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
2014
- Claudia Keser & Andreas Markstädter, 2014, "Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals," CIRANO Working Papers, CIRANO, number 2014s-30, May.
- Mihaela – Lavinia CIOBĂNICĂ, 2014, "Organizational Systems Of Internal Financial Control In The World," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 92-102, April.
- María José Roa, 2014, "La inclusión y la estabilidad financieras," Documentos de Investigación - Research Papers, CEMLA, number 15, Apr.
- Julio C. Alonso & Andr�s M. Arcila, 2014, "Eficiencia semifuerte del mercado internacional del azúcar entre los anos 2001 y 2011," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
- Germán Horacio Cardona Vélez, 2014, "Análisis del impacto de los cambios del control corporativo sobre el valor de las empresas en América Latina," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
- Javier Eliecer Pirateque Ni�o, 2014, "Uso de la Metodolog�a Wavelets para la Validaci�n de la Regla de la Ra�z del Tiempo y su Aplicaci�n al Riesgo de Mercado," Borradores de Economia, Banco de la Republica, number 11137, Feb.
- Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hern�n Rinc�n, 2014, "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia, Banco de la Republica, number 12258, Oct.
- Andrés Murcia & Diego Rojas, 2014, "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 74, pages 52-67, DOI: 10.1016/S0120-4483(14)70027-2.
- José E. Gómez-González & Luis Fernando Melo Velandia, 2014, "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 75, pages 23-27, DOI: 10.1016/j.espe.2014.07.001.
- José Augusto Castillo Bonilla & Luis Eduardo Gir�n, 2014, "Cuantificación de la importancia del Fondo Nacional de Garantías en la movilización de créditos a las pymes," Estudios Gerenciales, Universidad Icesi.
- Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas P�rez-I�igo, 2014, "Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi.
- Juan Benjamín Duarte Duarte & Juan Manuel Mascare�as P�rez-I�igo, 2014, "¿Han sido los mercados bursátiles eficientes informacionalmente?," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
- Jorge Uribe & Juli�n Fern�ndez, 2014, "Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 57-90.
- Emilio Rojas & Werner Kristjanpoller, 2014, "Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 91-113.
- Julio Cesar Riascos Hermoza, 2014, "Riesgo financiero acumulado: el caso de los índices bursátiles de Estados Unidos, 2000-2014," Revista Tendencias, Universidad de Narino, volume 15, issue 1, pages 78-108, DOI: 10.22267/rtend.141501.51.
- BOUDT, Kris & PETITJEAN, Mikael, 2014, "Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2591, Jan.
- DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael, 2014, "Testing the profitability of contrarian trading strategies based on the overreaction hypothesis," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2672, Jan.
- Michal Grela, 2014, "Prediction Markets as an Example of Crowdsourcing," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 45, issue 2, pages 205-217.
- Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik, 2014, "Does historical VIX term structure contain valuable information for predicting VIX futures?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 5-28.
- Servaes, Henri & Meier, Jean-Marie A., 2014, "Distressed Acquisitions," CEPR Discussion Papers, Centre for Economic Policy Research, number 10093, Aug.
- Edmans, Alex & Xu, Moqi & Goncalves-Pinto, Luis & Wang, Yanbo, 2014, "Strategic News Releases in Equity Vesting Months," CEPR Discussion Papers, Centre for Economic Policy Research, number 10144, Sep.
- Broer, Tobias & Kero, Afroditi, 2014, "Collateralisation bubbles when investors disagree about risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 10148, Sep.
- Patton, Andrew & Kruttli, Mathias, 2014, "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 10151, Sep.
- Vayanos, Dimitri & Woolley, Paul & ,, 2014, "Asset Management Contracts and Equilibrium Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 10152, Sep.
- Kilian, Lutz & Baumeister, Christiane, 2014, "A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil," CEPR Discussion Papers, Centre for Economic Policy Research, number 10162, Sep.
- Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," CEPR Discussion Papers, Centre for Economic Policy Research, number 10234, Nov.
- Schürhoff, Norman & Li, Dan, 2014, "Dealer Networks," CEPR Discussion Papers, Centre for Economic Policy Research, number 10237, Nov.
- Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2014, "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10285, Dec.
- Gehrig, Thomas & Haas, Marlene, 2014, "Lehman Brothers: What Did Markets Know?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9893, Mar.
- Campbell, John Y & Ranish, Benjamin, 2014, "Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience," CEPR Discussion Papers, Centre for Economic Policy Research, number 9907, Mar.
- Goldstein, Itay & Edmans, Alex & Jiang, Wei, 2014, "Feedback Effects and the Limits to Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 9917, Mar.
- Voth, Hans-Joachim & Koudijs, Peter, 2014, "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 9920, Mar.
- Rossi, Stefano & Tinn, Katrin, 2014, "Man or machine? Rational trading without information about fundamentals," CEPR Discussion Papers, Centre for Economic Policy Research, number 9958, May.
- Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo, 2014, "No-Bubble Condition: Model-Free Tests in Housing Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 9978, May.
- Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3514, Oct.
- Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos, 2014, "The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3614, Oct.
- Roman Kräussl & Luiz Félix & Philip Stork, 2014, "The 2011 European Short Sale Ban: An Option Market Perspective," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-02.
- Roman Kräussl & Thorsten Lehnert & Nicolas Martelin, 2014, "Is there a Bubble in the Art Market?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-07.
- Vicente, Sergio, 2014, "Loan officers' screening with credit scores," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb142710, Oct.
- Deák, Zsuzsanna & Karali, Berna, 2014, "Stock Market Reactions to Environmental News in the Food Industry," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 46, issue 2, pages 209-225, May.
- Ýlker SAKINÇ & Merve GÜLEN, 2014, "The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method," Journal of Economic and Social Thought, EconSciences Journals, volume 1, issue 1, pages 3-14, December.
- lker SAKIN, 2014, "Export Price Stability and Compatibility of Euro under the Export- Biased Productivity Growth in Turkey: A Criticism against the Maastricht Inflation Criterion," Journal of Economics Library, EconSciences Journals, volume 1, issue 1, pages 22-33, December.
- Fraunhoffer, R. & Freytag, A. & Schiereck, D., 2014, "Market power consolidation and M&A success: A study of US-American and German utility takeovers," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 70418.
- Fabrice Hervé & Mohamed Zouaoui, 2014, "Quand la psychologie et la linguistique rencontrent la finance:le cas de la France," Revue Finance Contrôle Stratégie, revues.org, volume 17, issue 1, pages 25-46, March.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014, "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1352.
- Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014, "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers, Deakin University, Department of Economics, number eco_2014_9, Jan.
- Georges Prat & Remzi Uctum, 2014, "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-17.
- Imane El Ouadghiri & Valerie Mignon & Nicolas Boitout, 2014, "On the impact of macroeconomic news surprises on Treasury-bond yields," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-20.
- FOUCAULT, Thierry & DUGAST, Jérôme, 2014, "False News, Informational Efficiency, and Price Reversals," HEC Research Papers Series, HEC Paris, number 1036, Feb.
- Vives, Xavier, 2014, "On the Possibility of Informationally Efficient Markets," IESE Research Papers, IESE Business School, number D/1104, Oct.
- Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014, "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-34, Aug.
- Stracca, Livio & Lo Duca, Marco, 2014, "The effect of G20 summits on global financial markets," Working Paper Series, European Central Bank, number 1668, Apr.
- Kiema, Ilkka & Jokivuolle, Esa, 2014, "Does a leverage ratio requirement increase bank stability?," Working Paper Series, European Central Bank, number 1676, May.
- Lambert, Nicolas & Ostrovsky, Michael & Panov, Mikhail, 2014, "Strategic Trading in Informationally Complex Environments," Research Papers, Stanford University, Graduate School of Business, number 3021, Jan.
- Beneish, M. D. & Lee, C. M. C. & Nichols, D. C., 2014, "In Short Supply: Short-Sellers and Stock Returns," Research Papers, Stanford University, Graduate School of Business, number 3064, Oct.
- Koudijs, Peter & Voth, Hans-Joachim, 2014, "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," Research Papers, Stanford University, Graduate School of Business, number 3103, Feb.
- Duffie, Darrell & Dworczak, Piotr, 2018, "Robust Benchmark Design," Research Papers, Stanford University, Graduate School of Business, number 3175, Mar.
- Koudijs, Peter, 2014, "The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment," Research Papers, Stanford University, Graduate School of Business, number 3186, Aug.
- Duffie, Darrell & Dworczak, Piotr & Zhu, Haoxiang, 2014, "Benchmarks in Search Markets," Research Papers, Stanford University, Graduate School of Business, number 3190, Nov.
- Koudijs, Peter, 2014, "Those Who Know Most: Insider Trading in 18th c. Amsterdam," Research Papers, Stanford University, Graduate School of Business, number 3191, Sep.
- Hafiz Imtiaz AHMAD & Pascal ALPHONSE, 2014, "Stock Prices and Implied Abnormal Earnings Growth," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 196-216.
- Halim DABBOU & Ahmed SILEM, 2014, "Price Limit and Financial Contagion: Protection or Illusion? The Tunisian Stock Exchange Case," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 54-70.
- Nadhem Selm & Nejib Hachicha, 2014, "Can Bank be a Cause of Contagion during the Global Financial Crisis?," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 353-362.
- Mustapha Chaffai & Imed Medhioub, 2014, "Behavioral Finance: An Empirical Study of the Tunisian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 527-538.
- Dilek PENPECE, 2014, "Demografik Deðiþkenler ve Dizi Türünün Dizi Tanýtým Mecralarýna Etkisi Üzerine Bir Araþtýrma," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 2, issue 1, pages 1-10.
- Gulser YAVUZ & Celil CAKICI, 2014, "Mersin’in XVII. Akdeniz Oyunlarý’ndan Beklentileri Üzerine Bir Araþtýrma," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 2, issue 1, pages 11-26.
- Tim Loughran & Bill McDonald, 2014, "Regulation and financial disclosure: The impact of plain English," Journal of Regulatory Economics, Springer, volume 45, issue 1, pages 94-113, February, DOI: 10.1007/s11149-013-9236-5.
- David Howden, 2014, "Knowledge flows and insider trading," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 27, issue 1, pages 45-55, March, DOI: 10.1007/s11138-013-0209-9.
- Ming-Hsien Chen & Vivian Tai, 2014, "The price discovery of day trading activities in futures market," Review of Derivatives Research, Springer, volume 17, issue 2, pages 217-239, July, DOI: 10.1007/s11147-014-9096-x.
- Jeffrey Jones & Jenny Gu & Pu Liu, 2014, "Do dividend initiations signal a reduction in risk? Evidence from the option market," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 143-158, January, DOI: 10.1007/s11156-012-0337-5.
- Aaron Crabtree & Thomas Kubick, 2014, "Corporate tax avoidance and the timeliness of annual earnings announcements," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 51-67, January, DOI: 10.1007/s11156-012-0333-9.
- Zhe Shen & Jerry Coakley & Norvald Instefjord, 2014, "Earnings management and IPO anomalies in China," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 69-93, January, DOI: 10.1007/s11156-012-0334-8.
- Ernest Biktimirov & Boya Li, 2014, "Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 95-122, January, DOI: 10.1007/s11156-012-0335-7.
- Raman Kumar & Marius Popescu, 2014, "The implied intra-day probability of informed trading," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 2, pages 357-371, February, DOI: 10.1007/s11156-013-0345-0.
- Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos, 2014, "Assessing the performance of symmetric and asymmetric implied volatility functions," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 373-397, April, DOI: 10.1007/s11156-013-0346-z.
- Miao Luo & Tao Chen & Isabel Yan, 2014, "Price informativeness and institutional ownership: evidence from Japan," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 627-651, May, DOI: 10.1007/s11156-013-0355-y.
- Zheng Wang, 2014, "Measuring investors’ assessment of earnings persistence: do investors see through smoothed earnings?," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 691-708, May, DOI: 10.1007/s11156-013-0358-8.
- Partha Gangopadhyay & Ken Yook & Yoon Shin, 2014, "Insider trading and firm-specific return volatility," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 1, pages 1-19, July, DOI: 10.1007/s11156-013-0362-z.
- Ron Bird & Daniel Choi & Danny Yeung, 2014, "Market uncertainty, market sentiment, and the post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 1, pages 45-73, July, DOI: 10.1007/s11156-013-0364-x.
- Jie-Haun Lee & Whei-May Fan, 2014, "Investors’ perception of corporate governance: a spillover effect of Taiwan corporate scandals," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 1, pages 97-119, July, DOI: 10.1007/s11156-013-0366-8.
- Duong Nguyen & Tribhuvan Puri, 2014, "Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 211-244, August, DOI: 10.1007/s11156-013-0370-z.
- Ying Lin & Kenneth Yung, 2014, "Earnings management and corporate spinoffs," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 275-300, August, DOI: 10.1007/s11156-013-0372-x.
- Thomas Canace & Steven Mann, 2014, "The impact of technology-motivated M&A and joint ventures on the value of IT and non-IT firms: a new examination," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 333-366, August, DOI: 10.1007/s11156-013-0374-8.
- Stefano Gubellini, 2014, "Conditioning information and cross-sectional anomalies," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 529-569, October, DOI: 10.1007/s11156-013-0384-6.
- Jeffrey Harrison & Matthew Hart & Derek Oler, 2014, "Leverage and acquisition performance," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 571-603, October, DOI: 10.1007/s11156-013-0385-5.
- Qi Zhang & Charlie Cai & Kevin Keasey, 2014, "The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 605-625, October, DOI: 10.1007/s11156-013-0386-4.
- Li Eng & Joohyung Ha & Sandeep Nabar, 2014, "The impact of regulation FD on the information environment: evidence from the stock market response to stock split announcements," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 829-853, November, DOI: 10.1007/s11156-013-0394-4.
- Renaud Bourlès & Anastasia Cozarenco, 2014, "State intervention and the microcredit market: the role of business development services," Small Business Economics, Springer, volume 43, issue 4, pages 931-944, December, DOI: 10.1007/s11187-014-9578-0.
- Sorin Claudiu Radu, 2014, "Testing the Market Model – A Case Study of Fondul Proprietatea (FP)," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 126-131, March.
- Maria Dimitriu & Maria-Ramona Dinu & Razvan Constantin Caracota, 2014, "Modelling the Efficent Frontier of Investments Portfolio," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 35-40, September.
- Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz, 2014, "The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-24, Dec.
- Zhenyang Bai & Manabu Sakaue & Fumiko Takeda, 2014, "The Impact of XBRL Adoption on the Information Environment: Evidence from Japan," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 4, pages 49-74, December.
- Ýlker SAKINÇ & Merve GÜLEN, 2014, "The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method," Journal of Economic and Social Thought, KSP Journals, volume 1, issue 1, pages 3-14, December.
- Ýlker SAKINÇ, 2014, "Export Price Stability and Compatibility of Euro under the Export- Biased Productivity Growth in Turkey: A Criticism against the Maastricht Inflation Criterion," Journal of Economics Library, KSP Journals, volume 1, issue 1, pages 22-33, December.
- Christophe J. GODLEWSKI, 2014, "What drives the dynamics of bank debt renegotiation in Europe? A survival analysis approach," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2014-01.
- Christophe J. GODLEWSKI & Rima Turk-Ariss & Laurent Weill, 2014, "What Influences Stock Market Reaction to Sukuk Issues? The Impact of Scholars and Sukuk Types," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2014-03.
- Jorge Uribe & Julián Fernández, 2014, "Financial bubbles and recent behaviour of the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 57-90, Julio - D, DOI: 10.17533/udea.le.n81a3.
- Emilio Rojas & Werner Kristjanpoller, 2014, "Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 91-113, Julio - D, DOI: 10.17533/udea.le.n81a4.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2014, "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/17, Dec.
- Haris Bin Jamil & Aisha Ghazi Aurakzai & Muhammad Subayyal, 2014, "Can Analysts Really Forecast? Evidence from the Karachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 19, issue 1, pages 91-109, Jan-June.
- Kühnhausen, Fabian & Stieber, Harald W., 2014, "Determinants of Capital Structure in Non-Financial Companies," Discussion Papers in Economics, University of Munich, Department of Economics, number 21167, Jun.
- Raymond Osi Alenoghena & Ernest Simeon Odior, 2014, "Public Sector Financial Management and Output Growth in Nigeria: A Predictive Causality Test and Two-stage Least Square Approach," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 1, pages 1-13, February.
- Ikhlaas Gurrib, 2014, "Defragmenting the effect of major news announcements on financial markets," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 2, pages 1-14, April.
- Mustafa METE & Filiz Sanal Çevik & M. Vahit Eren, 2014, "Reasons of 2008 Global Economic Crisis, Measures Taken and Recommendations for Turkey," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 3, pages 57-64, June.
- Harlan Platt, Licheng Cai & Licheng Cai & Marjorie Platt, 2014, "Mutual fund flows: Where does the money go?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 5, pages 59-69, October.
- Giovanni Ferri & Doris Neuberger, 2014, "The Banking Regulatory Bubble and How to Get out of It," CERBE Working Papers, CERBE Center for Relationship Banking and Economics, number wpC01, May.
- Jean-Sébastien Michel, 2014, "Stock Market Overreaction to Management Earnings Forecasts," Cahiers de recherche, CIRPEE, number 1319.
- Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2014, "Effects of the Limit Order Book on Price Dynamics," Cahiers de recherche, CIRPEE, number 1426.
- Jalali-Naini, Ahmad-Reza & Naderian, Mohammad-Amin, 2014, "Social Value of Information and Optimal Communication Policy of Central Banks," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 3, pages 31-57, April.
- Frédéric Délèze & Syed Mujahid Hussain, 2014, "Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 169-213, September.
- Sha Liu, 2014, "The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 215-248, September.
- Abdullah Iqbal & Ortenca Kume, 2014, "Impact of Financial Crisis on Firms’ Capital Structure in UK, France, and Germany," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 249-280, September.
- Ibrahim Mohammed & Chioma Nwafor, 2014, "Stock Market Consequences of the Suspension of the Central Bank of Nigeria’s Governor," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 12, issue 4 (Winter, pages 371-394.
- Giulia RIVOLTA, 2014, "An Event Study Analysis of ECB Unconventional Monetary Policy," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2014-02, Feb.
- Ankita Mishra & Vinod Mishra & Russell Smyth, 2014, "The Random-Walk Hypothesis on the Indian Stock Market," Monash Economics Working Papers, Monash University, Department of Economics, number 07-14, Apr.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014, "Financial Symmetry and Moods in the Market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14030, Mar, DOI: 10.1371/journal.pone.0118224.
- Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014, "Impact of information cost and switching of trading strategies in an artificial stock market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14031, Apr, DOI: 10.1016/j.physa.2014.04.004.
- Steven Ongena & Viorel Roşcovan & Wei-Ling Song & Bas J.M. Werker, 2014, "Banks and Bonds: The Impact of Bank Loan Announcements on Bond and Equity Prices," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 131-156, December.
- David T. Llewellyn, 2014, "Reforming the Culture of Banking: Restoring Trust and Confidence in Banking," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 221-236, December.
- Naveen Musunuru, 2014, "Empirical Evidence on the Efficiency of Agricultural Commodity Markets," Journal of Economic Insight, Missouri Valley Economic Association, volume 40, issue 1, pages 65-80.
- Christopher C. Douglas, 2014, "Committee Bias and Market Inefficiency, Evidence from the NCAA Men’s Basketball Tournament," Journal of Economic Insight, Missouri Valley Economic Association, volume 40, issue 2, pages 1-17.
- Zhenxi CHEN & Jan F. KIVIET & Weihong Huang, 2014, "Hong Kong: A Bridge Connecting Mainland China and the International Market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1406, May.
- García Ruiz Reyna Susana & Cruz Aké Salvador & Venegas Martínez Francisco, 2014, "Una medida de eficiencia de mercado: Un enfoque de teoría de la información," Contaduría y Administración, Accounting and Management, volume 59, issue 4, pages 137-166, octubre-d.
- Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014, "Credit rating agency downgrades and the Eurozone sovereign debt crises," NBP Working Papers, Narodowy Bank Polski, number 177.
- Alex Chinco & Christopher Mayer, 2014, "Misinformed Speculators and Mispricing in the Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 19817, Jan.
- Alexander Ljungqvist & Wenlan Qian, 2014, "How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 19834, Jan.
- Pablo Kurlat & Johannes Stroebel, 2014, "Testing for Information Asymmetries in Real Estate Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19875, Jan.
- Yongheng Deng & Xin Liu & Shang-Jin Wei, 2014, "One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19974, Mar.
- Joshua Aizenman & Mahir Binici & Michael M. Hutchison, 2014, "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19980, Mar.
- Jess Benhabib & Pengfei Wang, 2014, "Private Information and Sunspots in Sequential Asset Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20044, Apr.
- Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2014, "Do ETFs Increase Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20071, Apr.
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014, "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," NBER Working Papers, National Bureau of Economic Research, Inc, number 20089, May.
- Tri Vi Dang & Gary Gorton & Bengt Holmström & Guillermo Ordoñez, 2014, "Banks as Secret Keepers," NBER Working Papers, National Bureau of Economic Research, Inc, number 20255, Jun.
- Itamar Drechsler & Qingyi Freda Drechsler, 2014, "The Shorting Premium and Asset Pricing Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 20282, Jul.
- Oliver D. Bunn & Robert J. Shiller, 2014, "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," NBER Working Papers, National Bureau of Economic Research, Inc, number 20370, Aug.
- Peter Benczur & Cosmin L. Ilut, 2014, "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 20391, Aug.
- David Chambers & Elroy Dimson & Justin Foo, 2014, "Keynes, King's and Endowment Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 20421, Sep.
- Anna Orlik & Laura Veldkamp, 2014, "Understanding Uncertainty Shocks and the Role of Black Swans," NBER Working Papers, National Bureau of Economic Research, Inc, number 20445, Aug.
- Alex Edmans & Luis Goncalves-Pinto & Yanbo Wang & Moqi Xu, 2014, "Strategic News Releases in Equity Vesting Months," NBER Working Papers, National Bureau of Economic Research, Inc, number 20476, Sep.
- Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2014, "Asset Management Contracts and Equilibrium Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 20480, Sep.
- Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2014, "Strategic Trading in Informationally Complex Environments," NBER Working Papers, National Bureau of Economic Research, Inc, number 20516, Sep.
- Darrell Duffie & Piotr Dworczak, 2014, "Robust Benchmark Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 20540, Oct.
- Songzi Du & Haoxiang Zhu, 2014, "Welfare and Optimal Trading Frequency in Dynamic Double Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 20588, Oct.
- Darrell Duffie & Piotr Dworczak & Haoxiang Zhu, 2014, "Benchmarks in Search Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20620, Oct.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20660, Nov.
- Anisha Ghosh & George M. Constantinides, 2014, "Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20678, Nov.
- Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2014, "Which Factors?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20682, Nov.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014, "A Welfare Criterion for Models with Distorted Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20691, Nov.
- Robert Novy-Marx & Mihail Velikov, 2014, "A Taxonomy of Anomalies and their Trading Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20721, Dec.
- Lars E.O. Svensson, 2014, "Forward Guidance," NBER Working Papers, National Bureau of Economic Research, Inc, number 20796, Dec.
- M. Kabir Hassan & William J. Hippler III, 2014, "Partial Adjustment Toward Equilibrium Mutual Fund Allocations: Evidence from U.S.-based Equity Mutual Funds," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2014-WP-01, Mar.
- Craig W. Holden & Stacey Jacobsen & Avanidhar Subrahmanyam, 2014, "The Empirical Analysis of Liquidity," Foundations and Trends(R) in Finance, now publishers, volume 8, issue 4, pages 263-365, December, DOI: 10.1561/0500000045.
- Evgeniya Mikova & Tamara Teplova, 2014, "Seasonal Effect for Explaining Price Momentum Failure in the Japanese Stock Market," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 25-42, October.
- Anton Gerunov, 2014, "Linkages between Public Sentiments and Stock Market Dynamics in the Context of the Efficient Market Hypothesis," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 58-71, July.
- Rui Albuquerque & Tarun Ramadorai & Sumudu W. Watugala, 2014, "Trade Credit and Cross-country Predictable Firm Returns," Staff Discussion Papers, Office of Financial Research, US Department of the Treasury, number 14-04, Nov.
- Rick Bookstaber & Mark Paddrik & Brian Tivnan, 2014, "An Agent-based Model for Financial Vulnerability," Working Papers, Office of Financial Research, US Department of the Treasury, number 14-05, Jul, revised 10 Sep 2014.
- Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014, "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-01, Jan.
- Raphael A. Auer, 2014, "What drives TARGET2 balances? Evidence from a panel analysis
[What drives Target2 balances? Evidence from a panel analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 29, issue 77, pages 139-197. - Judson Caskey, 2014, "The Pricing Effects of Securities Class Action Lawsuits and Litigation Insurance," The Journal of Law, Economics, and Organization, Oxford University Press, volume 30, issue 3, pages 493-532.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014, "A Welfare Criterion For Models With Distorted Beliefs," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 129, issue 4, pages 1753-1797.
- Thomas Gilbert & Christopher Hrdlicka & Jonathan Kalodimos & Stephan Siegel, 2014, "Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 1, pages 78-117.
- Zhihua Chen & Aziz A. Lookman & Norman Schürhoff & Duane J. Seppi, 2014, "Rating-Based Investment Practices and Bond Market Segmentation," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 162-205.
- Johan Almenberg & Artashes Karapetyan, 2014, "Hidden Costs of Hidden Debt," Review of Finance, European Finance Association, volume 18, issue 6, pages 2247-2281.
- Joel Peress, 2014, "Learning from Stock Prices and Economic Growth," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 10, pages 2998-3059.
- Robin Greenwood & Andrei Shleifer, 2014, "Expectations of Returns and Expected Returns," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 3, pages 714-746.
- Ulrike Malmendier & Devin Shanthikumar, 2014, "Do Security Analysts Speak in Two Tongues?," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 5, pages 1287-1322.
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014, "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 9, pages 2626-2660.
- Espinoza, Nicolás & Espinoza, Tomás, 2014, "The Momentum Effect In The Chilean Stock Market," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 12, issue 1, pages 1-32.
Printed from https://ideas.repec.org/j/G14-70.html