Research classified by Journal of Economic Literature (JEL) codes

2013

• Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013, "Determinants of Systemic Risk and Information Dissemination," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0776.
• Pilar Abad & M. Dolores Robles & Gare Cuervo, 2013, "Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-11, Mar.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-25, Jun.
• Bo Becker & Daniel Bergstresser & Guhan Subramanian, 2013, "Does Shareholder Proxy Access Improve Firm Value? Evidence from the Business Roundtable's Challenge," Journal of Law and Economics, University of Chicago Press, volume 56, issue 1, pages 127-160, DOI: 10.1086/667411.
• Alasdair Brown & Fuyu Yang, 2013, "Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 054, Dec.
• Geraldine David & Kim Oosterlinck & Ariane Szafarz, 2013, "Art Market Inefficiency," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/145737, Oct.
• Billings, M.B. & Jennings, R. & Lev, B., 2013, "On guidance and volatility," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 039, Jan, DOI: 10.26481/umagsb.2013039.
• Bos, J.W.B. & Frömmel, M. & Lamers, M., 2013, "FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 047, Jan, DOI: 10.26481/umagsb.2013047.
• Salamanca, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013, "Locus of control and investment in risky assets," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 052, Jan, DOI: 10.26481/umagsb.2013052.
• Salamanca Acosta, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013, "Locus of control and investment in risky assets," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 016, Jan, DOI: 10.26481/umaror.2013016.
• Magomet Yandiev & Alexander Pakhalov, 2013, "The relationship between stock market parameters and interbank lending market: an empirical evidence," Working Papers, Moscow State University, Faculty of Economics, number 0002, Nov.
• Magomet Yandiev & Renat Bekkin, 2013, "Credit in the Structure of the Market Quotation of Financial Assets in Relation to the Islamic Financial Laws," Working Papers, Moscow State University, Faculty of Economics, number 0008, Dec.
• Peter Koudijs & Joachim Voth, 2013, "Leverage and beliefs: Personal experience and risk taking in margin lending," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1343, Nov.
• Giovanni Giusti & Charles Noussair & Joachim Voth, 2013, "Recreating the South Sea bubble: Lessons from an experiment in financial history," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1381, Sep.
• Vicente Cunat & Mireia Gine & Maria Guadalupe, 2013, "Say Pays! Shareholder Voice and Firm Performance," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 13-192, Feb.
• Frutos, M. A. de & Manzano, Carolina, 2013, "Market Transparency, Market Quality and Sunshine Trading," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/211882.
• David Goldbaum, 2013, "Learning and Adaptation as a Source of Market Failure," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 14, Aug.
• Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2013, "Learning and Information Dissemination in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 333, Jun.
• Carl Chiarella & Xue-Zhong He & Lijian Wei, 2013, "Learning and Evolution of Trading Strategies in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 335, Aug.
• Hao Fang & Yen-Hsien Lee, 2013, "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 743-757.
• Axel Groß‐KlußMann & Nikolaus Hautsch, 2013, "Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 8, pages 724-742, December.
• Haiqiang Chen & Qian Han & Yingxing Li & Kai Wu, 2013, "Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 12, pages 1167-1190, December.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 7, pages 629-652, July.
• Stelios D. Bekiros, 2013, "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, volume 22, issue 4, pages 213-219, November, DOI: 10.1016/j.rfe.2013.05.005.
• João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013, "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-27, DOI: 10.1142/S2010495213500036.
• N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2013, "Weather Shocks And Agricultural Commodity Prices In India," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-20, DOI: 10.1142/S2010007813500115.
• Silvia Muzzioli, 2013, "The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-46, DOI: 10.1142/S2010139213500055.
• Jing-Zhi Huang & Zhijian Huang, 2013, "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-33, DOI: 10.1142/S201013921350016X.
• Emmanuel Morales-Camargo, 2013, "Restrictions on Allocation Discretion: Evidence from Clawbacks in Hong Kong IPOs," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-57, DOI: 10.1142/S2010139213500183.
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Optimal Organisations for Optimal Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Bogdan DIMA & Petru-Eugen OPRIȘ, 2013, "Financial Intermediation and Economic Growth," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 6, issue 20, pages 127-136.
• Rafal Weron & Michal Zator, 2013, "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/08, Oct.
• Arne Feddersen & Brad Humphreys & Brian Soebbing, 2013, "Sentiment Bias in National Basketball Association Betting," Working Papers, Department of Economics, West Virginia University, number 13-03, Sep.
• Arne Feddersen & Brad Humphreys & Brian Soebbing, 2013, "Sentiment Bias and Asset Prices: Evidence from Sports Betting Markets and Social Media," Working Papers, Department of Economics, West Virginia University, number 13-07, Sep.
• Yan He & Hai Lin & Chunchi Wu & Uric B. Dufrene, 2013, "The 2000 presidential election and the information cost of sensitive versus," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• 马成虎 & 汪先珍, 2013, "中国股市价格的跳跃行为：基于上证综指高频数据的参数分析," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Gregory C Chow & Changjiang Liu & Linlin Niu, 2013, "Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "Non-parametric Tests for the Martingale Restriction: A New Approach," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "The Number of State Variables for CDS Pricing," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Christophe Boya, 2013, "Market Efficiency and Information: A Literature Review," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 16, issue 2, pages 57-84, May.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2013.
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2013, "Institutional development and stock price synchronicity: Evidence from China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2013.
• Gwilym, Owain Ap & Wang, Qvigwei & Hasan, Iftekhar & Xie, Ru, 2013, "In search of concepts: The effects of speculative demand on returns and volume," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2013.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013, "Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation," Discussion Papers, Deutsche Bundesbank, number 18/2013.
• Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013, "The price impact of CDS trading," Discussion Papers, Deutsche Bundesbank, number 20/2013.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2013, "Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis," Discussion Papers, Deutsche Bundesbank, number 32/2013.
• Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013, "The price impact of CDS trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-12 [rev.].
• Andres, Christian & Betzer, André & Doumet, Markus & Theissen, Erik, 2013, "Open market share repurchases in Germany: A conditional event study approach," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-02.
• Agarwal, Vikas & Mullally, Kevin & Tang, Yuehua & Yang, Baozhong, 2013, "Mandatory portfolio disclosure, stock liquidity, and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-04.
• Baule, Rainer & Korn, Olaf & Saßning, Sven, 2013, "Which beta is best? On the information content of option-implied betas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-11.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013, "Exchange trading rules, surveillance and insider trading," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/15.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013, "High frequency trading and end-of-day price dislocation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/16.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013, "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/22.
• Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2013, "Institutional changes of SPACs," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 68589, Feb.
• Shah, Syed Noaman & Kebewar, Mazen, 2013, "US Corporate Bond Yield Spread. A default risk debate," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 73690, Mar.
• Croonenbroeck, Carsten & Matkovskyy, Roman, 2013, "Is the market held by institutional investors? The disposition effect revisited," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 338.
• Huijuan, Cao & Fujii, Hidemichi & Managi, Shunsuke, 2013, "Environmental impact of the 2008 Beijing Olympic Games," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-30.
• da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2013, "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-52.
• Bormann, Sven-Kristjan, 2013, "Sentiment indices on financial markets: What do they measure?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-58.
• Alfarano, Simone & Förster, Niels & Milaković, Mishael & Mundt, Philipp, 2013, "The real versus the financial economy: A global tale of stability versus volatility," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-8.
• Aboura, Sofiane & van Roye, Björn, 2013, "Financial stress and economic dynamics: An application to France," Kiel Working Papers, Kiel Institute for the World Economy, number 1834.
• de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Kiel Working Papers, Kiel Institute for the World Economy, number 1865.
• Will, Matthias Georg & Prehn, Sören & Pies, Ingo & Glauben, Thomas, 2013, "Does financial speculation with agricultural commodities cause hunger? A reply to our critics," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2013-25.
• Rühl, Tobias R. & Stein, Michael, 2013, "The Cost of New Information – ECB Macro Announcement Impacts on Bid-Ask Spreads of European Blue Chips," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 452, DOI: 10.4419/86788509.
• Brennan, Michael J. & Kraft, Holger, 2013, "Financing asset growth," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 26, DOI: 10.2139/ssrn.2308909.
• Hett, Florian & Schmidt, Alexander, 2016, "Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 36, revised 2016, DOI: 10.2139/ssrn.2365686.
• 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.
• A. Malliaris & Mary Malliaris, 2013, "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 1-14, January, DOI: 10.1007/s11156-011-0265-9.
• Karel Hrazdil & Thomas Scott, 2013, "The role of industry classification in estimating discretionary accruals," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 15-39, January, DOI: 10.1007/s11156-011-0268-6.
• Ting-Kai Chou, 2013, "Information content of credit ratings in pricing of future earnings," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 217-250, February, DOI: 10.1007/s11156-012-0273-4.
• Vikash Ramiah, 2013, "Effects of the Boxing Day tsunami on the world capital markets," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 383-401, February, DOI: 10.1007/s11156-012-0286-z.
• Elizabeth Gordon & Elaine Henry & Marietta Peytcheva & Lili Sun, 2013, "Discretionary disclosure and the market reaction to restatements," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 1, pages 75-110, July, DOI: 10.1007/s11156-012-0301-4.
• Chengru Hu & Wei Jiang & Cheng-few Lee, 2013, "Managerial flexibility and the wealth effect of new product introductions," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 273-294, August, DOI: 10.1007/s11156-012-0310-3.
• Chee Lim & David Ding & Charlie Charoenwong, 2013, "Non-audit fees, institutional monitoring, and audit quality," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 343-384, August, DOI: 10.1007/s11156-012-0312-1.
• Edward Chow & Chung-Wen Hung & Christine Liu & Cheng-Yi Shiu, 2013, "Expiration day effects and market manipulation: evidence from Taiwan," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 441-462, October, DOI: 10.1007/s11156-012-0314-z.
• M. Rahman & M. Hassan, 2013, "Firm fundamentals and stock prices in emerging Asian stock markets: some panel data evidence," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 463-487, October, DOI: 10.1007/s11156-012-0316-x.
• Mark Aleksanyan & Khondkar Karim, 2013, "Searching for value relevance of book value and earnings: a case of premium versus discount firms," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 489-511, October, DOI: 10.1007/s11156-012-0318-8.
• Vivek Singh, 2013, "Did institutions herd during the internet bubble?," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 513-534, October, DOI: 10.1007/s11156-012-0320-1.
• Benjamin Blau & Chip Wade, 2013, "Comparing the information in short sales and put options," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 567-583, October, DOI: 10.1007/s11156-013-0377-5.
• Carl Chen & Peter Lung & F. Wang, 2013, "Where are the sources of stock market mispricing and excess volatility?," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 631-650, November, DOI: 10.1007/s11156-012-0326-8.
• Greg Filbeck & Raymond Gorman & Xin Zhao, 2013, "Are the best of the best better than the rest? The effect of multiple rankings on company value," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 695-722, November, DOI: 10.1007/s11156-012-0329-5.
• Jungshik Hur & Vivek Singh, 2013, "Does long-term disequilibrium in stock price predict future returns?," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 753-767, November, DOI: 10.1007/s11156-012-0331-y.
• 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.