Research classified by Journal of Economic Literature (JEL) codes

1999

• 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.
• Fabrice Rousseau;, 1999, "Bluffing: an equilibrium strategy," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n981099, Nov.
• Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha, 1999, "Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market," Capital Markets Review, Malaysian Finance Association, volume 7, issue 1&2, pages 1-46.
• Ranko Jelic & Richard Briston & Chris Mallin, 1999, "Gambling Banks and Firm Financing in Transition Economies," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 4, pages 253-282, December.
• Áron Gereben, 1999, "The Interbank Money Market in Hungary," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 1999/7.
• 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.
• Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser, 1999, "The Profits to Insider Trading: A Performance-Evaluation Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 6913, Jan.
• Klaas Baks & Andrew Metrick & Jessica Wachter, 1999, "Bayesian Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 7069, Apr.
• Louis K.C. Chan & Josef Lakonishok & Theodore Sougiannis, 1999, "The Stock Market Valuation of Research and Development Expenditures," NBER Working Papers, National Bureau of Economic Research, Inc, number 7223, Jul.
• Henry S. Farber & Kevin F. Hallock, 1999, "Have Employment Reductions Become Good News for Shareholders? The Effect of Job Loss Announcements on Stock Prices, 1970-97," NBER Working Papers, National Bureau of Economic Research, Inc, number 7295, Aug.
• David Ikenberry & Josef Lakonishok & Theo Vermaelen, 1999, "Stock Repurchases in Canada: Performance and Strategic Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 7325, Aug.
• Young-Hye Cho & Robert F. Engle, 1999, "Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 7330, Sep.
• Young-Hye Cho & Robert F. Engle, 1999, "Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 7331, Sep.
• Kathryn M. Dominguez, 1999, "The Market Microstructure of Central Bank Intervention," NBER Working Papers, National Bureau of Economic Research, Inc, number 7337, Sep.
• Harrison Hong & Jeremy C. Stein, 1999, "Differences of Opinion, Rational Arbitrage and Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 7376, Oct.
• Stilianos Fountas & Konstantinos N. Segredakis, 1999, "Emerging Stock Markets Return Seasonalities: the January Effect and the Tax-Loss Selling Hypothesis," Working Papers, National University of Ireland Galway, Department of Economics, number 37, revised 1999.
• Gadi Barlevy & Pietro Veronesi, 1999, "On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1252, Jan.
• Paul Mylonas & Sebastian Schich, 1999, "The Use of Financial Market Indicators by Monetary Authorities," OECD Economics Department Working Papers, OECD Publishing, number 223, Sep, DOI: 10.1787/853022881453.
• Franck Moraux & Patrick Navatte & Christophe Villa, 1999, "The Predictive Power of the French Market Volatility Index: A Multi Horizons Study," Review of Finance, European Finance Association, volume 2, issue 3, pages 303-320.
• 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.
• Fazal HUSAIN & Jamshed UPPAL, 1999, "STOCK RETURNS VOLATILITY IN AN EMERGING MARKET: The Pakistani Evidence," Pakistan Journal of Applied Economics, Applied Economics Research Centre, volume 15, pages 19-40.
• 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.
• 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.
• 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.
• 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.
• 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.
• Nagar, V, 1999, "The role of the manager's human capital in discretionary disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 167-181, DOI: http://hdl.handle.net/10.2307/24913.
• Kim, O, 1999, "Discussion of the role of the manager's human capital in discretionary disclosure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 37, issue , pages 183-185, DOI: http://hdl.handle.net/10.2307/24913.
• 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.
• Sciubba, E., 1999, "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9908, Jun.
• 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.
• Rodolfo Apreda, 1999, "Transactionally Efficient Markets, Dynamic Arbitrage and Microstructure," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 151, Jul.
• Nauro F. Campos & Jan Hanousek & Randall K. Filer, 1999, "Do Stock Markets Promote Economic Growth?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp151, Oct.
• Peter Christoffersen & Stefano Mazzotta, 2004, "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers, CIRANO, number 2004s-16, Apr.
• Ignacio V√©lez Pareja, 1999, "The Colombian Stock Market: 1930-1998," Proyecciones Financieras y Valoración, Master Consultores, number 3576, Jan.
• Zalewska, Ania, 1999, "Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges," CEPR Discussion Papers, Centre for Economic Policy Research, number 2134, Apr.
• Bhattacharya, Sudipto & Nicodano, Giovanna, 1999, "Insider Trading, Investment and Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 2251, Oct.
• Wyplosz, Charles, 1999, "Financial Restraints and Liberalization in Postwar Europe," CEPR Discussion Papers, Centre for Economic Policy Research, number 2253, Oct.
• Röell, Ailsa & Foucault, Thierry & SandÃ¥s, Patrik, 1999, "Imperfect Market Monitoring and SOES Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 2265, Oct.
• Hau, Harald, 1999, "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 2297, Nov.
• Dor, Eric & Durré, Alain, 1999, "Stock Prices, Exchange Rates and Monetary Policy," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000001, Dec.
• 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.

1998

• 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, 1998, "Public Disclosure and Bank Failures," CEPR Discussion Papers, Centre for Economic Policy Research, number 1886, May.
• Cordella, Tito, 1998, "Financial Opening, Deposit Insurance and Risk in a Model of Banking Competition," CEPR Discussion Papers, Centre for Economic Policy Research, number 1939, Jul.
• Laffont, Jean-Jacques & Martimort, David & Faure-Grimaud, Antoine, 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, 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.
• Rockinger, Michael & Jondeau, Eric, 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.
• Rockinger, Michael & Jondeau, Eric & Coutant, Sophie, 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.
• 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.
• 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.
• 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.