Research classified by Journal of Economic Literature (JEL) codes

2001

• Hong, Harrison & Rady, Sven, 2001, "Strategic Trading and Learning about Liquidity," Discussion Papers in Economics, University of Munich, Department of Economics, number 15, Jan.
• Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk, 2001, "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 59-86, March.
• Jussi Nikkinen & Petri Sahlstrom, 2001, "Impact of Scheduled U.S. Macroeconomic News on Stock Market Uncertainty: A Multinational Perspecive," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 2, pages 129-148, June.
• Adam Steen & Petko Kalev & Keith Turpie, 2001, "The Short-Run Performance of IPOs of Privately Owned and Publicly Owned Firms: A Note from Australia," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 2, pages 149-154, June.
• Zvi Eckstein & Andrew Rose, 2001, "International Seminar on Macroeconomics 2000," NBER Books, National Bureau of Economic Research, Inc, number ecks01-1, January.
• Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 2001, "Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8073, Jan.
• Joseph Chen & Harrison Hong & Jeremy C. Stein, 2001, "Breadth of Ownership and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8151, Mar.
• Tuomo Vuolteenaho, 2001, "What Drives Firm-Level Stock Returns?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8240, Apr.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2001, "The Value Spread," NBER Working Papers, National Bureau of Economic Research, Inc, number 8242, Apr.
• Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 2001, "The Level and Persistence of Growth Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 8282, May.
• Owen A. Lamont & Richard H. Thaler, 2001, "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs," NBER Working Papers, National Bureau of Economic Research, Inc, number 8302, May.
• Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 2001, "Earnings Quality and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8308, May.
• G. William Schwert, 2001, "Stock Volatility in the New Millennium: How Wacky Is Nasdaq?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8436, Aug.
• Alberto Abadie & Javier Gardeazabal, 2001, "The Economic Costs of Conflict: A Case-Control Study for the Basque Country," NBER Working Papers, National Bureau of Economic Research, Inc, number 8478, Sep.
• Charles M. Jones & Owen A. Lamont, 2001, "Short Sale Constraints and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8494, Oct.
• Paul A. Gompers & Josh Lerner, 2001, "The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 8505, Oct.
• Andrew W. Lo & Dmitry V. Repin, 2001, "The Psychophysiology of Real-Time Financial Risk Processing," NBER Working Papers, National Bureau of Economic Research, Inc, number 8508, Oct.
• Robert C. Apfel & John E. Parsons & G. William Schwert & Geoffrey S. Stewart, 2001, "Short Sales, Damages and Class Certification in 10b-5 Actions," NBER Working Papers, National Bureau of Economic Research, Inc, number 8618, Dec.
• Severin Borenstein & James Bushnell & Christopher R. Knittel & Catherine Wolfram, 2001, "Trading Inefficiencies in California's Electricity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 8620, Dec.
• John R. M. Hand, 2001, "The Role of Book Income, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks," Review of Finance, European Finance Association, volume 5, issue 3, pages 295-317.
• Martien Lubberink & Carel Huijgen, 2001, "A Wealth-Based Explanation for Earnings Conservatism," Review of Finance, European Finance Association, volume 5, issue 3, pages 323-349.
• Alexander Guembel, 2001, "Emerging Markets and Entry by Actively Managed Funds," Economics Series Working Papers, University of Oxford, Department of Economics, number 2001-FE-12, Jan.
• Augusto Castillo R., 2001, "Long-Run Performance Of Stock Returns Following Junk Bond Offerings," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 4, issue 1, pages 95-129.
• Bacha, Obiyathulla I. & Abdullah, Mimi H., 2001, "Halal Stock Designation and Impact on Price and Trading Volume," MPRA Paper, University Library of Munich, Germany, number 12728, Jun, revised Feb 2001.
• Wang, Changyun, 2001, "The behavior and performance of major types of futures traders," MPRA Paper, University Library of Munich, Germany, number 36426, Dec, revised Jul 2002.
• Wang, Changyun, 2001, "The effect of net positions by type of trader on volatility in foreign currency futures markets," MPRA Paper, University Library of Munich, Germany, number 36428, Mar, revised Nov 2001.
• Hirshleifer, David & Teoh, Siew Hong, 2001, "Herd Behavior and Cascading in Capital Markets: A Review and Synthesis," MPRA Paper, University Library of Munich, Germany, number 5186, Dec.
• Hirshleifer, David, 2001, "Investor Psychology and Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 5300, Feb.
• Valérie Revest, 2001, "Le Nouveau Marché : la construction d'une identité," Revue d'Économie Financière, Programme National Persée, volume 61, issue 1, pages 193-202, DOI: 10.3406/ecofi.2001.3892.
• Francesco Giavazzi & Alberto Giovannini, 2001, "Un système financier plus efficient pour obtenir de meilleures performances économiques : une tentative d'identification des priorités," Revue d'Économie Financière, Programme National Persée, volume 62, issue 2, pages 79-91, DOI: 10.3406/ecofi.2001.3111.
• Francesco Giavazzi & Alberto Giovannini, 2001, "A More Efficient Financial System for Improved Economic Performance : An Attempt at Identifying the Priorities," Revue d'Économie Financière, Programme National Persée, volume 62, issue 2, pages 71-81, DOI: 10.3406/ecofi.2001.4462.
• 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, Programme National Persée, volume 52, issue 2, pages 265-283, DOI: 10.3406/reco.2001.410314.
• Chakravarty, Sugato & Sarkar, Asani, 2001, "A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1148.
• Medrano, Luis Angel & Vives, Xavier, 2001, "Strategic Behavior and Price Discovery," RAND Journal of Economics, The RAND Corporation, volume 32, issue 2, pages 221-248, Summer.
• Asmara Jamaleh, 2001, "Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio," Rivista di Politica Economica, SIPI Spa, volume 91, issue 2, pages 79-132, February.
• Thorsten Freihube & Erik Theissen, 2001, "An Index Is An Index Is An Index?," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 53, issue 4, pages 295-320, October.
• David Goldbaum, 2001, "Market Efficiency and Learning in an Endogenously Unstable Environment," Computing in Economics and Finance 2001, Society for Computational Economics, number 105, Apr.
• Blake LeBaron, 2001, "Volatility," Computing in Economics and Finance 2001, Society for Computational Economics, number 108, Apr.
• Doyne Farmer, John Geanakoplos, and Paul Melby, 2001, "Market making, price formation, and technical trading," Computing in Economics and Finance 2001, Society for Computational Economics, number 111, Apr.
• JP Marney, Colin Fyfe, Heather Tarbert, David Miller, 2001, "Risk Adjusted Returns to Technical Trading Rules: a Genetic Programming Approach," Computing in Economics and Finance 2001, Society for Computational Economics, number 147, Apr.
• Shu-Heng Chen and Chung-Chih Liao, 2001, "Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets," Computing in Economics and Finance 2001, Society for Computational Economics, number 165, Apr.
• Frank H. Westerhoff, 2001, "Expectations Driven Distortions in the Foreign Exchange Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 48, Apr.
• Guo Ying (Rosemary) Luo, 2001, "Evolution, Efficiency and Noise Traders in a One-Sided Auction Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 49, Apr.
• Chia-Hsuan Yeh, Shu-Heng Chen, 2001, "The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming," Computing in Economics and Finance 2001, Society for Computational Economics, number 74, Apr.
• Nicolas Boccard & Riccardo Calcagno, 2001, "Asymmetries of Information in Electronic Systems," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 63, Jul.
• Jean-Philippe Bouchaud & Andrew Matacz & Marc Potters, 2001, "The leverage effect in financial markets: retarded volatility and market panic," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0101120, Jan.
• Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters, 2001, "Introducing Variety in Risk Management," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0107208, Jul.
• Marc Potters & Jean-Philippe Bouchaud, 2001, "More stylized facts of financial markets: leverage effect and downside correlations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 29960, Jan.
• Donaldson, R.G. & Kamstra, M., 2001, "Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff," Discussion Papers, Department of Economics, Simon Fraser University, number dp01-1.
• Noldeke, Georg & Troger, Thomas, 2001, "Existence of linear equilibria in the Kyle model with multiple informed traders," Economics Letters, Elsevier, volume 72, issue 2, pages 159-164, August.
• Hirshleifer, David & Luo, Guo Ying, 2001, "On the survival of overconfident traders in a competitive securities market," Journal of Financial Markets, Elsevier, volume 4, issue 1, pages 73-84, January.
• Bester, Helmut & Ritzberger, Klaus, 2001, "Strategic pricing, signalling, and costly information acquisition," International Journal of Industrial Organization, Elsevier, volume 19, issue 9, pages 1347-1361, November.

2000

• Barnett, William A. & Serletis, Apostolos, 2000, "Martingales, nonlinearity, and chaos," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 703-724, June.
• Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000, "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, volume 69, issue 1, pages 89-94, October.
• Jeyanthi Karuppiah & Cornelis A. Los, 2000, "Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2000-06.
• Marianne Demarchi & Thierry Foucault, 2000, "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
• Lones Smith, 2000, "Private Information and Trade Timing," American Economic Review, American Economic Association, volume 90, issue 4, pages 1012-1018, September.
• Tuvana Pastine & Robert E. Cumby, 2000, "Emerging Market Debt : Measuring Credit Quality and Examining Relative Pricing," Working Papers, Department of Economics, Bilkent University, number 0010.
• Richard D.F. Harris & Rene Sanchez‐Valle, 2000, "The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, volume 27, issue 3‐4, pages 333-357, April, DOI: 10.1111/1468-5957.00316.
• Giuseppe Coco, 2000, "On the Use of Collateral," Journal of Economic Surveys, Wiley Blackwell, volume 14, issue 2, pages 191-214, April, DOI: 10.1111/1467-6419.00109.
• David Ikenberry & Josef Lakonishok & Theo Vermaelen, 2000, "Stock Repurchases in Canada: Performance and Strategic Trading," Journal of Finance, American Finance Association, volume 55, issue 5, pages 2373-2397, October, DOI: 10.1111/0022-1082.00291.
• Ali, A & Hwang, LS, 2000, "Country-specific factors related to financial reporting and the value relevance of accounting data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 1-21, DOI: http://hdl.handle.net/10.2307/26729.
• Aharony, J & Lee, CWJ & Wong, TJ, 2000, "Financial packaging of IPO firms in China," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 103-126, DOI: http://hdl.handle.net/10.2307/26729.
• Beaver, WH & Ryan, SG, 2000, "Biases and lags in book value and their effects on the ability of the book-to-market ratio to predict book return on equity," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 127-148, DOI: http://hdl.handle.net/10.2307/26729.
• Holder-Webb, LM & Wilkins, MS, 2000, "The incremental information content of SAS No. 59 going-concern opinions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 209-219, DOI: http://hdl.handle.net/10.2307/26729.
• Liu, J & Thomas, J, 2000, "Stock returns and accounting earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 71-101, DOI: http://hdl.handle.net/10.2307/26729.
• Abarbanell, J & Bernard, V, 2000, "Is the US stock market myopic?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 221-242, DOI: http://hdl.handle.net/10.2307/26729.
• Botosan, CA & Harris, MS, 2000, "Motivations for a change in disclosure frequency and its consequences: An examination of voluntary quarterly segment disclosures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 329-353, DOI: http://hdl.handle.net/10.2307/26729.
• Henning, SL & Lewis, BL & Shaw, WH, 2000, "Valuation of the components of purchased goodwill," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 375-386, DOI: http://hdl.handle.net/10.2307/26729.
• Wong, MHF, 2000, "The Association between SFAS No. 119 derivatives disclosures and the foreign exchange risk exposure of manufacturing firms," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 387-417, DOI: http://hdl.handle.net/10.2307/26729.
• Piotroski, JD, 2000, "Value investing: The use of historical financial statement information to separate winners from losers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 1-41, DOI: http://hdl.handle.net/10.2307/26729.
• Joos, P, 2000, "Discussion of the economic consequences of increased disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 125-136, DOI: http://hdl.handle.net/10.2307/26729.
• Bushee, BJ & Noe, CF, 2000, "Corporate disclosure practices, institutional investors, and stock return volatility," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 171-202, DOI: http://hdl.handle.net/10.2307/26729.
• Venkatachalam, M, 2000, "Discussion of corporate disclosure practices, institutional investors, and stock return volatility," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 203-207, DOI: http://hdl.handle.net/10.2307/26729.
• Guay, W, 2000, "Discussion of value investing: The use of historical financial statement information to separate winners from losers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 43-51, DOI: http://hdl.handle.net/10.2307/26729.
• Kanodia, C & Mukherji, A & Sapra, H & Venugopalan, R, 2000, "Hedge disclosures, future prices, and production distortions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 53-82, DOI: http://hdl.handle.net/10.2307/26729.
• Hayes, RM, 2000, "Discussion of hedge disclosures, future prices, and production distortions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 83-89, DOI: http://hdl.handle.net/10.2307/26729.
• Leuz, C & Verrecchia, RE, 2000, "The economic consequences of increased disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 91-124, DOI: http://hdl.handle.net/10.2307/26729.
• Yoshihito Saito & Yoko Takeda, 2000, "Predicting the US Real GDP Growth Using Yield Spreads of Corporate Bonds," Bank of Japan Working Paper Series, Bank of Japan, number International Department,, Jul.
• Rodolfo Apreda, 2000, "Differential Rates of Return and Residual Information Sets (A Discrete Approach)," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 177, Oct.
• Richard Podpiera, 2000, "Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp156, Jul.
• Jan Hanousek & Richard Podpiera, 2000, "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp168, Dec.
• Isidore Masse & Robert Hanrahan & Joseph Kushner & Felice Martinello, 2000, "The effect of additions to or deletions from the TSE 300 Index on Canadian share prices," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 2, pages 341-359, May.
• BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000, "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000060, Dec.
• Rockinger, Michael & Urga, Giovanni, 2000, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2346, Jan.
• Reichlin, Pietro & Siconolfi, Paolo, 2000, "Optimal Debt Contracts and Moral Hazard Along the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2351, Jan.
• Rady, Sven & Hong, Harrison G, 2000, "Strategic Trading And Learning About Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2416, Apr.
• Klemperer, Paul, 2000, "Why every Economist should Learn some Auction Theory," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2572, Oct.
• Lafuente Luengo, Juan Ángel, 2000, "Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9849, Jan.
• Martínez, Miguel Ángel & Tapia, Mikel & Rubio, Gonzalo, 2000, "Understanding liquidity: a closer look at the limit order book," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9961, Jul.
• Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 2000, "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 79-100, May.
• Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 2000, "A Theory of Supervision with Endogenous Transaction Costs," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 231-263, November.
• Giraud, Pierre-Noël (ed.), 2000, "La structure par terme des prix des commodités : analyse théorique et applications au marché pétrolier," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/126.
• Guesnerie, R., 2000, "The Government and Market Expectations," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2000-15.
• DESGRANGES, Gabriel & FOUCAULT, Thierry, 2000, "Reputation-based pricing and price improvements in dealership markets," HEC Research Papers Series, HEC Paris, number 716, Apr, revised 01 Mar 2002.
• Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000, "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0810, Aug.
• Harrison Hong & Sven Rady, 2000, "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1351, Aug.
• Jordi Caballe & Jozsef Sakovics, 2000, "Speculating against an overconfident market," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 62, May.
• Thomas Lux, 2000, "On moment condition failure in German stock returns: an application of recent advances in extreme value statistics," Empirical Economics, Springer, volume 25, issue 4, pages 641-652.
• Xiaoliang Zhao & Paul Glasserman, 2000, "Arbitrage-free discretization of lognormal forward Libor and swap rate models," Finance and Stochastics, Springer, volume 4, issue 1, pages 35-68.
• Bruno Jullien & Georges Dionne & Bernard Caillaud, 2000, "Corporate insurance with optimal financial contracting," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 1, pages 77-105.
• Giulio Seccia, 2000, "Informational efficiency properties of rational expectations equilibria in non-convex economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 2, pages 323-332.
• Leonard J. Mirman & Neelam Jain, 2000, "Real and financial effects of insider trading with correlated signals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 2, pages 333-353.
• Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006, "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers, Swiss National Bank, Study Center Gerzensee, number 06.04, Jun.
• Raphael A. Auer, 2013, "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers, Swiss National Bank, Study Center Gerzensee, number 13.03, Mar.
• John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000, "Long memory in the Greek stock market," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 2, pages 177-184, DOI: 10.1080/096031000331815.
• Kurt Brännäs & Jan G. de Gooijer, 2000, "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-049/4, Jun.
• Renneboog, L.D.R. & Vanbrabant, P., 2000, "Share Price Reactions to Sporty Performances of Soccer Clubs listed on the London Stock Exchange and the AIM," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-19.
• Kabir, M.R. & Roosenboom, P.G.J., 2000, "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-22.
• Marquering, W. & Verbeek, M.J.C.M., 2000, "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-78.
• Kabir, M.R. & Roosenboom, P.G.J., 2000, "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Other publications TiSEM, Tilburg University, School of Economics and Management, number 830f5e0a-0dfe-4873-968d-3.
• Dow, James & Rahi, Rohit, 2000, "Should Speculators Be Taxed?," The Journal of Business, University of Chicago Press, volume 73, issue 1, pages 89-107, January, DOI: 10.1086/209633.
• Ariane Szafarz, 2012, "Financial crises in efficient markets: How fundamentalists fuel volatility," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/149191, Jan.
• Miller, Edward M., 2000, "Long run underperformance of initial public offerings: an explanation," Working Papers, University of New Orleans, Department of Economics and Finance, number 1999-18, Feb.
• Giovanni Cespa, 2000, "Short-term investment and equilibrium multiplicity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 520, Jun, revised Jun 2002.
• Isidore Masse & Robert Hanrahan & Joseph Kushner & Felice Martinello, 2000, "The effect of additions to or deletions from the TSE 300 Index on Canadian share prices," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 2, pages 341-359, May, DOI: 10.1111/0008-4085.00019.
• Stewart Mayhew & Vassil Mihov, 2000, "Another Look at Option Listing Effects," Finance, University Library of Munich, Germany, number 0004002, Apr.
• Piyush Kumar Chowhan & Vasant Shukla, 2000, "Volatility in Indian Stock Markets," Finance, University Library of Munich, Germany, number 0004010, Sep.
• Jati K. Sengupta, 2000, "New Efficiency Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Economics of Efficiency Measurement," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Efficiency Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Stochastic Efficiency Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Industrial Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Economic Theory and DEA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Hazel J. Johnson, 2000, "Transformation in Financial Services," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "International Variations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "Driving Forces of Change," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "Regulatory Influences," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "Best Practices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "Forging Financial Services Alliances," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Global Positioning For Financial Services".
• Oehler, Andreas & Heilmann, Klaus & Läger, Volker, 2000, "Do Insiders Contribute to Market Efficiency? Informational Efficiency and Liquidity of Experimental Call Markets with and without Insiders," Discussion Papers, University of Bamberg, Chair of Finance, number 11.
• Schlag, Christian & Wodrich, Anja, 2000, "Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/12.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,15.
• Amendinger, Jürgen & Becherer, Dirk & Schweizer, Martin, 2000, "Quantifying the value of initial investment information," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,41.
• Hess, Dieter E., 2000, "Surprises in scheduled releases: why do they move the bond market?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-61.
• Czarnitzki, Dirk & Stadtmann, Georg, 2000, "The behaviour of noise traders: empirical evidence on purchases of business magazines," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-65.
• Dridi, Ramdan & Germain, Laurent, 2000, "Noise and competition in strategic oligopoly," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6862, Jun.
• G. Dionne & R. Gagné, 2000, "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-06.
• Niarchos, N. & Alexakis, A., 2000, "The Long Term Dynamics of the European Stock Exchanges: «Leaders and Followers»," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 57-66, January -.
• Wessel Marquering & Marno Verbeek, 2000, "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 501075.
• Wessel Marquering & Marno Verbeek, 2000, "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0020, Mar.
• de Lara, Y.G., 2000, "Risk-Sharing, Enforceability, Information and Capital Structure," Economics Working Papers, European University Institute, number eco2000/5.
• Dušan Isakov & Christophe Pérignon, 2000, "Evolution of Market Uncertainty around Earnings Announcements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp15, Jun.
• Michel DUBOIS & Pierre JEANNERET, 2000, "The Long-run Performance of Seasoned Equity Offerings with rights evidence from the Swiss Market," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp22, Jan.
• Miloš Filip, 2000, "Dividends in the Czech Capital Market and an Optimal Investment Strategy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 12, pages 685-698, December.
• Richard Podpiera, 2000, "Czech Financial Market Efficiency in Light of Recent Interest Rate Cuts," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 5, pages 270-282, May.
• Harrison Hong & Sven Rady, 2000, "Strategic Trading and Learning About Liquidity," FMG Discussion Papers, Financial Markets Group, number dp356, Aug.
• Artus, P., 2000, "Les consequences destabilisatrices de la gestion indicielle," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 2000-17/fi.
• Harris, T.S. & Glenn Hubbard, R. & Kemsley, D., 2000, "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," Papers, Columbia - Graduate School of Business, number 00-02.
• MARTINOT, N. & Lesourd, J.-B. & Morard, B., 2000, "On the Information Content of Futures Prices, Application to LME Nonferrous Metal Futures," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.12.
• Thao, T.H. & Thomas-Agnan, C., 2000, "Evolution des cours gouvernee par unprocessus de type ARIMA fractionnaire," Papers, Toulouse - GREMAQ, number 00-541.
• Lanne, M., 2000, "Testing the Predictability of Stock Returns," University of Helsinki, Department of Economics, Department of Economics, number 488.
• Capelle-Blancard, G. & Vandelanoite, S., 2000, "Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.110.
• Bennell, J. & Sutcliffe, C., 2000, "Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options," Papers, University of Southampton - Department of Accounting and Management Science, number 00-156.
• Mahama, H. & Chua, W.F., 2000, "Stabilizing Collaborative Supply Relationships: An Empirical Examination of the Role of Financial and Non-Financial Information," Papers, University of Southampton - Department of Accounting and Management Science, number 00-164.
• Pierluigi Bologna, 2000, "Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 59, issue 1, pages 51-88, April.
• Martin Evans, 2000, "FX trading and Exchange Rate Dynamics," Working Papers, Georgetown University, Department of Economics, number gueconwpa~00-00-04, Nov.
• Thierry Foucault & Marianne Demarchi, 2000, "Equity Trading Systems in Europe: A Survey of Recent Changes," Post-Print, HAL, number hal-00459776.
• Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö, 2000, "Informed Trading, Short Sales Constraints, and Futures' Pricing," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 366, Mar.
• Fridolfsson, Sven-Olof & Stennek, Johan, 2000, "Why Event Studies Do Not Detect Anti-Competitive Mergers," Working Paper Series, Research Institute of Industrial Economics, number 542, Dec.
• Graflund, Andreas, 2000, "A Swedish Real Estate Stock Market Index, 1939-1998," Working Papers, Lund University, Department of Economics, number 2000:7, Sep, revised 17 May 2001.
• Brännäs, Kurt & de Gooijer, Jan G., 2000, "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies, Umeå University, Department of Economics, number 535, May.
• Berg, Lennart, 2000, "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Working Paper Series, Uppsala University, Department of Economics, number 2000:9, Aug.
• Frankel, Jeffrey A & Schmukler, Sergio L, 2000, "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 5, issue 3, pages 177-195, July.
• Patricia Jurfest & Salvador Zurita, 2000, "Opciones de Suscripción de Acciones Stock Rights," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 37, issue 111, pages 339-371.
• Juan Carlos Gómez Sala & Jorge Yzaguirre Sharfhaussen, 2000, "Presión sobre los precios en las revisiones del índice Ibex35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-22, Dec.
• Réthi, Sándor, 2000, "Gyöngyvirágtól lombhullásig. Az orosz tőzsde tündöklése és bukása
  [The rise and fall of the Russian stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 321-340.
• Neil Hartnett & Jennifer Romcke, 2000, "The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 1-2, pages 101-132, March-Jun.
• Li Li Eng & Hwee Shan Aw, 2000, "An Analysis of Factors Affecting Investor Demand for Initial Public Offerings in Singapore," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 1-2, pages 133-153, March-Jun.
• Tim Brailsford & Richard Heaney & John Powell & Jing Shi, 2000, "Hot and Cold IPO Markets: Identification Using a Regime Switching Model," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 1-2, pages 35-68, March-Jun.
• W.C Lo & W.S. Chan, 2000, "Diagnosing Shocks in Stock Market Returns of Greater China," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 269-288, September.
• Gunther Capelle-Blancard & Severine Vandelanoite, 2000, "Relations intrajournalières entre l'indice CAC 40 et les options sur indice. Quel est le marché préféré des investisseurs informés ?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla00110, Nov, DOI: 10.2307/20076332.
• Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000, "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 7687, May.
• José M. Marín & Rohit Rahi, 2000, "Information Revelation and Market Incompleteness," The Review of Economic Studies, Review of Economic Studies Ltd, volume 67, issue 3, pages 563-579.
• Alexandre Ziegler, 2000, "Optimal Portfolio Choice under Heterogeneous Beliefs," Review of Finance, European Finance Association, volume 4, issue 1, pages 1-19.
• Nicolas Clerc & Rajna Gibson, 2000, "Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market?," Review of Finance, European Finance Association, volume 4, issue 2, pages 97-127.
• Alexander Guembel, 2000, "Myopic Traders, Efficiency and Taxation," Economics Series Working Papers, University of Oxford, Department of Economics, number 2000-FE-05, Sep.
• Chris Jarvis, 2000, "The Rise and Fall of the Pyramid Schemes in Albania," IMF Staff Papers, Palgrave Macmillan, volume 47, issue 1, pages 1-1.
• Franco Parisi & Daniel Perez, 2000, "Cambios En El Rating De Bonos Y Su Efecto En Los Precios Accionarios: El Caso Chileno," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 3, issue 2, pages 249-273.