Research classified by Journal of Economic Literature (JEL) codes

2013

• Scheicher, Martin & Fender, Ingo, 2009, "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series, European Central Bank, number 1056, May.
• Fratzscher, Marcel & Stracca, Livio, 2009, "Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro," Working Paper Series, European Central Bank, number 1064, Jun.
• Ehrmann, Michael & Sondermann, David, 2009, "The reception of public signals in financial markets - what if central bank communication becomes stale?," Working Paper Series, European Central Bank, number 1077, Aug.
• Andersson, Magnus & Alexopoulou, Ioana & Georgescu, Oana-Maria, 2009, "An empirical study on the decoupling movements between corporate bond and CDS spreads," Working Paper Series, European Central Bank, number 1085, Aug.
• Castrén, Olli & Kavonius, Ilja Kristian, 2009, "Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area," Working Paper Series, European Central Bank, number 1124, Dec.
• Grothe, Magdalena, 2010, "Price and trading response to public information," Working Paper Series, European Central Bank, number 1177, Apr.
• Beltratti, Andrea & Bortolotti, Bernardo & Caccavaio, Marianna, 2011, "The stock market reaction to the 2005 non-tradable share reform in China," Working Paper Series, European Central Bank, number 1339, May.
• Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud & Bekaert, Geert, 2011, "Global crises and equity market contagion," Working Paper Series, European Central Bank, number 1381, Sep.
• Ehrmann, Michael & Jansen, David-Jan, 2012, "The pitch rather than the pit: investor inattention during FIFA world cup matches," Working Paper Series, European Central Bank, number 1424, Feb.
• Hoffmann, Peter, 2013, "Adverse selection, market access and inter-market competition," Working Paper Series, European Central Bank, number 1519, Mar.
• Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2013, "The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?," Working Paper Series, European Central Bank, number 1532, Apr.
• Colliard, Jean-Edouard, 2013, "Catching falling knives: speculating on market overreaction," Working Paper Series, European Central Bank, number 1545, May.
• Grothe, Magdalena, 2013, "Market pricing of credit rating signals," Working Paper Series, European Central Bank, number 1623, Dec.
• Bruggemann, Ulf & Kaul, Aditya & Leuz, Christian & Werner, Ingrid M., 2013, "The Twilight Zone: OTC Regulatory Regimes and Market Quality," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-09, Aug.
• Bao, Jack & Hou, Kewei, 2013, "Comovement of Corporate Bonds and Equities," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-11, Jul.
• Buti, Sabrina & Consonni, Francesco & Rindi, Barbara & Werner, Ingrid M., 2013, "Sub-Penny and Queue-Jumping," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-18, Nov.
• Loh, Roger & Stulz, Rene M., 2013, "Is Sell-Side Research More Valuable in Bad Times?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-19, Dec.
• Fuchs, William & Skrzypacz, Andrzej, 2013, "Costs and Benefits of Dynamic Trading in a Lemons Market," Research Papers, Stanford University, Graduate School of Business, number 2133, Aug.
• Moatemri Ouarda & Abdelfatteh El Bouri & Olivero Bernard, 2013, "Herding Behavior under Markets Condition: Empirical Evidence on the European Financial Markets," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 214-228.
• Samih Antoine Azar & Loucine Basmajian, 2013, "Oil Prices and the Kuwaiti and the Saudi Stock Markets:The Contrast," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 294-304.
• Samih Antoine Azar, 2013, "Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 723-733.
• Han-Ching Huang & Yong-Chern Su & Chun-Chi Shih, 2013, "Speed of Convergence to Market Efficiency: Example of Top loser Stocks," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 591-601.
• Michael Ehrmann & Chiara Osbat & Jan Strasky & Lenno Uuskula, 2013, "The Euro exchange rate during the European sovereign debt crisis � dancing to its own tune?," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-3, May, revised 24 May 2013.
• Gajewski, Jean-François & Quéré, Bertrand ¨P., 2013, "A Comparison of the Effects of Earnings Disclosures on Information Asymmetry: Evidence from France and the U.S," The International Journal of Accounting, Elsevier, volume 48, issue 1, pages 1-25, DOI: 10.1016/j.intacc.2013.01.004.
• Venter, Elmar R. & Cahan, Steven F. & Emanuel, David, 2013, "Mandatory Earnings Disaggregation and the Persistence and Pricing of Earnings Components," The International Journal of Accounting, Elsevier, volume 48, issue 1, pages 26-53, DOI: 10.1016/j.intacc.2013.01.005.
• Haw, In-Mu & Ho, Simon S.M. & Hu, Bingbing & Zhang, Xu, 2013, "Legal Institutions, Ownership Concentration, and Stock Repurchases Around the World: Signal Mimicking?," The International Journal of Accounting, Elsevier, volume 48, issue 4, pages 427-458, DOI: 10.1016/j.intacc.2013.10.004.
• Cheung, Adrian (Wai Kong) & Roca, Eduardo, 2013, "The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 51-65, DOI: 10.1016/j.asieco.2012.08.002.
• Bhaduri, Saumitra N. & Mahapatra, Siddharth D., 2013, "Applying an alternative test of herding behavior: A case study of the Indian stock market," Journal of Asian Economics, Elsevier, volume 25, issue C, pages 43-52, DOI: 10.1016/j.asieco.2013.02.001.
• Gu, Lulu & Reed, W. Robert, 2013, "Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 28-40, DOI: 10.1016/j.asieco.2013.04.009.

2012

• Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2012, "On the Effects of Private Information on Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-08, 02.
• Stig V. Møller & Jesper Rangvid, 2012, "End-of-the-year economic growth and time-varying expected returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-42, Oct.
• Robert F. Engle & Martin Klint Hansen & Asger Lunde, 2012, "And Now, The Rest of the News: Volatility and Firm Specific News Arrival," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-56, Dec.
• Mehmet Yazıcı & Erkut Baloğlu, 2012, "Information Sharing in Property Appraisal to Reduce Collateral Risk in Banking," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 27, issue 97, pages 38-62, October.
• Stephen Morris & Hyun Song Shin, 2012, "Contagious Adverse Selection," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 1-21, January.
• Adrián Fernández-Pérez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2012, "Genetic algorithm for arbitrage with more than three currencies," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-04, Jul.
• Anya Khanthavit & Natachai Boonyaprapatsara & Arunsri Saechung, 2012, "Evolving Market Efficiency of Thailand’s Stock Market (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 19, issue 1, pages 46-67, June.
• Li-Chiu Chi, 2012, "Price Reactions to the Announcement of the Cross-Strait Economic Cooperation Framework Agreement," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 58, issue 3, pages 213-221, DOI: 10.3790/aeq.58.3.213.
• Anke Kablau & Michael Wedow, 2012, "Gauging the Impact of a Low Interest Rate Environment on German Life Insurers," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 58, issue 4, pages 279-298, DOI: 10.3790/aeq.58.4.279.
• Irwin, Scott H., 2012, "Does the Masters Hypothesis Explain Recent Food Price Spikes?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126877, DOI: 10.22004/ag.econ.126877.
• Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2012, "Information Demand and Agriculture Commodity Prices," 2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks, number 144973, Sep, DOI: 10.22004/ag.econ.144973.
• Cordier, Jean & Gohin, Alexandre, 2012, "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 207989, DOI: 10.22004/ag.econ.207989.
• Irwin, Scott H. & Sanders, Dwight R., 2012, "Financialization and Structural Change in Commodity Futures Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 44, issue 3, pages 1-26, August, DOI: 10.22004/ag.econ.130280.
• Irwin, Scott H., 2012, "Does the Masters Hypothesis Explain Recent Food Price Spikes?," Working Papers, Structure and Performance of Agriculture and Agri-products Industry (SPAA), number 126944, Jun, DOI: 10.22004/ag.econ.126944.
• Ana Preda, 2012, "Considerations Regarding Eu Life Insurance Market," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 128-133.
• Camelia Oprean, 2012, "A Behavioral Finance Perspective Of The Efficient Market Hypothesis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 159-164.
• Bogdan Ion Boldea & Emilian Lucian Neacsu, 2012, "Sustainability Of The Financial Transaction Tax: Decision And Uncertainty," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 187-194.
• Maria-Lenuta CIUPAC-ULICI, 2012, "Do structural break tests identify capital increase?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 114-120, December.
• Ioan TRENCA & Eva DEZSI, 2012, "Financial contagion on the Romanian stock market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 27-36, December.
• Ioan Alin NISTOR & Maria-Lenuta CIUPAC-ULICI & Mircea-Cristian GHERMAN, 2012, "Stock markets liberalization affects volatility?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 45-51, December.
• Felicia Ramona Birău, 2012, "The Implications Of Liquidity Crises In The Context Of Emerging Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 189-193, April.
• Lambert, Philippe & Laurent, Sebastien & Veredas, David, 2012, "Testing conditional asymmetry: A residual-based approach," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012006, Jan.
• Iván Bélyácz, 2012, "Does intrinsic value still have a role in capital market pricing?," Society and Economy, Akadémiai Kiadó, Hungary, volume 34, issue 1, pages 95-113, April.
• Xuguang Sheng & Orie Barron & Maya Thevenot, 2012, "Information Environment and the Cost of Capital: A New Approach," Working Papers, American University, Department of Economics, number 2012-12, DOI: 10.17606/8y8r-1225.
• Roberto Tatiwa Ferreira & Savio de Melo Zachis, 2012, "Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 1, pages 15-34.
• Henry T.C. Hu, 2012, "Efficient Markets and the Law: A Predictable Past and an Uncertain Future," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 179-214, October.
• Hamid Mehran & Lindsay Mollineaux, 2012, "Corporate Governance of Financial Institutions," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 215-232, October.
• Martin Cherkes, 2012, "Closed-End Funds: A Survey," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 431-445, October.
• Robert Litzenberger & Jeff Castura & Richard Gorelick, 2012, "The Impacts of Automation and High Frequency Trading on Market Quality," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 59-98, October.
• Akihiko Noda, 2012, "A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan," Papers, arXiv.org, number 1207.1842, Jul, revised Jan 2016.
• Massier, Philipp & Römer, Daniel, 2012, "On the Obligation to Provide Environmental Information in the 21st Century – Empirical Evidence from Germany," Working Papers, University of Heidelberg, Department of Economics, number 0524, Mar.
• Gino Gandolfi & Massimo Regalli & Maria Cristina Arcuri, 2012, "The long-run performance of Italian Ipos: the case of banking firms," BANCARIA, Bancaria Editrice, volume 2, pages 17-29, February.
• Roberto Ruozi, 2012, "Equity prices, corporate information or random walk?," BANCARIA, Bancaria Editrice, volume 7, pages 76-85, August.
• Simone Francesco Fioravanti & Monica Gentile, 2012, "The impact of market fragmentation on the liquidity of European Stock Exchanges," BANCARIA, Bancaria Editrice, volume 9, pages 23-40, September.
• Mario La Torre & Fabiomassimo Mango, 2012, "Asset-backed securitisation and financial stability: the downgrading delay effect," BANCARIA, Bancaria Editrice, volume 9, pages 54-67, September.
• Tarcisio da Gra?a, 2012, "Distribution of Underpricing in Privatization Auctions: Evidence from an Event Study," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 1-19, August.
• Samih Antoine Azar, 2012, "Determinants of Cyclical Aggregate Dividend Behavior," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 71-78, August.
• Lutz G. Arnold & Stephan Brunner, 2012, "Is Rational Speculation in the Presence of Positive Feedback Traders Destabilizing?," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 119, Jun.
• Scott Hendry, 2012, "Central Bank Communication or the Media’s Interpretation: What Moves Markets?," Staff Working Papers, Bank of Canada, number 12-9, DOI: 10.34989/swp-2012-9.
• Olha Zadorozhna, 2012, "How much do the neighbors pay? Economic costs of international gas disputes," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 48.
• Alessandro Borin & Virginia Di Nino, 2012, "The role of financial investments in agricultural commodity derivatives markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 849, Jan.
• Carlos León & Karen Leiton & Alejandro Reveiz, 2012, "Investment horizon dependent CAPM: Adjusting beta for long-term dependence," Borradores de Economia, Banco de la Republica de Colombia, number 730, Aug, DOI: 10.32468/be.730.
• Kristoffer P. Nimark, 2015, "Speculative Dynamics in the Term Structure of Interest Rates," Working Papers, Barcelona School of Economics, number 430, Sep.
• Pei Kuang, 2012, "Comment on Assenza and Berardi "Learning in a Credit Economy" (2009, JEDC)," Discussion Papers, Department of Economics, University of Birmingham, number 13-06, Dec.
• Bernd Hayo & Matthias Neuenkirch, 2012, "Domestic Or U.S. News: What Drives Canadian Financial Markets?," Economic Inquiry, Western Economic Association International, volume 50, issue 3, pages 690-706, July, DOI: j.1465-7295.2010.00358.x.
• Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann, 2012, "Tiebreaker: Certification and Multiple Credit Ratings," Journal of Finance, American Finance Association, volume 67, issue 1, pages 113-152, February, DOI: j.1540-6261.2011.01709.x.
• Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman, 2012, "Individual Investor Trading and Return Patterns around Earnings Announcements," Journal of Finance, American Finance Association, volume 67, issue 2, pages 639-680, April, DOI: j.1540-6261.2012.01727.x.
• Lubos Pástor & Pietro Veronesi, 2012, "Uncertainty about Government Policy and Stock Prices," Journal of Finance, American Finance Association, volume 67, issue 4, pages 1219-1264, August, DOI: j.1540-6261.2012.01746.x.
• Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2012, "The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value," Journal of Finance, American Finance Association, volume 67, issue 5, pages 1943-1977, October, DOI: j.1540-6261.2012.01776.x.
• Alessio Anzuini & Fabio Fornari, 2012, "Macroeconomic Determinants of Carry Trade Activity," Review of International Economics, Wiley Blackwell, volume 20, issue 3, pages 468-488, August, DOI: j.1467-9396.2012.01034.x.
• OPREAN Camelia & BRATIAN Vasile, 2012, "Financial Market Tests Of Informational Efficiency: The Case Of Emergent Markets," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 65, issue 6, pages 57-82.
• Johan Almenberg & Artashes Karapetyan, 2012, "The hidden costs of hidden debt," Working Paper, Norges Bank, number 2011/22, Jan.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012, "Identifying cross-sided liquidity externalities," Working Paper, Norges Bank, number 2012/20, Dec.
• Ichiro Muto, 2012, "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-10, Dec.
• M. Castellani & P. Pattitoni & R. Patuelli, 2012, "Event Clustering and Abnormal Returns: Reassessing the Informational Value of Bets," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp817, Mar.
• R. Cesari & M. Marzo & P. Zagaglia, 2012, "Effective Trade Execution," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp836, Jun.
• Hatice Dogukanli & Gamze Vural & Bahadir Ergun, 2012, "Using Various Portfolio Formation and Test Periods: An Examination of Overreaction in ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 49, pages 1-18.
• Rasim Ozcan, 2012, "An Analysis of Manipulation Strategies in Stock Markets," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 49, pages 19-37.
• Nelson Ferreira Fonseca & Wagner Moura Lamounier & Aureliano Angel Bressan, 2012, "Abnormal Returns in the Ibovespa Using Models for High-Frequency Data," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 2, pages 243-265.
• Pradosh Simlai, 2012, "Endogenous Information, Risk Characterization, and the Predictability of Average Stock Returns," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 3, pages 291-315.
• Jean-Yves Filbien & Fabien Labondance, 2012, "Reactions Des Marches D’Actions De La Zone Euro Aux Annonces Non Anticipees De La Bce," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 55, issue 2, pages 179-204.
• Christophe Boya, 2012, "Information & efficience : 40 ans de recherche," Innovations, De Boeck Université, volume 0, issue 3, pages 191-224.
• Fabrice Riva, 2012, "Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 37-48.
• Walther, A., 2012, "Asset price manipulation with several traders," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1242, Oct.
• Lulu Gu & W. Robert Reed, 2012, "Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/08, Apr.
• Warwick Anderson, 2012, "Dealing with Trading Thinness in Event Studies: An Improved Trade-to-Trade Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/18, Dec.
• N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2012, "Weather Shocks, Spot and Futures Agricultural Commodity Prices- An Analysis for India," Working papers, Centre for Development Economics, Delhi School of Economics, number 219, Sep.
• Muendler, Marc-Andreas, 2005, "Rational Information Choice in Financial Market Equilibrium," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5q4764nj, Mar.
• Muendler, Marc-Andreas, 2004, "The Existence of Informationally Efficient Markets When Individuals Are Rational," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5tf543q2, Aug.
• Elliott, Graham & ITO, TAKATOSHI, 1998, "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5wm0q8mz, Feb.
• Engle, Robert F, 1999, "Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6rp7g17q, Feb.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012, "Prediction Markets for Economic Forecasting," CESifo Working Paper Series, CESifo, number 3884.
• Simon Luechinger & Christoph Moser, 2012, "The Value of the Revolving Door: Political Appointees and the Stock Market," CESifo Working Paper Series, CESifo, number 3921.
• Ana Babus & Péter Kondor, 2012, "Trading and Information Diffusion in Over-the-Counter Markets," CEU Working Papers, Department of Economics, Central European University, number 2012_19, Aug, revised 09 Dec 2012.
• Paulo Jorge Silveira Ferreira, 2012, "Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2012_24.
• Hitoshi Matsushima, 2009, "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-144, Jan.
• Hitoshi Matsushima, 2012, "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-285, Aug.
• Mathieu Bédard, 2012, "Informational Contagion and the Entrepreneurial Production of Informational Remedies," CAE Working Papers, Aix-Marseille Université, CERGAM, number 96, Feb, revised Mar 2013.
• Rattana Charussaengsuriya & Tawewan Tharnpipat, 2012, "Technical analysis of stock prices using Elliot wave theory and Fibonacci number," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 1, issue 1, pages 91-102, March.
• Paul R. Masson, 2012, "Fiscal asymmetries and the survival of the euro zone," International Economics, CEPII research center, issue 129, pages 5-29.
• Walid Mensi & Chaker Alaoui & Khuong Nguyen, 2012, "Crude oil market efficiency: An empirical investigation via the Shannon entropy," International Economics, CEPII research center, issue 129, pages 119-137.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2012, "A Theory of Asset Prices Based on Heterogeneous Information," Levine's Working Paper Archive, David K. Levine, number 786969000000000347, Jan.
• Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012, "Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 5.
• Carlos Le�n & Karen Leiton & Alejandro Reveiz, 2012, "Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence," Borradores de Economia, Banco de la Republica, number 9909, Aug.
• Freddy H. CASTRO, 2012, "Senales de política monetaria y movimientos en la estructura a plazo de la tasa de interés en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 9908, Jun.
• Alejandro Arregoces Castillo & Andr�s Fernando JOLA SANCHEZ & Diana Margarita QUINTERO CUELLO & Lady Didiana VELASQUEZ HENAO, 2012, "Bases para el análisis de la eficiencia y la efectividad de la inversión pública en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 10096, Oct.
• Elizabeth T. Arroyave C. & Diego A. Agudelo R., 2012, "Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente: caso colombiano 1999-2007," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10656, Nov.
• Edmundo R. Lizarzaburu & Luis Berggrun & Julio Quispe, 2012, "Gestión de riesgos financieros. Experiencia en un banco latinoamericano," Estudios Gerenciales, Universidad Icesi.
• Ángel E. Martínez Gámez, 2012, "Desarrollo financiero y crecimiento económico en Venezuela: un modelo econométrico para el período 1963-2008," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 19, pages 113-137.
• Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis, 2012, "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8743, Jan.
• Hau, Harald & Lai, Sandy, 2012, "The Role of Equity Funds in the Financial Crisis Propagation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8819, Feb.
• Hau, Harald & Lai, Sandy, 2012, "Real Effects of Stock Underpricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8820, Feb.
• Patton, Andrew & Streatfield, Michael, 2012, "Change You Can Believe In? Hedge Fund Data Revisions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8898, Mar.
• Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2012, "Prediction Markets for Economic Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9059, Jul.
• Schürhoff, Norman & Chen, Zhihua & Lookman, Aziz & Seppi, Duane J, 2012, "Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9108, Aug.
• Nagel, Stefan, 2012, "Empirical Cross-Sectional Asset Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9227, Nov.
• Yoichi Otsubo & Theoharry Grammatikos & Thorsten Lehnert, 2012, "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-14.
• Yoichi Otsubo, 2012, "Price Discovery of Tokyo-New York Cross-listed Stocks," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-5.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2012, "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Working Papers, Purdue University, Department of Consumer Sciences, number 1012, Mar.
• Faias, Marta & Luque, Jaime, 2012, "Endogenous bourse structures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1106, Apr.
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• Irwin, Scott H. & Sanders, Dwight R., 2012, "Financialization and Structural Change in Commodity Futures Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 44, issue 3, pages 371-396, August.
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