Research classified by Journal of Economic Literature (JEL) codes

1998

• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119144, Oct.
• Dow, James & Rahi, Rohit, 1998, "Informed trading, investment, and welfare," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119147, Apr.
• Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David, 1998, "A theory of supervision with endogenous transaction costs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19356, Jul.
• Walter KrÄmer, 1998, "Note Short-term predictability of German stock returns," Empirical Economics, Springer, volume 23, issue 4, pages 635-639.
• Costas Azariadis & Shankha Chakraborty, 1998, "Asset price volatility in a nonconvex general equilibrium model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 12, issue 3, pages 649-665.
• Anthony D. Hall & Paul Kofman & Ron Guido, 1998, "Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 3, Dec.
• Frankel, Jeffrey A. & Schmukler, Sergio L., 1998, "Country funds and asymmetric information," Policy Research Working Paper Series, The World Bank, number 1886, Feb.
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998, "Price adjustment at multiproduct retailers," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 19, issue 2, pages 81-120, DOI: 10.1002/(SICI)1099-1468(199803)19:2.
• Charles Geiss & Kyung-Seong Jeon, 1998, "A Dynamic Model of the Incorporation of New Information into Prices," Finance, University Library of Munich, Germany, number 9805006, May.
• Kirill Ilinski & Alexander Stepanenko, 1998, "Electrodynamical model of quasi-efficient financial market," Finance, University Library of Munich, Germany, number 9805007, Jun.
• Jeffrey A. Frankel & Sergio L. Schmukler, 1998, "Country Funds and Asymmetric Information," International Finance, University Library of Munich, Germany, number 9805003, May.
• David Miles, 1998, "An International Study of Efficiency and Risk in Money Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 389-424, DOI: 10.1142/S0219024998000229.
• Gerardo R Ungson & John D Trudel, 1998, "Engines of Prosperity:Templates for the Information Age," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p079, ISBN: ARRAY(0x6040ca78), September.
• Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998, "Offshore Hedge Funds: Survival and Performance, 1989-1995," Yale School of Management Working Papers, Yale School of Management, number ysm104, Nov.
• Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
• Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
• Oehler, Andreas & Unser, Matthias, 1998, "Market Transparency and Call Markets," Discussion Papers, University of Bamberg, Chair of Finance, number 6.
• Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 1998, "When an event is not an event: The curious case of an emerging market," CFS Working Paper Series, Center for Financial Studies (CFS), number 1998/12.
• Gerhard, Frank & Hess, Dieter & Pohlmeier, Winfried, 1998, "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 98/01.
• Levy, Daniel & Dutta, Shantanu & Bergen, Mark & Venable, Robert, 1998, "Price Adjustment at Multiproduct Retailers," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 19, issue 2, pages 81-120.
• Föllmer, Hans & Wu, Ching-tang & Yor, Marc, 1998, "Canonical decomposition of linear transformations of two independent Brownian motions," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,61.
• Richard Chung & Lawrence Kryzanowski, 1998, "Are the Market Effects Associated with Revisions to the TSE300 Index Robust?," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 1, pages 1-36, March.
• Shmuel Hauser & Azriel Levy, 1998, "Efficiency of Price Discovery in Thinly Traded Stocks: Evidence from Dual Listings in Tel Aviv and the OTC," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 2, pages 133-149, June.
• Larry J. Prather & Jae Hoon Min, 1998, "Testing of the Positive-Multinational Network Hypothesis: Wealth Effects of International Joint Ventures in Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 2, pages 151-165, June.
• María Dolly García González, 1998, "Formulación conjuntista de los fundamentos contables Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 2, pages 11-18, Diciembre.
• G. William Schwert, 1998, "Stock Market Volatility: Ten Years After the Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 6381, Jan.
• George M. Constantinidies & John B. Donaldson & Rajnish Mehra, 1998, "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 6617, Jun.
• Andrew Metrick, 1998, "Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters," NBER Working Papers, National Bureau of Economic Research, Inc, number 6648, Jul.
• Carl R. Zulauf & Scott H. Irwin, 1998, "Market Efficiency and Marketing to Enhance Income of Crop Producers," Review of Agricultural Economics, Agricultural and Applied Economics Association, volume 20, issue 2, pages 308-331.
• Antonio Scalia, 1998, "Periodic Information Asymmetry and Intraday Market Behaviour: An Empirical Analysis," Review of Finance, European Finance Association, volume 1, issue 3, pages 307-335.
• Frank De Jong & Monique W. M. Donders, 1998, "Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market," Review of Finance, European Finance Association, volume 1, issue 3, pages 337-359.
• Jean-Pierre Danthine & Serge Moresi, 1998, "Front-Running by Mutual Fund Managers: A Mixed Bag," Review of Finance, European Finance Association, volume 2, issue 1, pages 29-56.
• Tito Cordella & Eduardo Levy Yeyati, 1998, "Public Disclosure and Bank Failures," IMF Staff Papers, Palgrave Macmillan, volume 45, issue 1, pages 110-131, March.
• Cristián Celis & Gustavo Maturana, 1998, "Initial Public Offerings In Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 1, issue 1, pages 7-31.
• Fazal Husain, 1998, "A Seasonality in the Pakistani Equity Market: The Ramadhan Effect," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 37, issue 1, pages 77-81.
• Vaihekoski, Mika, 1998, "Short-term returns and the predictability of Finnish stock returns," MPRA Paper, University Library of Munich, Germany, number 13984.
• Ulibarri, Carlos A., 1998, "Is after-hours trading informative?," MPRA Paper, University Library of Munich, Germany, number 14818.
• Husain, Fazal, 1998, "A Seasonality in the Pakistani Equity Market: The Ramadhan Effect," MPRA Paper, University Library of Munich, Germany, number 5032.
• Frank Campbell & Eleanor Lewis, 1998, "What Moves Yields in Australia?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9808, Jul.
• Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998, "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-04.
• Riccardo Cesari & Fabio Panetta, 1998, "Style, Fees and Performance of Italian Equity Funds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 325, Jan.
• Eric Jondeau & Michael Rockinger, 1998, "Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral," Working papers, Banque de France, number 47.
• Sophie Coutant & Eric Jondeau & Michael Rockinger, 1998, "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers, Banque de France, number 54.
• Harris, MS, 1998, "The association between competition and managers' business segment reporting decisions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 1, pages 111-128, DOI: http://hdl.handle.net/10.2307/24913.
• Kanodia, C & Lee, DH, 1998, "Investment and disclosure: The disciplinary role of periodic performance reports," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 1, pages 33-55, DOI: http://hdl.handle.net/10.2307/24913.
• Fischer, PE & Verrecchia, RE, 1998, "Correlated forecast errors," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 1, pages 91-110, DOI: http://hdl.handle.net/10.2307/24913.
• Bamber, LS & Cheon, YS, 1998, "Discretionary management earnings forecast disclosures: Antecedents and outcomes associated with forecast venue and forecast specificity choices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 2, pages 167-190, DOI: http://hdl.handle.net/10.2307/24914.
• Kennedy, J & Mitchell, T & Sefcik, SE, 1998, "Disclosure of contingent environmental liabilities: Some unintended consequences?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 2, pages 257-277, DOI: http://hdl.handle.net/10.2307/24914.
• Hayes, RM, 1998, "The impact of trading commission incentives on analysts' stock coverage decisions and earnings forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 2, pages 299-320, DOI: http://hdl.handle.net/10.2307/24914.
• Mills, LF, 1998, "Book-tax differences and internal revenue service adjustments," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue 2, pages 343-356, DOI: http://hdl.handle.net/10.2307/24914.
• Ittner, CD & Larcker, DF, 1998, "Are nonfinancial measures leading indicators of financial performance? An analysis of customer satisfaction," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 1-35, DOI: http://hdl.handle.net/10.2307/24913.
• Gigler, F & Hemmer, T, 1998, "On the frequency, quality, and informational role of mandatory financial reports," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 117-147, DOI: http://hdl.handle.net/10.2307/24913.
• Dye, RA, 1998, "Discussion of on the frequency, quality, and informational role of mandatory financial reports," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 149-160, DOI: http://hdl.handle.net/10.2307/24913.
• Aboody, D & Lev, B, 1998, "The value relevance of intangibles: The case of software capitalization," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 161-191, DOI: http://hdl.handle.net/10.2307/24913.
• Eccher, EA, 1998, "Discussion of the value relevance of intangibles: The case of software capitalization," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 193-198, DOI: http://hdl.handle.net/10.2307/24913.
• Barth, ME & Clinch, G, 1998, "Revalued financial, tangible, and intangible assets: Associations with share prices and non-market-based value estimates," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 199-233, DOI: http://hdl.handle.net/10.2307/24913.
• Easton, PD, 1998, "Discussion of revalued financial, tangible, and intangible assets: Association with share prices and non-market-based value estimates," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 235-247, DOI: http://hdl.handle.net/10.2307/24913.
• Lambert, RA, 1998, "Customer satisfaction and future financial performance discussion of are nonfinancial measures leading indicators of financial performance? Are analysis of customer satisfaction," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 37-46, DOI: http://hdl.handle.net/10.2307/24913.
• Hirst, DE & Hopkins, PE, 1998, "Comprehensive income reporting and analysts' valuation judgments," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 47-75, DOI: http://hdl.handle.net/10.2307/24913.
• Lipe, MG, 1998, "Discussion of comprehensive income reporting and analysts' valuation judgments," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 36, issue , pages 77-83, DOI: http://hdl.handle.net/10.2307/24913.
• Robertson, Donald & Wright, Stephen, 1998, "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9822, Oct.
• Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 1998, "A Theory of Supervision with Endogenous Transaction Costs," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 356, Jul.
• Rafael Repullo & Javier Suarez, 1998, "Venture Capital Finance: A Security Design Approach," Working Papers, CEMFI, number wp1998_9804.
• CALCAGNO, Riccardo & LOVO, Stefano M., 1998, "Bid-ask price competition with asymmetric information between market makers," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998016, Feb.
• LUBRANO, Michel, 1998, "Smooth transition GARCH models: a Bayesian perspective," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998066, Dec.
• Cordella, Tito & Levy Yeyati, Eduardo, 1998, "Public Disclosure and Bank Failures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1886, May.
• Cordella, Tito & Levy Yeyati, Eduardo, 1998, "Financial Opening, Deposit Insurance and Risk in a Model of Banking Competition," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1939, Jul.
• Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David, 1998, "A Theory of Supervision with Endogenous Transaction Costs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1967, Sep.
• Palomino, Frédéric, 1998, "Relative Performance Equilibrium in Financial Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1993, Oct.
• Peña, Juan Ignacio & Restoy Lozano, Fernando & Rodríguez, Rosa, 1998, "Can Output Explain the Predictability and Volatility of Stock Returns?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1995, Oct.
• Jondeau, Eric & Rockinger, Michael, 1998, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2009, Oct.
• Coutant, Sophie & Jondeau, Eric & Rockinger, Michael, 1998, "Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2010, Oct.
• Cordella, Tito, 1998, "Can Short-Term Capital Controls Promote Capital Inflows," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2011, Nov.
• Bester, Helmut & Ritzberger, Klaus, 1998, "Strategic Pricing, Signalling and Costly Information Acquisition," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2032, Dec.
• Calcagno, Riccardo & Lovo, Stefano M., 1998, "Bid-Ask Price Competition with Asymmetric Information between Market Makers," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998012, May.
• Michael, ROCKINGER & Giovanni, URGA, 1998, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," HEC Research Papers Series, HEC Paris, number 635, Jan.
• Foort, HAMELINK, 1998, "On the Specification of Duration Between Price Changes and the Predictability of High Frequency returns: an application to the French CAC 40," HEC Research Papers Series, HEC Paris, number 647, Mar.
• FOUCAULT, Thierry & DEMARCHI, Marianne, 1998, "Equity Trading Systems in Europe - A survey of recent changes," HEC Research Papers Series, HEC Paris, number 663, Feb.
• Gary Koop & Kai Li, 1998, "The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 13, Jul.

1997

• ENGELEN, Peter-Jan, 1997, "In defence of insider trading," Business Economics Working Papers, University of Antwerp, Faculty of Business and Economics, number 1997004, Apr.
• Francisco Alonso & Juan Ayuso & Jorge Martínez Pagés, 1997, "How Informative are Financial Asset Prices in Spain?," Working Papers, Banco de España, number 9726.
• Dow, James & Gorton, Gary, 1997, "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Journal of Finance, American Finance Association, volume 52, issue 3, pages 1087-1129, July.
• Abarbanell, JS & Bushee, BJ, 1997, "Fundamental analysis, future earnings, and stock prices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 1-24, DOI: http://hdl.handle.net/10.2307/24914.
• Rees, L & Elgers, P, 1997, "The market's valuation of nonreported accounting measures: Retrospective reconciliations of non-US and US GAAP," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 115-127, DOI: http://hdl.handle.net/10.2307/24914.
• Ackert, LF & Church, BK & Shehata, M, 1997, "An experimental examination of the effects of forecast bias on individuals' use of forecasted information," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 25-42, DOI: http://hdl.handle.net/10.2307/24914.
• Kirschenheiter, M, 1997, "Information quality and correlated signals," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 43-59, DOI: http://hdl.handle.net/10.2307/24914.
• Amir, E & Ziv, A, 1997, "Recognition, disclosure, or delay: Timing the adoption of SFAS no 106," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 61-81, DOI: http://hdl.handle.net/10.2307/24914.
• Walther, BR, 1997, "Investor sophistication and market earnings expectations," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 157-179, DOI: http://hdl.handle.net/10.2307/24913.
• Coller, M & Yohn, TL, 1997, "Management forecasts and information asymmetry: An examination of bid-ask spreads," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 181-191, DOI: http://hdl.handle.net/10.2307/24913.
• Francis, J & Soffer, L, 1997, "The relative informativeness of analysts' stock recommendations and earnings forecast revisions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 193-211, DOI: http://hdl.handle.net/10.2307/24913.
• Melumad, ND & Ziv, A, 1997, "A theoretical examination of the market reaction to auditors' qualifications," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 239-256, DOI: http://hdl.handle.net/10.2307/24913.
• Maines, LA & McDaniel, LS & Harris, MS, 1997, "Implications of proposed segment reporting standards for financial analysts' investment judgments," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue , pages 1-24, DOI: http://hdl.handle.net/10.2307/24914.
• Koonce, L, 1997, "Discussion of implications of proposed segment reporting standards for financial analysts' investment judgments," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue , pages 25-33, DOI: http://hdl.handle.net/10.2307/24914.
• Gencay Ramazan & Stengos Thanasis, 1997, "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 2, pages 1-14, July, DOI: 10.2202/1558-3708.1026.
• Frankel, Jeffrey A. & Schmukler, Sergio L., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt2791c3wm, May.
• Muellbauer, John & Murphy, Anthony, 1997, "Booms and Busts in the UK Housing Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1615, Mar.
• Reichlin, Pietro & Siconolfi, Paolo, 1997, "Adverse Selection of Investment Projects and the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1631, Aug.
• Christodoulakis, Nikos & Kalyvitis, Sarantis C, 1997, "Heterogeneous Traders and the Unbiasedness Hypothesis: Explaining the Mark/Dollar Bias," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1683, Aug.
• Medrano, Luis Angel & Vives, Xavier, 1997, "Strategic Behaviour and Price Discovery," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1768, Dec.
• Coppejans, Mark & Domowitz, Ian, 1997, "Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market," Working Papers, Duke University, Department of Economics, number 97-08.
• Bulkley, George & Harris, Richard D F, 1997, "Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices," Economic Journal, Royal Economic Society, volume 107, issue 441, pages 359-371, March.
• Muellbauer, John & Murphy, Anthony, 1997, "Booms and Busts in the UK Housing Market," Economic Journal, Royal Economic Society, volume 107, issue 445, pages 1701-1727, November.
• Serletis, Apostolos & Gogas, Periklis, 1997, "Chaos in East European black market exchange rates," Research in Economics, Elsevier, volume 51, issue 4, pages 359-385, December.
• Marín, José & Rahi, Rohit, 1997, "Speculative securities," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119175, Apr.
• Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997, "Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange," Journal of Empirical Finance, Elsevier, volume 4, issue 2-3, pages 279-293, June.
• L. Caron & G. Dionne, 1997, "Insurance fraud estimation : more evidence from the Quebec automobile insurance industry," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-21.
• Dow, J & Rahi, R, 1997, "Informed Trading, Investment, and Welfare," Economics Working Papers, European University Institute, number eco97/03.
• Dow, J. & Rahi, R., 1997, "Should Speculators be Taxed?," Economics Working Papers, European University Institute, number eco97/21.
• Coco, Guiseppe, 1997, "Collateral, Heterogeneity in Risk Attitude and the Credit Market Equilibrium," Discussion Papers, University of Exeter, Department of Economics, number 9702.
• Bulkley, George & Harris, Richard & Weller, Paul, 1997, "Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning," Discussion Papers, University of Exeter, Department of Economics, number 9706.
• Tzavalis, E. & Karanikas, E., 1997, "Tests of Structural Stability of Risk Premia and Returns Relationship," Discussion Papers, University of Exeter, Department of Economics, number 9712.
• Coco, G., 1997, "Credit Rationing and the Welfare Gain from Usury Laws," Discussion Papers, University of Exeter, Department of Economics, number 9715.
• Rohit Rahi & José Marín, 1997, "Speculative Securities," FMG Discussion Papers, Financial Markets Group, number dp268, Jul.
• Serletis, A. & Gogas, P., 1997, "Chaos in East European Black-Market Exchange Rates," Papers, Calgary - Department of Economics, number 9708.
• Edwards, F.R. & Zhang, X., 1997, "Mutual Funds and Stock and Bond Market Stability," Papers, Columbia - Graduate School of Business, number 97-22.
• Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997, "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," Papers, Columbia - Graduate School of Business, number 97-24.
• Isakov, D., 1997, "Is Beta Still Alive? Conclusive Evidence from the Swiss Stock market," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 97.17.
• Biais, B. & Bisiere, C. & Decamps, J.-P., 1997, "Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," Papers, Toulouse - GREMAQ, number 97.485.
• Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997, "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-18, Jan.
• Armando Gomes, , "Going Public with Asymmetric Information, Agency Costs and Dynamic Trading," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 09-97.
• Marshall E. Blume, , "An Anatomy of Morningstar Ratings (Reprint 065)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-97.
• Doron Kliger & Oded Sarig, , "The Information Value of Bond Ratings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-97.
• Augier, L. & Mokrane, M., 1997, "Strategic Uniformed Traders," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9739.
• Michael Rockinger & Eric Jondeau, 1997, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers, HAL, number hal-00601591.
• Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997, "Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 160, Feb.
• Ellingsen, Tore & Rydqvist, Kristian, 1997, "The Stock Market as a Screening Device and the Decision to Go Public," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 174, May.
• Säfvenblad, Patrik, 1997, "Lead-Lag Effects When Prices Reveal Cross-Security Information," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 189, Sep.
• Säfvenblad, Patrik, 1997, "Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 190, Sep.
• Säfvenblad, Patrik, 1997, "Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 191, Sep.
• Säfvenblad, Patrik, 1997, "On the Damodaran Estimator of Price Adjustment Coefficients," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 208, Nov.
• Johansson, Anders & Modén, Karl-Markus, 1997, "Investment Plan Revisions and Share Price Volatility," Working Papers, National Institute of Economic Research, number 57, Dec.
• C. Emre ALPER, 1997, "Türkiye''de Sermaye Hareketleri Ve Risk Primi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 12, issue 136, pages 53-63.
• Mr. Eduardo Levy Yeyati & Mr. Tito Cordella, 1997, "Public Disclosure and Bank Failures," IMF Working Papers, International Monetary Fund, number 1997/096, Aug.
• Shields, Kalvinder K, 1997, "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, volume 30, issue 2-3, pages 107-125.
• Kalvinder Shields, 1997, "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, volume 30, issue 2, pages 107-125, May, DOI: 10.1023/A:1003007708074.
• Mandeep S. Chahal & Jun Wang, 1997, "Jump Diffusion Processes and Emerging Bond and Stock Markets: An Investigation Using Daily Data," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 3, pages 169-197, September.
• Unro Lee, 1997, "Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 4, pages 273-289, December.
• Morck, R. & Yeung, B. & Yu, W., 1997, "The Information Content of Stock Markets: Why Do Emerging Markets Have So Little Firm-Specific Risk?," Working Papers, Research Seminar in International Economics, University of Michigan, number 410.
• Dominguez & K., 1997, "The Market Microstructure of Central Bank Intervention," Working Papers, Research Seminar in International Economics, University of Michigan, number 412.
• Ellison, S.F. & Mullin, W.S., 1997, "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 97-13b.
• Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1997, "Auction Theory: A Summary with Applications to Treasury Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 5873, Jan.
• Sara Fisher Ellison & Wallace P. Mullin, 1997, "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," NBER Working Papers, National Bureau of Economic Research, Inc, number 6218, Oct.
• Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 1997, "The Magnitude of Menu Costs: Direct Evidence from Large U. S. Supermarket Chains," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 112, issue 3, pages 791-824.
• Daniel C. Hardy, 1997, "Market Information and Signaling in Central Bank Operations, or, How Often Should a Central Bank Intervene?," IMF Staff Papers, Palgrave Macmillan, volume 44, issue 4, pages 510-533, December.
• Fazal Husain, 1997, "The Random Walk Model in the Pakistani Equity Market: An Examination," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 36, issue 3, pages 221-240.
• Grande, Giuseppe, 1997, "Properties of the monetary conditions index," MPRA Paper, University Library of Munich, Germany, number 23515, Dec.
• Husain, Fazal, 1997, "The Random Walk Model in the Pakistani Equity market: An Examination," MPRA Paper, University Library of Munich, Germany, number 5034.
• Louis Bujold & Georges Dionne & Robert Gagné, 1997, "Assurance valeur à neuf et vols d’automobiles: une étude statistique," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 97-1, Feb.
• Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997, "Scaling in stock market data: stable laws and beyond," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9705087, May.
• Kabir, M.R., 1997, "New Evidence on Price and Volatility Effects of Stock Option Introductions," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-37.
• Jeffrey A. Frankel and Sergio L. Schmukler., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C97-087, May.
• José M. Marín & Rohit Rahi, 1997, "Speculative securities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 223, Apr.
• Luis A. Medrano & Xavier Vives, 1997, "Strategic behavior and price discovery," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 238, Sep.
• Eijgenhuijsen, Hans & Valk, Rob van der, 1997, "Initial public offerings in Mexico and Argentina: 1991-1994 Initial public offerings in Mexico and Argentina : 1991 - 1994," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0009.
• Jan Hanousek & Evzen Kocenda, 1997, "Czech Money Market: Emerging Links Among Interest Rates," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 95, Nov.
• G. William Schwert, 1997, "Stock Market Volatility: Ten Years After the Crash," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-51, Oct.
• Elli Malki, 1997, "Intellectual Property Intensity (IPI) and the Value-Growth Effect," Finance, University Library of Munich, Germany, number 9711002, Nov.
• Carl R. Zulauf & Scott H. Irwin, 1997, "Market Efficiency and Marketing to Enhance Income of Crop Producers," Finance, University Library of Munich, Germany, number 9711004, Nov.
• Matthew O. Jackson & James Peck, 1997, "Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations," Microeconomics, University Library of Munich, Germany, number 9711004, Nov.
• Nagpurnanand R. Prabhala, 1997, "Conditional Methods in Event-Studies and an Equilibrium Justification for Standard Event-Study Procedures," Yale School of Management Working Papers, Yale School of Management, number ysm55, Mar.
• Bartsch, Elga, 1997, "Economic consequences of the German environmental liability act: Capital market response for the chemical industry," Kiel Working Papers, Kiel Institute for the World Economy, number 822.
• Kellerhals, B. Philipp & Uhrig-Homburg, Marliese, 1997, "Temporäre Marktungleichgewichte auf Bondmärkten: Aktive Handelsstrategien auf Basis geschätzter Zinsstrukturkurven," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 108.

1996

• William Rees, 1996, "The impact of open market equity repurchases on UK equity prices," The European Journal of Finance, Taylor & Francis Journals, volume 2, issue 4, pages 353-370, DOI: 10.1080/13518479600000014.
• Peter Holl & Dimitis Kyriaziz, 1996, "The Determinants of Outcome in UK Take-over Bids," International Journal of the Economics of Business, Taylor & Francis Journals, volume 3, issue 2, pages 165-184, DOI: 10.1080/758528451.
• de Jong, F.C.J.M. & Donders, M.W.M., 1996, "Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-108.
• Jean Luc De Meulemeester & Denis Rochat, 1996, "Aggregate rationality in the long-run: some tests on the Belgian stock markets," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/1569, Nov.
• José M. Marín & Rohit Rahi, 1996, "Information revelation and market incompleteness," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 145, Feb.
• Luís A. Medrano, 1996, "Market versus limit orders in an imperfectly competitive security," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 165, Feb.
• Pin-Huang Chou, 1996, "Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio," Finance, University Library of Munich, Germany, number 9609002, Sep.
• Arnold R. Cowan & Anne M.A. Sergeant, 1996, "Trading Frequency and Event Study Test Specification," Finance, University Library of Munich, Germany, number 9610002, Oct.
• Carol A. Frost, 1996, "Characteristics and Information Value of Corporate Disclosures of Forward-Looking Information in Global Equity Markets," Yale School of Management Working Papers, Yale School of Management, number ysm69, Oct.
• de Jong, Frank & Nijman, Theo & Roell, Ailsa, 1996, "Price effects of trading and components of the bid-ask spread on the Paris Bourse," Journal of Empirical Finance, Elsevier, volume 3, issue 2, pages 193-213, June.
• Ana Esther Castro, 1996, "El análisis económico de las crisis financieras: una visión retrospectiva," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 35, issue 02, pages 164-195.
• Bulkley, George & Harris, Richard, 1996, "Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices," Discussion Papers, University of Exeter, Department of Economics, number 9608.
• Bulkley, George & Harris, Richard, 1996, "Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns?," Discussion Papers, University of Exeter, Department of Economics, number 9609.
• Hooper, V., 1996, "Volatility and Openness of Emerging Markets: Some Empirical Evidence," Papers, Australian National University - Department of Economics, number 310.
• Theobald, M. & Yallup, P., 1996, "Settlement, Tax and Non-Synchronous Effects in the Basis of U.K. Stock Index Futures," Papers, University of Birmingham - International Financial Group, number 96-01.
• Artus, P., 1996, "Mode de financement et analyse se la situation des entreprises," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 96-01/eb.
• Danthine, J-P & Moresi, S, 1996, "Front-Running by Mutual Fund Managers : It Ain't That bad," Papers, Columbia - Graduate School of Business, number 96-21.
• Caron, L. & Dionne, G., 1996, "Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry," Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques., number 96-02.
• Elden, R.M., 1996, "The Relation between Mutual-Fund Flow, Trading Activity and Performance," Papers, Rochester, Business - Ph.D.,, number 80.
• Board, J. & Sutcliffe, C., 1996, "The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options," Papers, University of Southampton - Department of Accounting and Management Science, number 96-126.
• Gencay, R & Stengos, T, 1996, "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Working Papers, University of Guelph, Department of Economics and Finance, number 1996-11.
• Kwang Soo Cheong, 1996, "Occupational Choice and Profit Taxation Under Informational Asymmetries," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199617.
• Hubert Stahn, 1996, "Le prix des titres comme véhicule de l’information: une approche en équilibre général," Post-Print, HAL, number hal-05220974, DOI: 10.1017/S0770451800004802.
• Kaufmann, Sylvia & Scheicher, Martin, 1996, "Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey," Economics Series, Institute for Advanced Studies, number 38, Nov.
• Jose Marin & Rohit Rahi, 1996, "Information Revelation and Market Incompleteness," Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics, number 024, Aug.