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Citations for "Efficient Capital Markets: A Review of Theory and Empirical Work"

by Fama, Eugene F

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Cornelis A. Los & Bing Yu, 2005. "Persistence Characteristics of the Chinese Stock Markets," Finance 0508008, EconWPA. [Downloadable!]
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  2. Oberndorfer, Ulrich, 2008. "EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry," ZEW Discussion Papers 08-059, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  3. Amarnath Ananthanarayanan, 1998. "Is There A Green Link A Panel Data Value Event Study Of The Relationship Between Capital Markets And Toxic Releases," Departmental Working Papers 199818, Rutgers University, Department of Economics. [Downloadable!]
  4. Mila Getmansky & Andrew W. Lo & Igor Makarov, 2003. "An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns," NBER Working Papers 9571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Goldberg, Michael & Schulmeister, Stephen, 1988. "Technical Analysis And Stock Market Efficiency," Working Papers 88-21, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  6. Reinhard H. Schmidt & Jens Maßmann, 1999. "Drei Mißverständnisse zum Thema "Shareholder Value"," Working Paper Series: Finance and Accounting 31, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  7. John H. Cochrane, 1999. "New facts in finance," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 36-58. [Downloadable!]
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  8. Marco Stringa & Allan Monks, . "Inter-industry contagion between UK life insurers and UK banks: an event study," Bank of England working papers 325, Bank of England. [Downloadable!]
  9. Richard Zeckhauser & Jayendu Patel & Darryll Hendricks, 1991. "Nonrational Actors and Financial Market Behavior," NBER Working Papers 3731, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. Ariane Szafarz, 2009. "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," Working Papers CEB 09-048.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
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  11. Michael R. King & Maksym Padalko, 2005. "Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Working Papers 05-3, Bank of Canada. [Downloadable!]
  12. Jon A. Christopherson & Wayne E. Ferson & Debra A. Glassman, 1996. "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," NBER Working Papers 5830, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  13. Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart, 2003. "Fluctuations and response in financial markets: the subtle nature of `random' price changes," Science & Finance (CFM) working paper archive 0307332, Science & Finance, Capital Fund Management. [Downloadable!]
  14. Merton, Robert C., 1977. "On the microeconomic theory of investment under uncertainty," Working papers 958-77., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  15. Abid Hameed & Hammad Ashraf, 2006. "Stock Market Volatility and Weak-form Efficiency: Evidence from an Emerging Market," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 1029-1040. [Downloadable!]
  16. Piyush Tiwari & Yoko Moriizumi, 2003. "Efficiency in housing finance: a comparative study of mortgage instruments in Japan," European Journal of Housing Policy, Taylor and Francis Journals, vol. 3(3), pages 267-288, December. [Downloadable!] (restricted)
  17. Ghosh, Swati & Revilla, Ernesto, 2007. "Enhancing the efficiency of securities markets in East Asia," Policy Research Working Paper Series 4129, The World Bank. [Downloadable!]
  18. Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 11918, University Library of Munich, Germany, revised 31 Nov 2008. [Downloadable!]
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  19. Ercan Balaban, 1995. "January Effect, Yes. What About Mark Twain Effect?," Discussion Papers 9509, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  20. Spencer Thompson & Nathan Lead, 1999. "Modelling Share Price Behaviour Across Time," School of Economics and Finance Discussion Papers and Working Papers Series 071, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  21. Marian Berneburg, 2006. "Excess Volatility in European Equity Style Indices - New Evidence," IWH Discussion Papers 16-06, Halle Institute for Economic Research. [Downloadable!]
  22. Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, EconWPA. [Downloadable!]
  23. A. Jorge Padilla & Damien Geradin & Anne Layne-Farrar, 2007. "Royalty Stacking In High Tech Industries: Separating Myth From Reality," Working Papers wp2007_0701, CEMFI. [Downloadable!]
  24. Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008. "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper 14814, University Library of Munich, Germany. [Downloadable!]
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  25. John Clark & T. Cornwell & Stephen Pruitt, 2009. "The impact of title event sponsorship announcements on shareholder wealth," Marketing Letters, Springer, vol. 20(2), pages 169-182, June. [Downloadable!] (restricted)
  26. Drew, Michael E. & Stanford, Jon D. & Veeraraghavan, Madhu, 2002. "Efficiency with Costly Information: A Study of Australian Wholesale Superannuation Fund Performance," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 32(1), pages 35-47, March. [Downloadable!]
  27. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Department of City and Regional Development, Vienna University of Economics and Business Administration. [Downloadable!]
  28. Jorge A. Chan-Lau, 2001. "Corporate Restructuring in Japan: An Event-Study Analysis," IMF Working Papers 01/202, International Monetary Fund. [Downloadable!]
  29. J.P. Krahnen, C. Rieck, E. Theissen, 1999. "Insider trading and portfolio structure in experimental asset markets with a long-lived asset," European Journal of Finance, Taylor and Francis Journals, vol. 5(1), pages 29-50, March. [Downloadable!] (restricted)
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  30. J. Annaert & W. Van Hyfte, 2006. "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/376, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  31. Allen N. Berger & Sally M. Davies & Mark J. Flannery, 1998. "Comparing market and supervisory assessments of bank performance: who knows what when?," Finance and Economics Discussion Series 1998-32, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  32. Mohamed Amine Boutaba, 2009. "Investigating efficiency in the U.S sulfur dioxide permit market," Economics Bulletin, AccessEcon, vol. 29(2), pages 1308-1319. [Downloadable!]
  33. Hommes, C.H., 2001. "Modeling the stylized facts in finance through simple nonlinear adaptive systems," CeNDEF Working Papers 01-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  34. Terrance R. Skantz & Thomas H. Strickland, 1987. "House Prices and a Flood Event: An Empirical Investigation of Market Efficiency," Journal of Real Estate Research, American Real Estate Society, vol. 2(2), pages 75-83. [Downloadable!]
  35. Cornelis A. Los & Joanna M. Lipka, 2004. "Long-Term Dependence Characteristics of European Stock Indices," Finance 0409044, EconWPA. [Downloadable!]
  36. Dima, Bogdan & Barna, Flavia & Pirtea, Marilen, 2007. "Romanian Capital Market And The Informational Efficiency," MPRA Paper 5807, University Library of Munich, Germany. [Downloadable!]
  37. Peter-Jan Engelen, 2006. "Difficulties in the criminal prosecution of insider trading—A clinical study of the Bekaert case," European Journal of Law and Economics, Springer, vol. 22(2), pages 121-141, September. [Downloadable!] (restricted)
  38. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Public Policy Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  39. Andrew W. Lo & A. Craig MacKinlay, 1989. "Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test," NBER Working Papers 2168, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  40. Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006. "Threshold Random Walks in the U.S. Stock Market," Working Papers 0602, Brock University, Department of Economics, revised May 2006. [Downloadable!]
  41. Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1992. "Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination," NBER Working Papers 3504, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  42. Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat, 2004. "An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 1(2), pages 101-115, December. [Downloadable!]
  43. Jawadi Fredj & Koubaa Yousra, 2004. "Threshold Cointegration between Stock Returns : An application of STECM Models," Econometrics 0412001, EconWPA. [Downloadable!]
  44. Canova, Fabio, 2002. "G-7 Inflation Forecasts," CEPR Discussion Papers 3283, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  45. Paul Alagidede & Theodore Panagiotidis, 2009. "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series 2009_01, Department of Economics, University of Macedonia, revised Jan 2009. [Downloadable!]
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  46. Kentaro Iwatsubo & Yoshihiro Kitamura, 2008. "Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate," Discussion Papers 0801, Graduate School of Economics, Kobe University. [Downloadable!]
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  47. Thi Hong Van Hoang, 2009. "Efficience informationnelle des marchés de l'or à Paris et à Londres, 1948-2008 : une vérification économétrique de la forme faible," Working Papers 2009-1, Laboratoire Orléanais de Gestion - université d'Orléans. [Downloadable!]
  48. Lucy Ackert & William Hunter, 2001. "An Empirical Examination of the Price-Dividend Relation with Dividend Management," Journal of Financial Services Research, Springer, vol. 19(2), pages 115-129, April. [Downloadable!] (restricted)
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  49. Haim H. Bau & Yochanan Shachmurove, 2002. "Chaos Theory And Its Application," Penn CARESS Working Papers 6a7863cdd8e575c9e635b060c, Penn Economics Department. [Downloadable!]
  50. Arnswald, Torsten, 2001. "Investment Behaviour of German Equity Fund Managers," Discussion Paper Series 1: Economic Studies 2001,08, Deutsche Bundesbank, Research Centre. [Downloadable!]
  51. Roberto Casarin & Loriana Pelizzon & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 0817, University of Brescia, Department of Economics. [Downloadable!]
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  52. Plantinga, Andrew J. & Provencher, William, 2001. "Internal Consistency In Models Of Optimal Resource Use Under Uncertainty," 2001 Annual meeting, August 5-8, Chicago, IL 20712, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  53. Frydman, Roman & Schankerman, Mark, 1981. "An Alternative Perspective on Econometric Tests of the National Expectations Hypothesis," Working Papers 81-14, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  54. Lawrence R. Glosten, 1979. "Strong Form Informational Efficiency in Stock Markets with Disequilibrium Trading," Discussion Papers 400, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  55. Kerr, Suzi & Sanchirico, James & Newell, Richard, 2002. "Fishing Quota Markets," Discussion Papers dp-02-20, Resources For the Future. [Downloadable!]
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  56. Agbola, Frank W., 2005. "Optimal intertemporal investment in Australian agriculture: An empirical investigation," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 6(2), August. [Downloadable!]
  57. Sule Ozler, 1986. "Valuation of Rescheduled Loans, 1978-1983: A Rational Expectations Approach," UCLA Economics Working Papers 414, UCLA Department of Economics. [Downloadable!]
  58. Markus Haberer, 2004. "Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature," CoFE Discussion Paper 04-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  59. Shiki (Moshe) Levy, 1997. "Are Rich People Smarter?," University of California at Los Angeles, Anderson Graduate School of Management 1132, Anderson Graduate School of Management, UCLA. [Downloadable!]
  60. Earl A. Thompson, 1977. "A Reformulation of Macroeconomic Theory," UCLA Economics Working Papers 091, UCLA Department of Economics. [Downloadable!]
  61. Chen, Gang & Roberts, Matthew C. & Roe, Brian, 2005. "Forecasting Livestock Feed Cost Risks Using Futures and Options," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19048, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  62. Paresh Kumar Narayan & Russell Smyth, 2005. "Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models," Applied Financial Economics, Taylor and Francis Journals, vol. 15(8), pages 547-556, May. [Downloadable!] (restricted)
  63. Ken Urai, 2006. "Social Recognition and Economic Equilibrium," Discussion Papers in Economics and Business 06-29, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  64. Kyriacos Kyriacou & Bryan Mase, 2003. "The Information Contained In The Exercise Of Executive Stock Options," Economics and Finance Discussion Papers 03-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  65. 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 102, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  66. Klaas Baks & Andrew Metrick & Jessica Wachter, 1999. "Bayesian Performance Evaluation," NBER Working Papers 7069, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  67. Bill Cai & Charlie Cai & Kevin Keasey, 2005. "Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets," Asia-Pacific Financial Markets, Springer, vol. 12(1), pages 45-60, March. [Downloadable!] (restricted)
  68. Andreas Humpe & Peter D. Macmillan, 2005. "Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan," CRIEFF Discussion Papers 0511, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
  69. Waldenström, Daniel & Frey, Bruno S., 2002. "How Government Bond Prices Reflect Wartime Events. The Case of the Stockholm Market," Working Paper Series in Economics and Finance 489, Stockholm School of Economics. [Downloadable!]
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  70. Jürgen Huber & Matthias Sutter & Michael Kirchler, 2004. "Is more information always better? Experimental financial markets with asymmetric information," Papers on Strategic Interaction 2005-13, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
  71. Robert J. Barro, 1981. "On the Predictability of Tax-Rate Changes," NBER Working Papers 0636, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  72. Graham Partington & Max Stevenson, 2001. "The probability and timing of price reversals in the property market," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 22(7), pages 389-398. [Downloadable!]
  73. 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. [Downloadable!]
  74. Stephen Hall & Anna Zelweska-Mitura, . "Modelling Emerging Financial Markets and their Approach to Market Efficiency," Computing in Economics and Finance 1996 _066, Society for Computational Economics. [Downloadable!]
  75. Marcus Pramor & Natalia T. Tamirisa, 2006. "Common Volatility Trends in the Central and Eastern European Currencies and the Euro," IMF Working Papers 06/206, International Monetary Fund. [Downloadable!]
  76. Georg Stadtmann, 2006. "Frequent News and Pure Signals: The Case of a Publicly Traded Football Club," Working Papers 0603, International Association of Sports Economists. [Downloadable!]
  77. Sijing Zong & Cornelis A. Los & Nyonyo Kyaw, 2004. "Persistence Characteristics of Latin American Financial Markets," Finance 0411013, EconWPA. [Downloadable!]
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  78. Harald A. Benink & Jose Luis Gordillo & Juan Pablo Pardo & Christopher R. Stephens, 2004. "A Study of Neo-Austrian Economics using an Artificial Stock Market," Finance 0411038, EconWPA. [Downloadable!]
  79. Thomas Schuster, 2003. "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance 0305009, EconWPA. [Downloadable!]
  80. Tetsushi Homma & Yoshiro Tsutsui & Uri Benzion, 2005. "Exchange rate and stock prices in Japan," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 469-478, April. [Downloadable!] (restricted)
  81. Stefan Feinendegen & Eric Nowak, 2001. "Publizitätspflichten börsennotierter Aktiengesellschaften im Spannungsfeld zwischen Regelberichterstattung und Ad-hoc-Publizität - Überlegungen zu einer gesetzeskonformen und kapitalmarktorientier," Working Paper Series: Finance and Accounting 70, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  82. Fred Kaen, 2002. "Corporate governance and shareholder value : how did we get here and where are we going?," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 3(3), pages 7-12, October. [Downloadable!]
  83. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Economics and Finance Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  84. Patrice Bougette & Stéphane Turolla, 2006. "Merger Remedies at the European Commission: A Multinomial Logit Analysis," Working Papers 06-08, LAMETA, Universtiy of Montpellier, revised Feb 2008. [Downloadable!]
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  85. Oxelheim, Lars & Rafferty, Michael, 2002. "On the Static Efficiency of Secondary Bond Markets," Working Paper Series 2001/7, Lund University, Institute of Economic Research. [Downloadable!]
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  86. Michael Kühl, 2007. "Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses," cege – Center for European, Governance and Economic Development Research Discussion Papers 68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
  87. William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997. "Nonlinear and Complex Dynamics in Economics," Econometrics 9709001, EconWPA. [Downloadable!]
  88. Alexandros E. Milionis & Evangelia Papanagiotou, 2008. "A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets," Working Papers 91, Bank of Greece. [Downloadable!]
  89. 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. [Downloadable!]
  90. Jackie Krafft & Jacques-Laurent Ravix, 2008. "Corporate governance and the governance of knowledge: rethinking the relationship in terms of corporate coherence," Post-Print hal-00203550_v1, HAL. [Downloadable!]
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  91. Zalewska, Ania, 1999. "Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges," CEPR Discussion Papers 2134, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  92. Richard M. Levich & Valerio Poti, 2008. "Predictability and 'Good Deals' in Currency Markets," NBER Working Papers 14597, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  93. Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi & Junji Shimada, 2005. "Dynamic Efficiency in the East European Emerging Markets," Asia-Pacific Financial Markets, Springer, vol. 12(2), pages 159-179, June. [Downloadable!] (restricted)
  94. Roland Gillet & Ariane Szafarz, 2004. "Marchés financiers et anticipations rationnelles," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 7-17. [Downloadable!]
  95. Jochen R. Andritzky & Geoffrey J. Bannister & Natalia T. Tamirisa, 2005. "The Impact of Macroeconomic Announcements on Emerging Market Bonds," IMF Working Papers 05/83, International Monetary Fund. [Downloadable!]
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  96. Riccardo Ferretti & Francesco Pattarin, 2008. "Is public information really public? The role of newspapers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08013, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi". [Downloadable!]
  97. Bruggen, G.H. van & Spann, M. & Lilien, G.L. & Skiera, B., 2006. "Institutional Forecasting: The Performance of Thin Virtual Stock Markets," Research Paper ERS-2006-028-MKT Revision, 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 Uni. [Downloadable!]
  98. Li, GuangJie, 2009. "The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence," Cardiff Economics Working Papers E2009/4, Cardiff University, Cardiff Business School, Economics Section, revised Aug 2009. [Downloadable!]
  99. Christopher Neely & Paul Weller, 1999. "Predictability in international asset returns: a reexamination," Working Papers 1997-010, Federal Reserve Bank of St. Louis. [Downloadable!]
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  100. Stephen F. LeRoy, 1990. "Capital market efficiency: an update," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-40. [Downloadable!]
  101. Enrique Sentana, 1993. "The econometrics of the stock market I: rationality tests," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 401-420, September. [Downloadable!]
  102. Isengildina-Massa, Olga & Irwin, Scott H. & Good, Darrel L. & Gomez, Jennifer K., 2008. "The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(01), April. [Downloadable!]
  103. Oberndorfer, Ulrich & Ulbricht, Dirk, 2007. "Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis," ZEW Discussion Papers 07-030, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  104. Ferruz Agudo, Luis & Vargas Magallón, María & Nievas López, J., 2008. "¿Utilizan los gestores españoles de fondos de inversión información privada en sus labores de gestión?," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 26, pages 257-278, Septiembr. [Downloadable!] (restricted)
  105. Carl R. Zulauf & Scott H. Irwin, 1997. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Finance 9711004, EconWPA. [Downloadable!]
  106. Dimitris Kenourgios & Aristeidis Samitas, 2005. "Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange," Finance 0512010, EconWPA. [Downloadable!]
  107. HAMADI, Malika & RENGIFO, Erick & SALZMAN, Diego, 2005. "Illusionary finance and trading behavior," CORE Discussion Papers 2005004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  108. Christian Pierdzioch, 2004. "Feedback Trading and Predictability of Stock Returns in Germany, 1880-1913," Kiel Working Papers 1213, Kiel Institute for the World Economy. [Downloadable!]
  109. Francisco Venegas Martínez, 2001. "Opciones, cobertura y procesos de difusión con saltos: Una aplicación a los títulos de Gcarso," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 16(2), pages 203-226. [Downloadable!]
  110. Johann Burgstaller, 2002. "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers 2002-07, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]
  111. Olivier Guedj & Jean-Philippe Bouchaud, 2004. "Experts' earning forecasts: bias, herding and gossamer information," Science & Finance (CFM) working paper archive 500062, Science & Finance, Capital Fund Management. [Downloadable!]
  112. Masaki Nakabayashi, 2008. "Speed of the price and efficiency of the concession the treaty port market in Japanfs industrialization," Discussion Papers in Economics and Business 08-14, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP). [Downloadable!]
  113. Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis," The Warwick Economics Research Paper Series (TWERPS) 769, University of Warwick, Department of Economics. [Downloadable!]
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  114. Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN, 2004. "Illusionary Finance and Trading Behavior," Discussion Papers (ECON - Département des Sciences Economiques) 2005012, Université catholique de Louvain, Département des Sciences Economiques, revised 15 Jan 2005. [Downloadable!]
  115. Carl Chiarella & Xue-Zhong He & Cars Hommes, 2004. "A Dynamic Analysis of Moving Average Rules," Research Paper Series 133, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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  116. 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. [Downloadable!]
  117. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Working Papers 96-10, Bank of Canada. [Downloadable!]
  118. Geradin, Damien & Layne-Farrar, Anna & Padilla, Atilano Jorge, 2007. "Royalty Stacking in High Tech Industries: Separating Myth from Reality," CEPR Discussion Papers 6091, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  119. N. A. Dentchev & A. Heene, 2003. "Reputation management: Sending the right signal to the right stakeholder," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/175, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  120. Espinosa Méndez, Christian, 2007. "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
    [Effect Weekend And Effect Month End In The Chilean Stock Market]    ," MPRA Paper 3252, University Library of Munich, Germany. [Downloadable!]
  121. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  122. Jonathan Lewellen & Jay Shanken, 2000. "Estimation Risk, Market Efficiency, and the Predictability of Returns," NBER Working Papers 7699, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  123. W.H. Buiter, 2000. "Optimal Currency Areas: Why Does the Exchange Rate Regime Matter? (With an Application to UK Membership in EMU)," CEP Discussion Papers dp0462, Centre for Economic Performance, LSE. [Downloadable!]
  124. David C. Nachman, 1972. "On Risk Aversion and Optimal Stopping," Discussion Papers 26, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  125. Enrico Zaninotto, 1997. "Comitati volontari e standard de-iure," Quaderni DISA 003, Department of Computer and Management Sciences, University of Trento, Italy.
  126. Michael Smirlock & Jess B. Yawitz, 1984. "Asset Returns, Discount Rate Changes and Market Efficiency," NBER Working Papers 1530, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  127. Gueorgui I. Kolev & Robin Hogarth, 2008. "Illusory correlation in the remuneration of chief executive officers: It pays to play golf, and well," Economics Working Papers 1132, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  128. Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  129. Siow-hooi Tan & Muzafar-shah Habibullah & Roy-wye-leong Khong, 2009. "Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka," Economics Bulletin, AccessEcon, vol. 30(1), pages 274-281. [Downloadable!]
  130. Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO. [Downloadable!]
  131. Carolyn Currie, 2003. "Towards a General Theory of Financial Regulation: Predicting, Measuring and Preventing Financial Crises," Working Paper Series 132, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
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  132. John Pippenger, 2008. "Freely Floating Exchange Rates Do Not Systematically Overshoot," University of California at Santa Barbara, Economics Working Paper Series 01-08, Department of Economics, UC Santa Barbara. [Downloadable!]
  133. Kathryn M. Dominguez, 1986. "Are foreign exchange forecasts rational? New evidence from survey data," International Finance Discussion Papers 281, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  134. Marcos Alvarez Díaz & Lucy Amigo Dobaño & Francisco Rodríguez de Prado, . "Taxing on Housing: A Welfare Evaluation of the Spanish Personal Income Tax," Studies on the Spanish Economy 142, FEDEA. [Downloadable!]
  135. María Consuelo Pucheta Martínez & Antonio Vico Martínez & María Antonia García Benau, 2004. "Reactions of the Spanish capital market to qualified audit reports," European Accounting Review, Taylor and Francis Journals, vol. 13(4), pages 689-711, December. [Downloadable!] (restricted)
  136. Hoje Jo & Yongtae Kim, 2008. "Ethics and Disclosure: A Study of the Financial Performance of Firms in the Seasoned Equity Offerings Market," Journal of Business Ethics, Springer, vol. 80(4), pages 855-878, July. [Downloadable!] (restricted)
  137. Bradford Cornell & Jakša Cvitanić & Levon Goukasian, 2010. "Beliefs regarding fundamental value and optimal investing," Annals of Finance, Springer, vol. 6(1), pages 83-105, January. [Downloadable!] (restricted)
  138. Yan, Robert & Nuttall, John & Ling, Charles, 2006. "Application of machine learning to short-term equity return prediction," MPRA Paper 2536, University Library of Munich, Germany. [Downloadable!]
  139. Xiao-Ming Li, 2003. "Time-varying Informational Efficiency in China's A-Share and B-Share Markets," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 1(1), pages 33-56, January. [Downloadable!] (restricted)
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  142. Rodolfo Apreda, 2001. "The Brokerage of Asymmetric Information," CEMA Working Papers: Serie Documentos de Trabajo. 190, Universidad del CEMA. [Downloadable!]
  143. Maria Rosa Borges, 2008. "Efficient Market Hypothesis in European Stock Markets," Working Papers 2008/20, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  144. Thomas I. Palley, 2009. "After the Bust: The Outlook for Macroeconomics and Macroeconomic Policy," Economics Public Policy Brief Archive ppb_97, Levy Economics Institute, The. [Downloadable!]
  145. Fabrice Hervé, 2003. "La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires," Revue Finance Contrôle Stratégie, Editions Economica, vol. 6(3), pages 41-77, September. [Downloadable!]
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  146. Maria Rosa Borges, 2007. "Random Walk Tests for the Lisbon Stock Market," Working Papers 2007/14, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  147. Hui Guo, 2004. "A rational pricing explanation for the failure of CAPM," Review, Federal Reserve Bank of St. Louis, issue May, pages 23-34. [Downloadable!]
  148. Peter-Jan Engelen, 2006. "An Economic Analysis of the Bekaert NV Insider Trading Case," Working Papers 06-04, Utrecht School of Economics. [Downloadable!]
  149. Anufriev, M. & Panchenko, V., 2007. "Asset Prices, Traders' Behavior, and Market Design," CeNDEF Working Papers 07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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  150. Rodrigo Saens, 1999. "Premia In Emerging Market Adr Prices:Evidence From Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 2(1), pages 51-70. [Downloadable!]
  151. Maged Shawky Sourial, 2002. "The Future of the Stock Market Channel In Egypt," Finance 0204002, EconWPA. [Downloadable!]
  152. Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola, 2009. "A Computational View of Market Efficiency," Quantitative Finance Papers 0908.4580, arXiv.org. [Downloadable!]
  153. Peter Bossaerts, 1985. "The Information Efficiency of Market Prices," University of California at Los Angeles, Anderson Graduate School of Management 1213, Anderson Graduate School of Management, UCLA. [Downloadable!]
  154. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  155. Cyril Schoreels & Jonathan M. Garibaldi, 2006. "Comparative study of central decision makers versus groups of evolved agents trading in equity markets," Computing in Economics and Finance 2006 410, Society for Computational Economics. [Downloadable!]
  156. Thomas I. Palley, 2008. "After the Bust: The Outlook for Macroeconomics & Macroeconomic Policy," IMK Working Paper 20-2008, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute. [Downloadable!]
  157. Marc Atlan & Hélyette Geman & Dilip Madan & Marc Yor, 2007. "Correlation and the pricing of risks," Annals of Finance, Springer, vol. 3(4), pages 411-453, October. [Downloadable!] (restricted)
  158. Richard M. Levich, 1979. "Analyzing the Accuracy of Foreign Exchange Advisory Services: Theory AndEvidence," NBER Working Papers 0336, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  159. Dirk Brounen & Yair Ben-Hamo, 2009. "Calendar Anomalies: The Case of International Property Shares," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 115-136, February. [Downloadable!] (restricted)
  160. Canegrati, Emanuele, 2008. "A Non-Random Walk down Canary Wharf," MPRA Paper 9871, University Library of Munich, Germany. [Downloadable!]
  161. Ben Craig & Owen Humpage, 2001. "Sterilized intervention, nonsterilized intervention, and monetary policy," Working Paper 0110, Federal Reserve Bank of Cleveland. [Downloadable!]
  162. Jorge Gregoire & Leonardo Letelier, 1998. "Desempeño Económico Agregado y Mercado Accionario: Un Análisis Empírico para el Caso Chileno," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 183-203. [Downloadable!]
  163. Garcia, René, 1986. "La théorie économique de l’information : exposé synthétique de la littérature," L'Actualité Economique, Société Canadienne de Science Economique, vol. 62(1), pages 88-109, mars. [Downloadable!]
  164. Kiwoong Cheong & Chi Soo Kim, 1997. "Corporate Real Estate Holdings and the Value of the Firm in Korea," Journal of Real Estate Research, American Real Estate Society, vol. 13(3), pages 273-296. [Downloadable!]
  165. G. William Schwert, 2002. "Anomalies and Market Efficiency," NBER Working Papers 9277, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  166. Erwin Bulte & Joost Pennings & Wim Heijman, 1996. "Futures markets, price stabilization and efficient exploitation of exhaustible resources," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 8(3), pages 351-366, October. [Downloadable!] (restricted)
  167. M. A. H. Dempster & C. M. Jones, 2002. "Can channel pattern trading be profitably automated?," European Journal of Finance, Taylor and Francis Journals, vol. 8(3), pages 275-301, September. [Downloadable!] (restricted)
  168. Mark Taylor, 1987. "Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 123(4), pages 579-591, December. [Downloadable!] (restricted)
  169. Husain, Fazal & Forbes, Kevin, 1999. "Efficiency in a Thinly Traded Market: The Case of Pakistan," MPRA Paper 5355, University Library of Munich, Germany. [Downloadable!]
  170. Thomas Chiang & Thomas Hindelang, 1988. "Forward rate, spot rate and risk premium: An empirical analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 124(1), pages 74-88, March. [Downloadable!] (restricted)
  171. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  172. Dirk Brounen & Piet Eichholtz & David Ling, 2007. "Trading Intensity and Real Estate Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 35(4), pages 449-474, November. [Downloadable!] (restricted)
  173. Michelle L. Barnes & Shiguang Ma, 2002. "The behavior of China's stock prices in response to the proposal and approval of bonus issues," Working Papers 02-1, Federal Reserve Bank of Boston. [Downloadable!]
  174. Alina Lucia Trifan, 2009. "Testing Capital Asset Pricing Model For Romanian Capital Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 43. [Downloadable!]
  175. Richard Kum-yew Lai, 2005. "Inventory Signals," Microeconomics 0509001, EconWPA. [Downloadable!]
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  176. Laakkonen , Helinä, 2004. "The impact of macroeconomic news on exchange rate volatility," Research Discussion Papers 24/2004, Bank of Finland. [Downloadable!]
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  177. Carolin Häussler, 2004. "Does Partnering Pay Off? - Stock Market Reactions to Inter-Firm Collaboration Announcements in Germany," Discussion Papers 14, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
  178. Egon Franck & Stefan Winter, 2002. "Zur Effizienz des Marktes für feine Bordeauxweine," Working Papers 0012, University of Zurich, Institute for Strategy and Business Economics (ISU). [Downloadable!]
  179. Bertrand Maillet, Thierry Michel, 2000. "Further insights on the puzzle of technical analysis profitability," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 196-224, June. [Downloadable!] (restricted)
  180. Francis X. Diebold & Lutz Kilian, 2001. "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669. [Downloadable!]
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  181. Kim, Jeong-Ryeol, 2002. "The stable long-run CAPM and the cross-section of expected returns," Discussion Paper Series 1: Economic Studies 2002,05, Deutsche Bundesbank, Research Centre. [Downloadable!]
  182. Alina Piciorea, 2008. "Forward Premium Puzzle: Futures Contracts Evidence and Speculation Strategies," Advances in Economic and Financial Research - DOFIN Working Paper Series 8, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB. [Downloadable!]
  183. Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2004. "Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model," CEIS Research Paper 52, Tor Vergata University, CEIS. [Downloadable!]
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  184. Fernando Rubio, 2004. "Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno," Finance 0402002, EconWPA. [Downloadable!]
  185. Paweł Strawiński & Robert Ślepaczuk, 2008. "Analysis of HF data on the WSE in the context of EMH," Working Papers 2008-08, Faculty of Economic Sciences, University of Warsaw. [Downloadable!]
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  186. Ulrich Mueller & Mark W. Watson, 2006. "Testing Models of Low-Frequency Variability," NBER Working Papers 12671, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  187. Matthias Blonski & Ulf von Lilienfeld-Toal, 2008. "Excess Returns and the Distinguished Player Paradox," cege – Center for European, Governance and Economic Development Research Discussion Papers 78, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 27 Oct 2008. [Downloadable!]
  188. Benjamin Miranda Tabak, 2002. "The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case," Working Papers Series 58, Central Bank of Brazil, Research Department. [Downloadable!]
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  189. Steve Bond & Jason Cummins, 2001. "Noisy share prices and the Q model of investment," IFS Working Papers W01/22, Institute for Fiscal Studies. [Downloadable!]
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  190. Sanderson, B.A. & Quilkey, J.J. & Freebairn, J.W., 1980. "Supply Response Of Australian Wheat Growers," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 24(02), August. [Downloadable!]
  191. Lazarides, Themistokles & Drmmpetas, Evaggelos, 2009. "Fallacies, Collapses, Crises. Now What?," MPRA Paper 17921, University Library of Munich, Germany. [Downloadable!]
  192. Kaie Kerem & Enn Listra & Katrin Rahu, 2004. "Market Efficiency and Rational Expectations," Working Papers 112, Tallinn School of Economics and Business Administration, Tallinn University of Technology. [Downloadable!]
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  194. Henri Loubergé, 1980. "Le risque de change existe-t-il?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 116(IV), pages 385-402, December. [Downloadable!]
  195. Adelina Gschwandtner, 2004. "Profit Persistence in the "Very" Long Run: Evidence from Survivors and Exiters," Vienna Economics Papers 0401, University of Vienna, Department of Economics. [Downloadable!]
  196. Raphael Bergoeing & Felipe Morandé & Raimundo Soto., . "Asset prices in Chile: facts and fads," ILADES-Georgetown University Working Papers inv115, Ilades-Georgetown University, School of Economics and Bussines. [Downloadable!]
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  198. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  199. Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns And Interest Rate: A Nonlinear Relationship In The Bogota Stock Market," BORRADORES DE ECONOMIA 003468, BANCO DE LA REPÚBLICA. [Downloadable!]
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  200. Hannes Haushofer & Gabriel Moser & Renate Unger, 2005. "Fundamental and Nonfundamental Factors in the Euro/U.S. Dollar Market in 2002 and 2003," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 58-76, April. [Downloadable!]
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  203. Andreas Zingg & Sebastian Lang & Daniela Wyttenbach, 2007. "Insider Trading in the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(III), pages 331-362, September. [Downloadable!]
  204. Joe Tak-Yun Wong & Eddie Hui & William Seabrooke & John Raftery, 2005. "A study of the Hong Kong property market: housing price expectations," Construction Management & Economics, Taylor and Francis Journals, vol. 23(7), pages 757-765, September. [Downloadable!] (restricted)
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  207. Chen, Gang & Roberts, Matthew C. & Roe, Brian, 2005. "Managing Livestock Feed Cost Risks Using Futures and Options," 2005 Annual meeting, July 24-27, Providence, RI 19399, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  208. Gentry, James A. & Reilly, Frank K. & Sandretto, Michael J., 2003. "Learning about Intrinsic Valuation with the Help of an Integrated Valuation Model," Working Papers 03-0108, University of Illinois at Urbana-Champaign, College of Business. [Downloadable!]
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  210. Hargreaves Heap, Shaun & Parikh, Ashok, 2002. "The Market Place for Ideas: An Analysis of Knowledge Diffusion in Academic Journals," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
  211. Frederic S. Mishkin, 1985. "The Real Interest Rate: A Multi-Country Empirical Study," NBER Working Papers 1047, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  214. Drew, Michael E. & Stanford, Jon D., 2001. "The Impact of Fund Attrition on Superannuation Returns," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 31(1), pages 25-32, March. [Downloadable!]
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  220. Jorge Belaire-Franch & Stanley McGreal & Kwaku K. Opong & James R. Webb, 2007. "A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 94-112. [Downloadable!]
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  223. Petra Nieken & Michael Stegh, 2010. "Incentive Effects in Asymmetric Tournaments - Empirical Evidence from the German Hockey League," Discussion Papers 305, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
  224. Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008. "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  226. Margiora, Philippa & Panaretos, John, 2001. "Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange," MPRA Paper 6358, University Library of Munich, Germany. [Downloadable!]
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  229. Weshah Razzak, 2009. "On the GCC Currency Union," EERI Research Paper Series EERI_RP_2009_29, Economics and Econometrics Research Institute (EERI). [Downloadable!]
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  230. Sathye, Milind, 2006. "US Coffee C Futures: Some results from test of cointegration and GARCH," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3). [Downloadable!] (restricted)
  231. Hans-Bernd Schäfer & Jochen Bigus, . "Die Haftung des Wirtschaftsprüfers am Primär- und am Sekundärmarkt - eine rechtsökonomische Analyse," German Working Papers in Law and Economics 2005-1-1122, Berkeley Electronic Press. [Downloadable!]
  232. Carlo Rosa & Giovanni Verga, 2006. "The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market," CEP Discussion Papers dp0764, Centre for Economic Performance, LSE. [Downloadable!]
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  234. Erler, Alexander & Krizanac, Damir, 2009. "Taylor-Regel und Subprime-Krise - Eine empirische Analyse der US-amerikanischen Geldpolitik
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  235. Georg Zachmann, 2007. "A Markov Switching Model of the Merit Order to Compare British and German Price Formation," Discussion Papers of DIW Berlin 714, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  236. Saint-Pierre, Jacques, 1976. "L’efficience des marchés financiers secondaires au Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 52(2), pages 232-242, avril. [Downloadable!]
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  238. Nihat Aktas & Eric de Bodt & Laurent Liagre, 2006. "Le décollage d'EADS:le point de vue des marchés financiers," Revue Finance Contrôle Stratégie, Editions Economica, vol. 9(1), pages 5-34, March. [Downloadable!]
  239. NANDWA, Boaz, 2006. "On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1). [Downloadable!] (restricted)
  240. Nai Jia Lee, 2003. "Expected Return of Housing and Mortgage Termination," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 75-101. [Downloadable!]
  241. Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19501, University Library of Munich, Germany, revised Dec 2009. [Downloadable!]
  242. Marc-Andreas Muendler, 2005. "Rational Information Choice in Financial Market Equilibrium," University of California at San Diego, Economics Working Paper Series 2005-04, Department of Economics, UC San Diego. [Downloadable!]
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  243. Stevens, Stanley C., 1990. "Evidence For A Weather Persistence Effect On The Corn, Wheat And Soybean Growing Season Price Dynamics," Staff Papers 13907, University of Minnesota, Department of Applied Economics. [Downloadable!]
  244. Robert Campbell & Erasmo Giambona & C. Sirmans, 2009. "The Long-Horizon Performance of REIT Mergers," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 105-114, February. [Downloadable!] (restricted)
  245. Klaas Baks & Andrew Metrick & Jessica Wachter, . "Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation," Rodney L. White Center for Financial Research Working Papers 18-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
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  246. Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  247. Alexandros E. Milionis, 2003. "Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach," Working Papers 07, Bank of Greece. [Downloadable!]
  248. Carlos Alós-Ferrer & Ana B. Ania, 2003. "The Asset Market Game," Vienna Economics Papers 0320, University of Vienna, Department of Economics. [Downloadable!]
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  249. Pontines, Victor & Siregar, Reza, 2009. "Intervention index and exchange rate regimes: the cases of selected East-Asian economies," MPRA Paper 17138, University Library of Munich, Germany. [Downloadable!]
  250. Shao, Renyuan & Roe, Brian, 2002. "The Design And Pricing Of Fixed And Moving Window Contracts: An Application Of Asian-Basket Option Pricing Methods To The Hog Finishing Sector," 2002 Annual meeting, July 28-31, Long Beach, CA 19823, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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  252. Marc-Andreas Muendler, 2005. "Rational Transparency Choice in Financial Market Equilibrium¤," University of California at San Diego, Economics Working Paper Series 2005-04R, Department of Economics, UC San Diego. [Downloadable!]
  253. Hinchy, Mike & Simmons, Phil, 1983. "An Optimal-Control Approach To Stabilising Australian Wool Prices," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 27(01), April. [Downloadable!]
  254. Jose Fajardo Barbachan, 2000. "Optimal Consumption and Investment with Levy Processes," Econometric Society World Congress 2000 Contributed Papers 1146, Econometric Society. [Downloadable!]
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  255. Norberg, Peter, 2004. "Financial Mentality beyond Good and Evil," Working Paper Series in Business Administration 2004:12, Stockholm School of Economics, revised 10 Feb 2005. [Downloadable!]
  256. Javier De Peña & Luis A. Gil-Alana, 2003. "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers 15/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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  257. Kin Lam & Li Wei, . "Optimal Trading Strategy When Return Process is AR(1)," Computing in Economics and Finance 1997 16, Society for Computational Economics. [Downloadable!]
  258. Wolfgang Drobetz & Patrick Wegmann, 2002. "Mean Reversion on Global Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(III), pages 215-239, September. [Downloadable!]
  259. Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-., 1989. "When are contrarian profits due to stock market overreaction?," Working papers 3008-89., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  260. Sherry Glied & Tama Brooks, 1997. "The Market and the Estimators: Forecasting the Cost of Medicare Catastrophic Coverage," NBER Working Papers 6287, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  261. Schmidt, Carsten & Strobel, Martin & Volkland, Henning Oskar, 2008. "Accuracy, Certainty and Surprise - A Prediction Market on the Outcome of the 2002 FIFA World Cup," Sonderforschungsbereich 504 Publications 08-13, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
  262. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, . "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA. [Downloadable!]
  263. ORGIAZZI, Elsa, 2007. "Financial Development and Instability: the Role of the Labour Share," MPRA Paper 6304, University Library of Munich, Germany. [Downloadable!]
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  264. Jacques Mairesse & Alan K. Siu, 1982. "An Extended Accelerator Model of R&D and Physical Investment," NBER Working Papers 0968, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  265. Mierzejewski, Fernando, 2008. "The optimal liquidity principle with restricted borrowing," MPRA Paper 12549, University Library of Munich, Germany. [Downloadable!]
  266. Block, Joern & Sandner, Philipp & De Vries, Geertjan, 2010. "Venture capital and the financial crisis: an empirical study across industries and countries," MPRA Paper 20287, University Library of Munich, Germany. [Downloadable!]
  267. Terry Boulter & Celeste Ping Fern Tan, 2000. "The Short Run Impact of Scheduled Macroeconomic Announcements on the Australian Dollar during 1998," School of Economics and Finance Discussion Papers and Working Papers Series 082, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  268. Foort Hamelink, 2001. "Nonlinear analysis for forecasting currencies: are they useful to the portfolio manager?," European Journal of Finance, Taylor and Francis Journals, vol. 7(4), pages 335-355, December. [Downloadable!] (restricted)
  269. Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets," MPRA Paper 8704, University Library of Munich, Germany. [Downloadable!]
  270. Bo-Göran Ekholm, Jan Wallin, 2000. "Is the annual budget really dead?," European Accounting Review, Taylor and Francis Journals, vol. 9(4), pages 519-539, December. [Downloadable!] (restricted)
  271. Roberto Monte & Barbara Trivellato, 2009. "An equilibrium model of insider trading in continuous time," Decisions in Economics and Finance, Springer, vol. 32(2), pages 83-128, November. [Downloadable!] (restricted)
  272. Andreas Humpe & Peter Macmillan, 2007. " Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan," CDMA Working Paper Series 0720, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
  273. Oberndorfer, Ulrich & Ziegler, Andreas, 2006. "Environmentally oriented energy policy and stock returns : an empirical analysis," ZEW Discussion Papers 06-79, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  274. Henrik Amilon, 2003. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series 107, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  275. Marcello Galeotti & Franco Gori, 1993. "Multiple patterns in the dynamics of a stock market model," Decisions in Economics and Finance, Springer, vol. 16(2), pages 39-58, September. [Downloadable!] (restricted)
  276. Fisher, B.S. & Tanner, Carolyn, 1978. "In Search Of Hunt'S Short-Run Price Cycles In The Sydney Wool Futures Market," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 22(02-03). [Downloadable!]
  277. Nardella, Michele, 2007. "Price efficiency and speculative trading in cocoa futures markets," 81st Annual Conference, April 2-4, 2007, Reading University 7970, Agricultural Economics Society. [Downloadable!]
  278. Damien Challet & Tobias Galla, 2005. "Price return autocorrelation and predictability in agent-based models of financial markets," Quantitative Finance, Taylor and Francis Journals, vol. 5(6), pages 569-576, December. [Downloadable!] (restricted)
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  279. Dimitris Kenourgios, 2005. "Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market," Finance 0512015, EconWPA. [Downloadable!]
  280. Robert E. Hall & Frederic S. Mishkin, 1982. "The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households," NBER Working Papers 0505, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  281. Jackie Krafft & Jacques-Laurent Ravix, 2005. "The governance of innovative firms: an evolutionary approach," Post-Print hal-00203620_v1, HAL. [Downloadable!]
  282. McGough, Bruce & Plantinga, Andrew J. & Provencher, William, 2002. "The Dynamic Behavior of Efficient Timber Prices," Staff Paper Series 454, University of Wisconsin, Agricultural and Applied Economics. [Downloadable!]
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  283. Kin Lam & May Chun Mei Wong & Wing-Keung Wong, 2005. "New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model," Departmental Working Papers wp0514, National University of Singapore, Department of Economics. [Downloadable!]
  284. Ron Bird & Lorenzo Casavecchia & Paul Woolley, 2008. "Insights into the Market Impact of Different Investment Styles," Working Paper Series 1, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney. [Downloadable!]
  285. Gregor Andrade & Mark Mitchell & Erik Stafford, 2001. "New Evidence and Perspectives on Mergers," Journal of Economic Perspectives, American Economic Association, vol. 15(2), pages 103-120, Spring. [Downloadable!] (restricted)
  286. Diego Salzman & Emanuel Trifan, 2005. "Emotions, Bayesian Inference, and Financial Decision Making," Darmstadt Discussion Papers in Economics 166, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
  287. Acuña, Andrés & Pinto, Cristián, 2007. "Eficiencia del Mercado Accionario Chileno: Un Enfoque Dinámico usando Tests de Volatilidad
    [Chilean Stock Market Efficiency: A Dynamic Approach using Volatility Tests]    ," MPRA Paper 7387, University Library of Munich, Germany. [Downloadable!]
  288. Cars Hommes, 2005. "Heterogeneous Agent Models: Two Simple Case Studies," Tinbergen Institute Discussion Papers 05-055/1, Tinbergen Institute. [Downloadable!]
  289. Dan Palmon & Ephraim Sudit & Ari Yezegel, 2009. "The value of columnists’ stock recommendations: an event study approach," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 209-232, October. [Downloadable!] (restricted)
  290. 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 14786, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics. [Downloadable!]
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  291. Dietz, Sarah N. & Aulerich, Nicole M. & Irwin, Scott H. & Good, Darrel L., 2008. "The Marketing Performance of Illinois and Kansas Wheat Farmers," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37622, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
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  292. Y. Biondi & P. Giannoccolo & A. Reberioux, 2010. "Financial disclosure and the Board: A case for non-independent directors," Working Papers 689, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
  293. Michael E. Drew & Jon D. Stanford, 2003. "Principal and Agent Problems in Superannuation Funds," School of Economics and Finance Discussion Papers and Working Papers Series 142, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
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  294. Louis Gagnon & Jonathan Witmer, 2009. "Short Changed? The Market's Reaction to the Short Sale Ban of 2008," Working Papers 09-23, Bank of Canada. [Downloadable!]
  295. Jack Hirshleifer & John G. Riley, 1976. "The New Economics of Information," UCLA Economics Working Papers 074, UCLA Department of Economics. [Downloadable!]
  296. Jorge Belaire-Franch & Kwaku Opong, 2005. "A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs," Review of Quantitative Finance and Accounting, Springer, vol. 24(1), pages 93-107, January. [Downloadable!] (restricted)
  297. Alexandros Leontitsis & Constantinos E. Vorlow, 2005. "Accounting for outliers and calendar effects in surrogate simulations of stock return sequences," Quantitative Finance Papers physics/0504187, arXiv.org. [Downloadable!]
  298. Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, EconWPA. [Downloadable!]
  299. Edward E. Ghartey, 2004. "Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 1(1), pages 37-45, June. [Downloadable!]
  300. Cornelis A. Los, 2004. "The Changing Concept of Financial Risk," Finance 0409034, EconWPA. [Downloadable!]
  301. Serge Darolles & Christian Gourieroux & Gaëlle Le Fol, 2000. "Intraday Transaction Price Dynamics," Annales d'Economie et de Statistique, ADRES, issue 60, pages 10, Octobre-D. [Downloadable!]
  302. Ercan Balaban, 1995. "Some Empirics of the Turkish Stock Market," Discussion Papers 9508, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  303. Christopher Polk & Paola Sapienza, 2004. "The Real Effects of Investor Sentiment," NBER Working Papers 10563, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  304. Schoeneborn, Torsten & Schied, Alexander, 2007. "Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision," MPRA Paper 5548, University Library of Munich, Germany. [Downloadable!]
  305. Urcola, Hernan A. & Irwin, Scott H., 2006. "Has the Performance of the Hog Options Market Changed?," 2006 Annual meeting, July 23-26, Long Beach, CA 21479, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  306. Buiter, Willem H, 2000. "Optimal Currency Areas: Why Does The Exchange Rate Regime Matter?," CEPR Discussion Papers 2366, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  307. Sule Ozler, 1986. "The Motives for International Bank Debt Rescheduling, 1978-1983: Theory and Evidence," UCLA Economics Working Papers 401, UCLA Department of Economics. [Downloadable!]
  308. Frederic S. Mishkin, 1981. "Are Market Forecasts Rational?," NBER Working Papers 0507, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  309. Razzaque H. Bhatti, 1997. "Do Expectations Play Any Role in Determining Pak Rupee Exchange Rates?," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 36(3), pages 263-273. [Downloadable!]
  310. José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho, 2004. "Efficiency tests in the Iberian stock markets," Finance 0406001, EconWPA. [Downloadable!]
  311. Phukubje, M.P. & Moholwa, M.B., 2006. "Testing for weak-form efficiency in South African futures market for wheat and sunflower seeds," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(2), June. [Downloadable!]
  312. Razzak, W A, 2007. "In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback
    [Same as above]    ," MPRA Paper 6591, University Library of Munich, Germany. [Downloadable!]
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  313. Tondel, Fabien & Maynard, Leigh J., 2004. "Is The Thinly-Traded Butter Futures Contract Priced Efficiently?," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34684, Southern Agricultural Economics Association. [Downloadable!]
  314. Minardi, A., 2001. "Preços Passados prevendo Desempenho de Ações Brasileiras," Finance Lab Working Papers flwp_43, Finance Lab, Ibmec São Paulo. [Downloadable!]
  315. 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. [Downloadable!] (restricted)
  316. Jakobsson, Robin & Karlsson, Niklas, 2007. "Testing Market Efficiency in a Fixed Odds Betting Market," Working Papers 2007:12, Örebro University, Swedish Business School. [Downloadable!]
  317. 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 14778, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics. [Downloadable!]
  318. Maher Kooli & Jean-François L'Her & Jean-Marc Suret, 2003. "Do IPOs Underperform in the Long-Run? New Evidence from the Canadian Stock Market," CIRANO Working Papers 2003s-16, CIRANO. [Downloadable!]
  319. Constantinos Kardaras, 2008. "Balance, growth and diversity of financial markets," Annals of Finance, Springer, vol. 4(3), pages 369-397, July. [Downloadable!] (restricted)
  320. David V. Budescu & Boris Maciejovsky, 2004. "The Effect of Monetary Feedback and Information Spillovers on Cognitive Errors: Evidence from Competitive Markets," Papers on Strategic Interaction 2004-32, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
  321. Ariel Pakes, 1985. "Patents, R and D, and the Stock Market Rate of Return," NBER Working Papers 0786, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  322. Boainain, Pedro G. & Valls Pereira , Pedro L., 2009. "“Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro
    [Head and Shoulder: testing the profitability of graphic pattern of tec    ," MPRA Paper 15653, University Library of Munich, Germany. [Downloadable!]
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  323. Simone Bianco & Roberto Ren\'o, 2006. "Unexpected volatility and intraday serial correlation," Quantitative Finance Papers physics/0610023, arXiv.org. [Downloadable!]
  324. Yochanan Shachmurove & Uri BenZion & Paul Klein & Joseph Yagil, 2001. "A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices," Penn CARESS Working Papers 4731f3394c43bebf4d3191c81, Penn Economics Department. [Downloadable!]
  325. John R. Freeman & Jude C. Hays & Helmut Stix, 1999. "Democracy and Markets: The Case of Exchange Rates," Working Papers 39, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  326. Mark Schankerman & M. Ishaq Nadiri, 1982. "Investment in R&D, Costs of Adjustment and Expectations," NBER Working Papers 0931, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  327. Don Goldstein, 2000. "Hostile Takeovers as Corporate Governance? Evidence from the 1980s," Review of Political Economy, Taylor and Francis Journals, vol. 12(4), pages 381-402, October. [Downloadable!] (restricted)
  328. Carol Alexander & Anca Dimitriu, 2005. "Indexing, cointegration and equity market regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 213-231. [Downloadable!]
  329. Wing-Keung Wong & Meher Manzur & Boon-Kiat Chew, 2002. "How Rewarding Is Technical Analysis? Evidence From Singapore Stock Market," Departmental Working Papers wp0216, National University of Singapore, Department of Economics. [Downloadable!]
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  330. Peter F. Christoffersen & Francis X. Diebold, 2004. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies. [Downloadable!]
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  331. Kenneth L. Stanley & Wilbur G. Lewehlen & Gary G. Schlarbau-, 1981. "Further Evidence on the Value of Professional Investment Research," NBER Working Papers 0536, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  332. Zbigniew Kominek, 2002. "Minimum chi-squared estimation of stable distributions parameters: an application to the Warsaw Stock Exchange," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(5), pages 729-744, July. [Downloadable!] (restricted)
  333. Kyriacos Kyriacou & Bryan Mase, 2003. "The Information Contained In The Exercise Of Executive Stock Options," Public Policy Discussion Papers 03-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
  334. William A. Barnett & Apostolos Serletis, 1998. "Martingales, Nonlinearity, and Chaos," Econometrics 9805003, EconWPA. [Downloadable!]
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  335. Sam Howison & David Lamper, 2001. "Trading volume in models of financial derivatives," Applied Mathematical Finance, Taylor and Francis Journals, vol. 8(2), pages 119-135, May. [Downloadable!] (restricted)
  336. Francesco Franzoni & José M. Marín, 2005. "Pension Plan Funding and Stock Market Efficiency," Economics Working Papers 871, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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  337. 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. [Downloadable!]
  338. Takatoshi Ito & Keiko Nosse Hirono, 1994. "Efficiency of the Tokyo Housing Market," NBER Working Papers 4382, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  339. Prasad Bhattacharaya & Harminder Singh, 2006. "Estimating Forward Pricing Function: How Efficient is Indian Stock Index Futures Market?," Accounting, Finance, Financial Planning and Insurance Series 2006_02, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  340. Eberts, Elke, 2003. "The Connection of Stock Markets Between Germany and the USA : New Evidence From a Co-integration Study," ZEW Discussion Papers 03-36, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  341. Gielens, K.J.P. & Gucht, L. Van de & Steenkamp, J.E.B.M. & Dekimpe, M.G., 2008. "Dancing with a giant: The effect of Wal-Mart's entry into the U.K. on the performance of European retailers," Open Access publications from Tilburg University urn:nbn:nl:ui:12-306411, Tilburg University. [Downloadable!]
  342. Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2007. "Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange," MPRA Paper 7582, University Library of Munich, Germany, revised 09 Mar 2008. [Downloadable!]
  343. Olivier Brandouy & Philippe Mathieu, 2006. "A Broad-Spectrum Computational Approach for Market Efficiency," Computing in Economics and Finance 2006 492, Society for Computational Economics. [Downloadable!]
  344. Wayne Ferson & Kenneth Khang, 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers 8790, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  345. Earl A. Thompson, 1976. "A Reformulation of Macroeconomic Theory," UCLA Economics Working Papers 075, UCLA Department of Economics. [Downloadable!]
  346. Roland Füss & Michael Bechtel, 2008. "Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election," Public Choice, Springer, vol. 135(3), pages 131-150, June. [Downloadable!] (restricted)
  347. Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission. [Downloadable!]
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  348. Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19433, University Library of Munich, Germany, revised Dec 2009. [Downloadable!]
  349. Constantinos Kardaras, 2008. "Balance, growth and diversity of financial markets," Quantitative Finance Papers 0803.1858, arXiv.org. [Downloadable!]
  350. Bruce N. Lehmann, 1992. "Empirical Testing of Asset Pricing Models," NBER Working Papers 4043, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  351. Ana Isabel Bezerra Cavalcanti, 2003. "Instabilidade e Não-Linearidades nos Mercados Financeiros," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] c52, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  352. John H. Cochrane & Lars Peter Hansen, 1993. "Asset Pricing Explorations for Macroeconomics," NBER Working Papers 4088, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  353. Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003. "Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange," Finance 0312012, EconWPA. [Downloadable!]
  354. Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  355. Alessandro Beber, 1999. "Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria," Alea Tech Reports 003, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
  356. Krzysztof Kompa & Aleksandra Matuszewska-Janica, 2009. "Efficiency of the Warsaw Stock Exchange: Analysis of Selected Properties," International Advances in Economic Research, Springer, vol. 15(1), pages 59-70, February. [Downloadable!] (restricted)
  357. Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007. "Does Culture Influence Asset Managers? Views and Behavior?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-367, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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  358. I. A. Agaev & Yu. A. Kuperin, 2004. "Multifractal Analysis and Local Hoelder Exponents Approach to Detecting Stock Markets Crashes," Quantitative Finance Papers cond-mat/0407603, arXiv.org. [Downloadable!]
  359. Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge. [Downloadable!]
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  360. Jay Shanken & Ane Tamayo, 2001. "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers 8666, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  361. Rittler, Daniel, 2009. "Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis," Working Papers 0492, University of Heidelberg, Department of Economics. [Downloadable!]
  362. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]
  363. Jeffrey A. Frankel & James H. Stock, 1987. "A Relationship Between Regression Tests and Volatility Tests of Market ncy," NBER Working Papers 1105, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  364. Bruce N. Lehmann, 1990. "Fads, Martingales, and Market Efficiency," NBER Working Papers 2533, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  365. James Chan-Lee, 1980. "A review of recent work in the area of inflationary expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 116(1), pages 45-86, March. [Downloadable!] (restricted)
  366. Nikita Kuksin, 2007. "General Equilibrium: Arbitrage and Information," CERT Discussion Papers 0701, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
  367. Amilon, Henrik, 2005. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series 177, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  368. Philip Maymin, 2010. "Markets are efficient if and only if P = NP," Quantitative Finance Papers 1002.2284, arXiv.org. [Downloadable!]
  369. Eugene Fama & Kenneth French, 1986. "Common Factors in the Serial Correlation of Stock Returns," University of California at Los Angeles, Anderson Graduate School of Management 1203, Anderson Graduate School of Management, UCLA. [Downloadable!]
  370. Nelson Manuel P.B.C. Areal & Manuel José Da Rocha Armada, 2002. "The long-horizon returns behaviour of the Portuguese stock market1," European Journal of Finance, Taylor and Francis Journals, vol. 8(1), pages 93-122, March. [Downloadable!] (restricted)
  371. Weber, Martin & Welfens, Frank, 2007. "How do Markets React to Fundamental Shocks? An Experimental Analysis on Underreaction and Momentum," Sonderforschungsbereich 504 Publications 07-42, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
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