Research classified by Journal of Economic Literature (JEL) codes

1999

• Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin, 1999, "Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market," MPRA Paper, University Library of Munich, Germany, number 13075.
• Husain, Fazal & Mahmood, Tariq, 1999, "Monetary Expansion and Stock Returns in Pakistan," MPRA Paper, University Library of Munich, Germany, number 5020.
• Husain, Fazal & Uppal, Jamshed, 1999, "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper, University Library of Munich, Germany, number 5270.
• Husain, Fazal & Forbes, Kevin, 1999, "Efficiency in a Thinly Traded Market: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 5355.
• Bernardino Adão, 1999, "Iberian Financial Integration," Working Papers, Banco de Portugal, Economics and Research Department, number w199905.
• Bernard Caillaud & Georges Dionne & Bruno Jullien, 1999, "Corporate insurance with optimal financial contracting," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 96-1, Aug.
• Ivanter Alexander & Peresetsky Anatoly, 1999, "The Development of the State Bond Market," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 99-06e, Jun.
• Bhattacharya, Sudipto & Nicodano, Giovanna, 1999, "Insider trading, investment and liquidity: a welfare analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119114, Aug.
• Friederich, Sylvain & Gregory, Alan & Matako, John & Tonks, Ian, 1999, "Stock price patterns around the trades of corporate insiders on the London Stock Exchange," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119116, Sep.
• Philippas, N., 1999, "Are Greek Mutual Fund Managers Market Timers?," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-4, pages 33-42, January -.
• Dušan ISAKOV & Marc HOLLISTEIN, 1999, "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is it Profitable?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp2, Jan.
• Miloš Fipip, 1999, "Doporuèení analytikù na èeském akciovém trhu - jsou k užitku? (2. èást) (Analysts' Recommendations on the Czech Stock Exchange - Are They Worth of? 2nd part)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 5, pages 268-280, May.
• Enrico C. Perotti & Ernst-Ludwig von Thadden, 1999, "Dominant Investors and Strategic Transparency," Working Papers, Fondazione Eni Enrico Mattei, number 1999.24, Feb.
• Giovanna Nicodano & Sudipto Bhattacharya, 1999, "Insider Trading, Investment and Liquidity: A Welfare Analysis," FMG Discussion Papers, Financial Markets Group, number dp334, Aug.
• Robert E. Verrecchia & Christian Leuz, 1999, "The Economic Consequences of Increased Disclosure," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 41, Jul.
• Lubrano, M., 1999, "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a49.
• Vacca, V. & Scalia, A., 1999, "Does Market Transparency Matter? A Case Study," Papers, Banca Italia - Servizio di Studi, number 359.
• Artus, P., 1999, "Pourquoi la volatilite est-elle restee forte sur tous les marches financiers apres la crise de l'ete 1998?," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1999-13/fi.
• Isakov, D. & Perignon, C., 1999, "Evolution of Market Uncertainty around Earnings Announcements," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.12.
• Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999, "The Profits to Insider Trading: A Performance-Evaluation Perspective," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1858.
• Smith, L., 1999, "Private Information and Trade Timing," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-07.
• Sergey Drobyshevsky, 1999, "Analysis of the GKO market based on an examination of the term structure of interest rates," Research Paper Series, Gaidar Institute for Economic Policy, issue 17P, pages 265-265.
• Giovanni Siciliano, 1999, "Are Short-Horizon Equity Returns Predictable? Evidence from Large and Frequently Traded Italian Stocks," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 58, issue 2, pages 241-267, September.
• Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999, "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03620363, Sep.
• Gaëlle Le Fol & Christian Gourieroux, 1999, "Intra-day market activity," Post-Print, HAL, number halshs-00536268.
• Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999, "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Post-Print, HAL, number halshs-03620363, Sep.
• Neumann, Robert & Voetmann, Torben, 1999, "Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings," Working Papers, Copenhagen Business School, Department of Finance, number 1999-9, Aug.
• Jakobsen, Jan & Sørensen, Ole, 1999, "Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark," Working Papers, Copenhagen Business School, Department of Finance, number 2000-2, Nov.
• Jakobsen, Jan & Voetmann, Torben, 1999, "Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns," Working Papers, Copenhagen Business School, Department of Finance, number 2000-3, Dec.
• Jakobsen, Jan & Voetmann, Torben, 1999, "Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997," Working Papers, Copenhagen Business School, Department of Finance, number 2000-4, Oct.
• Johansson, Anders & Rolseth, Lars, 1999, "The effects of firm-specific variables and consensus forecasts data on the pricing of large Swedish firms’ stocks," Working Papers in Economics, University of Gothenburg, Department of Economics, number 15, Jul.
• Söderström, Ulf, 1999, "Predicting monetary policy using federal funds futures prices," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 307, Mar.
• Söderström, Ulf, 1999, "Predicting monetary policy using federal funds future prices," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 85, May.
• Säfvenblad, Patrik, 1999, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 86, Jun.
• Ohtake, Fuminobu & Oda, Nobuyuki & Yoshiba, Toshinao, 1999, "Market Price Analysis and Risk Management for Convertible Bonds," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 17, issue 2, pages 47-89, August.
• Juan Carlos Gómez Sala, 1999, "- Rentabilidad Y Liquidez Alrededor De Los Splits," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-01, Feb.

1998

• Brunnermeier, Markus, 1998, "Buy on rumours - sell on news: a manipulative trading strategy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119135, Nov.
• 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.
• Coco, G., 1998, "On the Use of Collateral," Discussion Papers, University of Exeter, Department of Economics, number 9805.
• Harris, R., 1998, "The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach," Discussion Papers, University of Exeter, Department of Economics, number 9811.
• Harris, Richard, 1998, "A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data," Discussion Papers, University of Exeter, Department of Economics, number 9812.
• Harris, R.D.F. & Sanchez-Valle, R., 1998, "The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns," Discussion Papers, University of Exeter, Department of Economics, number 9815.
• Mika Vaihekoski, 1998, "Short-term returns and the predictability of Finnish stock returns," Finnish Economic Papers, Finnish Economic Association, volume 11, issue 1, pages 19-36, Spring.
• Aarni Pursiainen, 1998, "Relationship between volatility and multilisting : evidence from the Finnish stock market," Finnish Economic Papers, Finnish Economic Association, volume 11, issue 2, pages 65-85, Autumn.
• Rohit Rahi & James Dow, 1998, "Should Speculators be Taxed?," FMG Discussion Papers, Financial Markets Group, number dp291, Apr.
• Rohit Rahi & James Dow, 1998, "Informed Trading, Investment, and Welfare," FMG Discussion Papers, Financial Markets Group, number dp292, Apr.
• Allan Timmermann & Halbert White & Ryan Sullivan, 1998, "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers, Financial Markets Group, number dp303, Sep.
• Markus K Brunnermeier, 1998, "Buy on Rumours - Sell on News: A Manipulative Trading Strategy," FMG Discussion Papers, Financial Markets Group, number dp309, Nov.
• Inanga, E.L. & Emenuga, C., 1998, "Les caracteristiques institutionnelles, traditionnelles et les modes de determination des cours de l'actif a la bourse de valeurs du Nigeria," Papers, African Economic Research Consortium, number 60.
• Cesari, R. & Panetta, F., 1998, "Style, Fees and Performance of Italian Equity Funds," Papers, Banca Italia - Servizio di Studi, number 325.
• Artus, P., 1998, "Heterogeneite des capacites a utiliser l'information sur les marches financiers et chaines d'invention sur les marches," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 1998-01/fi.
• Serletis, A. & Gogas, P., 1998, "The North American Natural Gas Liquids Markets are Chaotic," Papers, Calgary - Department of Economics, number 98-10.
• Repullo, R. & Suarez, J., 1998, "Venture Capital Finance: a Security Design Approach," Papers, Centro de Estudios Monetarios Y Financieros-, number 9804.
• Glasserman, P. & Zhao, X., 1998, "Arbitrage-Free Discretization of Lognormal Forward Libor and Swap Rate Models," Papers, Columbia - Graduate School of Business, number 98-09.
• Isakov, D. & Hollistein, M., 1998, "Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable?," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 98.2.
• Hubler, J. & Schmidt, G., 1998, "Decisions de GRH et performance boursiere: existerait-il une specificite du marche francais?," Papers, Groupe de recherche en économie financière et en gestion des entreprises, Universite Nancy 2, number 1998-11.
• Luis Angel Medrano & Xavier Vives, 1998, "Strategic Behavior and Price Discovery," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1825.
• Paul A. Gompers & Andrew Metrick, 1998, "How Are Large Institutions Different from Other Investors? Why Do These Differences Matter?," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1830.
• Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-013, Feb.
• Marshall E. Blume & Felix Lim & A. Craig MacKinlay, , "The Declining Credit Quality of US Corporate Debt: Myth or Reality?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-98.
• Donald B. Keim & Ananth Madhavan, , "The Information Contained in Stock Exchange Seat Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 07-98.
• Donald B. Keim & Ananth Madhavan, , "The Cost of Institutional Equity Trades," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-98.
• Michael A. Goldstein & Kenneth A. Kavajecz, , "Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-98.
• Booth, L., 1998, "Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 98-001.
• Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998, "VaR-x: Fat Tails in Financial Risk Management," Papers, Southern California - School of Business Administration, number 98-54.
• Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A., 1998, "The Cost of Capital in International Financial Markets: Local Versus Global Beta," Papers, Southern California - School of Business Administration, number 99-55.
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998, "Price adjustment at multiproduct retailers," Post-Print, HAL, number hal-02385586, Mar.
• Michael Rockinger & Giovanni Urga, 1998, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," Working Papers, HAL, number hal-00601498.
• Michael Rockinger & S. Coutant & Eric Jondeau, 1998, "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers, HAL, number hal-00601499.
• Säfvenblad, Patrik, 1998, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 240, May.
• Andersson, Michael K. & Nydahl, Stefan, 1998, "Rational Bubbles and Fractional Alternatives," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 266, Oct.
• Graham Elliott & Takatoshi Ito, 1998, "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a347, Mar.
• Mr. Tito Cordella & Mr. Eduardo Levy Yeyati, 1998, "Financial Opening, Deposit Insurance, and Risk in a Model of Banking Competition," IMF Working Papers, International Monetary Fund, number 1998/097, Jun.
• Mr. Tito Cordella, 1998, "Can Short-Term Capital Controls Promote Capital Inflows?," IMF Working Papers, International Monetary Fund, number 1998/131, Sep.
• 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.
• 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(0x76f72b88), 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.
• 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, Centre for Economic Policy Research, number 1886, May.
• Cordella, Tito & Levy Yeyati, Eduardo, 1998, "Financial Opening, Deposit Insurance and Risk in a Model of Banking Competition," CEPR Discussion Papers, Centre for Economic Policy Research, number 1939, Jul.
• Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David, 1998, "A Theory of Supervision with Endogenous Transaction Costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 1967, Sep.
• Palomino, Frédéric, 1998, "Relative Performance Equilibrium in Financial Markets," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 1995, Oct.
• Jondeau, Eric & Rockinger, Michael, 1998, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 2010, Oct.
• Cordella, Tito, 1998, "Can Short-Term Capital Controls Promote Capital Inflows," CEPR Discussion Papers, Centre for Economic Policy Research, number 2011, Nov.
• Bester, Helmut & Ritzberger, Klaus, 1998, "Strategic Pricing, Signalling and Costly Information Acquisition," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 1615, Mar.
• Reichlin, Pietro & Siconolfi, Paolo, 1997, "Adverse Selection of Investment Projects and the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 1631, Aug.
• Christodoulakis, Nikos & Kalyvitis, Sarantis C, 1997, "Heterogeneous Traders and the Unbiasedness Hypothesis: Explaining the Mark/Dollar Bias," CEPR Discussion Papers, Centre for Economic Policy Research, number 1683, Aug.
• Medrano, Luis Angel & Vives, Xavier, 1997, "Strategic Behaviour and Price Discovery," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• 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.
• 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.