classifications of Fragility to Government and the Open Economy [My Copy] The Levy Economic Institute Working Paper, No. 450. by Randall L. Wray posted to behaviour bubble finance fx open-economy by RobHayward on 2008-07-10 12:46:20 as
	Financial Factors in the Economics of Capitalism [My Copy] Journal of Financial Services Research, Vol. 9 (1995), pp. 197-208. by Hyman P. Minsky posted to behaviour bubble finance by RobHayward on 2008-07-09 13:12:39 as
	The Financial Instability Hypothesis [My Copy] The Jerome Levy Economics Institute Working Paper No. 74 (May 1992) by Hyman P. Minsky posted to behaviour bubble finance by RobHayward on 2008-07-09 13:06:09 as
	Long term trends in the global capital markets [My Copy] The McKinsey Quarterly (February 2008) by Diana Farrell, Christian Folster, Susan Lund posted to finance by RobHayward on 2008-07-09 12:39:45 as
	Market Efficiency, Long-Term Returns, and Behavioural Finance [My Copy] Journal of Financial Economics, Vol. 49 (1998), pp. 283-306. by Eugene F. Fama posted to behaviour emh finance by RobHayward on 2008-07-09 11:39:14 as
	Noise Traders [My Copy] In The New Palgrave: A Dictionary of Economics (2008) by James Dow edited by Steven N. Durlauf, Lawrence E. Blume posted to behaviour finance noise by RobHayward on 2008-07-09 11:31:58 as
	Passive Investment Strategies and Efficient Markets [My Copy] European Financial Management, Vol. 9, No. 1. (2003), pp. 1-10. by Burton G. Malkiel posted to behaviour finance fund index portfolio by RobHayward on 2008-07-09 11:20:06 as
	Simple Technical Trading Rules and the Stochastic Properties of Stock Returns [My Copy] The Journal of Finance, Vol. 47, No. 5. (1992), pp. 1731-1764. by William Brock, Josef Lakonishok, Blake Lebaron posted to emh finance trading by RobHayward on 2008-06-30 12:12:15 as along with 3 people amatos gi0rgi0ne kklo
	The Investor's Paradox: Making Intelligent Decisions Amid More Choices [My Copy] Social Science Research Network Working Paper Series (1 June 2008) by Brandes Institute posted to behaviour finance by RobHayward on 2008-06-29 19:15:12 as
	Do Bears and Bulls Move Across Borders? International Transmission of Stock Returns and Volatility [My Copy] The Review of Financial Studies, Vol. 7, No. 3. (1994), pp. 507-538. by Wen-Ling Lin, Robert F. Engle, Takatoshi Ito posted to capm finance information microstructure by RobHayward on 2008-06-25 08:05:23 as
	Revisiting the home bias puzzle: Downside equity risk [My Copy] Journal of International Money and Finance, Vol. 26, No. 7. (November 2007), pp. 1239-1260. by Rachel A. Campbell, Roman Kräussl posted to capm emh finance risk by RobHayward on 2008-06-23 07:13:55 as
	Market efficiency, long-term returns, and behavioral finance [My Copy] Journal of Financial Economics, Vol. 49, No. 3. (1 September 1998), pp. 283-306. by Eugene F. Fama posted to behaviour emh finance by RobHayward on 2008-04-08 10:01:49 as along with 5 people and 1 group cosy syoyo gabriellgm Westerkamp ChristianRauh EntrepreneurialRisks
	The Structure and Performance of the Money Management Industry [My Copy] by Josef Lakonishok, Andrei Shleifer, Robert W. Vishny, Oliver Hart, George L. Perry posted to agency finance fund by RobHayward on 2008-04-02 09:09:18 as
	Liquidity and correlation risk: A clinical study of the General Motors and Ford downgrade of May 2005 [My Copy] (February 2008) by Viral V. Acharya, Stephen Schaefer, Yili Zhang posted to finance liquidity markets microstructure by RobHayward on 2008-03-16 19:53:17 as
	Is the 2007 U.S. Sub-Prime Financial Crisis so Different? An International Historical Comparison [My Copy] Social Science Research Network Working Paper Series (January 2008) by Carmen M. Reinhart, Kenneth Rogoff posted to bank bubble derivative finance house innovation by RobHayward on 2008-03-12 06:15:16 as
	Up Close and Personal: Investor Sophistocation and the Disposition Effect [My Copy] Management Science, Vol. 52, No. 5. (2006), pp. 726-740. by Ravi Dhar, Ning Zhu posted to behaviour finance by RobHayward on 2008-03-02 19:55:11 as
	Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis. [My Copy] Journal of Finance, Vol. LX, No. 1. (February 2005) by Michael S. Haigh, John List posted to behaviour emh finance trading by RobHayward on 2007-08-17 08:49:25 as
	An Asset Allocation Puzzle [My Copy] The American Economic Review, Vol. 87, No. 1. (1997), pp. 181-191. by Niko Canner, Gregory N. Mankiw, David N. Weil posted to capm emh equity finance by RobHayward on 2007-08-17 08:04:02 as
	Money for Nothing and Checks for Free: Recent Developments in U.S. Subprime Mortgage Markets [My Copy] Working Paper No. 07/188 by John Kiff, Paul S. Mills posted to agency bank finance by RobHayward on 2007-08-08 18:23:12 as

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finance	153
fx	145
behaviour	111
emh	59
bank	44
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bop	38
momentum	38
econometrics	34
microstructure	34
capm	33
fm	32
markets	31
sentiment	28
volatility	28
equity	27
economics	25
risk	25
agency	23
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development	18
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RobHayward's finance [153 articles] Export

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