Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
1997
- Serletis, A. & Gogas, P., 1997, "Chaos in East European Black-Market Exchange Rates," Papers, Calgary - Department of Economics, number 9708.
- Edwards, F.R. & Zhang, X., 1997, "Mutual Funds and Stock and Bond Market Stability," Papers, Columbia - Graduate School of Business, number 97-22.
- Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997, "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," Papers, Columbia - Graduate School of Business, number 97-24.
- Isakov, D., 1997, "Is Beta Still Alive? Conclusive Evidence from the Swiss Stock market," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 97.17.
- Biais, B. & Bisiere, C. & Decamps, J.-P., 1997, "Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse," Papers, Toulouse - GREMAQ, number 97.485.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997, "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-18, Jan.
- Armando Gomes, , "Going Public with Asymmetric Information, Agency Costs and Dynamic Trading," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 09-97.
- Marshall E. Blume, , "An Anatomy of Morningstar Ratings (Reprint 065)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 12-97.
- Doron Kliger & Oded Sarig, , "The Information Value of Bond Ratings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-97.
- Augier, L. & Mokrane, M., 1997, "Strategic Uniformed Traders," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9739.
- Michael Rockinger & Eric Jondeau, 1997, "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers, HAL, number hal-00601591.
- Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997, "Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 160, Feb.
- Ellingsen, Tore & Rydqvist, Kristian, 1997, "The Stock Market as a Screening Device and the Decision to Go Public," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 174, May.
- Säfvenblad, Patrik, 1997, "Lead-Lag Effects When Prices Reveal Cross-Security Information," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 189, Sep.
- Säfvenblad, Patrik, 1997, "Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 190, Sep.
- Säfvenblad, Patrik, 1997, "Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 191, Sep.
- Säfvenblad, Patrik, 1997, "On the Damodaran Estimator of Price Adjustment Coefficients," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 208, Nov.
- Johansson, Anders & Modén, Karl-Markus, 1997, "Investment Plan Revisions and Share Price Volatility," Working Papers, National Institute of Economic Research, number 57, Dec.
- C. Emre ALPER, 1997, "Türkiye''de Sermaye Hareketleri Ve Risk Primi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 12, issue 136, pages 53-63.
- Mr. Eduardo Levy Yeyati & Mr. Tito Cordella, 1997, "Public Disclosure and Bank Failures," IMF Working Papers, International Monetary Fund, number 1997/096, Aug.
- Shields, Kalvinder K, 1997, "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, volume 30, issue 2-3, pages 107-125.
- Kalvinder Shields, 1997, "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, volume 30, issue 2, pages 107-125, May, DOI: 10.1023/A:1003007708074.
- Serletis, Apostolos & Gogas, Periklis, 1997, "Chaos in East European black market exchange rates," Research in Economics, Elsevier, volume 51, issue 4, pages 359-385, December.
- Hedvall, Kaj & Niemeyer, Jonas & Rosenqvist, Gunnar, 1997, "Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange," Journal of Empirical Finance, Elsevier, volume 4, issue 2-3, pages 279-293, June.
- Mandeep S. Chahal & Jun Wang, 1997, "Jump Diffusion Processes and Emerging Bond and Stock Markets: An Investigation Using Daily Data," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 3, pages 169-197, September.
- Unro Lee, 1997, "Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 4, pages 273-289, December.
- Morck, R. & Yeung, B. & Yu, W., 1997, "The Information Content of Stock Markets: Why Do Emerging Markets Have So Little Firm-Specific Risk?," Working Papers, Research Seminar in International Economics, University of Michigan, number 410.
- Dominguez & K., 1997, "The Market Microstructure of Central Bank Intervention," Working Papers, Research Seminar in International Economics, University of Michigan, number 412.
- Ellison, S.F. & Mullin, W.S., 1997, "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 97-13b.
- Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1997, "Auction Theory: A Summary with Applications to Treasury Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 5873, Jan.
- Sara Fisher Ellison & Wallace P. Mullin, 1997, "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," NBER Working Papers, National Bureau of Economic Research, Inc, number 6218, Oct.
- Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 1997, "The Magnitude of Menu Costs: Direct Evidence from Large U. S. Supermarket Chains," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 112, issue 3, pages 791-824.
- Daniel C. Hardy, 1997, "Market Information and Signaling in Central Bank Operations, or, How Often Should a Central Bank Intervene?," IMF Staff Papers, Palgrave Macmillan, volume 44, issue 4, pages 510-533, December.
- Fazal Husain, 1997, "The Random Walk Model in the Pakistani Equity Market: An Examination," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 36, issue 3, pages 221-240.
- Grande, Giuseppe, 1997, "Properties of the monetary conditions index," MPRA Paper, University Library of Munich, Germany, number 23515, Dec.
- Husain, Fazal, 1997, "The Random Walk Model in the Pakistani Equity market: An Examination," MPRA Paper, University Library of Munich, Germany, number 5034.
- Louis Bujold & Georges Dionne & Robert Gagné, 1997, "Assurance valeur à neuf et vols d’automobiles: une étude statistique," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 97-1, Feb.
- Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997, "Scaling in stock market data: stable laws and beyond," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9705087, May.
- Kabir, M.R., 1997, "New Evidence on Price and Volatility Effects of Stock Option Introductions," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-37.
- Jeffrey A. Frankel and Sergio L. Schmukler., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C97-087, May.
- José M. Marín & Rohit Rahi, 1997, "Speculative securities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 223, Apr.
- Luis A. Medrano & Xavier Vives, 1997, "Strategic behavior and price discovery," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 238, Sep.
- Eijgenhuijsen, Hans & Valk, Rob van der, 1997, "Initial public offerings in Mexico and Argentina: 1991-1994 Initial public offerings in Mexico and Argentina : 1991 - 1994," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0009.
- Jan Hanousek & Evzen Kocenda, 1997, "Czech Money Market: Emerging Links Among Interest Rates," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 95, Nov.
- G. William Schwert, 1997, "Stock Market Volatility: Ten Years After the Crash," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-51, Oct.
- Elli Malki, 1997, "Intellectual Property Intensity (IPI) and the Value-Growth Effect," Finance, University Library of Munich, Germany, number 9711002, Nov.
- Carl R. Zulauf & Scott H. Irwin, 1997, "Market Efficiency and Marketing to Enhance Income of Crop Producers," Finance, University Library of Munich, Germany, number 9711004, Nov.
- Matthew O. Jackson & James Peck, 1997, "Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations," Microeconomics, University Library of Munich, Germany, number 9711004, Nov.
- Nagpurnanand R. Prabhala, 1997, "Conditional Methods in Event-Studies and an Equilibrium Justification for Standard Event-Study Procedures," Yale School of Management Working Papers, Yale School of Management, number ysm55, Mar.
- Bartsch, Elga, 1997, "Economic consequences of the German environmental liability act: Capital market response for the chemical industry," Kiel Working Papers, Kiel Institute for the World Economy, number 822.
- Kellerhals, B. Philipp & Uhrig-Homburg, Marliese, 1997, "Temporäre Marktungleichgewichte auf Bondmärkten: Aktive Handelsstrategien auf Basis geschätzter Zinsstrukturkurven," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 108.
1996
- Fabio Barbato & Giuseppe Garofalo, 1996, "The credibility of the exchange rate regime: An analisys through derivatives of the September 1992 Crisis," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 16, Sep.
- William Rees, 1996, "The impact of open market equity repurchases on UK equity prices," The European Journal of Finance, Taylor & Francis Journals, volume 2, issue 4, pages 353-370, DOI: 10.1080/13518479600000014.
- Peter Holl & Dimitis Kyriaziz, 1996, "The Determinants of Outcome in UK Take-over Bids," International Journal of the Economics of Business, Taylor & Francis Journals, volume 3, issue 2, pages 165-184, DOI: 10.1080/758528451.
- de Jong, F.C.J.M. & Donders, M.W.M., 1996, "Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-108.
- Jean Luc De Meulemeester & Denis Rochat, 1996, "Aggregate rationality in the long-run: some tests on the Belgian stock markets," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/1569, Nov.
- José M. Marín & Rohit Rahi, 1996, "Information revelation and market incompleteness," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 145, Feb.
- Luís A. Medrano, 1996, "Market versus limit orders in an imperfectly competitive security," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 165, Feb.
- Pin-Huang Chou, 1996, "Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio," Finance, University Library of Munich, Germany, number 9609002, Sep.
- Arnold R. Cowan & Anne M.A. Sergeant, 1996, "Trading Frequency and Event Study Test Specification," Finance, University Library of Munich, Germany, number 9610002, Oct.
- Carol A. Frost, 1996, "Characteristics and Information Value of Corporate Disclosures of Forward-Looking Information in Global Equity Markets," Yale School of Management Working Papers, Yale School of Management, number ysm69, Oct.
- Cowan, Arnold R. & Sergeant, Anne M. A., 1996, "Trading frequency and event study test specification," Journal of Banking & Finance, Elsevier, volume 20, issue 10, pages 1731-1757, December.
- Capozza, Dennis R. & Seguin, Paul J., 1996, "Expectations, efficiency, and euphoria in the housing market," Regional Science and Urban Economics, Elsevier, volume 26, issue 3-4, pages 369-386, June.
- Jose Marin & Rohit Rahi, 1996, "Information Revelation and Market Incompleteness," Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics, number 024, Aug.
- James Dow & Rohit Rahi, 1996, "Informed Trading, Investment and Welfare," Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics, number 029, Nov.
- Baiman, S & Verrecchia, RE, 1996, "The relation among capital markets, financial disclosure, production efficiency, and insider trading," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 1, pages 1-22, DOI: http://hdl.handle.net/10.2307/24913.
- Penno, M, 1996, "Unobservable precision choices in financial reporting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 1, pages 141-149, DOI: http://hdl.handle.net/10.2307/24913.
- Petroni, K & Beasley, M, 1996, "Errors in accounting estimates and their relation to audit firm type," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 1, pages 151-171, DOI: http://hdl.handle.net/10.2307/24913.
- Cheng, CSA & Liu, CS & Schaefer, TF, 1996, "Earnings permanence and the incremental information content of cash flows from operations," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 1, pages 173-181, DOI: http://hdl.handle.net/10.2307/24913.
- Cloyd, CB & Pratt, J & Stock, T, 1996, "The use of financial accounting choice to support aggressive tax positions: Public and private firms," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 1, pages 23-43, DOI: http://hdl.handle.net/10.2307/24913.
- Evans, JH & Sridhar, S, 1996, "Multiple control systems, accrual accounting, and earnings management," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 1, pages 45-65, DOI: http://hdl.handle.net/10.2307/24913.
- Frost, CA & Kinney, WR, 1996, "Disclosure choices of foreign registrants in the United States," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 1, pages 67-84, DOI: http://hdl.handle.net/10.2307/24913.
- Jennings, R & Simko, PJ & Thompson, RB, 1996, "Does LIFO inventory accounting improve the income statement at the expense of the balance sheet?," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 1, pages 85-109, DOI: http://hdl.handle.net/10.2307/24913.
- Bloomfield, R & Libby, R, 1996, "Market reactions to differentially available information in the laboratory," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 2, pages 183-207, DOI: http://hdl.handle.net/10.2307/24914.
- Penman, SH, 1996, "The articulation of price-earnings ratios and market-to-book ratios and the evaluation of growth," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 2, pages 235-259, DOI: http://hdl.handle.net/10.2307/24915.
- Hayes, RM & Lundholm, R, 1996, "Segment reporting to the capital market in the presence of a competitor," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 2, pages 261-279, DOI: http://hdl.handle.net/10.2307/24915.
- Wiedman, CI, 1996, "The relevance of characteristics of the information environment in the selection of a proxy for the market's expectations for earnings: An extension of Brown, Richardson, and Schwager [1987]," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue 2, pages 313-324, DOI: http://hdl.handle.net/10.2307/24915.
- Healy, P, 1996, "Discussion of a market-based evaluation of discretionary accrual models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 107-115, DOI: http://hdl.handle.net/10.2307/24914.
- Francis, J & Hanna, JD & Vincent, L, 1996, "Causes and effects of discretionary asset write-offs," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 117-134, DOI: http://hdl.handle.net/10.2307/24914.
- Elliott, JA & Hanna, JD, 1996, "Repeated accounting write-offs and the information content of earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 135-155, DOI: http://hdl.handle.net/10.2307/24914.
- Rees, L & Gill, S & Gore, R, 1996, "An investigation of asset write-downs and concurrent abnormal accruals," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 157-169, DOI: http://hdl.handle.net/10.2307/24914.
- Wilson, GP, 1996, "Write-offs: Manipulation or impairment? Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 171-177, DOI: http://hdl.handle.net/10.2307/24914.
- Aboody, D, 1996, "Recognition versus disclosure in the oil and gas industry," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 21-32, DOI: http://hdl.handle.net/10.2307/24914.
- Hopkins, PE, 1996, "The effect of financial statement classification of hybrid financial instruments on financial analysts' stock price judgments," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 33-50, DOI: http://hdl.handle.net/10.2307/24914.
- Bushman, RM & Gigler, F & Indjejikian, RJ, 1996, "A model of two-tiered financial reporting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 51-74, DOI: http://hdl.handle.net/10.2307/24914.
- Verrecchia, RE, 1996, "Discussion of a model of two-tiered financial reporting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 75-82, DOI: http://hdl.handle.net/10.2307/24914.
- Guay, WR & Kothari, SP & Watts, RL, 1996, "A market-based evaluation of discretionary accrual models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 34, issue , pages 83-105, DOI: http://hdl.handle.net/10.2307/24914.
- John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996, "Long Memory in the Greek Stock Market," Boston College Working Papers in Economics, Boston College Department of Economics, number 356., Dec.
- Hitoshi Matsushima, 2010, "Financing Harmful Bubbles," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-227, Sep.
- Hardouvelis, Gikas A & Tsiritakis, Emmanuel D, 1996, "Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications," CEPR Discussion Papers, Centre for Economic Policy Research, number 1406, May.
- Danthine, Jean-Pierre & Moresi, Serge X, 1996, "Front-running by Mutual Fund Managers: It ain't that Bad," CEPR Discussion Papers, Centre for Economic Policy Research, number 1528, Dec.
- Hubert STAHN, 1996, "Le prix des titres comme véhicule de l’information : une approche en équilibre général," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1996014, Mar.
- Faure-Grimaud, Antoine, 1996, "Soft budget constraint and stock price information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119157, Nov.
- Ana Esther Castro, 1996, "El análisis económico de las crisis financieras: una visión retrospectiva," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 35, issue 02, pages 164-195.
- Bulkley, George & Harris, Richard, 1996, "Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices," Discussion Papers, University of Exeter, Department of Economics, number 9608.
- Bulkley, George & Harris, Richard, 1996, "Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns?," Discussion Papers, University of Exeter, Department of Economics, number 9609.
- Hooper, V., 1996, "Volatility and Openness of Emerging Markets: Some Empirical Evidence," Papers, Australian National University - Department of Economics, number 310.
- Theobald, M. & Yallup, P., 1996, "Settlement, Tax and Non-Synchronous Effects in the Basis of U.K. Stock Index Futures," Papers, University of Birmingham - International Financial Group, number 96-01.
- Artus, P., 1996, "Mode de financement et analyse se la situation des entreprises," Papers, Caisse des Depots et Consignations - Cahiers de recherche, number 96-01/eb.
- Danthine, J-P & Moresi, S, 1996, "Front-Running by Mutual Fund Managers : It Ain't That bad," Papers, Columbia - Graduate School of Business, number 96-21.
- Caron, L. & Dionne, G., 1996, "Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry," Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques., number 96-02.
- Elden, R.M., 1996, "The Relation between Mutual-Fund Flow, Trading Activity and Performance," Papers, Rochester, Business - Ph.D.,, number 80.
- Board, J. & Sutcliffe, C., 1996, "The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options," Papers, University of Southampton - Department of Accounting and Management Science, number 96-126.
- Gencay, R & Stengos, T, 1996, "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Working Papers, University of Guelph, Department of Economics and Finance, number 1996-11.
- Kwang Soo Cheong, 1996, "Occupational Choice and Profit Taxation Under Informational Asymmetries," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199617.
- Hubert Stahn, 1996, "Le prix des titres comme véhicule de l’information: une approche en équilibre général," Post-Print, HAL, number hal-05220974, DOI: 10.1017/S0770451800004802.
- Kaufmann, Sylvia & Scheicher, Martin, 1996, "Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey," Economics Series, Institute for Advanced Studies, number 38, Nov.
- Jean-Pierre DANTHINE & Serge MORESI, 1996, "Front-Running by Mutual Fund Managers : It Ain't That Bad," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9618, Aug.
- Alan B. Krueger, 1996, "Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality," NBER Working Papers, National Bureau of Economic Research, Inc, number 5769, Sep.
- Judith Chevalier & Glenn Ellison, 1996, "Are Some Mutual Funds Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 5852, Dec.
- Robert J. Sweeney & Robert F. Scherer & Janet Goulet & Waldemar M. Goulet, 1996, "Investment Behavior and the Small Firm Effect," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 5, issue 3, pages 251-269, Fall.
- Garofalo, Giuseppe & Barbato, Fabio, 1996, "The Credibility of the Exchange Rate Regime: An Analysis trough “Derivatives” of the September 1992 Crisis," MPRA Paper, University Library of Munich, Germany, number 13360, Sep.
- Michael Andersen & Robert Subbaraman, 1996, "Share Prices and Investment," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9610, Dec.
- Sechenova Vera & Мартыненко М.А., 1996, "Общие Тенденции Развития Фондового Рынка В 1995 Г. И Прогноз На Начало 1996г
[The general development tendencies of stock market in 1995 and a forecast for the beginning of 1996]," Working papers, Institute of Economics, number a:pse368:27. - Sechenova Vera, 1996, "Инвестиционная Политика Как Условие Развития Приватизации
[Investment policy as a condition of privatization development]," Working papers, Institute of Economics, number a:pse368:28. - de Jong, Frank & Nijman, Theo & Roell, Ailsa, 1996, "Price effects of trading and components of the bid-ask spread on the Paris Bourse," Journal of Empirical Finance, Elsevier, volume 3, issue 2, pages 193-213, June.
1995
- P.H. Kevin Chang & Carol L. Osler, 1995, "Head and shoulders: not just a flaky pattern," Staff Reports, Federal Reserve Bank of New York, number 4.
- Bolgot, S. & Lacharme, J.P. & Lesourd, J.B., 1995, "Cyclicality in Financial Asset Price Series. Theoretical Considerations, and Application to the CAC 240 Stock Index Series," G.R.E.Q.A.M., Universite Aix-Marseille III, number 95b05.
- James Dow & Gary Gorton, , "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 16-95.
- Helmenstein, Christian, 1995, "The Withdrawal of the State from Economic Activity: An Austrian Capital Market Perspective," Economics Series, Institute for Advanced Studies, number 19, Dec.
- Huber, Peter, 1995, "Random Walks in Stock Exchange Prices and the Vienna Stock Exchange," Economics Series, Institute for Advanced Studies, number 2, Jan.
- Haefke, Christian & Helmenstein, Christian, 1995, "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Economics Series, Institute for Advanced Studies, number 21, Dec.
- Brown, Stephen J & Goetzmann, William N, 1995, "Performance Persistence," Journal of Finance, American Finance Association, volume 50, issue 2, pages 679-698, June.
- Bernard, Vl & Merton, Rc & Palepu, Kg, 1995, "Mark-To-Market Accounting For Banks And Thrifts - Lessons From The Danish Experience," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 1, pages 1-32, DOI: http://hdl.handle.net/10.2307/24912.
- Dye, Ra & Sridhar, Ss, 1995, "Industry-Wide Disclosure Dynamics," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 1, pages 157-174, DOI: http://hdl.handle.net/10.2307/24912.
- Hand, Jrm, 1995, "1974 Lifo Excess Stock Return And Analyst Forecast Error Anomalies Revisited," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 1, pages 175-191, DOI: http://hdl.handle.net/10.2307/24912.
- Liu, Cc & Ryan, Sg, 1995, "The Effect Of Bank Loan Portfolio Composition On The Market Reaction To And Anticipation Of Loan Loss Provisions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 1, pages 77-94, DOI: http://hdl.handle.net/10.2307/24912.
- Ryan, Sg, 1995, "A Model Of Accrual Measurement With Implications For The Evolution Of The Book-To-Market Ratio," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 1, pages 95-112, DOI: http://hdl.handle.net/10.2307/24912.
- Beatty, A & Chamberlain, Sl & Magliolo, J, 1995, "Managing Financial Reports Of Commercial-Banks - The Influence Of Taxes, Regulatory Capital, And Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 2, pages 231-261, DOI: http://hdl.handle.net/10.2307/24914.
- Collins, Jh & Shackelford, Da & Wahlen, Jm, 1995, "Bank Differences In The Coordination Of Regulatory Capital, Earnings, And Taxes," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 2, pages 263-291, DOI: http://hdl.handle.net/10.2307/24914.
- Bushman, Rm & Indjejikian, Rj, 1995, "Voluntary Disclosures And The Trading Behavior Of Corporate Insiders," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 2, pages 293-316, DOI: http://hdl.handle.net/10.2307/24914.
- Daley, La & Hughes, Js & Rayburn, Jd, 1995, "The Impact Of Earnings Announcements On The Permanent Price Effects Of Block Trades," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 2, pages 317-334, DOI: http://hdl.handle.net/10.2307/24914.
- Hirst, De & Koonce, L & Simko, Pj, 1995, "Investor Reactions To Financial Analysts Research Reports," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 2, pages 335-351, DOI: http://hdl.handle.net/10.2307/24914.
- Kang, Sh & Sivaramakrishnan, K, 1995, "Issues In Testing Earnings Management And An Instrumental Variable Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 2, pages 353-367, DOI: http://hdl.handle.net/10.2307/24914.
- Baber, Wr & Kumar, Kr & Verghese, T, 1995, "Client Security Price Reactions To The Laventhol And Horwath Bankruptcy," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 33, issue 2, pages 385-395, DOI: http://hdl.handle.net/10.2307/24914.
- Richard Guay & Jean-François L'Her & Jean-Marc Suret, 1995, "Anomalies de marché et sélection des titres au Canada," CIRANO Papers, CIRANO, number 95c-02, Jan.
- Davidson, Malcolm & Gorton, Gary B, 1995, "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," CEPR Discussion Papers, Centre for Economic Policy Research, number 1261, Nov.
- Natacha DEFRÈRE, 1995, "L’effet d’intervalle sur le marché à terme de la bourse de Bruxelles," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995045, Dec.
- Steinar Holden & Dag Kolsrud & Birger Vikøren, 1995, "Noisy signals in target zone regimes Theory and Monte Carlo experiments," Discussion Papers, Statistics Norway, Research Department, number 160, Dec.
- J. Bradford De Long & Marco Becht, 1995, ""Excess Volatility" and the German Stock Market, 1870-1990," Economic History, University Library of Munich, Germany, number 9509002, Sep.
- Hošek, Jan & Komárek, Luboš & Motl, Martin, 2010, "Monetary Policy And Oil Prices," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 947.
- Corrado, Charles J & Patel, Ajay, 1995, "The Information Content of a Convertible Debt Offer Announcement," Review of Quantitative Finance and Accounting, Springer, volume 5, issue 3, pages 309-325, September.
- Corrado, Charles J & Patel, Amy, 1995, "The Information Content of a Convertible Debt Offer Announcement," Review of Quantitative Finance and Accounting, Springer, volume 5, issue 4, pages 403-418, December.
- Dennis R. Capozza & Paul J. Seguin, 1995, "Expectations, Efficiency, and Euphoria in the Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 5179, Jul.
- James Dow & Gary Gorton, 1995, "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," NBER Working Papers, National Bureau of Economic Research, Inc, number 5233, Aug.
- Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 1995, "Momentum Strategies," NBER Working Papers, National Bureau of Economic Research, Inc, number 5375, Dec.
- Graham Elliott & Takatoshi Ito, 1995, "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 5376, Dec.
- Mohamed A. El-Erian & Manmohan S. Kumar, 1995, "Emerging Equity Markets in Middle Eastern Countries," IMF Staff Papers, Palgrave Macmillan, volume 42, issue 2, pages 313-343, June.
- Robert M. Hull & George E. Pinches, 1995, "Firm Size and the Information Content of Over-the-Counter Common Stock Offerings," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 4, issue 1, pages 31-55, Spring.
- Sechenova Vera, 1995, "Вторичный Рынок Акций Преватизированных Предприятий
[The secondary share market of the privatized enterprises]," Working papers, Institute of Economics, number a:pse368:23. - Sechenova Vera, 1995, "Рынок Акций Приватизированных Предприятий (Информационно-Аналитический Обзор)
[Corporate securities market of the privatized enterprises (information state-of-the-art review)]," Working papers, Institute of Economics, number a:pse368:24. - Sechenova Vera, 1995, "Макроэкономическая Ситуация, Фондовый Рынок И Итоги Приватизации
[Macroeconomic situation, stock market and privatization results]," Working papers, Institute of Economics, number a:pse368:25. - Sechenova Vera, 1995, "Денежно-Кредитная Политика
[Monetary policy]," Working papers, Institute of Economics, number a:pse368:26.
1994
- Wen-Ling Lin & Takatoshi Ito, 1994, "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Chapters, National Bureau of Economic Research, Inc, "The Internationalization of Equity Markets".
- Gikas Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1994, "What Moves the Discount on Country Equity Funds?," NBER Chapters, National Bureau of Economic Research, Inc, "The Internationalization of Equity Markets".
- Andrea E. Beltratti & Robert J. Shiller, 1991, "Actual and Warranted Relations Between Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 3640, Mar.
- Bronwyn H. Hall, 1991, "Corporate Restructuring and Investment Horizons," NBER Working Papers, National Bureau of Economic Research, Inc, number 3794, Jul.
- Richard M. Levich & Lee R. Thomas, 1991, "The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 3818, Aug.
- Skinner, Dj, 1994, "Why Firms Voluntarily Disclose Bad-News," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 1, pages 38-60, DOI: http://hdl.handle.net/10.2307/24913.
- Ali, A, 1994, "The Incremental Information-Content Of Earnings, Working Capital From Operations, And Cash Flows," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 1, pages 61-74, DOI: http://hdl.handle.net/10.2307/24913.
- Frost, Ca & Pownall, G, 1994, "Accounting Disclosure Practices In The United-States And The United-Kingdom," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 1, pages 75-102, DOI: http://hdl.handle.net/10.2307/24913.
- Francis, J & Philbrick, D & Schipper, K, 1994, "Shareholder Litigation And Corporate Disclosures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 137-164, DOI: http://hdl.handle.net/10.2307/24912.
- Harris, Ts & Lang, M & Moller, Hp, 1994, "The Value Relevance Of German Accounting Measures - An Empirical-Analysis," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 187-209, DOI: http://hdl.handle.net/10.2307/24912.
- Finger, Ca, 1994, "The Ability Of Earnings To Predict Future Earnings And Cash Flow," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 210-223, DOI: http://hdl.handle.net/10.2307/24912.
- Gigler, F, 1994, "Self-Enforcing Voluntary Disclosures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 224-240, DOI: http://hdl.handle.net/10.2307/24912.
- Bandyopadhyay, Sp & Hanna, Jd & Richardson, G, 1994, "Capital-Market Effects Of United-States Canada Gaap Differences," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 262-277, DOI: http://hdl.handle.net/10.2307/24912.
- Elgers, Pt & Lo, Mh, 1994, "Reductions In Analysts Annual Earnings Forecast Errors Using Information In Prior Earnings And Security Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue 2, pages 290-303, DOI: http://hdl.handle.net/10.2307/24912.
- Joos, P & Lang, M, 1994, "The Effects Of Accounting Diversity - Evidence From The European-Union," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue , pages 141-168, DOI: http://hdl.handle.net/10.2307/24914.
- Frost, Ca, 1994, "Discussion Of The Effects Of Accounting Diversity - Evidence From The European-Union," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 32, issue , pages 169-175, DOI: http://hdl.handle.net/10.2307/24914.
- Willem Thorbecke, 1994, "Trade Deficit News, Systematic Risk and the Crash of 1987," Eastern Economic Journal, Eastern Economic Association, volume 20, issue 1, pages 97-106, Winter.
- Rachel Baker & Bruce Yandle, 1994, "Financial Markets and the AT&T Antitrust Settlement," Eastern Economic Journal, Eastern Economic Association, volume 20, issue 4, pages 429-440, Fall.
- Begoña Basarrate & Gonzalo Rubio, 1994, "El efecto maquillaje de la instituciones de inversión colectiva la legislación fiscal y la estacionalidad del mercado de valores," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 36-51.
- Lorenzo de Cristobal y de Nicolás, 1994, "Evolución de los productos derivados sobre tipos de interés en España: análisis de sus riestos y ventajas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 29, issue 02, pages 52-69.
- Sumner La Croix, 1994, "Korea's Shift from Process to Product Patents in the Pharmaceutical Industry: An Event Study of the Impact of American Pressure on Korean Film," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199402.
- Richard Harper, 1994, "Intellectual Property and Unfair Trade: Market Response to ITC Actions," International Journal of the Economics of Business, Taylor & Francis Journals, volume 1, issue 3, pages 343-353, DOI: 10.1080/758536226.
- de Jong, F.C.J.M. & Nijman, T.E. & Roell, A.A., 1994, "Price effects of trading and components of the bid-ask spread on the Paris Bource," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-54.
- Bulow, Jeremy & Klemperer, Paul, 1994, "Rational Frenzies and Crashes," Journal of Political Economy, University of Chicago Press, volume 102, issue 1, pages 1-23, February, DOI: 10.1086/261919.
1993
- Richard K. Lyons., 1993, "Optimal Transparency in a Dealership Market with an Application to Foreign Exchange," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-231, Sep.
- Easton, Pd & Zmijewski, Me, 1993, "Sec Form 10k/10q Reports And Annual-Reports To Shareholders - Reporting Lags And Squared Market Model Prediction Errors," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue 1, pages 113-129, DOI: http://hdl.handle.net/10.2307/24910.
- Sivakumar, Kn & Waymire, G, 1993, "The Information-Content Of Earnings In A Discretionary Reporting Environment - Evidence From Nyse Industrials, 1905-10," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue 1, pages 62-91, DOI: http://hdl.handle.net/10.2307/24910.
- Newman, P & Sansing, R, 1993, "Disclosure Policies With Multiple Users," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue 1, pages 92-112, DOI: http://hdl.handle.net/10.2307/24910.
- Berger, Pg, 1993, "Explicit And Implicit Tax Effects Of The Research-And-Development Tax Credit," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue 2, pages 131-171, DOI: http://hdl.handle.net/10.2307/24912.
- Lev, B & Thiagarajan, Sr, 1993, "Fundamental Information Analysis," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue 2, pages 190-215, DOI: http://hdl.handle.net/10.2307/24912.
- Francis, J & Philbrick, D, 1993, "Analysts Decisions As Products Of A Multitask Environment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue 2, pages 216-230, DOI: http://hdl.handle.net/10.2307/24912.
- Lang, M & Lundholm, R, 1993, "Cross-Sectional Determinants Of Analyst Ratings Of Corporate Disclosures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue 2, pages 246-271, DOI: http://hdl.handle.net/10.2307/24912.
- Harris, Dg, 1993, "The Impact Of United-States Tax-Law Revision On Multinational-Corporations Capital Location And Income-Shifting Decisions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 111-140, DOI: http://hdl.handle.net/10.2307/24911.
- Klassen, K & Lang, M & Wolfson, M, 1993, "Geographic Income Shifting By Multinational-Corporations In Response To Tax Rate Changes," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 141-173, DOI: http://hdl.handle.net/10.2307/24911.
- Shackelford, Da, 1993, "The Impact Of United-States Tax-Law Revision On Multinational-Corporations Capital Location And Income-Shifting Decisions And Geographic Income Shifting By Multinational-Corporations In Response To Tax Rate Changes - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 174-182, DOI: http://hdl.handle.net/10.2307/24911.
- Alford, A & Jones, J & Leftwich, R & Zmijewski, M, 1993, "The Relative Informativeness Of Accounting Disclosures In Different Countries," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 183-223, DOI: http://hdl.handle.net/10.2307/24911.
- Pownall, G, 1993, "The Relative Informativeness Of Accounting Disclosures In Different Countries - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 31, issue , pages 224-229, DOI: http://hdl.handle.net/10.2307/24911.
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