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Artykuły w czasopismach na temat "Capital markets"
Tokmazishvili, Mikheil. "CAPITAL MARKET CHALLENGES AND DEVELOPMENT PREREQUISITES IN GEORGIA". Globalization and Business 4, nr 8 (27.12.2019): 60–67. http://dx.doi.org/10.35945/gb.2019.08.006.
Pełny tekst źródłaGupta, Jyoti. "Capital Markets". Journal of Transnational Management Development 1, nr 1 (13.06.1994): 5–21. http://dx.doi.org/10.1300/j130v01n01_02.
Pełny tekst źródłaBaquero, Juan David Vega, i Miguel Santolino. "Capital flows in integrated capital markets: MILA case". Quantitative Finance and Economics 6, nr 4 (2022): 622–39. http://dx.doi.org/10.3934/qfe.2022027.
Pełny tekst źródłaEvstigneeva, L., i R. Evstigneev. "Metamorphoses of Financial Capital". Voprosy Ekonomiki, nr 8 (20.08.2013): 106–22. http://dx.doi.org/10.32609/0042-8736-2013-8-106-122.
Pełny tekst źródłaCharitou, Andreas, i Marios Panayides. "Market making in international capital markets". International Journal of Managerial Finance 5, nr 1 (20.02.2009): 50–80. http://dx.doi.org/10.1108/17439130910932341.
Pełny tekst źródłaSantosa, Budi. "INTEGRASI PASAR MODAL KAWASAN CINA - ASEAN". Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan 14, nr 1 (1.06.2013): 78. http://dx.doi.org/10.23917/jep.v14i1.162.
Pełny tekst źródłaFowler, David, Michael J. Robinson i Brian F. Smith. "Canadian Capital Markets." Journal of Finance 49, nr 2 (czerwiec 1994): 763. http://dx.doi.org/10.2307/2329178.
Pełny tekst źródłaHostetter, Tyler. "The capital markets". International Journal of Economics and Accounting 6, nr 2 (2015): 168. http://dx.doi.org/10.1504/ijea.2015.069917.
Pełny tekst źródłaBurn, Lachlan. "Capital Markets Union and regulation of the EU’s capital markets". Capital Markets Law Journal 11, nr 3 (lipiec 2016): 352–86. http://dx.doi.org/10.1093/cmlj/kmw011.
Pełny tekst źródłaCallagher, Lisa Jane, Peter Smith i Saskia Ruscoe. "Government roles in venture capital development: a review of current literature". Journal of Entrepreneurship and Public Policy 4, nr 3 (2.11.2015): 367–91. http://dx.doi.org/10.1108/jepp-08-2014-0032.
Pełny tekst źródłaRozprawy doktorskie na temat "Capital markets"
Ohnsorge, Franziska. "Self-selection, labour markets and capital markets". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp05/NQ63648.pdf.
Pełny tekst źródłaRahman, Nafis. "Essays on capital markets". Thesis, University of British Columbia, 2016. http://hdl.handle.net/2429/59049.
Pełny tekst źródłaBusiness, Sauder School of
Accounting, Division of
Graduate
Yu, Wayne Weifeng. "Essays on capital markets". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq23098.pdf.
Pełny tekst źródłaMamaysky, Harry. "Essays in capital markets". Thesis, Massachusetts Institute of Technology, 2000. http://hdl.handle.net/1721.1/9180.
Pełny tekst źródłaIncludes bibliographical references.
The first two chapters of this dissertation study financial asset markets which are not "frictionless." The first chapter focuses on the effects of transaction costs. The second chapter focuses on the interaction between asymmetric information and strategic behavior. The third chapter empirically assesses the informativeness of certain types of price indicators based on technical analysis. In Chapter 1 ( co-authored with Andrew Lo and Jiang Wang) we propose a dynamic equilibrium model of asset pricing and trading volume with heterogeneous investors facing fixed transactions costs. We show that even small fixed costs can give rise to large "notrade" regions for each investor's optimal trading policy and a significant illiquidity discount in asset prices. We perform a calibration exercise to illustrate the empirical relevance of our model for aggregate data. Our model also has implications for the dynamics of order flow, bid/ask spreads, market depth, the allocation of trading costs between buyer and seller, and other aspects of market microstructure, including a square-root power law between trading volume and fixed costs which we confirm using historical US stock market data from 1993 to 1997. Chapter 2 develops an equilibrium model of a dynamic asymmetric information economy. The model is solved under two circumstances: where the informed and uninformed sectors are both competitive, and where the informed sector is competitive and the uninformed sector consists of a single, strategic agent. The strategic uninformed agent, when facing the same signals as the uninformed competitive sector, manages to extract different information abo~t the state of the economy. I find that expected returns, return variability, and unexpected trading volume differ between the competitive and the strategic economies. Furthermore, this difference depends on the degree of informational asymmetry between the two sectors. In the strategic economy, less surplus is lost due to informational arbitrage by the informed sector. Interestingly, the presence of asymmetric information allows even the competitive uninformed agents to gain surplus from allocational trade. Finally, I examine the incentives of agents to become better informed, and find that sometimes both competitive and strategic agents are better off under worse information. Technical analysis, also known as "charting," has been a part of financial practice for many decades, but this discipline has not received the same level of academic scrutiny and acceptance as more traditional approaches such as fundamental analysis. One of the main obstacles is the highly subjective nature of technical analysis-the presence of geometric shapes in historical price charts is often in the eyes of the, beholder. In Chapter 3 ( co-authored with Andrew Lo and Jiang Wang), we propose a systematic and automatic approach to technical pattern recognition using nonparametric kernel regression, and apply this method to a large number of U.S. stocks from 1962 to 1996 to evaluate the effectiveness of technical analysis. By comparing the unconditional empirical distribution of daily stock returns to the conditional distribution-conditioned on specific technical indicators such as head-and shoulders or double-bottoms-we find that over the 31-year sample period, several technical indicators do provide incremental information and may have some practical value.
by Harry Mamaysky.
Ph.D.
Papanikolaou, Dimitris Ph D. Massachusetts Institute of Technology. "Essays in capital markets". Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/42335.
Pełny tekst źródłaIncludes bibliographical references (p. 153-161).
In the first chapter, I provide evidence that investment-specific technological change is a source of systematic risk. In contrast to neutral productivity shocks, the economy needs to invest to realize the benefits of innovations in investment technology. A positive shock to investment technology is followed by a reallocation of resources from consumption to investment, leading to a negative price of risk. A portfolio of stocks that produce investment goods minus stocks that produce consumption goods (IMC) proxies for the shock and is a priced risk factor. The value of assets in place minus growth opportunities falls after positive shocks to investment technology, which suggests an explanation for the value puzzle. I formalize these insights in a dynamic general equilibrium model with two sectors of production. The model's implications are supported by the data. The IMC portfolio earns a negative premium, predicts investment and consumption in a manner consistent with the theory, and helps price the value cross section. In the second chapter, based on joint work with Igor Makarov, we use heteroscedasticity of stock returns as an identification tool to isolate four robust factors in the U.S. industry returns. The first factor can be viewed as a proxy for economy wide demand shocks. The second factor is a portfolio of stocks producing investment goods minus stocks producing consumption goods (IMC). The third factor differentiates between cyclical vs. non-cyclical stocks. Finally, the fourth factor is consistent with a proxy for shocks to input good prices. The extracted factors are shown to be important in explaining the cross-section of expected returns. Unlike the CAPM or the Fama and French three factor model, they successfully price the cross-section of 48 industry portfolios and do a good job at explaining the 25 Fama and French size and book-to-market portfolios.
(cont.) The fourth ("input") factor is found to be a robust predictor of the value-weighted market portfolio. In the third chapter, based on joint work with Jiro Kondo, we propose a new foundation for the limits to arbitrage based on financial relationships between arbitrageurs and banks. Financially constrained arbitrageurs may choose to seek additional financing from banks who can understand their strategies. However, a hold-up problem arises because banks cannot commit to provide capital and have the financial technology to profit from the strategies themselves. Wary of this, arbitrageurs will choose to stay constrained and limit their correction of mispricing unless banks have sufficient reputational capital. Using the framework of stochastic repeated games, we show that this form of limited arbitrage arises when mispricing is largest and becomes more substantial as the degree of competition between banks intensifies and arbitrageur wealth increases.
by Dimitris Papanikolaou.
Ph.D.
Makarov, Igor 1976. "Essays in capital markets". Thesis, Massachusetts Institute of Technology, 2006. http://hdl.handle.net/1721.1/36288.
Pełny tekst źródłaIncludes bibliographical references.
This thesis consists of three essays in capital markets. The first essay presents a dynamic asset pricing model with heterogeneously informed agents. Unlike previous research, the general case where differential information leads to the problem of "forecasting the forecasts of others" and to non-trivial dynamics of higher order expectations is studied. In particular, it is proved that the model does not admit a finite number of state variables. A comparison of equilibria characterized by identical fundamentals but different information structure shows that the distribution of information has substantial impact on equilibrium prices and returns. In the second essay we explore several sources of serial correlation in returns of hedge funds and other alternative investments. We show that the most likely explanation is illiquidity exposure, i.e., investments in securities that are not actively traded and for which market prices are not always readily available. For portfolios of illiquid securities, reported returns will tend to be smoother than true economic returns, which will understate volatility and increase risk-adjusted performance measures such as the Sharpe ratio. We propose an econometric model of illiquidity exposure and develop estimators for the smoothing profile as well as a smoothing-adjusted Sharpe ratio.
(cont.) For a sample of 908 hedge funds drawn from the TASS database, we show that our estimated smoothing coefficients vary considerably across hedge-fund style categories and may be a useful proxy for quantifying illiquidity exposure. In the third essay our objective is to study analytically the effect of borrowing constraints on asset returns. We explicitly characterize the equilibrium for an exchange economy with two agents who differ in their risk aversion and are prohibited from borrowing. In a representative-agenlt economly with CR.RA preferences, the Sharpe ratio of equity returns and the risk-free rate are linked by the risk aversion parameter. We show that allowing for preference hetterogeneity an(l imposing borrowing constraints breaks this link. We find that anll economy with borrowing constraints exhibits simultaneously a relatively high Sharpe ratio of stock returns and a relatively low risk-free interest rate, compared to both representative-agent and unconstrained heterogeneous-agent economies.
by Igor Makarov.
Ph.D.
Chan, Wesley S. (Wesley Sherwin) 1974. "Essays in capital markets". Thesis, Massachusetts Institute of Technology, 2002. http://hdl.handle.net/1721.1/28248.
Pełny tekst źródłaIncludes bibliographical references (p. 136-141).
(cont.) Slow information diffusion can cause return momentum. Institutions are thought to be more informed than individuals, and should eliminate return predictability. However, higher institutional ownership is associated with more momentum. Therefore, institutions either herd on returns or can have information before individuals. I find evidence of the latter. However, the effects are economically small, suggesting that aggregate data obscures differences between institutions. I divide institutions by trading aggressiveness. Aggressive institutions are more responsive to recent returns, and a strategy mimicking their trades generates even better performance. This confirms that some investors are more informed than others, but do not eliminate return predictability.
This thesis consists of three chapters, each about a separate aspect of how investors respond to information in equity markets. The first chapter concerns news and stock returns. Using a comprehensive database of headlines about individual companies, I examine monthly returns following public news. I compare them to stocks with similar returns, but no identifiable public news. There is a difference between the two sets. I find strong drift after bad news. Investors seem to react slowly to this information. I also find reversal after extreme price movements unaccompanied by public news. The separate patterns appear even after adjustments for risk exposure and other effects. They are, however, mainly seen in smaller, more illiquid stocks. These findings support some integrated theories of investor over- and underreaction. The second chapter is joint work with Richard Frankel and S. P. Kothari. Models based on psychology can explain momentum and reversal in stock returns, but may be overfitted to data. We examine a typical basis for these models, representativeness, in which individuals predict the future based on how closely past outcomes fit certain categories. We use accounting performance to mimic possible investor-defined categories for firm performance. We test the idea that investors predictably bias their expectations about future operations by using these categories. We find little evidence that the sequence or trend of past accounting performance is related to future returns, and is therefore unlikely to bias investor expectations. The third chapter concerns how informational advantage differs between institutional investors.
by Wesley S. Chan.
Ph.D.
Sodini, Paolo 1968. "Essays in capital markets". Thesis, Massachusetts Institute of Technology, 2001. http://hdl.handle.net/1721.1/35489.
Pełny tekst źródłaIncludes bibliographical references.
The thesis is composed of three chapters. The first chapter proposes that financial innovation induces endogenous changes in the composition of market participants, which can both increase the interest rate and reduce the risk premia earned on pre-existing assets. We consider an exchange economy with endogenous participation. Competitive investors can freely borrow and lend, but must pay a fixed entry cost to invest in risky assets. Security prices and the participation structure are jointly determined in equilibrium. We show existence and constrained optimality of equilibrium under general conditions, and then specialize to a CARA-normal framework with finitely many risk factors. The model reconciles a number of features that have characterized financial markets in the past three decades: substantial financial innovation; a sharp increase in investor participation; improved risk management practices; an increase in interest rates; and a reduction in the risk premium. In the second chapter, we study the effect of margin constraints on volatility and welfare in an intertemporal financial economy. We find that margin requirements do not necessarily reduce market volatility and can generate non-monotonic redistributive effects. The setup allows for full flexibility in setting margin requirements and is well suited to address regulatory issues. We study in detail two types of margin rules. The uniform rule, in which margin constraints are constant over time and states, and the practitioners' rule of tightening margin constraints in bear markets and relaxing them in bull market.
(cont.) The results are compared with the first best rule in which margin requirements are chosen just to prevent default. In the third chapter, we consider a framework with mean-variance investors that face margin and no short-selling constraints and can default on their pre-existing leveraged positions. Margin calls and portfolio rebalancing create spillover-contagion effects across markets. A negative shock in one specific asset can reduce prices of even uncorrelated assets with unchanged fundamentals. We test this result across different forms of margin contracts typically used in practice. Margin constraints can also generate a self-reinforcing mechanism that amplifies price movements and create discontinuity in the price schedule.
by Paolo Sodini.
Ph.D.
Kogan, Leonid 1974. "Essays in capital markets". Thesis, Massachusetts Institute of Technology, 1999. http://hdl.handle.net/1721.1/28212.
Pełny tekst źródłaIncludes bibliographical references (p. 231-237).
This thesis consists of three essays in capital markets. In the first essay, given a European derivative security with an arbitrary payoff function and a corresponding set of underlying securities on which the derivative security is based, we solve the optimal-replication problem: find a self-financing dynamic portfolio strategy-involving only the underlying securities-that most closely approximates the payoff function at maturity. By applying stochastic dynamic programming to the minimization of a mean-squared- error loss function under Markov state-dynamics, we derive recursive expressions for the optimal-replication strategy that are readily implemented in practice. The approximation error or ... of the optimal-replication strategy is also given recursively and may be used to quantify the "degree" of market incompleteness. To investigate the practical significance of these c-arbitrage strategies, we consider several numerical examples including path-dependent options and options on assets with stochastic volatility and jumps. In the second essay we study the tracking error, resulting from the discrete-time application of continuous-time delta-hedging procedures for European options. We characterize the asymptotic distribution of the tracking error as the number of discrete time periods increases, and its joint distribution with other assets. We introduce the notion of temporal granularity of the continuous time stochastic model that enables us to characterize the degree to which discrete time approximations of continuous time models track the payoff of the option. We derive closed form expressions for the granularity for a put or call option on a stock that follows a geometric Brownian motion and a mean-reverting process. These expressions offer insight into the tracking error involved in applying continuous-time delta hedging in discrete time. We also introduce alternative measures of the tracking error and analyze their properties. The third essay presents a general equilibrium model of financial asset prices with irreversible real investment. The focus is on the effects of the irreversibility of real investment on financial asset prices. The model shows how this irreversibility leads to time variation in volatility and systematic risk of stock returns. Changes in these variables are driven by real economic activity, in particular, by firms' investment decisions. Thus, systematic risk of stock returns and their volatility are affected by economy-wide and industry-specific shocks. Firm-specific variables, particularly market-to-book ratios, are linked to real activity and contain information about the dynamic behavior of stock returns. The model of this paper also provides a framework for analyzing futures prices. A comparison between the economy with irreversible investment and an identical economy without the irreversibility shows that all of these results should be attributed to the irreversibility of real investment.
by Leonid Kogan.
Ph.D.
Schmidt, David E. "Capital markets and the market structure of foreign investments". Thesis, Aston University, 2010. http://publications.aston.ac.uk/15787/.
Pełny tekst źródłaKsiążki na temat "Capital markets"
Foley, Bernard J. Capital Markets. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21426-6.
Pełny tekst źródłaCapital markets. New York: St. Martin's Press, 1991.
Znajdź pełny tekst źródłaCapital markets. Basingstoke: Macmillan, 1991.
Znajdź pełny tekst źródła1942-, Stapleton Richard C., red. European capital markets. Amsterdam: Elsevier, 1992.
Znajdź pełny tekst źródłaSeifert, Werner G., Ann-Kristin Achleitner, Frank Mattern, Clara C. Streit i Hans-Joachim Voth. European Capital Markets. London: Palgrave Macmillan UK, 2000. http://dx.doi.org/10.1057/9780230287068.
Pełny tekst źródłaAlam, Nafis, i Syed Aun R. Rizvi, red. Islamic Capital Markets. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33991-7.
Pełny tekst źródłaBacha, Obiyathulla Ismath, i Abbas Mirakhor, red. Islamic Capital Markets. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118465158.
Pełny tekst źródłaHassan, M. Kabir, i Michael Mahlknecht, red. Islamic Capital Markets. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119206040.
Pełny tekst źródłaKrichene, Noureddine, red. Islamic Capital Markets. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119199106.
Pełny tekst źródłaSlee, Robert T., red. Private Capital Markets. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119200932.
Pełny tekst źródłaCzęści książek na temat "Capital markets"
Foley, Bernard J. "Regulating Markets". W Capital Markets, 196–212. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21426-6_8.
Pełny tekst źródłaAchleitner, Ann-Kristin. "Capital Markets". W Handbuch Investment Banking, 473–583. Wiesbaden: Gabler Verlag, 2002. http://dx.doi.org/10.1007/978-3-663-10259-5_8.
Pełny tekst źródłaAchleitner, Ann-Kristin. "Capital Markets". W Handbuch Investment Banking, 373–473. Wiesbaden: Gabler Verlag, 1999. http://dx.doi.org/10.1007/978-3-322-99636-7_7.
Pełny tekst źródłaOrr, Bill. "Capital Markets". W The Global Economy in the 90s, 187–93. London: Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-13009-2_9.
Pełny tekst źródłaFoley, Bernard J. "Introduction". W Capital Markets, 1–5. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21426-6_1.
Pełny tekst źródłaFoley, Bernard J. "The Role and Function of Capital Markets". W Capital Markets, 6–26. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21426-6_2.
Pełny tekst źródłaFoley, Bernard J. "Equities and Equity Markets". W Capital Markets, 27–74. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21426-6_3.
Pełny tekst źródłaFoley, Bernard J. "Bonds and Bond Markets". W Capital Markets, 75–113. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21426-6_4.
Pełny tekst źródłaFoley, Bernard J. "International Bond Markets". W Capital Markets, 114–43. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21426-6_5.
Pełny tekst źródłaFoley, Bernard J. "Markets for Derivatives". W Capital Markets, 144–73. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21426-6_6.
Pełny tekst źródłaStreszczenia konferencji na temat "Capital markets"
Nazaruk, Alex, i Michael Rauchman. "Big data in capital markets". W the 2013 international conference. New York, New York, USA: ACM Press, 2013. http://dx.doi.org/10.1145/2463676.2486082.
Pełny tekst źródłaKoshiyama, Adriano, Nick Firoozye i Philip Treleaven. "Algorithms in future capital markets". W ICAIF '20: ACM International Conference on AI in Finance. New York, NY, USA: ACM, 2020. http://dx.doi.org/10.1145/3383455.3422539.
Pełny tekst źródłaKarkashadze, Nargiza, Tinatin Gugeshashavili i Shura Ukleba. "Human Capital and Its Role in Modern Business". W Human Capital, Institutions, Economic Growth. Kutaisi University, 2023. http://dx.doi.org/10.52244/c.2023.11.25.
Pełny tekst źródłaMansour, Lăcrămioara, Elena Cerasela Spătariu i Cristina Elena Georgescu. "XBRL Standards – Mean of Improving Capital Market Information Process". W 9th BASIQ International Conference on New Trends in Sustainable Business and Consumption. Editura ASE, 2023. http://dx.doi.org/10.24818/basiq/2023/09/039.
Pełny tekst źródłaÖrnek, İbrahim, Selen Utlu i Mustafa Baylan. "The Feldstein–Horioka Puzzle in Balkan Countries: A Panel Co-integration Analysis". W International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.00894.
Pełny tekst źródłaEskin, İlknur. "Ethical Violations: Insider Trading And Market Fraud In The Turkish Capital Markets". W 17th International Strategic Management Conference. European Publisher, 2022. http://dx.doi.org/10.15405/epsbs.2022.12.02.3.
Pełny tekst źródłaDias, Rui, Nicole Horta, Mariana Chambino, Paulo Alexandre i Paula Heliodoro. "A Multiple Fluctuations and Detrending Analysis of Financial Market Efficiency: Comparison of Central and Eastern European Stock Indexes". W Eighth International Scientific-Business Conference LIMEN Leadership, Innovation, Management and Economics: Integrated Politics of Research. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/limen.2022.11.
Pełny tekst źródłaRevez, Catarina, Rui Dias, Nicole Horta, Paula Heliodoro i Paulo Alexandre. "Capital Market Efficiency in Asia: An Empirical Analysis". W 6th International Scientific Conference – EMAN 2022 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eman.s.p.2022.49.
Pełny tekst źródłaDias, Rui, Hortense Santos, Paulo Alexandre, Paula Heliodoro i Cristina Vasco. "RANDOM WALKS AND MARKET EFFICIENCY TESTS: EVIDENCE FOR US AND AFRICAN CAPITAL MARKETS". W 5th International Scientific Conference – EMAN 2021 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eman.s.p.2021.17.
Pełny tekst źródła"UNLISTED PROPERTY FUNDS: SUPPLYING CAPITAL TO DEVELOPING MARKETS?" W 15th Annual European Real Estate Society Conference: ERES Conference 2008. ERES, 2008. http://dx.doi.org/10.15396/eres2008_106.
Pełny tekst źródłaRaporty organizacyjne na temat "Capital markets"
Obstfeld, Maurice, i Alan Taylor. Globalization and Capital Markets. Cambridge, MA: National Bureau of Economic Research, marzec 2002. http://dx.doi.org/10.3386/w8846.
Pełny tekst źródłaGertner, Robert, David Scharfstein i Jeremy Stein. Internal versus External Capital Markets. Cambridge, MA: National Bureau of Economic Research, czerwiec 1994. http://dx.doi.org/10.3386/w4776.
Pełny tekst źródłaCollins, William, i Jeffrey Williamson. Capital Goods Prices, Global Capital Markets and Accumulation, 1870-1950. Cambridge, MA: National Bureau of Economic Research, luty 1999. http://dx.doi.org/10.3386/h0116.
Pełny tekst źródłaCollins, William, i Jeffrey Williamson. Capital Goods Prices, Global Capital Markets and Accumulation: 1870-1950. Cambridge, MA: National Bureau of Economic Research, maj 1999. http://dx.doi.org/10.3386/w7145.
Pełny tekst źródłaHenderson, Brian, Narasimhan Jegadeesh i Michael Weisbach. World Markets for Raising New Capital. Cambridge, MA: National Bureau of Economic Research, styczeń 2004. http://dx.doi.org/10.3386/w10225.
Pełny tekst źródłaAizenman, Joshua. Capital Markets Integration, Volatility and Persistence. Cambridge, MA: National Bureau of Economic Research, sierpień 1995. http://dx.doi.org/10.3386/w5241.
Pełny tekst źródłaSchlingemann, Frederik, Rene Stulz i Ralph Walkling. Corporate Focusing and Internal Capital Markets. Cambridge, MA: National Bureau of Economic Research, czerwiec 1999. http://dx.doi.org/10.3386/w7175.
Pełny tekst źródłaDavid, Joel, Espen Henriksen i Ina Simonovska. The Risky Capital of Emerging Markets. Cambridge, MA: National Bureau of Economic Research, grudzień 2014. http://dx.doi.org/10.3386/w20769.
Pełny tekst źródłaDesai, Mihir, C. Fritz Foley i James Hines. A Multinational Perspective on Capital Structure Choice and Internal Capital Markets. Cambridge, MA: National Bureau of Economic Research, maj 2003. http://dx.doi.org/10.3386/w9715.
Pełny tekst źródłaEvans, Daniel, Margaret Moten, Csilla Szabo i Brian Macdonald. Social Network Analysis in Frontier Capital Markets. Fort Belvoir, VA: Defense Technical Information Center, czerwiec 2012. http://dx.doi.org/10.21236/ada565112.
Pełny tekst źródła