Research classified by Journal of Economic Literature (JEL) codes

2003

• Vajda, István, 2003, "Bennfentes kereskedelem
  [Insider trading]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 235-253.
• Rasmus Fatum & Barry Scholnick, 2003, "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 03-18, May, revised Aug 2003.
• Marco Ottaviani & Peter Norman Sørensen, 2003, "Late Informed Betting and the Favorite-Longshot Bias," Discussion Papers, University of Copenhagen. Department of Economics, number 03-33, Jul.
• Maxime Merli & Alain Schatt, 2003, "Contagion effects of successive bond rating downgrades," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2003-02.
• Georges Dionne & Florence Giuliano & Pierre Picard, 2003, "Optimal Auditing for Insurance Fraud," Cahiers de recherche, CIRPEE, number 0329.
• Kathryn M. E. Dominguez, 2003, "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," Working Papers, Research Seminar in International Economics, University of Michigan, number 506.
• Costanza Torricelli & Marianna Brunetti, 2003, "The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0436, Jul.
• V. Moriggia & S. Muzzioli & C. Torricelli, 2003, "Call and put implied volatilities and the derivation of option implied trees," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0448, Nov.
• Casolaro, Luca & Focarelli, Dario & Pozzolo, Alberto Franco, 2003, "The Pricing Effect of Certification on Bank Loans: Evidence from the Syndicated Credit Market," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03010, Jul.
• Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman, 2003, "Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/03, Nov.
• George Woodward & Heather Anderson, 2003, "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/03, Apr.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-08.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-09.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 06-2003.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2003.
• Philippe Bacchetta & Roger Gordon, 2003, "Trans-Atlantic Public Economics Seminar (TAPES), Taxation of Financial Income," NBER Books, National Bureau of Economic Research, Inc, number bacc03-1.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003, "The Price is (Almost) Right," NBER Working Papers, National Bureau of Economic Research, Inc, number 10131, Dec.
• Steven D. Levitt, 2003, "How Do Markets Function? An Empirical Analysis of Gambling on the National Football League," NBER Working Papers, National Bureau of Economic Research, Inc, number 9422, Jan.
• Eli Ofek & Matthew Richardson & Robert F. Whitelaw, 2003, "Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9423, Jan.
• William N. Goetzmann & Ning Zhu, 2003, "Rain or Shine: Where is the Weather Effect?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9465, Feb.
• Rodolfo Martell & Rene M. Stulz, 2003, "Equity market liberalizations as country IPOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 9481, Feb.
• John Y. Campbell & Tuomo Vuolteenaho, 2003, "Bad Beta, Good Beta," NBER Working Papers, National Bureau of Economic Research, Inc, number 9509, Feb.
• Louis K. C. Chan & Jason Karceski & Josef Lakonishok, 2003, "Analysts' Conflict of Interest and Biases in Earnings Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 9544, Mar.
• Edward J. Kane, 2003, "Continuing Dangers of Disinformation in Corporate Accounting Reports," NBER Working Papers, National Bureau of Economic Research, Inc, number 9634, Apr.
• Scott Weisbenner & Zoran Ivkovich, 2003, "Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 9685, May.
• Kathryn M.E. Dominguez, 2003, "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9875, Jul.
• Robert P. Flood & Andrew K. Rose, 2003, "Financial Integration: A New Methodology and an Illustration," NBER Working Papers, National Bureau of Economic Research, Inc, number 9880, Aug.
• H. Henry Cao & Richard K. Lyons & Martin D.D. Evans, 2003, "Inventory Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 9893, Aug.
• Kenjiro Hirayama & Yoshiro Tsutsui, 2003, "Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 03-04, Jan.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2003, "Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 03-04-Rev, Jan, revised Oct 2004.
• Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 2003, "Collusion, Delegation and Supervision with Soft Information," The Review of Economic Studies, Review of Economic Studies Ltd, volume 70, issue 2, pages 253-279.
• Robert Neumann & Torben Voetmann, 2003, "Demand Curves for European Stocks Slope Down Too," Review of Finance, European Finance Association, volume 7, issue 3, pages 437-457.
• Alan Morrison & Nir Vulkan, 2003, "Making Money out of Publicly Available Information," Economics Series Working Papers, University of Oxford, Department of Economics, number 2003-FE-07, Feb.
• Chenchuramaiah T. Bathala & Oswald D. Bowlin & William P. Dukes, 2003, "Corporate Governance, Illiquidity, and Valuation Issues in Privately-Owned Corporations," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 8, issue 1, pages 1-30, Spring.
• Peter Chen & Kasing Man & Chunchi Wu, 2003, "The Information Content in Trades of Inactive Nasdaq Stocks," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 8, issue 2, pages 25-53, Summer.
• Maria Rosa Borges, 2003, "Fiscal effect in dividend distributions," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 1, pages 73-85.
• Jorge Farinha & Francisco Miranda, 2003, "Run-up, toeholds, and agency effects in mergers and acquisitions: evidence from an emerging market," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0311, Nov.
• Brekalo, Miljenko & Marković, Branimir & Matić, Branko, 2003, "Quality of the Information System as the Prequisite for the Realization of Concession Income in Telecommunications," MPRA Paper, University Library of Munich, Germany, number 11017.
• Mlambo, Chipo & Biekpe, Nicholas, 2003, "The consequences of online information dissemination on stock market liquidity and efficiency: Implications on African markets," MPRA Paper, University Library of Munich, Germany, number 24971, Oct, revised Nov 2003.
• Palombini, Edgardo, 2003, "Volatility and liquidity in the Italian money market," MPRA Paper, University Library of Munich, Germany, number 42699, Mar.
• Azzopardi, Paul & Silvio John, Camilleri, 2003, "The Relevance of Short Sales to the Maltese Stock Market," MPRA Paper, University Library of Munich, Germany, number 84566, Jan.
• Miloslav Vošvrda & Lukáš Vácha, 2003, "Heterogeneous agent model with memory and asset price behaviour," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 2, pages 155-168, DOI: 10.18267/j.pep.212.
• Michal Hlaváček & Adam Geršl & Tomáš Cahlík & Michael Berlemann, 2003, "Predikce využívající experimentální trhy
  [Predictions using experimental markets]," Politická ekonomie, Prague University of Economics and Business, volume 2003, issue 6, pages 838-850, DOI: 10.18267/j.polek.441.
• Alan B. Krueger & Kenneth N. Forston, 2003, "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 114, Jan.
• Burton G. Malkiel, 2003, "The Efficient Market Hypothesis and Its Critics," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 111, Apr.
• Karine Michalon, 2003, "Impact des interruptions de cotation sur la microstructure du marché boursier français," Revue d'Économie Financière, Programme National Persée, volume 70, issue 1, pages 253-259, DOI: 10.3406/ecofi.2003.4838.
• Jean-François Casta, 2003, "La comptabilité en « juste valeur » permet-elle une meilleure représentation de l’entreprise ?," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 17-31, DOI: 10.3406/ecofi.2003.4842.
• David Tweedie, 2003, "Le rôle de la juste valeur dans la comptabilisation des instruments financiers," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 53-61, DOI: 10.3406/ecofi.2003.4844.
• René Ricol & Sonia Bonnet-Bernard, 2003, "La juste valeur : un serpent de mer depuis bientôt quinze ans," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 63-69, DOI: 10.3406/ecofi.2003.4845.
• Gwénaëlle Flandrin-Le Maire, 2003, "L'impact macroéconomique de la norme IAS 39," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 123-138, DOI: 10.3406/ecofi.2003.4850.
• François Mouriaux, 2003, "La juste valeur : quels enjeux en termes de politique monétaire et de stabilité financière ?," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 139-154, DOI: 10.3406/ecofi.2003.4851.
• Sylvie Mathérat, 2003, "Juste valeur et évaluation des actifs : le point de vue des autorités prudentielles," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 159-172, DOI: 10.3406/ecofi.2003.4853.
• Jean-François Casta, 2003, "Does fair value accounting provide a better representation of a company?," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 11-24, DOI: 10.3406/ecofi.2003.4742.
• David Tweedie, 2003, "The role of fair value in accounting for financial instruments," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 43-50, DOI: 10.3406/ecofi.2003.4744.
• René Ricol & Sonia Bonnet-Bernard, 2003, "Fair value accounting : an overworked issue over the past fifteen years," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 51-56, DOI: 10.3406/ecofi.2003.4745.
• Gwénaëlle Flandrin-Le Maire, 2003, "The macroeconomic impact of IAS," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 107-120, DOI: 10.3406/ecofi.2003.4750.
• François Mouriaux, 2003, "Fair value accounting : what are implications for monetary and financial stability?," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 121-135, DOI: 10.3406/ecofi.2003.4751.
• Sylvie Mathérat, 2003, "Fair value accounting : Regulators point of view," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 141-153, DOI: 10.3406/ecofi.2003.4753.
• Jonathan Coppel & Ellis Connolly, 2003, "What Do Financial Market Data Tell Us about Monetary Policy Transparency?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2003-05, May.
• Shahin Shojai & George Feiger, 2003, "Market Credibility and Other Dietary Fads," Journal of Financial Transformation, Capco Institute, volume 7, pages 63-70.
• Haim Kedar-Levy, 2003, "Technology shocks and financial bubbles," Journal of Financial Transformation, Capco Institute, volume 7, pages 53-62.
• Leonardo Becchetti & Michele Bagella & Fabrizio Adriani, 2003, "Observed and 'Fundamental' Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe," CEIS Research Paper, Tor Vergata University, CEIS, number 34, Sep.
• Bruce Mizrach, 2003, "Analyst Recommendations and Nasdaq Market Making Activity," Departmental Working Papers, Rutgers University, Department of Economics, number 200307, Aug.
• A. Colin Cameron & Anthony D. Hall, 2003, "A Survival Analysis of Australian Equity Mutual Funds," Australian Journal of Management, Australian School of Business, volume 28, issue 2, pages 209-226, September, DOI: 10.1177/031289620302800201.
• Rodolfo Martell & René M. Stulz, 2003, "Equity-Market Liberalizations as Country IPO's," American Economic Review, American Economic Association, volume 93, issue 2, pages 97-101, May.
• Robert J. Shiller, 2003, "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, volume 17, issue 1, pages 83-104, Winter.
• Chipo Mlambo & Nicholas Biekpe & Eon Smit, 2003, "Testing the Random Walk Hypothesis on Thinly-Traded Markets: The Case of Four African Stock Markets," The African Finance Journal, Africagrowth Institute, volume 5, issue 1, pages 16-35.
• Izquierdo, Ricardo Server & Ronco, Alicia Mateos, 2003, "Los costes de calidad en las empresas citricolas y su identificacion en el marco del sistema de costes basado en actividades," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 3, issue 01, pages 1-17, DOI: 10.22004/ag.econ.28749.
• Manuela CROCI, 2003, "An empirical analysis of international equity market co-movements: implications for informational efficiency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 197, Nov.
• Ariadna Dumitrescu, 2003, "Imperfect Competition and Market Liquidity with a Supply Informed Trader," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 591.03, Oct.
• Thilo Pausch, 2003, "The Lender-Borrower Relationship with Risk Averse Lenders," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 244, Jul.
• Chris D'Souza & Charles Gaa & Jing Yang, 2003, "An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds," Staff Working Papers, Bank of Canada, number 03-28, DOI: 10.34989/swp-2003-28.
• Giovanni Cespa, 2015, "A comparison of stock market mechanisms," Working Papers, Barcelona School of Economics, number 50, Sep.
• Giovanni Cespa, 2015, "Giffen Goods and Market Making," Working Papers, Barcelona School of Economics, number 68, Sep.
• Peter Temin & Hans-Joachim Voth, 2015, "Riding the South Sea Bubble," Working Papers, Barcelona School of Economics, number 91, Sep.
• Benjamin H. Cohen & Hyun Song Shin, 2003, "Positive feedback trading under stress: Evidence from the US Treasury securities market," BIS Working Papers, Bank for International Settlements, number 122, Jan.
• David Hirshleifer & Siew Hong Teoh, 2003, "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, volume 9, issue 1, pages 25-66, March, DOI: 10.1111/1468-036X.00207.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2003, "The Value Spread," Journal of Finance, American Finance Association, volume 58, issue 2, pages 609-641, April, DOI: 10.1111/1540-6261.00539.
• Paul A. Gompers & Josh Lerner, 2003, "The Really Long‐Run Performance of Initial Public Offerings: The Pre‐Nasdaq Evidence," Journal of Finance, American Finance Association, volume 58, issue 4, pages 1355-1392, August, DOI: 10.1111/1540-6261.00570.
• Jean‐Marie Dufour & Lynda Khalaf & Marie‐Claude Beaulieu, 2003, "Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 891-906, December, DOI: 10.1046/j.0305-9049.2003.00085.x.
• Hasan Bakhshi & George Kapetanios & Anthony Yates, 2003, "Rational expectations and fixed-event forecasts: an application to UK inflation," Bank of England working papers, Bank of England, number 176, Feb.
• Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2003, "The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates," Working Papers, Bank of Greece, number 08, Dec.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2003, "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Brazilian Review of Finance, Brazilian Society of Finance, volume 1, issue 1, pages 19-43.
• Marco Bonomo & Ivana Dall'Agnol, 2003, "Abnormal Returns and Contrarian Strategies," Brazilian Review of Finance, Brazilian Society of Finance, volume 1, issue 2, pages 165-215.
• Ailton Cassetari, 2003, "The Maximum Entropy Principle and the Modern Portfolio Theory," Brazilian Review of Finance, Brazilian Society of Finance, volume 1, issue 2, pages 271-300.
• Alan D. Morrison & Nir Vulcan, 2003, "Making Money out of Publicly Available Information," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 03/065, Feb.
• Alexis Cellier, 2003, "Lead lag relatîonships between short term options and the french stock index cac 40: the impact of time measurement," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 46, issue 2, pages 65-82.
• Rudy De Winne & Christophe Majois, 2003, "A comparison of alternative spread décomposition models on Euronext Brussels," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 46, issue 4, pages 91-136.
• Gunther Capelle-Blancard, 2003, "Marchés dérivés et trading de volatilité," Revue économique, Presses de Sciences-Po, volume 54, issue 3, pages 663-673.
• Oscar Jorda & Holly Liu & Jeffrey Williams, 2003, "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers, University of California, Davis, Department of Economics, number 41, Jan.
• Shreekant Gupta, 2003, "Do Stock Markets Penalise Environment-Unfriendly Behaviour? Evidence from India," Working papers, Centre for Development Economics, Delhi School of Economics, number 116, Mar.
• Fatum, Rasmus & Scholnick, Barry, 2003, "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz, number qt4cc3291n, May.
• Kelly, David L. & Steigerwald, Douglas G, 2003, "Private Information and High-Frequency Stochastic Volatility," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt00n4h4mw, Aug.
• Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas, 2003, "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt6zf5469f, Apr.
• Rodolfo Apreda, 2003, "On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach)," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 239, Jul.
• Matías Tapia & Andrea Tokman, 2003, "Efectos de las Intervenciones en el Mercado Cambiario: El Caso de Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 206, Mar.
• Richard K. Lyons, 2003, "Explaining and Forecasting Exchange Rates with Order Flows," Economie Internationale, CEPII research center, issue 96, pages 107-127.
• Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models," CIRANO Working Papers, CIRANO, number 2003s-33, Mar.
• Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," CIRANO Working Papers, CIRANO, number 2003s-34, Apr.
• Pauline Hyme, 2003, "La teoría de los mercados de capitales eficientes. Un examen crítico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2003, "News announcements, market activity and volatility in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003029, Mar.
• Flandreau, Marc, 2003, "Crises and Punishment: Moral Hazard and the Pre-1914 International Financial Architecture," CEPR Discussion Papers, Centre for Economic Policy Research, number 3742, Feb.
• Bacchetta, Philippe & van Wincoop, Eric, 2003, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3808, Feb.
• Goldreich, David & Hanke, Bernd & Nath, Purnendu, 2003, "The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 3900, May.
• Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003, "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4091, Oct.
• Nektarios Aslanidis & Denise Osborn & Marianne Sensier, 2003, "Explaining movements in UK stock prices:," Working Papers, University of Crete, Department of Economics, number 0302, Jan.
• Pascal Barneto, 2003, "La scission d'Eridania-Béghin-Say:essai d'évaluation par un modèle d'options réelles," Revue Finance Contrôle Stratégie, revues.org, volume 6, issue 2, pages 5-42, June.
• Salim Chahine & Jean-Pierre Mathieu, 2003, "Valorisation stratégique par contextes de valeur:le cas des introductions sur le Nouveau marché," Revue Finance Contrôle Stratégie, revues.org, volume 6, issue 2, pages 91-114, June.
• Fabrice Hervé, 2003, "La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires," Revue Finance Contrôle Stratégie, revues.org, volume 6, issue 3, pages 41-77, September.
• LOVO, Stefano & DECAMPS, Jean-Paul, 2003, "Market informational inefficiency, risk aversion and quantity grid," HEC Research Papers Series, HEC Paris, number 770, Jan.
• Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003, "Does anonymity matter in electronic limit order markets ?," HEC Research Papers Series, HEC Paris, number 784, Jul.
• Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003, "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 177, Jun.
• Grinblatt, Mark & Han, Bing, 2003, "The Disposition Effect and Momentum," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-3, Dec.
• Malmendier, Ulrike M. & Tate, Geoffrey, 2003, "Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction," Research Papers, Stanford University, Graduate School of Business, number 1798, Dec.

2002

• Gunther Capelle-Blancard & Séverine Vandelanoite, 2002, "Relations intrajournalières entre l'indice CAC 40 et les options sur indice : Quel est le marché préféré des investisseurs informés ?," Annals of Economics and Statistics, GENES, issue 66, pages 143-177.
• Haigh, Michael S. & Nomikos, Nikos K. & Bessler, David A., 2002, "Integration And Causality In International Freight Markets--Modeling With Error Correction And Directed Acyclic Graphs," Working Papers, University of Maryland, Department of Agricultural and Resource Economics, number 28558, DOI: 10.22004/ag.econ.28558.
• Nikolai Stoichev, 2002, "Information Noise in the Stock Market and Profitability of the Financial Asset," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 88-115.
• Orlin Todorov, 2002, "The Impact of Information Asymmetry on Financial Markets and Hypotheses for Rationing of Assets to Finance for the Small and Medium-Sized Enterprises," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 147-168.
• Nikolay Stoychev, 2002, "Financial assets: market behavior and profitability," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 68-92.
• Chris D'Souza, 2002, "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Staff Working Papers, Bank of Canada, number 02-16, DOI: 10.34989/swp-2002-16.
• Veronika Dolar & Césaire Meh, 2002, "Financial Structure and Economic Growth: A Non-Technical Survey," Staff Working Papers, Bank of Canada, number 02-24, DOI: 10.34989/swp-2002-24.
• Nicolas Audet & Toni Gravelle & Jing Yang, 2002, "Alternative Trading Systems: Does One Shoe Fit All?," Staff Working Papers, Bank of Canada, number 02-33, DOI: 10.34989/swp-2002-33.
• Chris D'Souza, 2002, "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Staff Working Papers, Bank of Canada, number 02-34, DOI: 10.34989/swp-2002-34.
• Luis Eduardo Arango & Yanneth R.Betancourth, 2002, "A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt," Borradores de Economia, Banco de la Republica de Colombia, number 216, Aug, DOI: 10.32468/be.216.
• Benjamin Cohen & Hyun Song Shin, 2002, "Positive feedback trading under stress: evidence from the US Treasury securities market," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market functioning and central bank policy".
• Jan Hanousek & Richard Podpiera, 2002, "Information–driven trading at the Prague Stock Exchange: Evidence from Intra–Day Data," The Economics of Transition, The European Bank for Reconstruction and Development, volume 10, issue 3, pages 747-759, November, DOI: 10.1111/1468-0351.t01-1-00132.
• Martin D. D. Evans, 2002, "FX Trading and Exchange Rate Dynamics," Journal of Finance, American Finance Association, volume 57, issue 6, pages 2405-2447, December, DOI: 10.1111/1540-6261.00501.
• J.-H. Steffi Yang & Satchell, S.E., 2002, "The Impact of Technical Analysis on Asset Price Dynamics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0219, Jul.
• Jorge M.Streb & Javier Bolzico & Pablo Druck & Alejandro Henke & José Rutman & Walter Sosa Escudero, 2002, "Bank relationships: effect on the availability and marginal cost of credit for firms in Argentina," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 216, May.
• Peter Christoffersen & Francis X. Diebold, 2002, "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers, CIRANO, number 2002s-02, Jan.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers, CIRANO, number 2002s-85, Nov.
• Jackson, Matthew O. & Kremer, Ilan, 2002, "On the Concentration of Allocations and Comparisons of Auctions in Large Economies," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 1146, Nov.
• Luis Eduardo Arango & Yanneth R. Betancourt, 2002, "A Signal Of Imperfect Portfolio Capital Adjustments From The Relationschip Between Yields Of Domestic And Foreign Colombian Debt," Borradores de Economia, Banco de la Republica, number 1934, Aug.
• Ignacio V√©lez-Pareja, 2002, "Costo de capital para empresas no transadas en bolsa," Proyecciones Financieras y Valoración, Master Consultores, number 2207, May.
• DURENARD, Eugene & VEREDAS, David, 2002, "Macro surprises and short-term behaviour in bond futures," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002037, Jun.
• GIOT, Pierre & GRAMMIG, Joachim, 2002, "How large is liquidity risk in an automated auction market ?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002054, Oct.
• MODICA, Salvatore, 2002, "Asset trading with informed price makers," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002066, Oct.
• Voth, Hans-Joachim, 2002, "Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period," CEPR Discussion Papers, Centre for Economic Policy Research, number 3254, Mar.
• Biais, Bruno & Glosten, Larry & Spatt, Chester S, 2002, "The Microstructure of Stock Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 3288, Mar.
• Vives, Xavier & Medrano, Luis Angel, 2002, "Regulating Insider Trading when Investment Matters," CEPR Discussion Papers, Centre for Economic Policy Research, number 3292, Apr.
• Foucault, Thierry & Desgranges, Gabriel, 2002, "Reputation-Based Pricing and Price Improvements in Dealership Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 3359, May.
• Jenkinson, Tim & Jones, Howard, 2002, "Bids and Allocations in European IPO Bookbuilding," CEPR Discussion Papers, Centre for Economic Policy Research, number 3644, Nov.
• Hau, Harald, 2002, "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," CEPR Discussion Papers, Centre for Economic Policy Research, number 3651, Nov.
• Hollifield, Burton & SandÃ¥s, Patrik & Miller, Robert A. & Slive, Joshua, 2002, "Liquidity Supply and Demand in Limit Order Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 3676, Dec.
• Edmund H. Mantell, 2002, "A Stochastic Theory of Limit Order Transactions in Securities Markets," Annals of Economics and Finance, Society for AEF, volume 3, issue 1, pages 149-167, May.
• Robert J. Shiller, 2002, "From Efficient Market Theory to Behavioral Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1385, Oct.
• Jeeman Jung & Robert J. Shiller, 2002, "One Simple Test of Samuelson's Dictum for the Stock Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1386, Oct.
• Pierre-Xavier Meschi & Jérôme Hubler, 2002, "Alliances internationales, accumulation d'expérience et création de valeur pour les actionnaires:le cas des coentreprises sino-françaises," Revue Finance Contrôle Stratégie, revues.org, volume 5, issue 3, pages 169-194, September.
• Chau, Minh, 2002, "A Dynamic equilibrium with small fixed transactions costs," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 02025, Nov.
• LOVO, Stefano & DECAMPS, Jean-Paul, 2002, "Risk aversion and herd behavior in financial markets," HEC Research Papers Series, HEC Paris, number 758, May.
• Manganelli, Simone, 2002, "Duration, volume and volatility impact of trades," Working Paper Series, European Central Bank, number 125, Feb.
• Grande, Giuseppe & Ventura, Luigi, 2002, "Labor income and risky assets under market incompleteness: Evidence from Italian data," Journal of Banking & Finance, Elsevier, volume 26, issue 2-3, pages 597-620, March.
• Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2002, "Breadth of ownership and stock returns," Journal of Financial Economics, Elsevier, volume 66, issue 2-3, pages 171-205.
• Jones, Charles M. & Lamont, Owen A., 2002, "Short-sale constraints and stock returns," Journal of Financial Economics, Elsevier, volume 66, issue 2-3, pages 207-239.
• Cohen, Randolph B. & Gompers, Paul A. & Vuolteenaho, Tuomo, 2002, "Who underreacts to cash-flow news? evidence from trading between individuals and institutions," Journal of Financial Economics, Elsevier, volume 66, issue 2-3, pages 409-462.
• William Schwert, G., 2002, "Stock volatility in the new millennium: how wacky is Nasdaq?," Journal of Monetary Economics, Elsevier, volume 49, issue 1, pages 3-26, January.
• Cowan, Arnold R. & Howell, Jann C. & Power, Mark L., 2002, "Wealth effects of banks' rights to market and originate annuities," The Quarterly Review of Economics and Finance, Elsevier, volume 42, issue 3, pages 487-503.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012, "Prediction Markets for Economic Forecasting," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-33, Jul.
• Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens, 2013, "What do the Fama-French Factors Add to C-CAPM?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-23, May.
• Hon, Mark T. & Tonks, Ian, 2002, "Momentum in the UK stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24909, Feb.
• Zigrand, Jean-Pierre, 2002, "Rational asset pricing implications from realistic trading frictions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24933, Mar.