Research classified by Journal of Economic Literature (JEL) codes

0

• DAO, Nguyen Thang & DAVILA, Julio, 2013, "Can geography lock a society in stagnation?," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2491, Jan, DOI: 10.1016/j.econlet.2013.05.031.
• Eleni Thanou Thanou & Dikaios Tserkezos, , "Non linear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange," Working Papers, University of Crete, Department of Economics, number 0824.
• Eleni Thanou Thanou & Dikaios Tserkezos, , "Nonlinear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange," Working Papers, University of Crete, Department of Economics, number 0825.
• G. Nathan Dong & Ming Gu & Hua He, , "Securities Market Regulation and Private Equity Placements in China," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_021.
• Oliver D. Bunn & Robert J. Shiller, , "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1950.
• Sandip Dhole & Sagarika Mishra & K. Sivaramakrishnan, , "Benchmark for Earnings Performance: Management Forecasts versus Analysts’ Forecasts," Working Papers, Deakin University, Department of Economics, number 2012_06.
• Sandip Dhole & Sagarika Mishra & Ananda M Pal, , "Further Evidence on the Importance of Analysts’ Cash Flow Forecasts," Working Papers, Deakin University, Department of Economics, number 2013_01.
• Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014, "How profitable is the Indian stock market?," Working Papers, Deakin University, Department of Economics, number fe_2014_14, Jan, DOI: 10.1016/j.pacfin.2014.07.001.
• Mishra, Sagarika & Dhole, Sandip, 2014, "Stock price comovement: evidence from India," Working Papers, Deakin University, Department of Economics, number fe_2014_16, Jan, DOI: 10.1080/1540496X.2015.1061381.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Working Papers, Deakin University, Department of Economics, number fe_2015_05, Jan, DOI: 10.1016/j.eneco.2014.11.021.
• Ranjeeni, Kumari & Sharma, Susan Sunila, 2015, "The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors," Working Papers, Deakin University, Department of Economics, number fe_2015_15, Jan, DOI: 10.1080/1540496X.2015.1061383.
• Prof. Dr. Walter Krämer & Sebastian Schich, , "Large - scaledisasters and the insurance industry," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 4, revised Mar 2005.
• Elisa Navarra, 2022, "Stock Market Response to Firms’ Misconduct," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2022-40, Dec.
• Christian Haefke & Christian Helmenstein, , "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Computing in Economics and Finance 1996, Society for Computational Economics, number _023.
• Daniel Dupuis & Lawrence Kryzanowski, , "Governance and Short Sales," Finance Working Papers, School of Business Administration, American University of Sharjah, number 03-04/2015.
• 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.
• Hegarty, Tadgh & Whelan, Karl, 2024, "Comparing two methods for testing the efficiency of sports betting markets," Sports Economics Review, Elsevier, volume 8, issue C, DOI: 10.1016/j.serev.2024.100042.
• 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.
• Richter Christian & Hallet Andrew Hughes, 2010, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," EcoMod2002, EcoMod, number 330800057, Jan.
• Dennis Dittrich & Boris Maciejovsky, , "Information Dissemination on Asset Markets with Endogenous and Exogenous Information: An Experimental Approacha," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2002-03.
• Laure de Batz, 2019, "Financial Crime Spillovers. Does One Gain to Be Avenged?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/22, Jul, revised Jul 2019.
• Vaclav Broz & Evzen Kocenda, 2019, "Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/25, Sep, revised Sep 2019.
• Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, , "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers, FEDEA, number 99-07.
• Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2020, "The Overnight Drift," Staff Reports, Federal Reserve Bank of New York, number 917, Feb.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, , "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers, Financial Markets Group, number dp717.
• Thierry Foucalt & Ailsa Roell & Patrik Sandas, , "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-99.
• Yi Huang & Chen Lin & Sibo Liu & Heiwai Tang, 2018, "Trade Linkages and Firm Value: Evidence from the 2018 US-China “Trade War”," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 11-2018, Aug.
• Andrew Bain, , "Moral Hazard and Guarantee Arrangements: A Case Study of Lloyd’s," Working Papers, Business School - Economics, University of Glasgow, number 1999_04.
• Pedro Bação & António Portugal Duarte, 2017, "Deflation in the Euro Zone: Overview and Empirical Analysis," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-12, Dec.
• Francisca Silva & Marta Simões & João Sousa Andrade, 2018, "Health Investment and Long run Macroeconomic Performance:a quantile regression approach," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-01, Jan.
• Márcio Ferreira & Hélder Sebastião, 2018, "The Iberian electricity market:Price dynamics and risk premium in an illiquid market," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-02, Feb.
• Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-06, Jun.
• Robert J Bianchi & Michael E Drew, , "2012-12 On the Ethics of Short Selling," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201212.
• Dirk G. Baur & Thomas K. McDermott, , "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp310.
• Gerard Caprio, Jr, , "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp311.
• İlknur KÜLEKÇİ & Arif SALDANLI, 0, "Türk Sigortacılık Sektöründe Hayat Dışı Sigorta Şirketlerinin Etkinlik Analizi," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 28, pages 225-246, DOI: 10.26650/ekoist.2018.14.29.0015.
• Rasmus Fatum & Barry Scholnick, , "Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 05-14, revised Nov 2005.
• Rasmus Fatum, , "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2009-02, revised Jan 2009.
• S. Raja Sethu Durai & Sunil Paul, 2018, "Calendar Anomaly and the Degree of Market Inefficiency of Bitcoin," Working Papers, Madras School of Economics,Chennai,India, number 2018-168, Apr.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2015, "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 15/01, Jan.
• Frank Gerhard & Nikolaus Hautsch, , "Semiparametric autoregressive conditional proportional hazard models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W2.
• Wiliam Branch & George W. Evans, , "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2006-14.
• Wiliam Branch & George W. Evans, , "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2008-1.
• Kenneth R Ahern, 0, "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 397-440.
• David Chambers & Elroy Dimson & Christophe Spaenjers, 0, "Art as an Asset: Evidence from Keynes the Collector," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 490-520.
• David C Ling & Chongyu Wang & Tingyu Zhou & Jeffrey Pontiff, 0, "A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 669-704.
• Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0, "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 791-833.
• Cristiana Cardi & Camilla Mazzoli & Sabrina Severini, 2018, "Friend or foe? The effect of corporate governance on intellectual capital disclosure in IPOs," International Journal of Disclosure and Governance, Palgrave Macmillan, volume 15, issue 1, pages 1-12, February, DOI: 10.1057/s41310-018-0031-5.
• Chen, Dylan Siong-Yain & Liew, Venus Khim-Sen, 2019, "Impacts of Unusual Market Activity Announcement on Stock Return: Evidence from The Ace Market in Malaysia," MPRA Paper, University Library of Munich, Germany, number 107989.
• Robin Greenwood & Andrei Shleifer, , "Expectations of Returns and Expected Returns," Working Paper, Harvard University OpenScholar, number 102501.
• Brock Mendel & Andrei Shleifer, , "Chasing Noise," Working Paper, Harvard University OpenScholar, number 19517.

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.