Research classified by Journal of Economic Literature (JEL) codes

2000

• Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006, "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers, Swiss National Bank, Study Center Gerzensee, number 06.04, Jun.
• Raphael A. Auer, 2013, "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers, Swiss National Bank, Study Center Gerzensee, number 13.03, Mar.
• John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000, "Long memory in the Greek stock market," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 2, pages 177-184, DOI: 10.1080/096031000331815.
• Kurt Brännäs & Jan G. de Gooijer, 2000, "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-049/4, Jun.
• Renneboog, L.D.R. & Vanbrabant, P., 2000, "Share Price Reactions to Sporty Performances of Soccer Clubs listed on the London Stock Exchange and the AIM," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-19.
• Kabir, M.R. & Roosenboom, P.G.J., 2000, "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-22.
• Marquering, W. & Verbeek, M.J.C.M., 2000, "The Economic Value of Predicting Stock Index Returns and Volatility," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-78.
• Kabir, M.R. & Roosenboom, P.G.J., 2000, "Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues," Other publications TiSEM, Tilburg University, School of Economics and Management, number 830f5e0a-0dfe-4873-968d-3.
• Dow, James & Rahi, Rohit, 2000, "Should Speculators Be Taxed?," The Journal of Business, University of Chicago Press, volume 73, issue 1, pages 89-107, January, DOI: 10.1086/209633.
• Ariane Szafarz, 2012, "Financial crises in efficient markets: How fundamentalists fuel volatility," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/149191, Jan.
• Miller, Edward M., 2000, "Long run underperformance of initial public offerings: an explanation," Working Papers, University of New Orleans, Department of Economics and Finance, number 1999-18, Feb.
• Giovanni Cespa, 2000, "Short-term investment and equilibrium multiplicity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 520, Jun, revised Jun 2002.
• 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/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 2, pages 341-359, May, DOI: 10.1111/0008-4085.00019.
• Stewart Mayhew & Vassil Mihov, 2000, "Another Look at Option Listing Effects," Finance, University Library of Munich, Germany, number 0004002, Apr.
• Piyush Kumar Chowhan & Vasant Shukla, 2000, "Volatility in Indian Stock Markets," Finance, University Library of Munich, Germany, number 0004010, Sep.
• Jati K. Sengupta, 2000, "New Efficiency Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Economics of Efficiency Measurement," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Efficiency Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Stochastic Efficiency Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Industrial Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Jati K. Sengupta, 2000, "Economic Theory and DEA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Dynamic And Stochastic Efficiency Analysis Economics of Data Envelopment Analysis".
• Hazel J. Johnson, 2000, "Transformation in Financial Services," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "International Variations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "Driving Forces of Change," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "Regulatory Influences," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "Best Practices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Global Positioning For Financial Services".
• Hazel J. Johnson, 2000, "Forging Financial Services Alliances," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Global Positioning For Financial Services".
• Oehler, Andreas & Heilmann, Klaus & Läger, Volker, 2000, "Do Insiders Contribute to Market Efficiency? Informational Efficiency and Liquidity of Experimental Call Markets with and without Insiders," Discussion Papers, University of Bamberg, Chair of Finance, number 11.
• Schlag, Christian & Wodrich, Anja, 2000, "Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/12.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,15.
• Amendinger, Jürgen & Becherer, Dirk & Schweizer, Martin, 2000, "Quantifying the value of initial investment information," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,41.
• Hess, Dieter E., 2000, "Surprises in scheduled releases: why do they move the bond market?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-61.
• Czarnitzki, Dirk & Stadtmann, Georg, 2000, "The behaviour of noise traders: empirical evidence on purchases of business magazines," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-65.
• Dridi, Ramdan & Germain, Laurent, 2000, "Noise and competition in strategic oligopoly," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6862, Jun.
• G. Dionne & R. Gagné, 2000, "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-06.
• Niarchos, N. & Alexakis, A., 2000, "The Long Term Dynamics of the European Stock Exchanges: «Leaders and Followers»," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 57-66, January -.
• Wessel Marquering & Marno Verbeek, 2000, "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 501075.
• Wessel Marquering & Marno Verbeek, 2000, "The Economic Value of Predicting Stock Index Returns and Volatility," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0020, Mar.
• de Lara, Y.G., 2000, "Risk-Sharing, Enforceability, Information and Capital Structure," Economics Working Papers, European University Institute, number eco2000/5.
• Dušan Isakov & Christophe Pérignon, 2000, "Evolution of Market Uncertainty around Earnings Announcements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp15, Jun.
• Michel DUBOIS & Pierre JEANNERET, 2000, "The Long-run Performance of Seasoned Equity Offerings with rights evidence from the Swiss Market," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp22, Jan.
• Miloš Filip, 2000, "Dividends in the Czech Capital Market and an Optimal Investment Strategy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 12, pages 685-698, December.
• Richard Podpiera, 2000, "Czech Financial Market Efficiency in Light of Recent Interest Rate Cuts," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 5, pages 270-282, May.
• Harrison Hong & Sven Rady, 2000, "Strategic Trading and Learning About Liquidity," FMG Discussion Papers, Financial Markets Group, number dp356, Aug.
• Artus, P., 2000, "Les consequences destabilisatrices de la gestion indicielle," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 2000-17/fi.
• Harris, T.S. & Glenn Hubbard, R. & Kemsley, D., 2000, "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," Papers, Columbia - Graduate School of Business, number 00-02.
• MARTINOT, N. & Lesourd, J.-B. & Morard, B., 2000, "On the Information Content of Futures Prices, Application to LME Nonferrous Metal Futures," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2000.12.
• Thao, T.H. & Thomas-Agnan, C., 2000, "Evolution des cours gouvernee par unprocessus de type ARIMA fractionnaire," Papers, Toulouse - GREMAQ, number 00-541.
• Lanne, M., 2000, "Testing the Predictability of Stock Returns," University of Helsinki, Department of Economics, Department of Economics, number 488.
• Capelle-Blancard, G. & Vandelanoite, S., 2000, "Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.110.
• Bennell, J. & Sutcliffe, C., 2000, "Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options," Papers, University of Southampton - Department of Accounting and Management Science, number 00-156.
• Mahama, H. & Chua, W.F., 2000, "Stabilizing Collaborative Supply Relationships: An Empirical Examination of the Role of Financial and Non-Financial Information," Papers, University of Southampton - Department of Accounting and Management Science, number 00-164.
• Pierluigi Bologna, 2000, "Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 59, issue 1, pages 51-88, April.
• Martin Evans, 2000, "FX trading and Exchange Rate Dynamics," Working Papers, Georgetown University, Department of Economics, number gueconwpa~00-00-04, Nov.
• Thierry Foucault & Marianne Demarchi, 2000, "Equity Trading Systems in Europe: A Survey of Recent Changes," Post-Print, HAL, number hal-00459776.
• Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö, 2000, "Informed Trading, Short Sales Constraints, and Futures' Pricing," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 366, Mar.
• Fridolfsson, Sven-Olof & Stennek, Johan, 2000, "Why Event Studies Do Not Detect Anti-Competitive Mergers," Working Paper Series, Research Institute of Industrial Economics, number 542, Dec.
• Graflund, Andreas, 2000, "A Swedish Real Estate Stock Market Index, 1939-1998," Working Papers, Lund University, Department of Economics, number 2000:7, Sep, revised 17 May 2001.
• Brännäs, Kurt & de Gooijer, Jan G., 2000, "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies, Umeå University, Department of Economics, number 535, May.
• Berg, Lennart, 2000, "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Working Paper Series, Uppsala University, Department of Economics, number 2000:9, Aug.
• Frankel, Jeffrey A & Schmukler, Sergio L, 2000, "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 5, issue 3, pages 177-195, July.
• Patricia Jurfest & Salvador Zurita, 2000, "Opciones de Suscripción de Acciones Stock Rights," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 37, issue 111, pages 339-371.
• Juan Carlos Gómez Sala & Jorge Yzaguirre Sharfhaussen, 2000, "Presión sobre los precios en las revisiones del índice Ibex35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-22, Dec.
• Réthi, Sándor, 2000, "Gyöngyvirágtól lombhullásig. Az orosz tőzsde tündöklése és bukása
  [The rise and fall of the Russian stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 321-340.
• Neil Hartnett & Jennifer Romcke, 2000, "The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 1-2, pages 101-132, March-Jun.
• Li Li Eng & Hwee Shan Aw, 2000, "An Analysis of Factors Affecting Investor Demand for Initial Public Offerings in Singapore," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 1-2, pages 133-153, March-Jun.
• Tim Brailsford & Richard Heaney & John Powell & Jing Shi, 2000, "Hot and Cold IPO Markets: Identification Using a Regime Switching Model," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 1-2, pages 35-68, March-Jun.
• W.C Lo & W.S. Chan, 2000, "Diagnosing Shocks in Stock Market Returns of Greater China," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 269-288, September.
• Gunther Capelle-Blancard & Severine Vandelanoite, 2000, "Relations intrajournalières entre l'indice CAC 40 et les options sur indice. Quel est le marché préféré des investisseurs informés ?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla00110, Nov, DOI: 10.2307/20076332.
• Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000, "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 7687, May.
• José M. Marín & Rohit Rahi, 2000, "Information Revelation and Market Incompleteness," The Review of Economic Studies, Review of Economic Studies Ltd, volume 67, issue 3, pages 563-579.
• Alexandre Ziegler, 2000, "Optimal Portfolio Choice under Heterogeneous Beliefs," Review of Finance, European Finance Association, volume 4, issue 1, pages 1-19.
• Nicolas Clerc & Rajna Gibson, 2000, "Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market?," Review of Finance, European Finance Association, volume 4, issue 2, pages 97-127.
• Alexander Guembel, 2000, "Myopic Traders, Efficiency and Taxation," Economics Series Working Papers, University of Oxford, Department of Economics, number 2000-FE-05, Sep.
• Chris Jarvis, 2000, "The Rise and Fall of the Pyramid Schemes in Albania," IMF Staff Papers, Palgrave Macmillan, volume 47, issue 1, pages 1-1.
• Franco Parisi & Daniel Perez, 2000, "Cambios En El Rating De Bonos Y Su Efecto En Los Precios Accionarios: El Caso Chileno," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 3, issue 2, pages 249-273.
• Hirshleifer, David & Luo, Guo Ying, 2000, "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper, University Library of Munich, Germany, number 15347.
• Islahi, Abdul Azim, 2000, "COMMENTS on: “Choice between debt and equity contracts and asymmetrical information: Some empirical evidence"," MPRA Paper, University Library of Munich, Germany, number 22980, revised 2000.
• Wang, Changyun, 2000, "Investor sentiment and return predictability in agricultural futures markets," MPRA Paper, University Library of Munich, Germany, number 36425, Jan, revised Sep 2002.
• Husain, Fazal, 2000, "The Day of the Week Effect in the Pakistani Equity Market: An Investigation," MPRA Paper, University Library of Munich, Germany, number 5268.
• Jorge Barros Luís, 2000, "The Estimation of Risk Premium Implicit in Oil Prices," Working Papers, Banco de Portugal, Economics and Research Department, number w200002.
• Chakravarty, Sugato & Sarkar, Asani, 2000, "Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1138, Sep.
• Meredith Beechey & David Gruen & James Vickery, 2000, "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2000-01, Jan.
• Georges Dionne & Robert Gagné, 2000, "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-1, Feb.
• Bruce Mizrach & Yijie Zhang, 2000, "Should ECNs be SOES-able?," Departmental Working Papers, Rutgers University, Department of Economics, number 200010, Jul.
• BrownJr., William O. & Burdekin, Richard C. K., 2000, "Fraud and financial markets: the 1997 collapse of the junior mining stocks," Journal of Economics and Business, Elsevier, volume 52, issue 3, pages 277-288.
• Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 2000, "When an event is not an event: the curious case of an emerging market," Journal of Financial Economics, Elsevier, volume 55, issue 1, pages 69-101, January.
• Jondeau, Eric & Rockinger, Michael, 2000, "Reading the smile: the message conveyed by methods which infer risk neutral densities," Journal of International Money and Finance, Elsevier, volume 19, issue 6, pages 885-915, December.

1999

• Elliott, Graham & Ito, Takatoshi, 1999, "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, volume 43, issue 2, pages 435-456, April.
• Los, Cornelis A., 1999, "Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 9, issue 3-4, pages 265-289, November.
• Apostolos Serletis & Periklis Gogas, 1999, "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, , volume 20, issue 1, pages 83-103, January, DOI: 10.5547/ISSN0195-6574-EJ-Vol20-No1-.
• Alexander Gumbel, 1999, "Trading on Short-Term Information," OFRC Working Papers Series, Oxford Financial Research Centre, number 1999fe10.
• Jean-Philippe Bouchaud & Marc Potters & Martin Meyer, 1999, "Apparent multifractality in financial time series," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9906347, Jun.
• James Peck & Matthew O. Jackson, 1999, "Asymmetric information in a competitive market game: Reexamining the implications of rational expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 3, pages 603-628.
• Rohit Rahi & José M. Marín, 1999, "Speculative securities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 14, issue 3, pages 653-668.
• Dusan Isakov, 1999, "Is beta still alive? Conclusive evidence from the Swiss stock market," The European Journal of Finance, Taylor & Francis Journals, volume 5, issue 3, pages 202-212, DOI: 10.1080/135184799337046.
• Elvio Accinelli & Daniel Vaz, 1999, "Inversión bajo incertidumbre," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1299.
• Tawatnuntachai, Oranee & D'Mello, Ranjan, 1999, "Intra-industry reactions of stock split announcements," Working Papers, University of New Orleans, Department of Economics and Finance, number 1999-01, Jun.
• Dorsman, A.B. & Montfort, K. van & Vink, I., 1999, "An adjusted Lintner-model for the Netherlands," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0020.
• Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999, "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 267, Sep.
• Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt, 1999, "Offer Price, Target Ownership Structure and IPO Performance," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-36, Aug.
• Frank Gerhard & Dieter Hess & Winfried Pohlmeier, 1999, "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," Finance, University Library of Munich, Germany, number 9904006, Apr.
• Alok Kumar, 1999, "Behavior Of Momentum Following And Contrarian Market Timers," Yale School of Management Working Papers, Yale School of Management, number ysm113, Jan.
• Amit Goyal & Ivo Welch, 1999, "Predicting the Equity Premium with Dividend Ratios," Yale School of Management Working Papers, Yale School of Management, number amz2437, Apr, revised 01 Nov 2002.
• Gerhard, Frank & Hautsch, Nikolaus, 1999, "Volatility Estimation on the Basis of Price Intensities," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 99/19.
• Pierdzioch, Christian & Stadtmann, Georg, 1999, "Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung," Kiel Working Papers, Kiel Institute for the World Economy, number 911.
• Golder, Stefan M. & Buch, Claudia M., 1999, "Foreign Competition and Disintermediation: No Threat to the German Banking System?," Kiel Working Papers, Kiel Institute for the World Economy, number 960.
• Grammig, Joachim & Wellner, Marc, 1999, "Modeling the interdependence of volatility and inter-transaction duration processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,21.
• Wulff, Christian, 1999, "The market reaction to stock splits: Evidence from Germany," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,42.
• Herwartz, Helmut, 1999, "Weekday dependence of German stock market returns," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,47.
• Coco, Giuseppe, 1999, "Collateral, heterogeneity in risk attitude and the credit market equilibrium," European Economic Review, Elsevier, volume 43, issue 3, pages 559-574, March.
• Holden, Steinar & Kolsrud, Dag, 1999, "Noisy signals in target zone regimes:: Theory and Monte Carlo experiments," European Economic Review, Elsevier, volume 43, issue 8, pages 1531-1567, August.
• Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle, 1999, "Intra-day market activity," Journal of Financial Markets, Elsevier, volume 2, issue 3, pages 193-226, August.
• Philippe Muller & Mark Zelmer, 1999, "Greater Transparency in Monetary Policy: Impact on Financial Markets," Technical Reports, Bank of Canada, number 86, DOI: 10.34989/tr-86.
• René Lalonde, 1999, "The Information Content of Interest Rate Futures Options," Staff Working Papers, Bank of Canada, number 99-15, DOI: 10.34989/swp-1999-15.
• Fabio Fornari & Carlo Monticelli & Marcello Pericoli & Massimo Tivegna, 1999, "The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 358, Oct.
• Antonio Scalia & Valerio Vacca, 1999, "Does Market Transparency Matter? a Case Study," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 359, Oct.
• Camilo Zea, 1999, "Financial Inefficiency and Real Business Cycle in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 127, Jul, DOI: 10.32468/be.127.
• Antonio Scalia & Valerio Vacca, 1999, "Does Market Transparency Matter? A Case Study," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market Liquidity: Research Findings and Selected Policy Implications".
• Der‐Yuan Yang, 1999, "A Cooperative Perspective On Sovereign Debt: Past And Present," Contemporary Economic Policy, Western Economic Association International, volume 17, issue 1, pages 44-53, January, DOI: 10.1111/j.1465-7287.1999.tb00662.x.
• Bruno Biais & Christophe Bisière & Jean‐Paul Décamps, 1999, "Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," European Financial Management, European Financial Management Association, volume 5, issue 3, pages 395-410, November, DOI: 10.1111/1468-036X.00101.
• Judith Chevalier & Glenn Ellison, 1999, "Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance," Journal of Finance, American Finance Association, volume 54, issue 3, pages 875-899, June, DOI: 10.1111/0022-1082.00130.
• Ryan Sullivan & Allan Timmermann & Halbert White, 1999, "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1647-1691, October, DOI: 10.1111/0022-1082.00163.
• Andrew Metrick, 1999, "Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1743-1775, October, DOI: 10.1111/0022-1082.00165.
• Carter, ME & Soo, BS, 1999, "The relevance of Form 8-K reports," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 119-132, DOI: http://hdl.handle.net/10.2307/24913.
• Frankel, R & Johnson, M & Skinner, DJ, 1999, "An empirical examination of conference calls as a voluntary disclosure medium," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 133-150, DOI: http://hdl.handle.net/10.2307/24914.
• Phillips, F, 1999, "Auditor attention to and judgments of aggressive financial reporting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 167-189, DOI: http://hdl.handle.net/10.2307/24914.
• Pfeiffer, RJ & Elgers, PT, 1999, "Controlling for lagged stock price responses in pricing regressions: An application to the pricing of cash flows and accruals," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 239-247, DOI: http://hdl.handle.net/10.2307/24914.
• Kasznik, R, 1999, "On the association between voluntary disclosure and earnings management," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 1, pages 57-81, DOI: http://hdl.handle.net/10.2307/24913.
• Engel, E & Erickson, M & Maydew, E, 1999, "Debt-equity hybrid securities," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 249-274, DOI: http://hdl.handle.net/10.2307/24914.
• Harris, TS & Kemsley, D, 1999, "Dividend taxation in firm valuation: New evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 275-291, DOI: http://hdl.handle.net/10.2307/24914.
• Ely, K & Waymire, G, 1999, "Accounting standard-setting organizations and earnings relevance: Longitudinal evidence from NYSE common stocks, 1927-93," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 293-317, DOI: http://hdl.handle.net/10.2307/24914.
• Francis, J & Schipper, K, 1999, "Have financial statements lost their relevance?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 319-352, DOI: http://hdl.handle.net/10.2307/24914.
• Lev, B & Zarowin, P, 1999, "The boundaries of financial reporting and how to extend them," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 353-385, DOI: http://hdl.handle.net/10.2307/24914.
• Barth, ME & Elliott, JA & Finn, MW, 1999, "Market rewards associated with patterns of increasing earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 387-413, DOI: http://hdl.handle.net/10.2307/24914.
• Libby, R & Tan, HT, 1999, "Analysts' reactions to warnings of negative earnings surprises," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 415-435, DOI: http://hdl.handle.net/10.2307/24914.
• Manzano, C, 1999, "Price-signal relations in an imperfectly competitive financial market with public and private information," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 451-463, DOI: http://hdl.handle.net/10.2307/24914.
• Pae, S, 1999, "Acquisition and discretionary disclosure of private information and its implications for firms' productive activities," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue 2, pages 465-474, DOI: http://hdl.handle.net/10.2307/24914.
• Kinney, W & Libby, R, 1999, "Research on credible financial reporting 1961-99: The contributions of Professor Nicholas Dopuch," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 1-15, DOI: http://hdl.handle.net/10.2307/24913.
• Hirst, DE & Koonce, L & Miller, J, 1999, "The joint effect of management's prior forecast accuracy and the form of its financial forecasts on investor judgment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 101-124, DOI: http://hdl.handle.net/10.2307/24913.
• Kennedy, J, 1999, "Discussion of the joint effect of management's prior forecast accuracy and the form of its financial forecasts on investor judgment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 125-134, DOI: http://hdl.handle.net/10.2307/24913.
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• Pope, PF & Walker, M, 1999, "International differences in the timeliness, conservatism, and classification of earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 53-87, DOI: http://hdl.handle.net/10.2307/24913.
• Basu, S, 1999, "Discussion of international differences in the timeliness, conservatism, and classification of earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 89-99, DOI: http://hdl.handle.net/10.2307/24913.
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• Soo-Bin Park, 1999, "A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields," Carleton Economic Papers, Carleton University, Department of Economics, number 99-03.
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• Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort, 1999, "A Theory of Supervision with Endogenous Transaction Costs," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 21, Nov, revised Oct 2000.
• Alessandro, CITANNA & Antonio, VILLANACCI, 1999, "Existence and Regularity of Partially Revealing Rational Expectations Equilibrium in Finite Economies," HEC Research Papers Series, HEC Paris, number 681, Mar.
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• Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999, "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla99103, Sep.
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• Kathryn M. Dominguez, 1999, "The Market Microstructure of Central Bank Intervention," NBER Working Papers, National Bureau of Economic Research, Inc, number 7337, Sep.
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• Norvald Instefjord, 1999, "The Market for Corporate Control and the Agency Paradigm," Review of Finance, European Finance Association, volume 3, issue 1, pages 1-22.
• Alexander Guembel, 1999, "Trading on Short-Term Information," Economics Series Working Papers, University of Oxford, Department of Economics, number 1999-FE-10, Oct.
• Rodrigo Saens, 1999, "Premia In Emerging Market Adr Prices:Evidence From Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 2, issue 1, pages 51-70.
• Fazal Husain & Tariq Mahmood, 1999, "Monetary Expansion and Stock Returns in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 38, issue 4, pages 769-776.
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