Research classified by Journal of Economic Literature (JEL) codes

2002

• Ardia, David, 2002, "Tests d'arbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence
  [Arbitrage tests and surface of implied volatility: An empirical analysis of high frequency data]," MPRA Paper, University Library of Munich, Germany, number 17415, Jun.
• Nabi, Mahmoud Sami & Rajhi, Taoufik, 2002, "Banking Efficiency and the Economic Transition Process," MPRA Paper, University Library of Munich, Germany, number 24496, Jan.
• Cifarelli, giulio, 2002, "The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory?," MPRA Paper, University Library of Munich, Germany, number 28538, May.
• Sandrine Lardic & Valérie Mignon, 2002, "Étude d’événements sur données intraquotidiennes françaises : les réactions des actionnaires aux annonces," Revue d'Économie Financière, Programme National Persée, volume 66, issue 2, pages 335-340, DOI: 10.3406/ecofi.2002.3761.
• Bertrand Maillet & Thierry Michel, 2002, "Quelle était la gravité de la crise boursière de Septembre 2001 ? Construction d’un indice de crise et mise en perspective des dernières turbulences," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 269-276, DOI: 10.3406/ecofi.2002.3589.
• Bert Scholtens & Marélie Steensma, 2002, "Stocks and shocks," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 347-361.
• Bert Scholtens & Marélie Steensma, 2002, "Stocks and shocks," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 347-361.
• Miguel Balbina, 2002, "The Analysis of Seasonal Return Anomalies in the Portuguese Stock Market," Working Papers, Banco de Portugal, Economics and Research Department, number w200211.
• Dan Bernhardt & Ryan Davies & Harvey Westbrook Jr., 2002, "Smart Fund Managers? Stupid Money?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-19, Sep, revised Jul 2003.
• Marco Ottaviani & Francesco Squintani, 2002, "Non-Fully Strategic Information Transmission," Wallis Working Papers, University of Rochester - Wallis Institute of Political Economy, number WP29, Oct.
• Bruce Mizrach, 2002, "The Next Tick on Nasdaq: Does Level II Information Matter?," Departmental Working Papers, Rutgers University, Department of Economics, number 200202, May.
• Carsten Hahn & Christian Wulff, 2002, "The Market Reaction To Stock Splits–Evidence From Germany," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 54, issue 3, pages 270-297, July.
• Itay Goldstein & Alexander Gümbel, 2002, "Manipulation, the allocational role of prices and production externalities," OFRC Working Papers Series, Oxford Financial Research Centre, number 2002fe02.
• Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini, 2002, "Asset Price Dynamics among Heterogeneous Interacting Agents," Computing in Economics and Finance 2002, Society for Computational Economics, number 222, Jul.
• Takshi Yamada & Kazuhiro Ueda & Takashi Okatsu, 2002, "Relationships between market sentiment and price dynamics in an artificial stock market," Computing in Economics and Finance 2002, Society for Computational Economics, number 263, Jul.
• Yael Alon- Brimer & Armin Shmilovici & Shmuel Hauser, 2002, "Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis," Computing in Economics and Finance 2002, Society for Computational Economics, number 272, Jul.
• NUÑEZ, Laura, 2002, "An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange," Computing in Economics and Finance 2002, Society for Computational Economics, number 29, Jul.
• Andrew Hughes Hallett & Christian R Richter, 2002, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," Computing in Economics and Finance 2002, Society for Computational Economics, number 3, Jul.
• Peter Winker & Manfred Gilli, 2002, "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 314, Jul.
• Roger Koppl & Sorin Tuluca, 2002, "Daily Behavior Of Futures Returns: Evidence Form A New Computational Method," Computing in Economics and Finance 2002, Society for Computational Economics, number 342, Jul.
• J.S. Baixauli & S. Alvarez, 2002, "Testing abnormal performance in event studies with small samples," Computing in Economics and Finance 2002, Society for Computational Economics, number 35, Jul.
• Frank Westerhoff, 2002, "Heterogeneous Traders and the Tobin Tax," Computing in Economics and Finance 2002, Society for Computational Economics, number 51, Jul.
• Chia-Hsuan Yeh, 2002, "The Influence of Representation in the GP-Based Artificial Double Auction Market: The Cases of GP with and without Automatically Defined Functions," Computing in Economics and Finance 2002, Society for Computational Economics, number 90, Jul.
• Thomas Kraus & Heinz Zimmermann, 2002, "Stock Option Listings:Information versus Liquidity Effects," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue I, pages 83-97, March.
• Martin Mandler, 2002, "Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue II, pages 165-189, June.
• Wolfgang Drobetz & Patrick Wegmann, 2002, "Mean Reversion on Global Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue III, pages 215-239, September.
• Wolfgang Drobetz & Susanne Stürmer & Heinz Zimmermann, 2002, "Conditional Asset Pricing in Emerging Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue IV, pages 507-526, December.
• Theodoro D. Cocca, 2002, "Transaktionskostentheoretische Betrachtung des Anlageverhaltens im Online-Handel und deren empirische Evidenz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue IV, pages 439-464, December.
• Ana Marr, 2002, "Studying Group Dynamics : An Alternative Analytical Framework for the Study of Microfinance Impacts on Poverty Reduction," Working Papers, Department of Economics, SOAS University of London, UK, number 121, Feb.
• Ana Marr, 2002, "Microfinance and Poverty Reduction: The problematic experience of Communal Banking in Peru," Working Papers, Department of Economics, SOAS University of London, UK, number 122, Feb.
• Yasushi Suzuki, 2002, "BANK RENTS AND UNCERTAINTY. A Legacy of the Subjectivists," Working Papers, Department of Economics, SOAS University of London, UK, number 123, Mar.
• Adham Chehab, 2002, "Market reaction to large bank merger announcements in oligopolies," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 26, issue 1, pages 63-76, March, DOI: 10.1007/BF02744452.
• Eric Nowak & Alexandra Gropp, 2002, "Ist der Ablauf der Lock-up-Frist bei Neuemissionen ein kursrelevantes Ereignis? Eine empirische Analyse von Unternehmen des Neuen Marktes," Schmalenbach Journal of Business Research, Springer, volume 54, issue 1, pages 19-45, February, DOI: 10.1007/BF03372673.
• Franca Ruhwedel & Wolfgang Schultze, 2002, "Value Reporting: Theoretische Konzeption und Umsetzung bei den DAX 100-Unternehmen," Schmalenbach Journal of Business Research, Springer, volume 54, issue 7, pages 602-632, November, DOI: 10.1007/BF03372689.
• Morten Søberg, 2002, "Price formation in monopolistic markets with endogenous diffusion of trading information: An experimental approach," Discussion Papers, Statistics Norway, Research Department, number 336, Dec.
• Stilianos Fountas & Konstantinos Segredakis, 2002, "Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 4, pages 291-299, DOI: 10.1080/09603100010000839.
• Jan Hanousek & Libor Nemecek, 2002, "Mispricing and lasting arbitrage between parallel markets in the Czech Republic," The European Journal of Finance, Taylor & Francis Journals, volume 8, issue 1, pages 46-69, DOI: 10.1080/13518470110047639.
• Holger Claessen & Stefan Mittnik, 2002, "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," The European Journal of Finance, Taylor & Francis Journals, volume 8, issue 3, pages 302-321, DOI: 10.1080/13518470110074828.
• Asli Bayar & Ozgur Berk Kan, 2002, "Day of the Week Effects : Recent Evidence from Nineteen Stock Markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 2, issue 2, pages 77-90.
• Ter Horst, J.R. & Veld, C.H., 2002, "Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-95.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-9.
• Spierdijk, L., 2002, "An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-30.
• Suijs, J.P.M., 2002, "Post Earnings Announcement Drift : More Risk than Investors can Bear," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-45.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8cea7ebd-d3f6-493c-bf65-3.
• Markku Lanne, 2002, "Testing The Predictability Of Stock Returns," The Review of Economics and Statistics, MIT Press, volume 84, issue 3, pages 407-415, August.
• Javier De Peña & Luis A. Gil-Alana, 2002, "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/02, Apr.
• Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002, "Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/02, May.
• Luis Alberiko Gil-Alana, 2002, "Multivariate Tests of Fractionally Integrated Hypotheses," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/02, Dec.
• Giovanni Cespa, 2002, "Giffen goods and market making," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 681, Apr, revised May 2003.
• Pierre Giot & Joachim Grammig, 2002, "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-23, Oct.
• Sian Owen, 2002, "Behavioural Finance and the Decision to Invest in High Tech Stocks," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 119, Aug.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2002, "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0205, May.
• Loren Brandt & Hongbin Li, 2002, "Bank Discrimination in Transition Economies: Ideology, Information or Incentives?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 517, Oct.
• Changyun Wang, 2002, "The effect of net positions by type of trader on volatility in foreign currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 22, issue 5, pages 427-450, May.
• Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt, 2002, "Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-33, Feb.
• Norman Ehrentreich, 2002, "The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections," Computational Economics, University Library of Munich, Germany, number 0209001, Sep.
• Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002, "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental, University Library of Munich, Germany, number 0210001, Oct.
• Arnold R. Cowan & Jann C. Howell & Mark L. Power, 2002, "Wealth Effects of Banks' Rights to Market and Originate Annuities," Finance, University Library of Munich, Germany, number 0203002, Mar.
• Maged Shawky Sourial, 2002, "The Future of the Stock Market Channel In Egypt," Finance, University Library of Munich, Germany, number 0204002, Apr.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2002, "Time-Varying Arrival Rates of Informed and Uninformed Trades," Finance, University Library of Munich, Germany, number 0207017, Aug.
• Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002, "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance, University Library of Munich, Germany, number 0210005, Oct.
• Christopher L. House, 2002, "Adverse Selection and the Accelerator," Macroeconomics, University Library of Munich, Germany, number 0211015, Nov.
• Matthew O. Jackson & Ilan Kremer, 2002, "On the Concentration of Allocations and Comparisons of Auctions in Large Economies," Microeconomics, University Library of Munich, Germany, number 0211004, Nov.
• Tobias J. Moskowitz & Mark Grinblatt, 2002, "What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?," Yale School of Management Working Papers, Yale School of Management, number ysm259, Jan.
• Vicente Pascual Pons-Sanz & Alok Kumar, 2002, "Behavior and Performance of Investment Newsletters Analysts," Yale School of Management Working Papers, Yale School of Management, number ysm275, Mar.
• William Goetzmann & Ning Zhu, 2002, "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers, Yale School of Management, number ysm296, Aug, revised 01 Sep 2009.
• Stephen Brown & William Goetzmann & Bing Liang, 2002, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm309, Oct, revised 01 Sep 2009.
• Jeeman Jung & Robert Shiller, 2002, "One Simple Test of Samuelson's Dictum for the Stock Market," Yale School of Management Working Papers, Yale School of Management, number ysm315, Nov, revised 01 Nov 2003.
• Stephen Brown & William Goetzmann & Bing Liang, 2002, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm309, Oct, revised 01 Sep 2009.
• Yasuyuki Sawada & Pan A. Yotopoulos, 2002, "On the Missing Link between Currency Substitution and Crises," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 5, issue 2, pages 83-99, November.
• Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002, "Return-volatility linkages in the international equity and currency markets," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2002.
• Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002, "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 25/2002.
• Grammig, Joachim G. & Theissen, Erik, 2002, "Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 37/2002.
• Upper, Christian & Werner, Thomas, 2002, "Tail Wags Dog? Time-Varying Information Shares in the Bund Market," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,24.
• Claessen, Holger & Mittnik, Stefan, 2002, "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/04.
• Theissen, Erik, 2002, "Internalisierung und Marktqualität: Was bringt Xetra Best?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/06.
• Neus, Werner & Walz, Uwe, 2002, "Exit timing of venture capitalists in the course of an initial public offering," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/07.
• Hautsch, Nikolaus, 2002, "Modelling Intraday Trading Activity Using Box-Cox-ACD Models," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 02/05.
• Hautsch, Nikolaus & Hess, Dieter, 2002, "The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 02/06.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2002, "The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan," Kiel Working Papers, Kiel Institute for the World Economy, number 1108.
• Eckardt, Martina, 2002, "Agent and Broker Intermediaries in Insurance Markets -- An Empirical Analysis of Market Outcomes," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 34.
• Chakrabarty, Debajyoti, 2002, "Growth and business cycles with imperfect credit markets," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 29A-2002.

2001

• Sophie Robé & Reinhold Kosfeld, 2001, "Testing for nonlinearities in German bank stock returns," Empirical Economics, Springer, volume 26, issue 3, pages 581-597.
• Ole E. Barndorff-Nielsen & Karsten Prause, 2001, "Apparent scaling," Finance and Stochastics, Springer, volume 5, issue 1, pages 103-113.
• Wolfgang Gerke & Horst Bienert & Christine Syha, 2001, "Auswirkungen des Orderbuchprivilegs an einer experimentellen Aktienbörse," Schmalenbach Journal of Business Research, Springer, volume 53, issue 3, pages 188-215, May, DOI: 10.1007/BF03372647.
• Erik Dohlman, 2001, "A new look at the impact of U.S. import barriers on corporate profit expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 137, issue 4, pages 666-689, December, DOI: 10.1007/BF02707428.
• Craig A. Depken, 2001, "Good News, Bad News and Garch Effects in Stock Return Data," Journal of Applied Economics, Taylor & Francis Journals, volume 4, issue 2, pages 313-327, November, DOI: 10.1080/15140326.2001.12040567.
• Bert Menkveld, 2001, "Splitting Orders in Fragmented Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-059/2, Jun.
• Engelen, P.J. & Kabir, M.R., 2001, "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-92.
• Engelen, P.J. & Kabir, M.R., 2001, "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 28eafb93-739c-4826-a624-d.
• Jose Tavares & Rossen Valkanov, 2001, "The neglected effect of fiscal policy on stock and bond returns," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp413.
• Hans Joachim Voth, 2001, "Inflation, political instability and stockmarket volatility in interwar Germany," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 535, Mar.
• Giovanni Cespa, 2001, "A comparison of stock market mechanisms," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 545, May, revised Nov 2003.
• Branko Urosevic, 2001, "Moral hazard and dynamics of insider ownership stakes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 787, Feb, revised Oct 2004.
• Mark Aguiar & Fernando Broner, 2001, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 863, Aug, revised Aug 2004.
• J??r??me Sgard, 2001, "Direct Foreign Investments And Productivity Growth In Hungarian Firms, 1992-1999," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 425, Nov.
• Nandini Gupta, 2001, "Partial Privatization And Firm Performance: Evidence From India," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 426, Dec.
• Tomas Dvorak, 2001, "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics, Department of Economics, Williams College, number 168, Oct.
• Tomas Dvorak, 2001, "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-04, Oct.
• Changyun Wang, 2001, "Investor Sentiment and Return Predictability in Agricultural Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 21, issue 10, pages 929-952, October.
• Jan Hanousek & Richard Podpiera, 2001, "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance, University Library of Munich, Germany, number 0012003, Feb.
• Richard Podpiera, 2001, "Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases," Finance, University Library of Munich, Germany, number 0012005, Feb.
• Jan Hanousek & Nauro F. Campos & Randall K. Filer, 2001, "Do Stock Markets Promote Economic Growth?," Finance, University Library of Munich, Germany, number 0012006, Feb.
• Jan Hanousek & Libor Nemecek, 2001, "Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic," Finance, University Library of Munich, Germany, number 0012007, Feb.
• Richard Podpiera, 2001, "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," Finance, University Library of Munich, Germany, number 0106002, Jun.
• Author Miloslav, 2001, "Bifurcation Routes in Financial Markets," Finance, University Library of Munich, Germany, number 0109001, Sep.
• Nandini Gupta, 2001, "Partial Privatization and Firm Performance: Evidence from India," Industrial Organization, University Library of Munich, Germany, number 0112002, Dec.
• Roberta Romano & Sanjai Bhagat, 2001, "Event Studies and the Law - Part I: Technique and Corporate Litigation," Yale School of Management Working Papers, Yale School of Management, number ysm182, May.
• Roberta Romano & Sanjai Bhagat, 2001, "Event Studies and the Law: Part II - Empirical Studies of Corporate Law," Yale School of Management Working Papers, Yale School of Management, number ysm183, May.
• Shyam NMI Sunder, 2001, "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers, Yale School of Management, number ysm213, Aug.
• Bing NMI1 Han & Mark Grinblatt, 2001, "The Disposition Effect and Momentum," Yale School of Management Working Papers, Yale School of Management, number ysm239, Nov.
• Shyam Sunder, 2001, "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers, Yale School of Management, number ysm326, Aug, revised 01 Feb 2002.
• Shyam Sunder, 2001, "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers, Yale School of Management, number ysm326, Aug, revised 01 Feb 2002.
• Oehler, Andreas & Heilmann, Klaus & Läger, Volker, 2001, "Discovering the best: Informational efficiency and liquidity of alternative trading mechanisms in experimental asset markets," Discussion Papers, University of Bamberg, Chair of Finance, number 18.
• Nöldeke, Georg & Tröger, Thomas, 2001, "Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 1/2001.
• Ehrhardt, Olaf & Nowak, Eric, 2001, "Private benefits and minority shareholder expropriation: Empirical evidence from IPOs of German family-owned firms," CFS Working Paper Series, Center for Financial Studies (CFS), number 2001/10.
• Hautsch, Nikolaus & Hess, Dieter E., 2001, "A mean variance king? Creation and resolution of uncertainty under the employment report's reign," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-60.
• Vitale, Paolo, 2001, "Foreign exchange intervention and macroeconomic stability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25039, Jul.
• Menkveld, A.J., 2001, "Splitting Orders in Fragmented Markets; evidence from cross-listed stocks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-20, Jun.
• Marquering, W.A. & Verbeek, M.J.C.M., 2001, "The Economic Value of Predicting Stock Index Returns and Volatility," 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-2001-75-F&A, Dec.
• Murinde V. & Poshakwala S., 2001, "Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 73-102, July - De.
• Richard Podpiera, 2001, "Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 3, pages 166-181, March.
• Jan Hanousek & Richard Podpiera, 2001, "How Widespread Is Informed Trading on the Czech Financial Market?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 7, pages 405-416, July.
• Michael J. Fleming, 2001, "Financial market implications of the federal debt paydown," Staff Reports, Federal Reserve Bank of New York, number 120, Mar.
• Michael J. Fleming, 2001, "Measuring treasury market liquidity," Staff Reports, Federal Reserve Bank of New York, number 133.
• Richard Payne, 2001, "A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates," FMG Discussion Papers, Financial Markets Group, number dp355, Nov.
• Jan Pieter Krahnen & Martin Weber, 2001, "Marketmaking in the Laboratory: Does Competition Matter?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 4.
• Campart, S. & Pfister, E., 2001, "Innovation et marche financiers: l'impact des avancees therapeutiques sur les rentabilites boursieres des firmes," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.28.
• Sun, P. & Sutcliffe, C., 2001, "Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options," Papers, University of Southampton - Department of Accounting and Management Science, number 01-177.
• Roubini, N., 1989, "Current Account And Budget Deficits In An Intertemporal Model Of Consumption And Taxation Smoothing. A Solution To The "Feldstein-Horioka" Puzzel," Papers, Yale - Economic Growth Center, number 569.
• Neumann, Robert & Voetmann, Torben, 2001, "CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange," Working Papers, Copenhagen Business School, Department of Finance, number 1999-10, May.
• Voetmann, Torben, 2001, "Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange," Working Papers, Copenhagen Business School, Department of Finance, number 2000-6, May.
• Bechmann, Ken L., 2001, "Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls," Working Papers, Copenhagen Business School, Department of Finance, number 2001-7, Oct.
• Graflund, Andreas, 2001, "Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998," Working Papers, Lund University, Department of Economics, number 2001:8, Jun.
• Dahlquist, Magnus & Robertsson, Göran, 2001, "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series, Institute for Financial Research, number 1, Dec.
• Massa, Massimo & Simonov, Andrei, 2001, "Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market," SIFR Research Report Series, Institute for Financial Research, number 5, Nov.
• Brännäs, Kurt & Nordman, Niklas, 2001, "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 556, Apr.
• Brännäs, Kurt & Nordman, Niklas, 2001, "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 562, Jun.
• Dupont, Dominique Y., 2001, "Extracting Risk-Neutral Probability Distributions from Option Prices Using Trading Volume as a Filter," Economics Series, Institute for Advanced Studies, number 104, Sep.
• Shiratsuka, Shigenori, 2001, "Information Content of Implied Probability Distributions: Empirical Studies of Japanese Stock Price Index Options," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue 3, pages 143-170, November.
• María Jesús Pastor & Juan Francisco Martín, 2001, "Efectos A Largo Plazo De Las Ampliaciones De Capital En El Mercado Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2001-26, Dec.
• Jan Krahnen & Martin Weber, 2001, "Marketmaking in the Laboratory: Does Competition Matter?," Experimental Economics, Springer;Economic Science Association, volume 4, issue 1, pages 55-85, June, DOI: 10.1023/A:1011493421952.
• Raymond Fisman, 2001, "Estimating the Value of Political Connections," American Economic Review, American Economic Association, volume 91, issue 4, pages 1095-1102, September.
• Frank Westerhoff, 2001, "Expectations Driven Distortions in the Foreign Exchange Market," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 1A.3, Jan.
• Alberto ZAZZARO, 2001, "The Allocation of Entrepreneurial Talent under Imeperfect Lending Decisions," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 157, Nov.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001, "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department, number 30, Nov.
• Giuseppe Grande & Luigi Ventura, 2001, "Labor Income and Risky Assets under Market Incompleteness: Evidence from Italian Data," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 399, Mar.
• Rockinger, Michael & Urga, Giovanni, 2001, "A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 1, pages 73-84, January.
• Antonio Scalia & Valerio Vacca, 2001, "Does market transparency matter? A case study," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market liquidity: proceedings of a workshop held at the BIS".
• Haibin Zhu, 2001, "Bank runs without self-fulfilling prophecies," BIS Working Papers, Bank for International Settlements, number 106, Dec.
• Jacob Gyntelberg & Alicia Garcia Herrero & Andrea Tesei, 2008, "The Asian crisis: what did local stock markets expect?," BIS Working Papers, Bank for International Settlements, number 261, Sep.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009, "Private information, stock markets, and exchange rates," BIS Working Papers, Bank for International Settlements, number 271, Feb.
• Claudio Borio, 2009, "Ten propositions about liquidity crises," BIS Working Papers, Bank for International Settlements, number 293, Nov.
• Reint Gropp & Anthony J. Richards, 2001, "Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness?," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 30, issue 3, pages 373-398, November.
• Pierre Chollet & Edith Ginglinger, 2001, "The Pricing of French Unit Seasoned Equity Offerings," European Financial Management, European Financial Management Association, volume 7, issue 1, pages 23-38, March, DOI: 10.1111/1468-036X.00143.
• Andreas Szczutkowski, 2001, "Strategic Information Acquisition in Capital Markets," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 3, pages 316-327, September, DOI: 10.1111/1468-5876.00197.
• Sudipto Bhattacharya & Giovanna Nicodano, 2001, "Insider Trading, Investment, and Liquidity: A Welfare Analysis," Journal of Finance, American Finance Association, volume 56, issue 3, pages 1141-1156, June, DOI: 10.1111/0022-1082.00359.
• David Hirshleifer, 2001, "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, volume 56, issue 4, pages 1533-1597, August, DOI: 10.1111/0022-1082.00379.
• Frank Heflin & Kenneth W. Shaw, 2001, "Adverse Selection, Inventory‐Holding Costs, And Depth," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 65-82, March, DOI: 10.1111/j.1475-6803.2001.tb00818.x.
• Dilip Kumar Patro, 2001, "Market Segmentation And International Asset Prices: Evidence From The Listing Of World Equity Benchmark Shares," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 83-98, March, DOI: 10.1111/j.1475-6803.2001.tb00819.x.
• Aigbe Akhigbe & Jeff Madura & Carol Spencer, 2001, "Financing Decisions And Signaling By Partially Acquired Firms," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 99-118, March, DOI: 10.1111/j.1475-6803.2001.tb00820.x.
• Daniel Goyeau & Alain Sauviat & Amine Tarazi, 2001, "Marché financier et évaluation du risque bancaire. Les agences de notation contribuent-elles à améliorer la discipline de marché ?," Revue économique, Presses de Sciences-Po, volume 52, issue 2, pages 265-283.
• Thomas Serval, 2001, "Lorsque les réseaux d'information deviendront des bourses," Revue économique, Presses de Sciences-Po, volume 52, issue 7, pages 249-265.
• Georges Prat, 2001, "Une analyse des primes de risque ex-ante des actions suivant l'horizon de placement," Revue d'économie politique, Dalloz, volume 111, issue 2, pages 291-329.
• Grinblatt, Mark & Han, Bing, 2001, "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt6qg5d62p, Oct.
• Craig A. Depken II, 2001, "Good News, Bad News And Garch Effects In Stock Return Data," Journal of Applied Economics, Universidad del CEMA, volume 4, pages 313-327, November.
• Richard Podpiera, 2001, "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp173, Apr.
• Steven A. Block & Paul M. Vaaler, 2001, "The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries," CID Working Papers, Center for International Development at Harvard University, number 82, Dec.
• Jérôme Sgard, 2001, "Direct Foreign Investments and Productivity Growth in Hungarian Firms, 1992-1999," Working Papers, CEPII research center, number 2001-19, Dec.
• Martin Cincibuch & Pavel Bouc, 2001, "Interpretation of Czech FX Options," Archive of Monetary Policy Division Working Papers, Czech National Bank, number 2001/36, Oct.
• Castro Carlos Alberto, 2001, "Eficiencia-X en el sector bancario colombiano," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Boyer, Robert, 2001, "La "nouvelle économie" au futur antérieur : histoire, théories, géographie," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 0113.
• Cumby, Robert & Pastine, Tuvana, 2001, "Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2866, Jun.
• Vitale, Paolo, 2001, "Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2886, Jul.
• Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2001, "Limit Order Book as a Market for Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2889, Aug.
• Dahlquist, Magnus & Robertsson, Göran, 2001, "Foreigners Trading and Price Effects Across Firms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3033, Oct.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001, "The Microstructure of the Euro Money Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3081, Nov.
• Vitale, Paolo & Payne, Richard, 2001, "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3085, Nov.
• Michel LUBRANO, 2001, "Smooth Transition Garch Models : a Baysian Perspective," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001032, Sep.
• FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001, "Limit order book as a market for liquidity," HEC Research Papers Series, HEC Paris, number 728, Jul.
• LESHCHINSKII, Dima, 2001, "Does it pay to voluntarily disclose private information?," HEC Research Papers Series, HEC Paris, number 734, Jun.
• LOVO, Stefano M. & CALCAGNO, R., 2001, "Market efficiency and Price Formation when Dealers are Asymmetrically Informed," HEC Research Papers Series, HEC Paris, number 737, Nov.
• Richards, Anthony J. & Gropp, Reint, 2001, "Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?," Working Paper Series, European Central Bank, number 76, Aug.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001, "The microstructure of the euro money market," Working Paper Series, European Central Bank, number 80, Oct.
• Abadie, Alberto & Gardeazabal, Javier, 2001, "The Economic Costs of Conflict: A Case-Control Study for the Basque Country," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp01-048, Dec.
• Isakov, Dusan & Perignon, Christophe, 2001, "Evolution of market uncertainty around earnings announcements," Journal of Banking & Finance, Elsevier, volume 25, issue 9, pages 1769-1788, September.
• Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2001, "Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices," Journal of Financial Economics, Elsevier, volume 61, issue 3, pages 345-381, September.
• Cumby, Robert E. & Pastine, Tuvana, 2001, "Emerging market debt: measuring credit quality and examining relative pricing," Journal of International Money and Finance, Elsevier, volume 20, issue 5, pages 591-609, October.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001, "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, volume 20, issue 6, pages 895-948, November.