Research classified by Journal of Economic Literature (JEL) codes

2013

• Greg Clinch, 2013, "Disclosure quality, diversification and the cost of capital," Australian Journal of Management, Australian School of Business, volume 38, issue 3, pages 475-489, December, DOI: 10.1177/0312896213510700.
• S. Maheswaran & G. Balasubramanian & C.A. Yoonus, 2011, "Post-colonial Finance," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 175-196, August, DOI: 10.1177/097265271101000202.
• Francesco Guidi & Rakesh Gupta & Suneel Maheshwari, 2011, "Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 3, pages 337-389, December, DOI: 10.1177/097265271101000304.
• Hamish D. Anderson & Christopher B. Malone & Ben R. Marshall, 2012, "Time Diversification in Developed and Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 2, pages 115-144, August, DOI: 10.1177/0972652712454512.
• Christos Floros & Yong Tan, 2013, "Moon Phases, Mood and Stock Market Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 1, pages 107-127, April, DOI: 10.1177/0972652712473405.
• M.V. Lakshman & Sankarshan Basu & R. Vaidyanathan, 2013, "Market-wide Herding and the Impact of Institutional Investors in the Indian Capital Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 2, pages 197-237, August, DOI: 10.1177/0972652713494046.
• A. Vinay Kumar & Shikha Jaiswal, 2013, "The Information Content of Alternate Implied Volatility Models: Case of Indian Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 3, pages 293-321, December, DOI: 10.1177/0972652713512915.
• Saumya Ranjan Dash & Jitendra Mahakud, 2013, "Investor Sentiment and Stock Return: Do Industries Matter?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 3, pages 315-349, August, DOI: 10.1177/0973801013491530.
• Imlak Shaikh & Puja Padhi, 2013, "Macroeconomic Announcements and the Implied Volatility Index: Evidence from India VIX," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 4, pages 417-442, November, DOI: 10.1177/0973801013500168.
• Veli Yilanci, 2013, "The Validity of the Halloween Effect in the Istanbul Stock Exchange," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, volume 1, issue 1, pages 21-30, January.
• Mario Padula & Yuri Pettinicchi, 2013, "Providing Financial Education: A General Equilibrium Approach," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 334, Jun.
• Santillan Salgado, Roberto Joaquín & Fonseca Ramírez, Alejandro, 2013, "Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores / Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 2, pages 119-144, julio-dic.
• Suresh Chandra Bihari & Jayashree Kotagi, 2013, "A Study On Efficiency Of Steel Futures Market In India," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 21-34.
• Abderrazak Dhaoui & Saad Bourouis & Melek Acar Boyacioglu, 2013, "The Impact Of Investor Psychology On Stock Markets: Evidence From France," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 35-59.
• Bokhtiar Hasan & A. F. M. Mainul Ahsan & Afzalur Rahaman, 2013, "Impact Of Hartal On Stock Return And Turnover: Evidence From Bangladesh," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 2 (Septem, pages 279-289.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Working Papers, Swiss National Bank, number 2013-11.
• Sophie van Huellen, 2013, "Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum," Working Papers, Department of Economics, SOAS University of London, UK, number 185, Oct.
• Oscar Bernal Diaz & Astrid Herinckx & Ariane Szafarz, 2013, "Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-001, Jan.
• Geraldine David & Kim Oosterlinck & Ariane Szafarz, 2013, "Art Market Inefficiency," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-011, Feb.
• Renaud Bourlès & Anastasia Cozarenco, 2013, "State intervention and the (micro)credit market in developed countries: loan guarantee and business development services," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-019, Apr.
• İsmail MAZGİT, 2013, "Endeks Kapsamında Olmanın Hisse Senedi Getirilerine Etkisi: BIST Temettü 25 Endeksi Üzerine Bir Uygulama," Sosyoekonomi Journal, Sosyoekonomi Society, issue 20(20).
• Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti, 2013, "Short-Sellers: Informed but Restricted," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_05, May.
• Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti, 2013, "Short Selling and Inside Information," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_06, May, revised 28 Jul 2016.
• Fernando D. Chague & Rodrigo De-Losso, Bruno C. Giovannetti, Paulo Manoel, 2013, "Central Bank Communication Affects Long-Term Interest Rates," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_07, May.
• Argiro Svingou, 2013, "Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 63, issue 1-2, pages 100-120, June.
• Nahoko Mitsuyama, 2013, "Stock Market Reaction to Patent Value in Japan: an Event Study Analysis," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 3, issue 6, pages 1-12, December.
• Torben G. Andersen & Oleg Bondarenko, 2013, "Reflecting on the VPIN Dispute," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-42, Apr.
• Torben G. Andersen & Oleg Bondarenko, 2013, "Assessing Measures of Order Flow Toxicity via Perfect Trade Classification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-43, 11.
• Alina MOLDOVAN-MADAN, 2013, "New Opportunities On The Market Of Mergers And Acquisitions For 2014," Economy and Sociology, The Journal Economy and Sociology, issue 4, pages 182-186.
• Hyeongwoo Kim & Deockhyun Ryu, 2013, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-06, Mar.
• Andr? Kurmann & Christopher Otrok, 2013, "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, volume 103, issue 6, pages 2612-2632, October.
• Axel Anderson & Lones Smith, 2013, "Dynamic Deception," American Economic Review, American Economic Association, volume 103, issue 7, pages 2811-2847, December.
• Emi Nakamura & Jón Steinsson & Robert Barro & José Ursúa, 2013, "Crises and Recoveries in an Empirical Model of Consumption Disasters," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 3, pages 35-74, July, DOI: 10.1257/mac.5.3.35.
• James B. Bushnell & Howard Chong & Erin T. Mansur, 2013, "Profiting from Regulation: Evidence from the European Carbon Market," American Economic Journal: Economic Policy, American Economic Association, volume 5, issue 4, pages 78-106, November.
• Brian Beach & Stephen Norman & Douglas Wills, 2013, "Time or spot ? A revaluation of Amsterdam market data prior to 1747," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 7, issue 1, pages 61-85, January, DOI: 10.1007/s11698-012-0081-z.
• Gutierrez, L. & Piras, F., 2013, "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149760, Jun, DOI: 10.22004/ag.econ.149760.
• Lakner, Sebastian & Brenes Muñoz, Thelma & Aedo, Edinson Rivera & Brümmer, Bernhard, 2013, "Technical Efficiency in the Chilean Agribusiness Sector – a Stochastic Meta-Frontier Approach," 2013: Productivity and Its Impacts on Global Trade, June 2-4, 2013. Seville, Spain, International Agricultural Trade Research Consortium, number 152356, Jun, DOI: 10.22004/ag.econ.152356.
• Cavaliere, Giuseppe & ßrregaard Nielsen, Morten & Taylor, A.M. Robert, 2013, "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274634, Dec, DOI: 10.22004/ag.econ.274634.
• Lehecka, Georg V., 2013, "The Reaction of Corn and Soybean Futures Markets to USDA Crop Progress and Condition Information," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 142491, Feb, DOI: 10.22004/ag.econ.142491.
• Pruitt, J. Ross & Tonsor, Glynn T. & Brooks, Kathleen R. & Johnson, Rachel J., , "End User Preferences for USDA Market Information," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 143007, DOI: 10.22004/ag.econ.143007.
• Arthur, Bruno R. & Katchova, Ani L., 2013, "Uncertainty and Value Premium: Evidence from the U.S. Agriculture Industry," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 143198, Feb, DOI: 10.22004/ag.econ.143198.
• Almánzar, Miguel & Torero, Máximo & Grebmer, Klaus von, 2013, "Futures Commodities Prices and Media Coverage," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 149414, May, DOI: 10.22004/ag.econ.149414.
• Andrey KUDRYAVTSEV, 2013, "Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 12, pages 37-56, June.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1311, Feb, revised 26 Feb 2013.
• Renaud Bourlès & Anastasia Cozarenco, 2013, "State Intervention and the (Micro) Credit Market in Developed Countries: Loan Guarantee and Business Development Services," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1325, Apr, revised Apr 2013.
• Drags Mînjina & Petre Brezeanu, 2013, "Testing the Efficient Markets Hypothesis on the Romanian Capital Market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 151-158, December.
• Alina Georgiana Manta & Roxana Maria Badîrcea, 2013, "Case – study Concerning the Effects of the Macroeconomic Variables on the Loan Portfolios Quality of the Romanian Banking Sector Using the VAR Model and Least Squares Method," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 96-103, December.
• Corina Maria Ene & Carmen Marilena Uzlau & Iulian Panait, 2013, "Stylized Facts Of The Daily, Weekly And Monthly Returns On Bucharest Stock Exchange During 2007-2012," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 15, pages 1-15.
• Brigitte EIERLE & Wolfgang SCHULTZE, 2013, "The Role of Management as a User of Accounting Information: Implications for Standard Setting," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 155-189, June.
• Alistair BYRNE & Iain CLACHER & David HILLIER & Allan HODGSON, 2013, "Assuming the Worst: The Shifting Sands of Pension Accounting," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 190-212, June.
• Henrique O. Massena Reis Júnior & Luiz Fernando de Paula & Rodrigo Mendes Leal, 2013, "Decomposição do Spread Bancário no Brasil: Uma Análise do Período Recente," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 1a, pages 29-60.
• Randall Morck & Bernard Yeung & Wayne Yu, 2013, "R 2 and the Economy," Annual Review of Financial Economics, Annual Reviews, volume 5, issue 1, pages 143-166, November.
• Adam V. Reed, 2013, "Short Selling," Annual Review of Financial Economics, Annual Reviews, volume 5, issue 1, pages 245-258, November.
• Nadia Loukil & Ouidad Yousfi, 2013, "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Papers, arXiv.org, number 1304.4852, Apr.
• Ladislav Kristoufek & Miloslav Vosvrda, 2013, "Commodity futures and market efficiency," Papers, arXiv.org, number 1309.1492, Sep.
• Jean-Pascal Bassino & Thomas Lagoarde-Segot, 2013, "Trading patterns at the Tokyo Stock Exchange, 1931-1940," CEH Discussion Papers, Centre for Economic History, Research School of Economics, Australian National University, number 012, Feb.
• Irma Malafronte & Maria Grazia Starita, 2013, "Disclosure: determinants and critical issues for European insurance industry," BANCARIA, Bancaria Editrice, volume 7, pages 48-66, July.
• Samih Antoine Azar, 2013, "The Spurious Relation between Inflation Uncertainty and Stock Returns: Evidence from the U.S," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 99-109, November.
• Jordan Jordanov & Marco Valentini, 2013, "Stock Market Indices and Sentiment Indicators: Correlations and Causality," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 3-24.
• Verónica Balzarotti & Alejandra Anastasi, 2013, "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 69, pages 101-149, December.
• Hasibe OZGUMUS & Turhan KORKMAZ & Emrah Ismail CEVIK, 2013, "The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 1, pages 103-136.
• Soner AKKOC & Nasif OZKAN, 2013, "An Empirical Investigation of the Uncertain Information Hypothesis: Evidence From Borsa Istanbul," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 2, pages 101-119.
• Alfonso Puorro, 2013, "High frequency trading: an overview," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 198, Sep.
• Ugo Albertazzi & Margherita Bottero, 2013, "The procyclicality of foreign bank lending: evidence from the global financial crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 926, Jul.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2013, "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia, Banco de la Republica de Colombia, number 779, Sep, DOI: 10.32468/be.779.
• Andrés Murcia & Diego Rojas, 2013, "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia, Banco de la Republica de Colombia, number 789, Nov, DOI: 10.32468/be.789.
• Dugast, J., 2013, "Limited attention and news arrival in limit order markets," Working papers, Banque de France, number 449.
• Francisco Barillas & Kristoffer P. Nimark, 2015, "Speculation, Risk Premia and Expectations in the Yield Curve," Working Papers, Barcelona School of Economics, number 659, Sep.
• Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2015, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," Working Papers, Barcelona School of Economics, number 710, Sep.
• Beißner, Patrick, 2014, "Coherent price systems and uncertainty-neutral valuation," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 464, Apr.
• P Kuang & M Schroder & Q Wang, 2013, "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers, Department of Economics, University of Birmingham, number 13-09, Mar.
• Pei Kuang, 2013, "A Note on Learning in a Credit Economy," Discussion Papers, Department of Economics, University of Birmingham, number 14-08, Dec.
• Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2013, "The response of tail risk perceptions to unconventional monetary policy," BIS Working Papers, Bank for International Settlements, number 425, Sep.
• Jördis Hengelbrock & Erik Theissen & Christian Westheide, 2013, "Market Response to Investor Sentiment," Journal of Business Finance & Accounting, Wiley Blackwell, volume 40, issue 7-8, pages 901-917, September.
• Alessandro Beber & Marco Pagano, 2013, "Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis," Journal of Finance, American Finance Association, volume 68, issue 1, pages 343-381, February, DOI: j.1540-6261.2012.01802.x.
• Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2013, "The Effects of Stock Lending on Security Prices: An Experiment," Journal of Finance, American Finance Association, volume 68, issue 5, pages 1891-1936, October.
• Itzhak Ben‐David & Francesco Franzoni & Augustin Landier & Rabih Moussawi, 2013, "Do Hedge Funds Manipulate Stock Prices?," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2383-2434, December, DOI: 10.1111/jofi.12062.
• Annamaria Conti & Jerry Thursby & Marie Thursby, 2013, "Patents as Signals for Startup Financing," Journal of Industrial Economics, Wiley Blackwell, volume 61, issue 3, pages 592-622, September.
• Edmund Cannon & Ian Tonks, 2013, "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 1, pages 95-119, March, DOI: j.1539-6975.2011.01456.x.
• Refet S. Gürkaynak & Jonathan H. Wright, 2013, "Identification and Inference Using Event Studies," Manchester School, University of Manchester, volume 81, issue , pages 48-65, September.
• Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013, "What do Chinese Macro Announcements Tell Us About the World Economy?," Boston College Working Papers in Economics, Boston College Department of Economics, number 834, Oct, revised 01 Jun 2015.
• Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013, "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," Boston College Working Papers in Economics, Boston College Department of Economics, number 841, Nov, revised 30 Jan 2014.
• Frederick Dongchuhl Oh & Hyunjoon Lim, 2013, "Recent Theories Regarding Financial Contagion (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 3, pages 111-140, September.
• Nafis Alam & M. Kabir Hassan & Mohammad Aminul Haque, 2013, "Are Islamic bonds different from conventional bonds? International evidence from capital market tests," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 3, pages 22-29, September.
• Kate Phylaktis & Gikas Manalis, 2013, "Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 79-92, December.
• Rodrigo Fernandes Malaquias & William Eid Junior, 2013, "Market Efficiency and Performance of Multimarket Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 119-142.
• Orleans Silva Martins & Edilson Paulo, 2013, "The probability of informed trading in the Brazilian stock market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 2, pages 249-280.
• Marcelo Perlin, 2013, "The effects of the introduction of market makers in the Brazilian equity market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 2, pages 281-304.
• Leonid Raneta & Denys Braga, 2013, "Influence of the information technology on the world economy," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 8, issue 4, pages 64-74.
• Christian Andres & André Betzer & Peter Limbach, 2013, "Underwriter Reputation and the Quality of Certification: Evidence from High-Yield Bonds," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP13006, Aug.
• Dmitri Boreiko & Maurizio Murgia, 2013, "European spin-offs Origin, value creation, and long-term performance," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS05, Jun.
• Eric De Bodt & Jean-Gabriel Cousin & Gaël Imad’Eddine, 2013, "Fusions-acquisitions et efficience allocationnelle," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 15-43.
• Ali Dardour, 2013, "L'impact des annonces de notation de crédit sur les valeurs européennes : une comparaison avant et pendant la crise de 2008," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 273-292.
• Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard, 2013, "Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?," Research Technical Papers, Central Bank of Ireland, number 07/RT/13, Sep.
• Warwick Anderson, 2013, "The Role of mid-year dividends as predictors of yearly earnings," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/01, Jan.
• Warwick Anderson, 2013, "Event Studies in thinly-traded markets: An improvement to the market model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/02, Jan.
• Warwick Anderson & Samuel McLaughlin, 2013, "Buybacks versus Ordinary Dividends: Marginal Investor Reactions to Cash-return Announcements," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/03, Jan.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/23, Jul.
• Taylor, Nick & Xu, Yongdeng, 2013, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/7, Apr.
• Iuliia Brushko, 2013, "Financial Signaling and Earnings Forecasts," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp498, Nov.
• Robert S. Chirinko & Christopher Curran, 2013, "Greenspan Shrugs: Central Bank Communication, Formal Pronouncements and Bond Market Volatility," CESifo Working Paper Series, CESifo, number 4236.
• Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe, 2013, "The Micro Dynamics of Macro Announcements," CESifo Working Paper Series, CESifo, number 4421.
• Martin Hoesli & Reka Kustrim, 2013, "Contagion Channels between Real Estate and Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-12, Apr.
• Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-39, Jul, revised Dec 2018.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013, "Do Prices Reveal the Presence of Informed Trading?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-69, Dec, revised Sep 2015.
• Erwan Morellec & Boris Nikolov & Francesca Zucchi, 2013, "Competition, Cash Holdings, and Financing Decisions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-72, Dec.
• Jovan Stojkovic, 2013, "An Option to Cheat: An Application of Option Theory to Realize Flipping in Underpricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-74, Dec, revised Aug 2015.
• Pierre Bonetti & Antonio Parbonetti & Michel Magnan, 2013, "The Influence of Country- and Firm-Level Governance on Financial Reporting Quality: Revisiting the Evidence," CIRANO Working Papers, CIRANO, number 2013s-03, Jan.
• Mihăiță-Cosmin M. POPOVICI, 2013, "A Survey On Bank Efficiency Research With Data Envelopment Analysis And Stochastic Frontier Analysis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 1, pages 134-142, June.
• JJ. Cao-Alvira & LG Deidda, 2013, "Financial liberalization and the development of microcredit," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201324.
• John García & Luis Guti�rrez & Francesc Trillas, 2013, "Reforma regulatoria energética en Europa: impacto de los cambios de control corporativo sobre el valor de las empresas," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Jos� E. G�mez-Gonz�lez & Luis Fernando Melo Velandia, 2013, "Efectos de ��ngeles ca�dos� en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia, Banco de la Republica, number 10977, Sep.
• Andr�s Murcia & Diego Rojas, 2013, "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia, Banco de la Republica, number 11093, Nov.
• Michael Jetter & Alex Nikolsko-Rzhevskyy, 2013, "Monetary Policy Shifts and the Forward Discount Puzzle," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10729, Apr.
• John J. García & Francesc Trillas, 2013, "European energy industry shocks, corporate control and firms' value," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10928, Nov.
• Jorge Mario Uribe Gil, 2013, "Testing for multiple bubbles with daily data," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11028, Jul.
• José Morelos Gómez & Fabi�n Gazab�n Arrieta & Roberto Enrique G�mez Fern�ndez, 2013, "Análisis multivariado de la productividad y rendimientos financieros de empresas industriales en Cartagena, Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Juan Benjamín Duarte Duarte & Zulay Yesenia Ram�rez Le�n & Katherine Julieth Sierra Su�rez, 2013, "Evaluación del efecto tamano de empresa en los mercados bursátiles de América Latina," Revista Ecos de Economía, Universidad EAFIT.
• Andrés Mauricio Gómez Sánchez & Jos� Gabriel Astaiza G�mez, 2013, "Ciclo económico y prima por riesgo en el mercado accionario colombiano," Revista Ecos de Economía, Universidad EAFIT.
• Ignacio V√©lez-Pareja, 2013, "Cost of Capital and Cash Flows for SMEs," Proyecciones Financieras y Valoración, Master Consultores, number 10983, Nov.
• WANG, Kent & WANG, Shin-Huei & PAN, Zheyao, 2013, "Can federal reserve policy deviation explain response patterns of financial markets over time?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013029, Jul.
• DAO, Nguyen-Thang & DAVILA, Julio, 2013, "Can geography lock a society in stagnation?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013030, Jul.
• Agnieszka Kapecka, 2013, "Fractal Analysis of Financial Time Series Using Fractal Dimension and Pointwise Hölder Exponents," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 107-126.
• Agata Kliber & Barbara Bedowska-Sojka, 2013, "Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 87-106.
• Kondor, Péter & Babus, Ana, 2013, "Trading and information diffusion in OTC markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9271, Jan.
• Farmer, Roger & Nourry, Carine & Venditti, Alain, 2013, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9283, Jan.
• Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2013, "A Theory of Asset Prices based on Heterogeneous Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9291, Jan.
• Wright, Jonathan & Gürkaynak, Refet, 2013, "Identification and Inference Using Event Studies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9388, Mar.
• Acharya, Viral & Steffen, Sascha, 2013, "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9432, Apr.
• Padula, Mario & Pettinicchi, Yuri, 2013, "Providing financial education: a general equilibrium approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9556, Jul.
• Hau, Harald & Lai, Sandy, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9581, Aug.
• Voth, Hans-Joachim & Giusti, Giovanni & Noussair, Charles, 2013, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9652, Sep.
• Peress, Joël, 2013, "The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9653, Sep.
• Nimark, Kristoffer P & Barillas, Francisco, 2013, "Speculation, Risk Premia and Expectations in the Yield Curve," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9755, Nov.
• Kilian, Lutz & Baumeister, Christiane, 2013, "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9768, Dec.
• Pedersen, Lasse Heje & Frazzini, Andrea & Kabiller, David, 2013, "Buffett?s Alpha," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9769, Dec.
• Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013, "Carry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9771, Dec.
• 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," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-4.
• Eleni Thanou & Dikaios Tserkezos, 2013, "Non-Linear Diachronic Interaction Between the Advance/Decline Ratio Index and the Returns of the Market's General Index: Empirical Evidence from the Athens Stock Exchange," Working Papers, University of Crete, Department of Economics, number 1311, Dec.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013, "On the inefficiency of Brownian motions and heavier tailed price processes," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number id-13-01.
• Erica R. PEREGO & Wessel N. VERMEULEN, 2013, "Macroeconomic determinants of European stock and government bond correlations: A tale of two regions," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2013013, May.
• Xiangbo Liu & Zijun Liu & Zhigang Qiu, 2013, "Stock Market Manipulation in the Presence of Fund Flows," Annals of Economics and Finance, Society for AEF, volume 14, issue 2, pages 483-491, November.
• McManus, Ginette & Sharma, Rajneesh & Tezel, Ahmet, 2013, "Reversals in Wine Auction Prices," Journal of Wine Economics, Cambridge University Press, volume 8, issue 2, pages 189-197, November.
• Ana Fostel & John Geanakoplos, 2013, "Reviewing the Leverage Cycle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1918, Sep.
• Campi, Luciano (ed.), 2013, "Investissement optimal et évaluation d'actifs sous certaines imperfections de marché," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12887.
• Hans-Helmut Kotz & Dorothea Schäfer, 2013, "Rating-Agenturen: fehlbar und überfordert," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 82, issue 4, pages 135-162, DOI: 10.3790/vjh.82.4.135.
• Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013, "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1333.
• Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013, "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-36.
• Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai, 2013, "The Impact of Hedge Funds on Asset Markets," Working Papers, Duke University, Department of Economics, number 13-27.
• Yothin Jinjarak, 2013, "Supply Chains and Credit-Market Shocks : Some Implications for Emerging Markets," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 23849, Nov.
• Yothin Jinjarak, 2013, "Supply Chains and Credit-Market Shocks : Some Implications for Emerging Markets," Trade Working Papers, East Asian Bureau of Economic Research, number 23849, Nov.
• Foucault , Thierry & Hombert , Johan & Rosu, Ioanid, 2013, "News Trading and Speed," HEC Research Papers Series, HEC Paris, number 975, Nov.
• Beneish, Messod Daniel & Capkun, Vedran & Fridson, Martin S., 2013, "Defying Gravity: Costly Signaling to Mislead or to Inform?," HEC Research Papers Series, HEC Paris, number 1024, Nov.
• Thiago De Oliveira Souza, 2013, "Discount Rates, Market Frictions and the Mystery of the Size Premium," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-43, Nov.
• Salines, Marion & Glöckler, Gabriel & Gade, Thomas & Strodthoff, Steffen, 2013, ""Loose lips sinking markets?": the impact of political communication on sovereign bond spreads," Occasional Paper Series, European Central Bank, number 150, Jul.