Jane M. Binner

University of Birmingham - Department of Accounting and Finance

Chair in Finance

Birmingham , B15 2TY

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS

686

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (10)

1.

Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK

FRB of St. Louis Working Paper No. 2007-016D
Number of pages: 32 Posted: 13 Apr 2007
Stockholm University - Stockholm Business School, Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance, Lund University and Lund University - Department of Economics
Downloads 363 (89,538)
Citation 2

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Portfolio choice, Utility maximization, Full-Scale Optimization, S-shaped utility, bilinear utility

2.

Dynamics in Systematic Liquidity

FRB of St. Louis Working Paper No. 2009-025A
Number of pages: 36 Posted: 27 May 2009
Stockholm University - Stockholm Business School, Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance and Lund University - Department of Economics
Downloads 117 (258,764)

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systematic liquidity, market liquidity, commonality, dynamic principal component analysis, robust PCA

3.

Does Commonality in Illiquidity Command a Risk Premium?

Number of pages: 36 Posted: 23 Jun 2013 Last Revised: 04 Jan 2017
Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance, Stockholm University - Stockholm Business School and Lund University - Department of Economics
Downloads 101 (286,648)

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commonality, commonality risk premium, asset illiquidity, systematic illiquidity, liquidity, effective tick

4.

Does Money Matter in Inflation Forecasting?

FRB of St. Louis Working Paper No. 2009-030B
Number of pages: 39 Posted: 26 Jun 2009 Last Revised: 14 May 2010
University of Birmingham - Department of Accounting and Finance, affiliation not provided to SSRN, affiliation not provided to SSRN, Federal Reserve Bank of St. Louis - Research Division, SUNY at Binghamton - Department of Economics and University of Nottingham
Downloads 65 (372,173)
Citation 5

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Inflation, Monetary Aggregates, Recurrent Neural Networks, Kernel Methods

5.

Connectionist-Based Rules Describing the Pass-Through of Individual Goods Prices into Trend Inflation in the United States

Federal Reserve Bank of St. Louis Working Paper No. 2011-007A
Number of pages: 32 Posted: 17 Feb 2011
Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance and Government of the United States of America - United States Air Force Research Laboratory WPAFB
Downloads 32 (497,358)

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Consumer prices, Inflation, Neural Network, Data Mining, Rule Generation

6.

New York Mark‐Ups on Petroleum Products

The Manchester School, Vol. 80, Issue 2, pp. 145-171, 2012
Number of pages: 27 Posted: 22 Feb 2012
Aston University - Aston Business School, Lund University - Department of Economics, University of Birmingham - Department of Accounting and Finance, Aston University - Economics and Strategy Group and affiliation not provided to SSRN
Downloads 3 (684,924)
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7.

Household-Sector Money Demand for the UK

The Manchester School, Vol. 78, No. S1, pp. 90-113, September 2010
Number of pages: 24 Posted: 10 Aug 2010
Aston University - Aston Business School, SUNY at Binghamton - Department of Economics, University of Birmingham - Department of Accounting and Finance and University of Birmingham
Downloads 3 (684,924)
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8.

Meanvariance Versus Full-Scale Optimization: Broad Evidence for the UK

Manchester School, Vol. 76, No. S1, pp. 134-156, September 2008
Number of pages: 23 Posted: 18 Aug 2008
Stockholm University - Stockholm Business School, Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance, Lund University and Lund University - Department of Economics
Downloads 2 (695,059)
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9.

Scotland as an Optimal Currency Area

Scottish Journal of Political Economy, Vol. 65, Issue 4, pp. 315-327, 2018
Number of pages: 13 Posted: 06 Aug 2018
University of Birmingham - Department of Accounting and Finance, Aston University - Aston Business School, University of Birmingham and University of South Alabama
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10.

Modelling Money Shocks in a Small Open Economy: The Case of Taiwan

The Manchester School, Vol. 85, pp. 104-120, 2017
Number of pages: 17 Posted: 03 Aug 2017
Jane M. Binner and Logan J. Kelly
University of Birmingham - Department of Accounting and Finance and University of Wisconsin - River Falls - College of Business & Economics
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