Research classified by Journal of Economic Literature (JEL) codes

2013

• Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N., 2013, "A comprehensive long-term analysis of S&P 500 index additions and deletions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4920-4930, DOI: 10.1016/j.jbankfin.2013.08.027.
• Löffler, Gunter & Posch, Peter N, 2013, "Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5147-5158, DOI: 10.1016/j.jbankfin.2013.01.041.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013, "Pricing deviation, misvaluation comovement, and macroeconomic conditions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5285-5299, DOI: 10.1016/j.jbankfin.2013.08.005.
• Petrella, Giovanni & Resti, Andrea, 2013, "Supervisors as information producers: Do stress tests reduce bank opaqueness?," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5406-5420, DOI: 10.1016/j.jbankfin.2013.01.005.
• Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Hoque, Hafiz, 2013, "Information disclosure, CEO overconfidence, and share buyback completion rates," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5486-5499, DOI: 10.1016/j.jbankfin.2013.04.011.
• Xu, Nianhang & Chan, Kam C. & Jiang, Xuanyu & Yi, Zhihong, 2013, "Do star analysts know more firm-specific information? Evidence from China," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 89-102, DOI: 10.1016/j.jbankfin.2012.08.014.
• Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mathieu, Robert, 2013, "Impact of FDICIA internal controls on bank risk taking," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 614-624, DOI: 10.1016/j.jbankfin.2012.09.013.
• Namvar, Ethan & Phillips, Blake, 2013, "Commonalities in investment strategy and the determinants of performance in mutual fund mergers," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 625-635, DOI: 10.1016/j.jbankfin.2012.10.001.
• Goodell, John W. & Vähämaa, Sami, 2013, "US presidential elections and implied volatility: The role of political uncertainty," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1108-1117, DOI: 10.1016/j.jbankfin.2012.12.001.
• Jones, Jeffrey S. & Lee, Wayne Y. & Yeager, Timothy J., 2013, "Valuation and systemic risk consequences of bank opacity," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 693-706, DOI: 10.1016/j.jbankfin.2012.10.028.
• Baur, Dirk G., 2013, "The structure and degree of dependence: A quantile regression approach," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 786-798, DOI: 10.1016/j.jbankfin.2012.10.015.
• Hutchison, Michael & Sushko, Vladyslav, 2013, "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1133-1147, DOI: 10.1016/j.jbankfin.2012.10.022.
• Riordan, Ryan & Storkenmaier, Andreas & Wagener, Martin & Sarah Zhang, S., 2013, "Public information arrival: Price discovery and liquidity in electronic limit order markets," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1148-1159, DOI: 10.1016/j.jbankfin.2012.11.008.
• Gupta-Mukherjee, Swasti, 2013, "When active fund managers deviate from their peers: Implications for fund performance," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1286-1305, DOI: 10.1016/j.jbankfin.2012.12.003.
• Fiordelisi, Franco & Soana, Maria-Gaia & Schwizer, Paola, 2013, "The determinants of reputational risk in the banking sector," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1359-1371, DOI: 10.1016/j.jbankfin.2012.04.021.
• Amici, Alessandra & Fiordelisi, Franco & Masala, Francesco & Ricci, Ornella & Sist, Federica, 2013, "Value creation in banking through strategic alliances and joint ventures," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1386-1396, DOI: 10.1016/j.jbankfin.2012.03.028.
• Levy, Ariel & Lieberman, Offer, 2013, "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1412-1421, DOI: 10.1016/j.jbankfin.2012.03.024.
• Tong, Wilson H.S. & Zhang, Shaojun & Zhu, Yanjian, 2013, "Trading on inside information: Evidence from the share-structure reform in China," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1422-1436, DOI: 10.1016/j.jbankfin.2012.09.024.
• Chakrabarty, Bidisha & Shkilko, Andriy, 2013, "Information transfers and learning in financial markets: Evidence from short selling around insider sales," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1560-1572, DOI: 10.1016/j.jbankfin.2012.12.017.
• Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio, 2013, "The disposition effect and investor experience," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1669-1675, DOI: 10.1016/j.jbankfin.2012.12.007.
• Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013, "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1759-1776, DOI: 10.1016/j.jbankfin.2013.01.006.
• Fidrmuc, Jana P. & Korczak, Adriana & Korczak, Piotr, 2013, "Why does shareholder protection matter for abnormal returns after reported insider purchases and sales?," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1915-1935, DOI: 10.1016/j.jbankfin.2012.06.019.
• Autore, Don M. & Gehy, Dominique, 2013, "Changing the rules again: Short selling in connection with public equity offers," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1974-1985, DOI: 10.1016/j.jbankfin.2013.01.014.
• Wang, Tawei & Hsu, Carol, 2013, "Board composition and operational risk events of financial institutions," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2042-2051, DOI: 10.1016/j.jbankfin.2013.01.027.
• Thapa, Chandra & Paudyal, Krishna & Neupane, Suman, 2013, "Access to information and international portfolio allocation," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2255-2267, DOI: 10.1016/j.jbankfin.2013.01.011.
• Rösch, Christoph G. & Kaserer, Christoph, 2013, "Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2284-2302, DOI: 10.1016/j.jbankfin.2013.01.009.
• Nofsinger, John R. & Varma, Abhishek, 2013, "Availability, recency, and sophistication in the repurchasing behavior of retail investors," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2572-2585, DOI: 10.1016/j.jbankfin.2013.02.023.
• Farruggio, Christian & Michalak, Tobias C. & Uhde, Andre, 2013, "The light and dark side of TARP," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2586-2604, DOI: 10.1016/j.jbankfin.2013.02.020.
• Biell, Lis & Muller, Aline, 2013, "Sudden crash or long torture: The timing of market reactions to operational loss events," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2628-2638, DOI: 10.1016/j.jbankfin.2013.02.022.
• Basu, Devraj & Miffre, Joëlle, 2013, "Capturing the risk premium of commodity futures: The role of hedging pressure," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2652-2664, DOI: 10.1016/j.jbankfin.2013.02.031.
• Ülkü, Numan & Weber, Enzo, 2013, "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2733-2749, DOI: 10.1016/j.jbankfin.2013.03.021.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013, "Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2823-2835, DOI: 10.1016/j.jbankfin.2013.04.009.
• Kalimipalli, Madhu & Nayak, Subhankar & Perez, M. Fabricio, 2013, "Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2969-2990, DOI: 10.1016/j.jbankfin.2013.04.019.
• Chalmers, John & Kaul, Aditya & Phillips, Blake, 2013, "The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3318-3333, DOI: 10.1016/j.jbankfin.2013.05.004.
• Weiß, Gregor N.F. & Supper, Hendrik, 2013, "Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3334-3350, DOI: 10.1016/j.jbankfin.2013.05.013.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013, "ETF arbitrage: Intraday evidence," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3486-3498, DOI: 10.1016/j.jbankfin.2013.05.014.
• Jiang, Li & Kim, Jeong-Bon & Pang, Lei, 2013, "Insiders’ incentives for asymmetric disclosure and firm-specific information flows," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3562-3576, DOI: 10.1016/j.jbankfin.2013.05.001.
• Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013, "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3681-3693, DOI: 10.1016/j.jbankfin.2013.06.001.
• Milidonis, Andreas, 2013, "Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3716-3732, DOI: 10.1016/j.jbankfin.2013.04.032.
• Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2013, "Sukuk vs. conventional bonds: A stock market perspective," Journal of Comparative Economics, Elsevier, volume 41, issue 3, pages 745-761, DOI: 10.1016/j.jce.2013.02.006.
• Calice, Giovanni & Chen, Jing & Williams, Julian, 2013, "Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 122-143, DOI: 10.1016/j.jebo.2011.10.013.
• Sturm, Philipp, 2013, "Operational and reputational risk in the European banking industry: The market reaction to operational risk events," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 191-206, DOI: 10.1016/j.jebo.2012.04.005.
• Rietz, Thomas A. & Sheremeta, Roman M. & Shields, Timothy W. & Smith, Vernon L., 2013, "Transparency, efficiency and the distribution of economic welfare in pass-through investment trust games," Journal of Economic Behavior & Organization, Elsevier, volume 94, issue C, pages 257-267, DOI: 10.1016/j.jebo.2012.09.019.
• Bayar, Onur, 2013, "Liquidity provision in a limit order book without adverse selection," Journal of Economics and Business, Elsevier, volume 66, issue C, pages 98-124, DOI: 10.1016/j.jeconbus.2013.01.001.
• Shynkevich, Andrei, 2013, "Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency," Journal of Economics and Business, Elsevier, volume 69, issue C, pages 64-85, DOI: 10.1016/j.jeconbus.2013.05.004.
• Oberndorfer, Ulrich & Schmidt, Peter & Wagner, Marcus & Ziegler, Andreas, 2013, "Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms," Journal of Environmental Economics and Management, Elsevier, volume 66, issue 3, pages 497-509, DOI: 10.1016/j.jeem.2013.04.005.
• Matsushima, Hitoshi, 2013, "Behavioral aspects of arbitrageurs in timing games of bubbles and crashes," Journal of Economic Theory, Elsevier, volume 148, issue 2, pages 858-870, DOI: 10.1016/j.jet.2012.08.002.
• Mailath, George J. & von Thadden, Ernst-Ludwig, 2013, "Incentive compatibility and differentiability: New results and classic applications," Journal of Economic Theory, Elsevier, volume 148, issue 5, pages 1841-1861, DOI: 10.1016/j.jet.2013.07.004.
• Wahal, Sunil & Yavuz, M. Deniz, 2013, "Style investing, comovement and return predictability," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 136-154, DOI: 10.1016/j.jfineco.2012.08.005.
• Asquith, Paul & Au, Andrea S. & Covert, Thomas & Pathak, Parag A., 2013, "The market for borrowing corporate bonds," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 155-182, DOI: 10.1016/j.jfineco.2012.08.007.
• Duchin, Ran & Schmidt, Breno, 2013, "Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 69-88, DOI: 10.1016/j.jfineco.2012.07.003.
• Muravyev, Dmitriy & Pearson, Neil D. & Paul Broussard, John, 2013, "Is there price discovery in equity options?," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 259-283, DOI: 10.1016/j.jfineco.2012.09.003.
• Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013, "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 632-654, DOI: 10.1016/j.jfineco.2012.09.011.
• Barber, Brad M. & De George, Emmanuel T. & Lehavy, Reuven & Trueman, Brett, 2013, "The earnings announcement premium around the globe," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 118-138, DOI: 10.1016/j.jfineco.2012.10.006.
• Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander, 2013, "Anomalies and financial distress," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 139-159, DOI: 10.1016/j.jfineco.2012.10.005.
• Blocher, Jesse & Reed, Adam V. & Van Wesep, Edward D., 2013, "Connecting two markets: An equilibrium framework for shorts, longs, and stock loans," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 302-322, DOI: 10.1016/j.jfineco.2012.12.006.
• Hau, Harald & Lai, Sandy, 2013, "Real effects of stock underpricing," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 392-408, DOI: 10.1016/j.jfineco.2012.11.001.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
• D’Amico, Stefania & King, Thomas B., 2013, "Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 425-448, DOI: 10.1016/j.jfineco.2012.11.007.
• Watanabe, Akiko & Xu, Yan & Yao, Tong & Yu, Tong, 2013, "The asset growth effect: Insights from international equity markets," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 529-563, DOI: 10.1016/j.jfineco.2012.12.002.
• Hanson, Samuel G. & Sunderam, Adi, 2013, "Are there too many safe securities? Securitization and the incentives for information production," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 565-584, DOI: 10.1016/j.jfineco.2013.02.005.
• 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.
• 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.
• 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.