2010

Andonov, A., Bardong F., and Lehnert T. (2010). TIPS, inflation expectations and the financial crisis, Financial Analysts Journal 66, 27-39.

Baur, D. G. and McDermott, T. K. (2010). Is gold a safe haven? International evidence. Journal of Banking and Finance 34, 1886-1898.

Baur, D. G. & Lucey, B. M. (2010). Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold.Financial Review 45, 217-229.

Beugelsdijk, S. and B. Frijns (2010). A cultural explanation of the foreign bias in international asset allocation. Journal of Banking and Finance 34, 2121-2131.

Beugelsdijk, S. and R. Zwinkels (2010). Gravity equations; workhorse or Trojan horse in explaining trade and FDI patterns across time and space?International Business Review 19, 102 - 115.

De Jong, E., W. Verschoor and R. Zwinkels (2010). Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS. Journal of International Money and Finance 29, 1652-1669.

Frijns, B., T. Lehnert and R. Zwinkels (2010). Behavioral heterogeneity in the option market. Journal of Economic Dynamics and Control 34, 2273-2287.

Frijns, B., A. Gilbert and A. Tourani-Rad (2010). Price discovery, cross-listings and exchange rates: Evidence from Australia and New Zealand. Journal of Banking and Finance 34, 498-508.

Frijns, B., C. Tallau and A. Tourani-Rad (2010), The information content of implied volatility: Evidence from Australia. Journal of Futures Markets 30, 134-155.

Gupta, K., Locke, S. and Scrimgeour, F. (2010) International comparison of returns from conventional, industrial and 52-week high momentum strategies.Journal of International Financial Markets, Institutions & Money 20, 423-435.

Liu, M.-H., D. Margaritis, and A. Tourani-Rad (2010). Is there an asymmetry in the response of diesel and petrol prices to crude oil price changes? Evidence from New Zealand. Energy Economics 32, 926-932.

Sun, Q. and W. Tong (2010). Risk and January effect.Journal of Banking and Finance 34, 965-974.

Ter Ellen, S. and R. Zwinkels (2010). Oil price dynamics: A behavioral finance approach with heterogeneous agents. Energy Economics 32, 1427 – 1434.