This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Research classified by
Journal of
Economic Literature (JEL) codes Top JEL G: Financial EconomicsG1: General Financial MarketsG14: Information and Market Efficiency; Event Studies
2009 Mental accounting in the housing market by Johan Almenberg & Artashes Karapetyan [Downloadable!] 2009 Return and Volatility Reactions to Monthly Announcements of Business Cycle Forecasts: An Event Study Based on High-Frequency Data by Steiner, Christian & Groß, Anne & Entorf, Horst [Downloadable!] 2009 Testing the predictability and efficiency of securitized real estate markets by Schindler, Felix & Rottke, Nico & Füss, Roland [Downloadable!] 2009 The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs by Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel [Downloadable!] 2009 Long-term benefits from investing in international real estate by Schindler, Felix [Downloadable!] 2009 The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico by Mendoza-Velazquez, Alfonso [Downloadable!] 2009 One Step at a Time: Do Threshold Patterns Matter in Public Good Provision? by Asher, Sam & Casaburi, Lorenzo & Nikolov, Plamen & Ye, Maoliang [Downloadable!] 2009 The economic function of credit rating agencies: what does the watchlist tell us? by Bannier, Christina E. & Hirsch, Christian [Downloadable!] 2009 The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany by Fecht, Falko & Wedow, Michael [Downloadable!] 2009 Does banks size distort market prices?: evidence for too-big-to-fail in the CDS market by Völz, Manja & Wedow, Michael [Downloadable!] 2009 Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test by Melike Bildirici & Sadiye Oktay [Downloadable!] 2009 Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock by Piotr Orlowski [Downloadable!] 2009 Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices by Robert Ślepaczuk & Grzegorz Zakrzewski [Downloadable!] 2009 Endogenous mergers: Bidder momentum and market reaction by Gerhard Kling & Utz Weitzel [Downloadable!] 2009 Intraday Trading Patterns: The Role of Timing by Katya Malinova & Andreas Park [Downloadable!] 2009 Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading by Katya Malinova & Andreas Park [Downloadable!] 2009 Trading Volume in Dealer Markets by Katya Malinova & Andreas Park [Downloadable!] 2009 Eficiencia de Compañías de Seguros de Vida en Chile: Aproximación a través de enfoques paramétrico y no paramétrico by Malatesta C., Giovanni & Vergara, Marcos [Downloadable!] 2009 Anticipación a e Impacto de los Anuncios Corporativos en las Américas by Cruces, Juan José [Downloadable!] 2009 Does Volatility matter? Expectations of price return and variability in an asset pricing experiment by Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto [Downloadable!] 2009 How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong? by Ariane Szafarz [Downloadable!] 2009 Short-Selling Bans around the World: Evidence from the 2007-09 Crisis by Alessandro Beber & Marco Pagano [Downloadable!] 2009 Impact des résultats passés sur l’aversion au risque de l’investisseur (The impact of past results on the investor's risk) by Eric VERNIER & Aymeric BOUCHIE DE BELLE [Downloadable!] 2009 HACking at Non-linearity: Evidence from Stocks and Bonds by Robert J Bianchi & Adam E Clements & Michael E Drew [Downloadable!] 2009 The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates by Mierzejewski, Fernando [Downloadable!] 2009 What determines IPO underpricing ? Evidence from a frontier market by Boudriga, Abdelkader & Ben Slama, Sarra & Boulila, Neila [Downloadable!] 2009 Credit Derivatives and Sovereign Debt Crises by Goderis, Benedikt & Wagner, Wolf [Downloadable!] 2009 Stochastic Dominance in Stock Market Special Days by Lonjid, Iveel [Downloadable!] 2009 Volatility spillover in Indonesia, USA, and Japan capital market by Mulyadi, Martin Surya [Downloadable!] 2009 The day of the week effects in Indonesia, Singapore, and Malaysia stock market by Anwar, Yunita & Mulyadi, Martin Surya [Downloadable!] 2009 Click to download data: an event study of Internet access to economic statistics by Tokel, O. Emre & Yucel, M. Eray [Downloadable!] 2009 Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy by Hernandez-Verme, Paula & Wang, Wen-Yao [Downloadable!] 2009 Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 by Kristoufek, Ladislav [Downloadable!] 2009 Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range by Kristoufek, Ladislav [Downloadable!] 2009 US Industry-Level Returns and Oil Prices by Fan, Qinbin & Jahan-Parvar, Mohammad R. [Downloadable!] 2009 “Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro by Boainain, Pedro G. & Valls Pereira , Pedro L. [Downloadable!] 2009 Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change by Marçal , Emerson F. & Valls Pereira , Pedro L. & Abbara, Omar [Downloadable!] 2009 Regional disparities and investment-cash flow sensitivity: Evidence from Chinese listed firms by Sun, Jianjun & Yamori, Nobuyoshi [Downloadable!] 2009 Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries by Habibullah, M.S. & Baharom, A.H. & Fong , Kin Hing [Downloadable!] 2009 Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment by Siddiqi, Hammad [Downloadable!] 2009 Learning-Testing Process in Classroom: An Empirical Simulation Model by Buda, Rodolphe [Downloadable!] 2009 Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock by Kenjiro Hirayama & Yoshiro Tsutsui [Downloadable!] 2009 Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange? by Hideaki Sakawa & Masato Ubukata [Downloadable!] 2009 Asset markets can achieve efficiency in the directed search framework by Shoko Morimoto [Downloadable!] 2009 Did the ETF enhance arbitrage between cash and futures of the Nikkei225? by Youki Kohsaka [Downloadable!] 2009 Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD by Nick Smyth [Downloadable!] 2009 Capital Mobility and Asset Pricing by Darrell Duffie & Bruno Strulovici [Downloadable!] 2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself by Òscar Jordà & Alan M. Taylor [Downloadable!] 2009 Decentralized Trading with Private Information by Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski [Downloadable!] 2009 An Empirical Evaluation of the Long-Run Risks Model for Asset Prices by Ravi Bansal & Dana Kiku & Amir Yaron [Downloadable!] 2009 Credit Default Swaps and the Credit Crisis by René M. Stulz [Downloadable!] 2009 Multiple Ratings and Credit Spreads by Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann [Downloadable!] 2009 Persuasion: Empirical Evidence by Stefano DellaVigna & Matthew Gentzkow [Downloadable!] 2009 Haircuts by Gary B. Gorton & Andrew Metrick [Downloadable!] 2009 The Determinants of Stock and Bond Return Comovements by Lieven Baele & Geert Bekaert & Koen Inghelbrecht [Downloadable!] 2009 Asset Return Dynamics under Bad Environment Good Environment Fundamentals by Geert Bekaert & Eric Engstrom [Downloadable!] 2009 Market Selection by Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield [Downloadable!] 2009 The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007 by Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra [Downloadable!] 2009 Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry by Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan [Downloadable!] 2009 Inflation and the Stock Market:Understanding the "Fed Model" by Geert Bekaert & Eric Engstrom [Downloadable!] 2009 Watch What I Do, Not What I Say: The Unintended Consequences of the Homeland Investment Act by Dhammika Dharmapala & C. Fritz Foley & Kristin J. Forbes [Downloadable!] 2009 When are Analyst Recommendation Changes Influential? by Roger K. Loh & René M. Stulz [Downloadable!] 2009 The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover by Gary B. Gorton & Lixin Huang & Qiang Kang [Downloadable!] 2009 What's the "Interest" in FDA Drug Advisory Committee Conflicts of Interest? by Joseph Golec & John Vernon [Downloadable!] 2009 Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms? by Söhnke M. Bartram & Gregory Brown & René M. Stulz [Downloadable!] 2009 Disclosure and the Cost of Capital: Evidence from Firms’ Responses to the Enron Shock by Christian Leuz & Catherine Schrand [Downloadable!] 2009 Information Asymmetry, Information Precision, and the Cost of Capital by Richard A. Lambert & Christian Leuz & Robert E. Verrecchia [Downloadable!] 2009 Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks by Jung-Wook Kim & Jason Lee & Randall Morck [Downloadable!] 2009 Announcement effect and intraday volatility patterns of euro-dollar exchange rate : monetary policy news arrivals and short-run dynamic response by Mokhtar Darmoul & Mokhtar Kouki [Downloadable!] 2009 Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period by Mokhtar Darmoul & Mokhtar Kouki [Downloadable!] 2009 High Watermarks of Market Risks by Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel [Downloadable!] 2009 Leverage Bubbles by Fares Triki [Downloadable!] 2009 Informed Trading in Parallel Bond Markets by Paiardini, Paola [Downloadable!] 2009 The skew pattern of implied volatility in the DAX index options market by Silvia Muzzioli [Downloadable!] 2009 The information content of Hungarian sovereign CDS spreads by Lóránt Varga [Downloadable!] 2009 Secondary market trading infrastructure of government securities by Csaba Balogh & Gergely Kóczán [Downloadable!] 2009 Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach by David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis [Downloadable!] 2009 The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch [Downloadable!] 2009 FOMC Communication and Emerging Equity Markets by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch [Downloadable!] 2009 Domestic or U.S. News: What Drives Canadian Financial Markets? by Bernd Hayo & Matthias Neuenkirch [Downloadable!] 2009 Structured Finance, Risk Management, and the Recent Financial Crisis by Georges Dionne [Downloadable!] 2009 Do S&P's Corporate Ratings Reflect Credit Shocks? by Elsas, Ralf & Sabine, Mielert [Downloadable!] 2009 Noise Trading in Stamm- und Vorzugsaktien by Jaron, Martin [Downloadable!] 2009 Building an Artificial Stock Market Populated by Reinforcement-Learning Agents by Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas [Downloadable!] 2009 Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach by Tomas Ramanauskas [Downloadable!] 2009 Financial Liberalisation and Stock Market Volatility: The Case of Indonesia by Gregory James & Michail Karoglou [Downloadable!] 2009 The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares by Fei Jiang & Lawrence Leger [Downloadable!] 2009 Financial Signaling by Innovative Nascent Entrepreneurs by David B. Audretsch & Werner Bönte & Prashanth Mahagaonkar [Downloadable!] 2009 Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries by Maria Rosa Borges [Downloadable!] 2009 Incentives to Issue Low-Quality Securitized Products in the OTD Business Model by Masazumi Hattori & Kazuhiko Ohashi [Downloadable!] 2009 Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work? by Rasmus Fatum [Downloadable!] 2009 Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment by Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano [Downloadable!] 2009 The Market Impact of a Limit Order by Nikolaus Hautsch & Ruihong Huang [Downloadable!] 2009 Measuring the effects of geographical distance on stock market correlation by Stefanie Eckel & Gunter Löffler & Alina Maurer & Volker Schmidt [Downloadable!] 2009 Pricing Bermudan options using regression: optimal rates of convergence for lower estimates by Denis Belomestny [Downloadable!] 2009 Transparency through Financial Claims with Fingerprints – A Free Market Mechanism for Preventing Mortgage Securitization Induced Financial Crises by Helmut Gründl & Thomas Post [Downloadable!] 2009 Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008 by Laurence Fung & Ip-wing Yu [Downloadable!] 2009 The Credibility of the Link from the Perspective of Modern Financial Theory by Hans Genberg & Cho-hoi Hui [Downloadable!] 2009 Profitability of Technical Trading Rules on the Baltic Stock Markets by Lönnbark, Carl & Soultanaeva, Albina [Downloadable!] 2009 Mental Accounting in the Housing Market by Almenberg, Johan & Karapetyan, Artashes [Downloadable!] 2009 Mental Accounting in the Housing Market by Almenberg, Johan & Karapetyan, Artashes [Downloadable!] 2009 Introducing a spread into the Kyle model by Salomonsson, Marcus [Downloadable!] 2009 Is Corporate Social Responsibility viewed as a risk factor? Evidence from an asset pricing analysis by Manescu, Cristiana [Downloadable!] 2009 Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban by Hansson, Fredrik & Rüdow Fors, Erik [Downloadable!] 2009 Credit allocation, capital requirements and procyclicality by Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo [Downloadable!] 2009 Corporate social responsibility and shareholder's value: an empirical analysis by Becchetti , Leonardo & Ciciretti , Rocco & Hasan, Iftekhar [Downloadable!] 2009 Stock return seasonalities and investor structure: Evidence from China's B-share markets by Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L. [Downloadable!] 2009 Optimal martingales and American option pricing by Mario Cerrato & Abdollah Abbasyan [Downloadable!] 2009 Exchange rate forecasters’ performance: evidence of skill? by Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky [Downloadable!] 2009 Manipulation des Börsenkurses durch gezielte Informationspolitik im Rahmen von Squeeze-Outs? – Eine empirische Untersuchung am deutschen Kapitalmarkt by Moritz Bassemir & Felix F. Fischer & Holger Daske [Downloadable!] 2009 Stock Prices in a Speculative Market: The Chinese Split-Share Reform by Andrea Beltratti & Bernardo Bortolotti & Marianna Caccavaio [Downloadable!] 2009 Classical and modified rescaled range analysis: Sampling properties under heavy tails by Ladislav Kristoufek [Downloadable!] 2009 Markets for Information: Of Inefficient Firewalls and Efficient Monopolies by Antonio Cabrales & Piero Gottardi [Downloadable!] 2009 When Are Analyst Recommendation Changes Influential? by Loh, Roger K. & Stulz, Rene M. [Downloadable!] 2009 Default Risk, Idiosyncratic Coskewness and Equity Returns by Chabi-Yo, Fousseni & Yang, Jun [Downloadable!] 2009 Expected Returns and Volatility of Fama-French Factors by Chabi-Yo, Fousseni [Downloadable!] 2009 The Efficiency of the Chinese Commodity Futures Markets- Development and Empirical Evidence by Yu Xin & Gongmeng Chen & Michael Firth [Downloadable!] 2009 China’s Stock Market- Inefficiencies and Institutional Implications by Guoping Li [Downloadable!] 2009 Multi Factor SUR in Event Study Analysis- Evidence from M&A in Singapore’s Financial Industry by Enrico Tanuwidjaja [Downloadable!] 2009 The effect of Sovereign Wealth Funds’ investments on stock markets by Hélène Raymond [Downloadable!] 2009 The impact of stock spams on volatility by Taoufik Bouraoui [Downloadable!] 2009 Modelling oil price expectations: evidence from survey data by Georges Prat & Remzi Uctum [Downloadable!] 2009 The dynamics of U.S. equity risk premia: lessons from professionals'view by Alain Abou & Georges Prat [Downloadable!] 2009 Fundamentals, Macroeconomic Announcements and Asset Prices by Aymen Belgacem [Downloadable!] 2009 Has the Structural Break Slowed Down Growth Rates of Stock Markets? by Paresh Kumar Narayan [Downloadable!] 2009 The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects by Michael T. Chng & Gerard L. Gannon [Downloadable!] 2009 Dispersion of Information or Market Behaviour: General Public Trading in S&P500 Index Futures by Gerard L. Gannon [Downloadable!] 2009 Evaluating Greek Equity Funds Using Data Envelopment Analysis by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas [Downloadable!] 2009 Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes by Michel van der Wel & Albert Menkveld & Asani Sarkar [Downloadable!] 2009 An Empirical Analysis of Legal Insider Trading in the Netherlands by Degryse, H.A. & Jong, F.C.J.M. de & Lefebvre, J.J.G. [Downloadable!] 2009 Strategic Supply Function Competition with Private Information by Xavier Vives [Downloadable!] 2009 Detecting the Presence of Informed Price Trading Via Structural Break Tests by Jose Olmo & Keith Pilbeam & William Pouliot [Downloadable!] 2009 Two-sided career concern and financial equilibrium by Yolanda Portilla [Downloadable!] 2009 Do Foreign Institutional Investors Destabilize China’s A-Share Markets? by Michael Schuppli & Martin T. Bohl [Downloadable!] 2009 The Other January Effect: International Evidence by Martin T. Bohl & Christian A. Salm [Downloadable!] 2009 Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets by Martin T. Bohl & Michael Schuppli & Pierre L. Siklos [Downloadable!] 2009 Do Individual Index Futures Investors Destabilize the Underlying Spot Market? by Martin T. Bohl & Christian A. Salm & Bernd Wilfling [Downloadable!] 2009 The Exchange Rate Effect of Multi-Currency Risk Arbitrage by Hau, Harald [Downloadable!] 2009 The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007 by Flandreau, Marc & Flores Zendejas, Juan Huitzilihuitl & Gaillard, Norbert & Nieto-Parra, Sebastián [Downloadable!] 2009 Crash Risk in Currency Markets by Farhi, Emmanuel & Fraiberger, Samuel P. & Gabaix, Xavier & Rancière, Romain & Verdelhan, Adrien [Downloadable!] 2009 Limits of Limits of Arbitrage: Theory and Evidence by Hombert, Johan & Thesmar, David [Downloadable!] 2009 Testing Asymmetric-Information Asset Pricing Models by Kelly, Bryan & Ljungqvist, Alexander P [Downloadable!] 2009 Financial Signalling by Innovative Nascent Entrepreneurs by Audretsch, David B & Bönte, Werner & Mahagaonkar, Prashanth [Downloadable!] 2009 Bonus Payments and Fund Managers’ Behaviour: Trans-Atlantic Evidence by Gehrig, Thomas & Lütje, Torben & Menkhoff, Lukas [Downloadable!] 2009 Clustering global equity markets with variance ratio tests by Joao A. Bastos & Jorge Caiado [Downloadable!] 2009 The Value of Capital Market Regulation: IPOs versus Reverse Mergers by Cécile Carpentier & Douglas Cumming & Jean-Marc Suret [Downloadable!] 2009 Long-run Performance Following Cross-Listing: A Re-examination by Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret [Downloadable!] 2009 The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading by Ramazan GENCA & Rajna GIBSON & Yi XUE [Downloadable!] 2009 Dynamic Investment and Financing under Asymmetric Information by Erwan MORELLEC & Norman SCHURHOFF [Downloadable!] 2009 Contagion Effects of the Subprime Crisis in the European Nyse-Euronext Markets by Paulo Horta & Carlos Mendes & Isabel Vieira [Downloadable!] 2009 An Empirical Analysis of Legal Insider Trading in the Netherlands by Hans Degryse & Frank de Jong & Jérémie Lefebvre [Downloadable!] 2009 Exchange Rate Forecasters' Performance: Evidence of Skill? by Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky [Downloadable!] 2009 Application of Stochastic Optimal Control to Financial Market Debt Crises by Jerome L. Stein [Downloadable!] 2009 An Options Pricing Approach for CO2 Allowances in the EU ETS by Beat Hintermann [Downloadable!] 2009 Allowance Price Drivers in the First Phase of the EU ETS by Beat Hintermann [Downloadable!] 2009 Herding, Contrarianism and Delay in Financial Market Trading by Park, A. & Sgroi, D. [Downloadable!] 2009 Herding and Contrarian Behaviour in Financial Markets by Park, A. & Sabourian, H. [Downloadable!] 2009 Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis by Park, A. & Sgroi, D. [Downloadable!] 2009 Financial Signaling by Innovative Nascent Entrepreneurs by David B. Audretsch & Prashanth Mahagaonkar & Werner Bönte [Downloadable!] 2009 To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements by Adriana Korczak & Piotr Korczak & Meziane Lasfer [Downloadable!] 2009 Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks by Piotr Korczak & Kate Phylaktis [Downloadable!] 2009 On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts by Daniella Acker & Nigel W. Duck [Downloadable!] 2009 The Value and Risk of Defined Contribution Pension Schemes: International Evidence by Edmund Cannon & Ian Tonks [Downloadable!] 2009 Revisiting the Merger and Acquisition Performance of European Banks by Ioannis Asimakopoulos & Panayiotis Athanasoglou, [Downloadable!] 2009 An assessment of financial sector rescue programmes by Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini [Downloadable!] 2009 Cash, access to credit, and value creation in M&As by José Manuel Campa & Ignacio Hernando [Downloadable!] 2009 The Asian crisis: what did local stock markets expect? by Alicia García-Herrero & Jacob Gyntelberg & Andrea Tesei [Downloadable!] 2009 Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows by Gabriel Martinez [Downloadable!] 2009 Efficience informationnelle des marchés de l’or à Paris et à Londres, 1948-2008. Une vérification économétrique de la forme faible by Thi Hong Van Hoang [Downloadable!] 2009 Market Reaction To The Announcement Of A Male-To-Female Ceo Turnover by Amanda L. Coxbill & Lee W. Sanning & Sherrill Shaffer [Downloadable!] 2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies by Tim Bollerslev & Natalia Sizova & George Tauchen [Downloadable!] 2009 New thoughts on efficient markets by Helena NAFFA [Downloadable!] 2009 The information content and redistribution effects of state and municipal rating changes in Mexico by Mendoza Velázquez, Alfonso [Downloadable!] 2009 Short-term effects of analysts recommendations in spanish blue chips returns and trding volumes by Josep García Blandón & Josep María Argilés Bosch [Downloadable!] 2009 Complementarities, Multiplicity, and Supply Information by Jayant Vivek Ganguli & Liyan Yang [Downloadable!] 2009 Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals by Marco Cipriani & Antonio Guarino [Downloadable!] 2009 The Performance of Actively and Passively Managed Swiss Equity Funds by Manuel Ammann & Michael Steiner 2009 The Development of the Romanian Capital Market: Evidences on Information Efficiency by Dragota, Victor & Stoian, Andreea & Pele, Daniel Traian & Mitrica, Eugen & Bensafta, Malik [Downloadable!] 2009 Smart Agents And Sentiment In The Heterogeneous Agent Model by Lukas Vacha & Jozef Barunik & Miloslav Vosvrda [Downloadable!] 2009 Organization and Application of Information Technologies in Enterprises of Herzegovina Region by Zdenko Klepic & Mirela Mabic & Jelena Brkic [Downloadable!] 2009 Determinants of winning and losing persistence in the Polish banking sector by Krzysztof Jackowicz [Downloadable!] 2009 Hungarian sovereign credit risk premium in international comparison during the financial crisis by Lóránt Varga [Downloadable!] 2009 Measuring interest rate expectations from market yields: topical issues by Klára Pintér & György Pulai [Downloadable!] 2009 Efficiency of the Chilean stock market: A dynamic approach using volatility tests by Andrés Acuña & Cristián Pinto [Downloadable!] 2009 Event studies and the importance of the estimation methodology by John Jairo García [Downloadable!] 2009 La Economía Financiera Frente a la Crisis by Felipe Zurita [Downloadable!] 2009 Explaining Monetary Policy in Press Conferences by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2009 VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi by Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK 2009 Türk hisse senedi piyasasının zayıf formda etkinliğinin testi by Burcu ÖZCAN & Veli YILANCI 2009 The relationship between risk and expected returns with incomplete information by Germán López & Joaquín Marhuenda & Belén Nieto [Downloadable!] 2009 Production Management And Market Constraints by Laurean BOGDAN [Downloadable!] 2009 Desempeño operacional posterior a la oferta pública inicial de acciones de las empresas chilenas by González, Marcelo & Farías, Pablo 2009 El efecto momentum en la Bolsa Mexicana de Valores by Muga, Luis & Santamaría, Rafael 2009 Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004 by Michailidis, G. [Downloadable!] 2009 Stock Returns-Inflation Relation In India, 1980-2004 by SHANMUGAM, K.R. & MISRA, Biswa Swarup [Downloadable!] 2009 Verbraucherpolitik im Bereich der Finanzdienstleistungen muss mehr sein als Bereitstellung von Information by Achim Tiffe [Downloadable!] 2009 Rationale Marktübertreibungen im Zusammenhang der aktuellen Finanzmarktkrise by Thorsten Klug & Hermann Locarek-Junge & Max Mihm [Downloadable!] 2009 La performance à court et à long terme de l'acquéreur:l'impact de la détention d'une position de contrôle by Taher Hamza 2009 The Impact of Smoking Bans on the Hospitality Industry: New Evidence from Stock Market Returns by Jonathan T. Tomlin [Downloadable!] 2008 The Economic Impact of Olympic Games: Evidence from Stock Markets by Dick, Christian D. & Wang, Qingwei [Downloadable!] 2008 International Stock Return Predictability Under Model Uncertainty by Schrimpf, Andreas [Downloadable!] 2008 A Data-Reconstructed Fractional Volatility Model by Mendes, Rui Vilela & Oliveira, Maria J. [Downloadable!] 2008 Geography or skills: what explains Fed Wachters' forecast accuracy of US monetary policy? by Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel [Downloadable!] 2008 The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger by Joseph A. Clougherty & Tomaso Duso [Downloadable!] 2008 The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger by Joseph A. Clougherty & Tomaso Duso [Downloadable!] 2008 Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing by Park, Andreas & Sgroi, Daniel [Downloadable!] 2008 When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment by Park, Andreas & Sgroi, Daniel [Downloadable!] 2008 Analysis of HF data on the WSE in the context of EMH by Paweł Strawiński & Robert Ślepaczuk [Downloadable!] 2008 Markets for Information: Of Inefficient Firewalls and Efficient Monopolies by Antonio Cabrales & Piero Gottardi [Downloadable!] 2008 Insights into the Market Impact of Different Investment Styles by Ron Bird & Lorenzo Casavecchia & Paul Woolley [Downloadable!] 2008 Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros by Manfred Gärtner [Downloadable!] 2008 Central bank communication and crowding out of private information in an experimental asset market by Menno Middeldorp & Stephanie Rosenkranz [Downloadable!] 2008 Information acquisition in an experimental asset market by Menno Middeldorp & Stephanie Rosenkranz [Downloadable!] 2008 Does Volatility matter? Expectations of price return and variability in an asset pricing experiment by Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto [Downloadable!] 2008 The impact of horizontal mergers on rivals: Gains to being left outside a merger by Joseph Clougherty & Tomaso Duso [Downloadable!] 2008 How to Determine whether Regional Markets are Integrated? Theory and Evidence from European Electricity Markets by Georg Gebhardt & Felix Höffler [Downloadable!] 2008 Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing by Andreas Park & Daniel Sgroi [Downloadable!] 2008 When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment by Andreas Park & Daniel Sgroi [Downloadable!] 2008 Bid-Ask Spreads and Volume:The Role of Trade Timing by Andreas Park [Downloadable!] 2008 Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices by John C. Frain [Downloadable!] 2008 Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006) by Evan Gilbert & Dave Strugnell [Downloadable!] 2008 Does Weather Matter? by Jian Hu [Downloadable!] 2008 Dynamic Trading and Asset Prices: Keynes vs. Hayek by Giovanni Cespa & Xavier Vives [Downloadable!] 2008 Do Investors Value High Levels of Regulation by Tim Jenkinson & Tarun Ramadorai [Downloadable!] 2008 Conformism, Public News and Market Effciency by Gabriel Desgranges & Celine Rochon [Downloadable!] 2008 Value Ambiguity and Gains from Acquisitions of Unlisted Targets by Leonidas Barbopoulos & Krishna Paudyal & Gioia Pescetto [Downloadable!] 2008 The Microstructure of a U.S. Treasury ECN: The Brokertec Platform by Michael Fleming & Bruce Mizrach [Downloadable!] 2008 Market Efficiency in the Baseball Betting Market: The Case of Pete Rose by Douglas Coate [Downloadable!] 2008 Predicting the Signs of Forecast Errors by Nazaria Solferino & Robert J. Waldmann [Downloadable!] 2008 Office Rent Determinants: a Hedonic Panel Analysis by Franz Fuerst [Downloadable!] 2008 The Impact of Terrorism on the Defense Industry by Claude Berrebi & Esteban F. Klor [Downloadable!] 2008 The Jump component of S&P 500 volatility and the VIX index by Ralf Becker & Adam Clements & Andrew McClelland [Downloadable!] 2008 Insiders-Outsiders, Transparency and the Value of the Ticker by Giovanni Cespa & Thierry Foucault [Downloadable!] 2008 A Non-Random Walk down Canary Wharf by Canegrati, Emanuele [Downloadable!] 2008 Analysis of HF data on the WSE in the context of EMH by Strawinski, Pawel & Slepaczuk, Robert [Downloadable!] 2008 Gambling Preference and the New Year Effect of Assets with Lottery Features by Doran, James & Jiang, Danling & Peterson, David [Downloadable!] 2008 Governança corporativa e divulgação de relatórios financeiros anuais by Amaral, Hudson & Iquiapaza, Robert & Tomaz, Wesley & Bertucci, Luiz [Downloadable!] 2008 Algorithmic complexity theory and the relative efficiency of financial markets by Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio [Downloadable!] 2008 Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns by Jiang, Danling [Downloadable!] 2008 Analysis into IPO underpricing and clustering in Hong Kong equity market by Qiao, Yongyuan [Downloadable!] 2008 Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market by Repkine, Alexandre [Downloadable!] 2008 Liquidity-Induced Dynamics in Futures Markets by Fagan, Stephen & Gencay, Ramazan [Downloadable!] 2008 The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets by Suk-Joong , Kim & Do Quoc Tho , Nguyen [Downloadable!] 2008 Market Bubbles and Chrashes by Kaizoji, Taisei & Sornette, Didier [Downloadable!] 2008 'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice? by Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob [Downloadable!] 2008 Stochastic Processes in Finance and Behavioral Finance by Steinbacher, Matjaz [Downloadable!] 2008 The Efficiency of Trading Halts; Evidence from Bursa Malaysia by Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily [Downloadable!] 2008 Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts by Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K. [Downloadable!] 2008 Trust and Loss Aversion in Romanian Capital Market by Alexandru, Ciprian Antoniade [Downloadable!] 2008 Effect of mergerson efficiency and productivity: Some evidence for banks in Malaysia by Radam, Alias & Baharom, A.H. & Dayang-Afizzah, A.M. & Ismail, Farhana [Downloadable!] 2008 Information Exchange and the Limits of Arbitrage by Gray, Wesley [Downloadable!] 2008 Fundamental Value Investors: Characteristics and Performance by Gray, Wesley & Kern, Andrew [Downloadable!] 2008 Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia by Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal [Downloadable!] 2008 New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case by Canegrati, Emanuele [Downloadable!] 2008 One Step at a Time: Do threshold patterns matter in public good provision? by Ye, Maoliang & Nikolov, Plamen & Casaburi, Lorenzo & Asher, Sam [Downloadable!] 2008 Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia by Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S. [Downloadable!] 2008 Information Exchange and the Limits of Arbitrage by Gray, Wesley [Downloadable!] 2008 Do Credit Constraints Matter more for College Dropout Entrepreneurs? by Werner, Arndt [Downloadable!] 2008 Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence by Constantinides, George M. & Jackwerth, Jens Carsten & Czerwonko, Michal & Perrakis, Stylianos [Downloadable!] 2008 In Search of Market Index Leaders: Evidence from World Financial Markets by Canegrati, Emanuele [Downloadable!] 2008 In Search of Market Index Leaders: Evidence from Asian Markets by Canegrati, Emanueke [Downloadable!] 2008 Algorithmic complexity theory and the relative efficiency of financial markets - Updated by Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio [Downloadable!] 2008 Testing the CAPM: Evidences from Italian Equity Markets by Canegrati, Emanuele [Downloadable!] 2008 Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa by Baptista , Ricardo F. de F. & Valls Pereira , Pedro L. [Downloadable!] 2008 Modeling Trade Direction by Rosenthal, Dale W.R. [Downloadable!] 2008 Can Insurance Companies Control their financial stability? Practical Solutions by Cristea, Mirela [Downloadable!] 2008 On the Correlation Structure of Microstructure Noise in Theory and Practice by Francis X. Diebold & Georg H. Strasser [Downloadable!] 2008 How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data by Yoshiro Tsutsui & Kenjiro Hirayama [Downloadable!] 2008 Learning about Risk and Return: A Simple Model of Bubbles and Crashes by Wiliam Branch & George W. Evans [Downloadable!] 2008 Who Saw Sovereign Debt Crises Coming? by Sebastián Nieto Parra [Downloadable!] 2008 Impossible Frontiers by Thomas J. Brennan & Andrew W. Lo [Downloadable!] 2008 Price Momentum In Stocks: Insights From Victorian Age Data by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan [Downloadable!] 2008 What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data by Amir E. Khandani & Andrew W. Lo [Downloadable!] 2008 Costly External Finance: Implications for Capital Markets Anomalies by Dongmei Li & Lu Zhang [Downloadable!] 2008 Real and Financial Industry Booms and Busts by Gerard Hoberg & Gordon M. Phillips [Downloadable!] 2008 Efficient Prediction of Excess Returns by Jon Faust & Jonathan H. Wright [Downloadable!] 2008 Superstar CEOs by Ulrike Malmendier & Geoffrey Tate [Downloadable!] 2008 Sell Side School Ties by Lauren Cohen & Andrea Frazzini & Christopher Malloy [Downloadable!] 2008 Information Acquisition and Under-Diversification by Stijn Van Nieuwerburgh & Laura Veldkamp [Downloadable!] 2008 Efficient frontier for robust higher-order moment portfolio selection by Emmanuel F. Jurczenko & Bertrand Maillet & Paul M. Merlin [Downloadable!] 2008 A multi-horizon scale for volatility by Alexander Subbotin [Downloadable!] 2008 Dynamic analysis of the insurance linked securities index by Mathieu Gatumel & Dominique Guegan [Downloadable!] 2008 Towards an understanding approach of the insurance linked securities market by Mathieu Gatumel & Dominique Guegan [Downloadable!] 2008 An Examination Of The Impact Of India'S Performance In One-Day Cricket Internationals On The Indian Stock Market by Vinod Mishra & Russell Smyth [Downloadable!] 2008 Order Dynamics in the Italian Treasury Security Wholesale Secondary Market by Coluzzi, Chiara & Ginebri, Sergio [Downloadable!] 2008 Option based forecasts of volatility: An empirical study in the DAX index options market by Silvia Muzzioli [Downloadable!] 2008 Is public information really public? The role of newspapers by Riccardo Ferretti & Francesco Pattarin [Downloadable!] 2008 The forint interest rate swap market and the main drivers of swap spreads by Csaba Csávás & Lóránt Varga & Csaba Balogh [Downloadable!] 2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics by Catherine Kyrtsou & Michel Terraza [Downloadable!] 2008 Assessing Spill-Over Effects of U.S. Monetary Policy and Macroeconomic Announcements on Financial Markets in Argentina by Bernd Hayo & Matthias Neuenkirch [Downloadable!] 2008 Communicating with Many Tongues: FOMC Speeches and U.S. Financial Market Reaction by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch [Downloadable!] 2008 Did the market signal impending problems at Northern Rock? An analysis of four financial instruments by Maximilian J. B. Hall & Paul Hamalainen & Adrian Pop & Barry Howcroft [Downloadable!] 2008 Price Adjustment to News with Uncertain Precision by Nikolaus Hautsch & Dieter Hess & Christoph Müller [Downloadable!] 2008 Sentiment Dynamics and Stock Returns: The Case of the German Stock Market by Thomas Lux [Downloadable!] 2008 Do prices in the unmediated call auction reflect insider information? - An experimental analysis by Tobias Brünner & Rene Levinsky [Downloadable!] 2008 Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35 by Marco Trombetta & Francisco Bravo Urquiza & María Cristina Abad Navarro [Downloadable!] 2008 The Sentiment Bias in English Soccer Betting by Egon Franck & Erwin Verbeek & Stephan NŸesch [Downloadable!] 2008 Efficient Market Hypothesis in European Stock Markets by Maria Rosa Borges [Downloadable!] 2008 It is hard to beat the Monkeys - On the Value of Asymmetric Fundamental Information in Asset Markets by Michael Kirchler [Downloadable!] 2008 Political parties and the economy: Macro convergence, micro partisanship? by Pau Castells & Francesc Trillas [Downloadable!] 2008 Asymmetric Information and the Signaling Role of Prices by Wassim Daher & Leonard J. Mirman & Marc Santugini [Downloadable!] 2008 Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions by Eduardo Cavallo & Andrew Powell & Roberto Rigobon [Downloadable!] 2008 Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting? by Joachim Gassen [Downloadable!] 2008 Price Adjustment to News with Uncertain Precision by Nikolaus Hautsch & Dieter Hess & Christoph Müller [Downloadable!] 2008 Impact of IPO Activities on the Hong Kong Dollar Interbank Market by Frank Leung & Philip Ng [Downloadable!] 2008 Tick Size Change on the Stock Exchange of Thailand by Pavabutra, Pantisa & Prangwattananon, Sukanya [Downloadable!] 2008 Impact of Political News on the Baltic State Stock Markets by Soultanaeva, Albina [Downloadable!] 2008 The Risk Components of Liquidity by Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A. [Downloadable!] 2008 The signalling hypothesis revisited: Evidence from foreign IPOs by Francis , Bill B & Hasan , Iftekhar & Lothian , James R & Sun, Xian [Downloadable!] 2008 Global and Regional Links between Stock Markets - the Case of Russia and China by Kozluk, Tomasz [Downloadable!] 2008 Reputation and competition: evidence from the credit rating industry by Bo Becker & Todd Milbourn [Downloadable!] 2008 Bonus Payments and Fund Managers' Behavior: Trans-Atlantic Evidence by Gehrig, Thomas P. & Lütje, Torben & Menkhoff, Lukas [Downloadable!] 2008 Investor sentiment and stock returns: Some international evidence by Schmeling, Maik [Downloadable!] 2008 Effects of Macroeconomic Announcements on Stock Returns across Volatility Regimes by Henry Aray [Downloadable!] 2008 The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems by Helder Sebastião [Downloadable!] 2008 The Credit Default Swap Market’s Reaction to Earnings Announcements by Caitlin Ann Greatrex [Downloadable!] 2008 Der Einfluss von Diversifikationsstrategien auf den Aktienkurs deutscher Unternehmen by Michael H. Grote & Marc Rustige [Downloadable!] 2008 The Economics of Rating Watchlists: Evidence from Rating Changes by Christina E. Bannier & Christian Hirsch [Downloadable!] 2008 Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach by Philippe Lambert & Sébastien Laurent [Downloadable!] 2008 Herd behavior towards the market index: Evidence from 21 financial markets by Wang, Daxue [Downloadable!] 2008 Price efficiency and short selling by Saffi, Pedro & Sigurdson, Kari [Downloadable!] 2008 Differences of opinion, information and the timing of trades by Saffi, Pedro [Downloadable!] 2008 Individual investors and volatility by Foucault, Thierry & Themar, David & Sraer, David [Downloadable!] 2008 Les spams boursiers : Etude empirique sur le marché des penny stocks by Taoufik Bouraoui [Downloadable!] 2008 L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40 by Aymen Belgacem [Downloadable!] 2008 The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data by Georges Prat & Remzi Uctum [Downloadable!] 2008 Market Makers V's The General Public: A First Look at S&P500 Futures Trade Data by Gerard L. Gannon [Downloadable!] 2008 The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects by Michael T. Chng & Gerard L. Gannon [Downloadable!] 2008 Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects by Ridhwan, M.M. & Nijkamp, P. & Rietveld, P. & Groot, H.L.F. de [Downloadable!] 2008 Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle by R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt [Downloadable!] 2008 Information Salience, Investor Sentiment, and Stock Returns: The Case of British Soccer Betting by Palomino, F.A. & Renneboog, L.D.R. & Zhang, C. [Downloadable!] 2008 The Dutch Grey Market by Renneboog, L.D.R. & Spaenjers, C. [Downloadable!] 2008 Dividend Policies in an Unregulated Market: The London Stock Exchange 1895-1905 by Braggion, F. & Moore, L. [Downloadable!] 2008 Do UK Institutional Shareholders Monitor their Investee Firms? by Goergen, M. & Renneboog, L.D.R. & Zhang, C. [Downloadable!] 2008 Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions by Martynova, M. & Renneboog, L.D.R. [Downloadable!] 2008 The Virtues and Vices of Equilibrium and the Future of Financial Economics by J. Doyne Farmer & John Geanakoplos [Downloadable!] 2008 Markets for information : of inefficient firewalls and efficient monopolies by Antonio Cabrales & Piero Gottardi [Downloadable!] 2008 IFRS and the Need for Non-Financial Information by Tristan Boyer & Elena Chane-Alune [Downloadable!] 2008 Endogenous Information Flows and the Clustering of Announcements by Acharya, Viral V & DeMarzo, Peter & Kremer, Ilan [Downloadable!] 2008 A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market by Dunne, Peter & Hau, Harald & Moore, Michael [Downloadable!] 2008 Individual Investors and Volatility by Foucault, Thierry & Sraer, David & Thesmar, David [Downloadable!] 2008 Arbitrage in the Foreign Exchange Market: Turning on the Microscope by Akram, Qaisar Farooq & Rime, Dagfinn & Sarno, Lucio [Downloadable!] 2008 The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger by Clougherty, Joseph A & Duso, Tomaso [Downloadable!] 2008 Insiders-Outsiders, Transparency and the Value of the Ticker by Cespa, Giovanni & Foucault, Thierry [Downloadable!] 2008 Capital Markets, Information Aggregation and Inequality: Theory and Experimental Evidence by Grüner, Hans Peter [Downloadable!] 2008 Price Adjustment to News with Uncertain Precision by Nikolas Hautsch & Dieter Hess & Christoph Müller [Downloadable!] 2008 Contagion effects of the US Subprime Crisis on Developed Countries by Paulo Horta & Carlos Mendes & Isabel Vieira [Downloadable!] 2008 Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach by Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder [Downloadable!] 2008 High-Frequency Analysis of Foreign Exchange Interventions: What do we learn? by Lukas Menkhoff [Downloadable!] 2008 No-Trade in the Laboratory by Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson [Downloadable!] 2008 Large-Scale Disasters and the Insurance Industry by Walter Kraemer & Sebastian Schich [Downloadable!] 2008 Source of Information-Driven Trading on the Prague Stock Exchange by Frantisek Kopriva [Downloadable!] 2008 Revisión de la literatura sobre cuantificación del valor reputacional ambiental by Mariana Conte Grand [Downloadable!] 2008 Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange by Wong, Woon K & Tan, Dijun & Tian, Yixiang [Downloadable!] 2008 Private Information in Executives' Option Trades: Evidence from the UK by Kyriacou, Kyriacos & Luintel, Kul B & Mase, Bryan [Downloadable!] 2008 The Other Side of the Trading Story: Evidence from NYSE by Wong, Woon K & Copeland, Laurence & Lu, Ralph [Downloadable!] 2008 Stock Market Event Studies and Competition Commission Inquiries by Lucy Beverley [Downloadable!] 2008 Feedback Trading and Intermittent Market Turbulence by Tambakis, D.N. [Downloadable!] 2008 A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets by Alexandros E. Milionis & Evangelia Papanagiotou [Downloadable!] 2008 The Banking Sector and the Great Depression in Bulgaria, 1924 - 1938: Interlocking and Financial Sector Profitability by Kiril Danailov Kossev [Downloadable!] 2008 On the Correlation Structure of Microstructure Noise in Theory and Practice by Francis X. Diebold & Georg H. Strasser [Downloadable!] 2008 Does the law of one price hold in international financial markets? Evidence from tick data by Q. Farooq Akram & Dagfinn Rime & Lucio Sarno [Downloadable!] 2008 Liquidity at the Oslo Stock Exchange by Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard [Downloadable!] 2008 The risk components of liquidity by Lorán Chollete & Randi Næs & Johannes A. Skjeltorp [Downloadable!] 2008 Nowcasting Norwegian GDP: The role of asset prices in a small open economy by Knut Are Aastveit & Tørres G. Trovik [Downloadable!] 2008 Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market by George J. Jiang & Ingrid Lo & Adrien Verdelhan [Downloadable!] 2008 How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks? by Sylwia Nowak [Downloadable!] 2008 Expected Stock Returns and Variance Risk Premia by Tim Bollerslev & Tzuo Hao & George Tauchen [Downloadable!] 2008 Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis by Pawel STRAWINSKI & Robert SLEPACZUK [Downloadable!] 2008 Emerging Market Liquidity and Crises by Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen [Downloadable!] 2008 Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright [Downloadable!] 2008 Widespread Corruption in Sports Gambling: Fact Or Fiction by Richard Borghesi 2008 Several Aspects Regarding Weather and Weather Derivatives by Gheorghe Hurduzeu & Laura Gabriela Constantin [Downloadable!] 2008 Economic Value Added (Eva) As A Performance Measurement For Glcs Vs Non-Glcs: Evidence From Bursa Malaysia by Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub [Downloadable!] 2008 Dilution and Dividend Effects on the Portuguese Equity Warrants Market by José Eduardo Correia & João Duque 2008 Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show? by Judit Páles & Lóránt Varga [Downloadable!] 2008 Central Bank Policy Rate Guidance and Financial Market Functioning by Richhild Moessner & William R. Nelson [Downloadable!] 2008 The Impact of Central Bank Announcements on Asset Prices in Real Time by Carlo Rosa & Giovanni Verga [Downloadable!] 2008 Using Securities Market Information for Bank Supervisory Monitoring by John Krainer & Jose A. Lopez [Downloadable!] 2008 Son düzenleme ve gelişmeler kapsamında bağımsız denetim ve muhasebe-denetim mesleğinin rolü: Sermaye piyasaları açısından bir değerlendirme by Ali ALP & Zafer SAYAR 2008 Ödül beta yaklasımının Istanbul Menkul Kıymetler Borsası’nda uygulanması by Sezgin DEMİR & Yusuf KADERLİ 2008 Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması by Emin AVCI & Murat ÇİNKO 2008 Döviz kurlarının öngörüsünde stokastik oynaklık modelleri by Alper ÖZÜN & Mehmet TÜRK 2008 Sendikasyon ve seküritizasyon kredileri anlaşmalarının borçlanan bankaların hisse fiyatlarına etkileri by Sadık ÇUKUR & Mehmet ERYİĞİT & Seda DURAN 2008 İletişim Politikası ve Bekleyişlerin Yönetimi: Önemi ve TCMB Örneği by Zeynep Özge YETKİN 2008 Disclosure and liquidity in a driven by orders market: Empirical evidence from panel data by Mónica Espinosa & Mikel Tapia & Marco Trombetta [Downloadable!] 2008 Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange by Güray Küçükkocaoglu [Downloadable!] 2008 Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter by Vít Pošta [Downloadable!] 2008 Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion by Martin Cincibuch & Matrina Horníková [Downloadable!] 2008 Influence of Secondary Offerings on the Liquidity and Trading Activity of Stocks Outstanding by Miguel A. Acedo & Fco. Javier Ruiz & Rafael Santamaría [Downloadable!] 2008 Stock Market Integration and the Speed of Information Transmission by Alexandr Černý & Michal Koblas [Downloadable!] 2008 Manipulación de resultados en la banca chilena por medio de la estimación de incobrables by Genoni, Gustavo & Niño, Jorge 2008 La performance opérationnelle à long terme des entreprises françaises émettrices d’obligations convertibles by Khalid Elbadraoui & Jean-Jacques Lilti & Bouchra M'Zali 2008 Arbitrage and convergence: Evidence from Mexican ADRs by Samuel Koumkwa & Raúl Susmel [Downloadable!] 2008 Herd Behavior and Contagion in Financial Markets by Marco Cipriani & Antonio Guarino [Downloadable!] 2008 Mitigating the Growth-Effects of Inflation through Financial Development by Niloy Bose & Antu P. Murshid [Downloadable!] 2008 The ABX: how do the markets price subprime mortgage risk? by Ingo Fender & Martin Scheicher [Downloadable!] 2008 The spillover of money market turbulence to FX swap and cross-currency swap markets by Naohiko Baba & Frank Packer & Teppei Nagano [Downloadable!] 2008 Romanian Companies’ Web-Based Disclosure Choices And Capital Markets by Victoria Bogdan & Cosmina Madalina Pop [Downloadable!] 2007 Cashflow news, the value premium and an asset pricing view on European stock market integration by Thomas Nitschka [Downloadable!] 2007 Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets by Daniel Waldenström & Bruno S. Frey [Downloadable!] 2007 Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries by Wölfle, Marco [Downloadable!] 2007 Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis by Oberndorfer, Ulrich & Ulbricht, Dirk [Downloadable!] 2007 Stale information, shocks and volatility by Gropp, Reint Eberhard & Kadareija, Arjan [Downloadable!] 2007 The Impact of Political Risk on Sovereign Bond Spreads - Evidence from Latin America by Moser, Christoph [Downloadable!] 2007 The economics of rating watchlists: evidence from rating changes by Hirsch, Christian & Bannier, Christina E. [Downloadable!] 2007 Endogenous credit derivatives and bank behavior by Pausch, Thilo [Downloadable!] 2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery by Dötz, Niko [Downloadable!] 2007 Moral hazard and bail-out in fiscal federations: evidence for the German Länder by Heppke-Falk, Kirsten H. & Wolff, Guntram B. [Downloadable!] 2007 Impact of Derivatives Trading on Emerging Capital Markets: A Note on Expiration Day Effects in India by Sumon Bhaumik & Suchismita Bose [Downloadable!] 2007 Listening Without Understanding by Menno Middeldorp & Clemens Kool & Stephanie Rosenkranz [Downloadable!] 2007 Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices by Chancharat,Surachai & Valadkhani, Abbas [Downloadable!] 2007 Home, Sweet Home or Is It - Always? Testing the Efficiency of the Norwegian Housing Market by Erling Røed Larsen and Steffen Weum [Downloadable!] 2007 Market Impact of International Sporting and Cultural Events by António Miguel Martins & Ana Paula Serra [Downloadable!] 2007 Information Sales and Insider Trading with Long-lived Information by Giovanni Cespa [Downloadable!] 2007 Analysis into IPO Underpricing and Clustering in Hong Kong Equity Market by Yongyuan Qiao [Downloadable!] 2007 Recovering Probabilistic Information From Options Prices and the Underlying by Bruce Mizrach [Downloadable!] 2007 Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room by Jie Lu & Bruce Mizrach [Downloadable!] 2007 The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance by Chris Brooks & Konstantina Kappou & Charles Ward [Downloadable!] 2007 The Value Premium and Time-Varying Unsystematic Risk by Chris Brooks & Xiafei Li & Joelle Miffre [Downloadable!] 2007 The Death of the Overreaction Anomaly? A Multifactor Explanation of Contrarian Returns by Adam Clements & Michael E. Drew & Evan M. Reedman [Downloadable!] 2007 Does implied volatility reflect a wider information set than econometric forecasts? by Ralf Becker & Adam Clements & James Curchin [Downloadable!] 2007 Information Sales and Insider Trading with Long-lived Information by Giovanni Cespa [Downloadable!] 2007 A new Model for Stock Price Movements by Venier, Guido [Downloadable!] 2007 A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality by Anolli, Mario & Petrella, Giovanni [Downloadable!] 2007 Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu [Downloadable!] 2007 Eficiencia del Mercado Accionario Chileno: Un Enfoque Dinámico usando Tests de Volatilidad by Acuña, Andrés & Pinto, Cristián [Downloadable!] 2007 The Short-Run Monetary Equilibrium with Liquidity Constraints by Mierzejewski, Fernando [Downloadable!] 2007 Corporate Governance and Firm Performance: Results from Greek Firms by Toudas, Kanellos & Karathanassis, George [Downloadable!] 2007 The Analisis Of The Bet-Fi Index’S Static Properties by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen & Nachescu, Miruna [Downloadable!] 2007 Romanian Capital Market And The Informational Efficiency by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen [Downloadable!] 2007 The Investors’ Implied Sentiment : A Robust Measure of Risk Appetite by Kim, KiHyung [Downloadable!] 2007 Do short-sellers arbrtrage accrual-based return anomalies? by Hirshleifer, David & Teoh, Siew Hong & Yu, Jeff Jiewei [Downloadable!] 2007 Accruals and Aggregate Stock Market Returns by Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong [Downloadable!] 2007 The Accrual Anomaly: Risk or Mispricing? by Hou, Kewei & Hirshleifer, David & Teoh, Siew Hong [Downloadable!] 2007 Short-Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach by Doran, James & Jiang, Danling & Peterson, David [Downloadable!] 2007 Asset pricing and predictability of stock returns in the french market by Ellouz, Siwar & Bellalah, Mondher [Downloadable!] 2007 Bank stock returns and economic growth by Cole, Rebel & Moshirian, Fari & Wu, Qionbing [Downloadable!] 2007 Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model by Ewald, Christian-Oliver & Xiao, Yajun [Downloadable!] 2007 Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno by Espinosa Méndez, Christian [Downloadable!] 2007 Stock market misvaluation and corporate investment by Dong, Ming & Hirshleifer, David & Teoh, Siew Hong [Downloadable!] 2007 The Impact Of Economic News On Financial Markets by Parker, John [Downloadable!] 2007 Shadows of economic prosperity in india in retrospection of the capital market by Lahiri, Soumitra [Downloadable!] 2007 Why do markets react badly to good news? Evidence from Fed Funds Futures by Ghent, Andra [Downloadable!] 2007 Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns by Hirshleifer, David & Jiang, Danling [Downloadable!] 2007 The Role of Loan Guarantee Schemes in Alleviating Credit Rationing in the UK by Cowling, Marc [Downloadable!] 2007 ¿Puede el gobierno corporativo aprender del gobierno público? by Brugger Jakob, Samuel Immanuel [Downloadable!] 2007 Are Short-sellers Different? by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K. [Downloadable!] 2007 The Analysis of the Bucharest Stock Exchange Financial Sector by Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna [Downloadable!] 2007 Office Rent Determinants: A Hedonic Panel Analysis by Fuerst, Franz [Downloadable!] 2007 Information asymmetries, credit rationing and banking concentration: The Argentinean case by Arroyo, Martín R. [Downloadable!] 2007 Information Asymmetries, Credit Rationing And Banking Concentration: The Argentinean Case by Arroyo, Martín R. [Downloadable!] 2007 Market Impact of International Sporting and Cultural Events by António Miguel Martins & Ana Paula Serra [Downloadable!] 2007 X-efficiency, Scale Economies, Technological Progress and Competition: A Case of Banking Sector in Pakistan by Abdul Qayyum & Sajawal Khan [Downloadable!] 2007 Does Competitive Pricing Cause Market Breakdown under Extreme Adverse Selection? by George J. Mailath & Georg Noldeke [Downloadable!] 2007 Does graph disclosure bias reduce the cost of equity capital? by Flora Muiño Vázquez & Marco Trombetta [Downloadable!] 2007 Utility Indifference Pricing in an Incomplete Market Model with Incomplete Information by Kazuhiro Takino [Downloadable!] 2007 Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation: Linking Investor Behaviors to EGARCH by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada [Downloadable!] 2007 The Effects of IMF Supported-Program on the Asian Crisis by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada [Downloadable!] 2007 Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the U.S.:EGARCH vs. SV Models by Tatsuyoshi Junji Shimada & Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi [Downloadable!] 2007 The rice price co-movement in Tokugawa Japan by Yasuo Takatsuki [Downloadable!] 2007 Traditional financing and distant trades during modernization process of financial industry: a case of Yamaguchi prefecture in the 1870s by Yasuo Takatsuki [Downloadable!] 2007 The formation of a market mechanism in Tokugawa Japan by Yasuo Takatsuki 2007 Enhancing the Benefits of Financial Liberalisation in Belgium by Stefan Ide & Jens Høj & Patrick Lenain [Downloadable!] 2007 The Usual Suspects: A Primer on Investment Banks' Recommendations and Emerging Markets by Sebastián Nieto Parra & Javier Santiso [Downloadable!] 2007 When Does a Mutual Fund's Trade Reveal its Skill? by Zhi Da & Pengjie Gao & Ravi Jagannathan [Downloadable!] 2007 Understanding the Accrual Anomaly by Jin Ginger Wu & Lu Zhang & X. Frank Zhang [Downloadable!] 2007 Advisors and Asset Prices: A Model of the Origins of Bubbles by Harrison Hong & Jose A. Scheinkman & Wei Xiong [Downloadable!] 2007 Information Immobility and the Home Bias Puzzle by Stijn Van Nieuwerburgh & Laura Veldkamp [Downloadable!] 2007 Detecting Illegal Arms Trade by Stefano DellaVigna & Eliana La Ferrara [Downloadable!] 2007 Neoclassical Factors by Long Chen & Lu Zhang [Downloadable!] 2007 Investor Sentiment in the Stock Market by Malcolm Baker & Jeffrey Wurgler [Downloadable!] 2007 Exchange Rate Fundamentals and Order Flow by Martin D. D. Evans & Richard K. Lyons [Downloadable!] 2007 Do Security Analysts Speak in Two Tongues? by Ulrike Malmendier & Devin Shanthikumar [Downloadable!] 2007 The Small World of Investing: Board Connections and Mutual Fund Returns by Lauren Cohen & Andrea Frazzini & Christopher Malloy [Downloadable!] 2007 Do Markets Care Who Chairs the Central Bank? by Kenneth N. Kuttner & Adam S. Posen [Downloadable!] 2007 The Earnings Announcement Premium and Trading Volume by Owen Lamont & Andrea Frazzini [Downloadable!] 2007 Liquidity Constraints and Imperfect Information in Subprime Lending by William Adams & Liran Einav & Jonathan Levin [Downloadable!] 2007 Return Persistence and Fund Flows in the Worst Performing Mutual Funds by Jonathan B. Berk & Ian Tonks [Downloadable!] 2007 The Influence of Actual and Unrequited Interventions by Kathryn M.E. Dominguez & Freyan Panthaki [Downloadable!] 2007 Gender and Job Performance: Evidence from Wall Street by T. Clifton Green & Narasimhan Jegadeesh & Yue Tang [Downloadable!] 2007 Slow Moving Capital by Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino [Downloadable!] 2007 Do Analysts Herd? An Analysis of Recommendations and Market Reactions by Narasimhan Jegadeesh & Woojin Kim [Downloadable!] 2007 The determinants of stock and bond return comovements by Lieven Baele & Geert Bekaert & Koen Inghelbrecht [Downloadable!] 2007 Further evidence on the impact of economic news on interest by Dominique Guégan & Florian Ielpo [Downloadable!] 2007 The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market by Silvia Muzzioli [Downloadable!] 2007 The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange by Andros Gregoriou [Downloadable!] 2007 Do emerging markets benefit from index inclusion? by Burcu Hacibedel & Jos van Bommel [Downloadable!] 2007 Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise? by Rafael R. Rebitzky [Downloadable!] 2007 ICAPM with time-varying risk aversion by Paulo Maio [Downloadable!] 2007 Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News by Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu [Downloadable!] 2007 Dividend Yield and Stability versus Performance at the German Stock Market by Antje Henne & Sebastian Ostrowski & Peter Reichling [Downloadable!] 2007 Testing Market Efficiency and Price Discovery in European Carbon Markets by George Milunovich & Roselyne Joyeux [Downloadable!] 2007 Kreditrisikotransfer – Abbau alter gegen den Aufbau neuer Risiken? by Rudolph, Bernd [Downloadable!] 2007 Pooling und Tranching im Rahmen von ABS-Transaktionen by Rudolph, Bernd & Scholz, Julia [Downloadable!] 2007 Does the consciousness of the disposition effect increase the equity premium? by Patrick Roger [Downloadable!] 2007 Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets by Christoph Moser & Axel Dreher [Downloadable!] 2007 GARCH Modeling of Robust Market Returns by Lucía Cuadro Sáez & Manuel Moreno [Downloadable!] 2007 Systematic Mispricing in European Equity Prices? by Marian Berneburg [Downloadable!] 2007 An Arbitrage Model for the Stock Price Adjustment in the Dividend Period by Maria Rosa Borges [Downloadable!] 2007 Random Walk Tests for the Lisbon Stock Market by Maria Rosa Borges [Downloadable!] 2007 Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS by Naohiko Baba & Masakazu Inada [Downloadable!] 2007 Firms vs. insiders as traders of last resort by José M. Marín & Antoni Sureda-Gomila [Downloadable!] 2007 The dog that did not bark: Insider trading and crashes by José M. Marín & Jacques Olivier [Downloadable!] 2007 Do Markets Care Who Chairs the Central Bank? by Kenneth N. Kuttner & Adam S. Posen [Downloadable!] 2007 Mergers as Auctions by Ivaldi, Marc & Motis, Jrissy [Downloadable!] 2007 Media Coverage and Macroeconomic Information Processing by Alexandra Niessen [Downloadable!] 2007 Voluntary Information Disclosure and Corporate Governance: The Empirical Evidence on Earnings Forecasts by Naohito Abe & Yessica C.Y. Chung [Downloadable!] 2007 Ratings Versus Market-Based Measures of Default Risk of East Asian Banks by Eric Wong & Cho-Hoi Hui & Chi-fai Lo [Downloadable!] 2007 Determinants of the Performance of Banks in Hong Kong by Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi [Downloadable!] 2007 Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina [Downloadable!] 2007 Information Misweighting and Stock Recommendations by Martinez, Jose Vicente [Downloadable!] 2007 Testing Market Efficiency in a Fixed Odds Betting Market by Jakobsson, Robin & Karlsson, Niklas [Downloadable!] 2007 Liquidity Constraints and Entrepreneurial Performance by Hvide, Hans K. & Møen, Jarle [Downloadable!] 2007 Pre-emptive horizontal mergers: theory and evidence by Molnar, Jozsef [Downloadable!] 2007 Portfolio effects and efficiency of lending under Basel II by Jokivuolle , Esa & Vesala, Timo [Downloadable!] 2007 Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP by Menkhoff, Lukas & Rebitzky, Rafael [Downloadable!] 2007 Does Culture Influence Asset Managers? Views and Behavior? by Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi [Downloadable!] 2007 Italian Asset Managers’ Behavior: Evidence on Overconfidence, Risk Taking and Gender by Beckmann, Daniela & Lütje, Torben & Rebeggiani, Luca [Downloadable!] 2007 An Early Warning Model for EU banks with Detection of the Adverse Selection Effect by Olivier BROSSARD (LEREPS-GRES ) & Frédéric DUCROZET (PSE - Crédit Agricole) & Adrian ROCHE (EconomiX - Crédit Agricole) [Downloadable!] 2007 The January Effect across Volatility Regimes by Bety Agnany & Henry Aray [Downloadable!] 2007 Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses by Michael Kühl [Downloadable!] 2007 Tests d’arbitrage sur options: une analyse empirique des cotations de market-makers by David Ardia [Downloadable!] 2007 Stale information, shocks and volatility by Reint Gropp & Arjan Kadareja [Downloadable!] 2007 On the importance of clean accounting measures for the tests of stock market efficiency by Mattias Hamberg & Jiri Novak [Downloadable!] 2007 Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information by Alexis Derviz [Downloadable!] 2007 Forecasting Cross-Section Stock Returns using The Present Value Model by George Bulkley & Richard Holt [Downloadable!] 2007 The Market for Comeback CEOs by Fahlenbrach, Rudiger & Minton, Bernadette A. & Pan, Carrie H. [Downloadable!] 2007 Dynamic trading and asset prices: Keynes vs. Hayek by Cespa, Giovanni & Vives, Xavier [Downloadable!] 2007 Le rôle de la dette dans le LBO : une revue de la littérature by Ouidad Yousfi [Downloadable!] 2007 Tradable deficit permits: a way to ensure sub-national fiscal discipline? by Marie-Laure Breuillé [Downloadable!] 2007 Factors Affecting the Credit Spreads Behaviour of USD Malaysian Bonds by Chee Jin Yap & Gerard Gannon [Downloadable!] 2007 Conflicts of Interest and China's A- Share Underpricing by Gerard Gannon & Yuwei Zhou [Downloadable!] 2007 The Index Effect: An Investigation of the Price, Volume and Trading Effects Surrounding Changes to the S & P Australian Indices by Daniel Pullen & Gerard Gannon [Downloadable!] 2007 Modelling Regulatory Change V's Volume of Trade Effects in HSIF and HSI Volatility: A Note by Gerard Gannon & Siu Pang Au-Yeung [Downloadable!] 2007 Are there contagion or competition effects for non rated firms?The case of successive bond rating downgrades of Alcatel by Maxime Merli & Alain Schatt [Downloadable!] 2007 Macro News, Riskfree Rates, and the Intermediary by Albert J. Menkveld & Asani Sarkar & Michel van der Wel [Downloadable!] 2007 Price Dynamics on a Stock Market with Asymmetric Information by Bernard De Meyer [Downloadable!] 2007 Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds through Optimization Techniques - Some Empirical and Monte Carlo Results by Dikaios Tserkezos & George Xanthos [Downloadable!] 2007 Les IFRS et les besoins en informations non financières by Tristan Boyer & Elena CHANE-ALUNE [Downloadable!] 2007 Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets by Daniel Waldenstrom & Bruno S. Frey [Downloadable!] 2007 More Insiders, More Insider Trading: Evidence from Private Equity Buyouts by Acharya, Viral V & Johnson, Tim [Downloadable!] 2007 Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005 by Acharya, Viral V & Schaefer, Stephen M & Zhang, Yili [Downloadable!] 2007 Advance Information and Asset Prices by Albuquerque, Rui & Miao, Jianjun [Downloadable!] 2007 Optimal Informed Trading in the Foreign Exchange Market by Vitale, Paolo [Downloadable!] 2007 On Seller Estimates and Buyer Returns by Gershkov, Alex & Toxvaerd, Flavio [Downloadable!] 2007 Liquidity Constraints and Entrepreneurial Performance by Hvide, Hans K & Møen, Jarle [Downloadable!] 2007 Mergers as Auctions by Ivaldi, Marc & Motis, Jrissy [Downloadable!] 2007 Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements by Campbell, John Y & Ramadorai, Tarun & Schwartz, Allie [Downloadable!] 2007 Institutional Trade Persistence and Long-Term Equity Returns by Dasgupta, Amil & Prat, Andrea & Verardo, Michela [Downloadable!] 2007 The Dog that Did Not Bark: Insider Trading and Crashes by Marín Vigueras, José Maria & Olivier, Jacques [Downloadable!] 2007 Slow Moving Capital by Mitchell, Mark & Pedersen, Lasse Heje & Pulvino, Todd [Downloadable!] 2007 A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change by Hau, Harald [Downloadable!] 2007 Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion by Martin Cincibuch & Martina Hornikova [Downloadable!] 2007 Risk, Timing and Overoptimism in Private Placements and Public Offerings by Cécile Carpentier & Jean-François L'Her & Stephan Smith & Jean-Marc Suret [Downloadable!] 2007 The Trader, the Market Maker, his Guru and her Information by Nicolas Melissas [Downloadable!] 2007 Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs by Pierre Bajgrowicz & Olivier Scaillet [Downloadable!] 2007 Do Stylised Facts of Order Book Markets Need Strategic Behaviour? by Dan Ladley & Klaus Reiner Schenk-Hoppe [Downloadable!] 2007 Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis by Ulrich Oberndorfer & Dirk Ulbricht & Janina Ketterer [Downloadable!] 2007 Long Run and Cyclical Dynamics in the US Stock Market by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!] 2007 The Impact of the Cadbury Committee Recommendations on Analysts' Earnings Forecasts: UK Evidence by Taylor, Svetlana M. [Downloadable!] 2007 Efficiency and Price Effects of Horizontal Bank Mergers by John K. Ashton & Khac Pham [Downloadable!] 2007 Information Sales and Strategic Trading by Diego Garcia & Francesco Sangiorgi [Downloadable!] 2007 The Dynamics of Mergers and Acquisitions in Oligopolistic Industries by Dirk Hackbarth & Jianjun Maio [Downloadable!] 2007 What captures liquidity risk? A comparison of trade and order based liquidity factors by Lorán Chollete & Randi Næs & Johannes A. Skjeltorp [Downloadable!] 2007 The tail wags the dog: time-varying information shares in the Bund market by Christian Upper & Thomas Werner [Downloadable!] 2007 Financial Market Liquidity and the Lender of Last Resort by Ewerhart, C. & Valla, N. [Downloadable!] 2007 Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds by Natasha Khan [Downloadable!] 2007 Price Discovery in Canadian and U.S. 10-Year Government Bond Markets by Bryan Campbell & Scott Hendry [Downloadable!] 2007 Price Discovery in Canadian Government Bond Futures and Spot Markets by Christopher Chung & Bryan Campbell & Scott Hendry [Downloadable!] 2007 Price Formation and Liquidity Provision in Short-Term Fixed Income Markets by Chris D'Souza & Ingrid Lo & Stephen Sapp [Downloadable!] 2007 Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? by Ingrid Lo & Stephen G. Sapp [Downloadable!] 2007 Multivariate Realized Stock Market Volatility by Gregory H. Bauer & Keith Vorkink [Downloadable!] 2007 Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach by H.M. Anderson & H. Chan & R. Faff & Y.K. Ho [Downloadable!] 2007 Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market by Mardi Dungey & Michael McKenzie & Vanessa Smith [Downloadable!] 2007 Risk, Jumps, and Diversification by Tim Bollerslev & Tzuo Hann Law & George Tauchen [Downloadable!] 2007 Expected Stock Returns and Variance Risk Premia by Tim Bollerslev & Hao Zhou [Downloadable!] 2007 Complementarities in information acquisition with short-term trades by Chamley, Christophe [Downloadable!] 2007 Insider Trading in the Swiss Stock Market by Andreas Zingg & Sebastian Lang & Daniela Wyttenbach [Downloadable!] 2007 Stock Market Reaction and Stock Option Plans: Evidence from Germany by Christian Langmann [Downloadable!] 2007 The SEC’S MD&A: Does it Meet the Informational Demands of Investors?– A Conceptual Evaluation – by Bernd Hüfner [Downloadable!] 2007 Characteristics and Behaviors Types of Bank’s Clients and the Negotiation Tactics Adjusting (part II) by Carmen-Loredana TOPALA [Downloadable!] 2007 The Impact Of Fresh Releases On The Yield Curve by Vladimir Pikora [Downloadable!] 2007 Weak-Form Efficiency Test In The Central European Capital Markets by Jan Hájek [Downloadable!] 2007 Testing The Weak Form Of Efficient Market Hypothesis For The Czech Stock Market by Tran Van Quang [Downloadable!] 2007 Existence Of The Learning Process At A Proxy Stock Market by Jan Hanousek & Evžen Kočenda [Downloadable!] 2007 Czech Capital Market Weak-Form Efficiency, Selected Issues by Jan Hájek [Downloadable!] 2007 Wavelet Decomposition Of The Financial Market by Lukáš Vácha & Miloslav Vošvrda [Downloadable!] 2007 Fractal Properties Of The Financial Market by Lukáš Vácha [Downloadable!] 2007 How do macroeconomic announcements and FX market transactions affect exchange rates? by Norbert Kiss M. & Klára Pintér [Downloadable!] 2007 Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange by Henryk Gurgul & Pawe³ Majdosz [Downloadable!] 2007 Makrooekonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose by Horst Entorf & Christian Steiner [Downloadable!] 2007 Mexican ADRs in the 90s: as good as expected? by Francois Boye [Downloadable!] 2007 Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması by Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ 2007 Aşırı tepki hipotezi ve İstanbul Menkul Kıymetler Borsası’ndan kanıtlar by Tülay YÜCEL & F. Dilvin TAŞKIN 2007 17 Ağustos 1999 depreminin taş ve toprağa dayalı sanayide faaliyet gösteren firmaların hisse senetleri üzerindeki etkisine ilişkin amprik bir çalışma by Mehmet BOLAK & Ömür SÜER 2007 Yatırım ortaklıkları ve bedelsiz sermaye artırımları: İMKB’de ampirik bir analiz by Sadık ÇUKUR & Resul ERYİĞİT 2007 Türk Hisse Senedi Piyasası Etkin mi? Yapısal Kırılmalı Birim Kök Testlerinin Uygulanması by Adnan KASMAN & Berna KIRKULAK 2007 Devlet iç borçlanma senetleri için getiri eğrisi tahmini by Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL 2007 Riesgo asimétrico y estrategias de momentum en el mercado de valores español by Luis Muga & Rafael Santamaría [Downloadable!] 2007 The Information Content of Cross-sectional Volatility for Future Market Volatility: Evidence from Australian Equity Returns by Md. Arifur Rahman [Downloadable!] 2007 Call an Put Implied Volatilities and the Derivation of Option Implied Trees by V. Moriggia, S. Muzzioli, C. Torricelli [Downloadable!] 2007 The Effect of Price Limits on Unconditional Volatility: The Case of CASE by Medhat Hassanein, Eskandar A. Tooma [Downloadable!] 2007 Marginal Conditional Stochastic Dominance Between Value and Growth by K. Victor Chow, Bih-Shuang Huang, Ou Hu [Downloadable!] 2007 The Impact of Macroeconomic News on Exchange Rate Volatility by Helinä Laakkonen [Downloadable!] 2007 Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English) by Vít Pošta & Zbyněk Hackl [Downloadable!] 2007 Heterogeneous Agents Model with the Worst Out Algorithm by Miloslav Vošvrda & Lukáš Vácha [Downloadable!] 2007 Pruebas de comportamiento caótico en índices bursátiles americanos by Parisi, Franco & Espinosa, Christian & Parisi, Antonino 2007 Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market by KIANI, Khurshid M. [Downloadable!] 2007 The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market by Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE [Downloadable!] 2007 Pertinence économique de la comptabilisation des dépréciations de goodwill:le cas français by Marc Feuilloley & Patrick Sentis 2007 A Dynamic Semiparametric Proportional Hazard Model by Frank Gerhard & Nikolaus Hautsch [Downloadable!] 2007 A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests by Wei Liu & Alex S. Maynard [Downloadable!] 2007 A Smooth Transition Autoregressive Conditional Duration Model by Min-Hsien Chiang [Downloadable!] 2007 Using the Event Study Methodology to Measure the Social Costs of Litigation – A Re-Examination Using Cases from the Automobile Industry by Suresh Govindaraj & Picheng Lee & Daniel Tinkelman [Downloadable!] 2007 Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers by Serena Ng & Matt Shum [Downloadable!] 2007 Recent episodes of credit card distress in Asia by Tae Soo Kang & Guonan Ma [Downloadable!] 2007 Actual and Fundamental Rates “Price-Earnings” on the Bulgarian Capital Market by Dimitar Nenkov [Downloadable!] 2006 Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II by Daniel Waldenström & Bruno S. Frey [Downloadable!] 2006 The Process of price formation and the skewness of asset returns by Stefan Reimann [Downloadable!] 2006 An Elementary Model of Price Dynamics in a Financial Market Distribution, Multiscaling & Entropy by Stefan Reimann [Downloadable!] 2006 Environmentally oriented energy policy and stock returns : an empirical analysis by Oberndorfer, Ulrich & Ziegler, Andreas [Downloadable!] 2006 Forecasting ECB monetary policy: accuracy is (still) a matter of geography by Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel [Downloadable!] 2006 Real-time forecasting and political stock market anomalies: evidence for the U.S by Bohl, Martin & Döpke, Jörg & Pierdzioch, Christian [Downloadable!] 2006 Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence by Marco Cipriani & Antonio Guarino [Downloadable!] 2006 Information processing and measures of integration: New York, London and Tokyo by Susan Thorp & George Milunovich [Downloadable!] 2006 Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory by Gerlinde Fellner & Erik Theissen [Downloadable!] 2006 Firms vs. Insiders as Traders of Last Resort by José M. Marín & Antoni Sureda-Gomila [Downloadable!] 2006 The Dog That Did Not Bark: Insider Trading and Crashes by José M. Marín & Jacques Olivier [Downloadable!] 2006 The Interplay Between the Thai and Several Other International Stock Markets by Valadkhani, Abbas & Chancharat, Surachai & Harvie, Charles [Downloadable!] 2006 Examining the Choice Between Tracking Stocks and Minority Carve-out and Their Relative Performances by He, Wei & Mukherjee, Tarun K. & Wei, Peihwang P. [Downloadable!] 2006 An R&D Investment Game under Uncertainty in Real Option Analysis by Giovanni Villani [Downloadable!] 2006 Market Discipline, Information Processing, and Corporate Governance by Martin Hellwig [Downloadable!] 2006 On Seller Estimates And Buyer Returns by Alex Gershkov & Flavio Toxvaerd [Downloadable!] 2006 Herd Behavior in Efficient Financial Markets by Andreas Park & Hamid Sabourian [Downloadable!] 2006 Initial Public Offerings of Ballplayers by John D. Burger & Richard D. Grayson & Stephen J.K. Walters [Downloadable!] 2006 Frequent News and Pure Signals: The Case of a Publicly Traded Football Club by Georg Stadtmann [Downloadable!] 2006 Frequent News and Pure Signals: The Case of a Publicly Traded Football Club by Georg Stadtmann [Downloadable!] 2006 Market Reactions to Central Bank Communication Policies : Reading Interest Rate Options Smiles by Marie Brière [Downloadable!] 2006 A quoi réagit le marchés des obligations privées? by Marie Brière & Aurélie Cohen [Downloadable!] 2006 A Broad-Spectrum Computational Approach for Market Efficiency by Olivier Brandouy & Philippe Mathieu [Downloadable!] 2006 The Information Contained in the Exercise of Executive Stock Options by Kyriacos Kyriacou & Bryan Mase 2006 Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market by Daxue Wang [Downloadable!] 2006 Artificial Neural Network Enhanced Parametric Option Pricing by Panayiotis C. Andreou & Chris Charalambous & Spiros H. Martzoukos [Downloadable!] 2006 The predictive power of the present value model of stock prices by Geraldine Ryan [Downloadable!] 2006 Multi Factor SUR in Event Study Analysis: Evidence from M&A in Singapore’s Financial Industry by Enrico Tanuwidjaja [Downloadable!] 2006 Highs and Lows: A Behavioral and Technical Analysis by Bruce Mizrach & Susan Weerts [Downloadable!] 2006 The Transition to Electronic Trading in the Secondary Treasury Market by Bruce Mizrach & Chris Neely 2006 Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility by Bruce Mizrach [Downloadable!] 2006 Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century by J. ANNAERT & W. VAN HYFTE [Downloadable!] 2006 When Do Employees Leave Their Job for Entrepreneurship: Evidence from Linked Employer-Employee Data by Ari Hyytinen & Mika Maliranta [Downloadable!] 2006 Herd Behavior and Fat Tails in Financial Markets by Makoto Nirei [Downloadable!] 2006 Allocation of Individual Risks in a Market Economy by Pamela Labadie 2006 Testing the q-Theory of Anomalies by Toni M. Whited & Lu Zhang [Downloadable!] 2006 Reconciling the Return Predictability Evidence by Martin Lettau & Stijn Van Nieuwerburgh [Downloadable!] 2006 Momentum Profits and Time-Varying Unsystematic Risk by Xiafei Li & Chris Brooks & Joelle Miffre [Downloadable!] 2006 Corporate Reputation and Stock Returns; are good firm good for investors? by Stephen Brammer & Chris Brooks & Stephen Pavelin [Downloadable!] 2006 Entrepreneurship and Asymmetric Information in Input Markets by Robin Boadway & Motohiro Sato [Downloadable!] 2006 Financial Reporting and Supplemental Voluntary Disclosures by Bagnoli, Mark & Watts, Susan G. [Downloadable!] 2006 Institutional investors and stock market efficiency: The case of the January anomaly by Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália [Downloadable!] 2006 Macroeconomic Determinants Of The Investment Funds Market. The Romanian Case by Dima, Bogdan & Barna, Flavia & Nachescu, Miruna [Downloadable!] 2006 Calendar anomalies in the Malaysian stock market by Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa [Downloadable!] 2006 Do mergers create or destroy value? Evidence from unsuccessful mergers by Cole, Rebel & Fatemi, Ali & Vu, Joseph [Downloadable!] 2006 Information sharing in credit markets: incentives for incorrect information reporting by Semenova, Maria [Downloadable!] 2006 The value of information in a multi-agent market model by Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael [Downloadable!] 2006 Driven to distraction: Extraneous events and underreaction to earnings news by Hirshleifer, David & Lim, Sonya Seongyeon & Teoh, Siew Hong [Downloadable!] 2006 Political orientation of government and stock market returns by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz [Downloadable!] 2006 Stock market volatiltity around national elections by Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz [Downloadable!] 2006 Long memory and non-linearity in Stock Markets by Bond, Derek & Dyson, Kenneth [Downloadable!] 2006 Informational inefficiency of the Brazilian stockmarket by Guttler, Caio & Meurer, Roberto & Da Silva, Sergio [Downloadable!] 2006 The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K. [Downloadable!] 2006 Management Quality Measurement: Using Data Envelopment Analysis (DEA) Estimation Approach for Banks in Brazil by Pires Gonçalves, Ricardo [Downloadable!] 2006 Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models by Francois-Éric Racicot & Raymond Théoret & Alain Coen [Downloadable!] 2006 Stock Splits: Real Effects or Just a Question of Maths? An Empirical Analysis of the Portuguese Case by Jorge Farinha & Nuno Filipe Basílio [Downloadable!] 2006 The formation of the efficient market in Tokugawa Japan by Yasuo Takatsuki [Downloadable!] 2006 The formation of the efficient market in Tokugawa Japan by Yasuo Takatsuki 2006 Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices by Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM [Downloadable!] 2006 Asset Return Dynamics and Learning by Wiliam Branch & George W. Evans [Downloadable!] 2006 A Market-Clearing Role for Inefficiency on a Limit Order Book by Jeremy Large [Downloadable!] 2006 Information Cascades: Evidence from An Experiment with Financial Market Professionals by Jonathan E. Alevy & Michael S. Haigh & John List [Downloadable!] 2006 Party Influence in Congress and the Economy by Erik Snowberg & Justin Wolfers & Eric Zitzewitz [Downloadable!] 2006 Security Issue Timing: What Do Managers Know, and When Do They Know It? by Dirk Jenter & Katharina Lewellen & Jerold B. Warner [Downloadable!] 2006 The Economics of Conflicts of Interest in Financial Institutions by Hamid Mehran & Rene M. Stulz [Downloadable!] 2006 Linear Approximations and Tests of Conditional Pricing Models by Michael W. Brandt & David A. Chapman [Downloadable!] 2006 Benchmarking Money Manager Performance: Issues and Evidence by Josef Lakonishok & Louis Chan & Stephen G. Dimmock [Downloadable!] 2006 The Variability of IPO Initial Returns by Michelle Lowry & Micah S. Officer & G. William Schwert [Downloadable!] 2006 Noise Traders by James Dow & Gary Gorton [Downloadable!] 2006 Is IPO Underperformance a Peso Problem? by Andrew Ang & Li Gu & Yael V. Hochberg [Downloadable!] 2006 Prediction Markets in Theory and Practice by Justin Wolfers & Eric Zitzewitz [Downloadable!] 2006 Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections by Erik Snowberg & Justin Wolfers & Eric Zitzewitz [Downloadable!] 2006 Diagnosing Discrimination: Stock Returns and CEO Gender by Justin Wolfers [Downloadable!] 2006 Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures by Param Silvapulle & Xibin Zhang [Downloadable!] 2006 Evolution Of Dollar/Euro Exchange Rate Before And After The Birth Of Euro And Policy Implications by Heng Chen & Dietrich K. Fausten & Wing-Keung Wong [Downloadable!] 2006 Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History by Péter Banczúr & Cosmin Ilut [Downloadable!] 2006 Market Power, Survival and Accuracy of Predictions in Financial Markets by Patarick Leoni [Downloadable!] 2006 A Dynamic Semiparametric Proportional Hazard Model by Frank Gerhard & Nikolaus Hautsch [Downloadable!] 2006 Einfluss der Besteuerung auf die Bewertung ausländischer Kapitalgesellschaften by Carmen Bachmann & Wolfgang Schultze 2006 Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections by Erik Snowberg & Justin Wolfers & Eric Zitzewitz [Downloadable!] 2006 Prediction Markets in Theory and Practice by Justin Wolfers & Eric Zitzewitz [Downloadable!] 2006 Diagnosing Discrimination: Stock Returns and CEO Gender by Justin Wolfers [Downloadable!] 2006 Excess Volatility in European Equity Style Indices - New Evidence by Marian Berneburg [Downloadable!] 2006 Titulización De Activos: Efectos Sobre El Valor De Las Entidades Bancarias by Fulgencio López Martínez & José Yagüe & Pedro Martínez Solano [Downloadable!] 2006 New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange by Juan A. Lafuente & Manuel Illueca Muñoz [Downloadable!] 2006 Divulgación Voluntaria Estratégica Ante Un Nuevo Evento Laboral: Evidencia Empírica Para El Mercado Continuo Español by Ana María Sabater & Joaquina Laffarga [Downloadable!] 2006 Cultura Financeira dos Investidores e Diversificação das Carteiras by Victor Mendes & Margarida Abreu [Downloadable!] 2006 Public Credit Guarantees and SME Finance by Salvatore Zecchini & Marco Ventura [Downloadable!] 2006 A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market by Bidisha Chakrabarty & Zhaohui Han & Konstantin Tyurin & Xiaoyong Zheng [Downloadable!] 2006 The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests by Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty [Downloadable!] 2006 Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations by Dirk Baur & Brian M. Lucey [Downloadable!] 2006 Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose by Wing Lon Ng [Downloadable!] 2006 Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? by Paul D. McNelis & Salih N. Neftci [Downloadable!] 2006 An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data by Du, Yan & Liu, Qianqiu & Rhee, S. Ghon [Downloadable!] 2006 Stock Data, Trade Durations, And Limit Order Book Information by Simonsen, Ola [Downloadable!] 2006 The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden by Simonsen, Ola [Downloadable!] 2006 Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements? by Hellström, Jörgen & Simonsen, Ola [Downloadable!] 2006 Time Series Modelling Of High Frequency Stock Transaction Data by Quoreshi, Shahiduzzaman [Downloadable!] 2006 A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2006 LongMemory, Count Data, Time Series Modelling for Financial Application by Quoreshi, Shahiduzzaman [Downloadable!] 2006 Arbitrage in the Foreign Exchange Market: Turning on the Microscope by Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio [Downloadable!] 2006 Pricing Implications of Shared Variance in Liquidity Measures by Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A. [Downloadable!] 2006 Industry Concentration and Welfare - On the Use of Stock Market Evidence from Horizontal Mergers by Fridolfsson, Sven-Olof & Stennek, Johan [Downloadable!] 2006 Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries Facing World War II by Waldenström, Daniel & Frey, Bruno S. [Downloadable!] 2006 Endogenous Noise Traders by Salomonsson, Marcus [Downloadable!] 2006 Efficiency In Housing Markets: Do Home Buyers Know How To Discount? by Hjalmarsson, Erik & Hjalmarsson, Randi [Downloadable!] 2006 Ten Years of Misleading Information - Investment Advice in Printed Media by Lidén, Erik R. & Rosenberg, Markus [Downloadable!] 2006 The use of loan loss provisions for capital management, earnings management and signalling by Australian banks by Anandarajan , Asokan & Hasan , Iftekhar & McCarthy , Cornelia [Downloadable!] 2006 Legislation, investor protection and financial growth by Rainio, Elina [Downloadable!] 2006 Price Discovery in Currency Markets by Osler, Carol & Mende, Alexander & Menkhoff, Lukas [Downloadable!] 2006 Institutional and Individual Sentiment: Smart Money and Noise Trader Risk by Schmeling, Maik [Downloadable!] 2006 A Prospect-Theoretical Interpretation of Momentum Returns by Menkhoff, Lukas & Schmeling, Maik [Downloadable!] 2006 The Nontradable Share Reform in the Chinese Stock Market by Bernardo Bortolotti & Andrea Beltratti [Downloadable!] 2006 Wavelet Applications to Heterogeneous Agents Model by Lukáš Vácha & Miloslav Vošvrda [Downloadable!] 2006 The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange by Vít Bubák & Filip Žikeš [Downloadable!] 2006 Economies through transparency by Emiliano Grossman & Emilio Luque & Fabian Muniesa [Downloadable!] 2006 Money chasing deals and chasing money - the impact of supply and demand on buyout performance by Gottshalg, Oliver & Zipser, Daniel [Downloadable!] 2006 Levels of voluntary disclosure in IPO prospectuses: an empirical analysis by Cazavan-Jeny , Anne & Jeanjean, Thomas [Downloadable!] 2006 Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique by Slim Chaouachi & Fredj Jawadi 2006 Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts by Georges Prat & Remzi Uctum [Downloadable!] 2006 Pension fund efficiency: the impact of scale, governance and plan design by Jacob A. Bikker & Jan de Dreu [Downloadable!] 2006 The Impact of Explicit Deposit Insurance on Market Discipline by Vasso Ioannidou & Jan de Dreu [Downloadable!] 2006 Estimating Forward Pricing Function: How Efficient is Indian Stock Index Futures Market? by Prasad Bhattacharaya & Harminder Singh [Downloadable!] 2006 Les fonds de pension protègent-ils les investisseurs des évolutions du marché? by Fabrice Hervé [Downloadable!] 2006 Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount by Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu [Downloadable!] 2006 Why are the French so different from the Germans? Underpricing of IPOs on the Euro New Markets by Goergen, Marc & Khurshed, Arif & Renneboog, L.D.R. [Downloadable!] 2006 Corporate Restructuring and Bondholder Wealth by Renneboog, L.D.R. & Szilagy, Peter G. [Downloadable!] 2006 The convertible arbitrage strategy analyzed by Loncarski, Igor & Horst, Jenke ter & Veld, Chris [Downloadable!] 2006 Why do companies issue convertible bond loans? : an empirical analysis for the Canadian market by Loncarski, Igor & Horst, Jenke ter & Veld, Chris [Downloadable!] 2006 How do mergers and acquisitions affect bondholders in Europe? : evidence on the impact and spillover of governance and legal standards by Renneboog, L.D.R. & Szilagyi, Peter G. [Downloadable!] 2006 The impact of explicit deposit insurance on market discipline by Ioannidou, Vasso P. & Dreu, Jan de [Downloadable!] 2006 Why are the french so different from the germans? : Underpricing of IPOs on the euro new markets by Goergen, Marc & Khurshed, Arif & Renneboog, L.D.R. [Downloadable!] 2006 Corporate restructuring and bondholder wealth by Renneboog, L.D.R. & Szilagyi, Peter G. [Downloadable!] 2006 Extreme Adverse Selection, Competitive Pricing, and Market Breakdown by George J. Mailath & Georg Noldeke [Downloadable!] 2006 Stock-bond correlation and the bond quality ratio: Removing the discount factor to generate a “deflated” stock index by Andrea Terzi & Giovanni Verga [Downloadable!] 2006 Shareholder wealth effects from mergers and acquisitions in the Greek banking industry by Constantine Manasakis [Downloadable!] 2006 International Financial Reporting Standards and Market Efficiency: A European Perspective by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier [Downloadable!] 2006 The Impact of International Financial Reporting Standards on Market Microstructure in Europe by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier [Downloadable!] 2006 Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II by Daniel Waldenstrom & Bruno S. Frey [Downloadable!] 2006 Industry Concentration and Welfare - On the Use of Stock Market Evidence from Horizontal Mergers by Fridolfsson, Sven-Olof & Stennek, Johan [Downloadable!] 2006 Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange, 1880-1910 by Fohlin, Caroline & Gehrig, Thomas [Downloadable!] 2006 Global Private Information in International Equity Markets by Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin [Downloadable!] 2006 Predictability in Financial Markets: What Do Survey Expectations Tell Us? by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric [Downloadable!] 2006 A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention by Vitale, Paolo [Downloadable!] 2006 Stock Price Informativeness, Cross-Listings and Investment Decisions by Foucault, Thierry & Gehrig, Thomas [Downloadable!] 2006 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency by Meenagh, David & Minford, Patrick & Peel, David [Downloadable!] 2006 Marketwide Private Information in Stocks: Forecasting Currency Returns by Albuquerque, Rui & de Francisco, Eva & Marques, Luis [Downloadable!] 2006 Asymmetric Information in the Stock Market: Economic News and Co-movement by Albuquerque, Rui & Vega, Clara [Downloadable!] 2006 Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections by Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric [Downloadable!] 2006 Prediction Markets in Theory and Practice by Wolfers, Justin & Zitzewitz, Eric [Downloadable!] 2006 Diagnosing Discrimination: Stock Returns and CEO Gender by Wolfers, Justin [Downloadable!] 2006 Bottom-Up Corporate Governance by Landier, Augustin & Sraer, David & Thesmar, David [Downloadable!] 2006 A Market Microstructure Analysis of Foreign Exchange Intervention by Vitale, Paolo [Downloadable!] 2006 Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk by Gürkaynak, Refet S. & Wolfers, Justin [Downloadable!] 2006 Private Finance and Public Policy by Garry J. Schinasi [Downloadable!] 2006 Stock Returns in Mergers and Acquisitions by Dirk Hackbarth & Erwan Morellec [Downloadable!] 2006 Stock Market Interactions and the Impact of Macroeconomic News – Evidence from High Frequency Data of European Futures Markets by Bea Canto & Roman Kräussl [Downloadable!] 2006 Portfolio Optimization wehn Risk Factors are Conditionally Varying and Heavy Tailed by Toker Doganoglu & Christoph Hartz & Stefan Mittnik [Downloadable!] 2006 Noise vs. News in Equity Returns by Robert Chirinko & Hisham Foad [Downloadable!] 2006 The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market by Carlo Rosa & Giovanni Verga [Downloadable!] 2006 Simulating Stock Returns under switching regimes - a new test of market efficiency by Meenagh, David & Minford, Patrick & Peel, David [Downloadable!] 2006 Should Insider Trading be Prohibited when Share Repurchases are Allowed? by Andrea Buffa & Giovanna Nicodano [Downloadable!] 2006 What's in a name and when does it matter? The hot and cold market impacts on underpricing of certification, reputation and conflicts of interest in venture capital backed Korean IPOs by Alan Hughes & Jaeho Lee [Downloadable!] 2006 Threshold Random Walks in the U.S. Stock Market by Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis [Downloadable!] 2006 An Alternative Definition of Market Efficiency and some Comments on its Empirical Testing by Alexandros E. Milionis [Downloadable!] 2006 The price impact of rating announcements: which announcements matter? by Marian Micu & Eli M Remolona & Philip D. Wooldridge [Downloadable!] 2006 Macro factors in the term structure of credit spreads by Maurizio Luisi & Jeffery D. Amato [Downloadable!] 2006 Do market-based indicators anticipate rating agencies? Evidence for international banks by Antonio Di Cesare [Downloadable!] 2006 Nonparametric Analysis of Financial Time Series by the Kernel Methodology by Mohamed Chikhi & Claude Diebolt [Downloadable!] 2006 Endogenous Contagion - A Panel Data Analysis by Dirk Baur & Renee Fry [Downloadable!] 2006 The Venture Capital Cycle, 2nd Edition by Paul Gompers & Josh Lerner 2006 Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert by Manuel Ammann & Ralf Seiz & Martin Zulauf [Downloadable!] 2006 America and the Swiss Stock Exchange: An Intraday Analysis by Claudio Loderer & Marc-André Mittermayer [Downloadable!] 2006 Margin, Short Selling, And Lotteries In Experimental Asset Markets by Lucy F. Ackert & Narat Charupat & Bryan K. Church & Richard Deaves 2006 Efficiency in Pari-Mutuel Betting Markets across Wagering Pools in the Simulcast Era by Marshall Gramm & Douglas H. Owens 2006 Estimating the Expected Cost of Equity Capital Usind Analysts’ Consensus Forecasts by Holger Daske & Günther Gebhardt & Stefan Klein [Downloadable!] 2006 Empirical Analysis Of Persistence And Dependence Patterns Among The Capital Markets by Miloslav Vošvrda [Downloadable!] 2006 Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index by Khurshid M. Kiani [Downloadable!] 2006 Do EPA Defendants Prefer Republicans? Evidence from the 2000 Election by Paul Hughes [Downloadable!] 2006 Financing and Taxing New Firms under Asymmetric Information by Robin Boadway & Michael Keen [Downloadable!] 2006 Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos by Antonino Parisi & Franco Parisi & David Díaz [Downloadable!] 2006 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data by Jonathan Kearns & Phil Manners [Downloadable!] 2006 İstanbul Menkul Kıymetler Borsasında değişkenlik (oynaklık) davranışı üzerine bir ampirik çalışma by Hakan AYGÖREN 2006 Fama-French üç faktör varlık fiyatlama modelinin İMKB’de uygulanması by M.Mete DOĞANAY 2006 Şeffaflık artışı bankacılık sektöründe istikrar için yeterli bir araç mıdır? Türkiye’de bankacılık krizlerinin şeffaflık çerçevesinde değerlendirilmesi by Halil ALTINTAŞ & Rahmi ÇETİN 2006 Banka birleşme ve devralma olaylarının borsadaki etkisi by Sadık ÇUKUR & Resul ERYİĞİT 2006 Finansal Piyasalara İlişkin Potikalar Açısından Sanal Ortamda Deneme Modellerinin Değerlendirilmesi Ve Uygulanabilirliği: Sanal Ortamda Etkileşen Ekonomik Birimler Modeli by Nihal Y. MIZRAK 2006 Análisis del origen de los beneficios del momentum en el mercado de valores español by Carlos Forner Rodríguez & Joaquín Marhuenda Fructuoso [Downloadable!] 2006 The Long-Run Performance of UK Rights Issuers by Abdullah Iqbal, Susanne Espenlaub, Norman Strong [Downloadable!] 2006 Stock Market Reaction to Unexpected Changes in Interest Rates by Gitit G. Gershgoren, Shmuel Hauser [Downloadable!] 2006 Crisis Anticipation at a Micro-Level: Mexico 1995-1996 by Karen Watkins [Downloadable!] 2006 Long Memory on the German Stock Exchange by Henryk GURGUL & Tomasz WÓJTOWICZ [Downloadable!] 2006 Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English) by Filip Žikeš & Vít Bubák [Downloadable!] 2006 Which Explains Stock Return Co-movement better, Corporate Governance or Corporate Transparency? Evidence from R2 (in English) by Haksoon KIM [Downloadable!] 2006 Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English) by Henryk Gurgul & Paweł Majdosz & Roland Mestel [Downloadable!] 2006 A Non-Parametric Test of the Conditional CAPM for the Mexican Economy by Jorge H. del Castillo-Spíndola [Downloadable!] 2006 Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte by Parisi F., Antonino & Parisi F., Franco 2006 Dividend Yields for Forecasting Stock Market Returns. An ARDL Cointegration Analysis for Germany by Ansgar Belke & Thorsten Polleit 2006 Standard & Poor’S Depositary Receipts And The Market Quality Of S&P 500 Index Futures by Quentin C. Chu & Mustafa Mesut Kayali [Downloadable!] 2006 N Econometric Investigation Of The Day-Of-The-Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets (1998-2003) by CHUKWUOGOR-NDU, Chiaku & FERIDUN, Mete [Downloadable!] 2006 Le décollage d'EADS:le point de vue des marchés financiers by Nihat Aktas & Eric de Bodt & Laurent Liagre [Downloadable!] 2006 Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum by Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam [Downloadable!] 2006 Gestión conjunta de la calidad en grupos empresariales de la economía social by Miguel Vidal González [Downloadable!] 2006 Rating Agencies and Sovereign Debt Rollover by Mark Carlson & Galina B. Hale [Downloadable!] 2006 Risk premia across asset markets: information from option prices by Nikola Tarashev & Kostas Tsatsaronis [Downloadable!] 2005 Is there a Difference? The Performance Characteristics of SRI Equity Indexes by Schröder, Michael [Downloadable!] 2005 Inefficient or just different? Effects of heterogeneity on bank efficiency scores by Bos, Jaap W. B. & Heid, Frank & Koetter, Michael & Kolari, James W. & Kool, Clemens J. M. [Downloadable!] 2005 Accounting for distress in bank mergers by Koetter, Michael & Bos, Jaap W. B. & Heid, Frank & Kool, Clemens J. M. & Kolari, James W. & Porath, Daniel [Downloadable!] 2005 A "wreckers theory" of financial distress by von Kalckreuth, Ulf [Downloadable!] 2005 Portfolio Diversification, Proximity Investment and City Agglomeration by WILLIAM N. GOETZMANN & MASSIMO MASSA & ANDREI SIMONOV [Downloadable!] 2005 Performance Persistence by WILLIAM N. GOETZMANN & STEPHEN J. BROWN [Downloadable!] 2005 Book-Tax Gap. An Income Horse Race by Maurizio Bovi [Downloadable!] 2005 The Magnitude of Menu Costs: Direct Evidence from Large U.S. Supermarket Chains by Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable [Downloadable!] 2005 Collusion and Commitment in Bank Bailout by Yanhua ZHANG [Downloadable!] 2005 Price Adjustment at Multiproduct Retailers by Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable [Downloadable!] 2005 International equity flows and returns: a quantitative equilibrium approach by Rui Albuquerque & Gregory H. Bauer & Martin Schneider [Downloadable!] 2005 Should Central Banks Burst Bubbles? by John Conlon [Downloadable!] 2005 The Interaction between Technical Currency Trading and Exchange Rate Fluctuations by Stephan Schulmeister [Downloadable!] 2005 Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market by Dimitris Kenourgios [Downloadable!] 2005 Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market by Dimitris Kenourgios [Downloadable!] 2005 Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market by Dimitris Kenourgios & Nikolaos Pavlidis [Downloadable!] 2005 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays by Alessandro Sansone & Giuseppe Garofalo [Downloadable!] 2005 Prévisions de résultat et réactions : étude de deux sous- réactions sous l’angle du biais d’ancrage by Michael Kaestner [Downloadable!] 2005 The Degree of Stability of Price Diffusion by Cornelis A. Los [Downloadable!] 2005 Agent Behaviour, Financial Market and Welfare Theory by Bernard Paranque & Walter Baets & Henry Pruden [Downloadable!] 2005 Simulation-Based Pricing of Convertible Bonds by Manuel Ammann & Axel Kind & Christian Wilde [Downloadable!] 2005 Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data by Silvio John Camilleri [Downloadable!] 2005 The Impact of the Suspension of Opening and Closing Call by Silvio John Camilleri & Christopher J. Green [Downloadable!] 2005 Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction? by Michael Kaestner [Downloadable!] 2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns by Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou [Downloadable!] 2005 Long Memory Options: LM Evidence and Simulations by Sutthisit Jamdee & Cornelis A. Los [Downloadable!] 2005 An Analysis of the Impacts of Non-Synchronous Trading On by Silvio John Camilleri & Christopher J. Green [Downloadable!] 2005 Liquidity Effects of Changes in a Pan-European Stock Index by Ulrich Pape & Stephan Schmidt-Tank [Downloadable!] 2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns by Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou [Downloadable!] 2005 A Double Auction Market with Signals of Varying Precision by Carl Plat [Downloadable!] 2005 Herd Behavior in a Laboratory Financial Market by Marco Cipriani & Antonio Guarino [Downloadable!] 2005 Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks by Maurício Yoshinori Une & Marcelo Savino Portugal [Downloadable!] 2005 Nonlinearity, Nonstationarity and Spurious Forecasts by Vadim Marmer [Downloadable!] 2005 Stock Markets Liquidity, Corporate Governance and Small Firms by Solomon Tadesse & & [Downloadable!] 2005 Do Insider Trading Laws Matter? Some Preliminary Comparative Evidence by Laura Nyantung Beny [Downloadable!] 2005 Portable Alphas from Pension Mispricing by José M. Marín & Francesco Franzoni [Downloadable!] 2005 Pension Plan Funding and Stock Market Efficiency by Francesco Franzoni & José M. Marín [Downloadable!] 2005 A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference? by Al-Zoubi, Haitham A. & Daal, Elton [Downloadable!] 2005 The weekend trading profitability: evidence from international mutual funds by Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert [Downloadable!] 2005 Neural Networks to Predict Financial Time Series in a Minority Game Context by Luca Grilli & Angelo Sfrecola [Downloadable!] 2005 Technical Efficiency and Stock Market Reaction to Horizontal Mergers by Yanna Wu & Subhash C. Ray [Downloadable!] 2005 An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market by Alar Kein [Downloadable!] 2005 Expectations structure in asset pricing experiments by Giulio Bottazzi & Giovanna Devetag [Downloadable!] 2005 A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model by Georg Nöldeke & Thomas Tröger [Downloadable!] 2005 Computational Efficiency and Macroeconomic Stability under Centralized Exchange: Evidence from Swiss and US Exchange Data by James Stodder [Downloadable!] 2005 Fundamental Uncertainties and Firm-level Stock Volatilities by Yang Yu 2005 Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution by Sheri Markose & Amadeo Alentorn [Downloadable!] 2005 The Determinants of Market Frictions in the Corporate Market by Egon Zakrajsek & Andrew Levin & Roberto Perli 2005 Evolution with Individual and Social Learning in an Agent-Based Stock Market by Ryuichi YAMAMOTO [Downloadable!] 2005 Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions by MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ 2005 Intertemporal Asset Allocation with Inflation-Indexed Bonds by C. Chiarella & C. Hsiao 2005 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays by Giuseppe Garofalo & Alessandro Sansone [Downloadable!] 2005 Information Acquisition and Portfolio Underdiversification by Laura Veldkamp & Stijn Van Nieuwerburgh [Downloadable!] 2005 The Stock Market and the Allocation of Capital in a Production Economy by Joel Peress 2005 Asset Prices and Asset Correlations in Illiquid Markets by Alessio Caldarera & Celso Brunetti [Downloadable!] 2005 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data by Jonathan Kearns & Phil Manners [Downloadable!] 2005 Around-the-Clock Media Coverage and the Timing of Earnings Announcements by Bagnoli, Mark & Clement, Michael & Watts, Susan G. [Downloadable!] 2005 Investor Overconfidence and the Forward Discount Puzzle by Han, Bing & Hirshleifer, David & Wang, Tracy [Downloadable!] 2005 Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating by Mattarocci, Gianluca [Downloadable!] 2005 Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos by Espinosa Méndez, Christian [Downloadable!] 2005 Hurst exponents, Markov processes, and nonlinear diffusion equations by Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L. [Downloadable!] 2005 Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K. [Downloadable!] 2005 The Informativeness of Quarterly Financial Reporting: The Portuguese Case by Carlos F. Alves & F. Teixeira dos Santos [Downloadable!] 2005 Ex-dividend pricing, taxes and arbitrage opportunities: the case of the Portuguese stock exchange by Jorge Farinha & Miguel Sôro [Downloadable!] 2005 Explaining Launch Spreads on Structured Bonds by Maciej Firla-Cuchra [Downloadable!] 2005 Security Design in the Real World: Why are Securitization Issues Tranched? by Maciej Firla-Cuchra & Tim Jenkinson [Downloadable!] 2005 Transaction Pattern and Liquidity Parameters (in Japanese) by Hisashi Hashimoto [Downloadable!] 2005 New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model by Kin Lam & May Chun Mei Wong & Wing-Keung Wong [Downloadable!] 2005 Insider trading en la banca española by Del Brio, Esther & Gómez, Gerardo [Downloadable!] 2005 Rentabilidad a Corto Plazo de los Insiders en los Mercados Español y Británico by Del Brio, Esther & Elías Tobar, José [Downloadable!] 2005 Investor Sentiment and Corporate Finance: Micro and Macro by Owen A. Lamont & Jeremy C. Stein [Downloadable!] 2005 Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market by Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron [Downloadable!] 2005 Demand-Based Option Pricing by Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman [Downloadable!] 2005 Persuasion in Finance by Sendhil Mullainathan & Andrei Shleifer [Downloadable!] 2005 Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts by Kee-Hong Bae & Rene M. Stulz & Hongping Tan [Downloadable!] 2005 Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns by Andrea Frazzini & Owen A. Lamont [Downloadable!] 2005 Investment-Based Underperformance Following Seasoned Equity Offerings by Evgeny Lyandres & Le Sun & Lu Zhang [Downloadable!] 2005 Liquidity and Expected Returns: Lessons From Emerging Markets by Geert Bekaert & Campbell R. Harvey & Christian Lundblad [Downloadable!] 2005 Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho [Downloadable!] 2005 Asset Fire Sales (and Purchases) in Equity Markets by Joshua D. Coval & Erik Stafford [Downloadable!] 2005 Venture Capital as Human Resource Management by Antonio Geldson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos [Downloadable!] 2005 Weak and Semi-Strong Form Stock Return Predictability Revisited by Wayne E. Ferson & Andrea Heuson & Tie Su [Downloadable!] 2005 Mimicking Portfolios with Conditioning Information by Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu [Downloadable!] 2005 Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho [Downloadable!] 2005 An international analysis of earnings, stock prices and bond yields by Alain Durré & Pierre Giot [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!] 2005 What drives the market value of firms in the Defense industry ? by Gunther Capelle-Blancard & Nicolas Couderc [Downloadable!] 2005 Do banking crises enhance efficiency ? A case study of 1994 Turkish and 1997 Indonesian crises by Julien Reynaud & Rofikoh Rokhim [Downloadable!] 2005 The no arbitrage condition in option implied trees: evidence from the Italian index options market by V. Moriggia & S. Muzzioli & C. Torricelli [Downloadable!] 2005 Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity by Csaba Csávás & Szilárd Erhart [Downloadable!] 2005 Driving factors behind O/N interbank interest rates – the Hungarian experiences by Szilárd Erhart [Downloadable!] 2005 Market Arbitrage of Cash Dividends and Franking Credits by D. Beggs & C.L. Skeels [Downloadable!] 2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns by Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D. [Downloadable!] 2005 Australian Banking Efficiency and its Relation to Stock Returns by Joshua Kirkwood & Daehoon Nahm [Downloadable!] 2005 Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum by Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam [Downloadable!] 2005 Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data by Rasmus Fatum [Downloadable!] 2005 Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data by Rasmus Fatum & Michael R. King [Downloadable!] 2005 Underpricing and Index Excess Returns by Peter Nippel & Christian Pierdzioch & Andrea Schertler [Downloadable!] 2005 Sources of Predictability of European Stock Markets for High-Technology Firms by Christian Pierdzioch & Andrea Schertler [Downloadable!] 2005 Consolidation and Market Power of Energy Utilities - The case of US-American and German Utility Takeovers by Andreas Freytag & Dirk Schiereck & Thomas W. Thomas [Downloadable!] 2005 Privatization Discontent and Its Determinants: Evidence from Latin America by Daniele Checchi & Massimo Florio & Jorge Carrera [Downloadable!] 2005 Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market by David Abad & José Yagüe & Sonia Sanabria [Downloadable!] 2005 El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español by Juan Carlos Gómez Sala & Germán López Espinosa [Downloadable!] 2005 Estudio Del Efecto Informativo Del Anuncio De Beneficios Trimestrales by Begoña Herrero & Ana María Ibáñez & Constantino José García [Downloadable!] 2005 Efecto Spillover Ante Un Evento Laboral: Un Análisis Empírico Para El Mercado Continuo Español by Ana María Sabater & Joaquina Laffarga [Downloadable!] 2005 Earnings Management As An Explanation Of The Equity Issue Puzzle by María Jesús Pastor & Francisco Poveda [Downloadable!] 2005 Book-Tax Gap. An Income Horse Race by Maurizio Bovi [Downloadable!] 2005 Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis by Thomas Lagoarde Segot & Brian M Lucey [Downloadable!] 2005 Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market by Martin T. Bohl & Janusz Brzeszczynski [Downloadable!] 2005 Worldscope meets Compustat: A Comparison of Financial Databases by Christian Weiner & Niels Ulbricht [Downloadable!] 2005 The Impact of Industry Classification Schemes on Financial Research by Christian Weiner [Downloadable!] 2005 Construction Cost Indices - HUD Section 202 and 811 Supportive Housing Programs by HUD - PD&R [Downloadable!] 2005 An Empirical Model for Durations in Stocks by Simonsen, Ola [Downloadable!] 2005 Modelling High Frequency Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2005 Bivariate Time Series Modelling of Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2005 Industry Specific Effects in Investment Performance and Valuation of Firms - Marginal q in a Stock Market Bubble by Bjuggren, Per-Olof & Wiberg, Daniel [Downloadable!] 2005 A ten-year retrospection of the behavior of Russian stock returns by Anatolyev, Stanislav [Downloadable!] 2005 Do Dollar Forecasters Believe too Much in PPP? by Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael [Downloadable!] 2005 The Use of Trading Strategies by Fund Managers: Some First Survey Evidence by Menkhoff, Lukas & Schmidt, Ulrich [Downloadable!] 2005 09/11 on the USD/EUR Foreign Exchange Market by Mende, Alexander [Downloadable!] 2005 Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction? by Kaestner, Michael [Downloadable!] 2005 Investors’ Misreaction to Unexpected Earnings: Evidence of Simultaneous Overreaction and Underreaction by Kaestner, Michael [Downloadable!] 2005 Repurchasing Shares on a Second Trading Line by Dennis Y. Chung & Dušan Isakov & Christophe Pérignon [Downloadable!] 2005 Modelling the role of credit rating agencies - Do they spark off a virtuous circle? by Christina E. Bannier & Marcel Tyrell [Downloadable!] 2005 Italy’s Privatization Process and Its Implications for China by Bernardo Bortolotti [Downloadable!] 2005 ADR/GDR Potential in Central Europe by Kateřina Tsolov [Downloadable!] 2005 Heterogeneous Agents Model with the Worst Out Algorithm by Lukáš Vácha & Miloslav Vošvrda [Downloadable!] 2005 Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model by Vít Bubák & Filip Žikeš 2005 Market Prices as Indicators of Political Events Evidence from the Experimental Market on the Czech Republic Parliamentary Election in 2002 by Tomáš Cahlík & Adam Geršl & Michal Hlaváček & Michael Berlemann [Downloadable!] 2005 Repurchasing Shares on a Second Trading Line by Dusan ISAKOV & Dennis Y. CHUNG & Christophe PERIGNON [Downloadable!] 2005 Negotiating over Banking Secrecy: The Case of Switzerland and the European Union by Alexandre Ziegler & François-Xavier Delaloye & Michel Habib [Downloadable!] 2005 Order Submission Strategies and Information: Empirical Evidence from the NYSE by Alessandro Beber & Cecilia Caglio [Downloadable!] 2005 Financial Intermediation and the Costs of Trading in an Opaque Market by Richard C. Green & Burton Hollifield & Norman Schürhoff [Downloadable!] 2005 Liquidity runs with endogenous information acquisition by Sanne Zwart [Downloadable!] 2005 Cost of Capital and Cash Flow Effects of U.S. Cross Listings by Hail, Luzi & Leuz, Christian [Downloadable!] 2005 An international analysis of earnings, stock prices and bond yields by Alain Durré & Pierre Giot [Downloadable!] 2005 Optimal research in financial markets with heterogeneous private information a rational expectations model by Katrin Tinn [Downloadable!] 2005 Levels of voluntary disclosure in IPO prospectuses : an empirical analysis by Jeanjean, Thomas & Cazavan-Jeny, Anne [Downloadable!] 2005 Theoretische Analyse der Gewinnsituation im deutschen Bankensektor: Kreditvergabestrategie sichert Sparkassen und Genossenschaftsbanken Vorteile by Timo Baas & Mechthild Schrooten [Downloadable!] 2005 Stock price reactions to short-lived public information: the case of betting odds by Palomino, Frederic & Renneboog, L.D.R. & Zhang, Chendi [Downloadable!] 2005 Sign Tests for Dependent Observations and Bounds for Path-Dependent Options by Donald J. Brown & Rustam Ibragimov [Downloadable!] 2005 Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over by Mark A. Carlson & Galina B. Hale [Downloadable!] 2005 Demand-Based Option Pricing by Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje & Poteshman, Allen M [Downloadable!] 2005 The Impact of Terrorism Across Industries: An Empirical Study by Berrebi, Claude & Klor, Esteban F [Downloadable!] 2005 Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets by Schotman, Peter C & Zalewska, Ania [Downloadable!] 2005 The Industrial Organization of Financial Market Information Production by Chen, Zhaohui & Wilhelm Jr, William J [Downloadable!] 2005 Insider Trading in Credit Derivatives by Acharya, Viral V & Johnson, Tim [Downloadable!] 2005 International Equity Flows and Returns: A Quantitative Equilibrium Approach by Albuquerque, Rui & Bauer, Gregory & Schneider, Martin [Downloadable!] 2005 Betting on Hitler - The Value of Political Connections in Nazi Germany by Ferguson, Thomas & Voth, Hans-Joachim [Downloadable!] 2005 Monetary Policy Uncertainty and the Stock Market by Locarno, Alberto & Massa, Massimo [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2005 Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts by Markus Haas & Stefan Mittnik & Bruce Mizrach [Downloadable!] 2005 Rational Information Choice in Financial Market Equilibrium by Marc Andreas Mündler [Downloadable!] 2005 Learning by Bidding: Evidence from a Large-Scale Natural Experiment by Jan Hanousek & Evzen Kocenda [Downloadable!] 2005 The Importance of the Wording of the ECB by Carlo Rosa & Giovanni Verga [Downloadable!] 2005 Environmental news and stock markets performance: Further evidence for Argentina by Mariana Conte Grand & Vanesa V. D'Elia [Downloadable!] 2005 How trade splits up information sets and dealers carry out their brokerage of asymmetric information by Rodolfo Apreda [Downloadable!] 2005 Option Pricing by Students and Professional Traders: A Behavioural Investigation by KLAUS ABBINK & BETTINA ROCKENBACH [Downloadable!] 2005 Federal Securities Regulations and Stock Market Returns by Tung Liu & Gary Santoni & Courtenay Cliff Stone [Downloadable!] 2005 A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model by Georg Nöldeke & Thomas Tröger [Downloadable!] 2005 Arbitrage in the foreign exchange market: Turning on the microscope by Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno [Downloadable!] 2005 The pricing of unexpected credit losses by Jeffery D. Amato & Eli M Remolona [Downloadable!] 2005 Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area by Marcello Pericoli [Downloadable!] 2005 Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem? by Michael R. King & Maksym Padalko [Downloadable!] 2005 The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar by Michael R. King & Rasmus Fatum [Downloadable!] 2005 A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002 by Rosemarie Bröker Bone [Downloadable!] 2005 The Liquidity of a Hybrid Stock Exchange: The Italian Case of STAR by Fabrizio Palmucci [Downloadable!] 2005 The Information Content of Goodwill-Impairments under FAS 142: Implications for External Analysis and Internal Control by Wolfgang Schultze [Downloadable!] 2005 Long-Run Performance of Initial Public Offerings: The Evidence for Switzerland by Wolfgang Drobetz & Matthias Kammermann & Urs Wälchli [Downloadable!] 2005 Market Value and Patent Citations by Bronwyn H. Hall & Adam Jaffe & Manuel Trajtenberg 2005 Specific Features Of The Emerging Of The Czech Capital Markets by Jan Pudlák & Pavel Neset [Downloadable!] 2005 Dynamical Agents' Strategies And The Fractal Market Hypothesis by Lukáš Vácha & Miloslav S. Vošvrda [Downloadable!] 2005 The Usefulness Of Chilean Inflation Accounting by ROSS JENNINGS & GUSTAVO MATURANA [Downloadable!] 2005 Samuelson's Dictum and the Stock Market by Jeeman Jung & Robert J. Shiller [Downloadable!] 2005 Trading on Short-Term Information by Alexander Gümbel 2005 Stamp Duty on Shares and Its Effect on Share Prices by Steve Bond & Mike Hawkins & Alexander Klemm 2005 Joint Dynamics of Prices and Trading Volume on the Polish Stock Market by Henryk Gurgul & Pawel Majdosz & Roland Mestel [Downloadable!] 2005 Holding Period Return-Risk Modeling :The Importance of Dividends by HALLERBACH, WINFRIED G.. [Downloadable!] 2005 Measuring Security Price Performance Using Chilean Daily Stock Returns: The Event Study Method by Rodrigo Saens & Eduardo Sandoval [Downloadable!] 2005 Learning and Belief-Based Trade by Drew Fudenberg & David K Levine [Downloadable!] 2005 Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements by Refet S Gürkaynak & Brian Sack & Eric Swanson [Downloadable!] 2005 Persistencia de resultados en los fondos de inversión españoles by Alfredo Ciriaco Fernández & Rafael Santamaría Aquilué [Downloadable!] 2005 ¿Cómo valora el mercado de valores español la adopción de planes de opciones sobre acciones para directivos y consejeros? by Mónica Melle [Downloadable!] 2005 The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies by Arun J. Prakash, Suchismita Mishra, Dispari Ghosh [Downloadable!] 2005 Information Efficiency of Central Europe Stock Exchanges (in Czech) by Karel Diviš & Petr Teplý [Downloadable!] 2005 The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences by Helena Horská [Downloadable!] 2005 Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales by Johnson, Christian A. & Padilla, Miguel A. 2005 The adverse selection component for the bid-ask spread: A revision of its estimation models by José E. Farinós & C. José García & Ana M.ª Ibáñez [Downloadable!] 2005 The effect of merger and acquisition announcement on Greek bank stock returns by Panayiotis P. Athanasoglou & Ioannis G. Asimakopoulos & Evangelia A. Georgiou [Downloadable!] 2005 Corporate bond markets in Asia by Jacob Gyntelberg & Guonan Ma & Eli M Remolona [Downloadable!] 2005 Risk aversion and risk premia in the CDS market by Jeffery D Amato [Downloadable!] 2005 The rise and fall of US dollar interest rate volatility: evidence from swaptions by Fabio Fornari [Downloadable!] 2005 CDS index tranches and the pricing of credit risk correlations by Jeffery D Amato & Jacob Gyntelberg [Downloadable!] 2005 Certain Financial Problems the Small and Medium Enterprises Face in the Countries of the European Economic Area (EEA) by Orlin Todorov [Downloadable!] 2004 Are IPOs of Different VCs Different? by Tykvová, Tereza & Walz, Uwe [Downloadable!] 2004 Performance-Effekte nach Directors' Dealings in Deutschland, Italien und den Niederlanden by Heidorn, Thomas & Meyer, Bernd & Pietrowiak, Alexander [Downloadable!] 2004 Die Anwendbarkeit der Behavioral Finance im Devisenmarkt by Heidorn, Thomas & Siragusano, Tindaro [Downloadable!] 2004 The Dow Theory: William Peter Hamilton's Track Record Re-considered by Stephen J. Brown & William N. Goetzmann & Alok Kumar [Downloadable!] 2004 Rain or Shine: Where is the Weather Effect? by William N. Goetzmann & Ning Zhu [Downloadable!] 2004 Fees on Fees in Funds of Funds by Stephen J. Brown & William N. Goetzmann & Bing Liang [Downloadable!] 2004 House Price Efficiency: Expectations, Sales, Symmetry by Arthur Grimes & Andrew Aitken & Suzi Kerr [Downloadable!] 2004 Finance Constraints and Inventory Investment: Empirical Tests with Panel Data by Rose Cunningham [Downloadable!] 2004 Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data by Daniel Levy & Shantanu Dutta & Mark Bergen [Downloadable!] 2004 Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float by Guneratne Banda Wickremasinghe [Downloadable!] 2004 Efficiency Of Foreign Exchange Markets: A Developing Country Perspective by Guneratne Banda Wickremasinghe [Downloadable!] 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach by Rui Albuquerque & Gregory Bauer & Martin Schneider [Downloadable!] 2004 Characterizing Asymmetric Information in International Equity Markets by Rui Albuquerque & Gregory Bauer & Martin Schneider [Downloadable!] 2004 Disclosure to an Audience with Limited Attention by David Hirshleifer & SONYA SEONGYEON LIM & Siew Hong Teoh [Downloadable!] 2004 Spillovers across High Yield Markets by Julius Moschitz [Downloadable!] 2004 Why VAR Fails: Long Memory and Extreme Events in Financial Markets by Cornelis A. Los [Downloadable!] 2004 When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk! by Cornelis A. Los [Downloadable!] 2004 The Effects of Option Expiration on NSE volume and prices by Akash Gupta & Samik Metia & Prashant Trivedi [Downloadable!] 2004 The Impact of the Suspension of Opening and Closing Call by Silvio John Camilleri & Christopher J. Green [Downloadable!] 2004 Proxying for Expected Returns with Price Earnings Ratios by Charlotte S. Hansen & Bjorn E. Tuypens [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 Riding the Yield Curve: Diversification of Strategies by David S. Bieri & Ludwig B. Chincarini [Downloadable!] 2004 Long Memory Options: Valuation by SUTTHISIT JAMDEE & CORNELIS A. LOS [Downloadable!] 2004 Persistence Characteristics of Latin American Financial Markets by NYO NYO A. KYAW & CORNELIS A. LOS & SIJING ZONG [Downloadable!] 2004 Measuring Financial Cash Flow and Term Structure Dynamics by CORNELIS A. LOS [Downloadable!] 2004 Long-Term Dependence Characteristics of European Stock Indices by CORNELIS A. LOS & JOANNA M. LIPKA [Downloadable!] 2004 Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets by CORNELIS A. LOS [Downloadable!] 2004 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 by CORNELIS A. LOS & JEYANTHI KARUPPIAH [Downloadable!] 2004 Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data by CORNELIS A. LOS [Downloadable!] 2004 What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities by Massoud Heidari & Liuren Wu [Downloadable!] 2004 Estimating the probability of large negative stock market by Philip Kostov & Seamus McErlean [Downloadable!] 2004 Efficiency tests in the Iberian stock markets by José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho [Downloadable!] 2004 Technical Analysis On Foreign Exchange: 1975 - 2004 by Fernando Rubio [Downloadable!] 2004 Return-volatility linkages in the international equity and currency markets by Bill B. Francis & Iftekhar Hasan & Delroy M. Hunter [Downloadable!] 2004 Eficiencia Simple Del Mercado De Renta Fija En Chile by Fernando Rubio [Downloadable!] 2004 Equilibrium in financial markets with adverse selection by Tuomas Takalo & Otto Toivanen [Downloadable!] 2004 Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers? by Jose Maria Liberti [Downloadable!] 2004 Some Technical Analysis On The Stock Market: Spain And Usa by Fernando Rubio [Downloadable!] 2004 La Informacion Contable Y La Valuacion De Activos De Capital En El Sector De Inversiones Chileno by Fernando Rubio [Downloadable!] 2004 Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno by Fernando Rubio [Downloadable!] 2004 Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno by Fernando Rubio [Downloadable!] 2004 Simple Trading Rules: Trading On Ibex At Meff by Fernando Rubio [Downloadable!] 2004 The Interactive Minority Game: a Web based investigation of human market interactions by Paolo Laureti & Peter Ruch & Joseph Wakeling & Yi-Cheng Zhang [Downloadable!] 2004 The Unanticipated Effects of Insider Trading Regulation by Art A. Durnev & Amrita S. Nain [Downloadable!] 2004 Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets by Martin T. Bohl & Pierre Siklos [Downloadable!] 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Riding the South Sea Bubble by Peter Temin & Joachim Voth [Downloadable!] 2004 Noise and Aggregation of Information in Large Markets by Diego García & Branko Urosevic [Downloadable!] 2004 Security Analysts as Frame-Makers by Daniel Beunza Ibáñez & Raghu Garud [Downloadable!] 2004 Market Efficiency and Rational Expectations by Kaie Kerem & Enn Listra & Katrin Rahu [Downloadable!] 2004 Does Anonymity Matter in Electronic Limit Order Markets? by Thierry Foucault & Sophie Moinas & Erik Theissen [Downloadable!] 2004 Does Partnering Pay Off? - Stock Market Reactions to Inter-Firm Collaboration Announcements in Germany by Carolin Häussler [Downloadable!] 2004 L’efficience informationnelle des marchés. Une hypothèse, et au-delà? by Roland Gillet & Ariane Szafarz [Downloadable!] 2004 Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series by Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU [Downloadable!] 2004 Discovering Financial Patterns in the Foreign Exchange Markets by Chueh-Yung Tsao & Shu-Heng Chen 2004 Statistical Evidences for the Influence of GP's Representation on Forecasting by Chia-Hsuan Yeh 2004 The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach by Frank Westerhoff [Downloadable!] 2004 On the Possibility of Informationally Efficient Markets by David Goldbaum [Downloadable!] 2004 On the Intradaily Relationship between Information Revelation and Trade Duration: The Evidence of MSCI Taiwan Futures by Chiang & Min-Hsien;Fan 2004 Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts by Markus Haas & Stefan Mittnik & Bruce Mizrach [Downloadable!] 2004 Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room by Bruce Mizrach & Susan Weerts [Downloadable!] 2004 On the Possibility of Informationally Efficient Markets: Part b by David Goldbaum [Downloadable!] 2004 On the Possibility of Informationally Efficient Markets by David Goldbaum [Downloadable!] 2004 Market Efficiency and Learning in an Endogenously Unstable Environment by David Goldbaum [Downloadable!] 2004 Mandatory Auditor Choice and Small Finance: Evidence from Finland by Ari Hyytinen & Lotta Väänänen [Downloadable!] 2004 Is the Cost of Debt Capital Higher for Younger Firms? by Ari Hyytinen & Mika Pajarinen [Downloadable!] 2004 Opacity of Young Firms: Faith or Fact? by Ari Hyytinen & Mika Pajarinen [Downloadable!] 2004 Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance by Ron Giammarino & Murray Carlson & Adlai Fisher 2004 Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect by Chris Brooks & Konstantina Kappou & Charles Ward [Downloadable!] 2004 News and Interest Rate Expectations: A Study of Six Central Banks by Ellis Connolly & Marion Kohler [Downloadable!] 2004 The Impact of Rating Changes in Australian Financial Markets by Adam Creighton & Luke Gower [Downloadable!] 2004 A Test of Momentum Trading Strategies in Foreign Exchange Markets: Evidence from the G7 by Rob Bianchi & Michael E. Drew & John Polichronis [Downloadable!] 2004 Financing New Investments under Asymmetric Information: A General Approach by Robin Boadway & Michael Keen [Downloadable!] 2004 Has SARS Infected the Property Market? Evidence from Hong Kong by Grace Wong [Downloadable!] 2004 Dynamic Multi-Agent Based Variety Formation and Steering in Mass Customization by Blecker, Thorsten & Abdelkafi, Nizar & Kreutler, Gerold & Friedrich, Gerhard [Downloadable!] 2004 A Multi-Agent based Configuration Process for Mass Customization by Blecker, Thorsten & Abdelkafi, Nizar & Kreutler, Gerold [Downloadable!] 2004 Introducing contemporaneous open-outcry and e-trading at the Chicago Board of Trade by Ulibarri, Carlos A. [Downloadable!] 2004 Pricing Hybrid Securities: The Case of Malaysian ICULS by Bacha, Obiyathulla I. [Downloadable!] 2004 Costs, biases and betting markets: new evidence by Michael A. Smith & David Paton & Leighton Vaughan-Williams [Downloadable!] 2004 Do ‘Fat Tails’ Matter in GARCH Estimation? Stock Market Efficiency in Romania and the Czech Republic by Barry Harrison & David Paton [Downloadable!] 2004 Motives for Acquisitions in the UK by Michael McCann [Downloadable!] 2004 Some New Variance Bounds for Asset Prices by Charles Engel [Downloadable!] 2004 Pseudo Market Timing and Predictive Regressions by Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler [Downloadable!] 2004 Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction by Ulrike Malmendier & Geoffrey Tate [Downloadable!] 2004 Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk by Robert P. Flood & Andrew K. Rose [Downloadable!] 2004 Investor Sentiment Measures by Lily Qiu & Ivo Welch [Downloadable!] 2004 Go Down Fighting: Short Sellers vs. Firms by Owen Lamont [Downloadable!] 2004 Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? by Li Jin & Robert Merton & Zvi Bobie [Downloadable!] 2004 A Comprehensive Look at the Empirical Performance of Equity Premium Prediction by Amit Goval & Ivo Welch [Downloadable!] 2004 R-Squared Around the World: New Theory and New Tests by Li Jin & Stewart C. Myers [Downloadable!] 2004 Short Interest and Stock Returns by Paul Asquith & Parag A. Pathak & Jay R. Ritter [Downloadable!] 2004 A Rational Model of the Closed-End Fund Discount by Jonathan Berk & Richard Stanton [Downloadable!] 2004 New Forecasts of the Equity Premium by Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho [Downloadable!] 2004 An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance by Jeffrey R. Brown & J. David Cummins & Christopher M. Lewis & Ran Wei [Downloadable!] 2004 Equity Style Returns and Institutional Investor Flows by Kenneth A. Froot & Melvyn Teo [Downloadable!] 2004 Portfolio Diversification and City Agglomeration by William N. Goetzmann & Massimo Massa & Andrei Simonov [Downloadable!] 2004 Inflation Illusion and Stock Prices by John Y. Campbell & Tuomo Vuolteenaho [Downloadable!] 2004 Aggregate Short Interest and Market Valuations by Owen A. Lamont & Jeremy C. Stein [Downloadable!] 2004 Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand by Suzi Kerr & Andrew Aitken & Arthur Grimes [Downloadable!] 2004 Cournot duopoly and insider trading with two insiders by Wassim Daher & Leonard J. Mirman [Downloadable!] 2004 Market structure and insider trading by Wassim Daher & Leonard J. Mirman [Downloadable!] 2004 The internal efficiency of Index Option Markets:Tests on the Italian Market by Costanza Torricelli & Marianna Brunetti [Downloadable!] 2004 The Effects of Macroeconomic News on Money Markets by Norbert Kiss M. [Downloadable!] 2004 Testing for the uncovered interest parity using distributions implied by FX options by Martin Cincibuch & David Vavra [Downloadable!] 2004 Private information of the Fed, predictability of stock returns and expected monetary policy by Bedri Tas [Downloadable!] 2004 Privatization discontent and its determinants: evidence from Latin America by Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA [Downloadable!] 2004 Financing New Investments under Asymmetric Information: a General Approach by Robin Boadway & Michael Keen [Downloadable!] 2004 Order Aggressiveness and Order Book Dynamics by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery by Nikolaus Hautsch & Dieter Hess [Downloadable!] 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Bayesian Learning in Financial Markets - Testing for the Relevance of Information Precision in Price Discovery by Nikolaus Hautsch & Dieter Hess [Downloadable!] 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Europe's Entry into the Venture Capital Business: Efficiency and Policy by Michael Stolpe [Downloadable!] 2004 Feedback Trading and Predictability of Stock Returns in Germany, 1880-1913 by Christian Pierdzioch [Downloadable!] 2004 Non-Market Interaction in Primary Equity Markets: Evidence from France and Germany by Michael Stolpe [Downloadable!] 2004 Beneficios Del Momentum En El Mercado Español: ¿Incorrecta Especificacion De Los Modelos De Valoración O Irracionalidad De Los Inversores? by Carlos Forner & Joaquín Marhuenda [Downloadable!] 2004 Is The Market Over-Optimistic About The Prospects Of Firms That Issue Equity? Evidence For The Spanish Market by Juan Carlos Gómez Sala & María Jesús Pastor [Downloadable!] 2004 Parameter Instability and Forecasting Performance. A Monte Carlo Study by Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas [Downloadable!] 2004 Long-run and Cyclical Dynamics in the US Stock Market by Caporale, Guglielmo Maria & Gil-Alana, Luis A. [Downloadable!] 2004 Stamp duty on shares and its effect on share prices by Steve Bond & Mike Hawkins & Alexander Klemm [Downloadable!] 2004 Testing HUD's New Mortgage Disclosure Forms With American Homebuyers by HUD - PD&R [Downloadable!] 2004 Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks by Brännäs, Kurt & Quoreshi, Shahiduzzaman [Downloadable!] 2004 Pseudo Market Timing: Fact or Fiction? by Dahlquist, Magnus & de Jong, Frank [Downloadable!] 2004 Privatization and Stock Market Liquidity by Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya [Downloadable!] 2004 Hedging, Familiarity and Portfolio Choice by Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 Are Underwriter-Analysts More Informed? Scandinavian Evidence by Lidén, Erik R. [Downloadable!] 2004 The Differences Between Stock Splits and Stock Dividends by Bechmann, Ken L. & Raaballe, Johannes [Downloadable!] 2004 Trading Nokia: The roles of the Helsinki vs the New York stock exchanges by Jokivuolle , Esa & Lanne , Markku [Downloadable!] 2004 The impact of macroeconomic news on exchange rate volatility by Laakkonen , Helinä [Downloadable!] 2004 Asymmetric information in credit markets and entrepreneurial risk taking by Vesala , Timo [Downloadable!] 2004 Sichtweisen und Anlageverhalten des österreichischen Fondsmanagements by Lütje, Torben [Downloadable!] 2004 Do Fund Managers Expect Mean Averting Returns? by Stotz, Olaf & L\"utje, Torben & Menkhoff, Lukas & von Nitzsch, R\"udiger [Downloadable!] 2004 Überrenditen durch Point and Figure-Charts: Zufall oder System? by Gerth, Hendrik & Niermann, Stefan [Downloadable!] 2004 To Be Good or To Be Better: Asset Managers Attitudes Towards Herding by Lütje, Torben [Downloadable!] 2004 The Impact of Experience on Risk Taking, Overconfidence, and Herding of Fund Managers: Complementary Survey Evidence by Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich [Downloadable!] 2004 Modelling an artificial stock market: When cognitive institutions influence market dynamics by Stéphanie LAVIGNE (ESC Toulouse and GRES-LEREPS) [Downloadable!] 2004 No Predictable Components in G7 Stock Returns by Prasad Bidarkota & Khurshid M. Kiani [Downloadable!] 2004 Order Flow and the Formation of Dealer Bids: An Analysis of Information and Strategic Behavior in the Government of Canada Securities Auctions by Samita Sareen & Ali Hortacsu [Downloadable!] 2004 R2 Around the World: New Theory and New Tests by Li JIN & Stewart C. MYERS [Downloadable!] 2004 Higher Order Expectations in Asset Pricing by Philippe BACCHETTA & Eric VAN WINCOOP [Downloadable!] 2004 The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market by Alessandro BEBER & Michael W. BRANDT [Downloadable!] 2004 Speculating against an overconfident market by Jordi Caballe & Jozsef Sakovics [Downloadable!] 2004 Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model by George Buckley & Richard Holt [Downloadable!] 2004 Long-run performance analysis of a new sample of UK IPOs by Eric Brown [Downloadable!] 2004 The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach by Gary Koop & Kai Li [Downloadable!] 2004 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment by Mathias Drehmann & Jörg Oechssler [Downloadable!] 2004 Media Frenzies in Markets for Financial Information by Laura Veldkamp [Downloadable!] 2004 High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market by Konstantin Tyurin [Downloadable!] 2004 Do individual investors learn from their trading experience by Gina Nicolosi & Liang Peng [Downloadable!] 2004 Liquidity Discovery and Asset Pricing by Duane Seppi & Michael Gallmeyer & Burton Hollifield 2004 Do Heterogeneous Beliefs Matter for Asset Pricing? by Jennifer Juergens & Evan Anderson & Eric Ghysels [Downloadable!] 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE by Chor-yiu SIN [Downloadable!] 2004 Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market by Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy [Downloadable!] 2004 Long-run and Cyclical Dynamics in the US Stock Market by L.A. Gil-Alana & G.M. caporale [Downloadable!] 2004 Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies by Sergio L. Schmukler & Eduardo Levy-Yeyati & Maria Soledad Martinez Peria 2004 Endogenous Credit Constraints and Factor Market Rigidities: the case of Bankruptcy by R. Fischer & C. Bonilla [Downloadable!] 2004 The Importance of Borrowers’ History on Credit Behavior: The Mexican Experience by José L. Negrin [Downloadable!] 2004 The Announcement Effect of Bond and Equity Issues: Evidence from Chile by Augusto Castillo 2004 Understanding limit order book depth: conditioning on trade informativeness by Helena Beltran & Albert J. Menkveld [Downloadable!] 2004 Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data by Ryuichi Nakagawa & Hirofumi Uchida [Downloadable!] 2004 The Impact of the Japanese Banking Crisis on the Intraday FX Market by Yuko Hashimoto [Downloadable!] 2004 Covariance-based orthogonality tests for regressors with unknown persistence by Katsumi Shimotsu & Alex Maynard [Downloadable!] 2004 Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance? by Charles R. Nelson & Jinho Bae 2004 Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test by Jae H. Kim [Downloadable!] 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE by Chor-yiu SIN [Downloadable!] 2004 Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data by Ryuichi Nakagawa & Hirofumi Uchida [Downloadable!] 2004 Profiting from Mean-Reverting Yield Curve Trading Strategies by Krishna Ramaswamy & Choong-Tze Chua & Winston T.H. Koh [Downloadable!] 2004 The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings by Bailey, Warren & Karolyi, G. Andrew & Salva, Carolina [Downloadable!] 2004 An empirical study of liquidity and information effects of order flow on exchange rates by Francis Breedon & Paolo Vitale [Downloadable!] 2004 Liquidity, information, and the overnight rate by Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla [Downloadable!] 2004 The information content of over-the-counter currency options by Peter Christoffersen & Stefano Mazzotta [Downloadable!] 2004 Taking stock: monetary policy transmission to equity markets by Michael Ehrmann & Marcel Fratzscher [Downloadable!] 2004 International equity flows and returns: A quantitative equilibrium approach by Rui Albuquerque & Gregory H. Bauer & Martin Schneider [Downloadable!] 2004 Measuring financial integration in the euro area by Lieven Baele & Annalisa Ferrando & Peter Hördahl & Elizaveta Krylova & Cyril Monnet [Downloadable!] 2004 Fair value accounting and financial stability by Andrea Enria & Lorenzo Cappiello & Frank Dierick & Sergio Grittini & Andrew Haralambous & Angela Maddaloni & Philippe Molitor & Fatima Pires & Paolo Poloni [Downloadable!] 2004 Market Impact Costs of Institutional Equity Trades by Jacob A. Bikker & Pieter Jelle van der Sluis & Laura Spierdijk [Downloadable!] 2004 Regulatory Change, Structural Breaks and Transmission Effects in HSIF abd HSI Volatility by Gerard Gannon & Siu Pang Au-Yeung [Downloadable!] 2004 Simultaneous Volatility Transmissions and Spillover Effects by Gerard Gannon [Downloadable!] 2004 Simultaneous Volatility Transmissions and Spillover Effects: US and Hong Kong Stock and Futures Markets by Gerard Gannon [Downloadable!] 2004 Structural Effects and Spillovers in HSIF, HSI and S&P500 Volatility by Gerard Gannon & Siu Pang Au-Yeung [Downloadable!] 2004 The Implementation Shortfall of Institutional Equity Trades by Bikker, Jacob A. & Spierdijk, Laura & Sluis, Pieter Jelle van der [Downloadable!] 2004 LÕefficacitŽ du Contr™le Communautaire des Concentrations : une approche par la mŽthode ŽvŽnementielle by BŽatrice DUMONT [Downloadable!] 2004 Shareholder Diversification and IPOs by Bodnaruk, Andriy & Kandel, Eugene & Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 Mutual Funds and the Market for Liquidity by Massa, Massimo & Phalippou, Ludovic [Downloadable!] 2004 History versus Geography: The Role of College Interaction in Portfolio Choice and Stock Market Prices by Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 Hedging, Familiarity and Portfolio Choice by Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 Mutual Fund Competition and Stock Market Liquidity by Massa, Massimo [Downloadable!] 2004 Portfolio Diversification, Proximity Investment and City Agglomeration by Goetzmann, William & Massa, Massimo & Simonov, Andrei [Downloadable!] 2004 Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk by Flood, Robert P & Rose, Andrew K [Downloadable!] 2004 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis by Norden, Lars & Weber, Martin [Downloadable!] 2004 Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms? by Guidolin, Massimo & La Ferrara, Eliana [Downloadable!] 2004 Information Sales and Insider Trading by Cespa, Giovanni [Downloadable!] 2004 Do Retail Incentives Work in Privatizations? by Keloharju, Matti & Knüpfer, Samuli & Torstila, Sami [Downloadable!] 2004 Pseudo Market Timing: Fact or Fiction? by Dahlquist, Magnus & de Jong, Frank [Downloadable!] 2004 An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates by Breedon, Francis & Vitale, Paolo [Downloadable!] 2004 A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination by Vitale, Paolo [Downloadable!] 2004 Privatization and Stock Market Liquidity by Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya [Downloadable!] 2004 Changes in Equity Ownership and Changes in the Market Value of the Firm by Lins, Karl & McConnell, John J. & Servaes, Henri [Downloadable!] 2004 Market Stress and Herding by Hwang, Soosung & Salmon, Mark [Downloadable!] 2004 Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements by Norden, Lars & Weber, Martin [Downloadable!] 2004 Riding the South Sea Bubble by Temin, Peter & Voth, Hans-Joachim [Downloadable!] 2004 The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes - Evidence from the German Stock Market by Eric Nowak & Roland Rott & Till G. Mahr [Downloadable!] 2004 The comovement of credit default swap, bond and stock markets: an empirical analysis by Lars Norden & Martin Weber [Downloadable!] 2004 The Existence of Informationally Efficient Markets When Individuals Are Rational by Marc Andreas Muendler [Downloadable!] 2004 Stock market integration and the speed of information transmission by Alexandr Cerny [Downloadable!] 2004 Coase’s conjecture in finite horizon by Michal Ostatnicky [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 Does bank failure affect client firms? Micro evidence from Estonia by Karin Joeveer [Downloadable!] 2004 Differential rates, residual information sets and transactional algebras by Rodolfo Apreda [Downloadable!] 2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note by Daniella Acker & Nigel W. Duck [Downloadable!] 2004 On the Existence of Linear Equilibria in the Rochet-Vila Model of Market Making by Georg Nöldeke & Thomas Tröger [Downloadable!] 2004 Trade Credit and Credit Rationing in Canadian Firms by Rose Cunningham [Downloadable!] 2004 The Monetary Origins of Asymmetric Information in International Equity Markets by Gregory H. Bauer & Clara Vega [Downloadable!] 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach by Rui Albuquerque & Gregory H. Bauer & Martin Schneider [Downloadable!] 2004 Finance Constraints and Inventory Investment: Empirical Tests with Panel Data by Rose Cunningham [Downloadable!] 2004 The Effects of Economic News on Bond Market Liquidity by Chris D'Souza & Charles Gaa [Downloadable!] 2004 Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão by Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo [Downloadable!] 2004 Algumas Das Contribuições De Stiglitz À Teoria Dos Mercados Financeiros by Dante Mendes Aldrighi [Downloadable!] 2004 Testing the Efficient Market Hypothesis in The Greek Secondary Capital Market by Aristeidis G. Samitas [Downloadable!] 2004 The announcement effect of bond and equity issues: evidence from Chile by Augusto Castillo [Downloadable!] 2004 The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis by Christian Pierdzioch & Georg Stadtmann [Downloadable!] 2004 Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs by Michael S. Haigh & Nikos K. Nomikos & David A. Bessler 2004 Voluntary Disclosure Of Partially Verifiable Information by Evelyn Korn [Downloadable!] 2004 Strategic Insider Trading with Imperfect Information: A Trading Volume Analysis by Andrea Marcello Buffa [Downloadable!] 2004 Efficiency Of The Secondary T-Bill Market by Zdeněk Dvorný [Downloadable!] 2004 In Finance, Size Matters by Biagio Bossone & Jong-Kun Lee [Downloadable!] 2004 In Finance, Size Matters by Biagio Bossone & Jong-Kun Lee [Downloadable!] 2004 Formación de precios de suscripción en el mercado bursátil español: algunas consideraciones by Consuelo Riaño Gil & Francisco Javier Ruiz Cabestre & Rafael Santamaría Aquilué [Downloadable!] 2004 Canadian Mutual Fund Flows and Capital Market Movements by Roger B. Atindéhou, Jean-Pierre Gueyié [Downloadable!] 2004 An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models by Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat [Downloadable!] 2004 Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI by Parisi, Antonino & Parisi, Franco & Cornejo, Edinson 2004 The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market by Dimitrios F. Kenourgios & Ioannis Petropoulos 2004 Stock Market Efficiency Withstands another Challenge: Solving the “Sell in May/Buy after Halloween” Puzzle by Edwin D Maberly & Raylene M Pierce [Downloadable!] 2004 Ken Kam and Market Efficiency by Daniel B Klein [Downloadable!] 2004 Transaction Cost and the Small Stock Puzzle: The Impact of Outliers in the NYSE, 1970-2000 by Al-Rjoub, S. & Hassan, M.K. [Downloadable!] 2004 Direct sale of information when precision is unobservable by Saltuk Ozerturk [Downloadable!] 2004 Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets by M. Dolores Robles-Fernandez & Luisa Nieto & M. Angeles Fernandez [Downloadable!] 2004 Private Information and High-Frequency Stochastic Volatility by David L. Kelly & Douglas G. Steigerwald [Downloadable!] 2004 Macroeconomic announcements and implied volatilities in swaption markets by Fabio Fornari [Downloadable!] 2004 The price impact of rating announcements: evidence from the credit default swap market by Marian Micu & Eli M Remolona & Philip D Wooldridge [Downloadable!] 2004 Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão by Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura [Downloadable!] 2004 Sporting Success and Capital Market Performance: An Event Study of Borussia Dortmund by Arne Feddersen & Wolfgang Maennig 2003 Determinants of the relative price impact of unanticipated information in US macroeconomic releases by Hess, Dieter [Downloadable!] 2003 Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach by Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda [Downloadable!] 2003 Do Individual Investors Learn from Their Trading Experience? by Liang Peng & Gina Nicolosi & Ning Zhu [Downloadable!] 2003 Conservatism and Cross-sectional Variation in the Post-earnings-announcement-drift by Ganapathi Narayanamoorthy [Downloadable!] 2003 Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange by Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong [Downloadable!] 2003 Optimal Arbitrage Trading by Michael Boguslavsky & Elena Boguslavskaya [Downloadable!] 2003 Towards Transparency in Finance and Governance by Tara Vishwanath & Daniel Kaufmann [Downloadable!] 2003 Transparency, Liberalization and Financial Crises by Gil Mehrez & Daniel Kaufmann [Downloadable!] 2003 Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets by Erdinc Altay [Downloadable!] 2003 Are Momentum Profits Robust to Trading Costs? by Robert A. Korajczyk & Ronnie Sadka 2003 Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media by Thomas Schuster [Downloadable!] 2003 Analysis of UAE Bank Stocks by Ananth Rao [Downloadable!] 2003 News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media by Thomas Schuster [Downloadable!] 2003 Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange by Abdelhamid El Bouhadi [Downloadable!] 2003 Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media by Thomas Schuster [Downloadable!] 2003 New types of non-trade related participation in commodity futures markets by Lamon Rutten [Downloadable!] 2003 The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence by Solomon Tadesse & & [Downloadable!] 2003 DEMOCRACY’S SPREAD: Elections and Sovereign Debt in Developing Countries by Steven A. Block & Burkhard N. Schrage & Paul M. Vaaler [Downloadable!] 2003 Democratization’s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries by Steven Block & Burkhard N. Schrage & Paul M. Vaaler [Downloadable!] 2003 The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets by R. M. Eldridge & Maurice Peat & Max Stevenson [Downloadable!] 2003 A Survival Analysis of Australian Equity Mutual Funds by A. Colin Cameron & Anthony D. Hall [Downloadable!] 2003 The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons by Hans Byström [Downloadable!] 2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis by Hans Byström [Downloadable!] 2003 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? by Joachim Grammig & Erik Theissen [Downloadable!] 2003 Additional Utility of Insiders with Imperfect Dynamical Information by José Mª Corcuera & Peter Imkeller & Arturo Kohatsu & David Nualart [Downloadable!] 2003 Is overreaction an explanation for the value effect? A study using implied volatility from option prices by He, Wei & Wei, Peihwang P. [Downloadable!] 2003 January reversal in the US weekend effect by Al-Rjoub, Samer & Hassan, M. Kabir & Varela, Oscar Albert [Downloadable!] 2003 Testing of Nonstationary Cycles in Financial Time Series Data by Javier De Peña & Luis A. Gil-Alana [Downloadable!] 2003 Serial and cross-correlation in the Spanish Stock Market returns by Javier DePeña & Luis A. Gil-Alana [Downloadable!] 2003 Giffen Goods and Market Making by Giovanni Cespa [Downloadable!] 2003 A Comparison of Stock Market Mechanisms by Giovanni Cespa [Downloadable!] 2003 Financial Modeling based on the Trajectory Domain by Chueh-Yung Tsao & Shu-Heng Chen 2003 Making Money out of Publicly Available Information by Alan Morrison & Nir Vulkan [Downloadable!] 2003 Analyst Recommendations and Nasdaq Market Making Activity by Bruce Mizrach [Downloadable!] 2003 Observed and 'Fundamental' Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe by Leonardo Becchetti & Michele Bagella & Fabrizio Adriani [Downloadable!] 2003 What Do Financial Market Data Tell Us About Monetary Policy Transparency? by Jonathan Coppel & Ellis Connolly [Downloadable!] 2003 Weak-form market efficiency in European emerging and developed stock markets by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 Tests of random walks and market efficiency in Latin American stock markets: An empirical note by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 Measuring the impact of natural disasters on capital markets: An empirical application using intervention analysis by Andrew Worthington & Abbas Valadkhani [Downloadable!] 2003 Modelling the Intraday Return Volatility Process In The Australian Equity Market: An Examination Of The Role Of Information Arrival In S&P/Asx 50 Stocks by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 Eficienţa Pieţei Financiare Din România - Condiţie Necesară În Perspectiva Aderării La Uniunea Europeană by Barna, Flavia & Dima, Bogdan & Labunet, Aurora [Downloadable!] 2003 Quality of the Information System as the Prequisite for the Realization of Concession Income in Telecommunications by Brekalo, Miljenko & Marković, Branimir & Matić, Branko [Downloadable!] 2003 Run-up, toeholds, and agency effects in mergers and acquisitions: evidence from an emerging market by Jorge Farinha & Francisco Miranda [Downloadable!] 2003 Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data by Yoshiro Tsutsui & Kenjiro Hirayama [Downloadable!] 2003 Inventory Information by H. Henry Cao & Richard K. Lyons & Martin D.D. Evans [Downloadable!] 2003 Financial Integration: A New Methodology and an Illustration by Robert P. Flood & Andrew K. Rose [Downloadable!] 2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements? by Kathryn M.E. Dominguez [Downloadable!] 2003 Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments by Scott Weisbenner & Zoran Ivkovich [Downloadable!] 2003 Continuing Dangers of Disinformation in Corporate Accounting Reports by Edward J. Kane [Downloadable!] 2003 Analysts' Conflict of Interest and Biases in Earnings Forecasts by Louis K. C. Chan & Jason Karceski & Josef Lakonishok [Downloadable!] 2003 Bad Beta, Good Beta by John Y. Campbell & Tuomo Vuolteenaho [Downloadable!] 2003 Equity market liberalizations as country IPOs by Rodolfo Martell & Rene M. Stulz [Downloadable!] 2003 Rain or Shine: Where is the Weather Effect? by William N. Goetzmann & Ning Zhu [Downloadable!] 2003 Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets by Eli Ofek & Matthew Richardson & Robert F. Whitelaw [Downloadable!] 2003 How Do Markets Function? An Empirical Analysis of Gambling on the National Football League by Steven D. Levitt [Downloadable!] 2003 The Price is (Almost) Right by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho [Downloadable!] 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter by George Woodward & Heather Anderson [Downloadable!] 2003 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? by Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman [Downloadable!] 2003 The Pricing Effect of Certification on Bank Loans: Evidence from the Syndicated Credit Market by Casolaro, Luca & Focarelli, Dario & Pozzolo, Alberto Franco [Downloadable!] 2003 Call and put implied volatilities and the derivation of option implied trees by V. Moriggia & S. Muzzioli & C. Torricelli [Downloadable!] 2003 The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market by Costanza Torricelli & Marianna Brunetti [Downloadable!] 2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements? by Kathryn M. E. Dominguez [Downloadable!] 2003 Optimal Auditing for Insurance Fraud by Georges Dionne & Florence Giuliano & Pierre Picard [Downloadable!] 2003 Contagion effects of successive bond rating downgrades by Maxime Merli & Alain Schatt [Downloadable!] 2003 Late Informed Betting and the Favorite-Longshot Bias by Marco Ottaviani & Peter Norman Sørensen [Downloadable!] 2003 Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market by Rasmus Fatum & Barry Scholnick [Downloadable!] 2003 The Effectiveness of the Interventions of the Swiss National Bank — An Event-Study Analysis by Christian Pierdzioch & Georg Stadtmann [Downloadable!] 2003 Learning and Signalling in the French and German Venture Capital Industries by Michael Stolpe [Downloadable!] 2003 El Efecto Momentum En El Mercado Español De Acciones by Carlos Forner & Joaquín Marhuenda [Downloadable!] 2003 Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread by Dupont, Dominique Y. & Lee, Gabriel S. [Downloadable!] 2003 Collusion, Delegation and Supervision with Soft Information by Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David [Downloadable!] 2003 Risk Aversion and Herd Behavior in Financial Markets by Décamps, Jean-Paul & Lovo, Stefano [Downloadable!] 2003 Market Informational Inefficiency, Risk Aversion and Quantity Grid by Décamps, Jean-Paul & Lovo, Stefano [Downloadable!] 2003 East Asian Equity Markets, Financial Crises, and the Japanese Currency by Y.L. Cheung & Y.W. Cheung & K.C. Ng [Downloadable!] 2003 Temporal Aggregation of the Returns of a Stock Index Series by Brännäs, Kurt [Downloadable!] 2003 Discretized Time and Conditional Duration Modelling for Stock Transaction Data by Brännäs, Kurt & Simonsen, Ola 2003 Accounting Anomalies and Information Uncertainty by Francis, Jennifer & LaFond, Ryan & Olsson, Per & Schipper, Katherine [Downloadable!] 2003 Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques by Andersson, Magnus & Lomakka, Magnus [Downloadable!] 2003 A Simple Continuous Measure of Credit Risk by Byström, Hans & Kwon, Oh Kang 2003 The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons by Byström, Hans 2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis by Byström, Hans 2003 Is Momentum Due to Data-Snooping? by Ericsson, Johan & González, Andrés [Downloadable!] 2003 Stock Recommendations in Swedish Printed Media: Leading or Misleading? by Lidén, Erik R. [Downloadable!] 2003 Swedish Stock Recommendations: Information Content or Price Pressure? by Lidén, Erik R. [Downloadable!] 2003 The rigidity bias by Herrala, Risto [Downloadable!] 2003 Equilibrium in financial markets with adverse selection by Takalo, Tuomas & Toivanen, Otto [Downloadable!] 2003 The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers by Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich [Downloadable!] 2003 Risk Management, Rational Herding and Institutional Investors: A Macro View by Lütje, Torben & Menkhoff, Lukas [Downloadable!] 2003 Privatization and Financial Market Development: Theoretical Issues by Gabriella Chiesa & Giovanna Nicodano [Downloadable!] 2003 Who are the Best? Local Versus Foreign Analysts on the Latin American Stock Markets by Jean-François Bachmann & Guido Bolliger [Downloadable!] 2003 Executive Compensation and Analyst Guidance: The Link between CEO Pay and Expectations Management by Guido BOLLIGER & Manuel KAST [Downloadable!] 2003 Understanding the ex-Ante cost of liquidity in the limit order book: A note by Miguel Angel Martinez & Gonzalo Rubio & Mikel Tapia [Downloadable!] 2003 Russian stock market: participants and their strategies by Kolodyazhny Georgy & Medvedev Alexey [Downloadable!] 2003 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment by Roider, Andreas & Mathias Drehmann & Jorg Oechssler [Downloadable!] 2003 Does anonymity matter in electronic limit order markets ? by Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN [Downloadable!] 2003 Market informational inefficiency, risk aversion and quantity grid by LOVO, Stefano & DECAMPS, Jean-Paul [Downloadable!] 2003 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence by Albert J. Menkveld & Siem Jan Koopman & André Lucas [Downloadable!] 2003 Coordination of Expectations in Asset Pricing Experiments by Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden [Downloadable!] 2003 Explaining movements in UK stock prices: by Nektarios Aslanidis & Denise Osborn & Marianne Sensier [Downloadable!] 2003 Does Anonymity Matter in Electronic Limit Order Markets? by Foucault, Thierry & Moinas, Sophie & Theissen, Erik [Downloadable!] 2003 The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market by Goldreich, David & Hanke, Bernd & Nath, Purnendu [Downloadable!] 2003 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!] 2003 Crises and Punishment: Moral Hazard and the Pre-1914 International Financial Architecture by Flandreau, Marc [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Initial Public Offerings and Venture Capital in Germany by Stefanie Franzke (Contact), Stefanie Grohs, Christian Laux [Downloadable!] 2003 Tax Policy and Entrepreneurship in the Presence of Asymmetric Information in Capital Markets by Clemens Fuest & Bernd Huber & Philipp Tillessen [Downloadable!] 2003 On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach) by Rodolfo Apreda [Downloadable!] 2003 Do Stock Markets Penalise Environment-Unfriendly Behaviour? Evidence from India by Shreekant Gupta [Downloadable!] 2003 Making Money out of Publicly Available Information by Alan D. Morrison & Nir Vulcan [Downloadable!] 2003 The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates by Thanasis N. Christodoulopoulos & Ioulia Grigoratou [Downloadable!] 2003 Positive feedback trading under stress: Evidence from the US Treasury securities market by Benjamin H. Cohen & Hyun Song Shin [Downloadable!] 2003 An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds by Chris D'Souza & Charles Gaa & Jing Yang [Downloadable!] 2003 The Lender-Borrower Relationship with Risk Averse Lenders by Thilo Pausch [Downloadable!] 2003 Imperfect Competition and Market Liquidity with a Supply Informed Trader by Ariadna Dumitrescu [Downloadable!] 2003 An empirical analysis of international equity market co-movements: implications for informational efficiency by Manuela CROCI [Downloadable!] 2003 Efectos de las intervenciones en el mercado cambiario: el caso de Chile by Matías Tapia & Andrea Tokman [Downloadable!] 2003 Predictions Using Experimental Markets by Tomáš CAHLÍK & gersl@mbox.fsv.cuni.cz & hlavacem@mbox.fsv.cuni.cz) & Michael BERLEMANN [Downloadable!] 2003 Heterogeneous Agent Model With Memory And Asset Price Behaviour by Miloslav Vošvrda & Lukáš Vácha [Downloadable!] 2003 Fiscal effect in dividend distributions by Maria Rosa Borges 2003 Presión sobre los precios en las revisiones del índice IBEX35 by J. Carlos Gómez Sala & Jorge Yzaguirre [Downloadable!] 2003 Stock splits: motivations and valuation effects in the Spanish market by Susana Menéndez & Silvia Gómez-Ansón [Downloadable!] 2003 Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden by Lennart Berg [Downloadable!] 2003 Modelos predictivos de redes neuronales en índices bursátiles by Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis 2003 Competitive Markets and Aggregate Information by G. Glenn Baigent [Downloadable!] 2003 La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires by Fabrice Hervé [Downloadable!] 2003 Valorisation stratégique par contextes de valeur:le cas des introductions sur le Nouveau marché by Salim Chahine & Jean-Pierre Mathieu [Downloadable!] 2003 La scission d'Eridania-Béghin-Say:essai d'évaluation par un modèle d'options réelles by Pascal Barneto [Downloadable!] 2003 Explaining and Forecasting Exchange Rates with Order Flows by Richard K. Lyons [Downloadable!] 2003 A Comparison of Alternative Spread Decomposition Models on Euronext Brussels by Rudy De Winne & Christophe Majois 2003 Lead Lag Relationships between Short Term Options and the French Stock Index CAC 40: The Impact of Time Measurement by Alexis Cellier 2003 An Empirical Evaluation of Non-Linear Trading Rules by Julián Andrada-Félix & Fernando Fernadez-Rodriguez & Maria-Dolores Garcia-Artiles & Simon Sosvilla-Rivero [Downloadable!] 2003 The Asymmetric Reverting Property of Stock Returns by Kiseok Nam [Downloadable!] 2003 Risk Averse Supervisors and the Efficiency of Collusion by Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort [Downloadable!] 2002 Tail Wags Dog? Time-Varying Information Shares in the Bund Market by Upper, Christian & Werner, Thomas [Downloadable!] 2002 Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets by Shyam NMI Sunder [Downloadable!] 2002 One Simple Test of Samuelson's Dictum for the Stock Market by Robert J. Shiller & Jeeman Jung [Downloadable!] 2002 Fees on Fees in Funds of Funds by William N. Goetzmann & Stephen J. Brown & Bing Liang [Downloadable!] 2002 Rain or Shine: Where is the Weather Effect? by William N. Goetzmann & Ning Zhu [Downloadable!] 2002 Behavior and Performance of Investment Newsletters Analysts by Vicente Pascual Pons-Sanz & Alok Kumar [Downloadable!] 2002 What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? by Tobias J. Moskowitz & Mark Grinblatt [Downloadable!] 2002 Do Winners Repeat with Style? by Amita K. Patel & Roger G. Ibbotson [Downloadable!] 2002 On the Concentration of Allocations and Comparisons of Auctions in Large Economies by Matthew O. Jackson & Ilan Kremer [Downloadable!] 2002 Adverse Selection and the Accelerator by Christopher L. House [Downloadable!] 2002 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment by Mathias Drehmann & Joerg Oechssler & Andreas Roider [Downloadable!] 2002 Time-Varying Arrival Rates of Informed and Uninformed Trades by David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu [Downloadable!] 2002 The Future of the Stock Market Channel In Egypt by Maged Shawky Sourial [Downloadable!] 2002 Wealth Effects of Banks' Rights to Market and Originate Annuities by Arnold R. Cowan & Jann C. Howell & Mark L. Power [Downloadable!] 2002 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment by Mathias Drehmann & Joerg Oechssler & Andreas Roider [Downloadable!] 2002 The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections by Norman Ehrentreich [Downloadable!] 2002 Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance by Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt [Downloadable!] 2002 Bank Discrimination in Transition Economies: Ideology, Information or Incentives? by Loren Brandt & Hongbin Li [Downloadable!] 2002 Behavioural Finance and the Decision to Invest in High Tech Stocks by Sian Owen [Downloadable!] 2002 How large is liquidity risk in an automated auction market? by Pierre Giot & Joachim Grammig [Downloadable!] 2002 Giffen Goods and Market Making by Giovanni Cespa [Downloadable!] 2002 Multivariate Tests of Fractionally Integrated Hypotheses by Luis Alberiko Gil-Alana [Downloadable!] 2002 Do Spanish Stock Market Prices Follow a Random Walk? by Javier De Peña & Luis A. Gil-Alana [Downloadable!] 2002 Price formation in monopolistic markets with endogenous diffusion of trading information: An experimental approach by Morten Søberg [Downloadable!] 2002 The Influence of Representation in the GP-Based Artificial Double Auction Market: The Cases of GP with and without Automatically Defined Functions by Chia-Hsuan Yeh 2002 Heterogeneous Traders and the Tobin Tax by Frank Westerhoff 2002 Testing abnormal performance in event studies with small samples by J.S. Baixauli & S. Alvarez 2002 Daily Behavior Of Futures Returns: Evidence Form A New Computational Method by Roger Koppl & Sorin Tuluca 2002 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets by Peter Winker & Manfred Gilli 2002 Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe by Andrew Hughes Hallett & Christian R Richter 2002 An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange by NUÑEZ, Laura [Downloadable!] 2002 Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis by Yael Alon- Brimer & Armin Shmilovici & Shmuel Hauser 2002 Relationships between market sentiment and price dynamics in an artificial stock market by Takshi Yamada & Kazuhiro Ueda & Takashi Okatsu [Downloadable!] 2002 Asset Price Dynamics among Heterogeneous Interacting Agents by Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini 2002 The Next Tick on Nasdaq: Does Level II Information Matter? by Bruce Mizrach [Downloadable!] 2002 Agent and Broker Intermediaries in Insurance Markets -- An Empirical Analysis of Market Outcomes by Martina Eckardt [Downloadable!] 2002 Non-Fully Strategic Information Transmission by Marco Ottaviani & Francesco Squintani [Downloadable!] 2002 Smart Fund Managers? Stupid Money? by Dan Bernhardt & Ryan Davies & Harvey Westbrook Jr. [Downloadable!] 2002 Tests d'arbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence by Ardia, David [Downloadable!] 2002 Inflation, Growth and Exchange Rate Regimes in Small Open Economies by Hernandez-Verme, Paula [Downloadable!] 2002 Gouvernement d'entreprise et décisions d'emploi by Boyer, Tristan [Downloadable!] 2002 Event Study Tests: A brief survey by Ana Paula Serra [Downloadable!] 2002 The Economic Consequences of Terrorism by Patrick Lenain & Marcos Bonturi & Vincent Koen [Downloadable!] 2002 Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets? by Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski [Downloadable!] 2002 One Simple Test of Samuelson's Dictum for the Stock Market by Jeeman Jung & Robert J. Shiller [Downloadable!] 2002 Information Content of Equity Analyst Reports by Paul Asquith & Michael B. Mikhail & Andrea S. Au [Downloadable!] 2002 Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis by Arik Ben Dor & Ravi Jagannathan [Downloadable!] 2002 Evaluating Value Weighting: Corporate Events and Market Timing by Owen A. Lamont [Downloadable!] 2002 Stock Market Boom and the Productivity Gains of the 1990s by Urban Jermann & Vincenzo Quadrini [Downloadable!] 2002 Market Liquidity as a Sentiment Indicator by Malcolm Baker & Jeremy C. Stein [Downloadable!] 2002 Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions by Randolph B. Cohen & Paul A. Gompers & Tuomo Vuolteenaho [Downloadable!] 2002 Performance Evaluation with Stochastic Discount Factors by Heber Farnsworth & Wayne E. Ferson & David Jackson & Steven Todd [Downloadable!] 2002 Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds by Wayne Ferson & Kenneth Khang [Downloadable!] 2002 Predicting the Equity Premium With Dividend Ratios by Amit Goyal & Ivo Welch [Downloadable!] 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda. [Downloadable!] 2002 The Effectiveness Of Reserve Bank Of Australia Foreign Exchange Intervention by Zoe McLaren [Downloadable!] 2002 Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis by David Hojman & Robert F. K. Wynn 2002 Behavioural Finance and Aggregate Market Behaviour: Where do we Stand? by Livio Stracca [Downloadable!] 2002 The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report by Nikolaus Hautsch & Dieter Hess [Downloadable!] 2002 Modelling Intraday Trading Activity Using Box-Cox-ACD Models by Nikolaus Hautsch [Downloadable!] 2002 The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann [Downloadable!] 2002 Are stock returns a leading indicator for real macroeconomic developments? by Johann Burgstaller [Downloadable!] 2002 Revisión De Expectativas En Las Presentaciones De Empresa Ante Los Analistas Financieros by Juan Carlos Gómez Sala & Ana Gil & Francisco Poveda [Downloadable!] 2002 The Day-of-the-Week Effect Revisited: An Alternative Testing Approach by Alt, Raimund & Fortin, Ines & Weinberger, Simon [Downloadable!] 2002 The Relationship between Accounting Numbers and Returns in the Baltic Stock Markets by Neringa Jarmalaite Pritchard [Downloadable!] 2002 Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data by Brännäs, Kurt [Downloadable!] 2002 Tax Policy Changes and Ex-dividend Behavior: The Case of Sweden by Daunfeldt, Sven-Olov [Downloadable!] 2002 Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index by Bechmann, Ken L. [Downloadable!] 2002 Return-volatility linkages in the international equity and currency markets by Francis, Bill B & Hasan, Iftekhar & Hunter , Delroy M. [Downloadable!] 2002 Market Dynamics Around Public Information Arrivals by Angelo Ranaldo [Downloadable!] 2002 Non-institutional Market Making Behavior: The Dalian Futures Exchange by Jorda, Oscar & Liu, Holly & Williams, Jeffrey [Downloadable!] 2002 Risk aversion and herd behavior in financial markets by LOVO, Stefano & DECAMPS, Jean-Paul [Downloadable!] 2002 A Dynamic equilibrium with small fixed transactions costs by Chau, Minh [Downloadable!] 2002 Behavioral preferences for individual securities: : the case for call warrants and call options by Horst, J. ter & Veld, C. [Downloadable!] 2002 Do countries or industries explain momentum in Europe? by Nijman, T. & Swinkels, L. & Verbeek, M. [Downloadable!] 2002 An empirical analysis of the role of the trading intensity in information dissemination on the NYSE by Spierdijk, L. [Downloadable!] 2002 The price impact of trades in illiquid stocks in periods of high and low market activity by Spierdijk, L. & Nijman, T.E. & Soest, A.H.O. [Downloadable!] 2002 One Simple Test of Samuelson's Dictum for the Stock Market by Jeeman Jung & Robert J. Shiller [Downloadable!] 2002 From Efficient Market Theory to Behavioral Finance by Robert J. Shiller [Downloadable!] 2002 Liquidity Supply and Demand in Limit Order Markets by Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua [Downloadable!] 2002 The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse by Hau, Harald [Downloadable!] 2002 Bids and Allocations in European IPO Bookbuilding by Jenkinson, Tim & Jones, Howard [Downloadable!] 2002 Reputation-Based Pricing and Price Improvements in Dealership Markets by Desgranges, Gabriel & Foucault, Thierry [Downloadable!] 2002 Regulating Insider Trading when Investment Matters by Medrano, Luis Angel & Vives, Xavier [Downloadable!] 2002 The Microstructure of Stock Markets by Biais, Bruno & Glosten, Larry & Spatt, Chester S [Downloadable!] 2002 Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period by Voth, Hans-Joachim [Downloadable!] 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2002 Financial Asset Returns, Market Timing, and Volatility Dynamics by Peter Christoffersen & Francis X. Diebold [Downloadable!] 2002 Bank relationships: effect on the availability and marginal cost of credit for firms in Argentina by Jorge M.Streb & Javier Bolzico & Pablo Druck & Alejandro Henke & José Rutman & Walter Sosa Escudero [Downloadable!] 2002 The Impact of Technical Analysis on Asset Price Dynamics by J.-H. Steffi Yang & Satchell, S.E. [Downloadable!] 2002 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? by Joachim Grammig & Erik Theissen [Downloadable!] 2002 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment by Mathias Drehmann & Jörg Oechssler & Andreas Roider [Downloadable!] 2002 How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk? by Chris D'Souza [Downloadable!] 2002 Alternative Trading Systems: Does One Shoe Fit All? by Nicolas Audet & Toni Gravelle & Jing Yang [Downloadable!] 2002 Financial Structure and Economic Growth: A Non-Technical Survey by Veronika Dolar & Césaire Meh [Downloadable!] 2002 A Market Microstructure Analysis of Foreign Exchange Intervention in Canada by Chris D'Souza [Downloadable!] 2002 On the Missing Link between Currency Substitution and Crises by Yasuyuki Sawada & Pan A. Yotopoulos [Downloadable!] 2002 Transaktionskostentheoretische Betrachtung des Anlageverhaltens im Online-Handel und deren empirische Evidenz by Theodoro D. Cocca [Downloadable!] 2002 Conditional Asset Pricing in Emerging Stock Markets by Wolfgang Drobetz & Susanne Stürmer & Heinz Zimmermann [Downloadable!] 2002 Mean Reversion on Global Stock Markets by Wolfgang Drobetz & Patrick Wegmann [Downloadable!] 2002 Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000 by Martin Mandler [Downloadable!] 2002 Stock Option Listings:Information versus Liquidity Effects by Thomas Kraus & Heinz Zimmermann [Downloadable!] 2002 The Market Reaction To Stock Splits–Evidence From Germany by Carsten Hahn & Christian Wulff [Downloadable!] 2002 Pot of gold or winner's curse? An event study of the auctions of 3G mobile telephone licences in the UK by John Cable & Andrew Henley & Kevin Holland 2002 Behavioristic Analysis And Comparative Evaluation Of Intelligent Methodologies For Short-Term Stock Price Forecasting by Koulouriotis, D.E. & Emiris, D.M. & Diakoulakis, I.E. & Zopounidis, C. 2002 Conceptual and statistical problems related with the estimation and testing of abnormal long-term returns: State of the art by José E. Farinós & C. José García & Ana Mª. Ibáñez [Downloadable!] 2002 Alliances internationales, accumulation d'expérience et création de valeur pour les actionnaires:le cas des coentreprises sino-françaises by Pierre-Xavier Meschi & Jérôme Hubler [Downloadable!] 2002 Financial assets: market behavior and profitability by Nikolay Stoychev [Downloadable!] 2002 The Impact of Information Asymmetry on Financial Markets and Hypotheses for Rationing of Assets to Finance for the Small and Medium-Sized Enterprises by Orlin Todorov [Downloadable!] 2002 Information Noise in the Stock Market and Profitability of the Financial Asset by Nikolai Stoichev [Downloadable!] 2001 A mean variance king? : Creation and resolution of uncertainty under the employment report's reign by Hautsch, Nikolaus & Hess, Dieter E. [Downloadable!] 2001 The Disposition Effect and Momentum by Bing NMI1 Han & Mark Grinblatt [Downloadable!] 2001 Discounts On Illiquid Stocks: Evidence From China by Zhiwu Chen & Peng Xiong [Downloadable!] 2001 Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors by William N. Goetzmann & Massimo Massa [Downloadable!] 2001 Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets by Shyam NMI Sunder [Downloadable!] 2001 Event Studies and the Law: Part II - Empirical Studies of Corporate Law by Roberta Romano & Sanjai Bhagat [Downloadable!] 2001 Event Studies and the Law - Part I: Technique and Corporate Litigation by Roberta Romano & Sanjai Bhagat [Downloadable!] 2001 Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors by Massimo Massa & William N. Goetzmann [Downloadable!] 2001 Partial Privatization and Firm Performance: Evidence from India by Nandini Gupta [Downloadable!] 2001 Bifurcation Routes in Financial Markets by Author Miloslav [Downloadable!] 2001 International Cross-Listing: The Effects of Market Fragmentation and Information Flows by Richard Podpiera [Downloadable!] 2001 Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic by Jan Hanousek & Libor Nemecek [Downloadable!] 2001 Do Stock Markets Promote Economic Growth? by Jan Hanousek & Nauro F. Campos & Randall K. Filer [Downloadable!] 2001 Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases by Richard Podpiera [Downloadable!] 2001 How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market by Jan Hanousek & Richard Podpiera [Downloadable!] 2001 Direct Foreign Investments And Productivity Growth In Hungarian Firms, 1992-1999 by Jérôme Sgard [Downloadable!] 2001 Determining Underlying Macroeconomic Fundamentals during Emerging Market Crises: Are Conditions as Bad as they Seem? by Mark Aguiar & Fernando Broner [Downloadable!] 2001 Moral Hazard and Dynamics of Insider Ownership Stakes by Branko Urosevic [Downloadable!] 2001 A Comparison of Stock Market Mechanisms by Giovanni Cespa [Downloadable!] 2001 Inflation, Political Instability and Stockmarket Volatility in Interwar Germany by Hans Joachim Voth [Downloadable!] 2001 The neglected effect of fiscal policy on stock and bond returns by Tavares, Jose & Valkanov, Rossen [Downloadable!] 2001 Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff by Donaldson, R.G. & Kamstra, M. 2001 More stylized facts of financial markets: leverage effect and downside correlations by Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2001 More stylized facts of financial markets: leverage effect and downside correlations by Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 2001 Introducing Variety in Risk Management by Fabrizio Lillo & Rosario N. Mantegna & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2001 Introducing Variety in Risk Management by Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 2001 The leverage effect in financial markets: retarded volatility and market panic by Jean-Philippe Bouchaud & Andrew Matacz & Marc Potters [Downloadable!] 2001 The leverage effect in financial markets: retarded volatility and market panic by Jean-Philippe Bouchaud & Andrew Matacz & Marc Potters [Downloadable!] 2001 Asymmetries of Information in Electronic Systems by Nicolas Boccard & Riccardo Calcagno [Downloadable!] 2001 The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming by Chia-Hsuan Yeh, Shu-Heng Chen 2001 Evolution, Efficiency and Noise Traders in a One-Sided Auction Market by Guo Ying (Rosemary) Luo 2001 Expectations Driven Distortions in the Foreign Exchange Market by Frank H. Westerhoff 2001 Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets by Shu-Heng Chen and Chung-Chih Liao 2001 Risk Adjusted Returns to Technical Trading Rules: a Genetic Programming Approach by JP Marney, Colin Fyfe, Heather Tarbert, David Miller 2001 Market making, price formation, and technical trading by Doyne Farmer, John Geanakoplos, and Paul Melby 2001 Volatility by Blake LeBaron 2001 Market Efficiency and Learning in an Endogenously Unstable Environment by David Goldbaum 2001 A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market by Chakravarty, Sugato & Sarkar, Asani 2001 Investor Psychology and Asset Pricing by Hirshleifer, David [Downloadable!] 2001 Herd Behavior and Cascading in Capital Markets: A Review and Synthesis by Hirshleifer, David & Teoh, Siew Hong [Downloadable!] 2001 Halal Stock Designation and Impact on Price and Trading Volume by Bacha, Obiyathulla I. & Abdullah, Mimi H. [Downloadable!] 2001 Trading Inefficiencies in California's Electricity Markets by Severin Borenstein & James Bushnell & Christopher R. Knittel & Catherine Wolfram [Downloadable!] 2001 Short Sales, Damages and Class Certification in 10b-5 Actions by Robert C. Apfel & John E. Parsons & G. William Schwert & Geoffrey S. Stewart [Downloadable!] 2001 The Psychophysiology of Real-Time Financial Risk Processing by Andrew W. Lo & Dmitry V. Repin [Downloadable!] 2001 The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence by Paul A. Gompers & Josh Lerner [Downloadable!] 2001 Short Sale Constraints and Stock Returns by Charles M. Jones & Owen A. Lamont [Downloadable!] 2001 The Economic Costs of Conflict: A Case-Control Study for the Basque Country by Alberto Abadie & Javier Gardeazabal [Downloadable!] 2001 Stock Volatility in the New Millennium: How Wacky Is Nasdaq? by G. William Schwert [Downloadable!] 2001 Earnings Quality and Stock Returns by Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok [Downloadable!] 2001 Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs by Owen A. Lamont & Richard H. Thaler [Downloadable!] 2001 The Level and Persistence of Growth Rates by Louis K.C. Chan & Jason Karceski & Josef Lakonishok [Downloadable!] 2001 The Value Spread by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho [Downloadable!] 2001 What Drives Firm-Level Stock Returns? by Tuomo Vuolteenaho [Downloadable!] 2001 Breadth of Ownership and Stock Returns by Joseph Chen & Harrison Hong & Jeremy C. Stein [Downloadable!] 2001 Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors? by Hyuk Choe & Bong-Chan Kho & Rene M. Stulz [Downloadable!] 2001 Strategic Trading and Learning about Liquidity by Hong, Harrison & Rady, Sven [Downloadable!] 2001 Efectos A Largo Plazo De Las Ampliaciones De Capital En El Mercado Español by María Jesús Pastor & Juan Francisco Martín [Downloadable!] 2001 Extracting Risk-Neutral Probability Distributions from Option Prices Using Trading Volume as a Filter by Dupont, Dominique Y. [Downloadable!] 2001 Conditional Skewness Modelling for Stock Returns by Brännäs, Kurt & Nordman, Niklas 2001 An Alternative Conditional Asymmetry Specification for Stock Returns by Brännäs, Kurt & Nordman, Niklas 2001 Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market by Massa, Massimo & Simonov, Andrei [Downloadable!] 2001 Foreigners´ Trading and Price Effects Across Firms by Dahlquist, Magnus & Robertsson, Göran [Downloadable!] 2001 Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998 by Graflund, Andreas [Downloadable!] 2001 Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls by Bechmann, Ken L. [Downloadable!] 2001 Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange by Voetmann, Torben [Downloadable!] 2001 CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange by Neumann, Robert & Voetmann, Torben [Downloadable!] 2001 Interpreting real exchange rate movements in transition countries by Broeck, Mark De & Sløk, Torsten [Downloadable!] 2001 Capital Flight, North-South Lending, and Stages of Economic Development by Sakuragawa, M. & Hamada, K. 2001 Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets by Chaudhuri, K. & Wu, Y. 2001 Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options by Sun, P. & Sutcliffe, C. 2001 Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff by Donaldson, R.G. & Kamstra, M. 2001 Innovation et marche financiers: l'impact des avancees therapeutiques sur les rentabilites boursieres des firmes by Campart, S. & Pfister, E. 2001 Option Market Microstructure and Stochastic Volatility by Steigerwald, D.G. & Vagnoni, R.J. 2001 Marketmaking in the Laboratory: Does Competition Matter? by Jan Pieter Krahnen & Martin Weber [Downloadable!] 2001 Market efficiency and Price Formation when Dealers are Asymmetrically Informed by LOVO, Stefano M. & CALCAGNO, R. [Downloadable!] 2001 Does it pay to voluntarily disclose private information? by LESHCHINSKII, Dima [Downloadable!] 2001 Limit order book as a market for liquidity by FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene [Downloadable!] 2001 Investor reactions to news: an analysis of the euro-dollar exchange rate by Henriette Prast & Marc de Vor [Downloadable!] 2001 Splitting Orders in Fragmented Markets by Bert Menkveld [Downloadable!] 2001 Empirical evidence on the role of trading suspensions in disseminating new information to the capital market by Engelen, P.J. & Kabir, R. [Downloadable!] 2001 Splitting orders in fragmented markets - evidence from cross-listed stocks by A.J. Menkveld [Downloadable!] 2001 Smooth Transition Garch Models : a Baysian Perspective by Michel LUBRANO [Downloadable!] 2001 A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates by Payne, Richard & Vitale, Paolo [Downloadable!] 2001 The Microstructure of the Euro Money Market by Hartmann, Philipp & Manna, Michele & Manzanares, Andres [Downloadable!] 2001 Foreigners Trading and Price Effects Across Firms by Dahlquist, Magnus & Robertsson, Göran [Downloadable!] 2001 Limit Order Book as a Market for Liquidity by Foucault, Thierry & Kadan, Ohad & Kandel, Eugene [Downloadable!] 2001 Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability by Vitale, Paolo [Downloadable!] 2001 Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing by Cumby, Robert & Pastine, Tuvana [Downloadable!] 2001 La "nouvelle économie" au futur antérieur : histoire, théories, géographie by Boyer, Robert [Downloadable!] 2001 Direct Foreign Investments and Productivity Growth in Hungarian Firms, 1992-1999 by Jerome Sgard [Downloadable!] 2001 Pouvoir predictif de la volatilite implicite dans le prix des options de change by Bronka Rzepkowski [Downloadable!] 2001 An Alternative Conditional Asymmetry Specification for Stock Returns by Kurt Braennaes & Niklas Nordman [Downloadable!] 2001 International Cross-Listing: The Effects of Market Fragmentation and Information Flows by Richard Podpiera [Downloadable!] 2001 Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders by Georg Nöldeke & Thomas Tröger [Downloadable!] 2001 Bank runs without self-fulfilling prophecies by Haibin Zhu [Downloadable!] 2001 Labor Income and Risky Assets under Market Incompleteness: Evidence from Italian Data by Giuseppe Grande & Luigi Ventura [Downloadable!] 2001 Expectations Driven Distortions in the Foreign Exchange Market by Frank Westerhoff 2001 Apparent scaling by Ole E. Barndorff-Nielsen & Karsten Prause [Downloadable!] 2001 Testing for nonlinearities in German bank stock returns by Sophie Robé & Reinhold Kosfeld [Downloadable!] 2001 An Index Is An Index Is An Index? by Thorsten Freihube & Erik Theissen [Downloadable!] 2001 Long-Run Performance Of Stock Returns Following Junk Bond Offerings by AUGUSTO CASTILLO R. [Downloadable!] 2001 Good News, Bad News And Garch Effects In Stock Return Data by Craig A. Depken II [Downloadable!] 2000 The behaviour of noise traders : empirical evidence on purchases of business magazines by Czarnitzki, Dirk & Stadtmann, Georg [Downloadable!] 2000 Surprises in scheduled releases : why do they move the bond market? by Hess, Dieter E. [Downloadable!] 2000 Volatility in Indian Stock Markets by Piyush Kumar Chowhan & Vasant Shukla [Downloadable!] 2000 Another Look at Option Listing Effects by Stewart Mayhew & Vassil Mihov [Downloadable!] 2000 Short-term Investment and Equilibrium Multiplicity by Giovanni Cespa [Downloadable!] 2000 Long run underperformance of initial public offerings: an explanation by Miller, Edward M. [Downloadable!] 2000 Correlation structure of extreme stock returns by Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2000 Correlation structure of extreme stock returns by Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2000 Should ECNs be SOES-able? by Bruce Mizrach & Yijie Zhang [Downloadable!] 2000 The Efficient Market Hypothesis: A Survey by Meredith Beechey & David Gruen & James Vickery [Downloadable!] 2000 Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets by Chakravarty, Sugato & Sarkar, Asani 2000 The Day of the Week Effect in the Pakistani Equity Market: An Investigation by Husain, Fazal [Downloadable!] 2000 On the Survival of Overconfident Traders in a Competitive Securities Market by Hirshleifer, David & Luo, Guo Ying [Downloadable!] 2000 Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices by Joseph Chen & Harrison Hong & Jeremy C. Stein [Downloadable!] 2000 Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden by Berg, Lennart [Downloadable!] 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH by Brännäs, Kurt & de Gooijer, Jan G. 2000 A Swedish Real Estate Stock Market Index, 1939-1998 by Graflund, Andreas 2000 Why Event Studies Do Not Detect Anti-Competitive Mergers by Fridolfsson, Sven-Olof & Stennek, Johan [Downloadable!] 2000 Informed Trading, Short Sales Constraints, and Futures' Pricing by Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö [Downloadable!] 2000 Cross-Border Performance in European Banking by Hasan, Iftekhar & Lozano-Vivas, Ana & Pastor, Jesús T. [Downloadable!] 2000 Informed Trading, Short Sales Constraints and Futures' Pricing by Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö [Downloadable!] 2000 FX trading and Exchange Rate Dynamics by Martin Evans [Downloadable!] 2000 Stabilizing Collaborative Supply Relationships: An Empirical Examination of the Role of Financial and Non-Financial Information by Mahama, H. & Chua, W.F. 2000 Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options by Bennell, J. & Sutcliffe, C. 2000 Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ? by Capelle-Blancard, G. & Vandelanoite, S. 2000 A Comparison of Financial Duration Models Via Density Forecasts by Bauwens, L. & Giot, P. & Grammig, J. & Veredas, D. 2000 Why Event Studies Do Not Detect Anti-Competitive Mergers by Fridolfsson, S.-O. & Stennek, J. 2000 Testing the Predictability of Stock Returns by Lanne, M. 2000 Evolution des cours gouvernee par unprocessus de type ARIMA fractionnaire by Thao, T.H. & Thomas-Agnan, C. 2000 On the Information Content of Futures Prices, Application to LME Nonferrous Metal Futures by MARTINOT, N. & Lesourd, J.-B. & Morard, B. 2000 Financial Liberalization and Financing Constraints on the Corporate Sector in Tunisia by Bahlous, M. & Nabli, M.K. 2000 The Share Price Effects of Dividend Taxes and Tax Imputation Credits by Harris, T.S. & Glenn Hubbard, R. & Kemsley, D. 2000 Les consequences destabilisatrices de la gestion indicielle by Artus, P. 2000 The Long-run Performance of Seasoned Equity Offerings with rights evidence from the Swiss Market by Michel DUBOIS & Pierre JEANNERET [Downloadable!] 2000 Risk-Sharing, Enforceability, Information and Capital Structure by de Lara, Y.G. 2000 Reputation-based pricing and price improvements in dealership markets by DESGRANGES, Gabriel & FOUCAULT, Thierry [Downloadable!] 2000 Herding and financial panics: a role for cognitive psychology? by H.M. Prast [Downloadable!] 2000 The economic value of predicting stock index returns and volatility by Marquering, W. & Verbeek, M. [Downloadable!] 2000 Can the stock market anticipate future operating performance? : evidence from equity rights issues by Kabir, R. & Roosenboom, P. [Downloadable!] 2000 Share price reactions to sporty performance of soccer clubs listed on the London stock exchange and the AIM by Renneboog, L.D.R. & Vanbrabant, P. [Downloadable!] 2000 The Government and Market Expectations by Guesnerie, R. 2000 The Government and Market Expectations by Guesnerie, R. 2000 Why every Economist should Learn some Auction Theory by Klemperer, Paul [Downloadable!] 2000 Strategic Trading And Learning About Liquidity by Hong, Harrison G & Rady, Sven [Downloadable!] 2000 Optimal Debt Contracts and Moral Hazard Along the Business Cycle by Reichlin, Pietro & Siconolfi, Paolo [Downloadable!] 2000 A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies by Rockinger, Michael & Urga, Giovanni [Downloadable!] 2000 How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market by Jan Hanousek & Richard Podpiera [Downloadable!] 2000 Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases by Richard Podpiera [Downloadable!] 2000 Differential Rates of Return and Residual Information Sets (A Discrete Approach) by Rodolfo Apreda [Downloadable!] 2000 A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields by Soo-Bin Park [Downloadable!] 2000 research articles : Real and financial effects of insider trading with correlated signals by Leonard J. Mirman & Neelam Jain [Downloadable!] 2000 research articles : Informational efficiency properties of rational expectations equilibria in non-convex economies by Giulio Seccia [Downloadable!] 2000 research articles: Corporate insurance with optimal financial contracting by Bruno Jullien & Georges Dionne & Bernard Caillaud [Downloadable!] 2000 Arbitrage-free discretization of lognormal forward Libor and swap rate models by Xiaoliang Zhao & Paul Glasserman [Downloadable!] 2000 On moment condition failure in German stock returns: an application of recent advances in extreme value statistics by Thomas Lux [Downloadable!] 2000 Cambios En El Rating De Bonos Y Su Efecto En Los Precios Accionarios: El Caso Chileno by FRANCO PARISI & DANIEL PEREZ [Downloadable!] 2000 The Rise and Fall of the Pyramid Schemes in Albania by Chris Jarvis [Downloadable!] 2000 Opciones de Suscripción de Acciones Stock Rights by Patricia Jurfest & Salvador Zurita [Downloadable!] 2000 The Rise and Fall of the Pyramid Schemes in Albania by Chris Jarvis [Downloadable!] 2000 Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange by Pierluigi Bologna 2000 The effect of additions to or deletions from the TSE 300 Index on Canadian share prices by Isidore Masse & Robert Hanrahan & Joseph Kushner & Felice Martinello [Downloadable!] 1999 The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence by Tobias J. Moskowitz & Mark Grinblatt [Downloadable!] 1999 The Equity Share In New Issues And Aggregate Stock Returns by Jeffrey A. Wurgler & Malcolm P. Baker [Downloadable!] 1999 Behavior Of Momentum Following And Contrarian Market Timers by Alok Kumar [Downloadable!] 1999 What a Difference a Day Makes: On the Common Market Microstructure of Trading Days by Frank Gerhard & Dieter Hess & Winfried Pohlmeier [Downloadable!] 1999 Offer Price, Target Ownership Structure and IPO Performance by Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt [Downloadable!] 1999 Do Stock Markets Promote Economic Growth by Randall K. Filer & Jan Hanousek & Nauro F. Campos [Downloadable!] 1999 Intra-industry reactions of stock split announcements by Tawatnuntachai, Oranee & D'Mello, Ranjan [Downloadable!] 1999 Apparent multifractality in financial time series by Jean-Philippe Bouchaud & Marc Potters & Martin Meyer [Downloadable!] 1999 Apparent multifractality in financial time series by Jean-Philippe Bouchaud & Marc Potters & Martin Meyer [Downloadable!] 1999 The information content of economic value-added: A comparative analysis with earnings, cash flow and residual income by Tracey West & Andrew Worthington [Downloadable!] 1999 Efficiency in a Thinly Traded Market: The Case of Pakistan by Husain, Fazal & Forbes, Kevin [Downloadable!] 1999 Stock Returns Volatility in an Emerging Market: The Pakistani Evidence by Husain, Fazal & UPPAL, Jamshed [Downloadable!] 1999 Monetary Expansion and Stock Returns in Pakistan by Husain, Fazal & Mahmood, Tariq [Downloadable!] 1999 Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market by Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin [Downloadable!] 1999 The Use of Financial Market Indicators by Monetary Authorities by Paul Mylonas & Sebastian Schich [Downloadable!] 1999 On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance by Gadi Barlevy & Pietro Veronesi [Downloadable!] 1999 Differences of Opinion, Rational Arbitrage and Market Crashes by Harrison Hong & Jeremy C. Stein [Downloadable!] 1999 The Market Microstructure of Central Bank Intervention by Kathryn M. Dominguez [Downloadable!] 1999 Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market by Young-Hye Cho & Robert F. Engle [Downloadable!] 1999 Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks by Young-Hye Cho & Robert F. Engle [Downloadable!] 1999 Stock Repurchases in Canada: Performance and Strategic Trading by David Ikenberry & Josef Lakonishok & Theo Vermaelen [Downloadable!] 1999 Have Employment Reductions Become Good News for Shareholders? The Effect of Job Loss Announcements on Stock Prices, 1970-97 by Henry S. Farber & Kevin F. Hallock [Downloadable!] 1999 The Stock Market Valuation of Research and Development Expenditures by Louis K.C. Chan & Josef Lakonishok & Theodore Sougiannis [Downloadable!] 1999 Bayesian Performance Evaluation by Klaas Baks & Andrew Metrick & Jessica Wachter [Downloadable!] 1999 The Profits to Insider Trading: A Performance-Evaluation Perspective by Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser [Downloadable!] 1999 The Interbank Money Market in Hungary by Áron Gereben [Downloadable!] 1999 Bluffing: an equilibrium strategy by Fabrice Rousseau; [Downloadable!] 1999 Volatility Estimation on the Basis of Price Intensities by Frank Gerhard & Nikolaus Hautsch [Downloadable!] 1999 Foreign Competition and Disintermediation: No Threat to the German Banking System? by Claudia M. Buch & Stefan M. Golder [Downloadable!] 1999 - Rentabilidad Y Liquidez Alrededor De Los Splits by Juan Carlos Gómez Sala [Downloadable!] 1999 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market by Säfvenblad, Patrik [Downloadable!] 1999 Predicting monetary policy using federal funds future prices by Söderström, Ulf [Downloadable!] 1999 Predicting monetary policy using federal funds futures prices by Söderström, Ulf [Downloadable!] 1999 The effects of firm-specific variables and consensus forecasts data on the pricing of large Swedish firms’ stocks by Johansson, Anders & Rolseth, Lars [Downloadable!] 1999 Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997 by Jakobsen, Jan & Voetmann, Torben [Downloadable!] 1999 Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns by Jakobsen, Jan & Voetmann, Torben [Downloadable!] 1999 Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark by Jakobsen, Jan & Sørensen, Ole [Downloadable!] 1999 Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings by Neumann, Robert & Voetmann, Torben [Downloadable!] 1999 The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia by Kim, S.-J. & Sheen, J. 1999 Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information by Kim, S.-J. & Sheen, J. 1999 Central Bank Intervention and Exchange Rate Volatility- Australian Evidence by Kim, S.J. & Kortian, T. & Sheen, J. 1999 Have Employment Reductions Become Good News for Shareholders? The Effect of Job Loss Announcements on Stock Prices, 19780-97 by Farber, H.S. & Hallock, K.F. 1999 Private Information and Trade Timing by Smith, L. 1999 Building a Consistent Pricing Model from Observed Option Prices by Laurent, J.-P. & Leisen, D. 1999 Evolution of Market Uncertainty around Earnings Announcements by Isakov, D. & Perignon, C. 1999 Emerging Stock Markets Return Seasonalities: the January Effect and the Tax-Loss Selling Hypothesis by Fountas, S. & Segredakis, K.N. 1999 Evolution of Market Uncertainty around Earnings Announcements by Isakov, D. & Perignon, C. 1999 Evolution of Market Uncertainty around Earnings Announcements by Isakov, D. & Perignon, C. 1999 Do Stock Markets Promote Economic Growth? by Filer, R. & Hanousek, J. & Campos, N. 1999 Pourquoi la volatilite est-elle restee forte sur tous les marches financiers apres la crise de l'ete 1998? by Artus, P. 1999 Does Market Transparency Matter? A Case Study by Vacca, V. & Scalia, A. 1999 Does Market Transparency Matter? A Case Study by Vacca, V. & Scalia, A. 1999 Smooth Transition GARCH Models: a Bayesian perspective by Lubrano, M. 1999 Smooth Transition GARCH Models: a Bayesian perspective by Lubrano, M. 1999 The Development of the State Bond Market by Ivanter Alexander & Peresetsky Anatoly [Downloadable!] 1999 The profit-structure relationship, efficiency and mergers in the European banking industry: an empirical assessment by L.W. Punt & M.C.J. van Rooij [Downloadable!] 1999 A theoretical and empirical investigation on the validity of the uncovered interest parity by M.H.J. Blom [Downloadable!] 1999 An adjusted Lintner-model for the Netherlands by Dorsman, A.B. & Montfort, K. van & Vink, I. [Downloadable!] 1999 Stock Prices, Exchange Rates and Monetary Policy by Dor, Eric & DurrŽ, Alain [Downloadable!] 1999 Information and Geography: Evidence from the German Stock Market by Hau, Harald [Downloadable!] 1999 Imperfect Market Monitoring and SOES Trading by Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik [Downloadable!] 1999 Financial Restraints and Liberalization in Postwar Europe by Wyplosz, Charles [Downloadable!] 1999 Insider Trading, Investment and Liquidity by Bhattacharya, Sudipto & Nicodano, Giovanna [Downloadable!] 1999 Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges by Zalewska, Ania [Downloadable!] 1999 Do Stock Markets Promote Economic Growth? by Nauro F. Campos & Jan Hanousek & Randall K. Filer [Downloadable!] 1999 Transactionally Efficient Markets, Dynamic Arbitrage and Microstructure by Rodolfo Apreda [Downloadable!] 1999 Asymmetric Information and Survival in Financial Markets by Sciubba, E. [Downloadable!] 1999 Does Market Transparency Matter? a Case Study by Antonio Scalia & Valerio Vacca [Downloadable!] 1999 The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates by Fabio Fornari & Carlo Monticelli & Marcello Pericoli & Massimo Tivegna [Downloadable!] 1999 The Information Content of Interest Rate Futures Options by Mc Manus, Des [Downloadable!] 1999 Greater Transparency in Monetary Policy: Impact on Financial Markets by Muller, P. & M. Zelmer [Downloadable!] 1999 research articles : Speculative securities by Rohit Rahi & José M. Marín [Downloadable!] 1999 Premia In Emerging Market Adr Prices:Evidence From Chile by RODRIGO SAENS [Downloadable!] 1999 Are Short-Horizon Equity Returns Predictable? Evidence from Large and Frequently Traded Italian Stocks by Giovanni Siciliano 1998 The Dow Theory: William Peter Hamilton's Track Record Re-Considered by William N. Goetzmann & Stephen J. Brown & Alok Kumar [Downloadable!] 1998 Offshore Hedge Funds: Survival and Performance, 1989-1995 by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson [Downloadable!] 1998 Country Funds and Asymmetric Information by Jeffrey A. Frankel & Sergio L. Schmukler [Downloadable!] 1998 Electrodynamical model of quasi-efficient financial market by Kirill Ilinski & Alexander Stepanenko [Downloadable!] 1998 A Dynamic Model of the Incorporation of New Information into Prices by Charles Geiss & Kyung-Seong Jeon [Downloadable!] 1998 Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits by Anthony D. Hall & Paul Kofman & R. Guido [Downloadable!] 1998 Losing Sleep at the Market: The Daylight-Savings Anomaly by Kamstra, M.J. & Kramer, L.A. & Levi, M.D. 1998 What Moves Yields in Australia? by Frank Campbell & Eleanor Lewis [Downloadable!] 1998 A Seasonality in the Pakistani Equity Market: The Ramadhan Effect by Husain, Fazal [Downloadable!] 1998 Is after-hours trading informative? by Ulibarri, Carlos A. [Downloadable!] 1998 Short-term returns and the predictability of Finnish stock returns by Vaihekoski, Mika [Downloadable!] 1998 Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters by Andrew Metrick [Downloadable!] 1998 Stock Market Volatility: Ten Years After the Crash by G. William Schwert [Downloadable!] 1998 What a Difference a Day Makes: On the Common Market Microstructure of Trading Days by Frank Gerhard & Winfried Pohlmeier [Downloadable!] 1998 Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market by Graham Elliott & Takatoshi Ito 1998 Rational Bubbles and Fractional Alternatives by Andersson, Michael K. & Nydahl, Stefan [Downloadable!] 1998 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market by Säfvenblad, Patrik [Downloadable!] 1998 The Cost of Capital in International Financial Markets: Local Versus Global Beta by Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A. 1998 The Cost of Capital in International Financial Markets: Local Versus Global Beta by Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A. 1998 VaR-x: Fat Tails in Financial Risk Management by Huisman, R. & Koedijik, K.G. & Pownall, R.A.J. 1998 VaR-x: Fat Tails in Financial Risk Management by Huisman, R. & Koedijik, K.G. & Pownall, R.A.J. 1998 Losing Sleep at the Market: The Daylight-Savings Anomaly by Kamstra, M.J. & Kramer, L.A. & Levi, M.D. 1998 Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data by Booth, L. 1998 Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data by Booth, L. 1998 Using Genetic Algorithms to Find Technical Trading Rules by Allen, F. & Karjalainen, R. 1998 Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provisions on the NYSE by Goldstein, M.A. & Kavajecz, K.A. 1998 The Cost of Institutional Equity Trades: An Overview by Keim, D.B. & Madhavan, A. 1998 The Information Contained in Stock Exchange Seat Prices by Keim, D.B. & Madhavan, A. 1998 The Declining Credit Quality of US Corporate Debt: Myth or Reality? by Blume, M.E. & Lim, F. & MacKinlay, A.C. 1998 Smooth Transition Garch Models: A Bayesian Perspective by Lubrano, M. 1998 Volatility Impulse Response Functions for Multivariate Garch Models by Hafner, C.M. & Herwartz, H. 1998 Bid-Ask Price Competition with Asymmetric Information Between Market Makers by Calcagno, R. & Lovo, S.M. 1998 Long-Term Memory in Stock Market Prices: International Evidence by Sadique, S. & Silvapulle, P. 1998 How Are Large Institutions Different from Other Investors? Why Do These Differences Matter? by Gompers, P.A. & Metrick, A. 1998 Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais? by Hubler, J. & Schmidt, G. 1998 The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns by Harris, R.D.F. & Sanchez-Valle, R. 1998 A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data by Harris, Richard 1998 The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach by Harris, R. 1998 On the Use of Collateral by Coco, G. 1998 Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable? by Isakov, D. & Hollistein, M. 1998 Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models by Glasserman, P. & Zhao, X. 1998 Venture Capital Finance: a Security Design Approach by Repullo, R. & Suarez, J. 1998 The North American Natural Gas Liquids Markets are Chaotic by Serletis, A. & Gogas, P. 1998 The Origin of the Bank of England: A Credible Commitment to Sovereign Debt by Yang, D.-Y. 1998 Heterogeneite des capacites a utiliser l'information sur les marches financiers et chaines d'invention sur les marches by Artus, P. 1998 Style, Fees and Performance of Italian Equity Funds by Cesari, R. & Panetta, F. 1998 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election by Coutant, S. & Jondeau, E. & Rockinger, M. 1998 Les caracteristiques institutionnelles, traditionnelles et les modes de determination des cours de l'actif a la bourse de valeurs du Nigeria by Inanga, E.L. & Emenuga, C. 1998 Equity Trading Systems in Europe - A survey of recent changes by FOUCAULT, Thierry & DEMARCHI, Marianne [Downloadable!] 1998 On the Specification of Duration Between Price Changes and the Predictability of High Frequency returns: an application to the French CAC 40 by Foort, HAMELINK 1998 A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies by Michael, ROCKINGER & Giovanni, URGA [Downloadable!] 1998 Bid-Ask Price Competition with Asymmetric Information between Market Makers by Calcagno, Riccardo & Lovo, Stefano M. [Downloadable!] 1998 Strategic Pricing, Signalling and Costly Information Acquisition by Bester, Helmut & Ritzberger, Klaus [Downloadable!] 1998 Can Short-Term Capital Controls Promote Capital Inflows by Cordella, Tito [Downloadable!] 1998 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael [Downloadable!] 1998 Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities by Jondeau, Eric & Rockinger, Michael [Downloadable!] 1998 Can Output Explain the Predictability and Volatility of Stock Returns? by Peña, Juan Ignacio & Restoy Lozano, Fernando & Rodríguez, Rosa [Downloadable!] 1998 Relative Performance Equilibrium in Financial Markets by Palomino, Frédéric [Downloadable!] 1998 A Theory of Supervision with Endogenous Transaction Costs by Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David [Downloadable!] 1998 Financial Opening, Deposit Insurance and Risk in a Model of Banking Competition by Cordella, Tito & Levy Yeyati, Eduardo [Downloadable!] 1998 Public Disclosure and Bank Failures by Cordella, Tito & Levy Yeyati, Eduardo [Downloadable!] 1998 The Good News and the Bad News about Long-run Stock Market Returns by Robertson, Donald & Wright, Stephen 1998 A Note on the Stochastic Properties of German Stock Returns by Thomas Lux 1998 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election by Coutant, S. & Jondeau, E. & Rockinger, M. [Downloadable!] 1998 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral by Jondeau, E. & Rockinger, M. [Downloadable!] 1998 Style, Fees and Performance of Italian Equity Funds by Riccardo Cesari & Fabio Panetta [Downloadable!] 1998 Asset price volatility in a nonconvex general equilibrium model by Costas Azariadis & Shankha Chakraborty [Downloadable!] 1998 Note Short-term predictability of German stock returns by Walter KrÄmer [Downloadable!] 1998 Initial Public Offerings In Chile by CRISTIÁN CELIS & GUSTAVO MATURANA [Downloadable!] 1998 Public Disclosure and Bank Failures by Tito Cordella & Eduardo Levy Yeyati [Downloadable!] 1998 Public Disclosure and Bank Failures by Tito Cordella & Eduardo Levy Yeyati [Downloadable!] 1998 Relationship between volatility and multilisting : evidence from the Finnish stock market by Aarni Pursiainen [Downloadable!] 1998 Short-term returns and the predictability of Finnish stock returns by Mika Vaihekoski [Downloadable!] 1997 Conditional Methods in Event-Studies and an Equilibrium Justification for Standard Event-Study Procedures by Nagpurnanand R. Prabhala [Downloadable!] 1997 Offshore Hedge Funds: Survival & Performance 1989-1995 by William N. Goetzmann & Stephen J. Brown & Roger G. Ibbotson [Downloadable!] 1997 Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988) by Utpal Bhattacharya & Matthew I. Spiegel [Downloadable!] 1997 Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations by Matthew O. Jackson & James Peck [Downloadable!] 1997 Market Efficiency and Marketing to Enhance Income of Crop Producers by Carl R. Zulauf & Scott H. Irwin [Downloadable!] 1997 Intellectual Property Intensity (IPI) and the Value-Growth Effect by Elli Malki [Downloadable!] 1997 Czech Money Market: Emerging Links Among Interest Rates by Jan Hanousek & Evzen Kocenda [Downloadable!] 1997 Strategic Behavior and Price Discovery by Luis A. Medrano & Xavier Vives [Downloadable!] 1997 Speculative Securities by José M. Marín & Rohit Rahi [Downloadable!] 1997 Scaling in stock market data: stable laws and beyond by Rama Cont & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 1997 Scaling in stock market data: stable laws and beyond by Rama Cont & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 1997 Information Acquisition and Government Intervention in Credit Markets by Robin Boadway & Motohiro Sato [Downloadable!] 1997 The Random Walk Model in the Pakistani Equity market: An Examination by Husain, Fazal [Downloadable!] 1997 Gradual Incorporation of Information into Stock Prices: Empirical Strategies by Sara Fisher Ellison & Wallace P. Mullin [Downloadable!] 1997 Auction Theory: A Summary with Applications to Treasury Markets by Sanjiv Ranjan Das & Rangarajan K. Sundaram [Downloadable!] 1997 The Market Microstructure of Central Bank Intervention by Dominguez & K. 1997 The Information Content of Stock Markets: Why Do Emerging Markets Have So Little Firm-Specific Risk? by Morck, R. & Yeung, B. & Yu, W. 1997 Investment Plan Revisions and Share Price Volatility by Johansson, Anders & Modén, Karl-Markus [Downloadable!] 1997 On the Damodaran Estimator of Price Adjustment Coefficients by Säfvenblad, Patrik [Downloadable!] 1997 Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange by Säfvenblad, Patrik [Downloadable!] 1997 Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market by Säfvenblad, Patrik [Downloadable!] 1997 Lead-Lag Effects When Prices Reveal Cross-Security Information by Säfvenblad, Patrik [Downloadable!] 1997 The Stock Market as a Screening Device and the Decision to Go Public by Ellingsen, Tore & Rydqvist, Kristian [Downloadable!] 1997 Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange by Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar 1997 Strategic Uniformed Traders by Augier, L. & Mokrane, M. 1997 The Information Value of Bond Ratings by Kliger, D. & Sarig, O. 1997 An Anatomy of Morningstar Ratings by Blume, M.E. 1997 Going Public with Asymmetric Information, Agency Costs and Dynamic Trading by Gomes, A. 1997 The Market Microstructure of Central Bank Intervention by Dominguez & K. 1997 The Information Content of Stock Markets: Why Do Emerging Markets Have So Little Firm-Specific Risk? by Morck, R. & Yeung, B. & Yu, W. 1997 Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse by Biais, B. & Bisiere, C. & Decamps, J.-P. 1997 Credit Rationing and the Welfare Gain from Usury Laws by Coco, G. 1997 Tests of Structural Stability of Risk Premia and Returns Relationship by Tzavalis, E. & Karanikas, E. 1997 Is Beta Still Alive? Conclusive Evidence from the Swiss Stock market by Isakov, D. 1997 Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle by Constantinides, G.M. & Donalson, J.B. & Mehra, R. 1997 Mutual Funds and Stock and Bond Market Stability by Edwards, F.R. & Zhang, X. 1997 Chaos in East European Black-Market Exchange Rates by Serletis, A. & Gogas, P. 1997 A Cooperative Perspective on Sovereign Debt: Past and Present by Yang, D.-Y. 1997 Estimation et interpretation des densites neutres au risque: Une comparaison de methodes by Jondeau, E. & Rockinger, M. 1997 How Informative are Financial Asset Prices in Spain? by Alonso, F. & Ayuso, J. & Martinez Pages, J. 1997 Should Speculators be Taxed? by Dow, J. & Rahi, R. 1997 Informed Trading, Investment, and Welfare by Dow, J & Rahi, R 1997 Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market by Coppejans, Mark & Domowitz, Ian [Downloadable!] 1997 Initial public offerings in Mexico and Argentina: 1991-1994 Initial public offerings in Mexico and Argentina : 1991 - 1994 by Eijgenhuijsen, Hans & Valk, Rob van der [Downloadable!] 1997 The price and volatility effects of stock option introductions : a reexamination by Kabir, R. [Downloadable!] 1997 Strategic Behaviour and Price Discovery by Medrano, Luis Angel & Vives, Xavier [Downloadable!] 1997 Heterogeneous Traders and the Unbiasedness Hypothesis: Explaining the Mark/Dollar Bias by Christodoulakis, Nikos & Kalyvitis, Sarantis C [Downloadable!] 1997 Adverse Selection of Investment Projects and the Business Cycle by Reichlin, Pietro & Siconolfi, Paolo [Downloadable!] 1997 Booms and Busts in the UK Housing Market by Muellbauer, John & Murphy, Anthony [Downloadable!] 1997 How Informative are Financial Asset Prices in Spain? by Francisco Alonso & Juan Ayuso & Jorge Martínez Pagés 1997 Türkiye''de Sermaye Hareketleri Ve Risk Primi by C. Emre ALPER 1996 Characteristics and Information Value of Corporate Disclosures of Forward-Looking Information in Global Equity Markets by Carol A. Frost [Downloadable!] 1996 Trading Frequency and Event Study Test Specification by Arnold R. Cowan & Anne M.A. Sergeant [Downloadable!] 1996 Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio by Pin-Huang Chou [Downloadable!] 1996 Market versus Limit Orders in an Imperfectly Competitive Security by Luís A. Medrano [Downloadable!] 1996 Information Revelation and Market Incompleteness by José M. Marín & Rohit Rahi [Downloadable!] 1996 Share Prices and Investment by Michael Andersen & Robert Subbaraman [Downloadable!] 1996 The Credibility of the Exchange Rate Regime: An Analysis trough “Derivatives” of the September 1992 Crisis by Garofalo, Giuseppe & Barbato, Fabio [Downloadable!] 1996 Are Some Mutual Funds Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance by Judith Chevalier & Glenn Ellison [Downloadable!] 1996 Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality by Alan B. Krueger [Downloadable!] 1996 Front-Running by Mutual Fund Managers : It Ain't That Bad by Jean-Pierre DANTHINE & Serge MORESI 1996 Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey by Kaufmann, Sylvia & Scheicher, Martin [Downloadable!] 1996 Occupational Choice and Profit Taxation Under Informational Asymmetries by Kwang Soo Cheong [Downloadable!] 1996 Technical Trading Rules and the Size of the Risk Premium in Security Returns by Gencay, R & Stengos, T 1996 The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options by Board, J. & Sutcliffe, C. 1996 The Relation between Mutual-Fund Flow, Trading Activity and Performance by Elden, R.M. 1996 Explanatory Factors for Trading Volume Responses to Annual Earnings Announcements: Evidence from the Korean Stock Market by Choi, J.S. & Choe, C. 1996 Corporate Insurance with Optimal Financial Contracting by Caillaud, B. & Dionne, G. & Jullien, B. 1996 Technical Trading Rules and the Size of the Risk Premium in Security Returns by Gencay, R & Stengos, T 1996 Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry by Caron, L. & Dionne, G. 1996 Front-Running by Mutual Fund Managers : It Ain't That bad by Danthine, J-P & Moresi, S 1996 Mode de financement et analyse se la situation des entreprises by Artus, P. 1996 Settlement, Tax and Non-Synchronous Effects in the Basis of U.K. Stock Index Futures by Theobald, M. & Yallup, P. 1996 Volatility and Openness of Emerging Markets: Some Empirical Evidence by Hooper, V. 1996 Intraday lead-lag relationships between the futures-, options and stock market by Jong, F. de & Donders, M.W.M. [Downloadable!] 1996 Front-running by Mutual Fund Managers: It ain't that Bad by Danthine, Jean-Pierre & Moresi, Serge X [Downloadable!] 1996 Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications by Hardouvelis, Gikas A & Tsiritakis, Emmanuel D [Downloadable!] 1996 An Experimental Investigation of the Option Pricing Approach by Abbink, Klaus & Bettina Kuon 1996 Long Memory in the Greek Stock Market by John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos [Downloadable!] 1995 "Excess Volatility" and the German Stock Market, 1870-1990 by J. Bradford De Long & Marco Becht [Downloadable!] 1995 Noisy signals in target zone regimes Theory and Monte Carlo experiments by Steinar Holden, Dag Kolsrud and Birger Vikøren 1995 Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market by Graham Elliott & Takatoshi Ito [Downloadable!] 1995 Momentum Strategies by Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok [Downloadable!] 1995 Stock Market Efficiency and Economic Efficiency: Is There a Connection? by James Dow & Gary Gorton [Downloadable!] 1995 Expectations, Efficiency, and Euphoria in the Housing Market by Dennis R. Capozza & Paul J. Seguin [Downloadable!] 1995 Internal Finance and Investment: Evidence from the Undistributed Profits Tax of 1936-1937 by Charles W. Calomiris & R. Glenn Hubbard [Downloadable!] 1995 Forecasting Stock Market Averages to Enhance Profitable Trading Strategies by Haefke, Christian & Helmenstein, Christian [Downloadable!] 1995 Random Walks in Stock Exchange Prices and the Vienna Stock Exchange by Huber, Peter [Downloadable!] 1995 The Withdrawal of the State from Economic Activity: An Austrian Capital Market Perspective by Helmenstein, Christian [Downloadable!] 1995 Cyclicality in Financial Asset Price Series. Theoretical Considerations, and Application to the CAC 240 Stock Index Series by Bolgot, S. & Lacharme, J.P. & Lesourd, J.B. 1995 Stock Market Efficiency and Economic Efficiency: Is There a Connection? by Davidson, Malcolm & Gorton, Gary B [Downloadable!] 1995 Anomalies de marché et sélection des titres au Canada by Richard Guay & Jean-François L'Her & Jean-Marc Suret [Downloadable!] 1994 The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach by Richard M. Levich & Lee R. Thomas [Downloadable!] 1994 Corporate Restructuring and Investment Horizons by Bronwyn H. Hall [Downloadable!] 1994 Korea's Shift from Process to Product Patents in the Pharmaceutical Industry: An Event Study of the Impact of American Pressure on Korean Film by Sumner La Croix [Downloadable!] 1994 The Pricing of Initial Public Offerings : A Simple Model by Berglund, T. [Downloadable!] 1994 Financial Markets and the AT&T Antitrust Settlement by Rachel Baker & Bruce Yandle [Downloadable!] 1994 Trade Deficit News, Systematic Risk and the Crash of 1987 by Willem Thorbecke [Downloadable!] 1993 Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets by Takatoshi Ito & Wen-Ling Lin [Downloadable!] 1993 What Moves the Discount on Country Equity Funds? by Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman [Downloadable!] 1993 Optimal Transparency in a Dealership Market with an Application to Foreign Exchange by Richard K. Lyons [Downloadable!] 1993 The Determinants of Realignment Expectations Under the EMS - Some Empirical Regularities by Chen, Zhaohui & Giovannini, Alberto [Downloadable!] 1993 Some distributional properties of monthly stock returns in Sweden 1919-1990 by Per Frennberg & Björn Hansson [Downloadable!] 1991 Actual and Warranted Relations Between Asset Prices by Andrea E. Beltratti & Robert J. Shiller [Downloadable!] 1991 Rational Frenzies and Crashes by Bulow, Jeremy I & Klemperer, Paul [Downloadable!] 1989 Deregulation and Labor Earnings in the Airline Industry by David Card [Downloadable!] Are stock markets really like beauty contests? Empirical evidence of higher order belief's impact on asset prices by Pierre Monnin [Downloadable!] Liquidity, Information, and the Overnight Rate by Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla [Downloadable!] Market and Supervisory Information: Some Evidence from Italian Banks by Francesco Cannata & Mario Quagliariello [Downloadable!] Do Domestic Investors Have an Information Advantage? Evidence from Indonesia by Tomas Dvorak [Downloadable!] Termination of closed end funds and behavior of their discounts by Lalatendu Misra & Jullavut Kittiakarasakun & Sinan Yildirim [Downloadable!] Competition for Order Flow and Market Quality in the Gold and Silver Futures Markets by Karan Bhanot & Valeria Martinez & Zi Ning & Yiuman Tse [Downloadable!] Deal size, bid prremium, and gains in bank mergers: The impact of managerial motivations by Atul Gupta & Lalatendu Misra [Downloadable!] Deal size, bid premium, and gains in bank mergers: The impact of managerial motivations by Atul Gupta & Bently Lalatendu Misra [Downloadable!] Semiparametric autoregressive conditional proportional hazard models by Frank Gerhard & Nikolaus Hautsch [Downloadable!] Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work? by Rasmus Fatum [Downloadable!] Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter? by Rasmus Fatum & Barry Scholnick [Downloadable!] Media, Limited Attention and the Propensity of Individuals to Buy Stocks by Leif Brandes & Katja Rost [Downloadable!] Inflation, Growth and Exchange Rate Regimes in Small Open Economies by Paula Hernandez-Verme [Downloadable!] Small Open Economies with Frictions in Credit Markets: Target inflation or money growth when floating? by Paula Hernandez-Verme [Downloadable!] Moral Hazard and Guarantee Arrangements: A Case Study of Lloyd’s by Andrew Bain [Downloadable!] Dominant Investors and Strategic Transparency by Enrico C. Perotti & Ernst-Ludwig von Thadden [Downloadable!] On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market by Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero [Downloadable!] Information Dissemination on Asset Markets with Endogenous and Exogenous Information: An Experimental Approacha by Dennis Dittrich & Boris Maciejovsky [Downloadable!] Explaining the Term Structure of Interest Rates. The GKO Market from 1996 to 1998 by Kryukovskaya Olga [Downloadable!] Nonlinear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange by Eleni Thanou Thanou & Dikaios Tserkezos [Downloadable!] Nonlinear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange by Eleni Thanou Thanou & Dikaios Tserkezos Non linear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange by Eleni Thanou Thanou & Dikaios Tserkezos Fraud and Financial Markets: The 1997 Collapse of the Junior Mining Stocks by William O. Brown, Jr. & Richard C.K. Burdekin [Downloadable!] Inside Information and Public News: R-Squared and Beyond by William O. Brown, Jr. [Downloadable!] Linkages Between Direct and Securitized Real Estate by Elias OIKARINEN & Martin HOESLI & Camilo SERRANO [Downloadable!] Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets by Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame [Downloadable!] The Dynamics of Going Public by Maria Cecilia BUSTAMANTE [Downloadable!] Arbitrage in Stationary Markets by Igor Evstigneev & Dhruv Kapoor [Downloadable!] An Options Pricing Experiment with Professional Traders by Abbink, Klaus & Bettina Kuon Ein Optionsbewertungsexperiment mit professionellen Tradern by Abbink, Klaus & Bettina Kuon Strategic Pricing, Signalling, and Costly Information Acquisition by Helmut Bester & Klaus Ritzberger [Downloadable!] Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries? by Humberto Mora & Hernán Rincón [Downloadable!] A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt by Luis Eduardo Arango & Yanneth R.Betancourth [Downloadable!] Financial Inefficiency and Real Business Cycle in Colombia by Camilo Zea [Downloadable!] 'Once-in-a-Generation' Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow by Jun Cai & Yan-Leung Cheung & Raymond Lee & Michael Melvin [Downloadable!]
This page was last updated on 2009-11-22.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
