Research classified by Journal of Economic Literature (JEL) codes

2001

• Jan Hanousek & Libor Nemecek, 2001, "Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic," Finance, University Library of Munich, Germany, number 0012007, Feb.
• Richard Podpiera, 2001, "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," Finance, University Library of Munich, Germany, number 0106002, Jun.
• Author Miloslav, 2001, "Bifurcation Routes in Financial Markets," Finance, University Library of Munich, Germany, number 0109001, Sep.
• Nandini Gupta, 2001, "Partial Privatization and Firm Performance: Evidence from India," Industrial Organization, University Library of Munich, Germany, number 0112002, Dec.
• Roberta Romano & Sanjai Bhagat, 2001, "Event Studies and the Law - Part I: Technique and Corporate Litigation," Yale School of Management Working Papers, Yale School of Management, number ysm182, May.
• Roberta Romano & Sanjai Bhagat, 2001, "Event Studies and the Law: Part II - Empirical Studies of Corporate Law," Yale School of Management Working Papers, Yale School of Management, number ysm183, May.
• Shyam NMI Sunder, 2001, "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers, Yale School of Management, number ysm213, Aug.
• Bing NMI1 Han & Mark Grinblatt, 2001, "The Disposition Effect and Momentum," Yale School of Management Working Papers, Yale School of Management, number ysm239, Nov.
• Shyam Sunder, 2001, "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers, Yale School of Management, number ysm326, Aug, revised 01 Feb 2002.
• Shyam Sunder, 2001, "Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets," Yale School of Management Working Papers, Yale School of Management, number ysm326, Aug, revised 01 Feb 2002.
• Oehler, Andreas & Heilmann, Klaus & Läger, Volker, 2001, "Discovering the best: Informational efficiency and liquidity of alternative trading mechanisms in experimental asset markets," Discussion Papers, University of Bamberg, Chair of Finance, number 18.
• Nöldeke, Georg & Tröger, Thomas, 2001, "Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 1/2001.
• Ehrhardt, Olaf & Nowak, Eric, 2001, "Private benefits and minority shareholder expropriation: Empirical evidence from IPOs of German family-owned firms," CFS Working Paper Series, Center for Financial Studies (CFS), number 2001/10.
• Hautsch, Nikolaus & Hess, Dieter E., 2001, "A mean variance king? Creation and resolution of uncertainty under the employment report's reign," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-60.
• Vitale, Paolo, 2001, "Foreign exchange intervention and macroeconomic stability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25039, Jul.
• Menkveld, A.J., 2001, "Splitting Orders in Fragmented Markets; evidence from cross-listed stocks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-20, Jun.
• Marquering, W.A. & Verbeek, M.J.C.M., 2001, "The Economic Value of Predicting Stock Index Returns and Volatility," 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-2001-75-F&A, Dec.
• Murinde V. & Poshakwala S., 2001, "Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 73-102, July - De.
• Richard Podpiera, 2001, "Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 3, pages 166-181, March.
• Jan Hanousek & Richard Podpiera, 2001, "How Widespread Is Informed Trading on the Czech Financial Market?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 7, pages 405-416, July.
• Michael J. Fleming, 2001, "Financial market implications of the federal debt paydown," Staff Reports, Federal Reserve Bank of New York, number 120, Mar.
• Michael J. Fleming, 2001, "Measuring treasury market liquidity," Staff Reports, Federal Reserve Bank of New York, number 133.
• Richard Payne, 2001, "A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates," FMG Discussion Papers, Financial Markets Group, number dp355, Nov.
• Jan Pieter Krahnen & Martin Weber, 2001, "Marketmaking in the Laboratory: Does Competition Matter?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 4.
• Campart, S. & Pfister, E., 2001, "Innovation et marche financiers: l'impact des avancees therapeutiques sur les rentabilites boursieres des firmes," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.28.
• Sun, P. & Sutcliffe, C., 2001, "Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options," Papers, University of Southampton - Department of Accounting and Management Science, number 01-177.
• Roubini, N., 1989, "Current Account And Budget Deficits In An Intertemporal Model Of Consumption And Taxation Smoothing. A Solution To The "Feldstein-Horioka" Puzzel," Papers, Yale - Economic Growth Center, number 569.
• Neumann, Robert & Voetmann, Torben, 2001, "CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange," Working Papers, Copenhagen Business School, Department of Finance, number 1999-10, May.
• Voetmann, Torben, 2001, "Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange," Working Papers, Copenhagen Business School, Department of Finance, number 2000-6, May.
• Bechmann, Ken L., 2001, "Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls," Working Papers, Copenhagen Business School, Department of Finance, number 2001-7, Oct.
• Graflund, Andreas, 2001, "Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998," Working Papers, Lund University, Department of Economics, number 2001:8, Jun.
• Dahlquist, Magnus & Robertsson, Göran, 2001, "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series, Institute for Financial Research, number 1, Dec.
• Massa, Massimo & Simonov, Andrei, 2001, "Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market," SIFR Research Report Series, Institute for Financial Research, number 5, Nov.
• Brännäs, Kurt & Nordman, Niklas, 2001, "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 556, Apr.
• Brännäs, Kurt & Nordman, Niklas, 2001, "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 562, Jun.
• Dupont, Dominique Y., 2001, "Extracting Risk-Neutral Probability Distributions from Option Prices Using Trading Volume as a Filter," Economics Series, Institute for Advanced Studies, number 104, Sep.
• Shiratsuka, Shigenori, 2001, "Information Content of Implied Probability Distributions: Empirical Studies of Japanese Stock Price Index Options," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 19, issue 3, pages 143-170, November.
• María Jesús Pastor & Juan Francisco Martín, 2001, "Efectos A Largo Plazo De Las Ampliaciones De Capital En El Mercado Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2001-26, Dec.
• Jan Krahnen & Martin Weber, 2001, "Marketmaking in the Laboratory: Does Competition Matter?," Experimental Economics, Springer;Economic Science Association, volume 4, issue 1, pages 55-85, June, DOI: 10.1023/A:1011493421952.
• Raymond Fisman, 2001, "Estimating the Value of Political Connections," American Economic Review, American Economic Association, volume 91, issue 4, pages 1095-1102, September.
• Frank Westerhoff, 2001, "Expectations Driven Distortions in the Foreign Exchange Market," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 1A.3, Jan.
• Alberto ZAZZARO, 2001, "The Allocation of Entrepreneurial Talent under Imeperfect Lending Decisions," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 157, Nov.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001, "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series, Central Bank of Brazil, Research Department, number 30, Nov.
• Giuseppe Grande & Luigi Ventura, 2001, "Labor Income and Risky Assets under Market Incompleteness: Evidence from Italian Data," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 399, Mar.
• Rockinger, Michael & Urga, Giovanni, 2001, "A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 1, pages 73-84, January.
• Antonio Scalia & Valerio Vacca, 2001, "Does market transparency matter? A case study," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market liquidity: proceedings of a workshop held at the BIS".
• Haibin Zhu, 2001, "Bank runs without self-fulfilling prophecies," BIS Working Papers, Bank for International Settlements, number 106, Dec.
• Jacob Gyntelberg & Alicia Garcia Herrero & Andrea Tesei, 2008, "The Asian crisis: what did local stock markets expect?," BIS Working Papers, Bank for International Settlements, number 261, Sep.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009, "Private information, stock markets, and exchange rates," BIS Working Papers, Bank for International Settlements, number 271, Feb.
• Claudio Borio, 2009, "Ten propositions about liquidity crises," BIS Working Papers, Bank for International Settlements, number 293, Nov.
• Reint Gropp & Anthony J. Richards, 2001, "Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness?," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 30, issue 3, pages 373-398, November.
• Pierre Chollet & Edith Ginglinger, 2001, "The Pricing of French Unit Seasoned Equity Offerings," European Financial Management, European Financial Management Association, volume 7, issue 1, pages 23-38, March, DOI: 10.1111/1468-036X.00143.
• Andreas Szczutkowski, 2001, "Strategic Information Acquisition in Capital Markets," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 3, pages 316-327, September, DOI: 10.1111/1468-5876.00197.
• Sudipto Bhattacharya & Giovanna Nicodano, 2001, "Insider Trading, Investment, and Liquidity: A Welfare Analysis," Journal of Finance, American Finance Association, volume 56, issue 3, pages 1141-1156, June, DOI: 10.1111/0022-1082.00359.
• David Hirshleifer, 2001, "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, volume 56, issue 4, pages 1533-1597, August, DOI: 10.1111/0022-1082.00379.
• Frank Heflin & Kenneth W. Shaw, 2001, "Adverse Selection, Inventory‐Holding Costs, And Depth," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 65-82, March, DOI: 10.1111/j.1475-6803.2001.tb00818.x.
• Dilip Kumar Patro, 2001, "Market Segmentation And International Asset Prices: Evidence From The Listing Of World Equity Benchmark Shares," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 83-98, March, DOI: 10.1111/j.1475-6803.2001.tb00819.x.
• Aigbe Akhigbe & Jeff Madura & Carol Spencer, 2001, "Financing Decisions And Signaling By Partially Acquired Firms," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 1, pages 99-118, March, DOI: 10.1111/j.1475-6803.2001.tb00820.x.
• Daniel Goyeau & Alain Sauviat & Amine Tarazi, 2001, "Marché financier et évaluation du risque bancaire. Les agences de notation contribuent-elles à améliorer la discipline de marché ?," Revue économique, Presses de Sciences-Po, volume 52, issue 2, pages 265-283.
• Thomas Serval, 2001, "Lorsque les réseaux d'information deviendront des bourses," Revue économique, Presses de Sciences-Po, volume 52, issue 7, pages 249-265.
• Georges Prat, 2001, "Une analyse des primes de risque ex-ante des actions suivant l'horizon de placement," Revue d'économie politique, Dalloz, volume 111, issue 2, pages 291-329.
• Grinblatt, Mark & Han, Bing, 2001, "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt6qg5d62p, Oct.
• Craig A. Depken II, 2001, "Good News, Bad News And Garch Effects In Stock Return Data," Journal of Applied Economics, Universidad del CEMA, volume 4, pages 313-327, November.
• Richard Podpiera, 2001, "International Cross-Listing: The Effects of Market Fragmentation and Information Flows," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp173, Apr.
• Steven A. Block & Paul M. Vaaler, 2001, "The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries," CID Working Papers, Center for International Development at Harvard University, number 82, Dec.
• Jérôme Sgard, 2001, "Direct Foreign Investments and Productivity Growth in Hungarian Firms, 1992-1999," Working Papers, CEPII research center, number 2001-19, Dec.
• Martin Cincibuch & Pavel Bouc, 2001, "Interpretation of Czech FX Options," Archive of Monetary Policy Division Working Papers, Czech National Bank, number 2001/36, Oct.
• Castro Carlos Alberto, 2001, "Eficiencia-X en el sector bancario colombiano," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Boyer, Robert, 2001, "La "nouvelle économie" au futur antérieur : histoire, théories, géographie," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 0113.
• Cumby, Robert & Pastine, Tuvana, 2001, "Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 2866, Jun.
• Vitale, Paolo, 2001, "Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability," CEPR Discussion Papers, Centre for Economic Policy Research, number 2886, Jul.
• Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2001, "Limit Order Book as a Market for Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 2889, Aug.
• Dahlquist, Magnus & Robertsson, Göran, 2001, "Foreigners Trading and Price Effects Across Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 3033, Oct.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001, "The Microstructure of the Euro Money Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 3081, Nov.
• Vitale, Paolo & Payne, Richard, 2001, "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 3085, Nov.
• Michel LUBRANO, 2001, "Smooth Transition Garch Models : a Baysian Perspective," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001032, Sep.
• FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene, 2001, "Limit order book as a market for liquidity," HEC Research Papers Series, HEC Paris, number 728, Jul.
• LESHCHINSKII, Dima, 2001, "Does it pay to voluntarily disclose private information?," HEC Research Papers Series, HEC Paris, number 734, Jun.
• LOVO, Stefano M. & CALCAGNO, R., 2001, "Market efficiency and Price Formation when Dealers are Asymmetrically Informed," HEC Research Papers Series, HEC Paris, number 737, Nov.
• Richards, Anthony J. & Gropp, Reint, 2001, "Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?," Working Paper Series, European Central Bank, number 76, Aug.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001, "The microstructure of the euro money market," Working Paper Series, European Central Bank, number 80, Oct.
• Abadie, Alberto & Gardeazabal, Javier, 2001, "The Economic Costs of Conflict: A Case-Control Study for the Basque Country," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp01-048, Dec.
• Bester, Helmut & Ritzberger, Klaus, 2001, "Strategic pricing, signalling, and costly information acquisition," International Journal of Industrial Organization, Elsevier, volume 19, issue 9, pages 1347-1361, November.
• Isakov, Dusan & Perignon, Christophe, 2001, "Evolution of market uncertainty around earnings announcements," Journal of Banking & Finance, Elsevier, volume 25, issue 9, pages 1769-1788, September.
• Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2001, "Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices," Journal of Financial Economics, Elsevier, volume 61, issue 3, pages 345-381, September.
• Cumby, Robert E. & Pastine, Tuvana, 2001, "Emerging market debt: measuring credit quality and examining relative pricing," Journal of International Money and Finance, Elsevier, volume 20, issue 5, pages 591-609, October.
• Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001, "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, volume 20, issue 6, pages 895-948, November.
• Hong, Harrison & Rady, Sven, 2001, "Strategic Trading and Learning about Liquidity," Discussion Papers in Economics, University of Munich, Department of Economics, number 15, Jan.
• Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk, 2001, "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 59-86, March.
• Jussi Nikkinen & Petri Sahlstrom, 2001, "Impact of Scheduled U.S. Macroeconomic News on Stock Market Uncertainty: A Multinational Perspecive," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 2, pages 129-148, June.
• Adam Steen & Petko Kalev & Keith Turpie, 2001, "The Short-Run Performance of IPOs of Privately Owned and Publicly Owned Firms: A Note from Australia," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 2, pages 149-154, June.
• Zvi Eckstein & Andrew Rose, 2001, "International Seminar on Macroeconomics 2000," NBER Books, National Bureau of Economic Research, Inc, number ecks01-1.
• Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 2001, "Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8073, Jan.
• Joseph Chen & Harrison Hong & Jeremy C. Stein, 2001, "Breadth of Ownership and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8151, Mar.
• Tuomo Vuolteenaho, 2001, "What Drives Firm-Level Stock Returns?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8240, Apr.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2001, "The Value Spread," NBER Working Papers, National Bureau of Economic Research, Inc, number 8242, Apr.
• Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 2001, "The Level and Persistence of Growth Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 8282, May.
• Owen A. Lamont & Richard H. Thaler, 2001, "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs," NBER Working Papers, National Bureau of Economic Research, Inc, number 8302, May.
• Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 2001, "Earnings Quality and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8308, May.
• G. William Schwert, 2001, "Stock Volatility in the New Millennium: How Wacky Is Nasdaq?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8436, Aug.
• Alberto Abadie & Javier Gardeazabal, 2001, "The Economic Costs of Conflict: A Case-Control Study for the Basque Country," NBER Working Papers, National Bureau of Economic Research, Inc, number 8478, Sep.
• Charles M. Jones & Owen A. Lamont, 2001, "Short Sale Constraints and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 8494, Oct.
• Paul A. Gompers & Josh Lerner, 2001, "The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 8505, Oct.
• Andrew W. Lo & Dmitry V. Repin, 2001, "The Psychophysiology of Real-Time Financial Risk Processing," NBER Working Papers, National Bureau of Economic Research, Inc, number 8508, Oct.
• Robert C. Apfel & John E. Parsons & G. William Schwert & Geoffrey S. Stewart, 2001, "Short Sales, Damages and Class Certification in 10b-5 Actions," NBER Working Papers, National Bureau of Economic Research, Inc, number 8618, Dec.
• Severin Borenstein & James Bushnell & Christopher R. Knittel & Catherine Wolfram, 2001, "Trading Inefficiencies in California's Electricity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 8620, Dec.
• John R. M. Hand, 2001, "The Role of Book Income, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks," Review of Finance, European Finance Association, volume 5, issue 3, pages 295-317.
• Martien Lubberink & Carel Huijgen, 2001, "A Wealth-Based Explanation for Earnings Conservatism," Review of Finance, European Finance Association, volume 5, issue 3, pages 323-349.
• Alexander Guembel, 2001, "Emerging Markets and Entry by Actively Managed Funds," Economics Series Working Papers, University of Oxford, Department of Economics, number 2001-FE-12, Jan.
• Augusto Castillo R., 2001, "Long-Run Performance Of Stock Returns Following Junk Bond Offerings," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 4, issue 1, pages 95-129.
• Bacha, Obiyathulla I. & Abdullah, Mimi H., 2001, "Halal Stock Designation and Impact on Price and Trading Volume," MPRA Paper, University Library of Munich, Germany, number 12728, Jun, revised Feb 2001.
• Wang, Changyun, 2001, "The behavior and performance of major types of futures traders," MPRA Paper, University Library of Munich, Germany, number 36426, Dec, revised Jul 2002.
• Wang, Changyun, 2001, "The effect of net positions by type of trader on volatility in foreign currency futures markets," MPRA Paper, University Library of Munich, Germany, number 36428, Mar, revised Nov 2001.
• Hirshleifer, David & Teoh, Siew Hong, 2001, "Herd Behavior and Cascading in Capital Markets: A Review and Synthesis," MPRA Paper, University Library of Munich, Germany, number 5186, Dec.
• Hirshleifer, David, 2001, "Investor Psychology and Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 5300, Feb.
• Valérie Revest, 2001, "Le Nouveau Marché : la construction d'une identité," Revue d'Économie Financière, Programme National Persée, volume 61, issue 1, pages 193-202, DOI: 10.3406/ecofi.2001.3892.
• Francesco Giavazzi & Alberto Giovannini, 2001, "Un système financier plus efficient pour obtenir de meilleures performances économiques : une tentative d'identification des priorités," Revue d'Économie Financière, Programme National Persée, volume 62, issue 2, pages 79-91, DOI: 10.3406/ecofi.2001.3111.
• Francesco Giavazzi & Alberto Giovannini, 2001, "A More Efficient Financial System for Improved Economic Performance : An Attempt at Identifying the Priorities," Revue d'Économie Financière, Programme National Persée, volume 62, issue 2, pages 71-81, DOI: 10.3406/ecofi.2001.4462.
• Daniel Goyeau & Alain Sauviat & Amine Tarazi, 2001, "Marché financier et évaluation du risque bancaire. Les agences de notation contribuent-elles à améliorer la discipline de marché ?," Revue Économique, Programme National Persée, volume 52, issue 2, pages 265-283, DOI: 10.3406/reco.2001.410314.
• Chakravarty, Sugato & Sarkar, Asani, 2001, "A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1148.
• Medrano, Luis Angel & Vives, Xavier, 2001, "Strategic Behavior and Price Discovery," RAND Journal of Economics, The RAND Corporation, volume 32, issue 2, pages 221-248, Summer.
• Asmara Jamaleh, 2001, "Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio," Rivista di Politica Economica, SIPI Spa, volume 91, issue 2, pages 79-132, February.
• Noldeke, Georg & Troger, Thomas, 2001, "Existence of linear equilibria in the Kyle model with multiple informed traders," Economics Letters, Elsevier, volume 72, issue 2, pages 159-164, August.
• Hirshleifer, David & Luo, Guo Ying, 2001, "On the survival of overconfident traders in a competitive securities market," Journal of Financial Markets, Elsevier, volume 4, issue 1, pages 73-84, January.

2000

• Barnett, William A. & Serletis, Apostolos, 2000, "Martingales, nonlinearity, and chaos," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 703-724, June.
• Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000, "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, volume 69, issue 1, pages 89-94, October.
• Jeyanthi Karuppiah & Cornelis A. Los, 2000, "Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2000-06.
• Marianne Demarchi & Thierry Foucault, 2000, "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
• Lones Smith, 2000, "Private Information and Trade Timing," American Economic Review, American Economic Association, volume 90, issue 4, pages 1012-1018, September.
• Tuvana Pastine & Robert E. Cumby, 2000, "Emerging Market Debt : Measuring Credit Quality and Examining Relative Pricing," Working Papers, Department of Economics, Bilkent University, number 0010.
• Richard D.F. Harris & Rene Sanchez‐Valle, 2000, "The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns," Journal of Business Finance & Accounting, Wiley Blackwell, volume 27, issue 3‐4, pages 333-357, April, DOI: 10.1111/1468-5957.00316.
• Giuseppe Coco, 2000, "On the Use of Collateral," Journal of Economic Surveys, Wiley Blackwell, volume 14, issue 2, pages 191-214, April, DOI: 10.1111/1467-6419.00109.
• David Ikenberry & Josef Lakonishok & Theo Vermaelen, 2000, "Stock Repurchases in Canada: Performance and Strategic Trading," Journal of Finance, American Finance Association, volume 55, issue 5, pages 2373-2397, October, DOI: 10.1111/0022-1082.00291.
• Ali, A & Hwang, LS, 2000, "Country-specific factors related to financial reporting and the value relevance of accounting data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 1-21, DOI: http://hdl.handle.net/10.2307/26729.
• Aharony, J & Lee, CWJ & Wong, TJ, 2000, "Financial packaging of IPO firms in China," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 103-126, DOI: http://hdl.handle.net/10.2307/26729.
• Beaver, WH & Ryan, SG, 2000, "Biases and lags in book value and their effects on the ability of the book-to-market ratio to predict book return on equity," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 127-148, DOI: http://hdl.handle.net/10.2307/26729.
• Holder-Webb, LM & Wilkins, MS, 2000, "The incremental information content of SAS No. 59 going-concern opinions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 209-219, DOI: http://hdl.handle.net/10.2307/26729.
• Liu, J & Thomas, J, 2000, "Stock returns and accounting earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 1, pages 71-101, DOI: http://hdl.handle.net/10.2307/26729.
• Abarbanell, J & Bernard, V, 2000, "Is the US stock market myopic?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 221-242, DOI: http://hdl.handle.net/10.2307/26729.
• Botosan, CA & Harris, MS, 2000, "Motivations for a change in disclosure frequency and its consequences: An examination of voluntary quarterly segment disclosures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 329-353, DOI: http://hdl.handle.net/10.2307/26729.
• Henning, SL & Lewis, BL & Shaw, WH, 2000, "Valuation of the components of purchased goodwill," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 375-386, DOI: http://hdl.handle.net/10.2307/26729.
• Wong, MHF, 2000, "The Association between SFAS No. 119 derivatives disclosures and the foreign exchange risk exposure of manufacturing firms," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue 2, pages 387-417, DOI: http://hdl.handle.net/10.2307/26729.
• Piotroski, JD, 2000, "Value investing: The use of historical financial statement information to separate winners from losers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 1-41, DOI: http://hdl.handle.net/10.2307/26729.
• Joos, P, 2000, "Discussion of the economic consequences of increased disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 125-136, DOI: http://hdl.handle.net/10.2307/26729.
• Bushee, BJ & Noe, CF, 2000, "Corporate disclosure practices, institutional investors, and stock return volatility," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 171-202, DOI: http://hdl.handle.net/10.2307/26729.
• Venkatachalam, M, 2000, "Discussion of corporate disclosure practices, institutional investors, and stock return volatility," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 203-207, DOI: http://hdl.handle.net/10.2307/26729.
• Guay, W, 2000, "Discussion of value investing: The use of historical financial statement information to separate winners from losers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 43-51, DOI: http://hdl.handle.net/10.2307/26729.
• Kanodia, C & Mukherji, A & Sapra, H & Venugopalan, R, 2000, "Hedge disclosures, future prices, and production distortions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 53-82, DOI: http://hdl.handle.net/10.2307/26729.
• Hayes, RM, 2000, "Discussion of hedge disclosures, future prices, and production distortions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 83-89, DOI: http://hdl.handle.net/10.2307/26729.
• Leuz, C & Verrecchia, RE, 2000, "The economic consequences of increased disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 38, issue , pages 91-124, DOI: http://hdl.handle.net/10.2307/26729.
• Yoshihito Saito & Yoko Takeda, 2000, "Predicting the US Real GDP Growth Using Yield Spreads of Corporate Bonds," Bank of Japan Working Paper Series, Bank of Japan, number International Department,, Jul.
• Rodolfo Apreda, 2000, "Differential Rates of Return and Residual Information Sets (A Discrete Approach)," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 177, Oct.
• Richard Podpiera, 2000, "Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp156, Jul.
• Jan Hanousek & Richard Podpiera, 2000, "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp168, Dec.
• Isidore Masse & Robert Hanrahan & Joseph Kushner & Felice Martinello, 2000, "The effect of additions to or deletions from the TSE 300 Index on Canadian share prices," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 2, pages 341-359, May.
• BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000, "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000060, Dec.
• Rockinger, Michael & Urga, Giovanni, 2000, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 2346, Jan.
• Reichlin, Pietro & Siconolfi, Paolo, 2000, "Optimal Debt Contracts and Moral Hazard Along the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 2351, Jan.
• Rady, Sven & Hong, Harrison G, 2000, "Strategic Trading And Learning About Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 2416, Apr.
• Klemperer, Paul, 2000, "Why every Economist should Learn some Auction Theory," CEPR Discussion Papers, Centre for Economic Policy Research, number 2572, Oct.
• Lafuente Luengo, Juan Ángel, 2000, "Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9849, Jan.
• Martínez, Miguel Ángel & Tapia, Mikel & Rubio, Gonzalo, 2000, "Understanding liquidity: a closer look at the limit order book," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9961, Jul.
• Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 2000, "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 79-100, May.
• Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 2000, "A Theory of Supervision with Endogenous Transaction Costs," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 231-263, November.
• Giraud, Pierre-Noël (ed.), 2000, "La structure par terme des prix des commodités : analyse théorique et applications au marché pétrolier," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/126.
• Guesnerie, R., 2000, "The Government and Market Expectations," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2000-15.
• DESGRANGES, Gabriel & FOUCAULT, Thierry, 2000, "Reputation-based pricing and price improvements in dealership markets," HEC Research Papers Series, HEC Paris, number 716, Apr, revised 01 Mar 2002.
• Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000, "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0810, Aug.
• Harrison Hong & Sven Rady, 2000, "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1351, Aug.
• Jordi Caballe & Jozsef Sakovics, 2000, "Speculating against an overconfident market," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 62, May.
• Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000, "Correlation structure of extreme stock returns," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0006034, Jun.
• Thomas Lux, 2000, "On moment condition failure in German stock returns: an application of recent advances in extreme value statistics," Empirical Economics, Springer, volume 25, issue 4, pages 641-652.
• Xiaoliang Zhao & Paul Glasserman, 2000, "Arbitrage-free discretization of lognormal forward Libor and swap rate models," Finance and Stochastics, Springer, volume 4, issue 1, pages 35-68.
• Bruno Jullien & Georges Dionne & Bernard Caillaud, 2000, "Corporate insurance with optimal financial contracting," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 1, pages 77-105.
• Giulio Seccia, 2000, "Informational efficiency properties of rational expectations equilibria in non-convex economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 2, pages 323-332.
• Leonard J. Mirman & Neelam Jain, 2000, "Real and financial effects of insider trading with correlated signals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 2, pages 333-353.