Research classified by Journal of Economic Literature (JEL) codes

2005

• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005, "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, volume 95, issue 5, pages 1403-1426, December.
• Marco Cipriani & Antonio Guarino, 2005, "Herd Behavior in a Laboratory Financial Market," American Economic Review, American Economic Association, volume 95, issue 5, pages 1427-1443, December.
• Eskandar A. Tooma, 2005, "Evaluating the Peformance of Symmetric Price Limits: Evidence from the Egyptian Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 7, issue 2, pages 18-41.
• Lanfranco, Bruno A., 2005, "Cobertura del riesgo precios en los mercados de futuros para carne bovina en el marco de la experiencia uruguaya de 1993," Serie Tecnica, Instituto Nacional de Investigacion Agropecuaria (INIA), number 121755, Dec, DOI: 10.22004/ag.econ.121755.
• Lima, Roberto Arruda de Souza & Shirota, Ricardo, undated, "Influência do Capital Social no Mercado de Crédito Rural," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 43, issue 01, pages 1-18, DOI: 10.22004/ag.econ.156118.
• Rosemarie Bröker Bone, 2005, "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 037.
• Srecko Devjak & Andraz Grum, 2005, "Market Risk Control In Stable Paretian Markets," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 14, issue 2, pages 147-160, december.
• Orlin Todorov, 2005, "Certain Financial Problems the Small and Medium Enterprises Face in the Countries of the European Economic Area (EEA)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 103-123.
• Michael R. King & Rasmus Fatum, 2005, "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers, Bank of Canada, number 05-21, DOI: 10.34989/swp-2005-21.
• Michael R. King & Maksym Padalko, 2005, "Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Staff Working Papers, Bank of Canada, number 05-3, DOI: 10.34989/swp-2005-3.
• Marcello Pericoli, 2005, "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 545, Feb.
• Francesco Franzoni & José M. Marín, 2015, "Portable Alphas from Pension Mispricing," Working Papers, Barcelona School of Economics, number 227, Sep.
• Koresh Galil, 2005, "Ratings as Predictors of Default in the Long Term:an Empirical Investigation," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0505.
• Jeffery D Amato & Jacob Gyntelberg, 2005, "CDS index tranches and the pricing of credit risk correlations," BIS Quarterly Review, Bank for International Settlements, March.
• Fabio Fornari, 2005, "The rise and fall of US dollar interest rate volatility: evidence from swaptions," BIS Quarterly Review, Bank for International Settlements, September.
• Jeffery D Amato, 2005, "Risk aversion and risk premia in the CDS market," BIS Quarterly Review, Bank for International Settlements, December.
• Jacob Gyntelberg & Guonan Ma & Eli M Remolona, 2005, "Corporate bond markets in Asia," BIS Quarterly Review, Bank for International Settlements, December.
• Jeffery D. Amato & Eli M Remolona, 2005, "The pricing of unexpected credit losses," BIS Working Papers, Bank for International Settlements, number 190, Nov.
• Virginia Goday & Bertrand Gruss & Jorge Ponce, 2005, "Depositors’ Discipline in Uruguayan Banks," Documentos de trabajo, Banco Central del Uruguay, number 2005003, Jul.
• Rossitza B. Wooster & Craig A. Gallet, 2005, "Settling the Smoke: Public Policy and Shareholder Wealth in the Cigarette Industry," Contemporary Economic Policy, Western Economic Association International, volume 23, issue 2, pages 211-223, April, DOI: 10.1093/cep/byi016.
• William N. Goetzmann & Ning Zhu, 2005, "Rain or Shine: Where is the Weather Effect?," European Financial Management, European Financial Management Association, volume 11, issue 5, pages 559-578, November, DOI: 10.1111/j.1354-7798.2005.00298.x.
• Zoran Ivković & Scott Weisbenner, 2005, "Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments," Journal of Finance, American Finance Association, volume 60, issue 1, pages 267-306, February, DOI: 10.1111/j.1540-6261.2005.00730.x.
• Michael J. Fleming & Kenneth D. Garbade & Frank Keane, 2005, "Anomalous Bidding In Short‐Term Treasury Bill Auctions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 28, issue 2, pages 165-176, June, DOI: 10.1111/j.1475-6803.2005.00119.x.
• Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005, "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper, Norges Bank, number 2005/12, Nov.
• Panayiotis P. Athanasoglou & Ioannis G. Asimakopoulos & Evangelia A. Georgiou, 2005, "The effect of merger and acquisition announcement on Greek bank stock returns," Economic Bulletin, Bank of Greece, issue 24, pages 27-44, January.
• Asaf Zussman & Noam Zussman, 2005, "Targeted Killings: Evaluating the Effectiveness of a Counterterrorism Policy," Bank of Israel Working Papers, Bank of Israel, number 2005.02, Jan.
• Alba Regina Moretti & Beatriz Vaz de Melo Mendes, 2005, "Measuring the Influence of the US Market over Observed Interdependencies in Latin America," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 1, pages 123-137.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
• Tung Liu & Gary Santoni & Courtenay Cliff Stone, 2005, "Federal Securities Regulations and Stock Market Returns," Working Papers, Ball State University, Department of Economics, number 200501, Jan, revised Jan 2005.
• Hall, Bronwyn H. & Jaffe, A & Trajtenberg, M, 2005, "Market value and patent citations," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt0cs6v2w7, Jan.
• Rodolfo Apreda, 2005, "How trade splits up information sets and dealers carry out their brokerage of asymmetric information," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 288, Mar.
• Mariana Conte Grand & Vanesa V. D'Elia, 2005, "Environmental news and stock markets performance: Further evidence for Argentina," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 300, Aug.
• Carlo Rosa & Giovanni Verga, 2005, "The Importance of the Wording of the ECB," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0694, Jun.
• Jan Hanousek & Evzen Kocenda, 2005, "Learning by Bidding: Evidence from a Large-Scale Natural Experiment," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp247, Jan.
• Marc-Andreas Muendler, 2005, "Rational Information Choice in Financial Market Equilibrium," CESifo Working Paper Series, CESifo, number 1436.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005, "Advisors and Asset Prices: A Model of the Origins of Bubbles," Levine's Bibliography, UCLA Department of Economics, number 122247000000001003, Dec.
• Massa, Massimo & Locarno, Alberto, 2005, "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 4828, Jan.
• Voth, Hans-Joachim & Ferguson, Thomas, 2005, "Betting on Hitler - The Value of Political Connections in Nazi Germany," CEPR Discussion Papers, Centre for Economic Policy Research, number 5021, Apr.
• Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005, "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 5159, Aug.
• Acharya, Viral & Johnson, Tim, 2005, "Insider Trading in Credit Derivatives," CEPR Discussion Papers, Centre for Economic Policy Research, number 5180, Aug.
• Wilhelm Jr, William J & Chen, Zhaohui, 2005, "The Industrial Organization of Financial Market Information Production," CEPR Discussion Papers, Centre for Economic Policy Research, number 5314, Oct.
• Schotman, Peter C & Zalewska, Ania, 2005, "Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 5352, Nov.
• Klor, Esteban & Berrebi, Claude, 2005, "The Impact of Terrorism Across Industries: An Empirical Study," CEPR Discussion Papers, Centre for Economic Policy Research, number 5360, Nov.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan & ,, 2005, "Demand-Based Option Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 5420, Dec.
• Augustin Landier & David Sraer & David Thesmar, 2005, "Bottom-Up Corporate Governance," Working Papers, Center for Research in Economics and Statistics, number 2005-30.
• Jan Bo Jakobsen & Torben Voetmann, 2005, "A New Approach for Interpreting Long-Run Returns, Applied to IPO and SEO Stocks," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 337-363, November.
• Mark A. Carlson & Galina B. Hale, 2005, "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1506, Apr.
• Donald J. Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1518, Jun.
• Timo Baas & Mechthild Schrooten, 2005, "Theoretische Analyse der Gewinnsituation im deutschen Bankensektor: Kreditvergabestrategie sichert Sparkassen und Genossenschaftsbanken Vorteile," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 502.
• Jeanjean, Thomas & Cazavan-Jeny, Anne, 2005, "Levels of voluntary disclosure in IPO prospectuses : an empirical analysis," HEC Research Papers Series, HEC Paris, number 827, Dec.
• Tinn, Katrin, 2005, "Optimal research in financial markets with heterogeneous private information: a rational expectations model," Working Paper Series, European Central Bank, number 493, Jun.
• Durré, Alain & Giot, Pierre, 2005, "An international analysis of earnings, stock prices and bond yields," Working Paper Series, European Central Bank, number 515, Aug.
• Cappiello, Lorenzo & De Santis, Roberto A., 2005, "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series, European Central Bank, number 529, Sep.
• Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005, "Investor Overconfidence and the Forward Discount Puzzle," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-21, Oct.
• Hirshleifer, David & Teoh, Siew Hong, 2005, "Limited Investor Attention and Stock Market Misreactions to Accounting Information," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-24, Nov.
• Hail, Luzi & Leuz, Christian, 2005, "Cost of Capital and Cash Flow Effects of U.S. Cross Listings," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 05-2, Apr.
• Németh, András, 2005, "Hírpiacok szimulációja
  [Simulation of news markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 249-274.
• Kutas, Gábor & Végh, Richárd, 2005, "A Budapest Likviditási Mérték bevezetéséről. A magyar részvények likviditásának összehasonlító elemzése a budapesti, a varsói és a londoni értéktőzsdéken
  [Introduction of the Budapest Liquidity Measure]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 686-711.
• Rasmus Fatum & Michael R. King, 2005, "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-06, May.
• Rasmus Fatum, 2005, "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-07, Jun.
• Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam, 2005, "Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum," Cahiers de recherche, CIRPEE, number 0531.
• Joshua Kirkwood & Daehoon Nahm, 2005, "Australian Banking Efficiency and its Relation to Stock Returns," Research Papers, Macquarie University, Department of Economics, number 0508, May.
• Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D., 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1580505, May.
• Engel, Charles, 2005, "Some New Variance Bounds for Asset Prices," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 5, pages 949-955, October.
• Syed M. Harun & M. Kabir Hassan & Tarek S. Zaher, 2005, "Effect of Monetary Policy on Commercial Banks Across Different Business Conditions," Multinational Finance Journal, Multinational Finance Journal, volume 9, issue 1-2, pages 99-128, March-Jun.
• Benilde Maria do Nascimento Oliveira & Manuel Jose da Rocha Armada, 2005, "Structural Changes of the Conditional Volatility of the Portuguese Stock Market," Multinational Finance Journal, Multinational Finance Journal, volume 9, issue 3-4, pages 189-214, September.
• Henryk Gurgul & Pawel Majdosz & Roland Mestel, 2005, "Joint Dynamics of Prices and Trading Volume on the Polish Stock Market," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 3, issue 2, pages 139-156.
• Steve Bond & Mike Hawkins & Alexander Klemm, 2005, "Stamp Duty on Shares and Its Effect on Share Prices," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 61, issue 3, pages 275-297, November.
• Alexander Gümbel, 2005, "Trading on Short-Term Information," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 161, issue 3, pages 428-452, September.
• D. Beggs & C.L. Skeels, 2005, "Market Arbitrage of Cash Dividends and Franking Credits," Department of Economics - Working Papers Series, The University of Melbourne, number 947.
• Katrin Tinn, 2005, "Optimal research in financial markets with heterogeneous private information; a rational expectations model," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 6, Sep.
• Szilárd Erhart, 2005, "Driving factors behind O/N interbank interest rates – the Hungarian experiences," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/34.
• Csaba Csávás & Szilárd Erhart, 2005, "Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/44.
• V. Moriggia & S. Muzzioli & C. Torricelli, 2005, "The no arbitrage condition in option implied trees: evidence from the Italian index options market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0491, May.
• Martin Hellwig, 2005, "Market Discipline, Information Processing, and Corporate Governance," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2005_19, Oct.
• Julien Reynaud & Rofikoh Rokhim, 2005, "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla05007, Jan.
• Gunther Capelle-Blancard & Nicolas Couderc, 2005, "What drives the market value of firms in the Defense industry?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06037, Dec, revised Apr 2006, DOI: 10.1016/j.rfe.2007.02.001.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-04.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 04-2005.
• Alain Durré & Pierre Giot, 2005, "An international analysis of earnings, stock prices and bond yields," Working Paper Research, National Bank of Belgium, number 73, Sep.
• Refet Gürkaynak & Justin Wolfers, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2005".
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005, "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," NBER Working Papers, National Bureau of Economic Research, Inc, number 11018, Jan.
• Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu, 2005, "Mimicking Portfolios with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 11020, Jan.
• Wayne E. Ferson & Andrea Heuson & Tie Su, 2005, "Weak and Semi-Strong Form Stock Return Predictability Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 11021, Jan.
• Antonio Geldson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos, 2005, "Venture Capital as Human Resource Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 11350, May.
• Joshua D. Coval & Erik Stafford, 2005, "Asset Fire Sales (and Purchases) in Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11357, May.
• John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005, "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 11389, Jun.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005, "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11413, Jun.
• Evgeny Lyandres & Le Sun & Lu Zhang, 2005, "Investment-Based Underperformance Following Seasoned Equity Offerings," NBER Working Papers, National Bureau of Economic Research, Inc, number 11459, Jul.
• Andrea Frazzini & Owen A. Lamont, 2005, "Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 11526, Aug.
• Kee-Hong Bae & Rene M. Stulz & Hongping Tan, 2005, "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," NBER Working Papers, National Bureau of Economic Research, Inc, number 11697, Oct.
• Sendhil Mullainathan & Andrei Shleifer, 2005, "Persuasion in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 11838, Dec.
• Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2005, "Demand-Based Option Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 11843, Dec.
• Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2005, "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 11851, Dec.
• Owen A. Lamont & Jeremy C. Stein, 2005, "Investor Sentiment and Corporate Finance: Micro and Macro," NBER Working Papers, National Bureau of Economic Research, Inc, number 11882, Dec.
• Klaus Abbink & Bettina Rockenbach, 2005, "Option Pricing by Students and Professional Traders: A Behavioural Investigation," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2005-12, Jul.
• Del Brio, Esther & Elías Tobar, José, 2005, "Rentabilidad a Corto Plazo de los Insiders en los Mercados Español y Británico," Working Papers "New Trends on Business Administration". Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas"., Interuniversity Research Master and Doctorate Program (with a quality mention of ANECA) on "Business Economics", Universities of Valladolid, Burgos, Salamanca and León (Spain). Until 2008, Interuniversity Doctorate Program (with a quality mention of ANECA) “New trends in Business Administration”, Universities of Valladolid, Burgos, and Salamanca (Spain). Master en Investigación y Programa de Docto, number 2005-10, Dec.
• Del Brio, Esther & Gómez, Gerardo, 2005, "Insider trading en la banca española," Working Papers "New Trends on Business Administration". Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas"., Interuniversity Research Master and Doctorate Program (with a quality mention of ANECA) on "Business Economics", Universities of Valladolid, Burgos, Salamanca and León (Spain). Until 2008, Interuniversity Doctorate Program (with a quality mention of ANECA) “New trends in Business Administration”, Universities of Valladolid, Burgos, and Salamanca (Spain). Master en Investigación y Programa de Docto, number 2005-13, Dec.
• Horobeţ Alexandra, 2005, "Expunerea la riscul valutar a firmelor româneşti: o analiză sectorială," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Hisashi Hashimoto, 2005, "Transaction Pattern and Liquidity Parameters (in Japanese)," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 05-25, Sep.
• Jeeman Jung & Robert J. Shiller, 2005, "Samuelson's Dictum and the Stock Market," Economic Inquiry, Western Economic Association International, volume 43, issue 2, pages 221-228, April.
• Enrico C. Perotti, 2005, "Dominant Investors and Strategic Transparency," The Journal of Law, Economics, and Organization, Oxford University Press, volume 21, issue 1, pages 76-102, April.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2005, "Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 120, issue 2, pages 639-668.
• Evan W. Anderson & Eric Ghysels & Jennifer L. Juergens, 2005, "Do Heterogeneous Beliefs Matter for Asset Pricing?," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 3, pages 875-924.
• Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005, "Coordination of Expectations in Asset Pricing Experiments," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 3, pages 955-980.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005, "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 4, pages 1171-1217.
• Maciej Firla-CuchraTim Jenkinson, 2005, "Why Are Securitization Issues Tranched?," Economics Series Working Papers, University of Oxford, Department of Economics, number 2005-FE-04, Mar.
• Maciej Firla-Cuchra & Tim Jenkinson, 2005, "Security Design in the Real World: Why are Securitization Issues Tranched?," Economics Series Working Papers, University of Oxford, Department of Economics, number 225, Mar.
• Maciej Firla-Cuchra, 2005, "Explaining Launch Spreads on Structured Bonds," Economics Series Working Papers, University of Oxford, Department of Economics, number 230, Mar.
• Ross Jennings & Gustavo Maturana, 2005, "The Usefulness Of Chilean Inflation Accounting," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 8, issue 1, pages 85-118.
• Jorge Farinha & Miguel Sôro, 2005, "Ex-dividend pricing, taxes and arbitrage opportunities: the case of the Portuguese stock exchange," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0508, Dec.
• Carlos F. Alves & F. Teixeira dos Santos, 2005, "The Informativeness of Quarterly Financial Reporting: The Portuguese Case," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 177, Jun.
• 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, University Library of Munich, Germany, number 13586, Jul, revised 10 Oct 2008.
• Asimakopoulos, Ioannis & Athanasoglou, Panayiotis & Georgiou, Evangelia, 2005, "The effect of M&A announcement on Greek bank stock returns," MPRA Paper, University Library of Munich, Germany, number 16450, Jan.
• Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L., 2005, "Hurst exponents, Markov processes, and nonlinear diffusion equations," MPRA Paper, University Library of Munich, Germany, number 2152, Dec.
• Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2005, "Liquidity and Asset Prices," MPRA Paper, University Library of Munich, Germany, number 24768.
• Joshi, Nayan & K.C, Fatta Bahadur, 2005, "The Nepalese stock market: Efficiency and calendar anomalies," MPRA Paper, University Library of Munich, Germany, number 26999, Apr.
• Espinosa Méndez, Christian, 2005, "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
  [Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper, University Library of Munich, Germany, number 2794, Oct, revised 30 Jun 2006.
• Wiszniewska-Matyszkiel, Agnieszka, 2005, "Stock market as a dynamic game with continuum of players," MPRA Paper, University Library of Munich, Germany, number 32982, revised 2006.
• Caratelli, Massimo, 2005, "Transparency between banks and their customers. information needs and public intervention," MPRA Paper, University Library of Munich, Germany, number 37108, Jan.
• Simarmata, Djamester A., 2005, "Institutions for Healthy Assets Market and Economy: A Retrospect for Indonesia before 1997," MPRA Paper, University Library of Munich, Germany, number 41843, Jul.
• Mattarocci, Gianluca, 2005, "Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating," MPRA Paper, University Library of Munich, Germany, number 4295, Jan, revised Mar 2005.
• Gallego, Oscar D, 2005, "The Day �of� The� Week Effect in the Colombia Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 43112, May.
• Han, Bing & Hirshleifer, David & Wang, Tracy, 2005, "Investor Overconfidence and the Forward Discount Puzzle," MPRA Paper, University Library of Munich, Germany, number 6497, Jun, revised Dec 2007.
• Camilleri, Silvio John, 2005, "Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data," MPRA Paper, University Library of Munich, Germany, number 84574, Jan.
• Lukáš Vácha & Miloslav S. Vošvrda, 2005, "Dynamical Agents' Strategies and the Fractal Market Hypothesis," Prague Economic Papers, Prague University of Economics and Business, volume 2005, issue 2, pages 163-170, DOI: 10.18267/j.pep.260.
• Jan Pudlák & Pavel Neset, 2005, "ZvláŠtnosti vzniku českého kapitálového trhu
  [Specific features of the emerging of the czech capital markets]," Politická ekonomie, Prague University of Economics and Business, volume 2005, issue 1, DOI: 10.18267/j.polek.495.
• François-Louis Michaud, 2005, "Gestion d'actifs et dérivés de crédit : opportunités et incertitudes," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 79-93, DOI: 10.3406/ecofi.2005.3971.
• Olivier Davanne & Thierry Pujol, 2005, "Allocation d’actifs, variation des primes de risque et benchmarks," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 95-111, DOI: 10.3406/ecofi.2005.3973.
• Christian Walter, 2005, "La gestion indicielle et la théorie des moyennes," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 113-136, DOI: 10.3406/ecofi.2005.3974.
• Alexander S. Sangare, 2005, "Efficience des marchés : un siècle après Bachelier," Revue d'Économie Financière, Programme National Persée, volume 81, issue 4, pages 107-132, DOI: 10.3406/ecofi.2005.4015.
• Jean Matouk & Jean-Louis Monino, 2005, "Le marché de Paris a la mémoire courte !," Revue d'Économie Financière, Programme National Persée, volume 81, issue 4, pages 133-155, DOI: 10.3406/ecofi.2005.4016.
• Eric Bayle & Marc Schwartz, 2005, "A quoi servent les analystes financiers ?," Revue d'Économie Financière, Programme National Persée, volume 81, issue 4, pages 211-235, DOI: 10.3406/ecofi.2005.4020.
• Bagnoli, Mark & Clement, Michael & Watts, Susan G., 2005, "Around-the-Clock Media Coverage and the Timing of Earnings Announcements," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1184, Dec.
• Jonathan Kearns & Phil Manners, 2005, "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2005-02, Apr.
• Goldbaum, David, 2005, "Market efficiency and learning in an endogenously unstable environment," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 5, pages 953-978, May.
• van Baalen, Peter & Bloemhof-Ruwaard, Jacqueline & van Heck, Eric, 2005, "Knowledge Sharing in an Emerging Network of Practice:: The Role of a Knowledge Portal," European Management Journal, Elsevier, volume 23, issue 3, pages 300-314, June.
• Karuppiah, Jeyanthi & Los, Cornelis A., 2005, "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, volume 14, issue 2, pages 211-246.
• Rosa, Carlo & Verga, Giovanni, 2005, "The importance of the wording of the ECB," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19888, Jun.
• Johnson, Christian A. & Padilla, Miguel A., 2005, "Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales," El Trimestre Económico, Fondo de Cultura Económica, volume 72, issue 288, pages 765-821, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v72i.
• van Baalen, P.J. & Bloemhof-Ruwaard, J.M. & van Heck, H.W.G.M., 2005, "Knowledge sharing in an Emerging Network of Practice: The Role of a Knowledge Portal," 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-2005-003-LIS, Mar.
• Michael Glezakos & Dr. George Gotzageorgis, 2005, "An empirical investigation of underpricing in Greek IPO’s: 1990-2003," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 3-20.
• Sanne Zwart, 2005, "Liquidity runs with endogenous information acquisition," Economics Working Papers, European University Institute, number ECO2005/18.
• Richard C. Green & Burton Hollifield & Norman Schürhoff, 2005, "Financial Intermediation and the Costs of Trading in an Opaque Market," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp130, Feb.
• Alessandro Beber & Cecilia Caglio, 2005, "Order Submission Strategies and Information: Empirical Evidence from the NYSE," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp146, Jun.
• Alexandre Ziegler & François-Xavier Delaloye & Michel Habib, 2005, "Negotiating over Banking Secrecy: The Case of Switzerland and the European Union," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp157, Oct.
• Dusan ISAKOV & Dennis Y. CHUNG & Christophe PERIGNON, 2005, "Repurchasing Shares on a Second Trading Line," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp162, Nov.
• Helena Horská, 2005, "The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 5-6, pages 283-301, May.
• Karel Diviš & Petr Teplý, 2005, "Information Efficiency of Central Europe Stock Exchanges (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 9-10, pages 471-482, September.
• Tomáš Cahlík & Adam Geršl & Michal Hlaváček & Michael Berlemann, 2005, "Market Prices as Indicators of Political Events Evidence from the Experimental Market on the Czech Republic Parliamentary Election in 2002," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 77, revised 2005.
• Vít Bubák & Filip Žikeš, 2005, "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 80, revised 2005.
• Lukáš Vácha & Miloslav Vošvrda, 2005, "Heterogeneous Agents Model with the Worst Out Algorithm," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 91, revised 2005.
• Kateřina Tsolov, 2005, "ADR/GDR Potential in Central Europe," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 92, revised 2005.
• Bernardo Bortolotti, 2005, "Italy’s Privatization Process and Its Implications for China," Working Papers, Fondazione Eni Enrico Mattei, number 2005.118, Sep.
• Arun J. Prakash, Suchismita Mishra, Dispari Ghosh, 2005, "The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies," Frontiers in Finance and Economics, SKEMA Business School, volume 2, issue 2, pages 67-78, December.
• Refet S. Gürkaynak & Justin Wolfers, 2005, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-26, Sep.
• John Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005, "Growth or glamour? fundamentals and systemic risk in stock returns," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
• Jan De Dreu & Vasso P. Ioannidou, 2005, "The impact of explicit deposit insurance on market discipline," Proceedings, Federal Reserve Bank of Chicago, number 992.
• Christina E. Bannier & Marcel Tyrell, 2005, "Modelling the role of credit rating agencies - Do they spark off a virtuous circle?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 160, Nov.
• Dennis Y. Chung & Dušan Isakov & Christophe Pérignon, 2005, "Repurchasing Shares on a Second Trading Line," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 391, Nov.
• John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005, "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2082.
• Kaestner, Michael, 2005, "Investors’ Misreaction to Unexpected Earnings: Evidence of Simultaneous Overreaction and Underreaction," Accepted Papers Series, Montpellier University, Center for Research in Finance, number 2005-3, Dec.
• Kaestner, Michael, 2005, "Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?," Working Paper Series, Montpellier University, Center for Research in Finance, number 2005-1, Apr.
• Julien Reynaud & Rofikoh Rokhim, 2005, "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00193306, Jan.
• A. Durre & P. Giot, 2005, "An international analysis of earnings, stock prices and bond yields," Post-Print, HAL, number hal-00269291, Jun.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005, "Limit Order Book as a Market for Liquidity," Post-Print, HAL, number hal-00459785, DOI: 10.1093/rfs/hhi029.
• Roland Gillet & Ariane Szafarz, 2005, "L'efficience informationnelle des marchés: une hypothèse, et au-delà ?," Post-Print, HAL, number hal-03928565.
• Christian Walter, 2005, "La gestion indicielle et la théorie des moyennes," Post-Print, HAL, number hal-04529992, DOI: 10.3406/ecofi.2005.3974.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005, "Limit Order Book as a Market for Liquidity," Post-Print, HAL, number halshs-00005043.
• Thierry Foucault & Gabriel Desgranges, 2005, "Reputation-based pricing and price improvements in dealership markets," Post-Print, HAL, number halshs-00006428, DOI: 10.1016/j.jeconbus.2005.09.001.
• Julien Reynaud & Rofikoh Rokhim, 2005, "Do banking crises enhance efficiency? A case study of 1994 Turkish and 1997 Indonesian crises," Post-Print, HAL, number halshs-00193306, Jan.
• Augustin Landier & David Sraer & David Thesmar, 2005, "Bottom-Up Corporate Governance," Working Papers, HAL, number hal-00584699, Oct.
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• Mende, Alexander, 2005, "09/11 on the USD/EUR Foreign Exchange Market," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-312, Feb.
• Menkhoff, Lukas & Schmidt, Ulrich, 2005, "The Use of Trading Strategies by Fund Managers: Some First Survey Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-314, Apr.
• Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005, "Do Dollar Forecasters Believe too Much in PPP?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-321, Sep.
• Christiansen, Charlotte & Ranaldo, Angelo, 2005, "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2005-05, Sep.
• Bjuggren, Per-Olof & Wiberg, Daniel, 2005, "Industry Specific Effects in Investment Performance and Valuation of Firms - Marginal q in a Stock Market Bubble," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 45, Dec.