Research classified by Journal of Economic Literature (JEL) codes

2000

• Hirshleifer, David & Luo, Guo Ying, 2000, "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper, University Library of Munich, Germany, number 15347.
• Islahi, Abdul Azim, 2000, "COMMENTS on: “Choice between debt and equity contracts and asymmetrical information: Some empirical evidence"," MPRA Paper, University Library of Munich, Germany, number 22980, revised 2000.
• Wang, Changyun, 2000, "Investor sentiment and return predictability in agricultural futures markets," MPRA Paper, University Library of Munich, Germany, number 36425, Jan, revised Sep 2002.
• Husain, Fazal, 2000, "The Day of the Week Effect in the Pakistani Equity Market: An Investigation," MPRA Paper, University Library of Munich, Germany, number 5268.
• Jorge Barros Luís, 2000, "The Estimation of Risk Premium Implicit in Oil Prices," Working Papers, Banco de Portugal, Economics and Research Department, number w200002.
• Chakravarty, Sugato & Sarkar, Asani, 2000, "Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1138, Sep.
• Meredith Beechey & David Gruen & James Vickery, 2000, "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2000-01, Jan.
• Georges Dionne & Robert Gagné, 2000, "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-1, Feb.
• Bruce Mizrach & Yijie Zhang, 2000, "Should ECNs be SOES-able?," Departmental Working Papers, Rutgers University, Department of Economics, number 200010, Jul.
• Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000, "Correlation structure of extreme stock returns," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0006034, Jun.
• BrownJr., William O. & Burdekin, Richard C. K., 2000, "Fraud and financial markets: the 1997 collapse of the junior mining stocks," Journal of Economics and Business, Elsevier, volume 52, issue 3, pages 277-288.
• Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 2000, "When an event is not an event: the curious case of an emerging market," Journal of Financial Economics, Elsevier, volume 55, issue 1, pages 69-101, January.
• Jondeau, Eric & Rockinger, Michael, 2000, "Reading the smile: the message conveyed by methods which infer risk neutral densities," Journal of International Money and Finance, Elsevier, volume 19, issue 6, pages 885-915, December.

1999

• Elliott, Graham & Ito, Takatoshi, 1999, "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, volume 43, issue 2, pages 435-456, April.
• Los, Cornelis A., 1999, "Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 9, issue 3-4, pages 265-289, November.
• Ivanter Alexander & Peresetsky Anatoly, 1999, "The Development of the State Bond Market," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 99-06e, Jun.
• Bhattacharya, Sudipto & Nicodano, Giovanna, 1999, "Insider trading, investment and liquidity: a welfare analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119114, Aug.
• Friederich, Sylvain & Gregory, Alan & Matako, John & Tonks, Ian, 1999, "Stock price patterns around the trades of corporate insiders on the London Stock Exchange," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119116, Sep.
• James Peck & Matthew O. Jackson, 1999, "Asymmetric information in a competitive market game: Reexamining the implications of rational expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 3, pages 603-628.
• Rohit Rahi & José M. Marín, 1999, "Speculative securities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 14, issue 3, pages 653-668.
• Dusan Isakov, 1999, "Is beta still alive? Conclusive evidence from the Swiss stock market," The European Journal of Finance, Taylor & Francis Journals, volume 5, issue 3, pages 202-212, DOI: 10.1080/135184799337046.
• Elvio Accinelli & Daniel Vaz, 1999, "Inversión bajo incertidumbre," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1299.
• Tawatnuntachai, Oranee & D'Mello, Ranjan, 1999, "Intra-industry reactions of stock split announcements," Working Papers, University of New Orleans, Department of Economics and Finance, number 1999-01, Jun.
• Dorsman, A.B. & Montfort, K. van & Vink, I., 1999, "An adjusted Lintner-model for the Netherlands," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0020.
• Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999, "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 267, Sep.
• Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt, 1999, "Offer Price, Target Ownership Structure and IPO Performance," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-36, Aug.
• Frank Gerhard & Dieter Hess & Winfried Pohlmeier, 1999, "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," Finance, University Library of Munich, Germany, number 9904006, Apr.
• Alok Kumar, 1999, "Behavior Of Momentum Following And Contrarian Market Timers," Yale School of Management Working Papers, Yale School of Management, number ysm113, Jan.
• Amit Goyal & Ivo Welch, 1999, "Predicting the Equity Premium with Dividend Ratios," Yale School of Management Working Papers, Yale School of Management, number amz2437, Apr, revised 01 Nov 2002.
• Gerhard, Frank & Hautsch, Nikolaus, 1999, "Volatility Estimation on the Basis of Price Intensities," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 99/19.
• Pierdzioch, Christian & Stadtmann, Georg, 1999, "Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung," Kiel Working Papers, Kiel Institute for the World Economy, number 911.
• Golder, Stefan M. & Buch, Claudia M., 1999, "Foreign Competition and Disintermediation: No Threat to the German Banking System?," Kiel Working Papers, Kiel Institute for the World Economy, number 960.
• Grammig, Joachim & Wellner, Marc, 1999, "Modeling the interdependence of volatility and inter-transaction duration processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,21.
• Wulff, Christian, 1999, "The market reaction to stock splits: Evidence from Germany," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,42.
• Herwartz, Helmut, 1999, "Weekday dependence of German stock market returns," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,47.
• Coco, Giuseppe, 1999, "Collateral, heterogeneity in risk attitude and the credit market equilibrium," European Economic Review, Elsevier, volume 43, issue 3, pages 559-574, March.
• Holden, Steinar & Kolsrud, Dag, 1999, "Noisy signals in target zone regimes:: Theory and Monte Carlo experiments," European Economic Review, Elsevier, volume 43, issue 8, pages 1531-1567, August.
• Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle, 1999, "Intra-day market activity," Journal of Financial Markets, Elsevier, volume 2, issue 3, pages 193-226, August.
• Philippe Muller & Mark Zelmer, 1999, "Greater Transparency in Monetary Policy: Impact on Financial Markets," Technical Reports, Bank of Canada, number 86, DOI: 10.34989/tr-86.
• René Lalonde, 1999, "The Information Content of Interest Rate Futures Options," Staff Working Papers, Bank of Canada, number 99-15, DOI: 10.34989/swp-1999-15.
• Fabio Fornari & Carlo Monticelli & Marcello Pericoli & Massimo Tivegna, 1999, "The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 358, Oct.
• Antonio Scalia & Valerio Vacca, 1999, "Does Market Transparency Matter? a Case Study," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 359, Oct.
• Camilo Zea, 1999, "Financial Inefficiency and Real Business Cycle in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 127, Jul, DOI: 10.32468/be.127.
• Antonio Scalia & Valerio Vacca, 1999, "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market Liquidity: Research Findings and Selected Policy Implications".
• Der‐Yuan Yang, 1999, "A Cooperative Perspective On Sovereign Debt: Past And Present," Contemporary Economic Policy, Western Economic Association International, volume 17, issue 1, pages 44-53, January, DOI: 10.1111/j.1465-7287.1999.tb00662.x.
• Bruno Biais & Christophe Bisière & Jean‐Paul Décamps, 1999, "Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," European Financial Management, European Financial Management Association, volume 5, issue 3, pages 395-410, November, DOI: 10.1111/1468-036X.00101.
• Judith Chevalier & Glenn Ellison, 1999, "Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance," Journal of Finance, American Finance Association, volume 54, issue 3, pages 875-899, June, DOI: 10.1111/0022-1082.00130.
• Ryan Sullivan & Allan Timmermann & Halbert White, 1999, "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1647-1691, October, DOI: 10.1111/0022-1082.00163.
• Andrew Metrick, 1999, "Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1743-1775, October, DOI: 10.1111/0022-1082.00165.
• Carter, ME & Soo, BS, 1999, "The relevance of Form 8-K reports," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 119-132, DOI: http://hdl.handle.net/10.2307/24913.
• Frankel, R & Johnson, M & Skinner, DJ, 1999, "An empirical examination of conference calls as a voluntary disclosure medium," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 133-150, DOI: http://hdl.handle.net/10.2307/24914.
• Phillips, F, 1999, "Auditor attention to and judgments of aggressive financial reporting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 167-189, DOI: http://hdl.handle.net/10.2307/24914.
• Pfeiffer, RJ & Elgers, PT, 1999, "Controlling for lagged stock price responses in pricing regressions: An application to the pricing of cash flows and accruals," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 239-247, DOI: http://hdl.handle.net/10.2307/24914.
• Kasznik, R, 1999, "On the association between voluntary disclosure and earnings management," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 57-81, DOI: http://hdl.handle.net/10.2307/24913.
• Engel, E & Erickson, M & Maydew, E, 1999, "Debt-equity hybrid securities," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 249-274, DOI: http://hdl.handle.net/10.2307/24914.
• Harris, TS & Kemsley, D, 1999, "Dividend taxation in firm valuation: New evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 275-291, DOI: http://hdl.handle.net/10.2307/24914.
• Ely, K & Waymire, G, 1999, "Accounting standard-setting organizations and earnings relevance: Longitudinal evidence from NYSE common stocks, 1927-93," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 293-317, DOI: http://hdl.handle.net/10.2307/24914.
• Francis, J & Schipper, K, 1999, "Have financial statements lost their relevance?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 319-352, DOI: http://hdl.handle.net/10.2307/24914.
• Lev, B & Zarowin, P, 1999, "The boundaries of financial reporting and how to extend them," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 353-385, DOI: http://hdl.handle.net/10.2307/24914.
• Barth, ME & Elliott, JA & Finn, MW, 1999, "Market rewards associated with patterns of increasing earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 387-413, DOI: http://hdl.handle.net/10.2307/24914.
• Libby, R & Tan, HT, 1999, "Analysts' reactions to warnings of negative earnings surprises," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 415-435, DOI: http://hdl.handle.net/10.2307/24914.
• Manzano, C, 1999, "Price-signal relations in an imperfectly competitive financial market with public and private information," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 451-463, DOI: http://hdl.handle.net/10.2307/24914.
• Pae, S, 1999, "Acquisition and discretionary disclosure of private information and its implications for firms' productive activities," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 465-474, DOI: http://hdl.handle.net/10.2307/24914.
• Kinney, W & Libby, R, 1999, "Research on credible financial reporting 1961-99: The contributions of Professor Nicholas Dopuch," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 1-15, DOI: http://hdl.handle.net/10.2307/24913.
• Hirst, DE & Koonce, L & Miller, J, 1999, "The joint effect of management's prior forecast accuracy and the form of its financial forecasts on investor judgment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 101-124, DOI: http://hdl.handle.net/10.2307/24913.
• Kennedy, J, 1999, "Discussion of the joint effect of management's prior forecast accuracy and the form of its financial forecasts on investor judgment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 125-134, DOI: http://hdl.handle.net/10.2307/24913.
• Nagar, V, 1999, "The role of the manager's human capital in discretionary disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 167-181, DOI: http://hdl.handle.net/10.2307/24913.
• Kim, O, 1999, "Discussion of the role of the manager's human capital in discretionary disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 183-185, DOI: http://hdl.handle.net/10.2307/24913.
• Pope, PF & Walker, M, 1999, "International differences in the timeliness, conservatism, and classification of earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 53-87, DOI: http://hdl.handle.net/10.2307/24913.
• Basu, S, 1999, "Discussion of international differences in the timeliness, conservatism, and classification of earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 89-99, DOI: http://hdl.handle.net/10.2307/24913.
• Sciubba, E., 1999, "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9908, Jun.
• Soo-Bin Park, 1999, "A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields," Carleton Economic Papers, Carleton University, Department of Economics, number 99-03.
• Rodolfo Apreda, 1999, "Transactionally Efficient Markets, Dynamic Arbitrage and Microstructure," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 151, Jul.
• Nauro F. Campos & Jan Hanousek & Randall K. Filer, 1999, "Do Stock Markets Promote Economic Growth?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp151, Oct.
• Peter Christoffersen & Stefano Mazzotta, 2004, "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers, CIRANO, number 2004s-16, Apr.
• Ignacio V√©lez Pareja, 1999, "The Colombian Stock Market: 1930-1998," Proyecciones Financieras y Valoración, Master Consultores, number 3576, Jan.
• Zalewska, Ania, 1999, "Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2134, Apr.
• Bhattacharya, Sudipto & Nicodano, Giovanna, 1999, "Insider Trading, Investment and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2251, Oct.
• Wyplosz, Charles, 1999, "Financial Restraints and Liberalization in Postwar Europe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2253, Oct.
• Foucault, Thierry & Röell, Ailsa A & Sandås, Patrik, 1999, "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2265, Oct.
• Hau, Harald, 1999, "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2297, Nov.
• Dor, Eric & Durré, Alain, 1999, "Stock Prices, Exchange Rates and Monetary Policy," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000001, Dec.
• Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 1999, "A Theory of Supervision with Endogenous Transaction Costs," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 21, Nov, revised Oct 2000.
• Alessandro, CITANNA & Antonio, VILLANACCI, 1999, "Existence and Regularity of Partially Revealing Rational Expectations Equilibrium in Finite Economies," HEC Research Papers Series, HEC Paris, number 681, Mar.
• Eric Brown, 1999, "Long-run performance analysis of a new sample of UK IPOs," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 41, Aug.
• George Buckley & Richard W P Holt, 1999, "Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 47, Jan.
• Fabrice Rousseau;, 1999, "Bluffing: an equilibrium strategy," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n981099, Nov.
• Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha, 1999, "Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market," Capital Markets Review, Malaysian Finance Association, volume 7, issue 1&2, pages 1-46.
• Ranko Jelic & Richard Briston & Chris Mallin, 1999, "Gambling Banks and Firm Financing in Transition Economies," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 4, pages 253-282, December.
• Áron Gereben, 1999, "The Interbank Money Market in Hungary," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 1999/7.
• Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999, "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla99103, Sep.
• Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999, "The Profits to Insider Trading: A Performance-Evaluation Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 6913, Jan.
• Klaas Baks & Andrew Metrick & Jessica Wachter, 1999, "Bayesian Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 7069, Apr.
• Louis K.C. Chan & Josef Lakonishok & Theodore Sougiannis, 1999, "The Stock Market Valuation of Research and Development Expenditures," NBER Working Papers, National Bureau of Economic Research, Inc, number 7223, Jul.
• Henry S. Farber & Kevin F. Hallock, 1999, "Have Employment Reductions Become Good News for Shareholders? The Effect of Job Loss Announcements on Stock Prices, 1970-97," NBER Working Papers, National Bureau of Economic Research, Inc, number 7295, Aug.
• David Ikenberry & Josef Lakonishok & Theo Vermaelen, 1999, "Stock Repurchases in Canada: Performance and Strategic Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 7325, Aug.
• Young-Hye Cho & Robert F. Engle, 1999, "Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 7330, Sep.
• Young-Hye Cho & Robert F. Engle, 1999, "Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 7331, Sep.
• Kathryn M. Dominguez, 1999, "The Market Microstructure of Central Bank Intervention," NBER Working Papers, National Bureau of Economic Research, Inc, number 7337, Sep.
• Harrison Hong & Jeremy C. Stein, 1999, "Differences of Opinion, Rational Arbitrage and Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 7376, Oct.
• Stilianos Fountas & Konstantinos N. Segredakis, 1999, "Emerging Stock Markets Return Seasonalities: the January Effect and the Tax-Loss Selling Hypothesis," Working Papers, National University of Ireland Galway, Department of Economics, number 37, revised 1999.
• Gadi Barlevy & Pietro Veronesi, 1999, "On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1252, Jan.
• Paul Mylonas & Sebastian Schich, 1999, "The Use of Financial Market Indicators by Monetary Authorities," OECD Economics Department Working Papers, OECD Publishing, number 223, Sep, DOI: 10.1787/853022881453.
• Franck Moraux & Patrick Navatte & Christophe Villa, 1999, "The Predictive Power of the French Market Volatility Index: A Multi Horizons Study," Review of Finance, European Finance Association, volume 2, issue 3, pages 303-320.
• Norvald Instefjord, 1999, "The Market for Corporate Control and the Agency Paradigm," Review of Finance, European Finance Association, volume 3, issue 1, pages 1-22.
• Alexander Guembel, 1999, "Trading on Short-Term Information," Economics Series Working Papers, University of Oxford, Department of Economics, number 1999-FE-10, Oct.
• Rodrigo Saens, 1999, "Premia In Emerging Market Adr Prices:Evidence From Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 2, issue 1, pages 51-70.
• Fazal Husain & Tariq Mahmood, 1999, "Monetary Expansion and Stock Returns in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 38, issue 4, pages 769-776.
• Fazal HUSAIN & Jamshed UPPAL, 1999, "STOCK RETURNS VOLATILITY IN AN EMERGING MARKET: The Pakistani Evidence," Pakistan Journal of Applied Economics, Applied Economics Research Centre, volume 15, pages 19-40.
• Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin, 1999, "Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market," MPRA Paper, University Library of Munich, Germany, number 13075.
• Husain, Fazal & Mahmood, Tariq, 1999, "Monetary Expansion and Stock Returns in Pakistan," MPRA Paper, University Library of Munich, Germany, number 5020.
• Husain, Fazal & Uppal, Jamshed, 1999, "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper, University Library of Munich, Germany, number 5270.
• Husain, Fazal & Forbes, Kevin, 1999, "Efficiency in a Thinly Traded Market: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 5355.
• Bernardino Adão, 1999, "Iberian Financial Integration," Working Papers, Banco de Portugal, Economics and Research Department, number w199905.
• Bernard Caillaud & Georges Dionne & Bruno Jullien, 1999, "Corporate insurance with optimal financial contracting," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 96-1, Aug.
• Apostolos Serletis & Periklis Gogas, 1999, "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, , volume 20, issue 1, pages 83-103, January, DOI: 10.5547/ISSN0195-6574-EJ-Vol20-No1-.
• Alexander Gumbel, 1999, "Trading on Short-Term Information," OFRC Working Papers Series, Oxford Financial Research Centre, number 1999fe10.
• Jean-Philippe Bouchaud & Marc Potters & Martin Meyer, 1999, "Apparent multifractality in financial time series," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9906347, Jun.
• Philippas, N., 1999, "Are Greek Mutual Fund Managers Market Timers?," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-4, pages 33-42, January -.
• Dušan ISAKOV & Marc HOLLISTEIN, 1999, "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is it Profitable?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp2, Jan.
• Miloš Fipip, 1999, "Doporuèení analytikù na èeském akciovém trhu - jsou k užitku? (2. èást) (Analysts' Recommendations on the Czech Stock Exchange - Are They Worth of? 2nd part)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 5, pages 268-280, May.
• Enrico C. Perotti & Ernst-Ludwig von Thadden, 1999, "Dominant Investors and Strategic Transparency," Working Papers, Fondazione Eni Enrico Mattei, number 1999.24, Feb.
• Giovanna Nicodano & Sudipto Bhattacharya, 1999, "Insider Trading, Investment and Liquidity: A Welfare Analysis," FMG Discussion Papers, Financial Markets Group, number dp334, Aug.
• Robert E. Verrecchia & Christian Leuz, 1999, "The Economic Consequences of Increased Disclosure," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 41, Jul.
• Lubrano, M., 1999, "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a49.
• Vacca, V. & Scalia, A., 1999, "Does Market Transparency Matter? A Case Study," Papers, Banca Italia - Servizio di Studi, number 359.
• Artus, P., 1999, "Pourquoi la volatilite est-elle restee forte sur tous les marches financiers apres la crise de l'ete 1998?," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-13/fi.
• Isakov, D. & Perignon, C., 1999, "Evolution of Market Uncertainty around Earnings Announcements," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.12.
• Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999, "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1858.
• Smith, L., 1999, "Private Information and Trade Timing," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-07.
• Giovanni Siciliano, 1999, "Are Short-Horizon Equity Returns Predictable? Evidence from Large and Frequently Traded Italian Stocks," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 58, issue 2, pages 241-267, September.
• Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999, "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03620363, Sep.
• Gaëlle Le Fol & Christian Gourieroux, 1999, "Intra-day market activity," Post-Print, HAL, number halshs-00536268.
• Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999, "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Post-Print, HAL, number halshs-03620363, Sep.
• Neumann, Robert & Voetmann, Torben, 1999, "Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings," Working Papers, Copenhagen Business School, Department of Finance, number 1999-9, Aug.
• Jakobsen, Jan & Sørensen, Ole, 1999, "Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark," Working Papers, Copenhagen Business School, Department of Finance, number 2000-2, Nov.
• Jakobsen, Jan & Voetmann, Torben, 1999, "Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns," Working Papers, Copenhagen Business School, Department of Finance, number 2000-3, Dec.
• Jakobsen, Jan & Voetmann, Torben, 1999, "Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997," Working Papers, Copenhagen Business School, Department of Finance, number 2000-4, Oct.
• Johansson, Anders & Rolseth, Lars, 1999, "The effects of firm-specific variables and consensus forecasts data on the pricing of large Swedish firms’ stocks," Working Papers in Economics, University of Gothenburg, Department of Economics, number 15, Jul.
• Söderström, Ulf, 1999, "Predicting monetary policy using federal funds futures prices," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 307, Mar.
• Söderström, Ulf, 1999, "Predicting monetary policy using federal funds future prices," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 85, May.
• Säfvenblad, Patrik, 1999, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 86, Jun.
• Ohtake, Fuminobu & Oda, Nobuyuki & Yoshiba, Toshinao, 1999, "Market Price Analysis and Risk Management for Convertible Bonds," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 17, issue 2, pages 47-89, August.
• Juan Carlos Gómez Sala, 1999, "- Rentabilidad Y Liquidez Alrededor De Los Splits," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-01, Feb.

1998

• Coco, G., 1998, "On the Use of Collateral," Discussion Papers, University of Exeter, Department of Economics, number 9805.
• Harris, R., 1998, "The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach," Discussion Papers, University of Exeter, Department of Economics, number 9811.
• Harris, Richard, 1998, "A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data," Discussion Papers, University of Exeter, Department of Economics, number 9812.
• Harris, R.D.F. & Sanchez-Valle, R., 1998, "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Discussion Papers, University of Exeter, Department of Economics, number 9815.
• Mika Vaihekoski, 1998, "Short-term returns and the predictability of Finnish stock returns," Finnish Economic Papers, Finnish Economic Association, volume 11, issue 1, pages 19-36, Spring.
• Aarni Pursiainen, 1998, "Relationship between volatility and multilisting : evidence from the Finnish stock market," Finnish Economic Papers, Finnish Economic Association, volume 11, issue 2, pages 65-85, Autumn.
• Rohit Rahi & James Dow, 1998, "Should Speculators be Taxed?," FMG Discussion Papers, Financial Markets Group, number dp291, Apr.
• Rohit Rahi & James Dow, 1998, "Informed Trading, Investment, and Welfare," FMG Discussion Papers, Financial Markets Group, number dp292, Apr.
• Allan Timmermann & Halbert White & Ryan Sullivan, 1998, "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers, Financial Markets Group, number dp303, Sep.
• Markus K Brunnermeier, 1998, "Buy on Rumours - Sell on News: A Manipulative Trading Strategy," FMG Discussion Papers, Financial Markets Group, number dp309, Nov.
• Inanga, E.L. & Emenuga, C., 1998, "Les caracteristiques institutionnelles, traditionnelles et les modes de determination des cours de l'actif a la bourse de valeurs du Nigeria," Papers, African Economic Research Consortium, number 60.
• Cesari, R. & Panetta, F., 1998, "Style, Fees and Performance of Italian Equity Funds," Papers, Banca Italia - Servizio di Studi, number 325.
• Artus, P., 1998, "Heterogeneite des capacites a utiliser l'information sur les marches financiers et chaines d'invention sur les marches," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1998-01/fi.
• Serletis, A. & Gogas, P., 1998, "The North American Natural Gas Liquids Markets are Chaotic," Papers, Calgary - Department of Economics, number 98-10.
• Repullo, R. & Suarez, J., 1998, "Venture Capital Finance: a Security Design Approach," Papers, Centro de Estudios Monetarios Y Financieros-, number 9804.
• Glasserman, P. & Zhao, X., 1998, "Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models," Papers, Columbia - Graduate School of Business, number 98-09.
• Isakov, D. & Hollistein, M., 1998, "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable?," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 98.2.
• Hubler, J. & Schmidt, G., 1998, "Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais?," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1998-11.
• Luis Angel Medrano & Xavier Vives, 1998, "Strategic Behavior and Price Discovery," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1825.
• Paul A. Gompers & Andrew Metrick, 1998, "How Are Large Institutions Different from Other Investors? Why Do These Differences Matter?," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1830.
• Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-013, Feb.
• Marshall E. Blume & Felix Lim & A. Craig MacKinlay, , "The Declining Credit Quality of US Corporate Debt: Myth or Reality?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-98.
• Donald B. Keim & Ananth Madhavan, , "The Information Contained in Stock Exchange Seat Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 07-98.
• Donald B. Keim & Ananth Madhavan, , "The Cost of Institutional Equity Trades," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-98.
• Michael A. Goldstein & Kenneth A. Kavajecz, , "Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-98.
• Booth, L., 1998, "Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 98-001.
• Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998, "VaR-x: Fat Tails in Financial Risk Management," Papers, Southern California - School of Business Administration, number 98-54.
• Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A., 1998, "The Cost of Capital in International Financial Markets: Local Versus Global Beta," Papers, Southern California - School of Business Administration, number 99-55.
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998, "Price adjustment at multiproduct retailers," Post-Print, HAL, number hal-02385586, Mar.
• Michael Rockinger & Giovanni Urga, 1998, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," Working Papers, HAL, number hal-00601498.
• Michael Rockinger & S. Coutant & Eric Jondeau, 1998, "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers, HAL, number hal-00601499.
• Säfvenblad, Patrik, 1998, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 240, May.
• Andersson, Michael K. & Nydahl, Stefan, 1998, "Rational Bubbles and Fractional Alternatives," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 266, Oct.
• Graham Elliott & Takatoshi Ito, 1998, "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a347, Mar.
• Mr. Tito Cordella & Mr. Eduardo Levy Yeyati, 1998, "Financial Opening, Deposit Insurance, and Risk in a Model of Banking Competition," IMF Working Papers, International Monetary Fund, number 1998/097, Jun.
• Mr. Tito Cordella, 1998, "Can Short-Term Capital Controls Promote Capital Inflows?," IMF Working Papers, International Monetary Fund, number 1998/131, Sep.
• Brunnermeier, Markus, 1998, "Buy on rumours - sell on news: a manipulative trading strategy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119135, Nov.