Research classified by Journal of Economic Literature (JEL) codes

1998

• Paul A. Gompers & Andrew Metrick, 1998, "How Are Large Institutions Different from Other Investors? Why Do These Differences Matter?," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1830.
• Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-013, Feb.
• Marshall E. Blume & Felix Lim & A. Craig MacKinlay, undated, "The Declining Credit Quality of US Corporate Debt: Myth or Reality?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 03-98.
• Donald B. Keim & Ananth Madhavan, undated, "The Information Contained in Stock Exchange Seat Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 07-98.
• Donald B. Keim & Ananth Madhavan, undated, "The Cost of Institutional Equity Trades," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-98.
• Michael A. Goldstein & Kenneth A. Kavajecz, undated, "Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-98.
• Booth, L., 1998, "Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 98-001.
• Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998, "VaR-x: Fat Tails in Financial Risk Management," Papers, Southern California - School of Business Administration, number 98-54.
• Koedijk, K.G. & Kool, C.J.M. & Nissen, F.G.J.A. & Schotman, P.C. & Van Dijk, M.A., 1998, "The Cost of Capital in International Financial Markets: Local Versus Global Beta," Papers, Southern California - School of Business Administration, number 99-55.
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998, "Price adjustment at multiproduct retailers," Post-Print, HAL, number hal-02385586, Mar.
• Michael Rockinger & Giovanni Urga, 1998, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," Working Papers, HAL, number hal-00601498.
• Michael Rockinger & S. Coutant & Eric Jondeau, 1998, "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers, HAL, number hal-00601499.
• Säfvenblad, Patrik, 1998, "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 240, May.
• Andersson, Michael K. & Nydahl, Stefan, 1998, "Rational Bubbles and Fractional Alternatives," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 266, Oct.
• Graham Elliott & Takatoshi Ito, 1998, "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a347, Mar.
• Mr. Tito Cordella & Mr. Eduardo Levy Yeyati, 1998, "Financial Opening, Deposit Insurance, and Risk in a Model of Banking Competition," IMF Working Papers, International Monetary Fund, number 1998/097, Jun.
• Mr. Tito Cordella, 1998, "Can Short-Term Capital Controls Promote Capital Inflows?," IMF Working Papers, International Monetary Fund, number 1998/131, Sep.
• Föllmer, Hans & Wu, Ching-tang & Yor, Marc, 1998, "Canonical decomposition of linear transformations of two independent Brownian motions," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,61.
• Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998, "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-04.
• Walter KrÄmer, 1998, "Note Short-term predictability of German stock returns," Empirical Economics, Springer, volume 23, issue 4, pages 635-639.
• Costas Azariadis & Shankha Chakraborty, 1998, "Asset price volatility in a nonconvex general equilibrium model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 12, issue 3, pages 649-665.
• Anthony D. Hall & Paul Kofman & Ron Guido, 1998, "Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 3, Dec.
• Frankel, Jeffrey A. & Schmukler, Sergio L., 1998, "Country funds and asymmetric information," Policy Research Working Paper Series, The World Bank, number 1886, Feb.
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 1998, "Price adjustment at multiproduct retailers," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 19, issue 2, pages 81-120, DOI: 10.1002/(SICI)1099-1468(199803)19:2.
• Charles Geiss & Kyung-Seong Jeon, 1998, "A Dynamic Model of the Incorporation of New Information into Prices," Finance, University Library of Munich, Germany, number 9805006, May.
• Kirill Ilinski & Alexander Stepanenko, 1998, "Electrodynamical model of quasi-efficient financial market," Finance, University Library of Munich, Germany, number 9805007, Jun.
• Jeffrey A. Frankel & Sergio L. Schmukler, 1998, "Country Funds and Asymmetric Information," International Finance, University Library of Munich, Germany, number 9805003, May.
• David Miles, 1998, "An International Study of Efficiency and Risk in Money Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 03, pages 389-424, DOI: 10.1142/S0219024998000229.
• Gerardo R Ungson & John D Trudel, 1998, "Engines of Prosperity:Templates for the Information Age," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p079, ISBN: ARRAY(0x7c737318), March.
• Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998, "Offshore Hedge Funds: Survival and Performance, 1989-1995," Yale School of Management Working Papers, Yale School of Management, number ysm104, Nov.
• Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
• Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
• Oehler, Andreas & Unser, Matthias, 1998, "Market Transparency and Call Markets," Discussion Papers, University of Bamberg, Chair of Finance, number 6.
• Bhattacharya, Utpal & Daouk, Hazem & Jorgenson, Brian & Kehr, Carl-Heinrich, 1998, "When an event is not an event: The curious case of an emerging market," CFS Working Paper Series, Center for Financial Studies (CFS), number 1998/12.
• Gerhard, Frank & Hess, Dieter & Pohlmeier, Winfried, 1998, "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 98/01.
• Levy, Daniel & Dutta, Shantanu & Bergen, Mark & Venable, Robert, 1998, "Price Adjustment at Multiproduct Retailers," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 19, issue 2, pages 81-120.

1997

• 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.
• 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.
• ENGELEN, Peter-Jan, 1997, "In defence of insider trading," Business Economics Working Papers, University of Antwerp, Faculty of Business and Economics, number 1997004, Apr.
• Francisco Alonso & Juan Ayuso & Jorge Martínez Pagés, 1997, "How Informative are Financial Asset Prices in Spain?," Working Papers, Banco de España, number 9726.
• Dow, James & Gorton, Gary, 1997, "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Journal of Finance, American Finance Association, volume 52, issue 3, pages 1087-1129, July.
• Abarbanell, JS & Bushee, BJ, 1997, "Fundamental analysis, future earnings, and stock prices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 1-24, DOI: http://hdl.handle.net/10.2307/24914.
• Rees, L & Elgers, P, 1997, "The market's valuation of nonreported accounting measures: Retrospective reconciliations of non-US and US GAAP," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 115-127, DOI: http://hdl.handle.net/10.2307/24914.
• Ackert, LF & Church, BK & Shehata, M, 1997, "An experimental examination of the effects of forecast bias on individuals' use of forecasted information," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 25-42, DOI: http://hdl.handle.net/10.2307/24914.
• Kirschenheiter, M, 1997, "Information quality and correlated signals," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 43-59, DOI: http://hdl.handle.net/10.2307/24914.
• Amir, E & Ziv, A, 1997, "Recognition, disclosure, or delay: Timing the adoption of SFAS no 106," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 1, pages 61-81, DOI: http://hdl.handle.net/10.2307/24914.
• Walther, BR, 1997, "Investor sophistication and market earnings expectations," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 157-179, DOI: http://hdl.handle.net/10.2307/24913.
• Coller, M & Yohn, TL, 1997, "Management forecasts and information asymmetry: An examination of bid-ask spreads," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 181-191, DOI: http://hdl.handle.net/10.2307/24913.
• Francis, J & Soffer, L, 1997, "The relative informativeness of analysts' stock recommendations and earnings forecast revisions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 193-211, DOI: http://hdl.handle.net/10.2307/24913.
• Melumad, ND & Ziv, A, 1997, "A theoretical examination of the market reaction to auditors' qualifications," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue 2, pages 239-256, DOI: http://hdl.handle.net/10.2307/24913.
• Maines, LA & McDaniel, LS & Harris, MS, 1997, "Implications of proposed segment reporting standards for financial analysts' investment judgments," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue , pages 1-24, DOI: http://hdl.handle.net/10.2307/24914.
• Koonce, L, 1997, "Discussion of implications of proposed segment reporting standards for financial analysts' investment judgments," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 35, issue , pages 25-33, DOI: http://hdl.handle.net/10.2307/24914.
• Gencay Ramazan & Stengos Thanasis, 1997, "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 2, pages 1-14, July, DOI: 10.2202/1558-3708.1026.
• Frankel, Jeffrey A. & Schmukler, Sergio L., 1997, "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt2791c3wm, May.
• Muellbauer, John & Murphy, Anthony, 1997, "Booms and Busts in the UK Housing Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 1615, Mar.
• Reichlin, Pietro & Siconolfi, Paolo, 1997, "Adverse Selection of Investment Projects and the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 1631, Aug.
• Christodoulakis, Nikos & Kalyvitis, Sarantis C, 1997, "Heterogeneous Traders and the Unbiasedness Hypothesis: Explaining the Mark/Dollar Bias," CEPR Discussion Papers, Centre for Economic Policy Research, number 1683, Aug.
• Vives, Xavier & Medrano, Luis Angel, 1997, "Strategic Behaviour and Price Discovery," CEPR Discussion Papers, Centre for Economic Policy Research, number 1768, Dec.
• Coppejans, Mark & Domowitz, Ian, 1997, "Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market," Working Papers, Duke University, Department of Economics, number 97-08.
• Bulkley, George & Harris, Richard D F, 1997, "Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices," Economic Journal, Royal Economic Society, volume 107, issue 441, pages 359-371, March.
• Muellbauer, John & Murphy, Anthony, 1997, "Booms and Busts in the UK Housing Market," Economic Journal, Royal Economic Society, volume 107, issue 445, pages 1701-1727, November.
• 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.
• 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.
• 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.
• Marín, José & Rahi, Rohit, 1997, "Speculative securities," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119175, Apr.
• L. Caron & G. Dionne, 1997, "Insurance fraud estimation : more evidence from the Quebec automobile insurance industry," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-21.
• Dow, J & Rahi, R, 1997, "Informed Trading, Investment, and Welfare," Economics Working Papers, European University Institute, number eco97/03.
• Dow, J. & Rahi, R., 1997, "Should Speculators be Taxed?," Economics Working Papers, European University Institute, number eco97/21.
• Coco, Guiseppe, 1997, "Collateral, Heterogeneity in Risk Attitude and the Credit Market Equilibrium," Discussion Papers, University of Exeter, Department of Economics, number 9702.
• Bulkley, George & Harris, Richard & Weller, Paul, 1997, "Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning," Discussion Papers, University of Exeter, Department of Economics, number 9706.
• Tzavalis, E. & Karanikas, E., 1997, "Tests of Structural Stability of Risk Premia and Returns Relationship," Discussion Papers, University of Exeter, Department of Economics, number 9712.
• Coco, G., 1997, "Credit Rationing and the Welfare Gain from Usury Laws," Discussion Papers, University of Exeter, Department of Economics, number 9715.
• Rohit Rahi & José Marín, 1997, "Speculative Securities," FMG Discussion Papers, Financial Markets Group, number dp268, Jul.
• 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, undated, "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, undated, "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, undated, "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.

1996

• 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.
• 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 & 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.
• 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.
• 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.
• 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.
• 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.
• 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.

1995

• 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.