Research classified by Journal of Economic Literature (JEL) codes

2005

• Quoreshi, Shahiduzzaman, 2005, "Bivariate Time Series Modelling of Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 655, Apr.
• Quoreshi, Shahiduzzaman, 2005, "Modelling High Frequency Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 656, Apr.
• Simonsen, Ola, 2005, "An Empirical Model for Durations in Stocks," Umeå Economic Studies, Umeå University, Department of Economics, number 657, Apr.
• Martin T. Bohl & Janusz Brzeszczynski, 2005, "Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0501.
• Robert J. Bianchi & Michael E. Drew & John Polichronis, 2005, "A test of momentum trading strategies in foreign exchange markets: evidence from the G7," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 7, issue 2/3, pages 155-179.
• Mónica Melle, 2005, "¿Cómo valora el mercado de valores español la adopción de planes de opciones sobre acciones para directivos y consejeros?," Investigaciones Economicas, Fundación SEPI, volume 29, issue 1, pages 73-115, January.
• Alfredo Ciriaco Fernández & Rafael Santamaría Aquilué, 2005, "Persistencia de resultados en los fondos de inversión españoles," Investigaciones Economicas, Fundación SEPI, volume 29, issue 3, pages 525-573, September.
• Thomas Lagoarde Segot & Brian M Lucey, 2005, "Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp92, Dec.
• Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005, "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 1, May.
• Jorge Ludlow Wiechers & Beatríz Mota Aragón, 2005, "La Dinámica De La Volatilidad Del Ipc Y Sus Componentes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 4, issue 2, pages 149-173, Junio 200.
• Jorge Ludlow Wiechers & M. Beatríz Mota Aragón, 2005, "Curvas De Apalancamiento Y Elección De Carteras En La Bmv," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 4, issue 4, pages 313-346, Diciembre.
• Drew Fudenberg & David K Levine, 2005, "Learning and Belief-Based Trade," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 42, issue 126, pages 199-208.
• Rodrigo Saens & Eduardo Sandoval, 2005, "Measuring Security Price Performance Using Chilean Daily Stock Returns: The Event Study Method," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 42, issue 126, pages 307-328.
• Maurizio Bovi, 2005, "Book-Tax Gap. An Income Horse Race," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 61, Dec.
• María Jesús Pastor & Francisco Poveda, 2005, "Earnings Management As An Explanation Of The Equity Issue Puzzle," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-04, Feb.
• Ana María Sabater & Joaquina Laffarga, 2005, "Efecto Spillover Ante Un Evento Laboral: Un Análisis Empírico Para El Mercado Continuo Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-02, Jan.
• Begoña Herrero & Ana María Ibáñez & Constantino José García, 2005, "Estudio Del Efecto Informativo Del Anuncio De Beneficios Trimestrales," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-05, Feb.
• Juan Carlos Gómez Sala & Germán López Espinosa, 2005, "El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-09, Apr.
• David Abad & José Yagüe & Sonia Sanabria, 2005, "Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-16, Sep.
• Checchi, Daniele & Florio, Massimo & Carrera, Jorge, 2005, "Privatization Discontent and Its Determinants: Evidence from Latin America," IZA Discussion Papers, IZA Network @ LISER, number 1587, May.
• Andreas Freytag & Dirk Schiereck & Thomas W. Thomas, 2005, "Consolidation and Market Power of Energy Utilities - The case of US-American and German Utility Takeovers," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 07/2005, Jun.
• Mark Bagnoli & Stanley Levine & Susan G. Watts, 2005, "Analyst estimation revision clusters and corporate events, Part I," Annals of Finance, Springer, volume 1, issue 3, pages 245-265, August, DOI: 10.1007/s10436-005-0014-y.
• Alexander Gümbel, 2005, "Should short-term speculators be taxed, or subsidised?," Annals of Finance, Springer, volume 1, issue 3, pages 327-348, August, DOI: 10.1007/s10436-004-0009-0.
• Mark Bagnoli & Stanley Levine & Susan G. Watts, 2005, "Analyst estimation revision clusters and corporate events, Part II," Annals of Finance, Springer, volume 1, issue 4, pages 379-393, October, DOI: 10.1007/s10436-005-0015-x.
• Barry Harrison & David Paton, 2005, "Transition, the Evolution of Stock Market Efficiency and Entry into EU: The Case of Romania," Economic Change and Restructuring, Springer, volume 37, issue 3, pages 203-223, September, DOI: 10.1007/s10644-005-5060-y.
• Roland Füss, 2005, "Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets," Economic Change and Restructuring, Springer, volume 38, issue 1, pages 37-62, March, DOI: 10.1007/s10644-005-4522-6.
• Krämer, Walter & Schich, Sebastian T., 2005, "Large-scale disasters and the insurance industry," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2005,11.
• Yu, Peiyi & Neus, Werner, 2005, "Market Structure, Scale Efficiency, and Risk as Determinants of German Banking Profitability," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 294.
• Schröder, Michael, 2005, "Is there a Difference? The Performance Characteristics of SRI Equity Indexes," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-50.
• Manganelli, Simone, 2005, "Duration, volume and volatility impact of trades," Journal of Financial Markets, Elsevier, volume 8, issue 4, pages 377-399, November.
• Neus, Werner & Walz, Uwe, 2005, "Exit timing of venture capitalists in the course of an initial public offering," Journal of Financial Intermediation, Elsevier, volume 14, issue 2, pages 253-277, April.
• Bagella, Michele & Becchetti, Leonardo & Adriani, Fabrizio, 2005, "Observed and "fundamental" price-earning ratios: A comparative analysis of high-tech stock evaluation in the US and in Europe," Journal of International Money and Finance, Elsevier, volume 24, issue 4, pages 549-581, June.
• Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre, 2005, "News announcements, market activity and volatility in the euro/dollar foreign exchange market," Journal of International Money and Finance, Elsevier, volume 24, issue 7, pages 1108-1125, November.
• Alessio Caldarera & Celso Brunetti, 2005, "Asset Prices and Asset Correlations in Illiquid Markets," 2005 Meeting Papers, Society for Economic Dynamics, number 288.
• Joel Peress, 2005, "The Stock Market and the Allocation of Capital in a Production Economy," 2005 Meeting Papers, Society for Economic Dynamics, number 534.
• Laura Veldkamp & Stijn Van Nieuwerburgh, 2005, "Information Acquisition and Portfolio Underdiversification," 2005 Meeting Papers, Society for Economic Dynamics, number 77.
• Stéphanie Lavigne, 2005, "Modeling an Artificial Stock Market. When Cognitive Institutions Influence Market Dynamic," European Journal of Economic and Social Systems, Lavoisier, volume 18, issue 2, pages 201-232.
• Bronwyn H. Hall & Adam Jaffe & Manuel Trajtenberg, 2005, "Market Value and Patent Citations," RAND Journal of Economics, The RAND Corporation, volume 36, issue 1, pages 16-38, Spring.
• Giuseppe Garofalo & Alessandro Sansone, 2005, "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 88, Oct.
• Wolfgang Drobetz & Matthias Kammermann & Urs Wälchli, 2005, "Long-Run Performance of Initial Public Offerings: The Evidence for Switzerland," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 57, issue 3, pages 253-275, July.
• Wolfgang Schultze, 2005, "The Information Content of Goodwill-Impairments under FAS 142: Implications for External Analysis and Internal Control," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 57, issue 3, pages 276-297, July.
• C. Chiarella & C. Hsiao, 2005, "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005, Society for Computational Economics, number 168, Nov.
• Marcos Alvarez-Diaz And Alberto à Lvarez, 2005, "Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions," Computing in Economics and Finance 2005, Society for Computational Economics, number 217, Nov.
• Ryuichi YAMAMOTO, 2005, "Evolution with Individual and Social Learning in an Agent-Based Stock Market," Computing in Economics and Finance 2005, Society for Computational Economics, number 228, Nov.
• Egon Zakrajsek & Andrew Levin & Roberto Perli, 2005, "The Determinants of Market Frictions in the Corporate Market," Computing in Economics and Finance 2005, Society for Computational Economics, number 379, Nov.
• Sheri Markose & Amadeo Alentorn, 2005, "Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution," Computing in Economics and Finance 2005, Society for Computational Economics, number 397, Nov.
• Yang Yu, 2005, "Fundamental Uncertainties and Firm-level Stock Volatilities," Computing in Economics and Finance 2005, Society for Computational Economics, number 466, Nov.
• James Stodder, 2005, "Computational Efficiency and Macroeconomic Stability under Centralized Exchange: Evidence from Swiss and US Exchange Data," Computing in Economics and Finance 2005, Society for Computational Economics, number 64, Nov.
• İsmail Aktar, 2005, "A Comparison of the Effects of the Chernobyl and Three Mile Island Nuclear Accidents on the U.S. Electric Utility Industry," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2005-2.
• G. Lim, 2005, "Bounded dividends, earnings and fundamental stock values," Empirical Economics, Springer, volume 30, issue 2, pages 411-426, September, DOI: 10.1007/s00181-005-0240-1.
• H. Bakhshi & G. Kapetanios & T. Yates, 2005, "Rational expectations and fixed-event forecasts: An application to UK inflation," Empirical Economics, Springer, volume 30, issue 3, pages 539-553, October, DOI: 10.1007/s00181-005-0262-8.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2005, "Genetic multi-model composite forecast for non-linear prediction of exchange rates," Empirical Economics, Springer, volume 30, issue 3, pages 643-663, October, DOI: 10.1007/s00181-005-0249-5.
• Emanuela Sciubba, 2005, "Asymmetric information and survival in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 2, pages 353-379, February, DOI: 10.1007/s00199-003-0434-8.
• Giovanni Cespa, 2005, "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 4, pages 983-997, June, DOI: 10.1007/s00199-003-0461-5.
• Giulio Bottazzi & Giovanna Devetag, 2005, "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, Springer, in: Thomas Lux & Eleni Samanidou & Stefan Reitz, "Nonlinear Dynamics and Heterogeneous Interacting Agents", DOI: 10.1007/3-540-27296-8_2.
• Partha S. Mohanram, 2005, "Separating Winners from Losers among LowBook-to-Market Stocks using Financial Statement Analysis," Review of Accounting Studies, Springer, volume 10, issue 2, pages 133-170, September, DOI: 10.1007/s11142-005-1526-4.
• Joseph D. Piotroski, 2005, "Discussion of “Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis”," Review of Accounting Studies, Springer, volume 10, issue 2, pages 171-184, September, DOI: 10.1007/s11142-005-1527-3.
• Guohua Jiang & Charles M. C. Lee & Yi Zhang, 2005, "Information Uncertainty and Expected Returns," Review of Accounting Studies, Springer, volume 10, issue 2, pages 185-221, September, DOI: 10.1007/s11142-005-1528-2.
• Paul Schultz, 2005, "Discussion of “Information Uncertainty and Expected Returns”," Review of Accounting Studies, Springer, volume 10, issue 2, pages 223-226, September, DOI: 10.1007/s11142-005-1529-1.
• James A. Ohlson, 2005, "On Accounting-Based Valuation Formulae," Review of Accounting Studies, Springer, volume 10, issue 2, pages 323-347, September, DOI: 10.1007/s11142-005-1534-4.
• James A. Ohlson & Beate E. Juettner-Nauroth, 2005, "Expected EPS and EPS Growth as Determinantsof Value," Review of Accounting Studies, Springer, volume 10, issue 2, pages 349-365, September, DOI: 10.1007/s11142-005-1535-3.
• Rowland K. Atiase & Haidan Li & Somchai Supattarakul & Senyo Tse, 2005, "Market Reaction to Multiple Contemporaneous Earnings Signals: Earnings Announcements and Future Earnings Guidance," Review of Accounting Studies, Springer, volume 10, issue 4, pages 497-525, December, DOI: 10.1007/s11142-005-4211-8.
• André Güttler, 2005, "Wird die Ad-hoc-Publizität korrekt umgesetzt? Eine empirische Analyse unter Einbezug von Unternehmen des Neuen Markts," Schmalenbach Journal of Business Research, Springer, volume 57, issue 3, pages 237-259, May, DOI: 10.1007/BF03372765.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_9.
• Torben Lütje & Lukas Menkhoff, 2005, "Risk Management, Rational Herding and Institutional Investors: A Macro View," Springer Books, Springer, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel, "Risk Management", DOI: 10.1007/3-540-26993-2_40.
• Lukas Menkhoff & Ulrich Schmidt, 2005, "The use of trading strategies by fund managers: some first survey evidence," Applied Economics, Taylor & Francis Journals, volume 37, issue 15, pages 1719-1730, DOI: 10.1080/00036840500217606.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-62.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-97.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2005-025.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2005-016.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM, Tilburg University, School of Economics and Management, number 059428e3-2ed6-42e2-8d3c-2.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM, Tilburg University, School of Economics and Management, number 12ebc2dc-8f53-4136-b360-6.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1deb12a0-54a3-47f7-9626-5.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2cc19d5c-a469-4877-a6f4-a.
• Marco Cipriani & Antonio Guarino, 2005, "Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 315-321, 04/05.
• Kathy Yuan, 2005, "The Liquidity Service Of Benchmark Securities," Journal of the European Economic Association, MIT Press, volume 3, issue 5, pages 1156-1180, September.
• Robert P. Flood & Andrew K. Rose, 2005, "Financial Integration: A New Methodology And An Illustration," Journal of the European Economic Association, MIT Press, volume 3, issue 6, pages 1349-1359, December.
• Nöldeke, Georg & Tröger, Thomas, 2005, "A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 43, May.
• Giulio Bottazzi & Giovanna Devetag, 2005, "Expectations structure in asset pricing experiments," CEEL Working Papers, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia, number 0503.
• Alar Kein, 2005, "An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology, number 120.
• Pilar Abad Romero & M. Dolores Robles Fernández, 2005, "Risk and returns around bond rating changes: New evidence from the Spanish Stock Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0505.
• Matthew C. Clayton & Jay C. Hartzell & Joshua Rosenberg, 2005, "The Impact of CEO Turnover on Equity Volatility," The Journal of Business, University of Chicago Press, volume 78, issue 5, pages 1779-1808, September, DOI: 10.1086/431442.
• Yanna Wu & Subhash C. Ray, 2005, "Technical Efficiency and Stock Market Reaction to Horizontal Mergers," Working papers, University of Connecticut, Department of Economics, number 2005-05, Mar.
• Luca Grilli & Angelo Sfrecola, 2005, "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 14-2005, Jun.
• David Veredas, 2005, "Macro surprises and short-term behavior in bond futures," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136194.
• Roland Gillet & Ariane Szafarz, 2005, "L'efficience informationnelle des marchés: une hypothèse, et au-delà?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/14397.
• Roland Gillet & Ariane Szafarz, 2005, "L’efficience informationnelle des marchés. Une hypothèse, et au-delà ?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/669.
• Antonio Gledson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos, 2005, "Venture capital as human resource management," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp470.
• Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005, "The weekend trading profitability: evidence from international mutual funds," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-10, Jan.
• Al-Zoubi, Haitham A. & Daal, Elton, 2005, "A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-06, Aug.
• Fernando Lago, 2005, "Tres ensayos sobre crisis financieras basadas en fundamentals," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 22, issue 45, pages 1-66, july-dece.
• Francesco Franzoni & José M. Marín, 2005, "Pension plan funding and stock market efficiency," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 871, Jun.
• José M. Marín & Francesco Franzoni, 2005, "Portable alphas from pension mispricing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 894, Oct.
• Flynn, Sean M., 2005, "Noise-trading, Costly Arbitrage, and Asset Prices: Evidence from US Closed-end Funds," Vassar College Department of Economics Working Paper Series, Vassar College Department of Economics, number 71, Sep.
• Laura Nyantung Beny, 2005, "Do Insider Trading Laws Matter? Some Preliminary Comparative Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp741, Jan.
• Solomon Tadesse, 2005, "Stock Markets Liquidity, Corporate Governance and Small Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp883, Jun.
• Stephan Schulmeister, 2005, "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," WIFO Working Papers, WIFO, number 264, Dec.
• Vadim Marmer, 2005, "Nonlinearity, Nonstationarity and Spurious Forecasts," Econometrics, University Library of Munich, Germany, number 0503002, Mar, revised 15 Dec 2005.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005, "Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks," Econometrics, University Library of Munich, Germany, number 0509006, Sep.
• Marco Cipriani & Antonio Guarino, 2005, "Herd Behavior in a Laboratory Financial Market," Experimental, University Library of Munich, Germany, number 0502002, Feb.
• Carl Plat, 2005, "A Double Auction Market with Signals of Varying Precision," Experimental, University Library of Munich, Germany, number 0508004, Aug.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance, University Library of Munich, Germany, number 0503014, Mar, revised 17 Jan 2006.
• Ulrich Pape & Stephan Schmidt-Tank, 2005, "Liquidity Effects of Changes in a Pan-European Stock Index," Finance, University Library of Munich, Germany, number 0503016, Mar.
• Silvio John Camilleri & Christopher J. Green, 2005, "An Analysis of the Impacts of Non-Synchronous Trading On," Finance, University Library of Munich, Germany, number 0504020, Apr.
• Sutthisit Jamdee & Cornelis A. Los, 2005, "Long Memory Options: LM Evidence and Simulations," Finance, University Library of Munich, Germany, number 0505003, May.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance, University Library of Munich, Germany, number 0505009, May, revised 17 Jan 2006.
• Michael Kaestner, 2005, "Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?," Finance, University Library of Munich, Germany, number 0505018, May, revised 03 Oct 2005.
• Silvio John Camilleri & Christopher J. Green, 2005, "The Impact of the Suspension of Opening and Closing Call," Finance, University Library of Munich, Germany, number 0506006, Jun.
• Silvio John Camilleri, 2005, "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance, University Library of Munich, Germany, number 0507006, Jul.
• Manuel Ammann & Axel Kind & Christian Wilde, 2005, "Simulation-Based Pricing of Convertible Bonds," Finance, University Library of Munich, Germany, number 0507015, Jul.
• Bernard Paranque & Walter Baets & Henry Pruden, 2005, "Agent Behaviour, Financial Market and Welfare Theory," Finance, University Library of Munich, Germany, number 0508001, Aug, revised 02 Aug 2005.
• Cornelis A. Los, 2005, "The Degree of Stability of Price Diffusion," Finance, University Library of Munich, Germany, number 0508006, Aug.
• Michael Kaestner, 2005, "Prévisions de résultat et réactions : étude de deux sous- réactions sous l’angle du biais d’ancrage," Finance, University Library of Munich, Germany, number 0510002, Oct.
• Alessandro Sansone & Giuseppe Garofalo, 2005, "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance, University Library of Munich, Germany, number 0510026, Oct.
• Dimitris Kenourgios & Nikolaos Pavlidis, 2005, "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance, University Library of Munich, Germany, number 0512011, Dec.
• Dimitris Kenourgios, 2005, "Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market," Finance, University Library of Munich, Germany, number 0512014, Dec.
• Dimitris Kenourgios, 2005, "Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market," Finance, University Library of Munich, Germany, number 0512015, Dec.
• Stephan Schulmeister, 2005, "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," Finance, University Library of Munich, Germany, number 0512033, Dec.
• John Conlon, 2005, "Should Central Banks Burst Bubbles?," Game Theory and Information, University Library of Munich, Germany, number 0508007, Aug.
• Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005, "International equity flows and returns: a quantitative equilibrium approach," International Finance, University Library of Munich, Germany, number 0508006, Aug.
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 2005, "Price Adjustment at Multiproduct Retailers," Industrial Organization, University Library of Munich, Germany, number 0505005, May.
• Yanhua ZHANG, 2005, "Collusion and Commitment in Bank Bailout," Industrial Organization, University Library of Munich, Germany, number 0509011, Sep.
• Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 2005, "The Magnitude of Menu Costs: Direct Evidence from Large U.S. Supermarket Chains," Macroeconomics, University Library of Munich, Germany, number 0505012, May.
• Maurizio Bovi, 2005, "Book-Tax Gap. An Income Horse Race," Public Economics, University Library of Munich, Germany, number 0506009, Jun.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garcès, 2005, "The "Firm-Specific Return Variation": A Measure Of Price Informativeness Or Information Asymmetry?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-20, DOI: 10.1142/S2010495205500041.
• Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005, "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005, "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• William N. Goetzmann & Stephen J. Brown, 2005, "Performance Persistence," Yale School of Management Working Papers, Yale School of Management, number ysm451, Apr.
• William N. Goetzmann & Massimo Massa & Andrei Simonov, 2005, "Portfolio Diversification, Proximity Investment and City Agglomeration," Yale School of Management Working Papers, Yale School of Management, number ysm452, Apr.
• Donald Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Yale School of Management Working Papers, Yale School of Management, number amz2581, Jun, revised 01 Jul 2005.
• Arturo Bris & Huseyin Gulen & Padmaja Kadiyala & Raghavendra Rau, 2005, "Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance," Yale School of Management Working Papers, Yale School of Management, number amz2658, Jul, revised 01 Sep 2006.
• Fabrizio Palmucci, 2005, "The Liquidity of a Hybrid Stock Exchange: The Italian Case of STAR," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 8, issue 1, pages 11-34, May.
• Anatolyev, Stanislav, 2005, "A Ten-year retrospection of the behavior of Russian stock returns," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2005.
• Nöldeke, Georg & Tröger, Thomas, 2005, "A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 9/2005.
• von Kalckreuth, Ulf, 2005, "A "wreckers theory" of financial distress," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,40.
• Koetter, Michael & Bos, Jaap W. B. & Heid, Frank & Kool, Clemens J. M. & Kolari, James W. & Porath, Daniel, 2005, "Accounting for distress in bank mergers," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,09.
• Bos, Jaap W. B. & Heid, Frank & Koetter, Michael & Kolari, James W. & Kool, Clemens J. M., 2005, "Inefficient or just different? Effects of heterogeneity on bank efficiency scores," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,15.
• Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2005, "Does anonymity matter in electronic limit order markets?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 05-15.
• Theissen, Erik, 2005, "An analysis of private investors' stock market return forecasts," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 05-16.
• Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2005, "Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/09.
• Tavakkol, Amir & Korczak, Piotr, 2005, "Institutional Investors and the Information Content of Earnings Announcements: The Case of Poland," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,3.
• Siklos, Pierre L. & Bohl, Martin T., 2005, "Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,7.
• Gilbert, Aaron & Tourani Rad, Alireza & Wisniewski, Tomasz Piotr, 2005, "The relationship between insider trading and volume-induced return autocorrelation," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,9.
• Müller, Sebastian & Müller, Gerhard, 2005, "Sicherheits-orientiertes Portfoliomanagement," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 09/2005.
• Pierdzioch, Christian & Schertler, Andrea, 2005, "Sources of Predictability of European Stock Markets for High-Technology Firms," Kiel Working Papers, Kiel Institute for the World Economy, number 1235.
• Nippel, Peter & Pierdzioch, Christian & Schertler, Andrea, 2005, "Underpricing and Index Excess Returns," Kiel Working Papers, Kiel Institute for the World Economy, number 1259.

2004

• 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-.
• 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.
• Evelyn Korn, 2004, "Voluntary Disclosure Of Partially Verifiable Information," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 56, issue 2, pages 139-163, April.
• Chiang & Min-Hsien;Fan, 2004, "On the Intradaily Relationship between Information Revelation and Trade Duration: The Evidence of MSCI Taiwan Futures," Computing in Economics and Finance 2004, Society for Computational Economics, number 119, Aug.
• David Goldbaum, 2004, "On the Possibility of Informationally Efficient Markets," Computing in Economics and Finance 2004, Society for Computational Economics, number 139, Aug.
• Frank Westerhoff, 2004, "The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 14, Aug.
• Chia-Hsuan Yeh, 2004, "Statistical Evidences for the Influence of GP's Representation on Forecasting," Computing in Economics and Finance 2004, Society for Computational Economics, number 156, Aug.
• Chueh-Yung Tsao & Shu-Heng Chen, 2004, "Discovering Financial Patterns in the Foreign Exchange Markets," Computing in Economics and Finance 2004, Society for Computational Economics, number 203, Aug.
• Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU, 2004, "Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series," Computing in Economics and Finance 2004, Society for Computational Economics, number 27, Aug.
• Christian Pierdzioch & Georg Stadtmann, 2004, "The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue 2, pages 229-244, June.
• Roland Gillet & Ariane Szafarz, 2004, "L'efficience informationnelle des marchés: une hypothèse, et au-delà ?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 04-004.RS, Feb.
• P. Chandy & Salil Sarkar & Niranjan Tripathy, 2004, "Empirical evidence on the effects of delisting from the National Market System," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 28, issue 1, pages 46-55, March, DOI: 10.1007/BF02761454.
• James Payne & Anandi Sahu, 2004, "Random walks, cointegration, and the transmission of shocks across global real estate and equity markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 28, issue 2, pages 198-210, June, DOI: 10.1007/BF02761611.
• Jun Peng & Peter Brucato, 2004, "An empirical analysis of market and institutional mechanisms for alleviating information asymmetry in the municipal bond market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 28, issue 2, pages 226-238, June, DOI: 10.1007/BF02761613.
• Pietro Reichlin & Paolo Siconolfi, 2004, "Optimal debt contracts and moral hazard along the business cycle," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 24, issue 1, pages 75-109, July, DOI: 10.1007/s00199-003-0413-0.
• Paula Hernandez-Verme, 2004, "Inflation, growth and exchange rate regimes in small open economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 24, issue 4, pages 839-856, November, DOI: 10.1007/s00199-002-0338-z.
• Laura Veldkamp & Stijn Van Nieuwerburgh, 2004, "Information Immobility and the Home Bias Puzzle," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 04-32.
• Philippe Bacchetta & Eric van Wincoop, 2004, "Higher Order Expectations in Asset Pricing," Working Papers, Swiss National Bank, Study Center Gerzensee, number 04.03, May.
• Andrew Worthington & Abbas Valadkhani, 2004, "Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis," Applied Economics, Taylor & Francis Journals, volume 36, issue 19, pages 2177-2186, DOI: 10.1080/0003684042000282489.
• Antonis Demos & Fragkiskos Filippaios & Marina Papanastassiou, 2004, "An event study analysis of outward foreign direct investment: the case of Greece," International Journal of the Economics of Business, Taylor & Francis Journals, volume 11, issue 3, pages 329-348, DOI: 10.1080/1357151042000286438.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004, "Do countries or industries explain momentum in Europe?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 73c21ccd-7c67-4e11-8eac-5.
• Alexander Guembel & Oren Sussman, 2004, "Optimal Exchange Rates: A Market Microstructure Approach," Journal of the European Economic Association, MIT Press, volume 2, issue 6, pages 1242-1274, December.
• Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2004, "Does Anonymity Matter in Electronic Limit Order Markets?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 3, May.
• Kaie Kerem & Enn Listra & Katrin Rahu, 2004, "Market Efficiency and Rational Expectations," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology, number 112.
• Augusto Castillo, 2004, "The announcement effect of bond and equity issues: evidence from Chile," Estudios de Economia, University of Chile, Department of Economics, volume 31, issue 2 Year 20, pages 177-205, December.
• Eduardo Levy Yeyati & Maria Soledad Martinez Peria & Sergio Schmukler, 2004, "Market Discipline under Systemic Risk: Evidence from Bank Runs in Emerging Economies," Business School Working Papers, Universidad Torcuato Di Tella, number systemicrisk.
• Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004, "A comparison of financial duration models via density forecast," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136218.
• Daniel Beunza Ibáñez & Raghu Garud, 2004, "Security analysts as frame-makers," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 733, Jan, revised Sep 2005.
• Diego García & Branko Urosevic, 2004, "Noise and aggregation of information in large markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 785, Oct.
• Peter Temin & Joachim Voth, 2004, "Riding the South Sea bubble," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 861, Dec.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 121, Mar.