Advanced Search
MyIDEAS: Login

Citations for "On the Impossibility of Informationally Efficient Markets"

by Grossman, Sanford J & Stiglitz, Joseph E

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Goldbaum, David & Mizrach, Bruce, 2008. "Estimating the intensity of choice in a dynamic mutual fund allocation decision," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(12), pages 3866-3876, December.
  2. David Howden, 2010. "Knowledge shifts and the business cycle: When boom turns to bust," The Review of Austrian Economics, Springer, Springer, vol. 23(2), pages 165-182, June.
  3. Rich Lyons & Martin Evans, 2004. "A New Micro Model of Exchange Rate Dynamics," Econometric Society 2004 North American Winter Meetings 622, Econometric Society.
  4. Eduardo Siandra, 1998. "Sistemas de pensiones, sus reformas y los mercados de capitales," Documentos de Trabajo (working papers), Department of Economics - dECON 0299, Department of Economics - dECON.
  5. Harrison Hong & Jeremy C. Stein, 1999. "A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 54(6), pages 2143-2184, December.
  6. Michael Devaney & William Weber, 2005. "Efficiency, Scale Economies, and the Risk/Return Performance of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 31(3), pages 301-317, November.
  7. Peng, Lin & Xiong, Wei, 2006. "Investor attention, overconfidence and category learning," Journal of Financial Economics, Elsevier, Elsevier, vol. 80(3), pages 563-602, June.
  8. Perotti, Pietro & Rindi, Barbara, 2010. "Market makers as information providers: The natural experiment of STAR," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(5), pages 895-917, December.
  9. Dennis W. Carlton, 1987. "The Theory and the Facts of How Markets Clear: Is Industrial Organization Valuable for Understanding Macroeconomics?," NBER Working Papers 2178, National Bureau of Economic Research, Inc.
  10. F. Adriani & LG. Deidda, 2004. "Few bad apples or plenty of lemons: which makes it harder to market plums?," Working Paper CRENoS 200413, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  11. Heping Pan & Didier Sornette & Kenneth Kortanek, 2006. "Intelligent finance—an emerging direction," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 6(4), pages 273-277.
  12. Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-352, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  13. Alisdair McKay, 2013. "Online Appendix to "Search for Financial Returns and Social Security Privatization"," Technical Appendices 12-80, Review of Economic Dynamics.
  14. Yang, Chunpeng & Li, Jinfang, 2013. "Investor sentiment, information and asset pricing model," Economic Modelling, Elsevier, vol. 35(C), pages 436-442.
  15. Gaunersdorfer, A. & Hommes, C.H., 2000. "A Nonlinear Structural Model for Volatility Clustering," CeNDEF Working Papers 00-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  16. Cho, Jin-Wan & Krishnan, Murugappa, 2000. "Prices as Aggregators of Private Information: Evidence from S&P 500 Futures Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 35(01), pages 111-126, March.
  17. Manganelli, Simone, 2002. "Duration, volume and volatility impact of trades," Working Paper Series, European Central Bank 0125, European Central Bank.
  18. Shinhua Liu, 2007. "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer, Springer, vol. 32(3), pages 161-176, December.
  19. Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014. "Impact of information cost and switching of trading strategies in an artificial stock market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 14031, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  20. Guiso, Luigi & Jappelli, Tullio, 2005. "Awareness and stock market participation," CFS Working Paper Series 2005/29, Center for Financial Studies (CFS).
  21. M. Hashem Pesaran, 2010. "Predictability of Asset Returns and the Efficient Market Hypothesis," CESifo Working Paper Series 3116, CESifo Group Munich.
  22. Dasgupta, Amil & Prat, Andrea, 2003. "Trading Volume with Career Concerns," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4034, C.E.P.R. Discussion Papers.
  23. Bacchetta, Philippe & van Wincoop, Eric, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3808, C.E.P.R. Discussion Papers.
  24. Crocker, Thomas D. & Shogren, Jason F. & Turner, Paul R., 1998. "Incomplete beliefs and nonmarket valuation," Resource and Energy Economics, Elsevier, Elsevier, vol. 20(2), pages 139-162, June.
  25. Laurent Clerc & Françoise Drumetz & François Haas, 2002. "The influence of structural changes on market functioning and its implications for monetary policy: a focus on the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 43-64 Bank for International Settlements.
  26. C. Yiu & S. Wong & K. Chau, 2009. "Transaction Volume and Price Dispersion in the Presale and Spot Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 38(3), pages 241-253, April.
  27. Roll, Richard W. & Cornell, Brad, 2004. "A Delegated Agent Asset-pricing model," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt9f06903n, Anderson Graduate School of Management, UCLA.
  28. José M. Marín & Antoni Sureda-Gomila, 2007. "Firms vs. insiders as traders of last resort," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales 2007-21, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  29. Aditya Goenka, 2000. "Informed Trading and the "Leakage" of Information," Economics Discussion Papers, University of Essex, Department of Economics 528, University of Essex, Department of Economics.
  30. Shubik, Martin, 1990. "A game theoretic approach to the theory of money and financial institutions," Handbook of Monetary Economics, Elsevier, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 5, pages 171-219 Elsevier.
  31. Orosel, Gerhard O., 1996. "Informational efficiency and welfare in the stock market," European Economic Review, Elsevier, vol. 40(7), pages 1379-1411, August.
  32. Jürgen Huber & Matthias Sutter & Michael Kirchler, 2004. "Is more information always better? Experimental financial markets with asymmetric information," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group 2005-13, Max Planck Institute of Economics, Strategic Interaction Group.
  33. Tomek, William G., 1996. "Commodity Futures Prices As Forecasts," Working Papers, Cornell University, Department of Applied Economics and Management 127901, Cornell University, Department of Applied Economics and Management.
  34. repec:ecu:wpaper:2008-05 is not listed on IDEAS
  35. M. Middeldorp & S. Rosenkranz, 2008. "Central bank communication and crowding out of private information in an experimental asset market," Working Papers, Utrecht School of Economics 08-26, Utrecht School of Economics.
  36. Townsend, Robert M., 1979. "Optimal contracts and competitive markets with costly state verification," Journal of Economic Theory, Elsevier, vol. 21(2), pages 265-293, October.
  37. Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar, 2001. "Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt8wb6140g, Anderson Graduate School of Management, UCLA.
  38. Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc.
  39. Ross Levine, 2004. "Finance and Growth: Theory and Evidence," NBER Working Papers 10766, National Bureau of Economic Research, Inc.
  40. Cremer, J. & Khalil, F. & Rochet, J.-C., 1997. "Strategic information gathering before a contract is offered," Discussion Paper Series In Economics And Econometrics 9708, Economics Division, School of Social Sciences, University of Southampton.
  41. Islam, Roumeen, 2003. "do more transparent government govern better?," Policy Research Working Paper Series 3077, The World Bank.
  42. Kam, Amy & Citron, David & Muradoglu, Gulnur, 2008. "Distress and restructuring in China: Does ownership matter?," China Economic Review, Elsevier, vol. 19(4), pages 567-579, December.
  43. Vives, Xavier, 2011. "Endogenous public information and welfare," IESE Research Papers D/925, IESE Business School.
  44. Adrian, Tobias, 2009. "Inference, arbitrage, and asset price volatility," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 18(1), pages 49-64, January.
  45. Bell, Peter N & Lui, Brian & Brekke, Alex, 2012. "Overlapping ETF: Pair trading between two gold stocks," MPRA Paper 39534, University Library of Munich, Germany.
  46. Barlevy, Gadi & Veronesi, Pietro, 2003. "Rational panics and stock market crashes," Journal of Economic Theory, Elsevier, vol. 110(2), pages 234-263, June.
  47. Luigi Guiso & Tullio Jappelli, 2007. "Information Acquisition and Portfolio Performance," Economics Working Papers, European University Institute ECO2007/45, European University Institute.
  48. Shaun Bond & Paul Mitchell, 2010. "Alpha and Persistence in Real Estate Fund Performance," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 41(1), pages 53-79, July.
  49. Beaudry, Paul & Gonzalez, Francisco M., 2003. "An equilibrium analysis of information aggregation and fluctuations in markets with discrete decisions," Journal of Economic Theory, Elsevier, vol. 113(1), pages 76-103, November.
  50. Stein, Jeremy C., 1987. "Informational Externalities and Welfare-Reducing Speculation," Scholarly Articles 3660740, Harvard University Department of Economics.
  51. Roger Gordon & Martin Dietz, 2006. "Dividends and Taxes," NBER Working Papers 12292, National Bureau of Economic Research, Inc.
  52. Josef Falkinger, 2014. "In search of economic reality under the veil of financial markets," ECON - Working Papers, Department of Economics - University of Zurich 154, Department of Economics - University of Zurich.
  53. Berliant, Marcus & Yu, Chia-Ming, 2009. "Rational expectations in urban economics," MPRA Paper 12709, University Library of Munich, Germany.
  54. Calvet, Laurent E., 2001. "Incomplete Markets and Volatility," Journal of Economic Theory, Elsevier, vol. 98(2), pages 295-338, June.
  55. Nikola Tasic & Neven Valev, 2008. "The Provision of Long-term Financing in the Transition Economies," Working papers, National Bank of Serbia 14, National Bank of Serbia.
  56. David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Working Papers Rutgers University, Newark, Department of Economics, Rutgers University, Newark 2004-009, Department of Economics, Rutgers University, Newark.
  57. Glaser, Markus & Weber, Martin, 2005. "Overconfidence and Trading Volume," SIFR Research Report Series, Institute for Financial Research 40, Institute for Financial Research.
  58. Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao & Jackson, Thomas E., 2000. "Do Agricultural Market Advisory Services Beat The Market? Evidence From The Corn And Soybean Markets Over 1995-1998," AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics 14786, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  59. Bruno Biais & Peter Bossaerts & Chester Spatt, 2003. "Equilibrium Asset Pricing Under Heterogeneous Information," Levine's Bibliography 666156000000000086, UCLA Department of Economics.
  60. Davis, E.P. & DEC, 1993. "The structure, regulation, and performance of pension funds in nine industrial countries," Policy Research Working Paper Series 1229, The World Bank.
  61. Bryan Kelly & Alexander Ljungqvist, 2012. "Testing Asymmetric-Information Asset Pricing Models," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 25(5), pages 1366-1413.
  62. Arie Harel & Giora Harpaz & Jack Francis, 2011. "Analysis of efficient markets," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 36(2), pages 287-296, February.
  63. Freixas, Xavier & Loranth, Gyongyi & Morrison, Alan D., 2007. "Regulating financial conglomerates," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 16(4), pages 479-514, October.
  64. F. Chiaromonte & G. Dosi, 1998. "Modeling a Decentralized Asset Market: An Introduction the Financial "Toy Room"," Working Papers ir98115, International Institute for Applied Systems Analysis.
  65. Ilan Guttman & Ohad Kadan & Eugene Kandel, 2003. "Adding the Noise: A Theory of Compensation-Driven Earnings Management," Discussion Paper Series, The Center for the Study of Rationality, Hebrew University, Jerusalem dp355, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  66. Jeffrey A. Frankel & Sergio L. Schmukler, 1998. "Country Funds and Asymmetric Information," International Finance, EconWPA 9805003, EconWPA.
  67. Gary Gorton, 2008. "The Panic of 2007," Yale School of Management Working Papers, Yale School of Management amz2372, Yale School of Management.
  68. Wojciech Charemza & Kalvinder Shields & Anna Zalewska, 2004. "Predictability of stock markets with disequilibrium trading," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 10(5), pages 329-344.
  69. Barker, Richard & Hendry, John & Roberts, John & Sanderson, Paul, 2012. "Can company-fund manager meetings convey informational benefits? Exploring the rationalisation of equity investment decision making by UK fund managers," Accounting, Organizations and Society, Elsevier, vol. 37(4), pages 207-222.
  70. Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya, 2004. "Privatization and Stock Market Liquidity," SIFR Research Report Series, Institute for Financial Research 23, Institute for Financial Research.
  71. James Dow & Gary Gorton, . "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 19-94, Wharton School Rodney L. White Center for Financial Research.
  72. Barlevy, Gadi & Veronesi, Pietro, 2000. "Information Acquisition in Financial Markets," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 67(1), pages 79-90, January.
  73. Vinod Agarwal & Larry Prather, 1997. "Economic rents and mutual fund performance: An empirical investigation," Journal of Economics and Finance, Springer, Springer, vol. 21(2), pages 67-73, June.
  74. Laura L. Veldkamp, 2006. "Media Frenzies in Markets for Financial Information," American Economic Review, American Economic Association, American Economic Association, vol. 96(3), pages 577-601, June.
  75. Andrés Langebaek & Jaime Eduardo Ortíz, 2007. "Q De Tobin Y Gobierno Corporativo De Las Empresas Listadas En Bolsa," BORRADORES DE ECONOMIA 003960, BANCO DE LA REPÚBLICA.
  76. Laura E. Kodres & Matthew Pritsker, 1998. "A rational expectations model of financial contagion," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1998-48, Board of Governors of the Federal Reserve System (U.S.).
  77. Agarwal, Vikas & Mullally, Kevin & Tang, Yuehua & Yang, Baozhong, 2013. "Mandatory portfolio disclosure, stock liquidity, and mutual fund performance," CFR Working Papers 13-04, University of Cologne, Centre for Financial Research (CFR).
  78. Gul, Ferdinand A. & Kim, Jeong-Bon & Qiu, Annie A., 2010. "Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China," Journal of Financial Economics, Elsevier, Elsevier, vol. 95(3), pages 425-442, March.
  79. Aktas, Nihat & de Bodt, Eric & Roll, Richard, 2009. "Learning, hubris and corporate serial acquisitions," Journal of Corporate Finance, Elsevier, Elsevier, vol. 15(5), pages 543-561, December.
  80. Isaac Ehrlich & Jong Kook Shin & Yong Yin, 2011. "Private Information, Human Capital, and Optimal “Home Bias” in Financial Markets," Journal of Human Capital, University of Chicago Press, University of Chicago Press, vol. 5(3), pages 255 - 301.
  81. Thakor, Anjan V., 1996. "The design of financial systems: An overview," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 917-948, June.
  82. Levine, Ross & Zervos, Sara, 1996. "Stock market development and long-run growth," Policy Research Working Paper Series 1582, The World Bank.
  83. Christian Pierdzioch & Andrea Schertler, 2007. "Sources of Predictability of European Stock Markets for High-technology Firms," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(1), pages 1-27.
  84. Gao, Feng & Song, Fengming & Wang, Jun, 2013. "Rational expectations equilibrium with uncertain proportion of informed traders," Journal of Financial Markets, Elsevier, Elsevier, vol. 16(3), pages 387-413.
  85. Baillie, Richard T. & Humpage, Owen F. & Osterberg, William P., 2000. "Intervention from an information perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 10(3-4), pages 407-421, December.
  86. Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, Elsevier, vol. 12(1), pages 1-31, February.
  87. Bernhard Eckwert & Burkhard Drees, 2005. "Asset Mispricing Due to Cognitive Dissonance," IMF Working Papers 05/9, International Monetary Fund.
  88. Strand, Jon, 2002. "Wage bargaining and turnover costs with heterogenous labor and perfect history screening," European Economic Review, Elsevier, vol. 46(7), pages 1209-1227, July.
  89. Pacces, Alessio M., 2000. "Financial intermediation in the securities markets law and economics of conduct of business regulation," International Review of Law and Economics, Elsevier, Elsevier, vol. 20(4), pages 479-510, December.
  90. Li, Feng, 2008. "Annual report readability, current earnings, and earnings persistence," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 45(2-3), pages 221-247, August.
  91. Scruggs, John T., 2007. "Noise trader risk: Evidence from the Siamese twins," Journal of Financial Markets, Elsevier, Elsevier, vol. 10(1), pages 76-105, February.
  92. Getmansky, Mila & Lo, Andrew W. & Makarov, Igor, 2004. "An econometric model of serial correlation and illiquidity in hedge fund returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 74(3), pages 529-609, December.
  93. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5598, C.E.P.R. Discussion Papers.
  94. Sjaak Hurkens & Nir Vulkan, 2003. "Endogenous Private Information Structures," Working Papers 38, Barcelona Graduate School of Economics.
  95. Aragon, George O. & Dieckmann, Stephan, 2011. "Stock market trading activity and returns around milestones," Journal of Empirical Finance, Elsevier, Elsevier, vol. 18(4), pages 570-584, September.
  96. Denise Côté & Christopher Graham, 2007. "Corporate Balance Sheets in Developed Economies: Implications for Investment," Working Papers, Bank of Canada 07-24, Bank of Canada.
  97. Iván Werning & George-Marios Angeletos, 2006. "Crises and Prices: Information Aggregation, Multiplicity, and Volatility," American Economic Review, American Economic Association, American Economic Association, vol. 96(5), pages 1720-1736, December.
  98. Gao, Pingyang, 2008. "Disclosure Quality, Cost of Capital, and Investors’ Welfare," MPRA Paper 9478, University Library of Munich, Germany, revised Jun 2008.
  99. Witte, Björn-Christopher, 2013. "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, vol. 32(C), pages 377-385.
  100. Arnswald, Torsten, 2001. "Investment Behaviour of German Equity Fund Managers," Discussion Paper Series 1: Economic Studies 2001,08, Deutsche Bundesbank, Research Centre.
  101. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(11), pages 1912-1928, November.
  102. Christophe Chamley, 2005. "Complementarities in Information Acquisition with Short-Term Trades," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-156, Boston University - Department of Economics.
  103. Kotaro Tsuru, 2000. "Finance and Growth: Some Theoretical Considerations and a Review of the Empirical Literature," OECD Economics Department Working Papers 228, OECD Publishing.
  104. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2009. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," Journal of Finance, American Finance Association, American Finance Association, vol. 64(2), pages 579-629, 04.
  105. Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2010. "Information Percolation in Segmented Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 10-09, Swiss Finance Institute.
  106. Liu, Yi-Fang & Zhang, Wei & Xu, Chao & Vitting Andersen, Jørgen & Xu, Hai-Chuan, 2014. "Impact of information cost and switching of trading strategies in an artificial stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 204-215.
  107. Ed Westerhout, 2002. "The Capital Tax and Welfare Effects from Asymmetric Information on Equity Markets," International Tax and Public Finance, Springer, Springer, vol. 9(3), pages 219-233, May.
  108. Enrique Sentana, 2005. "Least Squares Predictions and Mean-Variance Analysis," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(1), pages 56-78.
  109. Broner, Fernando A. & Gaston Gelos, R. & Reinhart, Carmen M., 2006. "When in peril, retrench: Testing the portfolio channel of contagion," Journal of International Economics, Elsevier, vol. 69(1), pages 203-230, June.
  110. H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006. "Inventory Information," The Journal of Business, University of Chicago Press, vol. 79(1), pages 325-364, January.
  111. Delacroix, Alain & Shi, Shouyong, 2013. "Pricing and signaling with frictions," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1301-1332.
  112. Christian Hopp & Axel Dreher, 2007. "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," KOF Working papers 07-172, KOF Swiss Economic Institute, ETH Zurich.
  113. Tsionas, Mike G. & Merikas, Andreas G. & Merika, Anna A., 2012. "Concentrated ownership and corporate performance revisited: The case of shipping," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(4), pages 843-852.
  114. Muendler, Marc-Andreas, 2005. "Rational Information Choice in Financial Market Equilibrium," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego qt5q4764nj, Department of Economics, UC San Diego.
  115. Skaife, Hollis A. & Veenman, David & Wangerin, Daniel, 2013. "Internal control over financial reporting and managerial rent extraction: Evidence from the profitability of insider trading," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 55(1), pages 91-110.
  116. Roberto Casarin & Andrea Piva & Loriana Pelizzon, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," The IUP Journal of Financial Economics, IUP Publications, IUP Publications, vol. 0(1), pages 7-28, March.
  117. Angus A Brown & L C G Rogers, 2010. "Diverse Beliefs," Papers 1001.1450, arXiv.org.
  118. Hsien-Yi Lee & Khatanbaatar Sodoikhuu, 2012. "Efficiency Tests in Foreign Exchange Market," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 216-224.
  119. Vasiliki Skreta & Laura Veldkamp, 2008. "Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 08-28, New York University, Leonard N. Stern School of Business, Department of Economics.
  120. Engstrom, Stefan, 2003. "Costly information, diversification and international mutual fund performance," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 11(4), pages 463-482, September.
  121. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2006. "The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis," MPRA Paper 13155, University Library of Munich, Germany, revised 26 Oct 2008.
  122. Christian Hellwig, 2004. "Self-Fulfilling Currency Crises: The Role of Interest Rates (A.E.R., December 2006)," UCLA Economics Online Papers 338, UCLA Department of Economics.
  123. van Bruggen, G.H. & Spann, M. & Lilien, G.L. & Skiera, B., 2006. "Institutional Forecasting: The Performance of Thin Virtual Stock Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2006-028-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  124. Nadia Belkhir Boujelbene & Abdelfatteh Bouri & Jean-Luc Prigent, 2011. "Ownership structure and stock market liquidity: evidence from Tunisia," International Journal of Managerial and Financial Accounting, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 3(1), pages 91-109.
  125. Sara G. Castellanos & Eduardo Camero, 2003. "La estructura temporal de tasas de interés en México: ¿Puede predecir la actividad económica futura?," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 18(2), pages 33-66, December.
  126. Ramdane Djoudad & Jack Selody & Carolyn Wilkins, 2005. "Does Financial Structure Matter for the Information Content of Financial Indicators?," Working Papers, Bank of Canada 05-33, Bank of Canada.
  127. Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C, 1992. " Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation," Journal of Finance, American Finance Association, American Finance Association, vol. 47(4), pages 1461-84, September.
  128. Hirshleifer, David & Teoh, Siew Hong, 2001. "Herd Behavior and Cascading in Capital Markets: A Review and Synthesis," MPRA Paper 5186, University Library of Munich, Germany.
  129. Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer, Springer, vol. 25(4), pages 983-997, 06.
  130. Art Durnev & Kan Li & Randall Mørck & Bernard Yeung, 2004. "Capital markets and capital allocation: Implications for economies in transition," The Economics of Transition, The European Bank for Reconstruction and Development, The European Bank for Reconstruction and Development, vol. 12(4), pages 593-634, December.
  131. Bester, Helmut & Ritzberger, Klaus, 1998. "Strategic Pricing, Signalling and Costly Information Acquisition," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2032, C.E.P.R. Discussion Papers.
  132. Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 59-82, Winter.
  133. Shorish, Jamsheed, 2006. "Functional Rational Expectations Equilibria in Market Games," Economics Series, Institute for Advanced Studies 186, Institute for Advanced Studies.
  134. Biais, Bruno & Bossaerts, Peter & Spatt, Chester, 2009. "Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information," TSE Working Papers, Toulouse School of Economics (TSE) 09-018, Toulouse School of Economics (TSE).
  135. Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2010. "Trading Frenzies and Their Impact on Real Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7652, C.E.P.R. Discussion Papers.
  136. Dan Bernhardt & Jianjun Miao, 2004. "Informed Trading When Information Becomes Stale," Journal of Finance, American Finance Association, American Finance Association, vol. 59(1), pages 339-390, 02.
  137. Eliasson, Gunnar & Eliasson, Ã…sa, 2006. "The Pharmacia Story of Entrepreneurship and as a Creative Technical University - An Experiment in Innovation, Organizational Break Up and Industrial Renaissance," Ratio Working Papers, The Ratio Institute 97, The Ratio Institute.
  138. Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, Elsevier, vol. 5(4), pages 419-450, October.
  139. Makarov, Dmitry & Schornick, Astrid V., 2010. "A note on wealth effect under CARA utility," Finance Research Letters, Elsevier, Elsevier, vol. 7(3), pages 170-177, September.
  140. John K. Ashton & Robert Hudson, 2006. "Interest Rate Clustering in UK Financial Services Markets," Working Papers, Centre for Competition Policy, University of East Anglia 06-14, Centre for Competition Policy, University of East Anglia.
  141. Linn, Scott C. & Stanhouse, Bryan E., 1997. "The economic advantage of least squares learning in a risky asset market," Journal of Economics and Business, Elsevier, Elsevier, vol. 49(4), pages 303-319.
  142. Terrance Odean., 1996. "Volume, Volatility, Price and Profit When All Trader Are Above Average," Research Program in Finance Working Papers, University of California at Berkeley RPF-266, University of California at Berkeley.
  143. Capasso, Salvatore, 2006. "Stock Market Development and Economic Growth," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) RP2006/102, World Institute for Development Economic Research (UNU-WIDER).
  144. Chris D'Souza, 2007. "Where Does Price Discovery Occur in FX Markets?," Working Papers, Bank of Canada 07-52, Bank of Canada.
  145. Richard Chung & Scott Fung & James Shilling & Tammie Simmons-Mosley, 2011. "What Determines Stock Price Synchronicity in REITs?," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 43(1), pages 73-98, July.
  146. Eckwert, Bernhard & Zilcha, Itzhak, 2001. "The Value of Information in Production Economies," Journal of Economic Theory, Elsevier, vol. 100(1), pages 172-186, September.
  147. Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley, 2011. "The impact on the pricing process of costly active management and performance chasing clients," Journal of Economic Interaction and Coordination, Springer, vol. 6(1), pages 61-82, May.
  148. Robert Litzenberger & Jeff Castura & Richard Gorelick, 2012. "The Impacts of Automation and High Frequency Trading on Market Quality," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 59-98, October.
  149. Gary Gorton & James Dow, 1991. "Trading, Communication and the Response of Price to New Information," NBER Working Papers 3687, National Bureau of Economic Research, Inc.
  150. Chong, Zhiwei, 2012. "Rational expectations equilibrium with transaction costs in financial markets," Finance Research Letters, Elsevier, Elsevier, vol. 9(2), pages 73-80.
  151. Araújo, Tanya & Dias, João & Eleutério, Samuel & Louçã, Francisco, 2013. "A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3708-3714.
  152. Dimitri Vayanos & Jiang Wang, 2009. "Liquidity and asset prices: a united framework," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 29303, London School of Economics and Political Science, LSE Library.
  153. Eden, Benjamin, 1982. "Competitive Price Adjustment to Changes in the Money Supply," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 97(3), pages 499-517, August.
  154. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Discussion Papers of DIW Berlin 1377, DIW Berlin, German Institute for Economic Research.
  155. Agustin Villar, 2006. "Is financial stability policy now better placed to prevent systemic banking crises?," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 99-122 Bank for International Settlements.
  156. Brockman, Paul & Yan, Xuemin (Sterling), 2009. "Block ownership and firm-specific information," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 308-316, February.
  157. Ricardo Grinspun, 1995. "Learning rational expectations in an asset market," Journal of Economics, Springer, Springer, vol. 61(3), pages 215-243, October.
  158. Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates, and the current account," Working Papers, Federal Reserve Bank of Boston 04-5, Federal Reserve Bank of Boston.
  159. He, Wen & Li, Donghui & Shen, Jianfeng & Zhang, Bohui, 2013. "Large foreign ownership and stock price informativeness around the world," Journal of International Money and Finance, Elsevier, Elsevier, vol. 36(C), pages 211-230.
  160. Impavido, Gregorio & Musalem, Alberto R. & Tressel, Thierry, 2001. "Contractual savings institutions and banks'stability and efficiency," Policy Research Working Paper Series 2751, The World Bank.
  161. Giofré, Maela, 2013. "Investor protection rights and foreign investment," Journal of Comparative Economics, Elsevier, vol. 41(2), pages 506-526.
  162. Batchelor, Roy & Kwan, Tai Yeong, 2007. "Judgemental bootstrapping of technical traders in the bond market," International Journal of Forecasting, Elsevier, Elsevier, vol. 23(3), pages 427-445.
  163. Haris Bin Jamil & Aisha Ghazi Aurakzai & Muhammad Subayyal, 2014. "Can Analysts Really Forecast? Evidence from the Karachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, Department of Economics, The Lahore School of Economics, vol. 19(1), pages 91-109, Jan-June.
  164. Burlacu, Radu & Fontaine, Patrice & Jimenez-Garcès, Sonia & Seasholes, Mark S., 2012. "Risk and the cross section of stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 105(3), pages 511-522.
  165. Krebs, Tom, 2007. "Rational expectations equilibrium and the strategic choice of costly information," Journal of Mathematical Economics, Elsevier, vol. 43(5), pages 532-548, June.
  166. Taneli Mäkinen & Björn Ohl, 2014. "Information acquisition and learning from prices over the business cycle," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 946, Bank of Italy, Economic Research and International Relations Area.
  167. Pierre Collin-Dufresne & Vyacheslav Fos, 2013. "Moral Hazard, Informed Trading, and Stock Prices," NBER Working Papers 19619, National Bureau of Economic Research, Inc.
  168. Oxelheim, Lars & Rafferty, Michael, 2005. "On the static efficiency of secondary bond markets," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 15(2), pages 117-135, April.
  169. Joon Chae & Albert Wang, 2004. "Who makes market," Econometric Society 2004 Far Eastern Meetings, Econometric Society 605, Econometric Society.
  170. Fernando Lefort & Fernando Diaz, 2013. "Macroeconomic Stability, Financial Risks and Market Eciency: Evidence for a Small and Open Economy," Working Papers, Facultad de Economía y Empresa, Universidad Diego Portales 45, Facultad de Economía y Empresa, Universidad Diego Portales.
  171. Arthur, W.B. & Holland, J.H. & LeBaron, B. & Palmer, R. & Tayler, P., 1996. "Asset Pricing Under Endogenous Expectations in an Artificial Stock Market," Working papers, Wisconsin Madison - Social Systems 9625, Wisconsin Madison - Social Systems.
  172. Chia-Hsuan Yeh, 2007. "The role of intelligence in time series properties," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 30(2), pages 95-123, September.
  173. Leonard J. Mirman & Egas Salgueiro & Marc Santugini, 2011. "Noisy Signaling in Monopoly," Cahiers de recherche 11-03, HEC Montréal, Institut d'économie appliquée, revised May 2013.
  174. J. Doyne Farmer, 1998. "Market Force, Ecology, and Evolution," Research in Economics 98-12-117e, Santa Fe Institute.
  175. Raphael Markellos & Terence Mills, 2003. "Asset pricing dynamics," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(6), pages 533-556.
  176. Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2010. "The relative contributions of private information sharing and public information releases to information aggregation," Journal of Economic Theory, Elsevier, vol. 145(4), pages 1574-1601, July.
  177. Yosef Bonaparte & Russell Cooper, 2010. "Rationalizing Trading Frequency and Returns," Economics Working Papers, European University Institute ECO2010/25, European University Institute.
  178. Ferreira, Daniel & Ferreira, Miguel A. & Raposo, Clara C., 2008. "Board Structure and Price Informativeness," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University 2008-4, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  179. Dong, Ming, 2014. "Market reaction to transparency: An empirical study on life insurance demand in Europe," ICIR Working Paper Series 17/14, International Center for Insurance Regulation (ICIR), Goethe University Frankfurt.
  180. Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Advisors and Asset Prices: A Model of the Origins of Bubbles," Levine's Bibliography 122247000000001003, UCLA Department of Economics.
  181. Arthur Petit-Romec, 2011. "L'intérêt d'un renforcement des fonds propres bancaires (et de mesures complémentaires) pour concilier stabilité financière, performance et bon fonctionnement des banques," Post-Print dumas-00643745, HAL.
  182. Jasmina Hasanhodzic & Andrew Lo & Emanuele Viola, 2011. "A computational view of market efficiency," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(7), pages 1043-1050.
  183. Javier Gil-Bazo & David Moreno & Mikel Tapia, 2005. "Price Dynamics, Informational Efficiency And Wealth Distribution In Continuous Double Auction Markets," Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa wb057819, Universidad Carlos III, Departamento de Economía de la Empresa.
  184. Richard McLean & James Peck & Andrew Postlewaite, 2004. "On Price-Taking Behavior in Asymmetric Information Economies," PIER Working Paper Archive 04-040, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  185. Alexander Kovalenkov & Xavier Vives, 2008. "Competitive Rational Expectations Equilibria without Apology," CESifo Working Paper Series 2446, CESifo Group Munich.
  186. Parmendra Sharma & Eduardo Roca, 2011. "Re–Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies," Discussion Papers in Finance finance:201120, Griffith University, Department of Accounting, Finance and Economics.
  187. Cashman, George D., 2010. "Pay-performance sensitivity and firm size: Insights from the mutual fund industry," Journal of Corporate Finance, Elsevier, Elsevier, vol. 16(4), pages 400-412, September.
  188. Lee, Charles M. C., 2001. "Market efficiency and accounting research: a discussion of 'capital market research in accounting' by S.P. Kothari," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 31(1-3), pages 233-253, September.
  189. De Long, J Bradford & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1990. "Noise Trader Risk in Financial Markets," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 98(4), pages 703-38, August.
  190. Michael E. Drew & Jon D. Stanford, 2003. "A Review of Australia’s Compulsory Superannuation Scheme After a Decade," School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology 127, School of Economics and Finance, Queensland University of Technology.
  191. Giovanni Ferri & Doris Neuberger, 2014. "The Banking Regulatory Bubble and How to Get out of It," Rivista di Politica Economica, SIPI Spa, SIPI Spa, issue 2, pages 39-69, April-Jun.
  192. Calvo, Guillermo A. & Mendoza, Enrique G., 2000. "Rational contagion and the globalization of securities markets," Journal of International Economics, Elsevier, vol. 51(1), pages 79-113, June.
  193. Sirnes, Espen, 2011. "Why falling information costs may increase demand for index funds," Review of Financial Economics, Elsevier, Elsevier, vol. 20(1), pages 37-47, January.
  194. Taub, B., 1997. "Optimal policy in a model of endogenous fluctuations and assets," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 21(10), pages 1669-1697, August.
  195. LeBaron, Blake, 2000. "Agent-based computational finance: Suggested readings and early research," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 24(5-7), pages 679-702, June.
  196. Robert S. Gibbons & Richard T. Holden & Michael L. Powell, 2010. "Rational-Expectations Equilibrium in Intermediate Good Markets," NBER Working Papers 15783, National Bureau of Economic Research, Inc.
  197. Emanuela Sciubba, 2005. "Asymmetric information and survival in financial markets," Economic Theory, Springer, Springer, vol. 25(2), pages 353-379, 02.
  198. Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998. "Conditional Market Timing with Benchmark Investors," NBER Working Papers 6434, National Bureau of Economic Research, Inc.
  199. Hasan, Iftekhar & Song, Liang & Wachtel , Paul, 2013. "Institutional development and stock price synchronicity: Evidence from China," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 20/2013, Bank of Finland, Institute for Economies in Transition.
  200. Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman, 1999. "An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior," Working Paper, Federal Reserve Bank of Atlanta 99-1, Federal Reserve Bank of Atlanta.
  201. David Eagle, 2005. "The Indexing Paradox -- Be Thankful for Irrational Investors," Finance, EconWPA 0512034, EconWPA.
  202. Malte Krueger, 2012. "Money: A Market Microstructure Approach," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44(6), pages 1245-1258, 09.
  203. Hong, Harrison & Stein, Jeremy, 2007. "Disagreement and the Stock Market," Scholarly Articles 2894690, Harvard University Department of Economics.
  204. Marín Vigueras, José Maria & Olivier, Jacques, 2007. "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6244, C.E.P.R. Discussion Papers.
  205. Singh, Ajit, 1995. "'Openness' and the 'Market Friendly' approach to development: learning the right lessons from development experience," MPRA Paper 54988, University Library of Munich, Germany.
  206. Allen, Franklin & Vayanos, Dimitri & Vives, Xavier, 2014. "Introduction to financial economics," Journal of Economic Theory, Elsevier, vol. 149(C), pages 1-14.
  207. Jiang, Wei, 2003. "A nonparametric test of market timing," Journal of Empirical Finance, Elsevier, Elsevier, vol. 10(4), pages 399-425, September.
  208. Maloney, Michael T. & Mulherin, J. Harold, 2003. "The complexity of price discovery in an efficient market: the stock market reaction to the Challenger crash," Journal of Corporate Finance, Elsevier, Elsevier, vol. 9(4), pages 453-479, September.
  209. Agarwal, Vikas & Mullally, Kevin Andrew & Tang, Yuehua & Yang, Baozhong, 2014. "Mandatory portfolio disclosure, stock liquidity, and mutual fund performance," CFR Working Papers 13-04 [rev.], University of Cologne, Centre for Financial Research (CFR).
  210. Heinemann, Maik, 2009. "E-stability and stability of adaptive learning in models with private information," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(12), pages 2001-2014, December.
  211. Erenburg, Grigori & Kurov, Alexander & Lasser, Dennis J., 2006. "Trading around macroeconomic announcements: Are all traders created equal?," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 15(4), pages 470-493, October.
  212. Acemoglu, D. & Zilibotti, F., 1996. "Agency Costs in the Process of Development," Working papers 96-8, Massachusetts Institute of Technology (MIT), Department of Economics.
  213. Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michalis, 2009. "Portfolio Inertia and Stock Market Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7239, C.E.P.R. Discussion Papers.
  214. Guillermo A. Calvo, 2005. "Crises in Emerging Market Economies: A Global Perspective," NBER Working Papers 11305, National Bureau of Economic Research, Inc.
  215. Fletcher, Jonathan, 1999. "The evaluation of the performance of UK American unit trusts," International Review of Economics & Finance, Elsevier, Elsevier, vol. 8(4), pages 455-466, November.
  216. Pietra, Tito & Siconolfi, Paolo, 2008. "Trade and revelation of information," Journal of Economic Theory, Elsevier, vol. 138(1), pages 132-164, January.
  217. Jürgen Huber & Martin Angerer & Michael Kirchler, 2011. "Experimental asset markets with endogenous choice of costly asymmetric information," Experimental Economics, Springer, Springer, vol. 14(2), pages 223-240, May.
  218. Takahashi, Hidetomo, 2010. "The influence of academic interactions on stock selection and performance: Evidence from Japan," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 50(3), pages 361-366, August.
  219. Hua He and Jiang Wang., 1993. "Differential Information and Dynamic Behavior of Stock Trading Volume," Research Program in Finance Working Papers, University of California at Berkeley RPF-228, University of California at Berkeley.
  220. Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long-Lived Information," Journal of Finance, American Finance Association, American Finance Association, vol. 63(2), pages 639-672, 04.
  221. Messner, Simon & Vives, Xavier, 2001. "Allocative and Productive Efficiency in REE with Asymmetric Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2678, C.E.P.R. Discussion Papers.
  222. Maik Heinemann, 2007. "E–stability and stability of adaptive learning in models with asymmetric information," Working Paper Series in Economics 69, University of Lüneburg, Institute of Economics.
  223. Vo, Long H. & Roberts, Leigh, 2014. "On long memory behaviour and predictability of financial markets," Working Paper Series, Victoria University of Wellington, School of Economics and Finance 3361, Victoria University of Wellington, School of Economics and Finance.
  224. Gehrig, Thomas & Menkhoff, Lukas, 2003. "The use of flow analysis in foreign exchange: exploratory evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-276, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  225. Harris, Milton & Raviv, Artur, 1993. "Differences of Opinion Make a Horse Race," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 6(3), pages 473-506.
  226. Cullen, Grant & Gasbarro, Dominic & Monroe, Gary S., 2010. "Mutual fund trades and the value of contradictory private information," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 378-387, February.
  227. Oleksiy Kryvtsov, 2005. "Information Flows and Aggregate Persistence," Computing in Economics and Finance 2005, Society for Computational Economics 416, Society for Computational Economics.
  228. Agrawal, Anup & Nasser, Tareque, 2012. "Insider trading in takeover targets," Journal of Corporate Finance, Elsevier, Elsevier, vol. 18(3), pages 598-625.
  229. Palea Vera, 2013. "The Effect of the European Regulation 1606/2002 on Market Efficiency: Early Empirical Evidence and Some Suggestions for Future Research and Policy-Making Discussion," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin 201310, University of Turin.
  230. Leonard J. Mirman & Marc Santugini, 2008. "The Informational Role of Prices," Cahiers de recherche 08-09, HEC Montréal, Institut d'économie appliquée, revised Apr 2014.
  231. Aouadi, Amal & Arouri, Mohamed & Teulon, Frédéric, 2013. "Investor attention and stock market activity: Evidence from France," Economic Modelling, Elsevier, vol. 35(C), pages 674-681.
  232. V. V. Chari & Patrick J. Kehoe, 2003. "Financial Crises as Herds: Overturning the Critiques," NBER Working Papers 9658, National Bureau of Economic Research, Inc.
  233. Caprio, Gerard & Honohan, Patrick, 2001. "Finance for Growth: Policy Choices in a Volatile World," MPRA Paper 9929, University Library of Munich, Germany.
  234. Muendler, Marc-Andreas, 2008. "Risk-neutral investors do not acquire information," Finance Research Letters, Elsevier, Elsevier, vol. 5(3), pages 156-161, September.
  235. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.
  236. Bernardo, Antonio E. & Judd, Kenneth L., 2000. "Asset market equilibrium with general tastes, returns, and informational asymmetries," Journal of Financial Markets, Elsevier, Elsevier, vol. 3(1), pages 17-43, February.
  237. Pasquariello, Paolo, 2008. "The anatomy of financial crises: Evidence from the emerging ADR market," Journal of International Economics, Elsevier, vol. 76(2), pages 193-207, December.
  238. Michael Baye & Ann Gillette & Casper Vries, 1994. "Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist," Journal of Economics, Springer, Springer, vol. 59(1), pages 71-96, February.
  239. Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  240. G. Glenn Baigent, 2003. "Competitive Markets and Aggregate Information," Eastern Economic Journal, Eastern Economic Association, vol. 29(4), pages 593-606, Fall.
  241. Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009. "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October.
  242. Antonio Mele & Francesco Sangiorgi, 2009. "Ambiguity, Information Acquisition and Price Swings in Asset Markets," FMG Discussion Papers, Financial Markets Group dp633, Financial Markets Group.
  243. Alexeev, Vitali & Tapon, Francis, 2011. "Testing weak form efficiency on the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, Elsevier, vol. 18(4), pages 661-691, September.
  244. Arvid Oskar Ivar Hoffmann & Wander Jager & J. H. Von Eije, 2007. "Social Simulation of Stock Markets: Taking It to the Next Level," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 10(2), pages 7.
  245. Thomas Stöckl, 2014. "Price efficiency and trading behavior in limit order markets with competing insiders," Experimental Economics, Springer, Springer, vol. 17(2), pages 314-334, June.
  246. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, Elsevier, vol. 27(2), pages 413-437, April.
  247. Calvo, Guillermo A. & Izquierdo, Alejandro & Loo-Kung, Rudy, 2006. "Relative price volatility under Sudden Stops: The relevance of balance sheet effects," Journal of International Economics, Elsevier, vol. 69(1), pages 231-254, June.
  248. Allaire, Gilles, 2009. "Economics of Conventions and the New Economic Sociology and our Understanding of Food Quality and New Food Markets and Trade Institutions: What are markets that pure economics does not know?," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists 53203, International Association of Agricultural Economists.
  249. Zattler, Jürgen K., 1998. "Endogene Wachstumstheorie und wirtschaftspolitische Implikaktionen für Entwicklungsländer: The missing link," Discussion Papers in Development Economics 27, Justus Liebig University Giessen, Institute for Development Economics.
  250. Chen, Haiqiang & Choi, Paul Moon Sub, 2012. "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, Elsevier, vol. 19(2), pages 175-199.
  251. Kent Daniel & Sheridan Titman, 2000. "Market Efficiency in an Irrational World," NBER Working Papers 7489, National Bureau of Economic Research, Inc.
  252. Guzman, Giselle C., 2008. "Using sentiment to predict GDP growth and stock returns," MPRA Paper 36505, University Library of Munich, Germany.
  253. Nicholas Stern, 2009. "Imperfections in the Economics of Public Policy, Imperfections in Markets, and Climate Change," Working Papers 2009.106, Fondazione Eni Enrico Mattei.
  254. Makarov, Igor & Rytchkov, Oleg, 2012. "Forecasting the forecasts of others: Implications for asset pricing," Journal of Economic Theory, Elsevier, vol. 147(3), pages 941-966.
  255. Cheol-Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 21(4), pages 786-826, 09.
  256. Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2013. "On the inefficiency of Brownian motions and heavier tailed price processes," Business Economics Working Papers id-13-01, Universidad Carlos III, Instituto sobre Desarrollo Empresarial "Carmen Vidal Ballester".
  257. Léonce Ndikumana, 2001. "Financial Markets and Economic Development in Africa," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst wp17, Political Economy Research Institute, University of Massachusetts at Amherst.
  258. Leonardo Becchetti & Fabrizio Adriani, 2004. "Do high-tech stock prices revert to their 'fundamental' value?," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(7), pages 461-476.
  259. McNulty, M. & Huffman, Wallace, 1996. "Market Equilibria with Endogenous, Hierarchical Information," Staff General Research Papers 5166, Iowa State University, Department of Economics.
  260. Feeney, Rob & King, Stephen P., 2001. "Sequential parimutuel games," Economics Letters, Elsevier, vol. 72(2), pages 165-173, August.
  261. Torben Andersen, 1990. "Information, endogenous uncertainty and risk aversion," Journal of Economics, Springer, Springer, vol. 52(2), pages 117-140, June.
  262. Bjonnes,H. & Rime,D., 2000. "Customer trading and information in foreign exchange markets," Memorandum, Oslo University, Department of Economics 30/2000, Oslo University, Department of Economics.
  263. Hossein Varamini & Svetlana Kalash, 2008. "Testing Market Efficiency for Different Market Capitalization Funds," American Journal of Business, Emerald Group Publishing, Emerald Group Publishing, vol. 23(2), pages 17-26.
  264. Randall Morck & Daniel Wolfenzon & Bernard Yeung, 2004. "Corporate Governance, Economic Entrenchment and Growth," NBER Working Papers 10692, National Bureau of Economic Research, Inc.
  265. Christophe Morel, 2001. "Stock selection using a multi-factor model - empirical evidence from the French stock market," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(4), pages 312-334.
  266. Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," IESE Research Papers D/874, IESE Business School.
  267. Gabriel Desgranges & Maik Heinemann, 2004. "Strongly rational expectations equilibria with endogenous acquisition of information," Computing in Economics and Finance 2004, Society for Computational Economics 35, Society for Computational Economics.
  268. Marcin Kacperczyk & Jaromir B. Nosal & Luminita Stevens, 2014. "Investor Sophistication and Capital Income Inequality," NBER Working Papers 20246, National Bureau of Economic Research, Inc.
  269. Tang, Ke & Wang, Wenjun & Xu, Rong, 2012. "Size and performance of Chinese mutual funds: The role of economy of scale and liquidity," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 20(2), pages 228-246.
  270. Hsu, Yenshan & Shiu, Cheng-Yi, 2010. "The overconfidence of investors in the primary market," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 18(2), pages 217-239, April.
  271. Éric Jondeau, 2004. "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 74(1), pages 157-175.
  272. Toms, J. S., 2002. "The rise of modern accounting and the fall of the public company: the Lancashire cotton mills 1870-1914," Accounting, Organizations and Society, Elsevier, vol. 27(1-2), pages 61-84.
  273. Reboredo, Juan C. & Rivera-Castro, Miguel A. & Miranda, José G.V. & García-Rubio, Raquel, 2013. "How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1631-1637.
  274. Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
  275. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007. "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers 13625, National Bureau of Economic Research, Inc.
  276. Phillip Simmons, 2012. "Using a Differential Evolutionary Algorithm to Test the Efficient Market Hypothesis," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 40(4), pages 377-385, December.
  277. Daron Acemoglu & Asuman E. Ozdaglar, 2010. "Opinion Dynamics and Learning in Social Networks," Levine's Working Paper Archive 661465000000000222, David K. Levine.
  278. Karolyi, G. Andrew & Lee, Kuan Hui & van Dijk, Mathijs A., 2007. "Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World," Working Paper Series 2007-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  279. Kristoffer Nimark, 2012. "Speculative Dynamics in the Term Structure of Interest Rates," Working Papers 430, Barcelona Graduate School of Economics.
  280. Joseph E. Stiglitz, 1980. "On the Almost Neutrality of Inflation: Notes on Taxation and the Welfare Costs of Inflation," NBER Working Papers 0499, National Bureau of Economic Research, Inc.
  281. Donati, Paola & Momi, Takeshi, 2003. "Indeterminacy of rational expectations equilibria in sequential financial markets," Journal of Mathematical Economics, Elsevier, vol. 39(7), pages 743-762, September.
  282. Murthi, B. P. S. & Choi, Yoon K. & Desai, Preyas, 1997. "Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach," European Journal of Operational Research, Elsevier, Elsevier, vol. 98(2), pages 408-418, April.
  283. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  284. Tetsushi Homma & Yoshiro Tsutsui & Uri Benzion, 2005. "Exchange rate and stock prices in Japan," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(7), pages 469-478.
  285. Mark Grinblatt & Matti Keloharju, 2006. "Sensation Seeking, Overconfidence, and Trading Activity," NBER Working Papers 12223, National Bureau of Economic Research, Inc.
  286. Pasquariello, Paolo, 2014. "Prospect Theory and market quality," Journal of Economic Theory, Elsevier, vol. 149(C), pages 276-310.
  287. Mendel, Brock & Shleifer, Andrei, 2012. "Chasing Noise," Scholarly Articles 10859950, Harvard University Department of Economics.
  288. Quentin Chu & Deborah Pittman & Linda Yu, 2005. "Information Risk in TIPS Market: An Analysis of Nominal and Real Interest Rates," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 24(3), pages 235-250, May.
  289. Khanna, Naveen & Sonti, Ramana, 2004. "Value creating stock manipulation: feedback effect of stock prices on firm value," Journal of Financial Markets, Elsevier, Elsevier, vol. 7(3), pages 237-270, June.
  290. Philip Bond & Hulya Eraslan, 2007. "Information-based trade," Levine's Bibliography 122247000000001689, UCLA Department of Economics.
  291. Robert G. King, 2010. "Comment on "Noisy Business Cycles"," NBER Chapters, in: NBER Macroeconomics Annual 2009, Volume 24, pages 395-407 National Bureau of Economic Research, Inc.
  292. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, . "Liquidity, Information, and the Overnight Rate," IEW - Working Papers 186, Institute for Empirical Research in Economics - University of Zurich.
  293. Hull, Matthew & McGroarty, Frank, 2014. "Do emerging markets become more efficient as they develop? Long memory persistence in equity indices," Emerging Markets Review, Elsevier, Elsevier, vol. 18(C), pages 45-61.
  294. Harrison Hong & Terence Lim & Jeremy C. Stein, 2000. "Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies," Journal of Finance, American Finance Association, American Finance Association, vol. 55(1), pages 265-295, 02.
  295. Rohit Rahi & Jean-Pierre Zigrand, 2007. "A theory of strategic intermediation and endogenous liquidity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 4764, London School of Economics and Political Science, LSE Library.
  296. Biais, Bruno & Glosten, Larry & Spatt, Chester, 2004. "Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 253, Institut d'Économie Industrielle (IDEI), Toulouse.
  297. Daniel Szpiro, 1998. "Informations et vitesse de réaction du marché boursier en continu. Une analyse empirique du marché boursier français," Revue Économique, Programme National Persée, vol. 49(2), pages 487-526.
  298. Vozlyublennaia, Nadia, 2014. "Investor attention, index performance, and return predictability," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 17-35.
  299. Diane Del Guercio & Jonathan Reuter, 2011. "Mutual Fund Performance and the Incentive to Generate Alpha," NBER Working Papers 17491, National Bureau of Economic Research, Inc.
  300. Hsin, Chin-Wen & Tseng, Po-Wen, 2012. "Stock price synchronicities and speculative trading in emerging markets," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 22(3), pages 82-109.
  301. Albert Wang & Joon Chae, 2004. "Who makes markets? The Role of Dealers and Liquidity Provision," Econometric Society 2004 North American Summer Meetings 364, Econometric Society.
  302. Solomon, David H. & Soltes, Eugene & Sosyura, Denis, 2014. "Winners in the spotlight: Media coverage of fund holdings as a driver of flows," Journal of Financial Economics, Elsevier, Elsevier, vol. 113(1), pages 53-72.
  303. Jordi Mondria, 2006. "Financial Contagion and Attention Allocation," 2006 Meeting Papers, Society for Economic Dynamics 177, Society for Economic Dynamics.
  304. Fulghieri, Paolo & Lukin, Dmitry, 2001. "Information production, dilution costs, and optimal security design," Journal of Financial Economics, Elsevier, Elsevier, vol. 61(1), pages 3-42, July.
  305. Deli, Daniel N. & Varma, Raj, 2002. "Contracting in the investment management industry: *1: evidence from mutual funds," Journal of Financial Economics, Elsevier, Elsevier, vol. 63(1), pages 79-98, January.
  306. Thomas Liebi, 2003. "The Demand for Tests," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft dp0307, Universitaet Bern, Departement Volkswirtschaft.
  307. Greenwood, Robin, 2005. "Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage," Journal of Financial Economics, Elsevier, Elsevier, vol. 75(3), pages 607-649, March.
  308. Akram, Qaisar Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6878, C.E.P.R. Discussion Papers.
  309. Zunino, Luciano & Fernández Bariviera, Aurelio & Guercio, M. Belén & Martinez, Lisana B. & Rosso, Osvaldo A., 2012. "On the efficiency of sovereign bond markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4342-4349.
  310. García, Diego & Urošević, Branko, 2013. "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, Elsevier, vol. 16(3), pages 526-549.
  311. D. Sornette & W. -X. Zhou, 2003. "Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market," Papers cond-mat/0306496, arXiv.org.
  312. Pingyang Gao, 2008. "Keynesian Beauty Contest, Accounting Disclosure, and Market Efficiency," Journal of Accounting Research, Wiley Blackwell, Wiley Blackwell, vol. 46(4), pages 785-807, 09.
  313. Christian Hellwig & Arijit Mukherji & Aleh Tsyvinski, 2005. "Self-Fulfilling Currency Crises: The Role of Interest Rates," NBER Working Papers 11191, National Bureau of Economic Research, Inc.
  314. Matthew O. Jackson & James Peck, 1993. "Costly Information Acquisition," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1087, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  315. Sheriffdeen A. Tella & Olumuyiwa G. Yinusa & Ayinde Taofeek Olusola & Saban Celik, 2011. "Global Economic Crisis And Stock Markets Efficiency: Evidence From Selected Africa Countries," Bogazici Journal of Economics and Administrative Sciences, Bogazici University, Department of Economics, Bogazici University, Department of Economics, vol. 25(1), pages 139-169.
  316. David Goldbaum, 2004. "Market Efficiency and Learning in an Endogenously Unstable Environment," Working Papers Rutgers University, Newark, Department of Economics, Rutgers University, Newark 2004-002, Department of Economics, Rutgers University, Newark.
  317. Michael E. Drew & Jon D. Stanford & Madhu Veeraraghavan, 2001. "Testing The Incomplete Arbitrate Hypothesis: Evidence From Australian Wholesale Superannuation Funds," School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology 099, School of Economics and Finance, Queensland University of Technology.
  318. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 06-19, Swiss Finance Institute.
  319. Zhiguo He & Asaf Manela, 2012. "Information Acquisition in Rumor Based Bank Runs," NBER Working Papers 18513, National Bureau of Economic Research, Inc.
  320. Jin, Hyun Joung & Frechette, Darren L., 2002. "Fractal Geometry In Agricultural Cash Price Dynamics," 2002 Annual meeting, July 28-31, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 19696, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  321. Michael E. Drew & Jon D. Stanford, 2002. "The Economics of Choice of Superannuation Fund," School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology 102, School of Economics and Finance, Queensland University of Technology.
  322. Alexander S. Sangare, 2005. "Efficience des marchés : un siècle après Bachelier," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 81(4), pages 107-132.
  323. Simons, Dirk & Weißenberger, Barbara E., 2007. "Die Konvergenz von externem und internem Rechnungswesen –Kritische Faktoren für die Entwicklung einer partiell integrierten Rechnungslegung aus theoretischer Sicht–," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim 07-67, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  324. Vega, Clara, 2006. "Stock price reaction to public and private information," Journal of Financial Economics, Elsevier, Elsevier, vol. 82(1), pages 103-133, October.
  325. Bertrand Maillet & Thierry Michel, 2000. "Further insights on the puzzle of technical analysis profitability," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 6(2), pages 196-224.
  326. Yoon Je Cho & Hellmann, Thomas, 1993. "The government's role in Japanese and Korean credit markets : a new institutional economics perspective," Policy Research Working Paper Series 1190, The World Bank.
  327. Burger, Kees & Daviron, Benoit & Flores, Vanessa, 2009. "International Commodity Organizations and Governance of Global Value Chains," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists 51631, International Association of Agricultural Economists.
  328. Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar, 2010. "O/S: The relative trading activity in options and stock," Journal of Financial Economics, Elsevier, Elsevier, vol. 96(1), pages 1-17, April.
  329. Dang, Tri Vi & Felgenhauer, Mike, 2012. "Information provision in over-the-counter markets," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 21(1), pages 79-96.
  330. Vagnani, Gianluca, 2009. "The Black-Scholes model as a determinant of the implied volatility smile: A simulation study," Journal of Economic Behavior & Organization, Elsevier, vol. 72(1), pages 103-118, October.
  331. Wermers, Russ, 2006. "Performance evaluation with portfolio holdings information," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 207-230, August.
  332. Wong, Woon K & Copeland, Laurence & Lu, Ralph, 2008. "The Other Side of the Trading Story: Evidence from NYSE," Cardiff Economics Working Papers E2008/12, Cardiff University, Cardiff Business School, Economics Section.
  333. repec:wyi:journl:002166 is not listed on IDEAS
  334. David Goldbaum, 2000. "Profitability And Market Stability: Fundamentals And Technical Trading Rules," Computing in Economics and Finance 2000, Society for Computational Economics 85, Society for Computational Economics.
  335. Siemroth, Christoph, 2014. "Why prediction markets work : The role of information acquisition and endogenous weighting," Working Papers 14-02, University of Mannheim, Department of Economics.
  336. Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan, 1998. "Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 8(3-4), pages 325-356, December.
  337. Roe, Brian E. & Teisl, Mario F., 1998. "The Economics Of Labeling: An Overview Of Issues For Health And Environmental Disclosure," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, Northeastern Agricultural and Resource Economics Association, vol. 27(2), October.
  338. Petra Fleischer & Ross Maller & Gernot Müller, 2011. "A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model," Journal of Economics and Finance, Springer, Springer, vol. 35(2), pages 123-148, April.
  339. Loh, Roger & Mian, G. Mujtaba, 2005. "Do Accurate Earnings Forecasts Facilitate Superior Investment Recommendations?," Working Paper Series 2004-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  340. Alessandro Fiori Maccioni, 2011. "Endogenous Bubbles in Derivatives Markets: The Risk Neutral Valuation Paradox," Papers 1106.5274, arXiv.org, revised Sep 2011.
  341. A. Fiori Maccioni, 2011. "The risk neutral valuation paradox," Working Paper CRENoS 201112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  342. Giofré, Maela, 2013. "International diversification: Households versus institutional investors," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 145-176.
  343. Joshua Aizenman & Mahir Binici & Michael M. Hutchison, 2013. "Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis," NBER Working Papers 19125, National Bureau of Economic Research, Inc.
  344. Juan Carlos Hatchondo, 2005. "The value of information with heterogeneous agents and partially revealing prices," Working Paper, Federal Reserve Bank of Richmond 05-06, Federal Reserve Bank of Richmond.
  345. Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013. "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper 51640, University Library of Munich, Germany.
  346. Coval, Joshua & Stafford, Erik, 2007. "Asset fire sales (and purchases) in equity markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 86(2), pages 479-512, November.
  347. Caplin, A. & Leahy, J., 1993. "Mass Layoffs and Unemployment," Harvard Institute of Economic Research Working Papers 1666, Harvard - Institute of Economic Research.
  348. A. Can Inci & Biao Lu & H. Nejat Seyhun, 2010. "Intraday Behavior of Stock Prices and Trades around Insider Trading," Financial Management, Financial Management Association International, Financial Management Association International, vol. 39(1), pages 323-363, 03.
  349. Armstrong, Mark, 2014. "Search and Ripoff Externalities," MPRA Paper 57958, University Library of Munich, Germany.
  350. Giovanni Ferri & Andrea Morone, 2008. "The Effect of Rating Agencies on Herd Behaviour," EERI Research Paper Series EERI_RP_2008_21, Economics and Econometrics Research Institute (EERI), Brussels.
  351. Stephen Dempsey & David Harrison & Kimberly Luchtenberg & Michael Seiler, 2012. "Financial Opacity and Firm Performance: The Readability of REIT Annual Reports," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 45(2), pages 450-470, August.
  352. Glaser, Markus & Weber, Martin, 2003. "Overconfidence and Trading Volume," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3941, C.E.P.R. Discussion Papers.
  353. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013. "ETF arbitrage: Intraday evidence," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3486-3498.
  354. Kraus, Alan & Smith, Maxwell, 1998. "Endogenous sunspots, pseudo-bubbles, and beliefs about beliefs," Journal of Financial Markets, Elsevier, Elsevier, vol. 1(2), pages 151-174, August.
  355. Ke, Bin & Ramalingegowda, Santhosh, 2005. "Do institutional investors exploit the post-earnings announcement drift?," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 39(1), pages 25-53, February.
  356. Liang, Woan-lih & Lin, Hsiou-wei W. & Syu, Yir-Jung, 2010. "Precision of Investor Information and Financial Disclosure," International Review of Economics & Finance, Elsevier, Elsevier, vol. 19(4), pages 627-632, October.
  357. Maela Giofré, 2010. "Investor Protection and Foreign Stakeholders," CESifo Working Paper Series 3102, CESifo Group Munich.
  358. Manzano, Carolina & Vives, Xavier, 2009. "Information Dispersion and Equilibrium Multiplicity," Working Papers 2072/43862, Universitat Rovira i Virgili, Department of Economics.
  359. Beracha, Eli & Fedenia, Mark & Skiba, Hilla, 2014. "Culture's impact on institutional investors' trading frequency," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 34-47.
  360. Enrique G. Mendoza & Guillermo A. Calvo, 2000. "Capital-Markets Crises and Economic Collapse in Emerging Markets: An Informational-Frictions Approach," American Economic Review, American Economic Association, American Economic Association, vol. 90(2), pages 59-64, May.
  361. Nadia Belkhir Boujelbene & Abdelfatteh Bouri & Jean-Luc Prigent, 2014. "Corporate Governance and Market Microstructure: Evidence on Institutional Investors in the Tunisian Stock Exchange," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(2), pages 58-71, April.
  362. Jennie Bai & Thomas Philippon & Alexi Savov, 2012. "Have financial markets become more informative?," Staff Reports 578, Federal Reserve Bank of New York.
  363. Alan D. Morrison, 2004. "Competition and Information Production in Market Maker Models," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 31(7-8), pages 1171-1190.
  364. Fong, Wai-Ming & Valente, Giorgio & Fung, Joseph K.W., 2010. "Covered interest arbitrage profits: The role of liquidity and credit risk," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1098-1107, May.
  365. Ryuichi Yamamoto, 2011. "Volatility clustering and herding agents: does it matter what they observe?," Journal of Economic Interaction and Coordination, Springer, vol. 6(1), pages 41-59, May.
  366. Menkhoff, Lukas, 2010. "The use of technical analysis by fund managers: International evidence," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2573-2586, November.
  367. Giofré, Maela, 2009. "The role of information asymmetries and inflation hedging in international equity portfolios," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 19(4), pages 237-255, October.
  368. Sean Salter & Ken Johnson & Ernest King, 2010. "Listing Specialization and Pricing Precision," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 40(3), pages 245-259, April.
  369. Jean-Philippe Bouchaud & J. Doyne Farmer & Fabrizio Lillo, 2008. "How markets slowly digest changes in supply and demand," Papers 0809.0822, arXiv.org.
  370. Christian Hellwig, 2005. "Knowing What Others Know: Coordination Motives in Information Acquisition (March 2007, with Laura Veldkamp)," UCLA Economics Online Papers 369, UCLA Department of Economics.
  371. Cao, Charles & Liang, Bing & Lo, Andrew W. & Petrasek, Lubomir, 2014. "Hedge fund holdings and stock market efficiency," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2014-36, Board of Governors of the Federal Reserve System (U.S.).
  372. Jean-Pierre Zigrand & Rohit Rahi, 2009. "Endogenous Liquidity and Contagion," FMG Discussion Papers, Financial Markets Group dp637, Financial Markets Group.
  373. Maela Giofré, 2009. "Convergence of EMU Equity Portfolios," CeRP Working Papers 88, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  374. Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2013. "High frequency trading and price discovery," Working Paper Series, European Central Bank 1602, European Central Bank.
  375. Curzio Giannini & Carlo Monticelli, 1997. "Which TARGET for monetary policy in stage three? Issues in the shaping of the European payment system," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 133(4), pages 657-682, December.
  376. Muendler, Marc-Andreas, 2007. "The possibility of informationally efficient markets," Journal of Economic Theory, Elsevier, vol. 133(1), pages 467-483, March.
  377. David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets: Part b," Working Papers Rutgers University, Newark, Department of Economics, Rutgers University, Newark 2004-011, Department of Economics, Rutgers University, Newark.
  378. Freitas, Luiz & Wagner, Jeffrey, 2009. "The uncertain moral context of price changes," Ecological Economics, Elsevier, vol. 68(4), pages 1100-1105, February.
  379. Christian Hellwig & Laura Veldkamp, 2006. "Knowing what others Know: Coordination motives in information acquisition," 2006 Meeting Papers, Society for Economic Dynamics 361, Society for Economic Dynamics.
  380. Busse, Jeffrey A. & Clifton Green, T., 2002. "Market efficiency in real time," Journal of Financial Economics, Elsevier, Elsevier, vol. 65(3), pages 415-437, September.
  381. Engers, Maxim & Hartmann, Monica & Stern, Steven, 2009. "Are lemons really hot potatoes?," International Journal of Industrial Organization, Elsevier, Elsevier, vol. 27(2), pages 250-263, March.
  382. Rolando Guzman & Charles Kolstad, 2007. "Researching Preferences, Valuation and Hypothetical Bias," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 37(3), pages 465-487, July.
  383. Arina Nikandrova, 2014. "Informational and Allocative Efficiency in Financial Markets with Costly Information," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics 1403, Birkbeck, Department of Economics, Mathematics & Statistics.
  384. Shaik, Saleem & Atwood, Joseph A., 2002. "An Examination Of Different Types Of Adverse Selection In Federal Crop Insurance," 2002 Annual Meeting, July 28-31, 2002, Long Beach, California, Western Agricultural Economics Association 36649, Western Agricultural Economics Association.
  385. Owen F. Humpage, 1991. "Central-bank intervention: recent literature, continuing controversy," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 12-26.
  386. Juan Dubra & Helios Herrera, 2002. "Market Participation, Information and Volatility," Working Papers, Centro de Investigacion Economica, ITAM 0206, Centro de Investigacion Economica, ITAM.
  387. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 50(1S), pages 148-166, January.
  388. Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2010. "Modelling Information Flows in Financial Markets," Papers 1004.4822, arXiv.org.
  389. Mälkönen , Ville, 2004. "Capital adequacy regulation and financial conglomerates," Research Discussion Papers 10/2004, Bank of Finland.
  390. Jan Klobucnik & Daniel Kreutzmann & Soenke Sievers & Stefan Kanne, 2012. "To buy or not to buy? The value of contradictory analyst signals," Cologne Graduate School Working Paper Series, Cologne Graduate School in Management, Economics and Social Sciences 03-03, Cologne Graduate School in Management, Economics and Social Sciences.
  391. Martin D. D. Evans & Richard K. Lyons, 2001. "Portfolio Balance, Price Impact, and Secret Intervention," NBER Working Papers 8356, National Bureau of Economic Research, Inc.
  392. Goodfriend, Marvin, 1986. "Monetary mystique: Secrecy and central banking," Journal of Monetary Economics, Elsevier, Elsevier, vol. 17(1), pages 63-92, January.
  393. Yang, Chunpeng & Li, Jinfang, 2014. "Two-period trading sentiment asset pricing model with information," Economic Modelling, Elsevier, vol. 36(C), pages 1-7.
  394. CALCAGNO, Riccardo & LOVO, Stefano M., 1998. "Bid-ask price competition with asymmetric information between market makers," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1998016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  395. Thomas Schuster, 2003. "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance, EconWPA 0305009, EconWPA.
  396. Marco Wölfle, 2009. "Information-based trade in Russia and the effects of listing abroad," Economic Change and Restructuring, Springer, Springer, vol. 42(4), pages 229-262, November.
  397. Damien Neven & Hans Zenger, 2008. "Ex Post Evaluation of Enforcement: A Principal-Agent Perspective," De Economist, Springer, Springer, vol. 156(4), pages 477-490, December.
  398. Agnes Bialecki & Eleonore Haguet & Gabriel Turinici, 2014. "Existence of an Equilibrium for Lower Semicontinuous Information Acquisition Functions," Post-Print hal-00723189, HAL.
  399. Nont Dhiensiri & Akin Sayrak, 2010. "The value impact of analyst coverage," Review of Accounting and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 9(3), pages 306-331, August.
  400. Bariviera, Aurelio Fernández, 2011. "The influence of liquidity on informational efficiency: The case of the Thai Stock Market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4426-4432.
  401. Kerry Back & Tao Li & Alexander Ljungqvist, 2013. "Liquidity and Governance," NBER Working Papers 19669, National Bureau of Economic Research, Inc.
  402. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38.
  403. LOVO, Stefano M. & CALCAGNO, R., 2001. "Market efficiency and Price Formation when Dealers are Asymmetrically Informed," Les Cahiers de Recherche 737, HEC Paris.
  404. Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A., 2012. "Understanding commonality in liquidity around the world," Journal of Financial Economics, Elsevier, Elsevier, vol. 105(1), pages 82-112.
  405. Owen, Sian & Yawson, Alfred, 2013. "Information asymmetry and international strategic alliances," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3890-3903.
  406. Alexander, Cindy R. & Bauguess, Scott W. & Bernile, Gennaro & Lee, Yoon-Ho Alex & Marietta-Westberg, Jennifer, 2013. "Economic effects of SOX Section 404 compliance: A corporate insider perspective," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 56(2), pages 267-290.
  407. Frey, Rüdiger & Alexander Stremme, 1995. "Market Volatility and Feedback Effects from Dynamic Hedging," Discussion Paper Serie B 310, University of Bonn, Germany.
  408. Richard A. Lambert & Christian Leuz & Robert E. Verrecchia, 2011. "Information Asymmetry, Information Precision, and the Cost of Capital," Review of Finance, European Finance Association, European Finance Association, vol. 16(1), pages 1-29.
  409. Leonardo Becchetti & Michele Bagella & Fabrizio Adriani, 2003. "Observed and 'Fundamental' Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe," CEIS Research Paper 34, Tor Vergata University, CEIS.
  410. Greg Caldwell, 2007. "Best Instruments for Market Discipline in Banking," Working Papers, Bank of Canada 07-9, Bank of Canada.
  411. John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2014. "Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience," NBER Working Papers 20000, National Bureau of Economic Research, Inc.
  412. Stefan Kanne & Jan Klobucnik & Daniel Kreutzmann & Soenke Sievers, 2012. "To buy or not to buy? The value of contradictory analyst signals," Financial Markets and Portfolio Management, Springer, Springer, vol. 26(4), pages 405-428, December.
  413. Chun-Da Chen & Alex YiHou Huang & Chih-Chun Chen, 2011. "The Effects of Abolishing a Foreign Institutional Investment Quota in Taiwan," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 47(2), pages 74-98, March.
  414. Giovanni Cespa, 2007. "Information Sales and Insider Trading with Long-lived Information," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 174, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  415. Giovanni Cespa, 2003. "A Comparison of Stock Market Mechanism," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 94, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  416. Salvatore Cantale & Dmitry Lukin, 2012. "Multiple-Project Financing with Informed Trading," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 16(1), pages 1-28, Spring.
  417. Basci, Erdem & Ozyildirim, Suheyla & Aydogan, Kursat, 1996. "A note on price-volume dynamics in an emerging stock market," Journal of Banking & Finance, Elsevier, vol. 20(2), pages 389-400, March.
  418. Garcia, René, 1986. "La théorie économique de l’information : exposé synthétique de la littérature," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 62(1), pages 88-109, mars.
  419. Rausser, Gordon C & Carter, Colin, 1983. "Futures Market Efficiency in the Soybean Complex," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-78, August.
  420. Lai Fong Woon & Noor Azlinna Azizan & M. Fazilah Abdul Samad, 2011. "A Strategic Framework For Value Enhancing Enterprise Risk Management," Journal of Global Business and Economics, Global Research Agency, Global Research Agency, vol. 2(1), pages 23-47, January.
  421. Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," SIFR Research Report Series, Institute for Financial Research 35, Institute for Financial Research.
  422. Geert Bekaert & Campbell R. Harvey, 1997. "Foreign Speculators and Emerging Equity Markets," William Davidson Institute Working Papers Series 79, William Davidson Institute at the University of Michigan.
  423. Philip Maymin, 2010. "Markets are efficient if and only if P = NP," Papers 1002.2284, arXiv.org, revised May 2010.
  424. Sergey Iskoz & Jiang Wang, 2003. "How to Tell if a Money Manager Knows More?," NBER Working Papers 9791, National Bureau of Economic Research, Inc.
  425. Azad, A.S.M. Sohel, 2009. "Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data," Research in International Business and Finance, Elsevier, Elsevier, vol. 23(3), pages 322-338, September.
  426. Crockett, Jean A., 1998. "Rational expectations, inflation and the nominal interest rate," Journal of Econometrics, Elsevier, Elsevier, vol. 83(1-2), pages 349-363.
  427. Hanson, Samuel G. & Sunderam, Adi, 2013. "Are there too many safe securities? Securitization and the incentives for information production," Journal of Financial Economics, Elsevier, Elsevier, vol. 108(3), pages 565-584.
  428. He, William Peng & Lepone, Andrew & Leung, Henry, 2013. "Information asymmetry and the cost of equity capital," International Review of Economics & Finance, Elsevier, Elsevier, vol. 27(C), pages 611-620.
  429. Madrigal, Vicente & Scheinkman, Jose A., 1997. "Price Crashes, Information Aggregation, and Market-Making," Journal of Economic Theory, Elsevier, vol. 75(1), pages 16-63, July.
  430. Pasquariello, Paolo, 2010. "Central bank intervention and the intraday process of price formation in the currency markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(6), pages 1045-1061, October.
  431. Subrahmanyam, Avanidhar, 2009. "Optimal financial education," Review of Financial Economics, Elsevier, Elsevier, vol. 18(1), pages 1-9, January.
  432. Ruxandra Dana Vilag & George Horia Ionescu, 2013. "Financial Crisis’ Propagation Through Investors," Romanian Economic Business Review, Romanian-American University, Romanian-American University, vol. 8(1), pages 107-122, March.
  433. Dominique Dupont, 1998. "Equilibrium price with institutional investors and with naive traders," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1998-23, Board of Governors of the Federal Reserve System (U.S.).
  434. Ko, K. Jeremy & (James) Huang, Zhijian, 2007. "Arrogance can be a virtue: Overconfidence, information acquisition, and market efficiency," Journal of Financial Economics, Elsevier, Elsevier, vol. 84(2), pages 529-560, May.
  435. Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer, Springer, vol. 32(1), pages 1-36, June.
  436. Kidd, Willis V. & Brorsen, B. Wade, 2004. "Why have the returns to technical analysis decreased?," Journal of Economics and Business, Elsevier, Elsevier, vol. 56(3), pages 159-176.
  437. repec:hur:ijaraf:v:4:y:2014:i:2:p:62-75 is not listed on IDEAS
  438. Carl Plat, 2005. "A Double Auction Market with Signals of Varying Precision," Experimental, EconWPA 0508004, EconWPA.
  439. Jing Wang & Jim Haslam & Claire Marston, 2011. "The appraisal of ordinary shares by Chinese financial analysts," Asian Review of Accounting, Emerald Group Publishing, vol. 19(1), pages 5-30, May.
  440. Wermers, Russ & Yao, Tong & Zhao, Jane, 2012. "Forecasting stock returns through an efficient aggregation of mutual fund holdings," CFR Working Papers 06-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
  441. Demirguc-Kunt, Asli & Maksimovic, Vojislav, 1996. "Financial constraints, uses of funds, and firm growth : an international comparison," Policy Research Working Paper Series 1671, The World Bank.
  442. Richard D. Farmer, 2006. "Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach," Eastern Economic Journal, Eastern Economic Association, vol. 32(4), pages 699-722, Fall.
  443. Wurgler, Jeffrey, 2000. "Financial markets and the allocation of capital," Journal of Financial Economics, Elsevier, Elsevier, vol. 58(1-2), pages 187-214.
  444. Jiang, Christine X. & Kim, Jang-Chul & Wood, Robert A., 2002. "The change in trading activity on volatility and adverse selection component: evidence from ADR splits," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 12(4-5), pages 323-345.
  445. Salomonsson, Marcus, 2006. "Endogenous Noise Traders," Working Paper Series in Economics and Finance 644, Stockholm School of Economics.
  446. Moscarini, Giuseppe & Wright, Randall, 2010. "Introduction to Search Theory and Applications," Journal of Economic Theory, Elsevier, vol. 145(4), pages 1319-1324, July.
  447. Ehud Kalai, 2005. "Partially-Specified Large Games," Levine's Bibliography 784828000000000565, UCLA Department of Economics.
  448. Karsten Jeske, 2001. "Equity home bias: Can information cost explain the puzzle?," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 31-42.
  449. Kohonen, Anssi, 2013. "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, Elsevier, vol. 22(C), pages 140-158.
  450. Ariadna Dumitrescu, 2003. "Imperfect Competition and Market Liquidity with a Supply Informed Trader," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 591.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  451. Elena Tchernykh & William H. Branson, 2005. "Regime-Switching Behavior of the Term Structure of Forward Markets," NBER Working Papers 11517, National Bureau of Economic Research, Inc.
  452. Villatoro, Félix, 2009. "The delegated portfolio management problem: Reputation and herding," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2062-2069, November.
  453. Lee, Chun I & Gleason, Kimberly C. & Mathur, Ike, 2001. "Trading rule profits in Latin American currency spot rates," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 135-156.
  454. Bank for International Settlements, 2003. "Incentive structures in institutional asset management and their implications for financial markets," CGFS Papers, Bank for International Settlements, number 21.
  455. Allen, Franklin & Gale, Douglas, 1995. "A welfare comparison of intermediaries and financial markets in Germany and the US," European Economic Review, Elsevier, vol. 39(2), pages 179-209, February.
  456. Pieper, Torsten M., 2010. "Non solus: Toward a psychology of family business," Journal of Family Business Strategy, Elsevier, vol. 1(1), pages 26-39, March.
  457. Toni Ahnert & Ali Kakhbod, 2014. "Information, Amplification and Financial Crisis," Working Papers, Bank of Canada 14-30, Bank of Canada.
  458. Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," MPRA Paper 37954, University Library of Munich, Germany.
  459. Gabriel Desgranges, 2000. "CK-Equilibria and Informational Efficiency in a Competitive Economy," Econometric Society World Congress 2000 Contributed Papers 1296, Econometric Society.
  460. Zhi Da & Pengjie Gao & Ravi Jagannathan, 2008. "Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds," NBER Working Papers 14609, National Bureau of Economic Research, Inc.
  461. Chen, Cheng-Wei & Huang, Chin-Sheng & Lai, Hung-Wei, 2009. "The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets," Journal of Asian Economics, Elsevier, vol. 20(5), pages 580-591, September.
  462. Goettler, Ronald L. & Parlour, Christine A. & Rajan, Uday, 2009. "Informed traders and limit order markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 93(1), pages 67-87, July.
  463. Ramdan Dridi & Laurent Germain, 2000. "Noise and Competition in Strategic Oligopoly," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE /2000/395, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  464. Paschalis Arvanitidis, 2006. "Property Market Purpose Efficiency: An Exploratory Analysis From an Institutional Economics Perspective," ERSA conference papers ersa06p567, European Regional Science Association.
  465. M. Numan Ünlü, 2008. "Expectations of Professionals in The Turkish Stock Market: a Study of a Monthly Reuters Survey," Bogazici Journal of Economics and Administrative Sciences, Bogazici University, Department of Economics, Bogazici University, Department of Economics, vol. 22(1+2), pages 1-16.
  466. Kirilenko, Andrei A., 2000. "On the endogeneity of trading arrangements," Journal of Financial Markets, Elsevier, Elsevier, vol. 3(3), pages 287-314, August.
  467. Christensen, Michael, 2003. "Evaluating Danish Mutual Fund Performance," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies 03-4, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  468. Alejandro Bernales & Massimo Guidolin, 2013. "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers 484, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  469. Germain, Laurent, 2005. "Strategic noise in competitive markets for the sale of information," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 14(2), pages 179-209, April.
  470. Chemmanur, Thomas J. & He, Shan & Hu, Gang, 2009. "The role of institutional investors in seasoned equity offerings," Journal of Financial Economics, Elsevier, Elsevier, vol. 94(3), pages 384-411, December.
  471. Frieden, B. Roy & Hawkins, Raymond J., 2010. "Asymmetric information and economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(2), pages 287-295.
  472. Richardson, Scott & Tuna, Irem & Wysocki, Peter, 2010. "Accounting anomalies and fundamental analysis: A review of recent research advances," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 50(2-3), pages 410-454, December.
  473. Shirley J. , HO, 2007. "R&D Outsourcing Contract with Information Leakage," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques 2007026, Université catholique de Louvain, Département des Sciences Economiques.
  474. Xianfeng Jiang & Yongdong Shi, 2006. "The Impact of Insider Trading on the Secondary Market with Order-Driven System," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 129-143, May.
  475. Manuel Ammann & Christian Zenkner, 2003. "Tactical Asset Allocation mit Genetischen Algorithmen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 1-40, March.
  476. Yi Xue & Ramazan Gencay, 2009. "Hierarchical Information and the Rate of Information Diffusion," Working Paper Series, The Rimini Centre for Economic Analysis 29_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  477. William Hamlen & Kevin Hamlen, 2012. "An Interactive Computer Model of Two-Country Trade," International Review of Economic Education, Economics Network, University of Bristol, Economics Network, University of Bristol, vol. 11(2), pages 91-101.
  478. Marcelo Pinheiro, 2005. "Informational asymmetries and a multiplier effect on price correlation and trading," Annals of Finance, Springer, Springer, vol. 1(4), pages 395-421, October.
  479. Andrea Marcello Buffa, 2004. "Strategic Insider Trading with Imperfect Information: A Trading Volume Analysis," Rivista di Politica Economica, SIPI Spa, SIPI Spa, vol. 94(6), pages 101-143, November-.
  480. Bloomfield, Robert, 2008. "Discussion of "Annual report readability, current earnings, and earnings persistence"," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 45(2-3), pages 248-252, August.
  481. Levy, Tamir & Yagil, Joseph, 2005. "Observed versus theoretical prices under price limit regimes," Journal of Economics and Business, Elsevier, Elsevier, vol. 57(3), pages 208-237.
  482. Christophe Chamley, 2010. "Strategic complementarity of information in financial markets with large shocks," Annals of Finance, Springer, Springer, vol. 6(1), pages 137-145, January.
  483. Michael Dotsey, 1985. "Monetary policy, secrecy, and federal funds rate behavior," Working Paper, Federal Reserve Bank of Richmond 85-04, Federal Reserve Bank of Richmond.
  484. Thomas Gehrig & Werner Güth & René Levínský, 2003. "Ultimatum Offers and the Role of Transparency: An Experimental Study of Information Acquisition," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group 2003-16, Max Planck Institute of Economics, Strategic Interaction Group.
  485. Jirik, Mark A. & Irwin, Scott H. & Good, Darrel L. & Martines-Filho, Joao & Jackson, Thomas E., 2001. "Do Agricultural Market Advisory Services Beat The Market? Evidence From The Wheat Market Over 1995-1998," AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics 14778, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  486. Caprio Jr., Gerard & Demirguc-Kunt, Asli, 1997. "The role of long term finance : theory and evidence," Policy Research Working Paper Series 1746, The World Bank.
  487. Claudio M. P. Cunha, 2011. "Disposition Effect andAsymmetric Volatility of Individual Stocks," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 58, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  488. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Institute for the Environment and Regional Development, Department of Socioeconomics, Vienna University of Economics and Business.
  489. Masahiko Aoki, 2006. "Whither Japan's Corporate Governance?," Discussion Papers, Stanford Institute for Economic Policy Research 05-014, Stanford Institute for Economic Policy Research.
  490. Green, Christopher J. & Maggioni, Paolo & Murinde, Victor, 2000. "Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(4), pages 577-601, April.
  491. Tokuo Iwaisako, 2010. "Global Financial Crisis, Hedge Funds, and the Shadow Banking System," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, Policy Research Institute, Ministry of Finance Japan, vol. 6(3), pages 347-368, March.
  492. Vives, Xavier, 1997. "Learning from Others: A Welfare Analysis," Games and Economic Behavior, Elsevier, vol. 20(2), pages 177-200, August.
  493. Konchitchki, Yaniv, 2011. "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper 52928, University Library of Munich, Germany.
  494. Ing-Haw Cheng & Wei Xiong, 2013. "The Financialization of Commodity Markets," NBER Working Papers 19642, National Bureau of Economic Research, Inc.
  495. Borgersen, Trond-Arne & King, Roswitha M., 2011. "Reallocation and restructuring: A generalization of the Balassa–Samuelson effect," Structural Change and Economic Dynamics, Elsevier, Elsevier, vol. 22(4), pages 287-298.
  496. Guzman, Giselle C., 2008. "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper 36653, University Library of Munich, Germany.
  497. Autore, Don M. & Kovacs, Tunde & Sharma, Vivek, 2009. "Do analyst recommendations reflect shareholder rights?," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 193-202, February.
  498. Francesca Chiaromonte & Giovanni Dosi, 1999. "Modeling a Decentralized Asset Market: An Introduction to the Financial "Toy-Room"," LEM Papers Series 1999/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  499. Martin Evans and David Lyons, 2001. "Time-Varying Liquidity in Foreign Exchange," Working Papers, Georgetown University, Department of Economics gueconwpa~01-01-11, Georgetown University, Department of Economics.
  500. Ardalan, Kavous, 1998. "Financial markets with asymmetric information: An expository review of seminal models," International Review of Economics & Finance, Elsevier, Elsevier, vol. 7(1), pages 23-51.
  501. Enrique Sentana, 1993. "The econometrics of the stock market I: rationality tests," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 17(3), pages 401-420, September.
  502. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
  503. Ahlgren, Niklas & Sjöö, Boo & Zhang, Jianhua, 2003. "Panel Cointegration of Chinese A and B Shares," Working Papers, Hanken School of Economics 500, Hanken School of Economics.
  504. Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2011. "The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1239-1249, May.
  505. Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 37(1), pages 89-111, January.
  506. Rubin, Amir, 2007. "Ownership level, ownership concentration and liquidity," Journal of Financial Markets, Elsevier, Elsevier, vol. 10(3), pages 219-248, August.
  507. Gordon, J. Douglas, 1985. "The Distribution of Daily Changes in Commodity Futures Prices," Technical Bulletins, United States Department of Agriculture, Economic Research Service 156817, United States Department of Agriculture, Economic Research Service.
  508. Gabriel Desgranges & Celine Rochon, 2008. "Conformism, Public News and Market Efficiency," Economics Series Working Papers 2008fe16, University of Oxford, Department of Economics.
  509. Franck Galtier & François Bousquet & Martine Antona & Pierre Bommel, 2012. "Markets as communication systems," Journal of Evolutionary Economics, Springer, Springer, vol. 22(1), pages 161-201, January.
  510. Kristjanpoller Rodríguez Werner, 2013. "Anomalías en la autocorrelación de rendimientos y la importancia de los periodos de no transacción en mercados latinoamericanos," Contaduría y Administración:Revista Internacional, Accounting and Management: International Journal, vol. 58(1), pages 37-62, enero-mar.
  511. Kamal, Mona, 2014. "Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution," MPRA Paper 54708, University Library of Munich, Germany.
  512. Marco Antonio Penteado, 2013. "Efficient Markets, Behavioral Finance and a Statistical Evidence of the Validity of Technical Analysis," Papers 1302.1228, arXiv.org.
  513. Bushman, Robert & Chen, Qi & Engel, Ellen & Smith, Abbie, 2004. "Financial accounting information, organizational complexity and corporate governance systems," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 37(2), pages 167-201, June.
  514. Rong Lu & Baizhu Chen & Longbing Xu & Xinhou Xie, 2008. "Redemption puzzle of open-end fund market in China," Psychometrika, Springer, Springer, vol. 3(3), pages 430-450, September.
  515. Jess Benhabib & Pengfei Wang, 2014. "Private Information and Sunspots in Sequential Asset Markets," NBER Working Papers 20044, National Bureau of Economic Research, Inc.
  516. F. Chiaromonte & M. Berte, 1998. "Some Preliminary Experiments with the Financial "Toy-Room"," Working Papers ir98091, International Institute for Applied Systems Analysis.
  517. Franklin Allen & Gary B. Gorton, . "Rational Finite Bubbles," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 41-88, Wharton School Rodney L. White Center for Financial Research.
  518. Berzins, Janis & Liu, Crocker H. & Trzcinka, Charles, 2013. "Asset management and investment banking," Journal of Financial Economics, Elsevier, Elsevier, vol. 110(1), pages 215-231.
  519. Babalos, Vassilios & Kostakis, Alexandros & Philippas, Nikolaos, 2009. "Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 19(4), pages 256-272, October.
  520. Mordecai Kurz & Maurizio Motolese, 1999. "Endogenous Uncertainty and Market Volatility," Working Papers 1999.27, Fondazione Eni Enrico Mattei.
  521. Nawrocki, David N., 1995. "Expectations, technological change, information and the theory of financial markets," International Review of Financial Analysis, Elsevier, vol. 4(2-3), pages 85-105.
  522. Alasdair Brown, 2013. "Information Acquisition in Ostensibly Efficient Markets," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. 043, School of Economics, University of East Anglia, Norwich, UK..
  523. Salopek, D. M., 1998. "Tolerance to arbitrage," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 76(2), pages 217-230, August.
  524. Jing Chen, 2005. "Information Theory and Market Behavior," Finance, EconWPA 0503009, EconWPA.
  525. Ackert, Lucy F. & Church, Bryan K. & Shehata, Mohamed, 1997. "Market behavior in the presence of costly, imperfect information: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 33(1), pages 61-74, May.
  526. A. Corcos & J-P Eckmann & A. Malaspinas & Y. Malevergne & D. Sornette, 2002. "Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 2(4), pages 264-281.
  527. Diego García & Francesco Sangiorgi & Branko Urošević, 2007. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer, Springer, vol. 30(2), pages 313-336, February.
  528. Rochet, Jean-Charles. & Vila, Jean-Luc., 1991. "Insider trading and market manipulations--existence and uniqueness of equilibrium," Working papers 3318-91., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  529. Gabriel Desgranges & Maik Heinemann, 2008. "Strongly Rational Expectations Equilibria,Endogenous Acquisition of Information and the Grossman–Stiglitz Paradox," THEMA Working Papers 2008-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  530. Gsell, Markus, 2008. "Assessing the impact of algorithmic trading on markets: A simulation approach," CFS Working Paper Series 2008/49, Center for Financial Studies (CFS).
  531. Alexander Galetovic & Ángel Cabrera, . "Tópicos en la Economía de la Investigación Tecnológica," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile. 121, Instituto de Economia. Pontificia Universidad Católica de Chile..
  532. Jezek, M., 2009. "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics 0951, Faculty of Economics, University of Cambridge.
  533. Committee, Nobel Prize, 2013. "Understanding Asset Prices," Nobel Prize in Economics documents, Nobel Prize Committee 2013-1, Nobel Prize Committee.
  534. Boubaker, Sabri & Mansali, Hatem & Rjiba, Hatem, 2014. "Large controlling shareholders and stock price synchronicity," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 80-96.
  535. Naik, Narayan Y., 1997. "On aggregation of information in competitive markets: The dynamic case," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 21(7), pages 1199-1227, June.
  536. Golec, Joseph, 1997. "Herding on Noise: The Case of Johnson Redbook's Weekly Retail Sales Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 32(03), pages 367-381, September.
  537. Bernhard Silli & Randolph B Cohen & Christopher Polk, 2008. "Best ideas," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 24471, London School of Economics and Political Science, LSE Library.
  538. Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR, 2014. "Productivity and Efficiency Evaluation of US Mutual Funds," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 120-143, March.
  539. Chan, Kalok & Hameed, Allaudeen, 2006. "Stock price synchronicity and analyst coverage in emerging markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 80(1), pages 115-147, April.
  540. Duane Rockerbie & Stephen Easton, 2003. "Information as a Substitute for Bailouts in Sovereign Debt Markets," International Finance, EconWPA 0303003, EconWPA.
  541. Huang, Zhaodan, 2007. "The central bank and speculators in the foreign exchange market under asymmetric information: A strategic approach and evidence," Journal of Economics and Business, Elsevier, Elsevier, vol. 59(1), pages 28-50.
  542. Ariane Szafarz, 2012. "Financial crises in efficient markets: How fundamentalists fuel volatility," ULB Institutional Repository 2013/149191, ULB -- Universite Libre de Bruxelles.
  543. Kang, Jangkoo & Park, Hyoung-Jin, 2008. "The information content of net buying pressure: Evidence from the KOSPI 200 index option market," Journal of Financial Markets, Elsevier, Elsevier, vol. 11(1), pages 36-56, February.
  544. Marsden, James R. & Alex Tung, Y., 1997. "Asymmetric information A laboratory experimental analysis," European Journal of Operational Research, Elsevier, Elsevier, vol. 99(2), pages 256-266, June.
  545. Vives, X..A., 1995. "Social Learning and Rational Expectations," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 305.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  546. Pyastolov Sergey & Shitenkova Elena, 2012. "Power – Property Core Of Economic Development: The Cases Of Russia And South Korea," Вопросы регулирования экономики, CyberLeninka;Общество с ограниченной ответственностью «Гуманитарные перспектив, CyberLeninka;Общество с ограниченной ответственностью «Гуманитарные перспективы», vol. 3(3), pages 93-108.
  547. M. Middeldorp & S. Rosenkranz, 2008. "Information acquisition in an experimental asset market," Working Papers, Utrecht School of Economics 08-25, Utrecht School of Economics.
  548. Yuriy Gorodnichenko, 2008. "Endogenous information, menu costs and inflation persistence," NBER Working Papers 14184, National Bureau of Economic Research, Inc.
  549. Martin Dierker, 2006. "Endogenous Information Acquisition with Cournot Competition," Annals of Finance, Springer, Springer, vol. 2(4), pages 369-395, October.
  550. Joseph H. Haslag, 2001. "On Fed watching and central bank transparency in an overlapping generations model," Working Papers, Federal Reserve Bank of Dallas 0002, Federal Reserve Bank of Dallas.
  551. Grier, Kevin & Sutter, Daniel, 2007. "External influences on economic reform: Reform as a regional public good," European Journal of Political Economy, Elsevier, vol. 23(3), pages 660-673, September.
  552. Maik Heinemann, 2009. "Stability under Learning of Equilibria in Financial Markets with Supply Information," Working Paper Series in Economics 122, University of Lüneburg, Institute of Economics.
  553. Jie Zheng, 2008. "Strong Bubbles and Common Expected Bubbles in a Finite Horizon Model," Levine's Working Paper Archive 814577000000000038, David K. Levine.
  554. Quitzau, Jörn, 2005. "Faktor Zufall als Spielverderber: zur Prognostizierbarkeit von Fußballergebnissen – Wettmärkte als effizienter Informationslieferant," Research Notes 18, Deutsche Bank Research.
  555. Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014. "Impact of information cost and switching of trading strategies in an artificial stock market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00983051, HAL.
  556. Roberts, Mark A., 1997. "The effect of the time-structure of information on the expectational-stability of rational expectations," Economics Letters, Elsevier, vol. 57(2), pages 157-162, December.
  557. Glaser, Markus & Langer, Thomas & Weber, Martin, 2003. "On the Trend Recognition and Forecasting Ability of Professional Traders," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3904, C.E.P.R. Discussion Papers.
  558. Loh, Roger K. & Mian, G. Mujtaba, 2006. "Do accurate earnings forecasts facilitate superior investment recommendations?," Journal of Financial Economics, Elsevier, Elsevier, vol. 80(2), pages 455-483, May.
  559. Krebs, Tom, 2005. "Fundamentals, information, and international capital flows: A welfare analysis," European Economic Review, Elsevier, vol. 49(3), pages 579-598, April.
  560. Abreu, Margarida & Mendes, Victor, 2012. "Information, overconfidence and trading: Do the sources of information matter?," Journal of Economic Psychology, Elsevier, Elsevier, vol. 33(4), pages 868-881.
  561. Dridi, Ramdan & Germain, Laurent, 2004. "Bullish/Bearish Strategies of Trading: A Nonlinear Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 39(04), pages 873-886, December.
  562. Frederic Teulon, 2014. "Joseph Stiglitz : une vision désenchantée de la mondialisation," Working Papers 2014-559, Department of Research, Ipag Business School.
  563. Albert Wang, F., 1998. "Strategic trading, asymmetric information and heterogeneous prior beliefs," Journal of Financial Markets, Elsevier, Elsevier, vol. 1(3-4), pages 321-352, September.
  564. Shah, Syed Zulfiqar Ali & Stark, Andrew W. & Akbar, Saeed, 2009. "The value relevance of major media advertising expenditures: Some U.K. evidence," The International Journal of Accounting, Elsevier, vol. 44(2), pages 187-206, June.
  565. Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, American Economic Association, vol. 89(5), pages 1279-1298, December.
  566. Camelia Oprean, 2012. "A Behavioral Finance Perspective Of The Efficient Market Hypothesis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, University of Craiova, Faculty of Economics and Business Administration, vol. 3(40), pages 159-164.
  567. Andres Vesilind & Toivo Kuus, 2005. "Application of investment models in foreign exchange reserve management in Eesti Pank," Bank of Estonia Working Papers, Bank of Estonia 2005-6, Bank of Estonia, revised 10 Oct 2005.
  568. Caccioli, Fabio & Marsili, Matteo, 2010. "Information efficiency and financial stability," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 4(20), pages 1-20.
  569. John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, . "Mutual fund trading costs," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 27-99, Wharton School Rodney L. White Center for Financial Research.
  570. Cerin, Pontus, 2006. "Bringing economic opportunity into line with environmental influence: A discussion on the Coase theorem and the Porter and van der Linde hypothesis," Ecological Economics, Elsevier, vol. 56(2), pages 209-225, February.
  571. Wang, Steven Shuye & Jiang, Li, 2004. "Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 28(6), pages 1273-1297, June.
  572. Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2007. "Industry and time specific deviations from fundamental values in a random coefficient model," Annals of Finance, Springer, Springer, vol. 3(2), pages 257-276, March.
  573. J. Barkley Rosser, 2003. "A Nobel Prize for Asymmetric Information: The economic contributions of George Akerlof, Michael Spence and Joseph Stiglitz," Review of Political Economy, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(1), pages 3-21.
  574. Kenneth J. Singleton, 1986. "Asset Prices in a Time Series Model with Disparately Informed, Competative Traders," NBER Working Papers 1897, National Bureau of Economic Research, Inc.
  575. Terrance Odean, 1998. "Volume, Volatility, Price and Profit When All Traders Are Above Average," Finance, EconWPA 9803001, EconWPA.
  576. Bernhard Eckwert & Andreas Szczutkowski, 2006. "Rationally mispriced assets in equilibrium," Spanish Economic Review, Springer, Springer, vol. 8(4), pages 285-299, December.
  577. Martin D. D. Evans & Richard K. Lyons, 2003. "Are Different-Currency Assets Imperfect Substitutes?," CESifo Working Paper Series 978, CESifo Group Munich.
  578. Chemmanur, Thomas J. & Liu, Mark H., 2011. "Institutional trading, information production, and the choice between spin-offs, carve-outs, and tracking stock issues," Journal of Corporate Finance, Elsevier, Elsevier, vol. 17(1), pages 62-82, February.
  579. Spyros Pagratis, 2005. "Asset pricing, asymmetric information and rating announcements: does benchmarking on ratings matter?," Bank of England working papers 265, Bank of England.
  580. Christophe Chamley, 2005. "Complementarities in Information Acquisition with Short-Term Trades," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2005-027, Boston University - Department of Economics.
  581. Copeland, Laurence & Wong, Woon K & Zeng, Y, 2008. "Information-Based Trade in the Shanghai StockMarket," Cardiff Economics Working Papers E2008/2, Cardiff University, Cardiff Business School, Economics Section.
  582. Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 11, pages 381-396, 08.
  583. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
  584. Paugam, Luc, 2011. "Valorisation et reporting du goodwill : enjeux théoriques et empiriques," Economics Thesis from University Paris Dauphine, Paris Dauphine University, Paris Dauphine University, number 123456789/8007 edited by Casta, Jean-François.
  585. Nathan Balke & Joseph H. Haslag, 1988. "Augmented information in a theory of ambiguity, credibility and inflation," Research Paper 8804, Federal Reserve Bank of Dallas.
  586. Rudiger, Jesper & Vigier, Adrien, 2013. "Financial Experts, Asset Prices and Reputation," MPRA Paper 51784, University Library of Munich, Germany.
  587. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer, Springer, vol. 48(2), pages 229-242, October.
  588. Killeen, William P. & Lyons, Richard K. & Moore, Michael J., 2006. "Fixed versus flexible: Lessons from EMS order flow," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(4), pages 551-579, June.
  589. Naik, Narayan Y., 1997. "Multi-period information markets," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 21(7), pages 1229-1258, June.
  590. Chan, Pak To & Edwards, Vic & Walter, Terry, 2009. "The information content of Australian credit ratings: A comparison between subscription and non-subscription-based credit rating agencies," Economic Systems, Elsevier, vol. 33(1), pages 22-44, March.
  591. Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar, 2005. "Evidence on the speed of convergence to market efficiency," Journal of Financial Economics, Elsevier, Elsevier, vol. 76(2), pages 271-292, May.
  592. Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers, Stanford Institute for Economic Policy Research 06-045, Stanford Institute for Economic Policy Research.
  593. Bushman, Robert M. & Piotroski, Joseph D., 2006. "Financial reporting incentives for conservative accounting: The influence of legal and political institutions," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 42(1-2), pages 107-148, October.
  594. Buckley, Winston & Long, Hongwei & Perera, Sandun, 2014. "A jump model for fads in asset prices under asymmetric information," European Journal of Operational Research, Elsevier, Elsevier, vol. 236(1), pages 200-208.
  595. Demirguc-Kunt, Asli & Maksimovic, Vojislav, 1999. "Institutions, financial markets, and firm debt maturity," Journal of Financial Economics, Elsevier, Elsevier, vol. 54(3), pages 295-336, December.
  596. Singh, Ajit, 1995. "Emerging markets, industrialisation and economic development," MPRA Paper 54985, University Library of Munich, Germany.
  597. Michael Sockin & Wei Xiong, 2013. "Informational Frictions and Commodity Markets," NBER Working Papers 18906, National Bureau of Economic Research, Inc.
  598. Jung-Wook Kim & Jason Lee & Randall Morck, 2009. "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers 14733, National Bureau of Economic Research, Inc.
  599. Gray, Wesley & Kern, Andrew, 2008. "Fundamental Value Investors: Characteristics and Performance," MPRA Paper 12620, University Library of Munich, Germany.
  600. Philip Bond & Itay Goldstein & Edward S. Prescott, 2006. "Market-based regulation and the informational content of prices," Working Paper, Federal Reserve Bank of Richmond 06-12, Federal Reserve Bank of Richmond.
  601. Richard T. Baillie & Owen F. Humpage & William P. Osterberg, 1999. "Intervention as information: a survey," Working Paper 9918, Federal Reserve Bank of Cleveland.
  602. Dan Anderberg & Carlo Perroni, . "Renegotiation of Social Contracts by Majority Rule," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 00-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  603. Sjaak Hurkens & Nir Vulkan, 1999. "Endogenous information structures," Economics Working Papers 386, Department of Economics and Business, Universitat Pompeu Fabra.
  604. George, Thomas J. & Hwang, Chuan-Yang, 1998. "Endogenous market statistics and security pricing:: An empirical investigation," Journal of Financial Markets, Elsevier, Elsevier, vol. 1(3-4), pages 285-319, September.
  605. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Are Domestic Investors Better Informed than Foreign Investors? : Evidence from the Perfectly Segmented Market in China," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  606. V. V. Chari & Patrick J. Kehoe, 2002. "On the robustness of herds," Working Papers, Federal Reserve Bank of Minneapolis 622, Federal Reserve Bank of Minneapolis.
  607. Christopher Chambers & Paul Healy, 2012. "Updating toward the signal," Economic Theory, Springer, Springer, vol. 50(3), pages 765-786, August.
  608. Martin Hellwig, 2005. "Market Discipline, Information Processing, and Corporate Governance," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2005_19, Max Planck Institute for Research on Collective Goods.
  609. Gary Gorton & Ping He & Lixin Huang, 2006. "Asset Prices When Agents are Marked-to-Market," NBER Working Papers 12075, National Bureau of Economic Research, Inc.
  610. Tri Vi Dang & Florian Morath, 2013. "The Taxation of Bilateral Trade with Endogenous Information," Working Papers, Max Planck Institute for Tax Law and Public Finance tax-mpg-rps-2013-07, Max Planck Institute for Tax Law and Public Finance.
  611. Edelen, Roger M., 1999. "Investor flows and the assessed performance of open-end mutual funds," Journal of Financial Economics, Elsevier, Elsevier, vol. 53(3), pages 439-466, September.
  612. Robert Cobbaut, 2004. "Pour tenter de conclure : à la croisée des chemins..," Reflets et perspectives de la vie économique, De Boeck Université, De Boeck Université, vol. 0(2), pages 57-70.
  613. Oliver Williams & Stephen Satchell, 2011. "Social welfare issues of financial literacy and their implications for regulation," Journal of Regulatory Economics, Springer, Springer, vol. 40(1), pages 1-40, August.
  614. Ivanov, Sergei, 2013. "Interest rate paradox," MPRA Paper 47723, University Library of Munich, Germany.
  615. Benos, Alexandros V., 1998. "Aggressiveness and survival of overconfident traders," Journal of Financial Markets, Elsevier, Elsevier, vol. 1(3-4), pages 353-383, September.
  616. Allen, Linda & Gottesman, Aron A. & Peng, Lin, 2012. "The impact of joint participation on liquidity in equity and syndicated bank loan markets," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 21(1), pages 50-78.
  617. Kulish, Vladimir V., 2008. "Market efficiency and the phase-lagging model of the price evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(4), pages 861-875.
  618. J.-H. Steffi Yang & Satchell, S.E., 2002. "The Impact of Technical Analysis on Asset Price Dynamics," Cambridge Working Papers in Economics 0219, Faculty of Economics, University of Cambridge.
  619. Carole Comerton-Forde & Michael A. O'Brien & P. Joakim Westerholm, 2007. "An Empirical Analysis of Strategic Behaviour Models," Australian Journal of Management, Australian School of Business, Australian School of Business, vol. 32(2), pages 181-203, December.
  620. Sridhar Moorthy & Ralph Winter, 2002. "Price-Matching Guarantees," Review of Marketing Science Working Papers, Berkeley Electronic Press 2-1-1020, Berkeley Electronic Press.
  621. Mahajan, Sandeep & Sweeney, Richard J., 2001. "Strategic choices of quality, differentiation and pricing in financial services," Journal of Banking & Finance, Elsevier, vol. 25(8), pages 1447-1473, August.
  622. Zhang, Qi & Cai, Charlie X. & Keasey, Kevin, 2013. "Market reaction to earnings news: A unified test of information risk and transaction costs," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 56(2), pages 251-266.
  623. Yeh, Chia-Hsuan, 2008. "The effects of intelligence on price discovery and market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 613-625, December.
  624. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
  625. Frino, Alex & Lepone, Andrew & Wong, Brad, 2009. "Derivative use, fund flows and investment manager performance," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 925-933, May.
  626. Cipriani, Marco & Gardenal, Gloria & Guarino, Antonio, 2013. "Financial contagion in the laboratory: The cross-market rebalancing channel," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4310-4326.
  627. Christensen, Michael, 2005. "Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies F-2005-01, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  628. Liu, Shinhua, 2010. "Transaction costs and market efficiency: Evidence from commission deregulation," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 50(3), pages 352-360, August.
  629. International Monetary Fund, 2004. "When in Peril, Retrench," IMF Working Papers 04/131, International Monetary Fund.
  630. WARBURTON, Christopher E.S., 2013. "When Markets Fail: Asset Prices, Government Expenditures, and the Velocity of Money," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 13(2), pages 73-92.
  631. Natasha Khan, 2007. "Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds," Working Papers, Bank of Canada 07-5, Bank of Canada.
  632. John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, 1999. "Transaction-cost Expenditures and the Relative Performance of Mutual Funds," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 00-02, Wharton School Center for Financial Institutions, University of Pennsylvania.
  633. Robert Inman, 2001. "Transfers and Bailouts: Institutions for Enforcing Local Fiscal Discipline," Constitutional Political Economy, Springer, Springer, vol. 12(2), pages 141-160, June.
  634. Abounoori, Esmaiel & Shahrazi, Mahdi & Rasekhi, Saeed, 2012. "An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3170-3179.
  635. Gilberto Loureiro & Alvaro G. Taboada, 2013. "Do Improvements in the Information Environment Affect Real Investment Decisions?," NIPE Working Papers, NIPE - Universidade do Minho 20/2013, NIPE - Universidade do Minho.
  636. Douadia Bougherara & Virginie Piguet, 2008. "Marchés avec coûts d'information sur la qualité des biens : une application aux produits écolabellisés," Économie et Prévision, Programme National Persée, vol. 182(1), pages 77-96.
  637. Norvald Instefjord & Kouji Sasaki, 2008. "Informational leverage: the problem of noise traders," Annals of Finance, Springer, Springer, vol. 4(4), pages 455-480, October.
  638. Forster, Margaret M. & George, Thomas J., 1995. "Trading hours, information flow, and international cross-listing," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 19-34.
  639. Masahiko Aoki, 2007. "Understanding an Emergent Diversity of Corporate Governance and Organizational Architecture: An Essentiality-Based Analysis," Discussion Papers, Stanford Institute for Economic Policy Research 07-019, Stanford Institute for Economic Policy Research.
  640. Miller, Thomas W. & Rapach, David E., 2013. "An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC," Journal of Empirical Finance, Elsevier, Elsevier, vol. 24(C), pages 10-23.
  641. Casamatta, Catherine & Pouget, Sébastien, 2009. "Fund Managers' Contracts and Short-Termism," TSE Working Papers, Toulouse School of Economics (TSE) 09-042, Toulouse School of Economics (TSE).
  642. Schaetzle, Dominik, 2011. "Ratingagenturen in der neoklassischen Finanzierungstheorie: Eine Auswertung empirischer Studien zum Informationsgehalt von Ratings," Arbeitspapiere 110, Westfälsche Wilhelms-Universität Münster (WWU), Institut für Genossenschaftswesen.
  643. Han Ozsoylev & Jan Werner, 2011. "Liquidity and asset prices in rational expectations equilibrium with ambiguous information," Economic Theory, Springer, Springer, vol. 48(2), pages 469-491, October.
  644. James Peck & Matthew O. Jackson, 1999. "Asymmetric information in a competitive market game: Reexamining the implications of rational expectations," Economic Theory, Springer, Springer, vol. 13(3), pages 603-628.
  645. Banerjee, Snehal & Graveline, Jeremy J., 2014. "Trading in derivatives when the underlying is scarce," Journal of Financial Economics, Elsevier, Elsevier, vol. 111(3), pages 589-608.
  646. Pietra, Tito & Siconolfi, Paolo, 1997. "Extrinsic Uncertainty and the Informational Role of Prices," Journal of Economic Theory, Elsevier, vol. 77(1), pages 154-180, November.
  647. S. Rao Aiyagari, 1988. "Banking panics, information, and rational expectations equilibrium," Working Papers, Federal Reserve Bank of Minneapolis 320, Federal Reserve Bank of Minneapolis.
  648. Daniel, Kent & Hirshleifer, David & Subrahmanyam, Avanidhar, 2005. "Investor Psychology and Tests of Factor Pricing Models," Working Paper Series 2005-26, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  649. Jim Kyung-Soo Liew & Zhechao Zhou, 2014. "Initial Investigations of Intra-Day News Flow of S&P500 Constituents," Risks, MDPI, Open Access Journal, MDPI, Open Access Journal, vol. 2(2), pages 89-102, April.
  650. Gomber, Peter & Jäger, Benedikt, 2014. "MiFID: Eine systematische Analyse der Zielerreichung," SAFE White Paper Series 14, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  651. Diego García & Branko Urosevic, 2004. "Noise and aggregation of information in large markets," Economics Working Papers 785, Department of Economics and Business, Universitat Pompeu Fabra.
  652. Shimokawa, Tetsuya & Suzuki, Kyoko & Misawa, Tadanobu, 2007. "An agent-based approach to financial stylized facts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(1), pages 207-225.
  653. Lawrence Kryzanowski & Skander Lazrak, 2011. "Informed traders of cross-listed shares trade more in the domestic market around earnings releases," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 36(1), pages 1-31, January.
  654. Juan Carlos Hatchondo, 2005. "Asymmetric information and the lack of international portfolio diversification," Working Paper, Federal Reserve Bank of Richmond 05-07, Federal Reserve Bank of Richmond.
  655. Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros, 2011. "Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3335-3350.
  656. Dorina Tila & David Porter, 2008. "Group Prediction in Information Markets With and Without Trading Information and Price Manipulation Incentives," Working Papers 08-06, Chapman University, Economic Science Institute.
  657. Carl R. Zulauf & Scott H. Irwin, 1997. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Finance, EconWPA 9711004, EconWPA.
  658. Miguel Martinez Sedano, 2003. "Legal constraints, transaction costs and the evaluation of mutual funds," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(3), pages 199-218.
  659. Pierre Villa, 1997. "Ces taux de change réels qui bifurquent," Working Papers 1997-05, CEPII research center.
  660. AltInkIlIç, Oya & Hansen, Robert S., 2009. "On the information role of stock recommendation revisions," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 48(1), pages 17-36, October.
  661. Roger Guesnerie & Pedro Jara-Moroni, 2011. "Expectational coordination in simple economic contexts," Economic Theory, Springer, Springer, vol. 47(2), pages 205-246, June.
  662. Demirguc-Kunt, Asl1 & Maksimovic, Vojislav, 1996. "Institutions, financial markets, and firms'choice of debt maturity," Policy Research Working Paper Series 1686, The World Bank.
  663. Rodolfo Apreda, 2000. "Differential Rates of Return and Residual Information Sets (A Discrete Approach)," CEMA Working Papers: Serie Documentos de Trabajo. 177, Universidad del CEMA.
  664. Brown, Gregory W. & Cliff, Michael T., 2004. "Investor sentiment and the near-term stock market," Journal of Empirical Finance, Elsevier, Elsevier, vol. 11(1), pages 1-27, January.
  665. McSweeney, Brendan, 2009. "The roles of financial asset market failure denial and the economic crisis: Reflections on accounting and financial theories and practices," Accounting, Organizations and Society, Elsevier, vol. 34(6-7), pages 835-848, August.
  666. Hranaiova, Jana, 1999. "Price Behavior In Emerging Stock Markets: Cases Of Poland And Slovakia," Working Papers, Cornell University, Department of Applied Economics and Management 7225, Cornell University, Department of Applied Economics and Management.
  667. Paula C. Albuquerque, 2003. "The Traditional Brokers: What are their Chances in the Forex?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 205-220, November.
  668. Chitru S. Fernando, 2002. "Commonality in Liquidity: Transmission of Liquidity Shocks across Investors and Securities," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 02-43, Wharton School Center for Financial Institutions, University of Pennsylvania.
  669. Niels C. Thygesen & Robert N. McCauley & Guonan Ma & William R. White & Jakob de Haan & Willem van den End & Jon Frost & Christiaan Pattipeilohy & Mostafa Tabbae & Ernest Gnan & Morten Balling & Paul , 2013. "50 Years of Money and Finance: Lessons and Challenges," SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum, number 1 edited by Morten Balling & Ernest Gnan.
  670. Larson, Nathan, 2011. "Clustering on the same news sources in an asset market," MPRA Paper 32823, University Library of Munich, Germany.
  671. Alsayed, Hamad & McGroarty, Frank, 2012. "Arbitrage and the Law of One Price in the market for American depository receipts," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 22(5), pages 1258-1276.
  672. Axel H. Boersch-Supan & Joachim K. Winter, 2001. "Population Aging, Savings Behavior and Capital Markets," NBER Working Papers 8561, National Bureau of Economic Research, Inc.
  673. Anand, Bharat N & Galetovic, Alexander, 2000. "Information, Nonexcludability, and Financial Market Structure," The Journal of Business, University of Chicago Press, vol. 73(3), pages 357-402, July.
  674. Beth Allen & James S. Jordan, 1998. "The existence of rational expectations equilibrium: a retrospective," Staff Report, Federal Reserve Bank of Minneapolis 252, Federal Reserve Bank of Minneapolis.
  675. Mikhail, Michael B. & Walther, Beverly R. & Willis, Richard H., 2004. "Do security analysts exhibit persistent differences in stock picking ability?," Journal of Financial Economics, Elsevier, Elsevier, vol. 74(1), pages 67-91, October.
  676. Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.
  677. George-Marios Angeletos & Luigi Iovino & Jennifer La'O, 2011. "Cycles, Gaps, and the Social Value of Information," Levine's Working Paper Archive 786969000000000293, David K. Levine.
  678. Grégoire, Philippe & Huang, Hui, 2012. "Information disclosure with leakages," Economic Modelling, Elsevier, vol. 29(5), pages 2005-2010.
  679. Oh, Ji Yeol Jimmy, 2014. "Ambiguity aversion, funding liquidity, and liquidation dynamics," Journal of Financial Markets, Elsevier, Elsevier, vol. 18(C), pages 49-76.
  680. Gerke, Wolfgang & Arneth, Stefan & Syha, Christine, 2000. "The impact of the order book privilege on traders' behavior and the market process: An experimental study," Journal of Economic Psychology, Elsevier, Elsevier, vol. 21(2), pages 167-189, April.
  681. Tunca, Tunay I., 2008. "Information precision and asymptotic efficiency of industrial markets," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 964-996, September.
  682. Jorge Gregoire & Leonardo Letelier, 1998. "Desempeño Económico Agregado y Mercado Accionario: Un Análisis Empírico para el Caso Chileno," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 183-203.
  683. Hoffmann, Arvid O.I. & Jager, Wander, 2004. "The effect of different needs, decisionmaking processes and networkstructures on investor behavior and stock market dynamics : a simulation approach," Research Report 04B25, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  684. Kolstad, Charles D. & Guzman, Rolando M., 1999. "Information and the Divergence between Willingness to Accept and Willingness to Pay," Journal of Environmental Economics and Management, Elsevier, vol. 38(1), pages 66-80, July.
  685. Goldbaum, David, 2006. "Self-organization and the persistence of noise in financial markets," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(9-10), pages 1837-1855.
  686. Toms, Steven, 2005. "Financial control, managerial control and accountability: evidence from the British Cotton Industry, 1700-2000," Accounting, Organizations and Society, Elsevier, vol. 30(7-8), pages 627-653.
  687. Gabrielle Wanzenried, 2002. "Capital Structure Dynamics in UK and Continental Europe," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft dp0209, Universitaet Bern, Departement Volkswirtschaft.
  688. Maik Heinemann, 2010. "Stability under learning of equilibria in financial markets with supply information," Economics Bulletin, AccessEcon, vol. 30(1), pages 383-391.
  689. Manela, Asaf, 2014. "The value of diffusing information," Journal of Financial Economics, Elsevier, Elsevier, vol. 111(1), pages 181-199.
  690. Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2012. "Overreaction and underreaction on the BUCHAREST STOCK EXCHANGE," MPRA Paper 41555, University Library of Munich, Germany, revised 25 Sep 2012.
  691. Instefjord, Norvald, 2006. "Forecasting risk, informed speculation, and financial innovation," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 15(1), pages 67-85, January.
  692. Rajkamal Iyer & Asim Ijaz Khwaja & Erzo F.P. Luttmer & Kelly Shue, 2009. "Screening Peers Softly: Inferring the Quality of Small Borrowers," NBER Working Papers 15242, National Bureau of Economic Research, Inc.
  693. Vlastakis, Nikolaos & Markellos, Raphael N., 2012. "Information demand and stock market volatility," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1808-1821.
  694. Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2012. "Information Demand and Agriculture Commodity Prices," 2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria, International European Forum on Innovation and System Dynamics in Food Networks 144973, International European Forum on Innovation and System Dynamics in Food Networks.
  695. Cadogan, Godfrey, 2010. "Canonical Representation Of Option Prices and Greeks with Implications for Market Timing," MPRA Paper 23426, University Library of Munich, Germany.
  696. Dridi, Ramdan & Germain, Laurent, 2009. "Noise and competition in strategic oligopoly," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 18(2), pages 311-327, April.
  697. William H. Branson & Dwight M. Jaffee, 1992. "The Globalization of Information and Capital Mobility," NBER Working Papers 3496, National Bureau of Economic Research, Inc.
  698. Patrick Bajari & John Krainer, 2004. "An Empirical Model of Stock Analysts' Recommendations: Market Fundamentals, Conflicts of Interest, and Peer Effects," NBER Working Papers 10665, National Bureau of Economic Research, Inc.
  699. Annaert, Jan & van den Broeck, Julien & Vander Vennet, Rudi, 2003. "Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach," European Journal of Operational Research, Elsevier, Elsevier, vol. 151(3), pages 617-632, December.
  700. Barron, John M. & Ni, Jinlan, 2008. "Endogenous asymmetric information and international equity home bias: The effects of portfolio size and information costs," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(4), pages 617-635, June.
  701. Dye, Ronald A., 2001. "An evaluation of "essays on disclosure" and the disclosure literature in accounting," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 32(1-3), pages 181-235, December.
  702. Borio, Claudio & Tsatsaronis, Kostas, 2004. "Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners?," Journal of Financial Stability, Elsevier, Elsevier, vol. 1(1), pages 111-135, September.
  703. Kang, Qiang & Liu, Qiao, 2008. "Stock trading, information production, and executive incentives," Journal of Corporate Finance, Elsevier, Elsevier, vol. 14(4), pages 484-498, September.
  704. Cesari, Riccardo & Panetta, Fabio, 2002. "The performance of Italian equity funds," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 99-126, January.
  705. Verrecchia, Robert E., 2001. "Essays on disclosure," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 32(1-3), pages 97-180, December.
  706. Yi-Fang Liu & Wei Zhang & Chao Xu & J{\o}rgen Vitting Andersen & Hai-Chuan Xu, 2013. "Impact of information cost and switching of trading strategies in an artificial stock market," Papers 1311.4274, arXiv.org, revised Jul 2014.
  707. Ekholm, Anders G., 2012. "Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing," Journal of Empirical Finance, Elsevier, Elsevier, vol. 19(3), pages 349-358.
  708. Goldbaum, David & Panchenko, Valentyn, 2010. "Learning and adaptation's impact on market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 635-653, December.
  709. Wai-Ming Fong & Giorgio Valente & Joseph K.W. Fung, 2008. "FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value," Working Papers 082008, Hong Kong Institute for Monetary Research.
  710. Chewning, Eugene Jr. & Coller, Maribeth & Tuttle, Brad, 2004. "Do market prices reveal the decision models of sophisticated investors?: Evidence from the laboratory," Accounting, Organizations and Society, Elsevier, vol. 29(8), pages 739-758, November.