Research classified by Journal of Economic Literature (JEL) codes

2013

• Detmers, Gunda-Alexandra & Nautz, Dieter, 2013, "How Stale Central Bank Interest Rate Projections Affect Interest Rate Uncertainty," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79861.
• Uhde, Andre & Farruggio, Christian & Michalak, Tobias C., 2013, "The light and dark side of TARP," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80004.
• Kerstin Lopatta & Magdalena Tchikov & Finn Marten Körner, 2013, "Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 22 / 2013, Nov, revised Nov 2013.
• Christian Fieberg & Armin Varmaz & Jörg Prokop & Finn Marten Körner, 2013, "The News Content of Bank Rating Changes - Evidence from a Global Event Study," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 24 / 2013, Dec, revised Dec 2013.
• Raphael Flepp & Stephan Nüesch & Egon Franck, 2013, "Liquidity, Market Efficiency and the Influence of Noise Traders: Quasi-Experimental Evidence from the Betting Industry," Working Papers, University of Zurich, Department of Business Administration (IBW), number 341, Dec.
• Aleksander Berentsen & Michael McBride & Guillaume Rocheteau, 2013, "Limelight on dark markets: theory and experimental evidence on liquidity and information," ECON - Working Papers, Department of Economics - University of Zurich, number 126, Jun, revised Apr 2015.
• Norio Kitagawa & Shin' ya Okuda, 2013, "Management Forecasts, Idiosyncratic Risk, and Information Environment," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2013-38, May, revised Jul 2013.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013, "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1304, Feb.
• Jelena Stankevičiene & Tatjana Sviderske & Algita Miečinskiene, 2013, "Relationship between Economic Security and Country Risk Indicators in EU Baltic Sea Region Countries," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 3, pages 21-33.
• Jelena Stankevičienė & Sergej Rosov, 2013, "Implementation of Multi-Objective Evaluation Method in Public Debt Risk Management," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 1, issue 4, pages 7-19.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 873, Jul.
• Christophe J. GODLEWSKI, 2013, "Does renegotiation of financial contracts matter for shareholders? Empirical evidence from Europe," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2013-03.
• Yawen Hudson & Christopher J. Green, 2013, "Born in the USA? Contagious investor sentiment and UK equity returns," Discussion Paper Series, Department of Economics, Loughborough University, number 2013_13, Nov, revised Nov 2013.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 307-329.
• Nipun Agarwal, 2013, "Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 1-14, December.
• Ching-Mei Chu, 2013, "Investigating smooth breaks in real exchange rates," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 20-28, December.
• Robert Fraunhoffer & Andreas Freytag & Dirk Schiereck, 2013, "Market power consolidation and M&A success: A study of US-American and German utility takeovers," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 29-45, December.
• Ruchika Gahlota, 2013, "Capturing volatility and its spillover in South Asian countries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 46-60, December.
• Erica Perego & Wessel N. Vermeulen, 2013, "Macroeconomic determinants of European stock and government bond relations: a tale of two regions," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-08.
• Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013, "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-4.
• Jean-Sébastien Michel & J. Ari Pandes, 2013, "Why Do Analysts Disagree ?," Cahiers de recherche, CIRPEE, number 1305.
• Fabrice Rousseau & Laurent Germain & Anne Vanhems, 2013, "Irrational Market Makers," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n261-13.pdf.
• Rasaeiyan , Amir & Akbari, Mir Askar, 2013, "Investigation on the Relation between Tax Avoidance, Corporate Transparency, and Firm Value," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 16, pages 159-179, September.
• Thomas Chiang & Lin Tan & Jiandong Li & Edward Nelling, 2013, "Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 3-4, pages 165-200, September.
• Raphael Boleslavsky & David L Kelly & Curtis R Taylor, 2013, "Selloffs, Bailouts, and Feedback: Can Asset Markets Inform Policy," Working Papers, University of Miami, Department of Economics, number 2013-11, Oct.
• Matteo Pelagatti, 2013, "Nonparametric tests for event studies under cross-sectional dependence," Working Papers, University of Milano-Bicocca, Department of Economics, number 244, May, revised May 2013.
• Dániel Horváth & Zsolt Kuti & Imre Ligeti, 2013, "Is the CDS spread still a reliable risk indicator? The impact of the European regulation on uncovered CDS positions on market developments in the Central and Eastern European region," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 8, issue 2, pages 31-42, May.
• silvia Muzzioli & Alessio Ruggieri, 2013, "Option Implied Trees and Implied Moments," Department of Economics (DEMB), University of Modena and Reggio Emilia, Department of Economics "Marco Biagi", number 0015, Jun.
• Silvia Muzzioli, 2013, "The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods," Department of Economics (DEMB), University of Modena and Reggio Emilia, Department of Economics "Marco Biagi", number 0029, Dec.
• Akiko Kamesaka, 2013, "The Great East Japan Earthquake and Investor Behavior in Japan's Equity Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 1, pages 71-86, January.
• Seiichiro Iwasawa & Tomonori Uchiyama, 2013, "A Behavioral Economics Exploration into the "Volatility Anomaly" ``," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 3, pages 457-490, September.
• Claudio Ferrari & Andrea Migliardi & Alessio Tei, 2013, "On the Efficiency of the Italian Logistic Providers," Economia dei Servizi, Società editrice il Mulino, issue 2, pages 147-160.
• Andrea Buraschi & Andrea Carnelli, 2013, "The economic value of predictability in portfolio management," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 5-22, January.
• Kristjanpoller Rodríguez Werner, 2013, "Anomalías en la autocorrelación de rendimientos y la importancia de los periodos de no transacción en mercados latinoamericanos," Contaduría y Administración, Accounting and Management, volume 58, issue 1, pages 37-62, enero-mar.
• Rivas Aceves Salvador & Martínez Pérez Juan Froilán, 2013, "El sistema financiero y su efecto en la dinámica del sector privado," Contaduría y Administración, Accounting and Management, volume 58, issue 4, pages 175-199, octubre-d.
• Rafał Sieradzki, 2013, "Does it pay to invest in IPOs? Evidence from the Warsaw Stock Exchange," NBP Working Papers, Narodowy Bank Polski, number 139.
• Nicole M. Aulerich & Scott H. Irwin & Philip Garcia, 2014, "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Food Price Volatility".
• David Chambers & Elroy Dimson & Justin Foo, 2013, "Keynes, King's, and Endowment Asset Management," NBER Chapters, National Bureau of Economic Research, Inc, "How the Financial Crisis and Great Recession Affected Higher Education".
• Jordi Galí & Luca Gambetti, 2013, "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," NBER Chapters, National Bureau of Economic Research, Inc, "Lessons from the Financial Crisis for Monetary Policy".
• Robin Greenwood & Andrei Shleifer, 2013, "Expectations of Returns and Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18686, Jan.
• Jacob Boudoukh & Ronen Feldman & Shimon Kogan & Matthew Richardson, 2013, "Which News Moves Stock Prices? A Textual Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 18725, Jan.
• Peter Koudijs, 2013, "The boats that did not sail: Asset Price Volatility and Market Efficiency in a Natural Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 18831, Feb.
• Tomasz Piskorski & Amit Seru & James Witkin, 2013, "Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18843, Feb.
• Peter Koudijs, 2013, "'Those Who Know Most': Insider Trading in 18th c. Amsterdam," NBER Working Papers, National Bureau of Economic Research, Inc, number 18845, Feb.
• Michael Sockin & Wei Xiong, 2013, "Informational Frictions and Commodity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18906, Mar.
• Stefano Giglio & Kelly Shue, 2013, "No News is News: Do Markets Underreact to Nothing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18914, Mar.
• Randall Morck & Bernard Yeung & Wayne Yu, 2013, "R-squared and the Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 19017, May.
• Malcolm Baker & Jeffrey Wurgler, 2013, "Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 19018, May.
• Viral V. Acharya & Sascha Steffen, 2013, "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 19039, May.
• Nicole M. Aulerich & Scott H. Irwin & Philip Garcia, 2013, "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files," NBER Working Papers, National Bureau of Economic Research, Inc, number 19065, May.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2013, "Flights to Safety," NBER Working Papers, National Bureau of Economic Research, Inc, number 19095, May.
• Annamaria Conti & Jerry Thursby & Marie C. Thursby, 2013, "Patents as Signals for Startup Financing," NBER Working Papers, National Bureau of Economic Research, Inc, number 19191, Jun.
• Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013, "Asset Pricing in the Dark: The Cross Section of OTC Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 19309, Aug.
• Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner, 2013, "The Twilight Zone: OTC Regulatory Regimes and Market Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 19358, Aug.
• Avanidhar Subrahmanyam & Sheridan Titman, 2013, "Financial Market Shocks and the Macroeconomy," NBER Working Papers, National Bureau of Economic Research, Inc, number 19383, Aug.
• Paul Asquith & Thom Covert & Parag Pathak, 2013, "The Effects of Mandatory Transparency in Financial Market Design: Evidence from the Corporate Bond Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 19417, Sep.
• Lauren Cohen & Dong Lou & Christopher Malloy, 2013, "Playing Favorites: How Firms Prevent the Revelation of Bad News," NBER Working Papers, National Bureau of Economic Research, Inc, number 19429, Sep.
• Hyunbae Chun & Jung-Wook Kim & Randall Morck, 2013, "Productivity Growth and Stock Returns: Firm- and Aggregate-Level Analyses," NBER Working Papers, National Bureau of Economic Research, Inc, number 19462, Sep.
• Linda S. Goldberg & Christian Grisse, 2013, "Time Variation in Asset Price Responses to Macro Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 19523, Oct.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2013, "The Joint Cross Section of Stocks and Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 19590, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013, "Moral Hazard, Informed Trading, and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19619, Nov.
• Andrea Frazzini & David Kabiller & Lasse H. Pedersen, 2013, "Buffett's Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 19681, Nov.
• Daron Acemoglu & Simon Johnson & Amir Kermani & James Kwak & Todd Mitton, 2013, "The Value of Connections in Turbulent Times: Evidence from the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 19701, Dec.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013, "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 19705, Dec.
• Cristiana Cerqueira Leal & Manuel J. Rocha Armada & Gilberto Loureiro, 2013, "Individual Investors Repurchasing Behavior: Preference for Stocks Previously Owned," NIPE Working Papers, NIPE - Universidade do Minho, number 22/2013.
• Alina MOLDOVAN-MADAN, 2013, "New Opportunities On The Market Of Mergers And Acquisitions For 2014," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 4, pages 182-186.
• Cremers, Martijn & Petajisto, Antti & Zitzewitz, Eric, 2013, "Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation," Critical Finance Review, now publishers, volume 2, issue 1, pages 1-48, July, DOI: 10.1561/104.00000007.
• Patnaik, Ila & Shah, Ajay, 2013, "The investment technology of foreign and domestic institutional investors in an emerging market," Working Papers, National Institute of Public Finance and Policy, number 13/124, Jun.
• Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2013, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2013, Dec.
• Gert Wehinger, 2013, "Banking in a challenging environment: Business models, ethics and approaches towards risks," OECD Journal: Financial Market Trends, OECD Publishing, volume 2012, issue 2, pages 79-88, DOI: 10.1787/fmt-2012-5k4bwnpkvk6f.
• Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht, 2013, "Endogenous Leverage and Asset Pricing in Double Auctions," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 184, Jul.
• Pece Andreea Maria & Ludusan (Corovei) Emilia Anuta & Mutu Simona, 2013, "Testing The Long Range-Dependence For The Central Eastern European And The Balkans Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1113-1124, July.
• Davtyan Azat, 2013, "Weak Efficiency And Linear Regression Of Central And Eastern European Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 28-36, July.
• Andrei Anghel & Tudor Cristiana, 2013, "Investors' Dividend Preference On The Romanian Equity Market: A Cross-Sectional Empirical Investigation," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 61-69, December.
• Alexander Dyck & Karl V. Lins & Lukasz Pomorski, 2013, "Does Active Management Pay? New International Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 3, issue 2, pages 200-228.
• George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2013, "The Puzzle of Index Option Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 3, issue 2, pages 229-257.
• James S. Doran & Andy Fodor & Danling Jiang, 2013, "Call-Put Implied Volatility Spreads and Option Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 3, issue 2, pages 258-290.
• Roland Bénabou, 2013, "Groupthink: Collective Delusions in Organizations and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 2, pages 429-462.
• Francis X. Diebold & Georg Strasser, 2013, "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 4, pages 1304-1337.
• Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2013, "Bottom-Up Corporate Governance," Review of Finance, European Finance Association, volume 17, issue 1, pages 161-201.
• Pavel Bandarchuk & Jens Hilscher, 2013, "Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics," Review of Finance, European Finance Association, volume 17, issue 2, pages 809-845.
• Avanidhar Subrahmanyam & Sheridan Titman, 2013, "Financial Market Shocks and the Macroeconomy," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 11, pages 2687-2717.
• Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013, "Asset Pricing in the Dark: The Cross-Section of OTC Stocks," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 12, pages 2985-3028.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, 2013, "Investors' Horizons and the Amplification of Market Shocks," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 7, pages 1607-1648.
• Avram Marioara & Drãguºin Cristina-Petrina, 2013, "The Current Status of Financing Public Higher Education Institutions in Romania – The Case of The University of Craiova," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1070-1075, May.
• Sãveanu Cristina, 2013, "The Effects of Risk Events on the Efficiency of Financial Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 92-96, May.
• Oncioiu Ionica, 2013, "An Empirical Study of Consumer Behavior in the Cuban Mobile Phone Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 935-940, May.
• Y Ito & S Managi & A Matsuda, 2013, "Performances of socially responsible investment and environmentally friendly funds," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 64, issue 11, pages 1583-1594, November.
• Tomasz Slonski & Bartosz Zawadzki, 2013, "Closing the value gap by the means of stock repurchase announcement – the case of Warsaw Stock Exchange," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 3, pages 56-68, October.
• Leszek Czapiewski, 2013, "Company size, book-to-market and momentum effects, and other deviations from the CAPM - evidence from the Warsaw stock exchange," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 3, pages 79-86, October.
• Milan Lakicevic & Yochanan Shachmurove & Milos Vulanovic, 2013, "On Mergers, Acquisitions and Liquidation Using Specified Purpose Acquisition Companies (SPACs)," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-013, Feb.
• Sherrill Shaffer & Tatyana Sokolyk, 2013, "Bank Loans to Newly Public Firms," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 16, issue 2, pages 33-56, Spring.
• Ramona Dumitriu & Razvan Stefanescu, 2013, "Gone Fishin’ Effects on the Bucharest Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 1, pages 107-116.
• Ana Preda & Mirela Monea, 2013, "How Affected Was World Insurance Market by Global Crisis?," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 2, pages 191-202.
• Ana Preda & Mirela Monea, 2013, "Comparative Analysis and the Place of Romania on Insurance Global Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 2, pages 203-212.
• Gilbert Nartea & Bo Hu & Baiding Hu, 2013, "Are there rational speculative bubbles in the Philippine stock market?," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 50, issue 1, pages 45-56, June.
• Cesar Rufino, 2013, "Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 50, issue 1, pages 57-82, June.
• Thomas Ashok & Luca Spataro & Mathew Nanditha, 2013, "Pension funds and Stock Market Volatility: An Empirical Analysis of OECD countries," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2013/162, Apr.
• Tarcisio da Graca & Robert Masson, 2013, "Corporate governance and abnormal returns from M&A: A structural analysis," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032013, Jul.
• Zawadzki, Krystian, 2013, "The impact of mega sports events on the stock markets," MPRA Paper, University Library of Munich, Germany, number 44467, Feb.
• Füllbrunn, Sascha & Rau, Holger & Weitzel, Utz, 2013, "Do ambiguity effects survive in experimental asset markets?," MPRA Paper, University Library of Munich, Germany, number 44700, Feb.
• SHAH, Syed Muhammad Noaman Ahmed & KEBEWAR, mazen, 2013, "US Corporate Bond Yield Spread: A default risk debate," MPRA Paper, University Library of Munich, Germany, number 44887, Mar.
• Nazarian, Rafik & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013, "Long Memory Analysis: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 45605, Jan.
• Yashkir, Olga & Yashkir, Yuriy, 2013, "Loss Given Default Modelling: Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 46147, Mar.
• Bell, Peter N, 2013, "New Testing Procedures to Assess Market Efficiency with Trading Rules," MPRA Paper, University Library of Munich, Germany, number 46701, Mar.
• P., Srinivasan & M., Kalaivani, 2013, "Day-of-the-Week Effects in the Indian stock market," MPRA Paper, University Library of Munich, Germany, number 46805, May.
• Pakos, Michal, 2013, "Long-Run Risk and Hidden Growth Persistence," MPRA Paper, University Library of Munich, Germany, number 47217, Apr.
• Dumitriu, Ramona & Stefanescu, Razvan, 2013, "DOW effects in returns and in volatility of stock markets during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 47218, Feb, revised 02 Apr 2013.
• Lahvicka, Jiri, 2013, "The Fibonacci Strategy Revisited: Can You Really Make Money by Betting on Soccer Draws?," MPRA Paper, University Library of Munich, Germany, number 47649, Jun.
• Rendón, Stephanie, 2013, "Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN
  [Stock crack detection using multifractal analysis (local and pointwise Hölder ex," MPRA Paper, University Library of Munich, Germany, number 47699, Jan, revised 19 May 2013.
• Lahvicka, Jiri, 2013, "What Causes the Favorite-Longshot Bias? Further Evidence from Tennis," MPRA Paper, University Library of Munich, Germany, number 47905, Jun.
• Pennacchio, Luca, 2013, "The causal effect of venture capital backing on the underpricing of Italian IPOs," MPRA Paper, University Library of Munich, Germany, number 48695, Jan.
• Fulli-Lemaire, Nicolas, 2013, "A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies," MPRA Paper, University Library of Munich, Germany, number 49072, Aug.
• Akber, Ushna & Muhammad, Nabeel, 2013, "Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index," MPRA Paper, University Library of Munich, Germany, number 49128.
• Efthymiou, Vassilis A. & Leledakis, George N., 2013, "Intraday analysis of the limit order bias at the ex-dividend day of U.S. common stocks," MPRA Paper, University Library of Munich, Germany, number 49770, Sep.
• Niu, Zilong, 2013, "Relative Performance Concerns, Attention Allocation and Complementarities in Information Acquisition," MPRA Paper, University Library of Munich, Germany, number 51194, Sep, revised 02 Nov 2013.
• Chouliaras, Andreas & Grammatikos, Theoharry, 2013, "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 51335, Oct.
• Nath, Golaka, 2013, "The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis," MPRA Paper, University Library of Munich, Germany, number 51591, Oct.
• Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013, "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper, University Library of Munich, Germany, number 51640, Jan.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities," MPRA Paper, University Library of Munich, Germany, number 51741, Nov.
• Rudiger, Jesper & Vigier, Adrien, 2013, "Financial Experts, Asset Prices and Reputation," MPRA Paper, University Library of Munich, Germany, number 51784, Nov.
• Evans, Olaniyi, 2013, "Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach," MPRA Paper, University Library of Munich, Germany, number 52458, Dec.
• Evans, Olaniyi, 2013, "International Financial Integration and The Nigerian Economic Performance: a Var Modeling Approach," MPRA Paper, University Library of Munich, Germany, number 52459, Dec.
• Dumitriu, Ramona & Stefanescu, Razvan, 2013, "Efecte Gone Fishin’ la Bursa de Valori din Bucureşti
  [Gone Fishin’ Effects on the Bucharest Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 52473, Sep, revised 28 Sep 2013.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "MOY effects in returns and in volatilities of the Romanian capital market," MPRA Paper, University Library of Munich, Germany, number 52474, Oct, revised 28 Oct 2013.
• Chiny, Faycal, 2013, "Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?
  [The Investment Process In The Presence On Risk : Choosing A Sequence]," MPRA Paper, University Library of Munich, Germany, number 52527, Dec, revised 29 Dec 2013.
• Hiremath, Gourishankar S & Kumari, Jyoti, 2013, "Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 52581, Nov.
• Chan, Kwok Ho & Lu, Zhou & Fung, Ka Wai Terence, 2013, "Predation Due to Bargaining Power Difference in Financial Contracting," MPRA Paper, University Library of Munich, Germany, number 52873, Jul.
• Fung, Ka Wai Terence & Demir, Ender & Lau, Marco Chi Keung & Chan, Kwok Ho, 2013, "An Examination of Sports Event Sentiment: Microeconomic Evidence from Borsa Istanbul," MPRA Paper, University Library of Munich, Germany, number 52874, Apr.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union," MPRA Paper, University Library of Munich, Germany, number 53069, Mar, revised 04 Apr 2013.
• Rietz, Thomas & Sheremeta, Roman & Shields, Timothy & Smith, Vernon, 2013, "Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games," MPRA Paper, University Library of Munich, Germany, number 53594.
• Shaikh, Salman, 2013, "Investment Decisions by Analysts: A Case Study of KSE," MPRA Paper, University Library of Munich, Germany, number 53802, Dec.
• Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan, 2013, "Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence," MPRA Paper, University Library of Munich, Germany, number 54185, Jul, revised 15 Jul 2013.
• Foley, Maggie & Cebula, Richard & Jun, Chulhee, 2013, "An Analysis of Withdrawn Shareholder Proposals," MPRA Paper, University Library of Munich, Germany, number 55422, Oct.
• Cheteni, Priviledge, 2013, "Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa," MPRA Paper, University Library of Munich, Germany, number 56369, Dec.
• Avino, Davide & Cotter, John, 2013, "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper, University Library of Munich, Germany, number 56782, Jun.
• Mynhardt, H. R. & Plastun, Alex, 2013, "The Overreaction Hypothesis: The Case of Ukrainian Stock Market," MPRA Paper, University Library of Munich, Germany, number 58941.
• Plastun, Alex & Plastun, Vyacheslav, 2013, "Force-majeure events and financial market’s behavior," MPRA Paper, University Library of Munich, Germany, number 58975.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2013, "Share repurchases, signaling effect and implications for corporate governance: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 60147.
• Genest, Benoit & Rego, David & Freon, Helene, 2013, "Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -," MPRA Paper, University Library of Munich, Germany, number 62908, Aug.
• Breckenfelder, Johannes, 2013, "Competition between high-frequency traders, and market quality," MPRA Paper, University Library of Munich, Germany, number 66715, Mar, revised Dec 2013.
• Bennaceur, Fatma & Bendob, Ali, 2013, "اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010
  [Testing the relationship between EURIBOR and share prices in emerging stock markets Econometric study during the period 1999-2010]," MPRA Paper, University Library of Munich, Germany, number 76077, Nov, revised Feb 2014.
• Alexander Zimper, 2013, "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 201334, Jul.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, University of Pretoria, Department of Economics, number 201351, Sep.
• Alexander Zimper, 2013, "On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies," Working Papers, University of Pretoria, Department of Economics, number 201356, Sep.
• Jakub Kučera, 2013, "Definition, Benefits and Risks of High-Frequency Trading
  [Vymezení, přínosy a rizika vysokofrekvenčního obchodování]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2013, issue 5, pages 3-30, DOI: 10.18267/j.aop.413.
• Jan Pavel & Emilia Sičáková-Beblavá, 2013, "Do E-Auctions Realy Improve the Efficiency of Public Procurement? The Case of the Slovak Municipalities," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 1, pages 111-124, DOI: 10.18267/j.pep.443.
• Kewei Hou & Lin Peng & Wei Xiong, 2013, "Is R-Squared a Measure of Market Inefficiency?," Working Papers, Princeton University. Economics Department., number 2013-8, Apr.
• Barbara Będowska-Sójka, 2013, "Macroeconomic News Effects on the Stock Markets in Intraday Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 4, pages 249-269, December.
• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2013, "Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets," Working Paper, Economics Department, Queen's University, number 1309, Dec.
• Nathanael Cox & Nicholas Garvin & Gerard Kelly, 2013, "Central Counterparty Links and Clearing System Exposures," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-12, Oct.
• Zilu Shang & Chris Brooks & Rachel McCloy, 2013, "Are Investors Guided by the News Disclosed by Companies or by Journalists?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-04, Jun.
• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2013, "Online Appendix to "Brand Capital and Firm Value"," Online Appendices, Review of Economic Dynamics, number 12-71.
• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2013, "Code and data files for "Brand Capital and Firm Value"," Computer Codes, Review of Economic Dynamics, number 12-71, revised .
• Florian Scheuer, 2013, "Optimal Asset Taxes in Financial Markets with Aggregate Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 16, issue 3, pages 405-420, July, DOI: 10.1010/j.red.2012.03.002.
• Peter Kondor & Ana Babus, 2013, "Trading and Information Diffusion in Over-the-Counter Markets," 2013 Meeting Papers, Society for Economic Dynamics, number 792.
• Saeed Sadeghi Boroujerdi & Kaveh Hasani, 2013, "Investigate sport clothing’s market segmentation in public sport based on demographic variables," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 48, pages 37-54, June.
• Andrey Kudryavtsev, 2013, "Think About Tomorrow Morning: Opening Stock Returns May Show Reversals," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 50, pages 51-64, December.
• Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013, "Determinants of Systemic Risk and Information Dissemination," Working Paper series, Rimini Centre for Economic Analysis, number 67_13, Dec.
• Yothin Jinjarak, 2013, "Supply Chains and Credit-Market Shocks: Some Implications for Emerging Markets," ADBI Working Papers, Asian Development Bank Institute, number 443, Nov.
• Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013, "The impact of the French Tobin tax," AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit, number 118-2013, Feb.
• Zehra Abdioglu & Nurdan Degirmenci, 2013, "Seasonal Anomalies in Istanbul Stock Exchange," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 3, pages 1-55.
• Dionisios Chionis & Ioannis Pragidis & Panagiotis Schizas, 2013, "The Determinants of Greek Bond Yields: An Empirical Study Before and During the Crisis," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 6-2013, Dec.
• Sangbae Kim & Taehun Jung, 2013, "The Effect of Initial Margin on Long-run and Short-run Volatilities in Japan," East Asian Economic Review, Korea Institute for International Economic Policy, volume 17, issue 3, pages 311-332, DOI: 10.11644/KIEP.JEAI.2013.17.3.268.
• Sebastian Nick, 2013, "Price Formation and Intertemporal Arbitrage within a Low-Liquidity Framework: Empirical Evidence from European Natural Gas Markets," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2013-14, Aug.
• David Bicchetti & Nicolas Maystre Maystre, 2013, "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, volume 2, issue 3-4, pages 233-239.
• David H. Bailey & Marcos López de Prado & Eva del Pozo, 2013, "The strategy approval decision: A Sharpe ratio indifference curve approach," Algorithmic Finance, IOS Press, volume 2, issue 1, pages 99-109.
• Juan Duarte & Zulay Ramirez & Juan Mascareñas, 2013, "Estudio del efecto tamaño en el mercado bursátil colombiano," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 18, issue 00, pages 24-27.
• Frank de Jong & Loes Wingens, 2013, "Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 1, pages 159-168.
• Acatrinei, Marius & Gorun, Adrian & Marcu, Nicu, 2013, "A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 136-148, March.
• Yang-Cheng Lu & Yu-Chen Wei, 2013, "The Chinese News Sentiment around Earnings Announcements," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 44-58, October.
• Hao FANG & Yang-Cheng Lu & Hwey-Yun Yau & Yen-Hsien Lee, 2013, "Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 232-245, December.
• Shu-Ching Cheng & Tsung-Pao Wu, 2013, "Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 82-93, December.
• Faris Nasif ALSHUBIRI, 2013, "Exploring the Relationship between Human Capital Investment and Corporate Financial Performance of Jordanian Industrial Sectors," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 16, issue 2, pages 277-285, December.
• Faris Nasif AL-SHUBIRI, 2013, "The Impact of Value Added Intellectual Coefficient Components on Financial Health," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 14, issue 3, pages 459-472, July.
• Ramona Dagostino, 2013, "Are Short-Selling Bans Effective? Evidence from the Summer 2011 European Bans on Net Short Sales," Rivista di Politica Economica, SIPI Spa, issue 4, pages 47-77, October-D.
• Madalina Gabriela ANGHEL & Zoica NICOLA, 2013, "Model de analiza SWOT a pietei de capital din Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 203-206, March.
• Dragos Gabriel MECU, 2013, "Factorii care influenteaza investitiile," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 256-258, March.
• Florin PIELEANU & Diana COCONOIU, 2013, "Utilizarea comparata a modelelor CAPM si APT in analizele bursiere," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 295-301, March.
• Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013, "The impact of the French Tobin tax," CEIS Research Paper, Tor Vergata University, CEIS, number 266, Mar, revised 01 Mar 2013.
• J. W.B. Bos & M. Fr Mmel & M. Lamers, 2013, "FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/850, Sep.
• Jie Lu & Bruce Mizrach, 2013, "Strategic Interaction in A Stock Trading Chat Room," Departmental Working Papers, Rutgers University, Department of Economics, number 201317, Jul.
• Huimin Chung & Cheng Gao & Jie Lu & Bruce Mizrach, 2013, "An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books," Departmental Working Papers, Rutgers University, Department of Economics, number 201319, Jul.
• Guerrien, Bernard & Gun, Ozgur, 2013, "L’étrange silence du Nobel Prize Committee sur la « théorie des marchés efficients »," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 14.
• Winson Chan & David Emanuel, 2011, "Board governance and acquirers’ returns: A study of Australian acquisitions," Australian Journal of Management, Australian School of Business, volume 36, issue 2, pages 174-199, August, DOI: 10.1177/0312896210394499.
• W Jane Cheung & Andrew B Jackson, 2013, "Chief Executive Officer departures and market uncertainty," Australian Journal of Management, Australian School of Business, volume 38, issue 2, pages 279-310, August, DOI: 10.1177/0312896212450040.