Research classified by Journal of Economic Literature (JEL) codes

2004

• Gertjan Schut & Ruud van Frederikslust, 2004, "Shareholders Wealth Effects of Joint Venture Strategies," Multinational Finance Journal, Multinational Finance Journal, volume 8, issue 3-4, pages 211-225, september.
• Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA, 2004, "Privatization discontent and its determinants: evidence from Latin America," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-023, Jan.
• Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA, 2004, "Privatization discontent and its determinants: evidence from Latin America," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-23, Jan.
• Bedri Tas, 2004, "Private information of the Fed, predictability of stock returns and expected monetary policy," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 100, Sep.
• Martin Cincibuch & David Vavra, 2004, "Testing for the uncovered interest parity using distributions implied by FX options," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 16, Sep.
• Norbert Kiss M., 2004, "The Effects of Macroeconomic News on Money Markets," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2004/30.
• Costanza Torricelli & Marianna Brunetti, 2004, "The internal efficiency of Index Option Markets:Tests on the Italian Market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0472, Nov.
• Wassim Daher & Leonard J. Mirman, 2004, "Market structure and insider trading," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04025, Mar.
• Wassim Daher & Leonard J. Mirman, 2004, "Cournot duopoly and insider trading with two insiders," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04077, Sep.
• Suzi Kerr & Andrew Aitken & Arthur Grimes, 2004, "Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand," Motu Working Papers, Motu Economic and Public Policy Research, number 04_02, May.
• Owen A. Lamont & Jeremy C. Stein, 2004, "Aggregate Short Interest and Market Valuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 10218, Jan.
• John Y. Campbell & Tuomo Vuolteenaho, 2004, "Inflation Illusion and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10263, Feb.
• William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004, "Portfolio Diversification and City Agglomeration," NBER Working Papers, National Bureau of Economic Research, Inc, number 10343, Mar.
• Kenneth A. Froot & Melvyn Teo, 2004, "Equity Style Returns and Institutional Investor Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 10355, Mar.
• Jeffrey R. Brown & J. David Cummins & Christopher M. Lewis & Ran Wei, 2004, "An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 10388, Mar.
• Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho, 2004, "New Forecasts of the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 10406, Apr.
• Jonathan Berk & Richard Stanton, 2004, "A Rational Model of the Closed-End Fund Discount," NBER Working Papers, National Bureau of Economic Research, Inc, number 10412, Apr.
• Paul Asquith & Parag A. Pathak & Jay R. Ritter, 2004, "Short Interest and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 10434, Apr.
• Li Jin & Stewart C. Myers, 2004, "R-Squared Around the World: New Theory and New Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 10453, Apr.
• Amit Goval & Ivo Welch, 2004, "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 10483, May.
• Li Jin & Robert Merton & Zvi Bobie, 2004, "Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10650, Jul.
• Owen Lamont, 2004, "Go Down Fighting: Short Sellers vs. Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 10659, Jul.
• Lily Qiu & Ivo Welch, 2004, "Investor Sentiment Measures," NBER Working Papers, National Bureau of Economic Research, Inc, number 10794, Sep.
• Robert P. Flood & Andrew K. Rose, 2004, "Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 10805, Oct.
• Ulrike Malmendier & Geoffrey Tate, 2004, "Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction," NBER Working Papers, National Bureau of Economic Research, Inc, number 10813, Oct.
• Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler, 2004, "Pseudo Market Timing and Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 10823, Oct.
• Charles Engel, 2004, "Some New Variance Bounds for Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10981, Dec.
• Rafael Repullo & Javier Suarez, 2004, "Venture Capital Finance: A Security Design Approach," Review of Finance, European Finance Association, volume 8, issue 1, pages 75-108.
• Luis Angel Medran & Xavier Vives, 2004, "Regulating Insider Trading When Investment Matters," Review of Finance, European Finance Association, volume 8, issue 2, pages 199-277.
• Biagio Bossone & Jong-Kun Lee, 2004, "In Finance, Size Matters," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 1, pages 1-2.
• Bacha, Obiyathulla I., 2004, "Pricing Hybrid Securities: The Case of Malaysian ICULS," MPRA Paper, University Library of Munich, Germany, number 12764, revised Jun 2004.
• Ulibarri, Carlos A., 2004, "Introducing contemporaneous open-outcry and e-trading at the Chicago Board of Trade," MPRA Paper, University Library of Munich, Germany, number 14821.
• Giulio, Cifarelli, 2004, "Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts," MPRA Paper, University Library of Munich, Germany, number 28655, Feb.
• Blecker, Thorsten & Abdelkafi, Nizar & Kreutler, Gerold, 2004, "A Multi-Agent based Configuration Process for Mass Customization," MPRA Paper, University Library of Munich, Germany, number 5287.
• Blecker, Thorsten & Abdelkafi, Nizar & Kreutler, Gerold & Friedrich, Gerhard, 2004, "Dynamic Multi-Agent Based Variety Formation and Steering in Mass Customization," MPRA Paper, University Library of Munich, Germany, number 8968, Apr.
• Zdeněk Dvorný, 2004, "Efficiency of the Secondary T-Bill Market," Prague Economic Papers, Prague University of Economics and Business, volume 2004, issue 1, pages 17-25, DOI: 10.18267/j.pep.228.
• Grace Wong, 2004, "Has SARS Infected the Property Market? Evidence from Hong Kong," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 11, Apr.
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond-Feingold, 2004, "La volatilité des marchés augmente-t-elle ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 17-44, DOI: 10.3406/ecofi.2004.5030.
• Delphine Lautier & Yves Simon, 2004, "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 45-84, DOI: 10.3406/ecofi.2004.5031.
• Christian Walter, 2004, "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 85-104, DOI: 10.3406/ecofi.2004.5033.
• Jean-Paul Pollin, 2004, "Finance comportementale et volatilité," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 139-156, DOI: 10.3406/ecofi.2004.5036.
• Éric Jondeau, 2004, "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 157-175, DOI: 10.3406/ecofi.2004.5037.
• Olivier Davanne, 2004, "Volatilité des marchés financiers et allocation d’actifs," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 177-201, DOI: 10.3406/ecofi.2004.5038.
• Esther Jeffers & Damien Moyé, 2004, "Dow Jones, CAC 40, SBF 120 : comment expliquer que le CAC 40 est le plus volatil ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 203-218, DOI: 10.3406/ecofi.2004.5039.
• Serge Darolles & Gaëlle Le Fol, 2004, "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 231-243, DOI: 10.3406/ecofi.2004.5042.
• Alain Leclair & Carlos Pardo, 2004, "La volatilité, conséquence ou cause de l'instabilité des marchés financiers ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 245-252, DOI: 10.3406/ecofi.2004.5043.
• Robin Boadway & Michael Keen, 2004, "Financing New Investments Under Asymmetric Information: A General Approach," Working Paper, Economics Department, Queen's University, number 1017, Jan.
• Ellis Connolly & Marion Kohler, 2004, "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Christopher Kent & Simon Guttmann, "The Future of Inflation Targeting".
• Adam Creighton & Luke Gower & Anthony Richards, 2004, "The Impact of Rating Changes in Australian Financial Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-02, Mar.
• Ellis Connolly & Marion Kohler, 2004, "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-10, Nov.
• Baker, Malcolm & Stein, Jeremy C., 2004, "Market liquidity as a sentiment indicator," Journal of Financial Markets, Elsevier, volume 7, issue 3, pages 271-299, June.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004, "The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 14, issue 1, pages 25-36, February.
• Bystrom, Hans N. E., 2004, "The market's view on the probability of banking sector failure: cross-country comparisons," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 14, issue 5, pages 419-438, December.
• Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004, "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, volume 20, issue 4, pages 589-609.
• Norden, Lars & Weber, Martin, 2004, "Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements," Journal of Banking & Finance, Elsevier, volume 28, issue 11, pages 2813-2843, November.
• Block, Steven A. & Vaaler, Paul M., 2004, "The price of democracy: sovereign risk ratings, bond spreads and political business cycles in developing countries," Journal of International Money and Finance, Elsevier, volume 23, issue 6, pages 917-946, October.
• Brown, Jeffrey R. & Cummins, J. David & Lewis, Christopher M. & Wei, Ran, 2004, "An empirical analysis of the economic impact of federal terrorism reinsurance," Journal of Monetary Economics, Elsevier, volume 51, issue 5, pages 861-898, July.
• Kane, Edward J., 2004, "Continuing dangers of disinformation in corporate accounting reports," Review of Financial Economics, Elsevier, volume 13, issue 1-2, pages 149-164.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, volume 13, issue 3, pages 245-258.
• Tapia, Matías & Tokman, Andrea, 2004, "Effects of foreign exchange intervention under public information: the Chilean case," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123134, Apr.
• Dimitrios F. Kenourgios & Ioannis Petropoulos, 2004, "The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 7, issue 2, pages 121-138, Winter.
• Parisi, Antonino & Parisi, Franco & Cornejo, Edinson, 2004, "Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI," El Trimestre Económico, Fondo de Cultura Económica, volume 71, issue 284, pages 789-809, octubre-d.
• Jacobsen, B. & Marquering, W.A., 2004, "Is it the weather?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-100-F&A, Dec.
• HORI Masahiro, 2004, "Does Bank Liquidation Affect Client Firm Performance? Evidence from a Main Bank Failure in Japan," ESRI Discussion paper series, Economic and Social Research Institute (ESRI), number 102, Apr.
• Alessandro BEBER & Michael W. BRANDT, 2004, "The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp105, Jan.
• Philippe BACCHETTA & Eric VAN WINCOOP, 2004, "Higher Order Expectations in Asset Pricing," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp110, May.
• Li JIN & Stewart C. MYERS, 2004, "R2 Around the World: New Theory and New Tests," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp158, Feb.
• Jana Fajtová, 2004, "Open-Ending of Closed-End Funds in the CR: Price and Discount Reaction - Empirical Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 1-2, pages 22-49, January.
• Pavel Bouc & Martin Cincibuch, 2004, "An Interpretation of Czech FX Options," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 7-8, pages 286-304, July.
• Vladimír Gazda & Karel Koøený & Tomáš Výrost, 2004, "Defection of Traditional Standard Deviation Scaling of Capital Asset Returns," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 7-8, pages 325-334, July.
• Samita Sareen & Ali Hortacsu, 2004, "Order Flow and the Formation of Dealer Bids: An Analysis of Information and Strategic Behavior in the Government of Canada Securities Auctions," Working Papers, Fondazione Eni Enrico Mattei, number 2004.145, Dec.
• Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat, 2004, "An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models," Frontiers in Finance and Economics, SKEMA Business School, volume 1, issue 2, pages 101-115, December.
• Roger B. Atindéhou, Jean-Pierre Gueyié, 2004, "Canadian Mutual Fund Flows and Capital Market Movements," Frontiers in Finance and Economics, SKEMA Business School, volume 1, issue 2, pages 70-84, December.
• John Krainer & Jose A. Lopez, 2004, "Using Securities Market Information for Bank Supervisory Monitoring," Working Paper Series, Federal Reserve Bank of San Francisco, number 2004-05, May, DOI: 10.24148/wp2004-05.
• Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004, "Do actions speak louder than words? the response of asset prices to monetary policy actions and statements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-66.
• Paul Gao & Kevin X. D. Huang, 2004, "Aggregate consumption-wealth ratio and the cross-section of stock returns: some international evidence," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 04-07.
• Michael J. Fleming & Kenneth D. Garbade & Frank M. Keane, 2004, "Anomalous bidding in short-term Treasury bill auctions," Staff Reports, Federal Reserve Bank of New York, number 184, May.
• Stéphanie LAVIGNE (ESC Toulouse and GRES-LEREPS), 2004, "Modelling an artificial stock market: When cognitive institutions influence market dynamics," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2004-04.
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004, "La volatilité des marchés augmente-elle ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00308982.
• Wassim Daher & Leonard J Mirman, 2004, "Market Structure and Insider Trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03322686, Mar.
• Wassim Daher & Leonard J Mirman, 2004, "Cournot duopoly and insider trading with two insiders," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03331519, Sep.
• Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004, "La volatilité des marchés augmente-elle ?," Post-Print, HAL, number hal-00308982.
• Christian Walter, 2004, "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Post-Print, HAL, number hal-04529998, DOI: 10.3406/ecofi.2004.5033.
• Edith Ginglinger & Jacques Hamon, 2004, "Actual share repurchases, timing and liquidity," Post-Print, HAL, number halshs-00149200.
• Jean-François Casta, 2004, "Does fair value accounting provide a better representation of a company?," Post-Print, HAL, number halshs-00170461.
• Serge Darolles & Gaëlle Le Fol, 2004, "Nouvelles techniques de gestion et leur impact sur la volatilité," Post-Print, HAL, number halshs-00586095.
• Wassim Daher & Leonard J Mirman, 2004, "Market Structure and Insider Trading," Post-Print, HAL, number halshs-03322686, Mar.
• Wassim Daher & Leonard J Mirman, 2004, "Cournot duopoly and insider trading with two insiders," Post-Print, HAL, number halshs-03331519, Sep.
• Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2004, "The Impact of Experience on Risk Taking, Overconfidence, and Herding of Fund Managers: Complementary Survey Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-292, Jan.
• Lütje, Torben, 2004, "To Be Good or To Be Better: Asset Managers Attitudes Towards Herding," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-297, May.
• Gerth, Hendrik & Niermann, Stefan, 2004, "Überrenditen durch Point and Figure-Charts: Zufall oder System?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-302, Sep.
• Stotz, Olaf & Lutje, Torben & Menkhoff, Lukas & von Nitzsch, Rudiger, 2004, "Do Fund Managers Expect Mean Averting Returns?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-309, Dec.
• Lütje, Torben, 2004, "Sichtweisen und Anlageverhalten des österreichischen Fondsmanagements," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-310, Dec.
• Bechmann, Ken L. & Raaballe, Johannes, 2004, "The Differences Between Stock Splits and Stock Dividends," Working Papers, Copenhagen Business School, Department of Finance, number 2004-1, Mar.
• Lidén, Erik R., 2004, "Are Underwriter-Analysts More Informed? Scandinavian Evidence," Working Papers in Economics, University of Gothenburg, Department of Economics, number 132, Jun, revised 18 Oct 2007.
• Massa, Massimo & Simonov, Andrei, 2004, "Hedging, Familiarity and Portfolio Choice," SIFR Research Report Series, Institute for Financial Research, number 21, Mar.
• Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya, 2004, "Privatization and Stock Market Liquidity," SIFR Research Report Series, Institute for Financial Research, number 23, Apr.
• Dahlquist, Magnus & de Jong, Frank, 2004, "Pseudo Market Timing: Fact or Fiction?," SIFR Research Report Series, Institute for Financial Research, number 24, Jun.
• Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004, "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies, Umeå University, Department of Economics, number 637, May.
• Ansgar Belke & Thorsten Polleit, 2004, "Dividend Yields for Forecasting Stock Market Returns - An ARDL Cointegration Analysis for Germany," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 244/2004.
• Campbell, John & Vuolteenaho, Tuomo, 2004, "Bad Beta, Good Beta," Scholarly Articles, Harvard University Department of Economics, number 3122489.
• Vuolteenaho, Tuomo & Campbell, John, 2004, "Inflation Illusion and Stock Prices," Scholarly Articles, Harvard University Department of Economics, number 3196090.
• Consuelo Riaño Gil & Francisco Javier Ruiz Cabestre & Rafael Santamaría Aquilué, 2004, "Formación de precios de suscripción en el mercado bursátil español: algunas consideraciones," Investigaciones Economicas, Fundación SEPI, volume 28, issue 1, pages 141-191, January.
• Stephen Bond & Mike Hawkins & Alexander Klemm, 2004, "Stamp duty on shares and its effect on share prices," IFS Working Papers, Institute for Fiscal Studies, number W04/11, Jun.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series, Institute for Advanced Studies, number 155, May.
• Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004, "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series, Institute for Advanced Studies, number 160, Jul.
• Galina Hale, 2005, "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll–over," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp062, Apr.
• Min-Hsien Chiang & Long-Jainn Hwang & Yui-Chi Wu, 2004, "Insider Trading Performance in the Taiwan Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 3, issue 3, pages 239-256, December.
• Kitamura, Yukinobu, 2004, "Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 3, pages 115-143, October.
• Mr. Garry J. Schinasi, 2004, "Private Finance and Public Policy," IMF Working Papers, International Monetary Fund, number 2004/120, Jul.
• Elvio Accinelli, 2004, "Inversión Bajo Incertidumbre," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 1, pages 21-44, Marzo 200.
• Eneas A. Caldiño García, 2004, "An Application Of Gibbons-Ross-Shanken'S Test Of The Efficiency Of A Given Portfolio," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 1, pages 45-53, Marzo 200.
• Elenea Valenzuela D., 2004, "Consideración De Los Intangibles En La Evaluación De Acciones Por Los Analistas Financieros," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 2, pages 101-126, Junio 200.
• Manuel Lobato Osario, 2004, "Insider Trading At The Mexican Stock Exchange: Evidence From Data Augmentation," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 2, pages 169-222, Junio 200.
• Juan Carlos Gómez Sala & María Jesús Pastor, 2004, "Is The Market Over-Optimistic About The Prospects Of Firms That Issue Equity? Evidence For The Spanish Market," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-06, Feb.
• Carlos Forner & Joaquín Marhuenda, 2004, "Beneficios Del Momentum En El Mercado Español: ¿Incorrecta Especificacion De Los Modelos De Valoración O Irracionalidad De Los Inversores?," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-20, Oct.
• Frenkel Michael & Stadtmann Georg, 2004, "Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutsch mark Market / Der Zusammenhang zwischen der Profitabilität einer technischen Handelsstrategie und Zentralbankinterventionen im D-Mark/US-Dollar-Markt," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 6, pages 653-672, December, DOI: 10.1515/jbnst-2004-0603.
• Jan G. De Gooijer & Kurt Brännäs, 2004, "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 3, pages 155-171, DOI: 10.1002/for.910.
• Barry Harrison & David Paton, 2004, "Transition, the Evolution of Stock Market Efficiency and Entry into EU: The Case of Romania," Economic Change and Restructuring, Springer, volume 37, issue 3, pages 203-223, September, DOI: 10.1007/s10644-005-5060-y.
• Berneburg, Marian, 2004, "Are European Equity Style Indexes Mean Reverting? Testing the Validity of the Efficient Market Hypothesis," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 193/2004.
• Tykvová, Tereza & Walz, Uwe, 2004, "Are IPOs of Different VCs Different?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-32.

2003

• 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 Staff Working Paper series, 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.