1. Christian Leuz & Felix Oberholzer-Gee, 2003. "Political Relationships, Global Financing and Corporate Transparency," CREMA Working Paper Series 2003-03, Center for Research in Economics, Management and the Arts (CREMA). [Downloadable!]
   Other versions:
   • Christian Leuz & Felix Oberholzer-Gee, . "Political Relationships, Global Financing and Corporate Transparency," Center for Financial Institutions Working Papers 03-16, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
2. 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)
3. Harrison Hong & Terence Lim & Jeremy C. Stein, 1998. "Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies," NBER Working Papers 6553, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. Pierre-Olivier Weill, 2004. "Liquidity Premia in Dynamic Bargaining Markets," Econometric Society 2004 North American Winter Meetings 648, Econometric Society. [Downloadable!]
   Other versions:
   • Weill, Pierre-Olivier, 2008. "Liquidity premia in dynamic bargaining markets," Journal of Economic Theory, Elsevier, vol. 140(1), pages 66-96, May. [Downloadable!] (restricted)
5. Fernando N. de Oliveira & Walter Novaesk, 2007. "Demand for Foreign Exchange Derivatives in Brazil: Hedge or Speculation," Working Papers Series 152, Central Bank of Brazil, Research Department. [Downloadable!]
6. Gagnon, Louis & Karolyi, G. Andrew, 2004. "Multi-market Trading and Arbitrage," Working Paper Series 2004-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
7. Sanvicente, A. Z., 2001. "The market for ADRs and the quality of the Brazilian stock market," Finance Lab Working Papers flwp_42, Finance Lab, Ibmec São Paulo. [Downloadable!]
8. Tim Loughran & Bill McDonald & Hayong Yun, 2009. "A Wolf in Sheep’s Clothing: The Use of Ethics-Related Terms in 10-K Reports," Journal of Business Ethics, Springer, vol. 89(1), pages 39-49, May. [Downloadable!] (restricted)
9. Michael J. Sullivan & Steven M. Cassidy & Charles M. Ermer, 1991. "A Note on the Effect of Transactions Costs on Real Estate Investment Return," Journal of Real Estate Research, American Real Estate Society, vol. 6(1), pages 113-117. [Downloadable!]
10. Armando Gomes & Gary Gorton & Leonardo Madureira, 2004. "SEC Regulation Fair Disclosure, Information, and the Cost of Capital," NBER Working Papers 10567, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
11. Luigi Guiso & Tullio Jappelli, 2003. "Awareness and Stock Market Participation," CSEF Working Papers 110, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    Other versions:
    • Guiso, Luigi & Jappelli, Tullio, 2004. "Awareness and Stock Market Participation," CEPR Discussion Papers 4182, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    • Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," CFS Working Paper Series 2005/29, Center for Financial Studies. [Downloadable!]
    • Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," Review of Finance, Springer, vol. 9(4), pages 537-567, December. [Downloadable!] (restricted)
    • Luigi Guiso & Tullio Jappelli, 2005. "Awareness and Stock Market Participation," Review of Finance, Oxford University Press for European Finance Association, vol. 9(4), pages 537-567. [Downloadable!] (restricted)
12. Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002. "Household Stockholding in Europe: Where Do We Stand and Where Do We Go?," University of Cyprus Working Papers in Economics 0209, University of Cyprus Department of Economics. [Downloadable!]
    Other versions:
    • Guiso, Luigi & Haliassos, Michalis & Jappelli, Tullio, 2003. "Household Stockholding in Europe: Where Do We Stand, and Where Do We Go?," CEPR Discussion Papers 3694, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    • Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002. "Household Stockholding in Europe: Where Do We Stand and Where Do We Go?," CSEF Working Papers 88, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    • Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2003. "Household stockholding in Europe: where do we stand and where do we go?," Economic Policy, CEPR, CES, MSH, vol. 18(36), pages 123-170, 04. [Downloadable!] (restricted)
13. Vincent Bignon & Antonio Miscio, 2009. "Medias Bias in Financial Newspapers: Evidence from Early 20th Century France," EconomiX Working Papers 2009-4, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
14. Giannetti, Mariassunta & Simonov, Andrei, 2002. "Which Investors Fear Expropriation?," SIFR Research Report Series 10, Institute for Financial Research. [Downloadable!]
15. Günther Gebhardt & Stefan Heiden & Holger Daske, 2001. "Determinants of Capital Market Reactions to Seasoned Equity Offers by German Corporations," Working Paper Series: Finance and Accounting 85, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
16. Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2000. "Money, interest rates, and exchange rates with endogenously segmented markets," Staff Report 278, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
    • Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2002. "Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets," Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 73-112, February. [Downloadable!] (restricted)
17. Joseph Ooi & Jingliang Wang & James Webb, 2009. "Idiosyncratic Risk and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 38(4), pages 420-442, May. [Downloadable!] (restricted)
18. Aggarwal, Reena & Dahiya, Sandeep & Klapper, Leora, 2005. "American Depositary Receipts (ADR) holdings of U.S. based emerging market funds," Policy Research Working Paper Series 3538, The World Bank. [Downloadable!]
19. Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003. "Size Matters: The Impact of Capital Market Liberalization on Individual Firms," CIRANO Working Papers 2003s-13, CIRANO. [Downloadable!]
20. William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004. "Portfolio Diversification and City Agglomeration," NBER Working Papers 10343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
21. Birkinshaw, Julian & Braunerhjelm, Pontus & Holm, Ulf & Terjesen, Siri, 2006. "Why Do Some Multinational Corporations Relocate Their Headquarters Overseas?," Working Paper Series in Economics and Institutions of Innovation 54, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies. [Downloadable!]
22. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2005. "Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE," MPRA Paper 13586, University Library of Munich, Germany, revised 10 Oct 2008. [Downloadable!]
23. 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)
24. Giannetti, Mariassunta, 2001. "Risk sharing and firm size: theory and international evidence," Working Paper Series in Economics and Finance 0472, Stockholm School of Economics, revised 06 Nov 2001. [Downloadable!]
25. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," NBER Working Papers 11488, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
26. António Miguel Martins & Ana Paula Serra, 2007. "Market Impact of International Sporting and Cultural Events," Working Papers 0720, International Association of Sports Economists. [Downloadable!]
27. Wiliam Branch & George W. Evans, 2006. "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department. [Downloadable!]
28. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004. "The performance of international portfolios," International Finance Discussion Papers 817, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
29. Laura Frieder & Avanidhar Subrahmanyam, 2001. "Brand Perceptions and the Market for Common Stock," University of California at Los Angeles, Anderson Graduate School of Management 1016, Anderson Graduate School of Management, UCLA. [Downloadable!]
30. Angelos Kanas & George Kouretas, 2001. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," Working Papers 0101, University of Crete, Department of Economics. [Downloadable!]
    Other versions:
    • Kanas, Angelos & Kouretas, Georgios P., 2005. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 181-201. [Downloadable!] (restricted)
31. Engström, Stefan & Westerberg, Anna, 2003. "Which individuals make active investment decisions in the new Swedish pension system?," Working Paper Series in Economics and Finance 527, Stockholm School of Economics, revised 21 Jul 2003.
32. John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2004. "Look at me now: the role of cross-listing in attracting U.S. investors," International Finance Discussion Papers 815, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
33. Fidrmuc, J.P. & Roosenboom, P.G.J. & Dijk, D.J.C. van, 2007. "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," Research Paper ERS-2007-028-F&A 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!]
34. Ross Levine & Sergio L. Schmukler, 2003. "Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity," NBER Working Papers 9614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Levine, Ross & Schmukler, Sergio L., 2003. "Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity," Policy Research Working Paper Series 3046, The World Bank. [Downloadable!]
35. Rene M. Stulz & Walter Wasserfallen, 1992. "Foreign Equity Investment Restrictions and Shareholder Wealth Maximization," NBER Working Papers 4217, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
36. Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series iiisdp162, IIIS. [Downloadable!]
37. Padma Kadiyala & Avanidhar Subrahmanyam, 2000. "International IPOs, Market Segmentation, and Investor Recognition," University of California at Los Angeles, Anderson Graduate School of Management 1078, Anderson Graduate School of Management, UCLA. [Downloadable!]
38. Simon Gervais & Ron Kaniel & Dan Mingelgrin, . "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers 01-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
    Other versions:
    • Simon Gervais & Ron Kaniel & Dan Mingelgrin, . "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers 1-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
    • Simon Gervais, 2001. "The High-Volume Return Premium," Journal of Finance, American Finance Association, vol. 56(3), pages 877-919, 06. [Downloadable!] (restricted)
39. Campbell R. Harvey & Karl V. Lins & Andrew H. Roper, 2001. "The Effect of Capital Structure When Expected Agency Costs are Extreme," NBER Working Papers 8452, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Harvey, Campbell R. & Lins, Karl V. & Roper, Andrew H., 2004. "The effect of capital structure when expected agency costs are extreme," Journal of Financial Economics, Elsevier, vol. 74(1), pages 3-30, October. [Downloadable!] (restricted)
40. Jean-François L'Her & Jean-Marc Suret, 1995. "Consensus, dispersion et prix des titres," CIRANO Working Papers 95s-22, CIRANO. [Downloadable!]
41. Jonathan Witmer, 2008. "An Examination of Canadian Firms Delisting from U.S. Exchanges," Working Papers 08-11, Bank of Canada. [Downloadable!]
42. Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2009. "Long-run Performance Following Cross-Listing: A Re-examination," CIRANO Working Papers 2007s-25, CIRANO. [Downloadable!]
43. Moshe Levy & Yaacov Ritov, 2001. "Portfolio Optimization with Many Assets: The Importance of Short-Selling," University of California at Los Angeles, Anderson Graduate School of Management 1006, Anderson Graduate School of Management, UCLA. [Downloadable!]
44. L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York. [Downloadable!]
45. Patric Andersson & Tim Rakow, 2007. "Now you see it now you don't: The effectiveness of the recognition heuristic for selecting stocks," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 2, pages 29-39, February. [Downloadable!]
46. Stephen R. Foerster & G. Andrew Karolyi, . "The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US," Research in Financial Economics 9606, Ohio State University. [Downloadable!]
47. Eric J. Levin & Robert E. Wright, 2002. "Estimating the price elasticity of demand in the London stock market," European Journal of Finance, Taylor and Francis Journals, vol. 8(2), pages 222-237, June. [Downloadable!] (restricted)
48. Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino, 2007. "Slow Moving Capital," NBER Working Papers 12877, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Mitchell, Mark & Pedersen, Lasse Heje & Pulvino, Todd, 2007. "Slow Moving Capital," CEPR Discussion Papers 6117, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    • Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino, 2007. "Slow Moving Capital," American Economic Review, American Economic Association, vol. 97(2), pages 215-220, May. [Downloadable!]
49. Matthew Pritsker, 2006. "A fully-rational liquidity-based theory of IPO underpricing and underperformance," Finance and Economics Discussion Series 2006-12, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
50. Darius P. Miller & John J. Puthenpurackal, 2001. "The Costs, Wealth Effects, and Determinants of International Capital Raising: Evidence from Public Yankee Bonds," William Davidson Institute Working Papers Series 445, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
51. Hali J. Edison & Francis E. Warnock, 2003. "U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis," IMF Working Papers 03/238, International Monetary Fund. [Downloadable!]
    Other versions:
    • Hali J. Edison & Francis E. Warnock, 2003. "U.S. investors' emerging market equity portfolios: a security-level analysis," International Finance Discussion Papers 771, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    • Hali J. Edison & Francis E. Warnock, 2004. "U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 691-704, 08. [Downloadable!] (restricted)
52. Halling, Michael & Pagano, Marco & Randl, Otto & Zechner, Josef, 2005. "Where is the Market? Evidence from Cross-Listings," CEPR Discussion Papers 4987, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
53. Hui Guo & Robert Savickas, 2006. "The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries," Working Papers 2006-036, Federal Reserve Bank of St. Louis. [Downloadable!]
54. Joshua D. Coval & Erik Stafford, 2005. "Asset Fire Sales (and Purchases) in Equity Markets," NBER Working Papers 11357, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Coval, Joshua & Stafford, Erik, 2007. "Asset fire sales (and purchases) in equity markets," Journal of Financial Economics, Elsevier, vol. 86(2), pages 479-512, November. [Downloadable!] (restricted)
55. Bruno Maria Parigi & Loriana Pelizzon, 2005. "Diversification and Ownership Concentration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
    • Loriana Pelizzon & Bruno Maria Parigi, 2007. "Diversification and Ownership Concentration," Working Papers 2007_29, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    • Bruno Parigi & Loriana Pelizzon, 2005. "Diversification and ownership concentration," "Marco Fanno" Working Papers 0005, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
    • Parigi, Bruno M. & Pelizzon, Loriana, 2008. "Diversification and ownership concentration," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1743-1753, September. [Downloadable!] (restricted)
56. Cai, Fang & Warnock, Francis E., 2005. "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies 2005,06, Deutsche Bundesbank, Research Centre. [Downloadable!]
57. Helios Herrera, 2005. "Sorting in Risk-Aversion and Asset Price Volatility," Levine's Bibliography 172782000000000083, UCLA Department of Economics. [Downloadable!]
58. Manuel Núñez Nickel & Manuel Cano Rodríguez, 2002. "Las Tres Caras Del Riesgo Estratégico: Riesgo Sistemático, Riesgo Táctico Y Riesgo Idiosincrásico," Documentos de Trabajo de Economía de la Empresa db021508, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
59. Gregory Connor & Sheng Li, 2009. "Market Dispersion and the Profitability of Hedge Funds," Economics, Finance and Accounting Department Working Paper Series n2000109, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
60. Gabriella Chiesa & Giovanna Nicodano, 2003. "Privatization and Financial Market Development: Theoretical Issues," Working Papers 2003.1, Fondazione Eni Enrico Mattei. [Downloadable!]
61. Aleš Bulir, 2004. "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries," IMF Working Papers 04/35, International Monetary Fund. [Downloadable!]
    Other versions:
    • Aleš Bulíř, 2005. "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 206-231, May. [Downloadable!]
62. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Other versions:
    • Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008. "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, vol. 63(1), pages 159-196, 02. [Downloadable!] (restricted)
63. Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2005. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," NBER Working Papers 11851, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy, 2004. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," Econometric Society 2004 North American Summer Meetings 430, Econometric Society. [Downloadable!]
    • Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2007. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," Journal of Finance, American Finance Association, vol. 62(2), pages 557-595, 04. [Downloadable!] (restricted)
64. Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2001. "The Declining U.S. Equity Premium," NBER Working Papers 8172, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina., 2000. "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 3-19. [Downloadable!]
65. A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "Liquidity Effects due to Information Costs from Changes in the FTSE 100 List," Public Policy Discussion Papers 03-02, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    Other versions:
    • A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "Liquidity Effects due to Information Costs from Changes in the FTSE 100 List," Economics and Finance Discussion Papers 03-02, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
66. Andrei Shleifer & Robert W. Vishny, 1995. "The Limits of Arbitrage," NBER Working Papers 5167, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Andrei Shleifer ad Robert W. Vishny, 1995. "The Limits of Arbitrage," Harvard Institute of Economic Research Working Papers 1725, Harvard - Institute of Economic Research.
    • Shleifer, Andrei & Vishny, Robert W, 1997. " The Limits of Arbitrage," Journal of Finance, American Finance Association, vol. 52(1), pages 35-55, March. [Downloadable!] (restricted)
67. John Clark & Elizabeth Berko, 1997. "Foreign investment fluctuations and emerging market stock returns: the case of Mexico," Staff Reports 24, Federal Reserve Bank of New York. [Downloadable!]
68. Francis, Jennifer & LaFond, Ryan & Olsson, Per & Schipper, Katherine, 2003. "Accounting Anomalies and Information Uncertainty," SIFR Research Report Series 13, Institute for Financial Research. [Downloadable!]
69. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006. "The Performance of International Equity Portfolios," NBER Working Papers 12346, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
70. Davide Lombardo & Marco Pagano, 1999. "Legal Determinants of the Return on Equity," CSEF Working Papers 24, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Dec 2000. [Downloadable!]
    Other versions:
    • Lombardo, Davide & Pagano, Marco, 1999. "Legal Determinants of the Return on Equity," CEPR Discussion Papers 2275, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
71. Minardi, Andrea Maria Accioly Fonseca & SANVICENTE, Antônio Zoratto & Monteiro, Rogério, 2006. "Bid-ask spread and liquidity premium in Brazil," Ibmec Working Papers wpe_51, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
72. Andros Gregoriou & Christos Ioannidis, 2006. "Information costs and liquidity effects from changes in the FTSE 100 list," European Journal of Finance, Taylor and Francis Journals, vol. 12(4), pages 347-360, June. [Downloadable!] (restricted)
73. Andrea Heuson & Wayne Passmore & Roger Sparks, 2000. "Credit scoring and mortgage securitization: do they lower mortgage rates?," Finance and Economics Discussion Series 2000-44, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
74. Jennifer Huang & Jiang Wang, 2008. "Liquidity and Market Crashes," NBER Working Papers 14013, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
75. Giannetti, Mariassunta & Simonov, Andrei, 2003. "Which Investors Fear Expropriation? Evidence from Investors' Stock Picking," CEPR Discussion Papers 3843, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
76. Ross Levine & Sergio L. Schmukler, 2005. "Internationalization and the Evolution of Corporate Valuation," NBER Working Papers 11023, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2006. "Internationalization and the evolution of corporate valuation," Policy Research Working Paper Series 3933, The World Bank. [Downloadable!]
    • Gozzi, Juan Carlos & Levine, Ross & Schmukler, Sergio L., 2008. "Internationalization and the evolution of corporate valuation," Journal of Financial Economics, Elsevier, vol. 88(3), pages 607-632, June. [Downloadable!] (restricted)
77. Amir Amadi & Paul Bergin, 2006. "Understanding International Portfolio Diversification and Turnover Rates," NBER Working Papers 12473, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Amadi, Amir A. & Bergin, Paul R., 2008. "Understanding international portfolio diversification and turnover rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(2), pages 191-206, April. [Downloadable!] (restricted)
78. Hamid Mehran & Stavros Peristiani, 2009. "Financial visibility and the decision to go private," Staff Reports 376, Federal Reserve Bank of New York. [Downloadable!]
79. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, EconWPA. [Downloadable!]
    Other versions:
    • Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    • Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005. "International equity flows and returns: a quantitative equilibrium approach," International Finance 0508006, EconWPA. [Downloadable!]
    • Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Working Papers 04-42, Bank of Canada. [Downloadable!]
    • Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004. "International equity flows and returns: A quantitative equilibrium approach," Working Paper Series 310, European Central Bank. [Downloadable!]
    • Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Review of Economic Studies, Blackwell Publishing, vol. 74(1), pages 1-30, 01. [Downloadable!] (restricted)
80. Hui Guo & Robert Savickas, 2003. "Does idiosyncratic risk matter: another look," Working Papers 2003-025, Federal Reserve Bank of St. Louis. [Downloadable!]
81. Fumiko Takeda & Hiroaki Yamazaki, 2006. "Stock Price Reactions to Public TV Programs on Listed Japanese Companies," Economics Bulletin, Economics Bulletin, vol. 13(7), pages 1-7. [Downloadable!]
82. John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2006. "Look at Me Now: What Attracts U.S. Shareholders?," NBER Working Papers 12500, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
83. Hail, Luzi & Leuz, Christian, 2005. "Cost of Capital and Cash Flow Effects of U.S. Cross Listings," Working Papers 05-2, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
84. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Research Paper 9820, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:
    • 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, vol. 8(3-4), pages 325-356, December. [Downloadable!] (restricted)
85. Bryan Mase, 2006. "Investor awareness and the long-term impact of FTSE 100 index redefinitions," Applied Financial Economics, Taylor and Francis Journals, vol. 16(15), pages 1113-1118, October. [Downloadable!] (restricted)
86. Lammertjan Dam & Ben J. Heijdra, 2008. "The Environmental and Macroeconomic Effects of Socially Responsible Investment," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
87. Jeanjean, Thomas & Stolowy, Hervé & Lesage, Cédric, 2008. "Why do you speak English (in your annual report)?," Les Cahiers de Recherche 904, HEC Paris. [Downloadable!]
88. Chaoshin Chiao & Zi-May Wang & Hsiu-Ling Lai, 2009. "Order submission behaviors and opening price behaviors: evidence from an emerging market," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 253-278, October. [Downloadable!] (restricted)
89. C. Wulff, . "The Market Reaction to Stock Splits - Evidence from Germany -," Sonderforschungsbereich 373 1999-42, Humboldt Universitaet Berlin.
90. Anete Pajuste, 2005. "Determinants and consequences of the unification of dual-class shares," Working Paper Series 465, European Central Bank. [Downloadable!]
91. Jennifer Huang & Jiang Wang, 2008. "Market Liquidity, Asset Prices and Welfare," NBER Working Papers 14058, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
92. Ales Bulir, 2003. "Some Exchange Rates Are More Stable than Others; Short-Run Evidence from Transition Countries," Working Papers 2003/05, Czech National Bank, Research Department. [Downloadable!]
93. William H. Branson & Dwight M. Jaffee, 1992. "The Globalization of Information and Capital Mobility," NBER Working Papers 3496, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
94. Timotheos Angelidis & Nikolaos Tessaromatis, 2009. "The Efficiency of Greek Public Pension Fund Portfolios," Working Papers 0035, University of Peloponnese, Department of Economics. [Downloadable!]
95. Franklin Allen & Anthony M. Santomero, 1996. "The Theory of Financial Intermediation," Center for Financial Institutions Working Papers 96-32, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
    • Allen, Franklin & Santomero, Anthony M., 1997. "The theory of financial intermediation," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1461-1485, December. [Downloadable!] (restricted)
96. Harrison Hong & Walter Torous & Rossen Valkanov, 2002. "Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability," University of California at Los Angeles, Anderson Graduate School of Management 1051, Anderson Graduate School of Management, UCLA. [Downloadable!]
97. Kent Daniel & Sheridan Titman, 2000. "Market Efficiency in an Irrational World," NBER Working Papers 7489, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
98. Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004. "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings 477, Econometric Society. [Downloadable!]
99. Ricardo Caballero & Arvind Krishnamurthy, 2000. "International and Domestic Collateral Constraints in a Model of Emerging Market Crises," NBER Working Papers 7971, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Caballero, Ricardo J. & Krishnamurthy, Arvind, 2001. "International and domestic collateral constraints in a model of emerging market crises," Journal of Monetary Economics, Elsevier, vol. 48(3), pages 513-548, December. [Downloadable!] (restricted)
100. Khanna, Tarun & Kogan, Joe & Palepu, Krishna, 2002. "Globalization and Similarities in Corporate Governance: A Cross-Country Analysis," CEI Working Paper Series 2002-6, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
101. William N. Goetzmann & Alok Kumar, 2001. "Equity Portfolio Diversification," NBER Working Papers 8686, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
     Other versions:
     • William N. Goetzmann & Alok Kumar, 2004. "Equity Portfolio Diversification," Yale School of Management Working Papers ysm17, Yale School of Management. [Downloadable!]
     • Alok Kumar & William N. Goetzmann, 2001. "Equity Portfolio Diversification," Yale School of Management Working Papers ysm236, Yale School of Management. [Downloadable!]
     • William N. Goetzmann & Alok Kumar, 2008. "Equity Portfolio Diversification," Review of Finance, Oxford University Press for European Finance Association, vol. 12(3), pages 433-463. [Downloadable!] (restricted)
102. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, EconWPA. [Downloadable!]
103. Engström, Stefan & Westerberg, Anna, 2004. "Information Costs and Mutual Fund Flows," Working Paper Series in Economics and Finance 555, Stockholm School of Economics. [Downloadable!]
104. Sharpe, William F., 1990. "Capital Asset Prices With and Without Negative Holding," Nobel Prize in Economics documents 1990-3, Nobel Prize Committee. [Downloadable!]
     Other versions:
     • Sharpe, William F, 1991. " Capital Asset Prices with and without Negative Holdings," Journal of Finance, American Finance Association, vol. 46(2), pages 489-509, June. [Downloadable!] (restricted)
105. Hans Gerhard Heidle, 1999. "Market Microstructure and Asset Pricing: A Survey," Discussion Papers 691, The Research Institute of the Finnish Economy. [Downloadable!]
106. Berglund, T., 1994. "The Pricing of Initial Public Offerings : A Simple Model," Research Memorandum 673, Tilburg University, Faculty of Economics and Business Administration. [Downloadable!]
107. Christian Pierdzioch & Andrea Schertler, 2007. "Sources of Predictability of European Stock Markets for High-technology Firms," European Journal of Finance, Taylor and Francis Journals, vol. 13(1), pages 1-27, January. [Downloadable!] (restricted)
108. Barbara Berkel, 2004. "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," MEA discussion paper series 04061, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
109. Michelle L. Barnes & Anthony W. Hughes, 2002. "A quantile regression analysis of the cross section of stock market returns," Working Papers 02-2, Federal Reserve Bank of Boston. [Downloadable!]
110. Aggarwal, Reena & Klapper, Leora, 2003. "Ownership structure and initial public offerings," Policy Research Working Paper Series 3103, The World Bank. [Downloadable!]
111. Karl V. Lins & Francis E. Warnock, 2004. "Corporate governance and the shareholder base," International Finance Discussion Papers 816, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
112. Ed Westerhout, 2002. "The Capital Tax and Welfare Effects from Asymmetric Information on Equity Markets," International Tax and Public Finance, Springer, vol. 9(3), pages 219-233, May. [Downloadable!] (restricted)
113. Feinberg, Yossi, 2005. "Games with Incomplete Awareness," Research Papers 1894, Stanford University, Graduate School of Business. [Downloadable!]
114. Michael R. King & Dan Segal, 2004. "International Cross-Listing and the Bonding Hypothesis," Working Papers 04-17, Bank of Canada. [Downloadable!]
115. Martin, Philippe & Rey, Hélène, 1999. "Financial Integration and Asset Returns," CEPR Discussion Papers 2282, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
     Other versions:
     • P Martin & H Rey, 2000. "Financial Integration and Asset Returns," CEP Discussion Papers dp0451, Centre for Economic Performance, LSE. [Downloadable!]
     • Martin, Philippe & Rey, H., 2000. "Financial integration and asset returns," European Economic Review, Elsevier, vol. 44(7), pages 1327-1350, June. [Downloadable!] (restricted)
116. Robert C. Merton & Zvi Bodie, 2004. "The Design of Financial Systems: Towards a Synthesis of Function and Structure," NBER Working Papers 10620, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
117. Kothari, S.P. & Weber, Joseph & Frankel, Richard M., 2002. "Determinants of the Informativeness of Analyst Research," Working papers 4243-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
118. Doran, James & Jiang, Danling & Peterson, David, 2007. "Short-Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach," MPRA Paper 4995, University Library of Munich, Germany, revised 02 Feb 2009. [Downloadable!]
119. Oxelheim, Lars & Randøy, Trond, 2001. "The Impact of Foreign Board Membership on Firm Value," Working Paper Series 567, Research Institute of Industrial Economics. [Downloadable!]
     Other versions:
     • Oxelheim, Lars & Randoy, Trond, 2003. "The impact of foreign board membership on firm value," Journal of Banking & Finance, Elsevier, vol. 27(12), pages 2369-2392, December. [Downloadable!] (restricted)
120. Lando, David & Mortensen, Allan, 2004. "On the Pricing of Step-Up Bonds in the European Telecom Sector," Working Papers 2004-9, Copenhagen Business School, Department of Finance. [Downloadable!]
121. Malcolm Baker & Robin Greenwood & Jeffrey Wurgler, 2008. "Catering Through Nominal Share Prices," NBER Working Papers 13762, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
122. Pagano, Marco & Röell, Ailsa A & Zechner, Josef, 2001. "The Geography of Equity Listing: Why Do Companies List Abroad?," CEPR Discussion Papers 2681, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
     Other versions:
     • Marco Pagano & Ailsa A. Röell & Josef Zechner, 2002. "The Geography of Equity Listing: Why Do Companies List Abroad?," Journal of Finance, American Finance Association, vol. 57(6), pages 2651-2694, December. [Downloadable!] (restricted)
123. Tarun Chordia & L Shivakumar & Avanidhar Subrahmanyam, 2000. "Liquidity Dynamics Across Small and Large Firms," University of California at Los Angeles, Anderson Graduate School of Management 1068, Anderson Graduate School of Management, UCLA. [Downloadable!]
124. Nikolaev, Valeri & Lent, Laurence van, 2005. "The endogeneity bias in the relation between cost-of-debt capital and corporate disclosure policy," Discussion Paper 67, Tilburg University, Center for Economic Research. [Downloadable!]
125. Marc Oliver Bettzuege & Thorsten Hens, . "An Evolutionary Approach to Financial Innovation," IEW - Working Papers iewwp035, Institute for Empirical Research in Economics - IEW. [Downloadable!]
126. John R. Graham & Campbell R. Harvey & Shiva Rajgopal, 2004. "The Economic Implications of Corporate Financial Reporting," NBER Working Papers 10550, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
     Other versions:
     • Graham, John R. & Harvey, Campbell R. & Rajgopal, Shiva, 2005. "The economic implications of corporate financial reporting," Journal of Accounting and Economics, Elsevier, vol. 40(1-3), pages 3-73, December. [Downloadable!] (restricted)
127. António Miguel Martins & Ana Paula Serra, 2007. "Market Impact of International Sporting and Cultural Events," FEP Working Papers 240, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
128. Fang Cai & Francis E. Warnock, 2004. "International diversification at home and abroad," International Finance Discussion Papers 793, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
129. Robert A. Connolly & Christopher T. Stivers, 2000. "Evidence on the Economics of Equity Return Volatility Clustering," Econometric Society World Congress 2000 Contributed Papers 1575, Econometric Society. [Downloadable!]
130. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2004. "The Cross-Section of Volatility and Expected Returns," NBER Working Papers 10852, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
     Other versions:
     • Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2006. "The Cross-Section of Volatility and Expected Returns," Journal of Finance, American Finance Association, vol. 61(1), pages 259-299, 02. [Downloadable!] (restricted)
131. William A. Reese, Jr. & Michael S. Weisbach, 2001. "Protection of Minority Shareholder Interests, Cross-listings in the United States, and Subsequent Equity Offerings," NBER Working Papers 8164, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
     Other versions:
     • Reese, William Jr. & Weisbach, Michael S., 2002. "Protection of minority shareholder interests, cross-listings in the United States, and subsequent equity offerings," Journal of Financial Economics, Elsevier, vol. 66(1), pages 65-104, October. [Downloadable!] (restricted)
132. Kaul, Aditya & Mehrotra, Vikas & Phillips, Blake, 2006. "Ownership, Foreign Listings, and Market Valuation," CEI Working Paper Series 2005-13, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
133. Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," Harvard Institute of Economic Research Working Papers 1953, Harvard - Institute of Economic Research. [Downloadable!]
     Other versions:
     • Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," NBER Working Papers 8895, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
     • Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Journal of Financial Economics, Elsevier, vol. 75(2), pages 283-317, February. [Downloadable!] (restricted)
134. Davies, Phil & Minton, Bernadette & Schrand, Catherine, 2008. "Commodity Price Exposure and Ownerhsip Clienteles," Working Paper Series 2008-7, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
135. Diwan, Ishac & Errunza, Vihang & Senbet, Lemma W., 1992. "The pricing of country funds and their role in capital mobilization for emerging economies," Policy Research Working Paper Series 1058, The World Bank. [Downloadable!]
136. Michael Bleaney & R. Todd Smith, . "Risk, Managerial Skill and Closed-End Fund Discounts," Discussion Papers 08/10, University of Nottingham, School of Economics. [Downloadable!]
137. Yue-Cheong Chan & Congsheng Wu & Chuck Kwok, 2007. "Valuation of global IPOs: a stochastic frontier approach," Review of Quantitative Finance and Accounting, Springer, vol. 29(3), pages 267-284, October. [Downloadable!] (restricted)
138. Michael R. King & Dan Segal, 2006. "The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation," Working Papers 06-44, Bank of Canada. [Downloadable!]
     Other versions:
     • Michael R. King & Dan Segal, 2009. "The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(6), pages 2393-2421, June. [Downloadable!] (restricted)
139. Juan Dubra & Helios Herrera, 2002. "Market Participation, Information and Volatility," Working Papers 0206, Centro de Investigacion Economica, ITAM. [Downloadable!]

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