Research classified by Journal of Economic Literature (JEL) codes

2013

• So, Eric C., 2013, "A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 615-640, DOI: 10.1016/j.jfineco.2013.02.002.
• Anand, Amber & Irvine, Paul & Puckett, Andy & Venkataraman, Kumar, 2013, "Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 773-797, DOI: 10.1016/j.jfineco.2013.01.007.
• Fu, Fangjian & Lin, Leming & Officer, Micah S., 2013, "Acquisitions driven by stock overvaluation: Are they good deals?," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 24-39, DOI: 10.1016/j.jfineco.2013.02.013.
• Bessembinder, Hendrik & Zhang, Feng, 2013, "Firm characteristics and long-run stock returns after corporate events," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 83-102, DOI: 10.1016/j.jfineco.2013.02.009.
• Loughran, Tim & McDonald, Bill, 2013, "IPO first-day returns, offer price revisions, volatility, and form S-1 language," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 307-326, DOI: 10.1016/j.jfineco.2013.02.017.
• Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2013, "Trading frenzies and their impact on real investment," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 566-582, DOI: 10.1016/j.jfineco.2013.03.011.
• Hartzmark, Samuel M. & Solomon, David H., 2013, "The dividend month premium," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 640-660, DOI: 10.1016/j.jfineco.2013.02.015.
• Larrain, Borja & Urzúa I., Francisco, 2013, "Controlling shareholders and market timing in share issuance," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 661-681, DOI: 10.1016/j.jfineco.2013.03.013.
• Buti, Sabrina & Rindi, Barbara, 2013, "Undisclosed orders and optimal submission strategies in a limit order market," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 797-812, DOI: 10.1016/j.jfineco.2013.04.002.
• Vijh, Anand M. & Yang, Ke, 2013, "Are small firms less vulnerable to overpriced stock offers?," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 61-86, DOI: 10.1016/j.jfineco.2013.05.003.
• Cohen, Lauren & Diether, Karl & Malloy, Christopher, 2013, "Legislating stock prices," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 574-595, DOI: 10.1016/j.jfineco.2013.08.012.
• Cohen, Alma & Wang, Charles C.Y., 2013, "How do staggered boards affect shareholder value? Evidence from a natural experiment," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 627-641, DOI: 10.1016/j.jfineco.2013.08.005.
• Jegadeesh, Narasimhan & Wu, Di, 2013, "Word power: A new approach for content analysis," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 712-729, DOI: 10.1016/j.jfineco.2013.08.018.
• Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao, 2013, "How smooth is price discovery? Evidence from cross-listed stock trading," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 668-699, DOI: 10.1016/j.jimonfin.2012.06.005.
• Fong, Wai Mun, 2013, "Footprints in the market: Hedge funds and the carry trade," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 41-59, DOI: 10.1016/j.jimonfin.2012.09.001.
• Mink, Mark & de Haan, Jakob, 2013, "Contagion during the Greek sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 34, issue C, pages 102-113, DOI: 10.1016/j.jimonfin.2012.11.006.
• Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio, 2013, "Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 124-145, DOI: 10.1016/j.jimonfin.2013.01.006.
• Patnaik, Ila & Shah, Ajay, 2013, "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 65-88, DOI: 10.1016/j.jimonfin.2013.06.019.
• Chen, Sichong, 2013, "How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s," Journal of the Japanese and International Economies, Elsevier, volume 30, issue C, pages 1-18, DOI: 10.1016/j.jjie.2013.07.003.
• Rosa, Carlo, 2013, "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 167-178, DOI: 10.1016/j.jmacro.2013.07.008.
• Kliger, Doron & Kudryavtsev, Andrey, 2013, "Volatility expectations and the reaction to analyst recommendations," Journal of Economic Psychology, Elsevier, volume 37, issue C, pages 1-6, DOI: 10.1016/j.joep.2013.04.003.
• Hooy, Chee-Wooi & Lim, Kian-Ping, 2013, "Is market integration associated with informational efficiency of stock markets?," Journal of Policy Modeling, Elsevier, volume 35, issue 1, pages 29-44, DOI: 10.1016/j.jpolmod.2012.09.002.
• Majumder, Debasish, 2013, "Towards an efficient stock market: Empirical evidence from the Indian market," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 572-587, DOI: 10.1016/j.jpolmod.2011.08.016.
• Gleich, Benedikt & Achzet, Benjamin & Mayer, Herbert & Rathgeber, Andreas, 2013, "An empirical approach to determine specific weights of driving factors for the price of commodities—A contribution to the measurement of the economic scarcity of minerals and metals," Resources Policy, Elsevier, volume 38, issue 3, pages 350-362, DOI: 10.1016/j.resourpol.2013.03.011.
• Koulakiotis, Athanasios & Kartalis, Nikos & Lyroudi, Katerina & Papasyriopoulos, Nicholas, 2013, "The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities: The case of Germany," Journal of Multinational Financial Management, Elsevier, volume 23, issue 1, pages 34-53, DOI: 10.1016/j.mulfin.2012.10.003.
• Kryzanowski, Lawrence & Zhang, Ying, 2013, "Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S," Journal of Multinational Financial Management, Elsevier, volume 23, issue 1, pages 74-96, DOI: 10.1016/j.mulfin.2012.11.003.
• Ding, Rong & Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward, 2013, "Fund ownership and stock price informativeness of Chinese listed firms," Journal of Multinational Financial Management, Elsevier, volume 23, issue 3, pages 166-185, DOI: 10.1016/j.mulfin.2013.03.003.
• Bhabra, Harjeet S. & Huang, Jiayin, 2013, "An empirical investigation of mergers and acquisitions by Chinese listed companies, 1997–2007," Journal of Multinational Financial Management, Elsevier, volume 23, issue 3, pages 186-207, DOI: 10.1016/j.mulfin.2013.03.002.
• Dang, Li & Yang, J. Jimmy, 2013, "The choice between rights and underwritten equity offerings: Evidence from Chinese stock markets," Journal of Multinational Financial Management, Elsevier, volume 23, issue 3, pages 235-253, DOI: 10.1016/j.mulfin.2013.03.006.
• Chien, Cheng-Yi & Lee, Hsiu-Chuan & Tai, Shih-Wen & Liao, Tzu-Hsiang, 2013, "Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange," Journal of Multinational Financial Management, Elsevier, volume 23, issue 5, pages 394-414, DOI: 10.1016/j.mulfin.2013.08.001.
• Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk, 2013, "Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand," Journal of Multinational Financial Management, Elsevier, volume 23, issue 5, pages 446-469, DOI: 10.1016/j.mulfin.2013.10.001.
• Tswei, Keshin, 2013, "Is transaction price more value relevant compared to accounting information? An investigation of a time-series approach," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1062-1078, DOI: 10.1016/j.pacfin.2012.08.001.
• Doukas, John A. & Wang, Liu, 2013, "Information asymmetry, price discovery, and the Chinese B-share discount puzzle," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1116-1135, DOI: 10.1016/j.pacfin.2012.08.004.
• Wang, Ming-Chieh, 2013, "Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1160-1174, DOI: 10.1016/j.pacfin.2012.05.001.
• Pan, Li & Tang, Ya & Xu, Jianguo, 2013, "Weekly momentum by return interval ranking," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1191-1208, DOI: 10.1016/j.pacfin.2012.06.001.
• Jung, Chan Shik & Kim, Woojin & Lee, Dong Wook, 2013, "Short selling by individual investors: Destabilizing or price discovering?," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1232-1248, DOI: 10.1016/j.pacfin.2012.09.001.
• Kouwenberg, Roy & Phunnarungsi, Visit, 2013, "Corporate governance, violations and market reactions," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 881-898, DOI: 10.1016/j.pacfin.2012.06.006.
• Tsai, Shih-Chuan, 2013, "Investors' information advantage and order choices in an order-driven market," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 932-951, DOI: 10.1016/j.pacfin.2012.07.001.
• Sawada, Michiru, 2013, "Measuring the effect of postal saving privatization on the Japanese banking industry: Evidence from the 2005 general election," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 967-983, DOI: 10.1016/j.pacfin.2012.07.004.
• Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng, 2013, "The price impact of options and futures volume in after-hours stock market trading," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 984-1007, DOI: 10.1016/j.pacfin.2012.07.002.
• Gu, Li & McNelis, Paul D., 2013, "Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market," Pacific-Basin Finance Journal, Elsevier, volume 22, issue C, pages 37-49, DOI: 10.1016/j.pacfin.2012.09.002.
• Poon, Winnie P.H. & Chan, Kam C. & Firth, Michael A., 2013, "Does having a credit rating leave less money on the table when raising capital? A study of credit ratings and seasoned equity offerings in China," Pacific-Basin Finance Journal, Elsevier, volume 22, issue C, pages 88-106, DOI: 10.1016/j.pacfin.2012.10.003.
• Baik, Bok & Kang, Hyoung-Goo & Kim, Young Jun, 2013, "Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 109-130, DOI: 10.1016/j.pacfin.2013.01.001.
• Jiang, Li & Li, Gao, 2013, "Investor sentiment and IPO pricing during pre-market and aftermarket periods: Evidence from Hong Kong," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 65-82, DOI: 10.1016/j.pacfin.2013.01.006.
• Cho, Jaemin & Lee, Jaeho, 2013, "The venture capital certification role in R&D: Evidence from IPO underpricing in Korea," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 83-108, DOI: 10.1016/j.pacfin.2013.01.005.
• Lu, Yang-Cheng & Shen, Chung-Hua & Wei, Yu-Chen, 2013, "Revisiting early warning signals of corporate credit default using linguistic analysis," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 1-21, DOI: 10.1016/j.pacfin.2013.02.002.
• Tang, Hui-wen & Chen, Anlin & Chang, Chong-Chuo, 2013, "Insider trading, accrual abuse, and corporate governance in emerging markets — Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 132-155, DOI: 10.1016/j.pacfin.2013.04.005.
• Zhao, Yan & Cheng, Lee-Young & Chang, Chong-Chuo & Ni, Cih-Ying, 2013, "Short sales, margin purchases and bid–ask spreads," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 199-220, DOI: 10.1016/j.pacfin.2013.05.001.
• Aman, Hiroyuki, 2013, "An analysis of the impact of media coverage on stock price crashes and jumps: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 22-38, DOI: 10.1016/j.pacfin.2013.02.003.
• Chou, Pin-Huang & Chou, Robin K. & Ko, Kuan-Cheng & Chao, Chun-Yi, 2013, "What affects the cool-off duration under price limits?," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 256-278, DOI: 10.1016/j.pacfin.2013.01.004.
• Bartholdy, Jan & Feng, Tiyi, 2013, "The quality of securities firms' earnings forecasts and stock recommendations: Do informational advantages, reputation and experience matter in China?," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 66-88, DOI: 10.1016/j.pacfin.2013.02.005.
• Shams, Syed M.M. & Gunasekarage, Abeyratna & Colombage, Sisira R.N., 2013, "Does the organisational form of the target influence market reaction to acquisition announcements? Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 89-108, DOI: 10.1016/j.pacfin.2013.04.002.
• Opie, Wei & Zhang, Hong Feng, 2013, "Investor heterogeneity and the cross-sectional stock returns in China," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 1-20, DOI: 10.1016/j.pacfin.2013.08.005.
• Tseng, Yun-lan & Hu, Shing-yang, 2013, "Tax reform and the identity of marginal traders around ex-dividend days," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 181-199, DOI: 10.1016/j.pacfin.2013.08.009.
• Shen, Zhe & Coakley, Jerry & Instefjord, Norvald, 2013, "Investor participation and underpricing in lottery-allocated Chinese IPOs," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 294-314, DOI: 10.1016/j.pacfin.2013.10.002.
• Imbierowicz, Björn & Wahrenburg, Mark, 2013, "Wealth transfer effects between stockholders and bondholders," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 1, pages 23-43, DOI: 10.1016/j.qref.2012.12.002.
• Karam, Fida & Daher, Wassim, 2013, "Insider trading in a two-tier real market structure model," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 1, pages 44-52, DOI: 10.1016/j.qref.2012.12.001.
• Klein, Rudolf F. & Chow, Victor K., 2013, "Orthogonalized factors and systematic risk decomposition," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 175-187, DOI: 10.1016/j.qref.2013.02.003.
• Yu, Hao & Nartea, Gilbert V. & Gan, Christopher & Yao, Lee J., 2013, "Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 356-371, DOI: 10.1016/j.iref.2012.07.016.
• Lin, Emily & Lee, Cheng-Few & Wang, Kehluh, 2013, "Futures mispricing, order imbalance, and short-selling constraints," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 408-423, DOI: 10.1016/j.iref.2012.08.001.
• Dutta, Shantanu & Saadi, Samir & Zhu, PengCheng, 2013, "Does payment method matter in cross-border acquisitions?," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 91-107, DOI: 10.1016/j.iref.2012.06.005.
• Gebka, Bartosz & Wohar, Mark E., 2013, "Causality between trading volume and returns: Evidence from quantile regressions," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 144-159, DOI: 10.1016/j.iref.2012.09.009.
• Ke, Mei-Chu & Huang, Yen-Sheng & Liao, Tung Liang & Wang, Ming-Hui, 2013, "The impact of transparency on market quality for the Taiwan Stock Exchange," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 330-344, DOI: 10.1016/j.iref.2012.10.008.
• Zhou, Deqing, 2013, "Irrational confidence, imperfect and long-lived information," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 383-405, DOI: 10.1016/j.iref.2012.11.004.
• Wang, Li-Hsun & Lin, Chu-Hsiung & Fung, Hung-Gay & Chen, Hsien-Ming, 2013, "An analysis of stock repurchase in Taiwan," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 497-513, DOI: 10.1016/j.iref.2013.01.007.
• Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2013, "Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 572-591, DOI: 10.1016/j.iref.2013.02.001.
• Huffman, Stephen P. & Moll, Cliff R., 2013, "An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns," Review of Financial Economics, Elsevier, volume 22, issue 1, pages 8-19, DOI: 10.1016/j.rfe.2012.10.002.
• Bekiros, Stelios D., 2013, "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 213-219, DOI: 10.1016/j.rfe.2013.05.005.
• Baur, Dirk G., 2013, "The autumn effect of gold," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 1-11, DOI: 10.1016/j.ribaf.2012.05.001.
• Climent Serrano, Salvador, 2013, "La reestructuración del sistema bancario español tras la crisis y la solvencia de las entidades financieras. Consecuencias para las cajas de ahorros," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 16, issue 2, pages 136-146, DOI: 10.1016/j.rcsar.2013.07.003.
• Zadorozhna Olha & Zaderey Natalia, 2013, "Impact of Political Regime Shift on Stock Returns of Oligarch Firms," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 13/06e, Jul.
• Hesam Aldin SHAHRIVAR & Nwin Anefo Fru ASABA, 2013, "Assessment of the Impact of Trade Partner’s Cross-Country Sovereign Rating on the Financial Market of Selected Emerging Market Economies," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 2, pages 137-150.
• Gao, Pengjie & Lou, Dong, 2013, "Cross-market timing in security issuance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119036, Feb.
• Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta, 2013, "Investors' horizons and the amplification of market shocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119037, Feb.
• Alex Gershkov & Flavio Toxvaerd, 2013, "On seller estimates and buyer returns," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 1, issue 1, pages 47-55, May, DOI: 10.1007/s40505-013-0008-2.
• Yaseen Alhaj-Yaseen, 2013, "Cross-listing in the home market after going public in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 274-292, April, DOI: 10.1007/s12197-011-9183-x.
• Stoyu Ivanov, 2013, "The influence of ETFs on the price discovery of gold, silver and oil," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 3, pages 453-462, July, DOI: 10.1007/s12197-011-9205-8.
• Wenbin Tang & Hoang Nguyen & Van Nguyen, 2013, "The effects of listing changes between NASDAQ market segments," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 4, pages 584-605, October, DOI: 10.1007/s12197-011-9198-3.
• Gabriel Desgranges & Céline Rochon, 2013, "Conformism and public news," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 52, issue 3, pages 1061-1090, April, DOI: 10.1007/s00199-011-0679-6.
• Xiaojuan Hu & Cheng-Zhong Qin, 2013, "Information acquisition and welfare effect in a model of competitive financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 54, issue 1, pages 199-210, September, DOI: 10.1007/s00199-012-0711-5.
• Stephen Makar & Li Wang & Pervaiz Alam, 2013, "The mixed attribute model in SFAS 133 cash flow hedge accounting: implications for market pricing," Review of Accounting Studies, Springer, volume 18, issue 1, pages 66-94, March, DOI: 10.1007/s11142-012-9201-z.
• David Ashton & Pengguo Wang, 2013, "Terminal valuations, growth rates and the implied cost of capital," Review of Accounting Studies, Springer, volume 18, issue 1, pages 261-290, March, DOI: 10.1007/s11142-012-9208-5.
• Sohyung Kim, 2013, "What is behind the magic of O-Score? An alternative interpretation of Dichev’s (1998) bankruptcy risk anomaly," Review of Accounting Studies, Springer, volume 18, issue 2, pages 291-323, June, DOI: 10.1007/s11142-012-9206-7.
• Kenneth J. Merkley & Linda S. Bamber & Theodore E. Christensen, 2013, "Detailed management earnings forecasts: do analysts listen?," Review of Accounting Studies, Springer, volume 18, issue 2, pages 479-521, June, DOI: 10.1007/s11142-012-9214-7.
• Jeremiah Green & John R. M. Hand & X. Frank Zhang, 2013, "The supraview of return predictive signals," Review of Accounting Studies, Springer, volume 18, issue 3, pages 692-730, September, DOI: 10.1007/s11142-013-9231-1.
• Peter Algert, 2013, "Discussion of “The supraview of return predictive signals”," Review of Accounting Studies, Springer, volume 18, issue 3, pages 731-733, September, DOI: 10.1007/s11142-013-9237-8.
• Jeffrey Ng & İrem Tuna & Rodrigo Verdi, 2013, "Management forecast credibility and underreaction to news," Review of Accounting Studies, Springer, volume 18, issue 4, pages 956-986, December, DOI: 10.1007/s11142-012-9217-4.
• Edwige Cheynel, 2013, "A theory of voluntary disclosure and cost of capital," Review of Accounting Studies, Springer, volume 18, issue 4, pages 987-1020, December, DOI: 10.1007/s11142-013-9223-1.
• Matthew R. Lyle & Jeffrey L. Callen & Robert J. Elliott, 2013, "Dynamic risk, accounting-based valuation and firm fundamentals," Review of Accounting Studies, Springer, volume 18, issue 4, pages 899-929, December, DOI: 10.1007/s11142-013-9227-x.
• Pau Castells & Francesc Trillas, 2013, "The effects of surprise political events on quoted firms: the March 2004 election in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 4, issue 1, pages 83-112, March, DOI: 10.1007/s13209-011-0080-5.
• Karola Bastini & Rainer Kasperzak, 2013, "Erkenntnisfortschritt in der Rechnungslegung durch experimentelle Forschung? — Diskussion methodischer Grundsatzfragen anhand der Entscheidungsnützlichkeit des Performance Reporting," Schmalenbach Journal of Business Research, Springer, volume 65, issue 7, pages 622-660, December, DOI: 10.1007/BF03372887.
• Imlak Shaikh & Puja Padhi, 2013, "RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 4, pages 445-460, March, DOI: 10.1007/s11300-013-0255-9.
• Lukas Menkhoff, 2013, "Effiziente Finanzmärkte und soziale Dynamik," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 12, pages 864-867, December, DOI: 10.1007/s10273-013-1614-1.
• Thomas Lux, 2013, "Effizienz und Stabilität von Finanzmärkten: Stehen wir vor einem Paradigmenwechsel?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 1, pages 16-22, January, DOI: 10.1007/s10273-013-1483-7.
• Nicolas Huck, 2013, "The high sensitivity of pairs trading returns," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 14, pages 1301-1304, September, DOI: 10.1080/13504851.2013.802121.
• Miwa Nakai & Keiko Yamaguchi & Kenji Takeuchi, 2013, "Sustainability membership and stock price: an empirical study using the Morningstar-SRI Index," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 1, pages 71-77, January, DOI: 10.1080/09603107.2012.709602.
• Bernd Hayo & Matthias Neuenkirch, 2013, "Does the currency board matter? US news and Argentine financial market reaction," Applied Economics, Taylor & Francis Journals, volume 45, issue 28, pages 4034-4040, October, DOI: 10.1080/00036846.2012.748177.
• Fabio Braggion & Lyndon Moore, 2013, "How insiders traded before rules," Business History, Taylor & Francis Journals, volume 55, issue 4, pages 565-584, June, DOI: 10.1080/00076791.2012.741973.
• Michael Hanke & Michael Kirchler, 2013, "Football championships and jersey sponsors’ stock prices: an empirical investigation," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 3, pages 228-241, March, DOI: 10.1080/1351847X.2012.659268.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2013, "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 11, pages 2480-2494, November, DOI: 10.1080/02664763.2013.818624.
• Pyemo N. Afego, 2013, "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, volume 14, issue 3, pages 141-149, December, DOI: 10.1080/15228916.2013.844008.
• Suela Kristo, 2013, "Efficiency of the Albanian banking system: Traditional approach and Stochastic Frontier Analysis," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 6, issue 3, pages 61-78, December.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-086/III, Jul.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2013, "Identifying Cross-Sided Liquidity Externalities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-154/IV/DSF63, Oct.
• Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013, "Central Clearing and Asset Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-181/IV/DSF67, Nov.
• Renneboog, L.D.R. & Zhao, Y., 2013, "Director Networks and Takeovers," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-056.
• Stenzel, A. & Wagner, W.B., 2013, "Asset Opacity and Liquidity," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-066.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013, "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-042.
• Renneboog, L.D.R. & Zhao, Y., 2013, "Director Networks and Takeovers," Other publications TiSEM, Tilburg University, School of Economics and Management, number 04ccf531-c446-4257-97e7-4.
• Stenzel, A. & Wagner, W.B., 2013, "Asset Opacity and Liquidity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 36533529-29b8-4e85-9abd-0.
• Stenzel, A. & Wagner, W.B., 2013, "Asset Opacity and Liquidity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 995e0699-a8d9-4a58-a120-e.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013, "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Other publications TiSEM, Tilburg University, School of Economics and Management, number dd894e7e-521a-4092-94b0-0.
• Mailath, George J. & Thadden, Ernst-Ludwig von, 2013, "Incentive Compatibility and Differentiability New Results and Classic Applications," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 447, Jan.
• Josh Stillwagon, 2013, "Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets," Working Papers, Trinity College, Department of Economics, number 1314, Dec.
• Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013, "Determinants of Systemic Risk and Information Dissemination," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0776.
• Pilar Abad & M. Dolores Robles & Gare Cuervo, 2013, "Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-11, Mar.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-25, Jun.
• Bo Becker & Daniel Bergstresser & Guhan Subramanian, 2013, "Does Shareholder Proxy Access Improve Firm Value? Evidence from the Business Roundtable's Challenge," Journal of Law and Economics, University of Chicago Press, volume 56, issue 1, pages 127-160, DOI: 10.1086/667411.
• Alasdair Brown & Fuyu Yang, 2013, "Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 054, Dec.
• Geraldine David & Kim Oosterlinck & Ariane Szafarz, 2013, "Art Market Inefficiency," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/145737, Oct.
• Billings, M.B. & Jennings, R. & Lev, B., 2013, "On guidance and volatility," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 039, Jan, DOI: 10.26481/umagsb.2013039.
• Bos, J.W.B. & Frömmel, M. & Lamers, M., 2013, "FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 047, Jan, DOI: 10.26481/umagsb.2013047.
• Salamanca, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013, "Locus of control and investment in risky assets," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 052, Jan, DOI: 10.26481/umagsb.2013052.
• Salamanca Acosta, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013, "Locus of control and investment in risky assets," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 016, Jan, DOI: 10.26481/umaror.2013016.
• Magomet Yandiev & Alexander Pakhalov, 2013, "The relationship between stock market parameters and interbank lending market: an empirical evidence," Working Papers, Moscow State University, Faculty of Economics, number 0002, Nov.
• Magomet Yandiev & Renat Bekkin, 2013, "Credit in the Structure of the Market Quotation of Financial Assets in Relation to the Islamic Financial Laws," Working Papers, Moscow State University, Faculty of Economics, number 0008, Dec.
• Peter Koudijs & Joachim Voth, 2013, "Leverage and beliefs: Personal experience and risk taking in margin lending," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1343, Nov.
• Giovanni Giusti & Charles Noussair & Joachim Voth, 2013, "Recreating the South Sea bubble: Lessons from an experiment in financial history," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1381, Sep.
• Vicente Cunat & Mireia Gine & Maria Guadalupe, 2013, "Say Pays! Shareholder Voice and Firm Performance," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 13-192, Feb.
• Frutos, M. A. de & Manzano, Carolina, 2013, "Market Transparency, Market Quality and Sunshine Trading," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/211882.
• David Goldbaum, 2013, "Learning and Adaptation as a Source of Market Failure," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 14, Aug.
• Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2013, "Learning and Information Dissemination in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 333, Jun.
• Carl Chiarella & Xue-Zhong He & Lijian Wei, 2013, "Learning and Evolution of Trading Strategies in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 335, Aug.
• Hao Fang & Yen-Hsien Lee, 2013, "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 743-757.
• Axel Groß‐KlußMann & Nikolaus Hautsch, 2013, "Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 8, pages 724-742, December.
• Haiqiang Chen & Qian Han & Yingxing Li & Kai Wu, 2013, "Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 12, pages 1167-1190, December.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 7, pages 629-652, July.
• Stelios D. Bekiros, 2013, "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, volume 22, issue 4, pages 213-219, November, DOI: 10.1016/j.rfe.2013.05.005.
• João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013, "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-27, DOI: 10.1142/S2010495213500036.
• N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2013, "Weather Shocks And Agricultural Commodity Prices In India," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-20, DOI: 10.1142/S2010007813500115.
• Silvia Muzzioli, 2013, "The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-46, DOI: 10.1142/S2010139213500055.
• Jing-Zhi Huang & Zhijian Huang, 2013, "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-33, DOI: 10.1142/S201013921350016X.
• Emmanuel Morales-Camargo, 2013, "Restrictions on Allocation Discretion: Evidence from Clawbacks in Hong Kong IPOs," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-57, DOI: 10.1142/S2010139213500183.
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Optimal Organisations for Optimal Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Bogdan DIMA & Petru-Eugen OPRIȘ, 2013, "Financial Intermediation and Economic Growth," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 6, issue 20, pages 127-136.
• Rafal Weron & Michal Zator, 2013, "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/08, Oct.
• Arne Feddersen & Brad Humphreys & Brian Soebbing, 2013, "Sentiment Bias in National Basketball Association Betting," Working Papers, Department of Economics, West Virginia University, number 13-03, Sep.
• Arne Feddersen & Brad Humphreys & Brian Soebbing, 2013, "Sentiment Bias and Asset Prices: Evidence from Sports Betting Markets and Social Media," Working Papers, Department of Economics, West Virginia University, number 13-07, Sep.
• Yan He & Hai Lin & Chunchi Wu & Uric B. Dufrene, 2013, "The 2000 presidential election and the information cost of sensitive versus," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• 马成虎 & 汪先珍, 2013, "中国股市价格的跳跃行为：基于上证综指高频数据的参数分析," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Gregory C Chow & Changjiang Liu & Linlin Niu, 2013, "Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "Non-parametric Tests for the Martingale Restriction: A New Approach," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "The Number of State Variables for CDS Pricing," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Christophe Boya, 2013, "Market Efficiency and Information: A Literature Review," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 16, issue 2, pages 57-84, May.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2013.
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2013, "Institutional development and stock price synchronicity: Evidence from China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2013.
• Gwilym, Owain Ap & Wang, Qvigwei & Hasan, Iftekhar & Xie, Ru, 2013, "In search of concepts: The effects of speculative demand on returns and volume," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2013.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013, "Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation," Discussion Papers, Deutsche Bundesbank, number 18/2013.
• Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013, "The price impact of CDS trading," Discussion Papers, Deutsche Bundesbank, number 20/2013.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2013, "Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis," Discussion Papers, Deutsche Bundesbank, number 32/2013.
• Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013, "The price impact of CDS trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-12 [rev.].
• Andres, Christian & Betzer, André & Doumet, Markus & Theissen, Erik, 2013, "Open market share repurchases in Germany: A conditional event study approach," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-02.
• Agarwal, Vikas & Mullally, Kevin & Tang, Yuehua & Yang, Baozhong, 2013, "Mandatory portfolio disclosure, stock liquidity, and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-04.
• Baule, Rainer & Korn, Olaf & Saßning, Sven, 2013, "Which beta is best? On the information content of option-implied betas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-11.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013, "Exchange trading rules, surveillance and insider trading," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/15.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013, "High frequency trading and end-of-day price dislocation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/16.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013, "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/22.
• Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2013, "Institutional changes of SPACs," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 68589, Feb.
• Shah, Syed Noaman & Kebewar, Mazen, 2013, "US Corporate Bond Yield Spread. A default risk debate," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 73690, Mar.
• Croonenbroeck, Carsten & Matkovskyy, Roman, 2013, "Is the market held by institutional investors? The disposition effect revisited," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 338.
• Huijuan, Cao & Fujii, Hidemichi & Managi, Shunsuke, 2013, "Environmental impact of the 2008 Beijing Olympic Games," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-30.
• da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2013, "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-52.
• Bormann, Sven-Kristjan, 2013, "Sentiment indices on financial markets: What do they measure?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-58.
• Alfarano, Simone & Förster, Niels & Milaković, Mishael & Mundt, Philipp, 2013, "The real versus the financial economy: A global tale of stability versus volatility," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-8.
• Aboura, Sofiane & van Roye, Björn, 2013, "Financial stress and economic dynamics: An application to France," Kiel Working Papers, Kiel Institute for the World Economy, number 1834.
• de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Kiel Working Papers, Kiel Institute for the World Economy, number 1865.
• Will, Matthias Georg & Prehn, Sören & Pies, Ingo & Glauben, Thomas, 2013, "Does financial speculation with agricultural commodities cause hunger? A reply to our critics," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2013-25.
• Rühl, Tobias R. & Stein, Michael, 2013, "The Cost of New Information – ECB Macro Announcement Impacts on Bid-Ask Spreads of European Blue Chips," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 452, DOI: 10.4419/86788509.
• Brennan, Michael J. & Kraft, Holger, 2013, "Financing asset growth," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 26, DOI: 10.2139/ssrn.2308909.
• Hett, Florian & Schmidt, Alexander, 2016, "Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 36, revised 2016, DOI: 10.2139/ssrn.2365686.