Research classified by Journal of Economic Literature (JEL) codes

0

• Kuntara Pukthuanthong & Saif Ullah & Thomas J. Walker & Xuan Wu, 0, "Timely vs. delayed CEO turnover," Information Systems Frontiers, Springer, volume 0, issue , pages 1-11, DOI: 10.1007/s10796-017-9754-2.
• Nirei, Makoto & Stachurski, John & Watanabe, Tsutomu, 2020, "Trade clustering and power laws in financial markets," Theoretical Economics, Econometric Society, volume 15, issue 4, November.
• Bianchi, Milo & Jehiel, Philippe, 2020, "Bundlers' dilemmas in financial markets with sampling investors," Theoretical Economics, Econometric Society, volume 15, issue 2, May.
• Awaya, Yu & Iwasaki, Kohei & Watanabe, Makoto, 2022, "Rational bubbles and middlemen," Theoretical Economics, Econometric Society, volume 17, issue 4, November.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2019, "Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-07, Mar.
• Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2020, "Toxic Assets and Market Freezes," Working Papers, Department of Economics, University of Missouri, number 2001, Mar.
• Takashi Nishiwaki, , "On the Stability of Equilibrium in the Market with Heterogeneous Investment Horizons," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2101.
• George M. Constantinides & John B. Donaldson & Rajnish Mehra, , "Junior Can't borrow: A New Perspective on the Equity Premium Puzzle."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 457.
• Owen A. Lamont & Richard H. Thaler, , "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 528.
• Francesco Cannata & Mario Quagliariello, , "Market and Supervisory Information: Some Evidence from Italian Banks," Discussion Papers, Department of Economics, University of York, number 04/04.
• Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, , "A Cross Section of Equity Returns: The No-Arbitrage Test," Discussion Papers, Department of Economics, University of York, number 11/23.
• Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, , "Consumption, Size and Book-to-Market Ratio in Equity Returns," Discussion Papers, Department of Economics, University of York, number 11/24.
• Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, , "Liquidity, Information, and the Overnight Rate," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 186.
• Pierre Monnin, , "Are stock markets really like beauty contests? Empirical evidence of higher order belief's impact on asset prices," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 202.
• Kryukovskaya Olga, , "Explaining the Term Structure of Interest Rates. The GKO Market from 1996 to 1998," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 03-07e.

None

• Rabindra Joshi, 2012, "Effects of Dividends on Stock Prices in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 24, issue 2, pages 61-75, October.
• John Pencavel, 1968, "An Analysis of the Quit Rate in American Manufacturing Industry," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 384, Dec.
• Mingyu Chen, 2019, "The Value of U.S. College Education in Global Labor Markets: Experimental Evidence from China," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 627, Apr.
• Gene Ambrocio, 2020, "Rational exuberance booms," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 35, pages 263-282, January, DOI: 10.1016/j.red.2019.07.002.
• Kirill Shakhnov, 2022, "The Allocation of Talent: Finance versus Entrepreneurship," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 46, pages 161-195, October, DOI: 10.1016/j.red.2021.08.002.
• Wenbin Wu, 2022, "Sales of Durable Goods and the Real Effects of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 43, pages 80-92, January, DOI: 10.1016/j.red.2021.01.002.
• Harold Cole & Thomas Cooley, 2023, "Information Acquisition and Rating Agencies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 50, pages 28-42, October, DOI: 10.1016/j.red.2023.07.005.
• James L. Smith & Rex Thompson and Thomas K. Lee, None, "The informational role of spot prices and inventories," Journal of Energy Markets, Journal of Energy Markets.
• Arabinda Basistha & Alexander Kurov & Marketa Halova Wolfe, None, "Volatility forecasting: the role of internet search activity and implied volatility," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Sechenova Vera & Соколов Юрий Иванович & Макушкин А.Г., None, "Инвестиционный Кризис И Финансовые Аспекты Воспроизводства
  [Investment crisis and financial aspects of reproduction]," Book chapters, Institute of Economics.
• Sechenova Vera, , "Проблемы Конкурентоспособности Российского Фондового Рынка
  [The problems of competitiveness of the russian stock market]," Working papers, Institute of Economics, number a:pse368:44.
• Sechenova Vera, , "Институт Фондового Рынка Рф В Условиях Мирового Экономического Кризиса
  [The russian institute of stock market in the conditions of a world economic crisis]," Working papers, Institute of Economics, number a:pse368:45.
• Terrill William A., 2011, "Cost Basis: Accounting's "Samson's Tresses"," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 1, issue 1, pages 1-18, January, DOI: 10.2202/2152-2820.1013.
• Beatty Timothy & Shimshack Jay P, 2010, "The Impact of Climate Change Information: New Evidence from the Stock Market," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-29, November, DOI: 10.2202/1935-1682.2374.
• Odlyzko Andrew, 2010, "This Time Is Different: An Example of a Giant, Wildly Speculative, and Successful Investment Mania," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-28, July, DOI: 10.2202/1935-1682.2584.
• Kim Eun-Hee & Lyon Thomas, 2011, "When Does Institutional Investor Activism Increase Shareholder Value?: The Carbon Disclosure Project," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 11, issue 1, pages 1-29, August, DOI: 10.2202/1935-1682.2676.
• Ng Serena & Shum Matt, 2007, "Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 7, issue 1, pages 1-38, November, DOI: 10.2202/1935-1682.1801.
• Tomlin Jonathan T., 2009, "The Impact of Smoking Bans on the Hospitality Industry: New Evidence from Stock Market Returns," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 9, issue 1, pages 1-19, March, DOI: 10.2202/1935-1682.2069.
• Bose Niloy & Murshid Antu P, 2008, "Mitigating the Growth-Effects of Inflation through Financial Development," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-27, February, DOI: 10.2202/1935-1690.1506.
• Carlson Mark & Hale Galina B, 2006, "Rating Agencies and Sovereign Debt Rollover," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-32, September, DOI: 10.2202/1534-5998.1375.
• Angrisani Marco & Guarino Antonio & Huck Steffen & Larson Nathan C, 2011, "No-Trade in the Laboratory," The B.E. Journal of Theoretical Economics, De Gruyter, volume 11, issue 1, pages 1-58, April, DOI: 10.2202/1935-1704.1745.
• Cipriani Marco & Guarino Antonio, 2008, "Herd Behavior and Contagion in Financial Markets," The B.E. Journal of Theoretical Economics, De Gruyter, volume 8, issue 1, pages 1-56, October, DOI: 10.2202/1935-1704.1390.
• Faure-Grimaud Antoine & Laffont Jean-Jacques & Martimort David, 2003, "Risk Averse Supervisors and the Efficiency of Collusion," The B.E. Journal of Theoretical Economics, De Gruyter, volume 2, issue 1, pages 1-32, January, DOI: 10.2202/1534-5971.1055.
• Govindaraj Suresh & Lee Picheng & Tinkelman Daniel, 2007, "Using the Event Study Methodology to Measure the Social Costs of Litigation - A Re-Examination Using Cases from the Automobile Industry," Review of Law & Economics, De Gruyter, volume 3, issue 2, pages 341-382, November, DOI: 10.2202/1555-5879.1087.
• Chiang Min-Hsien, 2007, "A Smooth Transition Autoregressive Conditional Duration Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-39, March, DOI: 10.2202/1558-3708.1313.
• Liu Wei & Maynard Alex S, 2007, "A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-39, March, DOI: 10.2202/1558-3708.1376.
• Gerhard Frank & Hautsch Nikolaus, 2007, "A Dynamic Semiparametric Proportional Hazard Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 2, pages 1-42, May, DOI: 10.2202/1558-3708.1377.
• Karakatsani Nektaria V & Bunn Derek W., 2010, "Fundamental and Behavioural Drivers of Electricity Price Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 4, pages 1-42, September, DOI: 10.2202/1558-3708.1657.
• Nam Kiseok, 2003, "The Asymmetric Reverting Property of Stock Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 4, pages 1-18, March, DOI: 10.2202/1558-3708.1109.
• Andrada-Félix Julián & Fernadez-Rodriguez Fernando & Garcia-Artiles Maria-Dolores & Sosvilla-Rivero Simon, 2003, "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-32, October, DOI: 10.2202/1558-3708.1160.
• Kelly David L. & Steigerwald Douglas G, 2004, "Private Information and High-Frequency Stochastic Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-30, March, DOI: 10.2202/1558-3708.1167.
• Robles-Fernandez M. Dolores & Nieto Luisa & Fernandez M. Angeles, 2004, "Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 4, pages 1-28, December, DOI: 10.2202/1558-3708.1106.
• C.J.M. Kool & S. Rosenkranz & M. Middeldorp, 2007, "Listening Without Understanding: Central Bank Transparency, Financial Markets and the Crowding Out of Private Information," Working Papers, Utrecht School of Economics, number 07-19.
• M. Middeldorp & S. Rosenkranz, 2008, "Information acquisition in an experimental asset market," Working Papers, Utrecht School of Economics, number 08-25.
• M. Middeldorp & S. Rosenkranz, 2008, "Central bank communication and crowding out of private information in an experimental asset market," Working Papers, Utrecht School of Economics, number 08-26, Jun.
• G. Kling & U. Weitzel, 2009, "Endogenous mergers: Bidder momentum and market reaction," Working Papers, Utrecht School of Economics, number 09-22, Aug.
• L. Spierdijk & J.A. Bikker & P. van den Hoek, 2010, "Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century," Working Papers, Utrecht School of Economics, number 10-07.
• M. Middeldorp, 2011, "Central Bank Transparency, the Accuracy of Professional Forecasts, and Interest Rate Volatility," Working Papers, Utrecht School of Economics, number 11-12.
• M.H. Middeldorp, 2011, "FOMC Communication Policy and the Accuracy of Fed Funds Futures," Working Papers, Utrecht School of Economics, number 11-13.
• David Michayluk & Laurie Prather & Li-Anne E. Woo & Henry Y. K. Yip, 2009, "What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2009-1, Jan.
• Talis Putnins, 2013, "What do price discovery metrics really measure?," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2013-2, Jan.