Anagol, Santosh; Balasubramaniam, Vimal and Ramodorai, Tarun (2017) Endowment Effects in the Field: Evidence from India's IPO Lotteries, Review of Economic Studies, conditionally accepted.
Bartram, S.M.,(2017) In good times and in bad: defined-benefit pensions and corporate financial policy, Journal of Corporate Finance, forthcoming
Bartram, S.M.,(2017) Corporate hedging and speculation with derivatives, Journal of Corporate Finance, forthcoming
Bartram, S.M., (2017) Agnostic fundamental analysis works, Journal of Financial Economics, forthcoming
Fidrmuc, Jana and Xia, Chunling (2017) M&A Deal Initiation and Managerial Motivation, Journal of Corporate Finance, forthcoming.
Kim, G.H.; Li, H. and Zhang, W. (2017) The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns, Journal of Futures Markets, forthcoming.
Mueller, P., Tahbaz-Salehi, A., and Vedolin, A. (2017) Exchange Rates and Monetary Policy Uncertainty, The Journal of Finance, June 2017, Vol 72 (3), 1213–1252
Chao, Yong; Yao, Chen and Mao, Ye (2017) Discrete Pricing and Market Fragmentation: A Tale of Two-sided Markets, American Economic Review, May 2017
Bartram, S.M., (2016) Corporate post retirement benefit plans and rela investment, Management Science, 20 (2), 575-629
Bartram, S.M.,(2016) Corporate post-retirement benefit plans and leverage, Review of Finance, 20 (2), 575-629
Gozluklu, Arie E. (2016); Pre-trade transparency and informed trading: experiemental evidence on undisclosed orders, Journal of Financial Markets, 28,91-115
Cui, B. and Gozluklu, Arie E. (2016) Intraday rallies and crashes:spillovers of trading halts, International Journal of Finance and Economics, 21 (4), 472-501.
Favero, C., Gozluklu, Arie E., and Yang, H. (2016) Demograhics and the behavior of interest rates, IMF Economic Review, forthcoming.
Kim, G.H., Li, H. and Zhang, W. (2016) CDS-Bond Basis and Bond Return Predictability, Journal of Empirical Finance, Vol. 38, 307-337
Kim, G.H. (2016) Credit Derivatives as a Commitment Device: Evidence from the Cost of Corporate Debt, Journal of Banking and Finance, forthcoming
Li, Tao (2016) Outsourcing Corporate Governance: Conflicts of Interest Within the Proxy Advisory Industry, Management Science, forthcoming
Jiang, Wei; Li, Tao; Mei, Danqing and Thomas, Randall (2016) Appraisal: Shareholder Remedy or Litigation Arbitrage?, Journal of Law and Economics, forthcoming
Kausar, Asad., Taffler, Richard., Tan, Christine (2016) Legal Regimes and Investor Response to the Auditor's Going-Concern Opinion, Journal of Accounting, Auditing & Finance, forthcoming
Agarwal, Vineet.,Bellotti, Xijuan., Nash, Elly and Taffler, Richard (2016) Is Investor Relations Value Relevant?, Accounting and Business Research, Vol. 46, No.1, 691-714
Gill, David and Thanassoulis, John E. (2016) Competition in Posted Prices with Stochastic Discounts, Economic Journal, 126, 1528-1570.
Somekh, Babak and Thanassoulis, John E. (2016) Real Economy Effects of Short-Term Equity Ownership, Journal of International Business Studies, 47, 233-254.
Tosun, O. K., (2016), Is Firms' CSR Sufficient Enough to Explain Socially Responsible Investment?, Review of Quantitative Finance and Accounting, forthcoming
Subrahmanyam, Marti., Tang, Dragon Yongjun., Wang,Sarah Qian (2016) Credit Default Swaps, Exacting Creditors, and Corporate Liquidity Management, Journal of Financial Economics, forthcoming
Augustin, Patrick., Subrahmanyam, Marti., Tang, Dragon Yongjun., Wang, Sarah Qian (2016) Credit Default Swaps: Past, Present , and Future, Annual Review of Financial Economics, forthcoming
Lei, Zicheng and Zhang, Chendi (2016) Leveraged Buybacks, Journal of Corporate Finance, forthcoming
Sorge, M., Zhang, C. and Koufopoulos, K. (2016) Short-term corprorate debt around the world, Journal of Money, Credit and Banking, forthcoming
Antoniou, C;Harrison, G., Lau, M., and Read, D. (2015) Subjective Bayesian Beliefs, Journal of Risk and Uncertainty, forthcoming.
Antoniou, C; Harrison, G., Lau, M., and Read, D. (2015) Information Characteristics and Errors in Expectations: Experimental Evidence, Journal of Finance and Quantitative Analysis, forthcoming.
Antoniou, C;Harris, R. and Zhang, R. (2015) Ambiguity Aversion and Stock Market Participation: An Empirical Analysis, Journal of Banking and Finance, 58, 57-70
Bartram, Sohnke M, (2015) Corporate Post-Retirement Benefit Plans and Real Investment, Management Science, forthcoming.
Bartram, Sohnke M; Brown, G.W., Waller, W. (2015) How Important is Financial Risk? Journal of Financial And Quantitative Analysis, Vol 50 (4), August 2015, 801-824
Bartram, Sohnke M, (2015) Corporate Post-Retirement Benefit Plans and Leverage. Review of Finance: 1-55.
Bartram, Sohnke M and Wang, Jeffrey (2015) European Financial Market Dependence: An Industry Analysis. Journal of Banking and Finance, Vol 59, July 2015 , 146-163
Bartram, Sohnke M; Griffin, John; Lim, Tae-Hoon and Ng, David (2015). How Important are Foreign Ownership Linkages for International Stock Returns?. Review of Financial Studies forthcoming.
Bianchi, Daniele; Guidolin, Massimo and Ravazzolo, Francesco (2015) Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross Section Journal of Business & Economic Statistics, forthcoming.
Gozluklu, Arie E.; Fredella, Roberta; Perotti, Pietro and Rindi, Barbara (2015). Lot Size Constraints and Market Quality: Evidence from the Borsa Italiana, Financial Management, forthcoming.
Koufopoulos, Kostas and Kozhan, Roman (2015) Optimal Insurance Under Adverse Selection and Ambiguity Aversion, Economic Theory, forthcoming
Ferreira, Alex and Moore, Michael (2015) Carry Trade e Risco Cambial: um Conto de Dois Fatores, Revista Brasileira de Economia (FGV-RJ) in Portuguese, forthcoming.
Dunne, Peter; Hau, Harald and Moore, Michael (2015) Dealer Intermediation Between Markets, Journal of the European Economic Association, 13, no. 3, forthcoming October 2015.
Palandri, Alessandro, (2015). Do Negative and Positive Equity Returns Share The Same Volatility Dynamics. Journal of Banking and Finance, forthcoming.
Taffler, Richard and Eshraghi, Arman. (2015) Heroes and Victims: Fund Manager Sense-making, Self-legitimation and Story-telling, Accounting and Business Research , Vol 46, No. 6-7, 691-714
Taffler, Richard (2015) Emotional Finance and the Psychodynamics of Markets, Psychoanalyse in Widerspruch, Vol 53, No.1, 7-30
Taylor, Mark.P. & Filippou, I. (2015), Common Macro Factors and Currency Premia. Journal of Financial and Quantitative Analysis (Forthcoming).
Gianna Boero, Konstantinos Mavromatis and Taylor, Mark. P. (2015), Real Exchange Rates and Transition Economies. Journal of International Money and Finance 56, 23 – 35.
Maria Gelman, Axel Jochem, Stefan Reitz and Taylor, Mark. P. (2015), Real Financial Market Exchange Rates and Capital Flows. Journal of International Money and Finance 54, 50 – 69.
Stefan Reitz, Markus A. Schmidt and Taylor, Mark. P. (2015), Financial Intermediation and the Role of Price Discrimination in the Foreign Exchange Market. European Journal Of Finance 21, 629 – 645.
Thanassoulis, John and Somekh, Babak (2015) Real Economy Effects of Short-Term Equity Ownership, Journal of International Business Studies, forthcoming
Gill, David and Thanassoulis, John, (2015) Competition in Posted Prices with Stochastic Discounts, Economic Journal, forthcoming.
Smith, Howard and Thanassoulis, John (2015) Prices, Profits, and Pass-through of Costs along a Supermarket Supply Chain: Bargaining and Competition, Oxford Review of Economic Policy, 31(1), 64-89.
Tosun, Onur (2015) The Effect of CEO Option Compensation on the Capital Structure: A Natural Experiment. Financial Management, forthcoming.
Antoniou, C., Doukas, J.A. and Subrahmanyam, A. (2014) Investor Sentiment, Beta, and the Cost of Equity Capital, Management Science, forthcoming.
Bartram, Söhnke M.; Brown, Gregory W. and Waller, William (2013) How Important is Financial Risk?, Journal of Financial and Quantitative Analysis, forthcoming.
Bianchi, Daniele., Guidolin, M. (2014) Can Long-Run Dynamic Optimal Strategies Outperform Fixed-Mix Portfolios? Evidence from Multiple Datasets, European Journal of Operational Research, 236, Issue 1, p160-176
Bianchi, Daniele., Guidolin, M. (2014) Can Linear Predictability Models Time Bull and Bear Real State Markets? Out-of-Sample Evidence from REIT Portfolios, Journal of Real Estate Finance and Economics, 49, Issue 1, p116-164
De Nicolò, G.; Gamba, Andrea. and Lucchetta, M. (2014) Microprudential Regulation in a Dynamic Model of Banking, Review of Financial Studies, forthcoming.
Gamba, Andrea and Triantis, Alexander, J. (2014) Corporate Risk Management: Integrating Liquidity, Hedging and Operating Policies, Management Science, 60, 246-264.
Koufopoulos, Kostas and Kozhan, Roman (2014) Welfare-Improving Abiguity in Insurance Markets with Asymmetric Information, Journal of Economic Theory, forthcoming.
Mao, Lei and Tserlukevich, Yuri (2014) Repurchasing Debt, Management Science, forthcoming.
Bloom, David; Canning, David and Moore, Michael (2014) Optimal Retirement and Saving with Increasing Longevity, Scandinavian Journal of Economics, 16, No. 3, 838-858, July 2014.
Palandri, Alessandro (2014) Risk-free rate effects on conditional variances and conditional correlations of stock returns, Journal of Empirical Finance, 25, p95-111.
Fotak, V., Raman, V. and Yadav, P. (2014) Fails-to -Deliver, Short Sales, and market Quality, Journal of Financial Economics, forthcoming.
Sager,Michael and Taylor, Mark P. (2014), Generating Currency Trading Rules from the Term Structure of Forward Foreign Exchange Premia. Journal Of International Money And Finance 44, 230 – 250.
N. Gregory Mankiw and Taylor, Mark P. (2014), Macroeconomics, London: Palgrave, 2nd edition.
Taylor, Mark P. and Meher Manzur (2014), Recent Developments in Exchange Rate Economics, Aldershot: Edward Elgar.
N. Gregory Mankiw and Taylor, Mark P. (2014), Economics, London: Thomson, 3rd edition.
Thanassoulis, John E., (2013) Bank Pay Caps, Bank Risk, and Macroprudential Regulation, Journal of Banking and Finance, 139-151.
Subrahmanyam, Marti; Tang, Dragon Yongjun and Wang, Sarah Qian (2014) Does the Tail Wag The Dog? The Effect of Credit Default Swaps on Credis Risk, Review of Financial Studies, forthcoming.
Augustin, P., Subrahmanyam, M.G., Tang D.G., Wang Sarah Qian (2014) Credit Default Swaps: A Survey, Foundation and Trends in Finance, 9, No.1-2, p1-196
Antoniou, C.; Doukas, J.A. and Subrahmanyam, A. (2013) Cognitive Dissonance, Sentiment and Momentum, Journal of Financial and Quantitative Analysis, 48(1), 245-275.
Bartram, S.M.; Burns, N. and Helwege, J. (2013) Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions, Quarterly Journal of Finance, 3 (2), 1-20
Fidrmuc, Jana P.; Korczakb, Adriana; Korczakb, Piotr (2013). Why does shareholder protection matter for abnormal returns after reported insider purchases and sales? Journal of Banking & Finance, 37 (6), 1915–1935.
Fidrmuc, Jana P., Palandri, Alessandro, Roosenboom, P. and van Dijk, Dick (2013). When do managers seek private equity backing in public-to-private transactions? Review of Finance, 17 (3), 1099-1139.
Fanone, Enzo; Gamba, Andrea and Prokopczuk, Marcel (2013) The case of negative day-ahead electricity prices. Energy Economics, 35 (1), 22–34.
Jin, Xing and Zhang, Kun (2013). Dynamic Optimal Portfolio Choice in Jump-Diffusion Markets with investment Constraints. Journal of Banking and Finance, 37, 1733-1746.
Jin, Xing; Li, Xun; Tan, Hwee Huat and Wu, Zhengyu (2013). An Efficient State-Space Partitioning Approach to Pricing High-Dimensional American-styled Options via Dimension Reduction, European Journal of Operational Research, 231, 362-370.
Palandri, Alessandro, (2013). When Do Managers Seek Private Equity Backing in Public-to-Private Transactions. Review of Finance: 1099-1139
Ezrachi, Ariel and Thanassoulis, John (2013). Upstream Horizontal Mergers and (the Absence of) Retail Price Effects, Journal of Competition Law and Economics, forthcoming.
Thanassoulis, John (2013). Industry Structure, Executive Pay and Short-Termism, Management Science, 59, 402-419.
O'Hara, Maureen; Yao, Chen and Ye, Mao (2013). What's Not There: The Odd-Lot Bias in Market Data, Journal of Finance, forthcoming.
Antoniou, C.; Galariotis, E.C. and Read, D. (2012) Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts, European Financial Management, forthcoming.
Bartram, Söhnke M. and Bodnar, Gordon M. (2012). Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets. Journal of International Money and Finance, 31(4), 766-792.
Fidrmuc, Jana; Paap, Richard; Roosenboom, Peter and Teunissen, Tim (2012). One Size Does Not Fit All: Selling Forms to Private Equity Versus Strategic Acquirers. Journal of Corporate Finance, 18(4), 828-848.
|Fu, Haifeng; Jin, Xing; Pan, Guangming and Yang, Yanrong. (2012). Estimating multiple option Greeks simultaneously using random parameter regression. Journal of Computational Finance, 16 (2), 85-118.
|Jin, Xing and Zhang, A. X. (2012). Decomposition of optimal portfolio weight in a jump-diffusion model and its applications. Review of Financial Studies, 25 (9), 2877-2919.|
Kozhan, Roman and Salmon, Mark (2012). The Information Content of a Limit Order Book: The Case of an FX Market, Journal of Financial Markets, 15 (1), 1-28.
|Neuberger, Anthony (2012) . Realized skewness. Review of Financial Studies, 25 (11), 3423-3455.|
|Nolte, Ingmar and Voev, Valeri (2012). Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise. Journal of Business & Economic Statistics , 30 (1), 94-108.|
|Nolte, Ingmar and Nolte, Sandra (2012). How do individual investors trade?, The European Journal of Finance, 18 (10), 921-947.|
Sarno, Lucio; Schneider, Paul and Wagner, Christian (2012). Properties of foreign exchange risk premiums. Journal of Financial Economics, 105 (2), 279-310.
Abhyankar, Abhay; Basu, Devraj and Stremme, Alex (Oct 2012). The Optimal Use of Return Predictability: An Empirical Study, Journal of Financial and Quantitative Analysis, 47(5), 973-1001.
Thanassoulis, John (2012). The Case for Intervening in Bankers' Pay, Journal of Finance, 67, 849-895. Internet Appendix.
Smith, Howard and Thanassoulis, John (2012). Upstream Uncertainty and Countervailing Power, IInternational Journal of Industrial Organization, 30, 483-495.
Aretz, Kevin; Bartram, Söhnke M. and Pope, Peter F. (2011). Asymmetric Loss Functions and the Rationality of Expected Stock Returns, International Journal of Forecasting, 27 (2), 413-437.
Favero, Carlo A.; Gozluklu, Arie E. and Tamoni A. (2011). Demographic Trends: The Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns. Journal of Financial and Quantitative Analysis, 46 (5), 1493-1520.
Chu, Ba and Kozhan, Roman (2011). Spurious Regressions of Stationary AR(p) Processes with Structural Breaks, Studies in Nonlinear Dynamics and Econometrics, 15(1).
Britten-Jones, Mark; Neuberger, Anthony and Nolte, Ingmar (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance and Accounting, 38 (5-6), 657-683.
Nolte, Ingmar and Voev, Valeri. Trading Dynamics on the Foreign Exchange Market: A Latent Factor Panel Intensity Approach. Journal of Financial Econometrics, 9 (4), 685-716.
Nolte, Ingmar (2011) A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach. European Journal of Finance, 18 (10), 1-35.
Adam-Mueller, Axel and Nolte, Ingmar (2011). Cross Hedging Under Multiplicative Basis Risk. Journal of Banking and Finance, 35 (11), 2956-2964.
Bien, Katarzyna; Nolte, Ingmar and Pohlmeier, Winfried (2011). An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics. Journal of Applied Econometrics, 26 (4), 669-707.
Schneider, Paul; Sögner, Leopold and Veza, Tanja (2011). The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Journal of Financial and Quantitative Analysis, 45 (6), 1517-1547.
Dorfleitner, Gregor; Schneider, Paul and Veza, Tanya (2011). Flexing the Default Barrier, Quantitative Finance, 11 (12), 1729-1743.
Thanassoulis, John (2011). Is Multimedia Convergence To Be Welcomed? Journal of Industrial Economics, 59(2), 225-253.
Renneboog, Luc; Ter Horst, Jenke and Zhang, Chendi (2011). Is Ethical Money Financially Smart? Nonfinancial Attributes and Money Flows of Socially Responsible Investment Funds. Journal of Financial Intermediation, 20 (4), 562-588.
Aretz, Kevin; Bartram, Söhnke and Pope, Peter (2010). Macroeconomic Risks and Characteristic-Based Factor Models. Journal of Banking and Finance, 34 (6), 1383-1399.
Bartram, Söhnke; Brown, Gregory and Minton, Bernadette (2010). Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure, Journal of Financial Economics, 95 (2), 148-173.
Fidrmuc, Jana and Jacob, Marcus (2010). Culture, Agency Costs and Dividends, Journal of Comparative Economics, 38(3), 321-339.
Gamba, Andrea and Sick, Gordon (2010). Some Important Issues Involving Real Options: An Overview. Multinational Finance Journal, 14 (1/2), 157-207.
Stramer, Osnat; Bognar, Matthew and Schneider, Paul (2010). Bayesian Inference of Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions, Journal of Financial Econometrics, 8 (4), 450-480.
Mijatovic, Aleksandar and Schneider Paul (2010). Globally Optimal Parameter Estimates for Nonlinear Diffusions. Annals of Statistics, 38 (1), 215-245.
Fruehwirth, Manfred; Schneider, Paul and Sögner, Leopold (2010). The Risk Microstructure of Corporate Bonds: A Bayesian Analysis of the German Corporate Bond Market. European Financial Management, 16 (4), 658-685.
Basu, Devraj; Oomen, Roel and Stremme, Alex (2010). International Dynamic Asset Allocation and Return Predictability. Journal of Business Finance and Accounting, 37(7-8), 1008-1025.
Basu, Devraj; Oomen, Roel and Stremme, Alex (May 2010). How to Time the Commodies Markets (Invited Editorial), Journal of Derivatives and Hedge Funds, 16, 1-8.
Thanassoulis, John (2010). Optimal Stalling When Bargaining, Journal of Economic Dynamics and Control, 34, 101-120, lead article.
Bartram, Söhnke and Bodnar, Gordon (2009). No Place to Hide: The Global Crisis in Equity Markets in 2008/09. Journal of International Money and Finance, 28 (8), 1246-1292.
Bartram, Söhnke, Brown, Gregory and Fehle, Frank (2009). International Evidence on Financial Derivatives Usage. Financial Management, 38 (1), Spring 2009, 185-206.
Fusari, Nicola and Gamba, Andrea (2009). Valuing Modularity as a Real Option. Management Science, 55 (11), 1877-1896.
Gamba, Andrea and Tesser, Matteo (2009). Structural Estimation of Real Options Models. Journal of Economic Dynamics and Control, 33 (4), 798-816.
Kozhan, Roman and Salmon, Mark (2009). Uncertainty Aversion in a Heterogeneous Agent Model of Foreign Exchange Rate Formation. Journal of Economic Dynamics and Control, 33 (5), 1106-1122.
Pal, Rozália and Kozhan, Roman (2009). Firms' Investment under Financing Constraints: A Euro Area Investigation. Applied Financial Economics, 19 (20), 1611-1624.
Kozhan, Roman and Schmid, Wolfgang (2009). Asset Allocation with Distorted Beliefs and Transaction Costs. European Journal of Operational Research, 194 (1), 236-249.
Palandri, A, (2009) Sequential Conditional Correlations: Inference and Evaluation, Journal of Econometrics, 153(2), p.122-132
Thanassoulis, John (2009). This Is The Right Time to Regulate Bankers' Pay, Economists' Voice, 6(5), Article 2.
Gill, David and Thanassoulis, John (2009). The Impact of Bargaining on Markets with Price Takers: Too Many Bargainers Spoil The Broth, European Economic Review, 53, 658-674.
Palomino, Frederic; Renneboog, Luc and Zhang, Chendi (2009). Information Salience, Investor Sentiment and Stock Returns: The Case of British Soccer Betting. Journal of Corporate Finance, 15 (3), 368-387.
Bartram, Söhnke (2008). What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows. Journal of Banking and Finance, 32 (8), 1508-152.
Bartram, Söhnke M.; Fehle, Frank and Shrider, David G. (2008). Does adverse selection affect bid–ask spreads for options? Journal of Futures Markets, 28 (5), 417-437.
Gamba, Andrea and Rigon, Riccardo (2008). The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts: A Note. Finance Research Letters, 5 (4), 213-220.
Nolte, Ingmar (2008). Modelling a Multivariate Transaction Process. Journal of Financial Econometrics, 6 (1), 143-170.
Dorfleitner, Gregor; Schneider, Paul; Hawlitschek, Kurt and Buche, Arne (2008). Pricing Options with Green's Functions when Volatility, Interest Rate and Barriers Depend on Time. Quantitative Finance, 8 (2), 119-133.
Renneboog, Luc; Ter Horst, Jenke and Zhang, Chendi (2008). Socially Responsible Investments: Institutional Aspects, Performance and Investor Behaviour. Journal of Banking and Finance, 32 (9), 1723-1742.
Renneboog, Luc; Ter Horst, Jenke and Zhang, Chendi (2008). The Price of Ethics and Stakeholder Governance: The Performance of Socially Responsible Mutual Funds. Journal of Corporate Finance, 14 (3), 302-322.
Goergen, Marc; Renneboog, Luc and Zhang, Chendi (2008). Do UK Institutional Shareholders Moniter Their Investee Firms? Journal of Corporate Law Studies, 8 (1), 39-56.
Gamba, Andrea and Micalizzi, Alberto (2007). Product Development and Market Expansion: A Real Options Model, Financial Management, 31, 91-112.
Gamba, Andrea and Trigeorgis, Lenos (2007). An Improved Binomial Lattice Method for Multi-Dimensional Options, Applied Mathematical Finance, 14, 453-475.
Abhyankar, Abhay; Basu, Devraj and Stremme, Alex (2007). Portfolio Efficiency and Discout Factor Bounds with Conditioning Information: An Empirical Study, Journal of Banking and Finance, 31(2), 429-453.
Thanassoulis, John (2007). Competitive Mixed Bundling and Consumer Supplies, Journal of Economics and Management Strategy, pp 437-467.
Gungor, A.; Topcu, Y.I. and Tosun, O.K. (2007). ANP Application for Evaluating Turkish Mobile Communication Operator, Journal of Global Optimization - Special Issue.