Research classified by Journal of Economic Literature (JEL) codes

2002

• Maillet, Bertrand & Michel, Thierry, 2002, "How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24936, Jul.
• Farinós Viñas, José Emilio & García, C. José & Ibáñez, Ana M.ª, 2002, "Problemas en la estimación y en el contraste de los rendimientos anormales a largo plazo: Estado de la cuestión," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Martínez Sedano, Miguel Ángel & Rubio Irigoyen, Gonzalo & Tapia, Mikel, 2002, "Understanding the ex-ante cost of liquidity in the limit order book: A note," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X, Jan.
• G. Dionne & F. Giuliano & P. Picard, 2002, "Optimal auditing for insurance fraud," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-32.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," 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-2002-91-F&A, Oct.
• Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W., 2002, "Dividing the Pie," 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-2002-101-F&A, Oct.
• Kabir, R. & Roosenboom, P.G.J., 2002, "Can the stock market anticipate future operating performance? Evidence from equity rights issues," 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-2002-102-F&A, Nov.
• Andrew Hughes Hallett & Christian R. Richter, 2002, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," The Economic and Social Review, Economic and Social Studies, volume 33, issue 3, pages 333-356.
• Angelo Ranaldo, 2002, "Market Dynamics Around Public Information Arrivals," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp45, Feb.
• Michael J. Fleming, 2002, "Are larger Treasury issues more liquid? Evidence from bill reopenings," Proceedings, Federal Reserve Bank of Cleveland, pages 707-739.
• Michael J. Fleming, 2002, "Are larger Treasury issues more liquid? Evidence from bill reopenings," Staff Reports, Federal Reserve Bank of New York, number 145.
• Ian Tonks & Mark T Hon, 2002, "Mommentum in the UK Stock Market," FMG Discussion Papers, Financial Markets Group, number dp405, Feb.
• Thierry Michel & Bertrand Maillet, 2002, "How Deep was the September 2001 Stock Market Crisis? Putting Recent Events on the American and French Markets into Perspective with an Index of Market Shocks," FMG Discussion Papers, Financial Markets Group, number dp417, Jul.
• John Y. Campbell & Tuomo Vuolteenaho, 2002, "Bad Beta, Good Beta," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1971.
• Malcolm Baker & Jeremy C. Stein, 2002, "Market Liquidity as a Sentiment Indicator," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1977.
• Koulouriotis, D.E. & Emiris, D.M. & Diakoulakis, I.E. & Zopounidis, C., 2002, "Behavioristic Analysis And Comparative Evaluation Of Intelligent Methodologies For Short-Term Stock Price Forecasting," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 23-57, November.
• Daniel Levy & Shantanu Dutta & Mark Bergen, 2002, "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Micro-Level Data," Post-Print, HAL, number hal-02386496, DOI: 10.1353/mcb.2002.0031.
• Jean-François Gajewski & Edith Ginglinger, 2002, "Seasoned equity issues in a closely held market: evidence from France," Post-Print, HAL, number halshs-00138293, DOI: 10.1023/A:1022024925877.
• Karine Michalon, 2002, "Impact des interruptions de cotation sur la microstructure du marché boursier français," Post-Print, HAL, number halshs-00142776.
• Jean-Paul Decamps & Stefano Lovo, 2002, "Risk Aversion and Herd Behavior in Financial Markets," Working Papers, HAL, number hal-00593657, May.
• Jozsef Molnar, 2002, "Preemptive Horizontal Mergers: Theory and Evidence," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0213, Dec.
• Bechmann, Ken L., 2002, "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index," Working Papers, Copenhagen Business School, Department of Finance, number 2002-2, Mar.
• Daunfeldt, Sven-Olov, 2002, "Tax Policy Changes and Ex-dividend Behavior: The Case of Sweden," Umeå Economic Studies, Umeå University, Department of Economics, number 585, Feb.
• Brännäs, Kurt, 2002, "Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data," Umeå Economic Studies, Umeå University, Department of Economics, number 592, Oct.
• Neringa Jarmalaite Pritchard, 2002, "The Relationship between Accounting Numbers and Returns in the Baltic Stock Markets," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0206.
• 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," Research Department Publications, Inter-American Development Bank, Research Department, number 3140, May.
• John Cable & Andrew Henley & Kevin Holland, 2002, "Pot of gold or winner's curse? An event study of the auctions of 3G mobile telephone licences in the UK," Fiscal Studies, Institute for Fiscal Studies, volume 23, issue 4, pages 447-462, December.
• Alt, Raimund & Fortin, Ines & Weinberger, Simon, 2002, "The Day-of-the-Week Effect Revisited: An Alternative Testing Approach," Economics Series, Institute for Advanced Studies, number 127, Nov.
• Qi Li, 2002, "Market Opening and Stock Market Behavior: Taiwan's Experience," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 9-16, April.
• Juan Carlos Gómez Sala & Ana Gil & Francisco Poveda, 2002, "Revisión De Expectativas En Las Presentaciones De Empresa Ante Los Analistas Financieros," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-19, Aug.
• Johann Burgstaller, 2002, "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2002-07, Jul.
• Krämer Walter, 2002, "Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 2, pages 210-229, April, DOI: 10.1515/jbnst-2002-0204.
• Dionne, Georges & Gagne, Robert, 2002, "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Journal of Risk and Uncertainty, Springer, volume 24, issue 3, pages 213-230, May.
• Fornari, Fabio & Monticelli, Carlo & Pericoli, Marcello & Tivegna, Massimo, 2002, "The impact of news on the exchange rate of the lira and long-term interest rates," Economic Modelling, Elsevier, volume 19, issue 4, pages 611-639, August.
• Cordella, Tito & Yeyati, Eduardo Levy, 2002, "Financial opening, deposit insurance, and risk in a model of banking competition," European Economic Review, Elsevier, volume 46, issue 3, pages 471-485, March.
• Cespa, Giovanni, 2002, "Short-term investment and equilibrium multiplicity," European Economic Review, Elsevier, volume 46, issue 9, pages 1645-1670, October.
• Gerhard, Frank & Hautsch, Nikolaus, 2002, "Volatility estimation on the basis of price intensities," Journal of Empirical Finance, Elsevier, volume 9, issue 1, pages 57-89, January.
• Hong, Harrison & Rady, Sven, 2002, "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, volume 5, issue 4, pages 419-450, October.
• Komáromi, György, 2002, "A hatékony piacok elméletének elméleti és gyakorlati relevanciája
  [The theoretical and practical relevance of the theory of efficient markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 377-395.
• Livio Stracca, 2002, "Behavioural Finance and Aggregate Market Behaviour: Where do we Stand?," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 02/10, May.
• David Hojman & Robert F. K. Wynn, 2002, "Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis," Working Papers, University of Liverpool, Department of Economics, number 2002_03.
• Fabrice Herve, 2002, "La persistance de la performance des fonds de pension individuels britanniques : une étude empirique sur des fonds investis en actions et des fonds obligataires," Working Papers, Laboratoire Orléanais de Gestion - université d'Orléans, number 2002-3.
• Levy, Daniel & Dutta, Shantanu & Bergen, Mark, 2002, "Heterogeneity in Price Rigidity: Evidence from a Case Study Using Microlevel Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 34, issue 1, pages 197-220, February.
• Fleming, Michael J, 2002, "Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings," Journal of Money, Credit and Banking, Blackwell Publishing, volume 34, issue 3, pages 707-735, August.
• George Athanassakos, 2002, "The Scrutinized-firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 1, pages 1-27, March.
• Bilgehan Yazici & Gulnur Muradoglu, 2002, "Dissemination of Stock Recommendations and Small Investors: Who Benefits?," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 1, pages 29-42, March.
• Rashid Al-Qenae & Carmen Li & Bob Wearing, 2002, "The Information Content of Earnings on Stock Prices: The Kuwait Stock Exchange," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 3-4, pages 197-221, September.
• Zoe McLaren, 2002, "The Effectiveness Of Reserve Bank Of Australia Foreign Exchange Intervention," Department of Economics - Working Papers Series, The University of Melbourne, number 849.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-17.
• 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," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2002.
• Alberto Zazzaro, 2002, "The Allocation of Entrepreneurial Talent under Imperfect Lending Decisions," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 303-330.
• Amit Goyal & Ivo Welch, 2002, "Predicting the Equity Premium With Dividend Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 8788, Feb.
• Wayne Ferson & Kenneth Khang, 2002, "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 8790, Feb.
• Heber Farnsworth & Wayne E. Ferson & David Jackson & Steven Todd, 2002, "Performance Evaluation with Stochastic Discount Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 8791, Feb.
• Randolph B. Cohen & Paul A. Gompers & Tuomo Vuolteenaho, 2002, "Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions," NBER Working Papers, National Bureau of Economic Research, Inc, number 8793, Feb.
• Malcolm Baker & Jeremy C. Stein, 2002, "Market Liquidity as a Sentiment Indicator," NBER Working Papers, National Bureau of Economic Research, Inc, number 8816, Feb.
• Urban Jermann & Vincenzo Quadrini, 2002, "Stock Market Boom and the Productivity Gains of the 1990s," NBER Working Papers, National Bureau of Economic Research, Inc, number 9034, Jun.
• Owen A. Lamont, 2002, "Evaluating Value Weighting: Corporate Events and Market Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 9049, Jul.
• Arik Ben Dor & Ravi Jagannathan, 2002, "Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 9111, Aug.
• Paul Asquith & Michael B. Mikhail & Andrea S. Au, 2002, "Information Content of Equity Analyst Reports," NBER Working Papers, National Bureau of Economic Research, Inc, number 9246, Oct.
• Jeeman Jung & Robert J. Shiller, 2002, "One Simple Test of Samuelson's Dictum for the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 9348, Nov.
• Patrick Lenain & Marcos Bonturi & Vincent Koen, 2002, "The Economic Consequences of Terrorism," OECD Economics Department Working Papers, OECD Publishing, number 334, Jul, DOI: 10.1787/511778841283.
• George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002, "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 117, issue 1, pages 269-296.
• Nikolaus Hautsch & Dieter Hess, 2002, "The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report," Review of Finance, European Finance Association, volume 6, issue 2, pages 133-161.
• Jean-François Gajewski & Edith Ginglinger, 2002, "Seasoned Equity Issues in a Closely Held Market: Evidence from France," Review of Finance, European Finance Association, volume 6, issue 3, pages 291-319.
• Robert R. Bliss & Mark J. Flannery, 2002, "Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing," Review of Finance, European Finance Association, volume 6, issue 3, pages 361-396.
• Alexander Guembel & Itay Goldstein, 2002, "Manipulation, the allocational role of prices and production externalities," Economics Series Working Papers, University of Oxford, Department of Economics, number 2002-FE-02, Feb.
• Ana Paula Serra, 2002, "Event Study Tests: A brief survey," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 117, May.
• Boyer, Tristan, 2002, "Gouvernement d'entreprise et décisions d'emploi
  [Corporate Governance and employment decisions]," MPRA Paper, University Library of Munich, Germany, number 10287.
• Hernandez-Verme, Paula, 2002, "Inflation, Growth and Exchange Rate Regimes in Small Open Economies," MPRA Paper, University Library of Munich, Germany, number 16699, Aug, revised Aug 2009.
• Ardia, David, 2002, "Tests d'arbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence
  [Arbitrage tests and surface of implied volatility: An empirical analysis of high frequency data]," MPRA Paper, University Library of Munich, Germany, number 17415, Jun.
• Nabi, Mahmoud Sami & Rajhi, Taoufik, 2002, "Banking Efficiency and the Economic Transition Process," MPRA Paper, University Library of Munich, Germany, number 24496, Jan.
• Cifarelli, giulio, 2002, "The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory?," MPRA Paper, University Library of Munich, Germany, number 28538, May.
• Sandrine Lardic & Valérie Mignon, 2002, "Étude d’événements sur données intraquotidiennes françaises : les réactions des actionnaires aux annonces," Revue d'Économie Financière, Programme National Persée, volume 66, issue 2, pages 335-340, DOI: 10.3406/ecofi.2002.3761.
• Bertrand Maillet & Thierry Michel, 2002, "Quelle était la gravité de la crise boursière de Septembre 2001 ? Construction d’un indice de crise et mise en perspective des dernières turbulences," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 269-276, DOI: 10.3406/ecofi.2002.3589.
• Bert Scholtens & Marélie Steensma, 2002, "Stocks and shocks," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 347-361.
• Bert Scholtens & Marélie Steensma, 2002, "Stocks and shocks," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 347-361.
• Miguel Balbina, 2002, "The Analysis of Seasonal Return Anomalies in the Portuguese Stock Market," Working Papers, Banco de Portugal, Economics and Research Department, number w200211.
• Dan Bernhardt & Ryan Davies & Harvey Westbrook Jr., 2002, "Smart Fund Managers? Stupid Money?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-19, Sep, revised Jul 2003.
• Marco Ottaviani & Francesco Squintani, 2002, "Non-Fully Strategic Information Transmission," Wallis Working Papers, University of Rochester - Wallis Institute of Political Economy, number WP29, Oct.
• Bruce Mizrach, 2002, "The Next Tick on Nasdaq: Does Level II Information Matter?," Departmental Working Papers, Rutgers University, Department of Economics, number 200202, May.
• Carsten Hahn & Christian Wulff, 2002, "The Market Reaction To Stock Splits–Evidence From Germany," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 54, issue 3, pages 270-297, July.
• Itay Goldstein & Alexander Gümbel, 2002, "Manipulation, the allocational role of prices and production externalities," OFRC Working Papers Series, Oxford Financial Research Centre, number 2002fe02.
• Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini, 2002, "Asset Price Dynamics among Heterogeneous Interacting Agents," Computing in Economics and Finance 2002, Society for Computational Economics, number 222, Jul.
• Takshi Yamada & Kazuhiro Ueda & Takashi Okatsu, 2002, "Relationships between market sentiment and price dynamics in an artificial stock market," Computing in Economics and Finance 2002, Society for Computational Economics, number 263, Jul.
• Yael Alon- Brimer & Armin Shmilovici & Shmuel Hauser, 2002, "Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis," Computing in Economics and Finance 2002, Society for Computational Economics, number 272, Jul.
• NUÑEZ, Laura, 2002, "An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange," Computing in Economics and Finance 2002, Society for Computational Economics, number 29, Jul.
• Andrew Hughes Hallett & Christian R Richter, 2002, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," Computing in Economics and Finance 2002, Society for Computational Economics, number 3, Jul.
• Peter Winker & Manfred Gilli, 2002, "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 314, Jul.
• Roger Koppl & Sorin Tuluca, 2002, "Daily Behavior Of Futures Returns: Evidence Form A New Computational Method," Computing in Economics and Finance 2002, Society for Computational Economics, number 342, Jul.
• J.S. Baixauli & S. Alvarez, 2002, "Testing abnormal performance in event studies with small samples," Computing in Economics and Finance 2002, Society for Computational Economics, number 35, Jul.
• Frank Westerhoff, 2002, "Heterogeneous Traders and the Tobin Tax," Computing in Economics and Finance 2002, Society for Computational Economics, number 51, Jul.
• Chia-Hsuan Yeh, 2002, "The Influence of Representation in the GP-Based Artificial Double Auction Market: The Cases of GP with and without Automatically Defined Functions," Computing in Economics and Finance 2002, Society for Computational Economics, number 90, Jul.
• Thomas Kraus & Heinz Zimmermann, 2002, "Stock Option Listings:Information versus Liquidity Effects," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue 1, pages 83-97, March.
• Martin Mandler, 2002, "Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue 2, pages 165-189, June.
• Wolfgang Drobetz & Patrick Wegmann, 2002, "Mean Reversion on Global Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue 3, pages 215-239, September.
• Wolfgang Drobetz & Susanne Stürmer & Heinz Zimmermann, 2002, "Conditional Asset Pricing in Emerging Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue 4, pages 507-526, December.
• Theodoro D. Cocca, 2002, "Transaktionskostentheoretische Betrachtung des Anlageverhaltens im Online-Handel und deren empirische Evidenz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue 4, pages 439-464, December.
• Ana Marr, 2002, "Studying Group Dynamics : An Alternative Analytical Framework for the Study of Microfinance Impacts on Poverty Reduction," Working Papers, Department of Economics, SOAS University of London, UK, number 121, Feb.
• Ana Marr, 2002, "Microfinance and Poverty Reduction: The problematic experience of Communal Banking in Peru," Working Papers, Department of Economics, SOAS University of London, UK, number 122, Feb.
• Yasushi Suzuki, 2002, "BANK RENTS AND UNCERTAINTY. A Legacy of the Subjectivists," Working Papers, Department of Economics, SOAS University of London, UK, number 123, Mar.
• Adham Chehab, 2002, "Market reaction to large bank merger announcements in oligopolies," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 26, issue 1, pages 63-76, March, DOI: 10.1007/BF02744452.
• Eric Nowak & Alexandra Gropp, 2002, "Ist der Ablauf der Lock-up-Frist bei Neuemissionen ein kursrelevantes Ereignis? Eine empirische Analyse von Unternehmen des Neuen Marktes," Schmalenbach Journal of Business Research, Springer, volume 54, issue 1, pages 19-45, February, DOI: 10.1007/BF03372673.
• Franca Ruhwedel & Wolfgang Schultze, 2002, "Value Reporting: Theoretische Konzeption und Umsetzung bei den DAX 100-Unternehmen," Schmalenbach Journal of Business Research, Springer, volume 54, issue 7, pages 602-632, November, DOI: 10.1007/BF03372689.
• Morten Søberg, 2002, "Price formation in monopolistic markets with endogenous diffusion of trading information: An experimental approach," Discussion Papers, Statistics Norway, Research Department, number 336, Dec.
• Stilianos Fountas & Konstantinos Segredakis, 2002, "Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 4, pages 291-299, DOI: 10.1080/09603100010000839.
• Jan Hanousek & Libor Nemecek, 2002, "Mispricing and lasting arbitrage between parallel markets in the Czech Republic," The European Journal of Finance, Taylor & Francis Journals, volume 8, issue 1, pages 46-69, DOI: 10.1080/13518470110047639.
• Holger Claessen & Stefan Mittnik, 2002, "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," The European Journal of Finance, Taylor & Francis Journals, volume 8, issue 3, pages 302-321, DOI: 10.1080/13518470110074828.
• Asli Bayar & Ozgur Berk Kan, 2002, "Day of the Week Effects : Recent Evidence from Nineteen Stock Markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 2, issue 2, pages 77-90.
• Ter Horst, J.R. & Veld, C.H., 2002, "Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-95.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-9.
• Spierdijk, L., 2002, "An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-30.
• Suijs, J.P.M., 2002, "Post Earnings Announcement Drift : More Risk than Investors can Bear," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-45.
• Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002, "Do Countries or Industries Explain Momentum in Europe?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8cea7ebd-d3f6-493c-bf65-3.
• Markku Lanne, 2002, "Testing The Predictability Of Stock Returns," The Review of Economics and Statistics, MIT Press, volume 84, issue 3, pages 407-415, August.
• Javier De Peña & Luis A. Gil-Alana, 2002, "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/02, Apr.
• Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002, "Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/02, May.
• Luis Alberiko Gil-Alana, 2002, "Multivariate Tests of Fractionally Integrated Hypotheses," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/02, Dec.
• Giovanni Cespa, 2002, "Giffen goods and market making," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 681, Apr, revised May 2003.
• Pierre Giot & Joachim Grammig, 2002, "How large is liquidity risk in an automated auction market?," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-23, Oct.
• Sian Owen, 2002, "Behavioural Finance and the Decision to Invest in High Tech Stocks," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 119, Aug.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2002, "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0205, May.
• Loren Brandt & Hongbin Li, 2002, "Bank Discrimination in Transition Economies: Ideology, Information or Incentives?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 517, Oct.
• Changyun Wang, 2002, "The effect of net positions by type of trader on volatility in foreign currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 22, issue 5, pages 427-450, May.
• Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt, 2002, "Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-33, Feb.
• Norman Ehrentreich, 2002, "The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections," Computational Economics, University Library of Munich, Germany, number 0209001, Sep.
• Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002, "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental, University Library of Munich, Germany, number 0210001, Oct.
• Arnold R. Cowan & Jann C. Howell & Mark L. Power, 2002, "Wealth Effects of Banks' Rights to Market and Originate Annuities," Finance, University Library of Munich, Germany, number 0203002, Mar.
• Maged Shawky Sourial, 2002, "The Future of the Stock Market Channel In Egypt," Finance, University Library of Munich, Germany, number 0204002, Apr.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2002, "Time-Varying Arrival Rates of Informed and Uninformed Trades," Finance, University Library of Munich, Germany, number 0207017, Aug.
• Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002, "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance, University Library of Munich, Germany, number 0210005, Oct.
• Christopher L. House, 2002, "Adverse Selection and the Accelerator," Macroeconomics, University Library of Munich, Germany, number 0211015, Nov.
• Matthew O. Jackson & Ilan Kremer, 2002, "On the Concentration of Allocations and Comparisons of Auctions in Large Economies," Microeconomics, University Library of Munich, Germany, number 0211004, Nov.
• Tobias J. Moskowitz & Mark Grinblatt, 2002, "What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?," Yale School of Management Working Papers, Yale School of Management, number ysm259, Jan.
• Vicente Pascual Pons-Sanz & Alok Kumar, 2002, "Behavior and Performance of Investment Newsletters Analysts," Yale School of Management Working Papers, Yale School of Management, number ysm275, Mar.
• William Goetzmann & Ning Zhu, 2002, "Rain or Shine: Where is the Weather Effect?," Yale School of Management Working Papers, Yale School of Management, number ysm296, Aug, revised 01 Sep 2009.
• Stephen Brown & William Goetzmann & Bing Liang, 2002, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm309, Oct, revised 01 Sep 2009.
• Jeeman Jung & Robert Shiller, 2002, "One Simple Test of Samuelson's Dictum for the Stock Market," Yale School of Management Working Papers, Yale School of Management, number ysm315, Nov, revised 01 Nov 2003.
• Stephen Brown & William Goetzmann & Bing Liang, 2002, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm309, Oct, revised 01 Sep 2009.
• Yasuyuki Sawada & Pan A. Yotopoulos, 2002, "On the Missing Link between Currency Substitution and Crises," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 5, issue 2, pages 83-99, November.
• Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002, "Return-volatility linkages in the international equity and currency markets," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2002.
• Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002, "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 25/2002.
• Grammig, Joachim G. & Theissen, Erik, 2002, "Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 37/2002.
• Upper, Christian & Werner, Thomas, 2002, "Tail Wags Dog? Time-Varying Information Shares in the Bund Market," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,24.
• Claessen, Holger & Mittnik, Stefan, 2002, "Forecasting stock market volatility and the informational efficiency of the DAX-index options market," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/04.
• Theissen, Erik, 2002, "Internalisierung und Marktqualität: Was bringt Xetra Best?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/06.
• Neus, Werner & Walz, Uwe, 2002, "Exit timing of venture capitalists in the course of an initial public offering," CFS Working Paper Series, Center for Financial Studies (CFS), number 2002/07.
• Hautsch, Nikolaus, 2002, "Modelling Intraday Trading Activity Using Box-Cox-ACD Models," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 02/05.
• Hautsch, Nikolaus & Hess, Dieter, 2002, "The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 02/06.
• Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2002, "The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan," Kiel Working Papers, Kiel Institute for the World Economy, number 1108.
• Eckardt, Martina, 2002, "Agent and Broker Intermediaries in Insurance Markets -- An Empirical Analysis of Market Outcomes," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 34.
• Chakrabarty, Debajyoti, 2002, "Growth and business cycles with imperfect credit markets," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 29A-2002.

2001

• Thorsten Freihube & Erik Theissen, 2001, "An Index Is An Index Is An Index?," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 53, issue 4, pages 295-320, October.
• David Goldbaum, 2001, "Market Efficiency and Learning in an Endogenously Unstable Environment," Computing in Economics and Finance 2001, Society for Computational Economics, number 105, Apr.
• Blake LeBaron, 2001, "Volatility," Computing in Economics and Finance 2001, Society for Computational Economics, number 108, Apr.
• Doyne Farmer, John Geanakoplos, and Paul Melby, 2001, "Market making, price formation, and technical trading," Computing in Economics and Finance 2001, Society for Computational Economics, number 111, Apr.
• JP Marney, Colin Fyfe, Heather Tarbert, David Miller, 2001, "Risk Adjusted Returns to Technical Trading Rules: a Genetic Programming Approach," Computing in Economics and Finance 2001, Society for Computational Economics, number 147, Apr.
• Shu-Heng Chen and Chung-Chih Liao, 2001, "Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets," Computing in Economics and Finance 2001, Society for Computational Economics, number 165, Apr.
• Frank H. Westerhoff, 2001, "Expectations Driven Distortions in the Foreign Exchange Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 48, Apr.
• Guo Ying (Rosemary) Luo, 2001, "Evolution, Efficiency and Noise Traders in a One-Sided Auction Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 49, Apr.
• Chia-Hsuan Yeh, Shu-Heng Chen, 2001, "The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming," Computing in Economics and Finance 2001, Society for Computational Economics, number 74, Apr.
• Nicolas Boccard & Riccardo Calcagno, 2001, "Asymmetries of Information in Electronic Systems," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 63, Jul.
• Jean-Philippe Bouchaud & Andrew Matacz & Marc Potters, 2001, "The leverage effect in financial markets: retarded volatility and market panic," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0101120, Jan.
• Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters, 2001, "Introducing Variety in Risk Management," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0107208, Jul.
• Marc Potters & Jean-Philippe Bouchaud, 2001, "More stylized facts of financial markets: leverage effect and downside correlations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 29960, Jan.
• Donaldson, R.G. & Kamstra, M., 2001, "Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff," Discussion Papers, Department of Economics, Simon Fraser University, number dp01-1.
• Sophie Robé & Reinhold Kosfeld, 2001, "Testing for nonlinearities in German bank stock returns," Empirical Economics, Springer, volume 26, issue 3, pages 581-597.
• Ole E. Barndorff-Nielsen & Karsten Prause, 2001, "Apparent scaling," Finance and Stochastics, Springer, volume 5, issue 1, pages 103-113.
• Wolfgang Gerke & Horst Bienert & Christine Syha, 2001, "Auswirkungen des Orderbuchprivilegs an einer experimentellen Aktienbörse," Schmalenbach Journal of Business Research, Springer, volume 53, issue 3, pages 188-215, May, DOI: 10.1007/BF03372647.
• Erik Dohlman, 2001, "A new look at the impact of U.S. import barriers on corporate profit expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 137, issue 4, pages 666-689, December, DOI: 10.1007/BF02707428.
• Craig A. Depken, 2001, "Good News, Bad News and Garch Effects in Stock Return Data," Journal of Applied Economics, Taylor & Francis Journals, volume 4, issue 2, pages 313-327, November, DOI: 10.1080/15140326.2001.12040567.
• Bert Menkveld, 2001, "Splitting Orders in Fragmented Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-059/2, Jun.
• Engelen, P.J. & Kabir, M.R., 2001, "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-92.
• Engelen, P.J. & Kabir, M.R., 2001, "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 28eafb93-739c-4826-a624-d.
• Jose Tavares & Rossen Valkanov, 2001, "The neglected effect of fiscal policy on stock and bond returns," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp413.
• Hans Joachim Voth, 2001, "Inflation, political instability and stockmarket volatility in interwar Germany," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 535, Mar.
• Giovanni Cespa, 2001, "A comparison of stock market mechanisms," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 545, May, revised Nov 2003.
• Branko Urosevic, 2001, "Moral hazard and dynamics of insider ownership stakes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 787, Feb, revised Oct 2004.
• Mark Aguiar & Fernando Broner, 2001, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 863, Aug, revised Aug 2004.
• J??r??me Sgard, 2001, "Direct Foreign Investments And Productivity Growth In Hungarian Firms, 1992-1999," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 425, Nov.
• Nandini Gupta, 2001, "Partial Privatization And Firm Performance: Evidence From India," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 426, Dec.
• Tomas Dvorak, 2001, "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics, Department of Economics, Williams College, number 168, Oct.
• Tomas Dvorak, 2001, "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Department of Economics Working Papers, Department of Economics, Williams College, number 2001-04, Oct.
• Changyun Wang, 2001, "Investor Sentiment and Return Predictability in Agricultural Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 21, issue 10, pages 929-952, October.
• Jan Hanousek & Richard Podpiera, 2001, "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance, University Library of Munich, Germany, number 0012003, Feb.
• Richard Podpiera, 2001, "Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases," Finance, University Library of Munich, Germany, number 0012005, Feb.
• Jan Hanousek & Nauro F. Campos & Randall K. Filer, 2001, "Do Stock Markets Promote Economic Growth?," Finance, University Library of Munich, Germany, number 0012006, Feb.