1. Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James.
   In: Journal of Financial Economics.
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2. Fire sale risk and expected stock returns. (2023). Kim, Min S ; Aragon, George O.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:149:y:2023:i:3:p:578-609.

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3. Contagious Bank Runs and Committed Liquidity Support. (2022). Ma, Kebin ; Li, Zhao.
   In: Management Science.
   RePEc:inm:ormnsc:v:68:y:2022:i:12:p:9152-9174.

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4. Safe but fragile: Information acquisition, liquidity support and redemption runs. (2022). Pothier, David ; Koenig, Philipp J.
   In: Journal of Financial Intermediation.
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5. The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns. (2022). Karagiorgis, Ariston ; Drakos, Konstantinos.
   In: Journal of International Financial Markets, Institutions and Money.
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6. Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio.
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7. Regime switching dynamics in mutual fund cash holdings, risk, and size threshold effect. (2021). Lee, Joeming.
   In: International Journal of Finance & Economics.
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8. Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data. (2021). von Beschwitz, Bastian ; Schmidt, Daniel ; Lunghi, Sandro.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2021-22.

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9. Bank runs, portfolio choice, and liquidity provision. (2020). Ahnert, Toni ; Elamin, Mahmoud.
   In: Journal of Financial Stability.
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10. Self-fulfilling arbitrages necessitate crash risk. (2020). Kim, Soohun ; Ahn, Dong-Hyun ; Seo, Kyoungwon.
    In: Journal of Financial Markets.
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11. Redemptions and Asset Liquidations in Corporate Bond Funds. (2019). Dotz, Niko ; Weth, Mark Andreas.
    In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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12. Market runs of hedge funds during financial crises. (2019). Ryu, Doojin ; Cho, Hoon ; Sung, Sangwook.
    In: Economics Discussion Papers.
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13. Redemptions and asset liquidations in corporate bond funds. (2019). Weth, Mark ; Dotz, Niko .
    In: Discussion Papers.
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14. Management of Investment Funds Financial Fragility. (2019). Kravchuk, Igor.
    In: Montenegrin Journal of Economics.
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15. Bank Runs, Portfolio Choice, and Liquidity Provision. (2019). Elamin, Mahmoud ; Ahnert, Toni.
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16. Safe but fragile: Information acquisition, sponsor support and shadow bank runs. (2018). Pothier, David ; Konig, Philipp J.
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17. Diversification and Systemic Bank Runs. (2018). Liu, Xue Wen.
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18. Collateral Runs. (2018). Vardoulakis, Alexandros ; Infante, Sebastian.
    In: Finance and Economics Discussion Series.
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19. The Effect of Investment Constraints on Hedge Fund Investor Returns. (2018). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert.
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20. Do institutions behave rationally in distressed markets?. (2017). Sung, Sangwook ; Ryu, Doojin ; Cho, Hoon.
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21. The Creditor Channel of Liquidity Crises. (2017). Liu, Xuewen ; Mello, Antonio S.
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22. Developing macroprudential policy for alternative investment funds. (2017). Weistroffer, Christian ; Levels, Anouk ; de Sousa van Stralen, René ; Chaudron, Raymond ; Vivar, Luis Molestina ; Lambert, Claudia ; van der Veer, Koen.
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23. Strategic Complementarities and Money Market Fund Liquidity Management. (2017). Witmer, Jonathan.
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24. Interfund lending in mutual fund families: Role of internal capital markets. (2016). Agarwal, Vikas ; Zhao, Haibei .
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25. Funding liquidity risk of funds of hedge funds: Evidence from their holdings. (2015). Agarwal, Vikas ; Shi, Zhen ; Aragon, George O.
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26. Interfund lending in mutual fund families: Role of internal capital markets. (2015). Agarwal, Vikas ; Zhao, Haibei .
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27. Hedge funds and discretionary liquidity restrictions. (2015). Aiken, Adam ; Ellis, Jesse A. ; Clifford, Christopher P..
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28. Cash holdings of German open-end equity funds: Does ownership matter?. (2013). Weth, Mark ; Dotz, Niko .
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1. The Rand as a Carry Trade Target: Risk, Returns and Policy Implications. (2011). Hassan, Shakill ; Smith, Sean .
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2. Regulatory reform : integrating paradigms. (2009). Ize, Alain ; de la Torre, Augusto.
   In: Policy Research Working Paper Series.
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3. Knowledge, Preferences and Shocks in Portfolio Analysis. (2009). Steinbacher, Matjaz.
   In: MPRA Paper.
   RePEc:pra:mprapa:13567.

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4. Speculative Attacks: A Laboratory Study in Continuous Time. (2009). Friedman, Daniel ; Cheung, Yin-Wong.
   In: Working Papers.
   RePEc:hkm:wpaper:072009.

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5. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
   In: Papers.
   RePEc:arx:papers:0908.4580.

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6. Caller Number Five and Related Timing Games. (2008). Smith, Lones ; Park, Andreas.
   In: Working Papers.
   RePEc:tor:tecipa:tecipa-317.

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7. Bid-Ask Spreads and Volume:The Role of Trade Timing. (2008). Park, Andreas.
   In: Working Papers.
   RePEc:tor:tecipa:tecipa-309.

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8. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
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9. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
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10. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
    In: NBER Working Papers.
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11. Inexperienced Investors and Bubbles. (2008). Nagel, Stefan ; Greenwood, Robin.
    In: NBER Working Papers.
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12. A leverage-based model of speculative bubbles. (2008). Barlevy, Gadi.
    In: Working Paper Series.
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13. Speculative growth and overreaction to technology shocks. (2008). Lansing, Kevin.
    In: Working Paper Series.
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14. Venture Capital and Innovation: Which is First?. (2008). Ueda, Masako ; Hirukawa, Masayuki.
    In: CEPR Discussion Papers.
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15. Strong Bubbles and Common Expected Bubbles in a Finite Horizon Model. (2008). Zheng, Jie.
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    RePEc:cla:levarc:814577000000000038.

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16. Should Central Banks Burst Bubbles? Some Microeconomic Issues. (2008). Conlon, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000002330.

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17. Speculative Attacks: A Laboratory Study in Continuous Time. (2008). Friedman, Daniel ; Cheung, Yin-Wong.
    In: CESifo Working Paper Series.
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18. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
    In: Cambridge Working Papers in Economics.
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19. Discrete devaluations and multiple equilibria in a first generation model of currency crises. (2007). Broner, Fernando.
    In: Economics Working Papers.
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20. WHY BUBBLE-BURSTING IS UNPREDICTABLE: WELFARE EFFECTS OF ANTI-BUBBLE POLICY WHEN CENTRAL BANKS MAKE MISTAKES. (2007). Kai, Guo ; Conlon, John.
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21. Advisors and Asset Prices: A Model of the Origins of Bubbles. (2007). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
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22. Imperfect Common Knowledge in First-Generation Models of Currency Crises. (2007). Afonso, Gara.
    In: International Journal of Central Banking.
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23. Rational and near-rational bubbles without drift. (2007). Lansing, Kevin.
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24. Emerging markets in financial globalization: striking the right balance for liberalization. (2007). Watanagase, Tarisa .
    In: Proceedings.
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25. Strategic Merger Waves: A Theory of Musical Chairs. (2007). Toxvaerd, Flavio.
    In: CEPR Discussion Papers.
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26. SOBRE BURBUJAS DE PRECIOS DE ACTIVOS, EXPECTATIVAS Y EQUILIBRIOS. (2007). Dapena, Jose.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
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27. Caller Number Five: Timing Games that Morph from One Form to Another. (2006). Smith, Lones ; Park, Andreas.
    In: Cowles Foundation Discussion Papers.
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28. Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises. (2006). Broner, Fernando.
    In: CEPR Discussion Papers.
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29. Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics. (2006). Zampolli, Fabrizio.
    In: Bank of England working papers.
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30. Should Central Banks Burst Bubbles?. (2005). Conlon, John.
    In: Game Theory and Information.
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31. Technological innovation and market turbulence: the dot-com experience. (2005). Wang, Zhu.
    In: Payments System Research Working Paper.
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32. Asset Price Dynamics When Traders Care About Reputation. (2005). Prat, Andrea ; Dasgupta, Amil .
    In: CEPR Discussion Papers.
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33. Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing. (2005). Prat, Andrea ; Dasgupta, Amil .
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34. Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; Dieci, Roberto ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
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35. Riding the South Sea bubble. (2004). Voth, Hans-Joachim ; Tenim, Peter.
    In: Economics Working Papers.
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36. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: NBER Working Papers.
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37. Shakeouts and Market Crashes. (2004). Jovanovic, Boyan ; barbarino, alessandro.
    In: NBER Working Papers.
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38. Inference, arbitrage, and asset price volatility. (2004). Adrian, Tobias.
    In: Staff Reports.
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39. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: Econometric Society 2004 North American Winter Meetings.
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40. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
    In: Econometric Society 2004 Far Eastern Meetings.
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41. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: CEPR Discussion Papers.
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42. Bubbles and Crashes in a Behavioural Finance Model. (2004). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
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43. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: American Economic Review.
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44. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
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45. Exchange Monitoring Bands: Theory and Policy. (2003). Zhang, Lei ; Miller, Marcus ; Corrado, Luisa.
    In: CEIS Research Paper.
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46. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
    In: Cowles Foundation Discussion Papers.
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47. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Cowles Foundation Discussion Papers.
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48. Heterogeneity and Uniqueness in Interaction Games. (2003). Shin, Hyun Song ; Morris, Stephen ; Shin. Hyun Song, .
    In: Cowles Foundation Discussion Papers.
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49. Financial Market Runs. (2002). welch, ivo.
    In: NBER Working Papers.
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50. Individual Irrationality and Aggregate Outcomes. (). Tyran, Jean-Robert ; Fehr, Ernst.
    In: IEW - Working Papers.
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