Printed from https://ideas.repec.org/j/G14-110.html
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
- 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.