Research classified by Journal of Economic Literature (JEL) codes

2004

• Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004, "International Equity Flows and Returns: A Quantitative Equilibrium Approach," Staff Working Papers, Bank of Canada, number 04-42, DOI: 10.34989/swp-2004-42.
• Gregory Bauer & Clara Vega, 2004, "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers, Bank of Canada, number 04-47, DOI: 10.34989/swp-2004-47.
• Rose Cunningham, 2004, "Trade Credit and Credit Rationing in Canadian Firms," Staff Working Papers, Bank of Canada, number 04-49, DOI: 10.34989/swp-2004-49.
• Peter Temin & Hans-Joachim Voth, 2015, "Riding the South See Bubble," Working Papers, Barcelona School of Economics, number 213, Sep.
• Marian Micu & Eli M Remolona & Philip D Wooldridge, 2004, "The price impact of rating announcements: evidence from the credit default swap market," BIS Quarterly Review, Bank for International Settlements, June.
• Fabio Fornari, 2004, "Macroeconomic announcements and implied volatilities in swaption markets," BIS Quarterly Review, Bank for International Settlements, September.
• Wolfers Justin & Zitzewitz Eric, 2004, "Experimental Political Betting Markets and the 2004 Election," The Economists' Voice, De Gruyter, volume 1, issue 2, pages 1-8, October, DOI: 10.2202/1553-3832.1016.
• Luciano Martin Rostagno & Gilberto de Oliveira Kloeckner & João Luiz Becker, 2004, "Stock Return Predictability at Bovespa: a Test Involving the Expected Return Factor Model," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 2, pages 183-206.
• Daniella Acker & Nigel W. Duck, 2004, "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/557, Jan.
• Fatum, Rasmus & Scholnick, Barry, 2003, "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt4cc3291n, May.
• Rodolfo Apreda, 2004, "Differential rates, residual information sets and transactional algebras," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 256, Feb.
• Karin Joeveer, 2004, "Does bank failure affect client firms? Micro evidence from Estonia," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp224, May.
• Martin Vojtek, 2004, "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp237, Sep.
• Michal Ostatnicky, 2004, "Coase’s conjecture in finite horizon," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp241, Nov.
• Alexandr Cerny, 2004, "Stock market integration and the speed of information transmission," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp242, Nov.
• Marc-Andreas Muendler, 2004, "The Existence of Informationally Efficient Markets When Individuals Are Rational," CESifo Working Paper Series, CESifo, number 1295.
• Kurt Brännäs & Niklas Nordman, 2001, "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series, CESifo, number 448.
• Matías Tapia & Andrea Tokman, 2004, "Effects of Foreign Exchange Intervention Under Public Information: the Chilean Case," Working Papers Central Bank of Chile, Central Bank of Chile, number 255, Jan.
• Eric Nowak & Roland Rott & Till G. Mahr, 2006, "The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes - Evidence from the German Stock Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-11, Apr.
• Saltuk Ozerturk, 2004, "Direct sale of information when precision is unobservable," Canadian Journal of Economics, Canadian Economics Association, volume 37, issue 2, pages 269-293, May.
• Nikita Ratanov, 2004, "A Jump Telegraph Model for Option Pricing," Borradores de Investigación, Universidad del Rosario, number 1919, Nov.
• Nikita Ratanov, 2004, "Option Pricing Model Based on Telegraph Processes with Jumps," Borradores de Investigación, Universidad del Rosario, number 4330, Jul.
• Carlos Alberto CASTRO, 2004, "Eficiencia -X en el sector bancario colombiano," Archivos de Economía, Departamento Nacional de Planeación, number 2439, Nov.
• Avelino Martínez Sandoval & Harold Londono Martínez, 2004, "El Racionamiento del Crédito en los Mercados Financieros," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Isabel Cristina Montoya Osorio & Juan Manuel Restrepo Puerta, 2004, "¿Existe el Enigma de la Prima de Riesgo en el Mercado Bursátil Colombiano? 1993-2002," Revista Ecos de Economía, Universidad EAFIT.
• PASCUAL, Roberto & VEREDAS, David, 2004, "What pieces of limit order book information are informative ?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004033, Jun.
• Temin, Peter & Voth, Hans-Joachim, 2004, "Riding the South Sea Bubble," CEPR Discussion Papers, Centre for Economic Policy Research, number 4221, Jan.
• Weber, Martin & Norden, Lars, 2004, "Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, number 4250, Feb.
• Salmon, Mark & Hwang, Soosung, 2004, "Market Stress and Herding," CEPR Discussion Papers, Centre for Economic Policy Research, number 4340, Apr.
• Servaes, Henri & McConnell, John J., 2004, "Changes in Equity Ownership and Changes in the Market Value of the Firm," CEPR Discussion Papers, Centre for Economic Policy Research, number 4411, Jun.
• de Jong, Frank & Bortolotti, Bernardo & Nicodano, Giovanna & Schindele, Ibolya, 2004, "Privatization and Stock Market Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 4449, Jun.
• Vitale, Paolo, 2004, "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers, Centre for Economic Policy Research, number 4530, Aug.
• Vitale, Paolo & Breedon, Francis, 2004, "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 4586, Aug.
• de Jong, Frank & Dahlquist, Magnus, 2004, "Pseudo Market Timing: Fact or Fiction?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4609, Sep.
• Keloharju, Matti & Torstila, Sami & Knüpfer, Samuli, 2004, "Do Retail Incentives Work in Privatizations?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4612, Sep.
• Cespa, Giovanni, 2004, "Information Sales and Insider Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 4667, Oct.
• La Ferrara, Eliana & Guidolin, Massimo, 2004, "Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4668, Oct.
• Weber, Martin & Norden, Lars, 2004, "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 4674, Oct.
• Flood, Robert P & Rose, Andrew, 2004, "Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 4684, Oct.
• Goetzmann, William & Massa, Massimo & Simonov, Andrei, 2004, "Portfolio Diversification, Proximity Investment and City Agglomeration," CEPR Discussion Papers, Centre for Economic Policy Research, number 4786, Dec.
• Massa, Massimo, 2004, "Mutual Fund Competition and Stock Market Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 4787, Dec.
• Massa, Massimo & Simonov, Andrei, 2004, "Hedging, Familiarity and Portfolio Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 4789, Dec.
• Massa, Massimo & Simonov, Andrei, 2004, "History versus Geography: The Role of College Interaction in Portfolio Choice and Stock Market Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 4815, Dec.
• Massa, Massimo & Phalippou, Ludovic, 2004, "Mutual Funds and the Market for Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 4818, Dec.
• Kandel, Eugene & Massa, Massimo & Simonov, Andrei & Bodnaruk, Andriy, 2004, "Shareholder Diversification and IPOs," CEPR Discussion Papers, Centre for Economic Policy Research, number 4820, Dec.
• Béatrice DUMONT, 2004, "L’efficacité du Contrôle Communautaire des Concentrations : une approche par la méthode événementielle," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2004033, Sep.
• Warren Bailey & Yuan Gao & Connie X. Mao, 2004, "Business, Government, and the Information Environment: Stock Trading and Earnings Shocks in China, Indonesia, and Singapore," Annals of Economics and Finance, Society for AEF, volume 5, issue 1, pages 165-195, May.
• Frank J. Fabozzi & Radu Tunaru & Tony Wu, 2004, "Modeling Volatility for the Chinese Equity Markets," Annals of Economics and Finance, Society for AEF, volume 5, issue 1, pages 79-92, May.
• Bappaditya Mukhopadhyay, 2004, "Moral Hazard with Rating Agency: An Incentive Contracting Approach," Annals of Economics and Finance, Society for AEF, volume 5, issue 2, pages 313-333, November.
• Marquering, Wessel & Verbeek, Marno, 2004, "The Economic Value of Predicting Stock Index Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 2, pages 407-429, June.
• Tadesse, Solomon, 2004, "The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 4, pages 701-730, December.
• Gannon, Gerard & Au-Yeung, Siu Pang, 2004, "Structural effects and spillovers in HSIF, HSI and S&P500 volatility," Working Papers, Deakin University, Department of Economics, number aef_2004_08, Jan, DOI: 10.1016/j.ribaf.2004.04.005.
• Gerard Gannon, 2004, "Simultaneous Volatility Transmissions and Spillover Effects: US and Hong Kong Stock and Futures Markets," Working Papers, Deakin University, Department of Economics, number 2004_09, May.
• Gerard Gannon, 2004, "Simultaneous Volatility Transmissions and Spillover Effects," Working Papers, Deakin University, Department of Economics, number 2004_10, Jul.
• Gerard Gannon & Siu Pang Au-Yeung, 2004, "Regulatory Change, Structural Breaks and Transmission Effects in HSIF abd HSI Volatility," Working Papers, Deakin University, Department of Economics, number 2004_11, Jul.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2004, "Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0620, Oct.
• Al-Rjoub, S. & Hassan, M.K., 2004, "Transaction Cost and the Small Stock Puzzle: The Impact of Outliers in the NYSE, 1970-2000," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 3, pages 103-114.
• Enria, Andrea & Cappiello, Lorenzo & Dierick, Frank & Sergio, Grittini & Haralambous, Andrew & Maddaloni, Angela & Molitor, Philippe & Pires, Fatima & Poloni, Paolo, 2004, "Fair value accounting and financial stability," Occasional Paper Series, European Central Bank, number 13, Apr.
• Baele, Lieven & Ferrando, Annalisa & Hördahl, Peter & Krylova, Elizaveta & Monnet, Cyril, 2004, "Measuring financial integration in the euro area," Occasional Paper Series, European Central Bank, number 14, May.
• Albuquerque, Rui & Bauer, Gregory H. & Schneider, Martin, 2004, "International equity flows and returns: a quantative equilibrium approach," Working Paper Series, European Central Bank, number 310, Feb.
• Ehrmann, Michael & Fratzscher, Marcel, 2004, "Taking stock: monetary policy transmission to equity markets," Working Paper Series, European Central Bank, number 354, May.
• Christoffersen, Peter & Mazzotta, Stefano, 2004, "The informational content of over-the-counter currency options," Working Paper Series, European Central Bank, number 366, Jun.
• Cassola, Nuno & Ejerskov, Steen & Ewerhart, Christian & Valla, Natacha, 2004, "Liquidity, information, and the overnight rate," Working Paper Series, European Central Bank, number 378, Jul.
• Breedon, Francis & Vitale, Paolo, 2004, "An empirical study of liquidity and information effects of order flow on exchange rates," Working Paper Series, European Central Bank, number 424, Dec.
• Ian Tonks & Edmund Cannon, 2004, "UK Annuity Rates And Pension Replacement Ratios 1957-2002," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 71, Sep.
• Zhixiong Zeng, 2004, "The Price Of Size And Financial Market Allocations," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 86, Sep.
• Hirshleifer, David & Lim, Seongyeon & Teoh, Siew Hong, 2004, "Disclosure to an Audience with Limited Attention," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-21, Oct.
• Bailey, Warren & Karolyi, G. Andrew & Salva, Carolina, 2004, "The Economic Consequences of Increased Disclosure:Evidence from International Cross-Listings," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-7, Jun.
• Krishna Ramaswamy & Choong-Tze Chua & Winston T.H. Koh, 2004, "Profiting from Mean-Reverting Yield Curve Trading Strategies," Econometric Society 2004 Australasian Meetings, Econometric Society, number 142, Aug.
• Ryuichi Nakagawa & Hirofumi Uchida, 2004, "Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data," Econometric Society 2004 Australasian Meetings, Econometric Society, number 161, Aug.
• Chor-yiu SIN, 2004, "Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE," Econometric Society 2004 Australasian Meetings, Econometric Society, number 92, Aug.
• Jae H. Kim, 2004, "Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test," Econometric Society 2004 Australasian Meetings, Econometric Society, number 98, Aug.
• Charles R. Nelson & Jinho Bae, 2004, "Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance?," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 452, Aug.
• Katsumi Shimotsu & Alex Maynard, 2004, "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 518, Aug.
• Yuko Hashimoto, 2004, "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 679, Aug.
• Ryuichi Nakagawa & Hirofumi Uchida, 2004, "Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 737, Aug.
• Helena Beltran & Albert J. Menkveld, 2004, "Understanding limit order book depth: conditioning on trade informativeness," Econometric Society 2004 Latin American Meetings, Econometric Society, number 142, Aug.
• Augusto Castillo, 2004, "The Announcement Effect of Bond and Equity Issues: Evidence from Chile," Econometric Society 2004 Latin American Meetings, Econometric Society, number 218, Aug.
• José L. Negrin, 2004, "The Importance of Borrowers’ History on Credit Behavior: The Mexican Experience," Econometric Society 2004 Latin American Meetings, Econometric Society, number 226, Aug.
• R. Fischer & C. Bonilla, 2004, "Endogenous Credit Constraints and Factor Market Rigidities: the case of Bankruptcy," Econometric Society 2004 Latin American Meetings, Econometric Society, number 240, Aug.
• Sergio L. Schmukler & Eduardo Levy-Yeyati & Maria Soledad Martinez Peria, 2004, "Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies," Econometric Society 2004 Latin American Meetings, Econometric Society, number 318, Aug.
• L.A. Gil-Alana & G.M. caporale, 2004, "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings, Econometric Society, number 344, Aug.
• 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, Econometric Society, number 430, Aug.
• Chor-yiu SIN, 2004, "Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 476, Aug.
• Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004, "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 477, Aug.
• Duane Seppi & Michael Gallmeyer & Burton Hollifield, 2004, "Liquidity Discovery and Asset Pricing," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 525, Aug.
• Gina Nicolosi & Liang Peng, 2004, "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 532, Aug.
• Konstantin Tyurin, 2004, "High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 579, Aug.
• Laura Veldkamp, 2004, "Media Frenzies in Markets for Financial Information," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 4, Aug.
• Mathias Drehmann & Jörg Oechssler, 2004, "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 55, Aug.
• Dan HU, 2004, "The Usefulness of Financial Statements under Chinese-GAAP vs. IAS: Evidence from the Shanghai Stock Exchange in PRC," Kobe Economic & Business Review, Research Institute for Economics & Business Administration, Kobe University, volume 48, pages 1-25, February.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers, University of Copenhagen. Department of Economics, number 04-07, Mar.
• Nikolaus Hautsch & Dieter Hess, 2004, "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Discussion Papers, University of Copenhagen. Department of Economics, number 04-17, Sep.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2004/03, Sep.
• Nikolaus Hautsch & Dieter Hess, 2004, "Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2004/06, Sep.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "Order Aggressiveness and Order Book Dynamics," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/04, Dec.
• Robin Boadway & Michael Keen, 2004, "Financing New Investments under Asymmetric Information: a General Approach," Cahiers de recherche, CIRPEE, number 0407.
• Ken L. Bechmann, 2004, "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index," Multinational Finance Journal, Multinational Finance Journal, volume 8, issue 1-2, pages 3-34, March-Jun.
• Ronan G. Powell, 2004, "Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach," Multinational Finance Journal, Multinational Finance Journal, volume 8, issue 1-2, pages 35-72, March-Jun.
• Gertjan Schut & Ruud van Frederikslust, 2004, "Shareholders Wealth Effects of Joint Venture Strategies," Multinational Finance Journal, Multinational Finance Journal, volume 8, issue 3-4, pages 211-225, september.
• Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA, 2004, "Privatization discontent and its determinants: evidence from Latin America," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-023, Jan.
• Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA, 2004, "Privatization discontent and its determinants: evidence from Latin America," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-23, Jan.
• Bedri Tas, 2004, "Private information of the Fed, predictability of stock returns and expected monetary policy," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 100, Sep.
• Martin Cincibuch & David Vavra, 2004, "Testing for the uncovered interest parity using distributions implied by FX options," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 16, Sep.
• Norbert Kiss M., 2004, "The Effects of Macroeconomic News on Money Markets," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2004/30.
• Costanza Torricelli & Marianna Brunetti, 2004, "The internal efficiency of Index Option Markets:Tests on the Italian Market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0472, Nov.
• Wassim Daher & Leonard J. Mirman, 2004, "Market structure and insider trading," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04025, Mar.
• Wassim Daher & Leonard J. Mirman, 2004, "Cournot duopoly and insider trading with two insiders," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04077, Sep.
• Suzi Kerr & Andrew Aitken & Arthur Grimes, 2004, "Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand," Motu Working Papers, Motu Economic and Public Policy Research, number 04_02, May.
• Owen A. Lamont & Jeremy C. Stein, 2004, "Aggregate Short Interest and Market Valuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 10218, Jan.
• John Y. Campbell & Tuomo Vuolteenaho, 2004, "Inflation Illusion and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10263, Feb.
• William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004, "Portfolio Diversification and City Agglomeration," NBER Working Papers, National Bureau of Economic Research, Inc, number 10343, Mar.
• Kenneth A. Froot & Melvyn Teo, 2004, "Equity Style Returns and Institutional Investor Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 10355, Mar.
• Jeffrey R. Brown & J. David Cummins & Christopher M. Lewis & Ran Wei, 2004, "An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 10388, Mar.
• Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho, 2004, "New Forecasts of the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 10406, Apr.
• Jonathan Berk & Richard Stanton, 2004, "A Rational Model of the Closed-End Fund Discount," NBER Working Papers, National Bureau of Economic Research, Inc, number 10412, Apr.
• Paul Asquith & Parag A. Pathak & Jay R. Ritter, 2004, "Short Interest and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 10434, Apr.
• Li Jin & Stewart C. Myers, 2004, "R-Squared Around the World: New Theory and New Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 10453, Apr.
• Amit Goval & Ivo Welch, 2004, "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 10483, May.
• Li Jin & Robert Merton & Zvi Bobie, 2004, "Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10650, Jul.
• Owen Lamont, 2004, "Go Down Fighting: Short Sellers vs. Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 10659, Jul.
• Lily Qiu & Ivo Welch, 2004, "Investor Sentiment Measures," NBER Working Papers, National Bureau of Economic Research, Inc, number 10794, Sep.
• Robert P. Flood & Andrew K. Rose, 2004, "Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 10805, Oct.
• Ulrike Malmendier & Geoffrey Tate, 2004, "Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction," NBER Working Papers, National Bureau of Economic Research, Inc, number 10813, Oct.
• Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler, 2004, "Pseudo Market Timing and Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 10823, Oct.
• Charles Engel, 2004, "Some New Variance Bounds for Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10981, Dec.
• Rafael Repullo & Javier Suarez, 2004, "Venture Capital Finance: A Security Design Approach," Review of Finance, European Finance Association, volume 8, issue 1, pages 75-108.
• Luis Angel Medran & Xavier Vives, 2004, "Regulating Insider Trading When Investment Matters," Review of Finance, European Finance Association, volume 8, issue 2, pages 199-277.
• Biagio Bossone & Jong-Kun Lee, 2004, "In Finance, Size Matters," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 1, pages 1-2.
• Bacha, Obiyathulla I., 2004, "Pricing Hybrid Securities: The Case of Malaysian ICULS," MPRA Paper, University Library of Munich, Germany, number 12764, revised Jun 2004.
• Ulibarri, Carlos A., 2004, "Introducing contemporaneous open-outcry and e-trading at the Chicago Board of Trade," MPRA Paper, University Library of Munich, Germany, number 14821.
• Giulio, Cifarelli, 2004, "Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts," MPRA Paper, University Library of Munich, Germany, number 28655, Feb.
• Blecker, Thorsten & Abdelkafi, Nizar & Kreutler, Gerold, 2004, "A Multi-Agent based Configuration Process for Mass Customization," MPRA Paper, University Library of Munich, Germany, number 5287.
• Blecker, Thorsten & Abdelkafi, Nizar & Kreutler, Gerold & Friedrich, Gerhard, 2004, "Dynamic Multi-Agent Based Variety Formation and Steering in Mass Customization," MPRA Paper, University Library of Munich, Germany, number 8968, Apr.
• Zdeněk Dvorný, 2004, "Efficiency of the Secondary T-Bill Market," Prague Economic Papers, Prague University of Economics and Business, volume 2004, issue 1, pages 17-25, DOI: 10.18267/j.pep.228.
• Grace Wong, 2004, "Has SARS Infected the Property Market? Evidence from Hong Kong," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 11, Apr.
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond-Feingold, 2004, "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 17-44, DOI: 10.3406/ecofi.2004.5030.
• Delphine Lautier & Yves Simon, 2004, "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 45-84, DOI: 10.3406/ecofi.2004.5031.
• Christian Walter, 2004, "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 85-104, DOI: 10.3406/ecofi.2004.5033.
• Jean-Paul Pollin, 2004, "Finance comportementale et volatilité," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 139-156, DOI: 10.3406/ecofi.2004.5036.
• Éric Jondeau, 2004, "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 157-175, DOI: 10.3406/ecofi.2004.5037.
• Olivier Davanne, 2004, "Volatilité des marchés financiers et allocation d’actifs," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 177-201, DOI: 10.3406/ecofi.2004.5038.
• Esther Jeffers & Damien Moyé, 2004, "Dow Jones, CAC 40, SBF 120 : comment expliquer que le CAC 40 est le plus volatil ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 203-218, DOI: 10.3406/ecofi.2004.5039.
• Serge Darolles & Gaëlle Le Fol, 2004, "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 231-243, DOI: 10.3406/ecofi.2004.5042.
• Alain Leclair & Carlos Pardo, 2004, "La volatilité, conséquence ou cause de l'instabilité des marchés financiers ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 245-252, DOI: 10.3406/ecofi.2004.5043.
• Robin Boadway & Michael Keen, 2004, "Financing New Investments Under Asymmetric Information: A General Approach," Working Paper, Economics Department, Queen's University, number 1017, Jan.
• Ellis Connolly & Marion Kohler, 2004, "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Christopher Kent & Simon Guttmann, "The Future of Inflation Targeting".
• Adam Creighton & Luke Gower & Anthony Richards, 2004, "The Impact of Rating Changes in Australian Financial Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-02, Mar.
• Ellis Connolly & Marion Kohler, 2004, "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-10, Nov.
• Chris Brooks & Konstantina Kappou & Charles Ward, 2004, "Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-04, Mar.
• Burton Hollifield & Michael Gallmeyer & Duane Seppi, 2004, "Liquidity Discovery and Asset Pricing," 2004 Meeting Papers, Society for Economic Dynamics, number 136a.
• Ron Giammarino & Murray Carlson & Adlai Fisher, 2004, "Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance," 2004 Meeting Papers, Society for Economic Dynamics, number 812.
• Hyytinen, Ari & Pajarinen, Mika, 2004, "Opacity of Young Firms: Faith or Fact?," Discussion Papers, The Research Institute of the Finnish Economy, number 923.
• Hyytinen, Ari & Pajarinen, Mika, 2004, "Is the Cost of Debt Capital Higher for Younger Firms?," Discussion Papers, The Research Institute of the Finnish Economy, number 946.
• Hyytinen, Ari & Väänänen, Lotta, 2004, "Mandatory Auditor Choice and Small Finance: Evidence from Finland," Discussion Papers, The Research Institute of the Finnish Economy, number 950.
• Shahin Shojai, 2004, "Leveraged Management Buy-Ins: Role of Investors, Means of Exit, and the Predictive Powers of the Financial Markets," Journal of Financial Transformation, Capco Institute, volume 10, pages 129-141.
• Donal Byard & Kenneth Shaw, 2004, "The informational role of financial analysts: Interpreting public disclosures," Journal of Financial Transformation, Capco Institute, volume 11, pages 143-148.
• Andrea Marcello Buffa, 2004, "Strategic Insider Trading with Imperfect Information: A Trading Volume Analysis," Rivista di Politica Economica, SIPI Spa, volume 94, issue 6, pages 101-143, November-.
• Donal Bredin & Stuart Hyde, 2004, "International influences on Irish stock returns," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1164, Mar.
• Bruce Mizrach & Susan Weerts, 2004, "Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room," Departmental Working Papers, Rutgers University, Department of Economics, number 200412, May.
• Markus Haas & Stefan Mittnik & Bruce Mizrach, 2004, "Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts," Departmental Working Papers, Rutgers University, Department of Economics, number 200424, Oct.
• Tapia, Matías & Tokman, Andrea, 2004, "Effects of foreign exchange intervention under public information: the Chilean case," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123134, Apr.
• Dimitrios F. Kenourgios & Ioannis Petropoulos, 2004, "The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 7, issue 2, pages 121-138, Winter.
• Parisi, Antonino & Parisi, Franco & Cornejo, Edinson, 2004, "Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI," El Trimestre Económico, Fondo de Cultura Económica, volume 71, issue 284, pages 789-809, octubre-d.
• Jacobsen, B. & Marquering, W.A., 2004, "Is it the weather?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-100-F&A, Dec.
• HORI Masahiro, 2004, "Does Bank Liquidation Affect Client Firm Performance? Evidence from a Main Bank Failure in Japan," ESRI Discussion paper series, Economic and Social Research Institute (ESRI), number 102, Apr.
• Alessandro BEBER & Michael W. BRANDT, 2004, "The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp105, Jan.
• Philippe BACCHETTA & Eric VAN WINCOOP, 2004, "Higher Order Expectations in Asset Pricing," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp110, May.
• Li JIN & Stewart C. MYERS, 2004, "R2 Around the World: New Theory and New Tests," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp158, Feb.