Research classified by Journal of Economic Literature (JEL) codes

2012

• Mugwagwa, Tafadzwa & Ramiah, Vikash & Naughton, Tony & Moosa, Imad, 2012, "The efficiency of the buy-write strategy: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 305-328, DOI: 10.1016/j.intfin.2011.10.001.
• Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki, 2012, "Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 381-394, DOI: 10.1016/j.intfin.2011.12.002.
• Truong, Cameron & Corrado, Charles & Chen, Yangyang, 2012, "The options market response to accounting earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 423-450, DOI: 10.1016/j.intfin.2012.01.006.
• Watson, John & Wickramanayake, J., 2012, "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 451-472, DOI: 10.1016/j.intfin.2012.02.001.
• Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk, 2012, "The impact of monetary policy decisions on stock returns: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 487-507, DOI: 10.1016/j.intfin.2012.02.003.
• Tajaddini, Reza & Crack, Timothy Falcon, 2012, "Do momentum-based trading strategies work in emerging currency markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 521-537, DOI: 10.1016/j.intfin.2012.02.002.
• Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil, 2012, "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 589-608, DOI: 10.1016/j.intfin.2012.03.001.
• Smales, Lee A., 2012, "30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 1006-1023, DOI: 10.1016/j.intfin.2011.12.004.
• Christopher, Rachel & Kim, Suk-Joong & Wu, Eliza, 2012, "Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 1070-1089, DOI: 10.1016/j.intfin.2012.01.003.
• Bangassa, Kenbata & Su, Chen & Joseph, Nathan L., 2012, "Selectivity and timing performance of UK investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1149-1175, DOI: 10.1016/j.intfin.2012.06.001.
• Doyle, John R. & Chen, Catherine Huirong, 2012, "A multidimensional classification of market anomalies: Evidence from 76 price indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1237-1257, DOI: 10.1016/j.intfin.2012.07.003.
• Alsayed, Hamad & McGroarty, Frank, 2012, "Arbitrage and the Law of One Price in the market for American depository receipts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1258-1276, DOI: 10.1016/j.intfin.2012.07.002.
• Jorgensen, Bjorn & Li, Jing & Sadka, Gil, 2012, "Earnings dispersion and aggregate stock returns," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 1-20, DOI: 10.1016/j.jacceco.2011.06.001.
• Armstrong, Christopher S. & Balakrishnan, Karthik & Cohen, Daniel, 2012, "Corporate governance and the information environment: Evidence from state antitakeover laws," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 185-204, DOI: 10.1016/j.jacceco.2011.06.005.
• Battalio, Robert H. & Lerman, Alina & Livnat, Joshua & Mendenhall, Richard R., 2012, "Who, if anyone, reacts to accrual information?," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 205-224, DOI: 10.1016/j.jacceco.2011.06.007.
• Kross, William J. & Suk, Inho, 2012, "Does Regulation FD work? Evidence from analysts' reliance on public disclosure," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 225-248, DOI: 10.1016/j.jacceco.2011.11.004.
• Johnston, Rick & Leone, Andrew J. & Ramnath, Sundaresh & Yang, Ya-wen, 2012, "14-Week quarters," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 271-289, DOI: 10.1016/j.jacceco.2011.06.003.
• Landsman, Wayne R. & Maydew, Edward L. & Thornock, Jacob R., 2012, "The information content of annual earnings announcements and mandatory adoption of IFRS," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 34-54, DOI: 10.1016/j.jacceco.2011.04.002.
• Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2012, "The implied cost of capital: A new approach," Journal of Accounting and Economics, Elsevier, volume 53, issue 3, pages 504-526, DOI: 10.1016/j.jacceco.2011.12.001.
• Chakrabarty, Bidisha & Moulton, Pamela C., 2012, "Earnings announcements and attention constraints: The role of market design," Journal of Accounting and Economics, Elsevier, volume 53, issue 3, pages 612-634, DOI: 10.1016/j.jacceco.2012.01.001.
• Fu, Renhui & Kraft, Arthur & Zhang, Huai, 2012, "Financial reporting frequency, information asymmetry, and the cost of equity," Journal of Accounting and Economics, Elsevier, volume 54, issue 2, pages 132-149, DOI: 10.1016/j.jacceco.2012.07.003.
• Baur, Dirk G., 2012, "Financial contagion and the real economy," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2680-2692, DOI: 10.1016/j.jbankfin.2011.05.019.
• Yao, Yaqiong, 2012, "Momentum, contrarian, and the January seasonality," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2757-2769, DOI: 10.1016/j.jbankfin.2011.12.004.
• Fender, Ingo & Hayo, Bernd & Neuenkirch, Matthias, 2012, "Daily pricing of emerging market sovereign CDS before and during the global financial crisis," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2786-2794, DOI: 10.1016/j.jbankfin.2012.06.017.
• He, Hui & Yang, Jiawen, 2012, "Day and night returns of Chinese ADRs," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2795-2803, DOI: 10.1016/j.jbankfin.2012.06.016.
• Moshirian, Fariborz & Nguyen, Huong Giang (Lily) & Pham, Peter Kien, 2012, "Overnight public information, order placement, and price discovery during the pre-opening period," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2837-2851, DOI: 10.1016/j.jbankfin.2012.06.012.
• Cenesizoglu, Tolga & Timmermann, Allan, 2012, "Do return prediction models add economic value?," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 2974-2987, DOI: 10.1016/j.jbankfin.2012.06.008.
• Yamamoto, Ryuichi, 2012, "Intraday technical analysis of individual stocks on the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3033-3047, DOI: 10.1016/j.jbankfin.2012.07.006.
• Jank, Stephan, 2012, "Mutual fund flows, expected returns, and the real economy," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3060-3070, DOI: 10.1016/j.jbankfin.2012.07.004.
• Armitage, Seth & Chakravarty, Shanti P. & Hodgkinson, Lynn & Wells, Jo, 2012, "Are there arbitrage gaps in the UK gilt strips market?," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3080-3090, DOI: 10.1016/j.jbankfin.2012.07.001.
• Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2012, "Stock salience and the asymmetric market effect of consumer sentiment news," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3289-3301, DOI: 10.1016/j.jbankfin.2012.07.019.
• Bönte, Werner & Filipiak, Ute, 2012, "Financial literacy, information flows, and caste affiliation: Empirical evidence from India," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3399-3414, DOI: 10.1016/j.jbankfin.2012.07.028.
• Wu, Xueping & Au Yeung, Chau Kin, 2012, "Firm growth type and capital structure persistence," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3427-3443, DOI: 10.1016/j.jbankfin.2012.08.008.
• Szafarz, Ariane, 2012, "Financial crises in efficient markets: How fundamentalists fuel volatility," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 105-111, DOI: 10.1016/j.jbankfin.2011.06.008.
• Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S., 2012, "Libor manipulation?," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 136-150, DOI: 10.1016/j.jbankfin.2011.06.014.
• Blau, Benjamin M. & Wade, Chip, 2012, "Informed or speculative: Short selling analyst recommendations," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 14-25, DOI: 10.1016/j.jbankfin.2011.06.001.
• Shynkevich, Andrei, 2012, "Performance of technical analysis in growth and small cap segments of the US equity market," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 193-208, DOI: 10.1016/j.jbankfin.2011.07.001.
• Zhang, Andrew Jianzhong, 2012, "Distress risk premia in expected stock and bond returns," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 225-238, DOI: 10.1016/j.jbankfin.2011.07.007.
• Elder, John & Miao, Hong & Ramchander, Sanjay, 2012, "Impact of macroeconomic news on metal futures," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 51-65, DOI: 10.1016/j.jbankfin.2011.06.007.
• de Groot, Wilma & Huij, Joop & Zhou, Weili, 2012, "Another look at trading costs and short-term reversal profits," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 371-382, DOI: 10.1016/j.jbankfin.2011.07.015.
• Yan, Yuxing & Zhang, Shaojun, 2012, "An improved estimation method and empirical properties of the probability of informed trading," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 454-467, DOI: 10.1016/j.jbankfin.2011.08.003.
• Bajo, Emanuele & Barbi, Massimiliano, 2012, "The role of time value in convertible bond call policy," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 550-563, DOI: 10.1016/j.jbankfin.2011.09.004.
• Rittler, Daniel, 2012, "Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 774-785, DOI: 10.1016/j.jbankfin.2011.09.009.
• Białkowski, Jędrzej & Etebari, Ahmad & Wisniewski, Tomasz Piotr, 2012, "Fast profits: Investor sentiment and stock returns during Ramadan," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 835-845, DOI: 10.1016/j.jbankfin.2011.09.014.
• Iannotta, Giuliano & Navone, Marco, 2012, "The cross-section of mutual fund fee dispersion," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 846-856, DOI: 10.1016/j.jbankfin.2011.09.013.
• Chalamandaris, Georgios & Rompolis, Leonidas S., 2012, "Exploring the role of the realized return distribution in the formation of the implied volatility smile," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1028-1044, DOI: 10.1016/j.jbankfin.2011.10.016.
• Berger, Dave & Turtle, H.J., 2012, "Cross-sectional performance and investor sentiment in a multiple risk factor model," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1107-1121, DOI: 10.1016/j.jbankfin.2011.11.001.
• Klößner, Stefan & Becker, Martin & Friedmann, Ralph, 2012, "Modeling and measuring intraday overreaction of stock prices," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1152-1163, DOI: 10.1016/j.jbankfin.2011.11.005.
• Attig, Najah & Cleary, Sean & El Ghoul, Sadok & Guedhami, Omrane, 2012, "Institutional investment horizon and investment–cash flow sensitivity," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1164-1180, DOI: 10.1016/j.jbankfin.2011.11.015.
• Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A., 2012, "Earnings conference calls and stock returns: The incremental informativeness of textual tone," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 992-1011, DOI: 10.1016/j.jbankfin.2011.10.013.
• Lian, Qin & Wang, Qiming, 2012, "Acquisition valuations of withdrawn IPOs: When IPO plans turn into mergers," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1424-1436, DOI: 10.1016/j.jbankfin.2011.12.008.
• Jordan, Bradford D. & Liu, Mark H. & Wu, Qun, 2012, "Do investment banks listen to their own analysts?," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1452-1463, DOI: 10.1016/j.jbankfin.2011.12.010.
• Min, Byoung-Kyu & Kim, Tong Suk, 2012, "Are good-news firms riskier than bad-news firms?," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1528-1535, DOI: 10.1016/j.jbankfin.2011.12.017.
• Dungey, Mardi & Hvozdyk, Lyudmyla, 2012, "Cojumping: Evidence from the US Treasury bond and futures markets," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1563-1575, DOI: 10.1016/j.jbankfin.2012.01.005.
• McQueen, Grant & Stenkrona, Anders, 2012, "The home-institution bias," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1627-1638, DOI: 10.1016/j.jbankfin.2012.01.011.
• Vlastakis, Nikolaos & Markellos, Raphael N., 2012, "Information demand and stock market volatility," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1808-1821, DOI: 10.1016/j.jbankfin.2012.02.007.
• Huang, Alex YiHou, 2012, "Asymmetric dynamics of stock price continuation," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1839-1855, DOI: 10.1016/j.jbankfin.2012.02.005.
• Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012, "An alternative three-factor model for international markets: Evidence from the European Monetary Union," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1857-1864, DOI: 10.1016/j.jbankfin.2012.02.001.
• Levy, Tamir & Yagil, Joseph, 2012, "The week-of-the-year effect: Evidence from around the globe," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1963-1974, DOI: 10.1016/j.jbankfin.2012.03.004.
• Marsh, Ian W. & Payne, Richard, 2012, "Banning short sales and market quality: The UK’s experience," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1975-1986, DOI: 10.1016/j.jbankfin.2012.03.005.
• Chen, Yifan & Zhao, Huainan, 2012, "Informed trading, information uncertainty, and price momentum," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2095-2109, DOI: 10.1016/j.jbankfin.2012.03.016.
• Hong, Yongmiao & Lin, Hai & Wu, Chunchi, 2012, "Are corporate bond market returns predictable?," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2216-2232, DOI: 10.1016/j.jbankfin.2012.04.001.
• Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George, 2012, "Volatility spillovers and the effect of news announcements," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2260-2273, DOI: 10.1016/j.jbankfin.2012.04.006.
• Choy, Siu Kai & Wei, Jason, 2012, "Option trading: Information or differences of opinion?," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2299-2322, DOI: 10.1016/j.jbankfin.2012.04.010.
• Hayunga, Darren K. & Holowczak, Richard D. & Lung, Peter P. & Nishikawa, Takeshi, 2012, "Derivatives traders’ reaction to mispricing in the underlying equity," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2438-2454, DOI: 10.1016/j.jbankfin.2012.04.018.
• Kelly, David L. & Letson, David & Nelson, Forrest & Nolan, David S. & Solís, Daniel, 2012, "Evolution of subjective hurricane risk perceptions: A Bayesian approach," Journal of Economic Behavior & Organization, Elsevier, volume 81, issue 2, pages 644-663, DOI: 10.1016/j.jebo.2011.10.004.
• Blackburn, Keith & Bose, Niloy & Capasso, Salvatore, 2012, "Tax evasion, the underground economy and financial development," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 2, pages 243-253, DOI: 10.1016/j.jebo.2012.05.019.
• LeBaron, Blake, 2012, "Heterogeneous gain learning and the dynamics of asset prices," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 424-445, DOI: 10.1016/j.jebo.2012.03.003.
• Lin, Shengle & Rassenti, Stephen, 2012, "Are under- and over-reaction the same matter? Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 84, issue 1, pages 39-61, DOI: 10.1016/j.jebo.2012.07.004.
• Elshahat, A. & Parhizgari, Ali & Hong, Liang, 2012, "The information content of the Banking Regulatory Agencies and the Depository Credit Intermediation Institutions," Journal of Economics and Business, Elsevier, volume 64, issue 1, pages 90-104, DOI: 10.1016/j.jeconbus.2011.06.003.
• Ding, Liang & Pu, Xiaoling, 2012, "Market linkage and information spillover: Evidence from pre-crisis, crisis, and recovery periods," Journal of Economics and Business, Elsevier, volume 64, issue 2, pages 145-159, DOI: 10.1016/j.jeconbus.2011.11.001.
• Du, Ding & Denning, Karen & Zhao, Xiaobing, 2012, "Real aggregate activity and stock returns," Journal of Economics and Business, Elsevier, volume 64, issue 5, pages 323-337, DOI: 10.1016/j.jeconbus.2012.06.002.
• Luo, Guo Ying, 2012, "Conservative traders, natural selection and market efficiency," Journal of Economic Theory, Elsevier, volume 147, issue 1, pages 310-335, DOI: 10.1016/j.jet.2011.10.016.
• Makarov, Igor & Rytchkov, Oleg, 2012, "Forecasting the forecasts of others: Implications for asset pricing," Journal of Economic Theory, Elsevier, volume 147, issue 3, pages 941-966, DOI: 10.1016/j.jet.2012.01.020.
• Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2012, "Optimal clearing arrangements for financial trades," Journal of Financial Economics, Elsevier, volume 103, issue 1, pages 189-203, DOI: 10.1016/j.jfineco.2011.08.008.
• Kaniel, Ron & Ozoguz, Arzu & Starks, Laura, 2012, "The high volume return premium: Cross-country evidence," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 255-279, DOI: 10.1016/j.jfineco.2011.08.012.
• Edelen, Roger M. & Kadlec, Gregory B., 2012, "Delegated trading and the speed of adjustment in security prices," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 294-307, DOI: 10.1016/j.jfineco.2010.11.008.
• Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal, 2012, "Do arbitrageurs amplify economic shocks?," Journal of Financial Economics, Elsevier, volume 103, issue 3, pages 454-470, DOI: 10.1016/j.jfineco.2011.10.007.
• Qiu, Jiaping & Yu, Fan, 2012, "Endogenous liquidity in credit derivatives," Journal of Financial Economics, Elsevier, volume 103, issue 3, pages 611-631, DOI: 10.1016/j.jfineco.2011.10.010.
• Shive, Sophie, 2012, "Local investors, price discovery, and market efficiency," Journal of Financial Economics, Elsevier, volume 104, issue 1, pages 145-161, DOI: 10.1016/j.jfineco.2011.12.003.
• Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012, "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 272-287, DOI: 10.1016/j.jfineco.2011.11.002.
• Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012, "The short of it: Investor sentiment and anomalies," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 288-302, DOI: 10.1016/j.jfineco.2011.12.001.
• Mendel, Brock & Shleifer, Andrei, 2012, "Chasing noise," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 303-320, DOI: 10.1016/j.jfineco.2011.02.018.
• Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T., 2012, "IQ, trading behavior, and performance," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 339-362, DOI: 10.1016/j.jfineco.2011.05.016.
• Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi, 2012, "Measuring investor sentiment with mutual fund flows," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 363-382, DOI: 10.1016/j.jfineco.2010.08.018.
• Cohen, Lauren & Lou, Dong, 2012, "Complicated firms," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 383-400, DOI: 10.1016/j.jfineco.2011.08.006.
• Li, Jun & Yu, Jianfeng, 2012, "Investor attention, psychological anchors, and stock return predictability," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 401-419, DOI: 10.1016/j.jfineco.2011.04.003.
• Friewald, Nils & Jankowitsch, Rainer & Subrahmanyam, Marti G., 2012, "Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 18-36, DOI: 10.1016/j.jfineco.2012.02.001.
• Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S., 2012, "Do foreigners facilitate information transmission in emerging markets?," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 209-227, DOI: 10.1016/j.jfineco.2012.01.001.
• Driessen, Joost & Van Hemert, Otto, 2012, "Pricing of commercial real estate securities during the 2007–2009 financial crisis," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 37-61, DOI: 10.1016/j.jfineco.2012.02.006.
• Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A., 2012, "Understanding commonality in liquidity around the world," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 82-112, DOI: 10.1016/j.jfineco.2011.12.008.
• Engelberg, Joseph E. & Reed, Adam V. & Ringgenberg, Matthew C., 2012, "How are shorts informed?," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 260-278, DOI: 10.1016/j.jfineco.2012.03.001.
• Brennan, Michael J. & Chordia, Tarun & Subrahmanyam, Avanidhar & Tong, Qing, 2012, "Sell-order liquidity and the cross-section of expected stock returns," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 523-541, DOI: 10.1016/j.jfineco.2012.04.006.
• Kim, Chansog (Francis) & Pantzalis, Christos & Chul Park, Jung, 2012, "Political geography and stock returns: The value and risk implications of proximity to political power," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 196-228, DOI: 10.1016/j.jfineco.2012.05.007.
• Johnson, Travis L. & So, Eric C., 2012, "The option to stock volume ratio and future returns," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 262-286, DOI: 10.1016/j.jfineco.2012.05.008.
• Grundy, Bruce D. & Lim, Bryan & Verwijmeren, Patrick, 2012, "Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2012.05.013.
• Bajgrowicz, Pierre & Scaillet, Olivier, 2012, "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 473-491, DOI: 10.1016/j.jfineco.2012.06.001.
• García, Diego & Norli, Øyvind, 2012, "Geographic dispersion and stock returns," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 547-565, DOI: 10.1016/j.jfineco.2012.06.007.
• Maio, Paulo & Santa-Clara, Pedro, 2012, "Multifactor models and their consistency with the ICAPM," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 586-613, DOI: 10.1016/j.jfineco.2012.07.001.
• Savor, Pavel G., 2012, "Stock returns after major price shocks: The impact of information," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 635-659, DOI: 10.1016/j.jfineco.2012.06.011.
• Kandel, Eugene & Rindi, Barbara & Bosetti, Luisella, 2012, "The effect of a closing call auction on market quality and trading strategies," Journal of Financial Intermediation, Elsevier, volume 21, issue 1, pages 23-49, DOI: 10.1016/j.jfi.2011.03.002.
• Allen, Linda & Gottesman, Aron A. & Peng, Lin, 2012, "The impact of joint participation on liquidity in equity and syndicated bank loan markets," Journal of Financial Intermediation, Elsevier, volume 21, issue 1, pages 50-78, DOI: 10.1016/j.jfi.2011.04.002.
• Laeven, Luc & Tong, Hui, 2012, "US monetary shocks and global stock prices," Journal of Financial Intermediation, Elsevier, volume 21, issue 3, pages 530-547, DOI: 10.1016/j.jfi.2012.02.002.
• Liu, Peng & Lu, Xiaomeng & Tang, Ke, 2012, "The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand," Journal of Housing Economics, Elsevier, volume 21, issue 3, pages 211-222, DOI: 10.1016/j.jhe.2012.05.003.
• Thapa, Chandra & Poshakwale, Sunil S., 2012, "Country-specific equity market characteristics and foreign equity portfolio allocation," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 189-211, DOI: 10.1016/j.jimonfin.2011.10.011.
• Spierdijk, Laura & Bikker, Jacob A. & van den Hoek, Pieter, 2012, "Mean reversion in international stock markets: An empirical analysis of the 20th century," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 228-249, DOI: 10.1016/j.jimonfin.2011.11.008.
• Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2012, "Price adjustment to news with uncertain precision," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 337-355, DOI: 10.1016/j.jimonfin.2011.11.013.
• Chan, Kalok & Covrig, Vicentiu, 2012, "What determines mutual fund trading in foreign stocks?," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 793-817, DOI: 10.1016/j.jimonfin.2012.01.003.
• In, Francis & Cui, Jin & Maharaj, Elizabeth Ann, 2012, "The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1106-1125, DOI: 10.1016/j.jimonfin.2011.12.013.
• Hauser, Florian & Huber, Jürgen, 2012, "Short-selling constraints as cause for price distortions: An experimental study," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1279-1298, DOI: 10.1016/j.jimonfin.2012.02.001.
• Ahmad, Rubi & Rhee, S. Ghon & Wong, Yuen Meng, 2012, "Foreign exchange market efficiency under recent crises: Asia-Pacific focus," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1574-1592, DOI: 10.1016/j.jimonfin.2012.02.016.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1607-1626, DOI: 10.1016/j.jimonfin.2012.03.003.
• Bowden, Mark P., 2012, "Information contagion within small worlds and changes in kurtosis and volatility in financial prices," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 553-566, DOI: 10.1016/j.jmacro.2012.01.003.
• Giannikos, Christos I., 2012, "Information Acquisition in the Presence of Asymmetries in Risk Aversion," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 1-9, DOI: 10.1016/j.jeca.2012.02.001.
• Choi, Jin W., 2012, "The Effectiveness of the Small Business Lending Fund (SBLF) Program During the 2007–2010 Financial Crisis," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 59-76, DOI: 10.1016/j.jeca.2012.02.004.
• Abreu, Margarida & Mendes, Victor, 2012, "Information, overconfidence and trading: Do the sources of information matter?," Journal of Economic Psychology, Elsevier, volume 33, issue 4, pages 868-881, DOI: 10.1016/j.joep.2012.04.003.
• Theofilakou, Nancy & Stournaras, Yannis, 2012, "Current account adjustments in OECD countries revisited: The role of the fiscal stance," Journal of Policy Modeling, Elsevier, volume 34, issue 5, pages 719-734, DOI: 10.1016/j.jpolmod.2011.12.001.
• Subadar Agathee, Ushad & Brooks, Chris & Sannassee, Raja Vinesh, 2012, "Hot and cold IPO markets: The case of the Stock Exchange of Mauritius," Journal of Multinational Financial Management, Elsevier, volume 22, issue 4, pages 168-192, DOI: 10.1016/j.mulfin.2012.06.004.
• Hakim, Tatiana & Lypny, Gregory & Bhabra, Harjeet S., 2012, "IPO lockup expiration in the Middle East and North Africa," Journal of Multinational Financial Management, Elsevier, volume 22, issue 5, pages 252-262, DOI: 10.1016/j.mulfin.2012.06.005.
• Kim, Soon-Ho & Kim, Dongcheol & Shin, Hyun-Soo, 2012, "Evaluating asset pricing models in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 198-227, DOI: 10.1016/j.pacfin.2011.09.001.
• Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid, 2012, "Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 271-291, DOI: 10.1016/j.pacfin.2011.09.003.
• Bird, Ron & Yeung, Danny, 2012, "How do investors react under uncertainty?," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 310-327, DOI: 10.1016/j.pacfin.2011.10.001.
• Gao, Fox & Faff, Robert & Navissi, Farshid, 2012, "Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 363-377, DOI: 10.1016/j.pacfin.2011.11.002.
• Fan, Longzhen & Hu, Bill & Jiang, Christine, 2012, "Pricing and information content of block trades on the Shanghai Stock Exchange," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 378-397, DOI: 10.1016/j.pacfin.2011.11.004.
• Brailsford, Tim & Gaunt, Clive & O'Brien, Michael A., 2012, "The investment value of the value premium," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 416-437, DOI: 10.1016/j.pacfin.2011.12.008.
• Liu, Yong-Chin & Chen, Hsiang-Ju, 2012, "Economic conditions, lending competition, and evaluation effect of credit line announcements on borrowers," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 438-458, DOI: 10.1016/j.pacfin.2011.12.006.
• Akhigbe, Aigbe & Whyte, Ann Marie, 2012, "Does the use of stock incentives influence the payout policy of financial institutions?," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 63-71, DOI: 10.1016/j.qref.2011.12.003.
• Bohl, Martin T. & Essid, Badye & Siklos, Pierre L., 2012, "Do short selling restrictions destabilize stock markets? Lessons from Taiwan," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 198-206, DOI: 10.1016/j.qref.2012.02.001.
• Kao, Erin H. & Fung, Hung-Gay, 2012, "Intraday trading activities and volatility in round-the-clock futures markets," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 195-209, DOI: 10.1016/j.iref.2011.06.003.
• Alwathainani, Abdulaziz M., 2012, "Consistent winners and losers," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 210-220, DOI: 10.1016/j.iref.2011.05.009.
• Al-Khazali, Osamah M. & Pyun, Chong Soo & Kim, Daewon, 2012, "Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 221-231, DOI: 10.1016/j.iref.2011.07.002.
• Ding, Liang, 2012, "The Thursday effect of the forward premium puzzle," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 302-318, DOI: 10.1016/j.iref.2011.08.005.
• Hung, Weifeng & Chiao, Chaoshin & Liao, Tung Liang & Huang, Sheng-Tang, 2012, "R&D, risks and overreaction in a market with the absence of the book-to-market effect," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 11-24, DOI: 10.1016/j.iref.2011.08.006.
• Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012, "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 112-128, DOI: 10.1016/j.iref.2011.09.004.
• Khan, Walayet & Vieito, João Paulo, 2012, "Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 173-189, DOI: 10.1016/j.iref.2011.09.005.
• Bianconi, Marcelo & Yoshino, Joe A., 2012, "Firm Market Performance and Volatility in a National Real Estate Sector," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 230-253, DOI: 10.1016/j.iref.2011.11.002.
• Chen, Sichong, 2012, "The predictability of aggregate Japanese stock returns: Implications of dividend yield," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 284-304, DOI: 10.1016/j.iref.2011.10.009.
• Wang, Zi-Mei & Chiao, Chaoshin & Chang, Ya-Ting, 2012, "Technical analyses and order submission behaviors: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 109-128, DOI: 10.1016/j.iref.2011.12.002.
• Daher, Wassim & Karam, Fida & Mirman, Leonard J., 2012, "Insider trading with different market structures," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 143-154, DOI: 10.1016/j.iref.2012.01.008.
• Gong, Fuzhou & Liu, Hong, 2012, "Inside trading, public disclosure and imperfect competition," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 200-223, DOI: 10.1016/j.iref.2012.03.003.
• Wei, Peihwang & Yang, Xiaolou, 2012, "Do investors value REITs and Non-REITs differently?," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 295-302, DOI: 10.1016/j.iref.2012.04.005.
• Lin, Bing-Huei & Lin, Yueh-Neng & Chen, Yin-Jung, 2012, "Volatility risk premium decomposition of LIFFE equity options," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 315-326, DOI: 10.1016/j.iref.2012.04.002.
• Liu, Shinhua & Stowe, John D. & Hung, Ken, 2012, "Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 62-70, DOI: 10.1016/j.iref.2011.12.001.
• Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong, 2012, "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, Elsevier, volume 21, issue 4, pages 168-174, DOI: 10.1016/j.rfe.2012.06.001.
• Kurov, Alexander, 2012, "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, volume 21, issue 4, pages 175-187, DOI: 10.1016/j.rfe.2012.06.010.
• Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 317-333, DOI: 10.1016/j.ribaf.2012.01.003.
• Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Martina, Esteban & Ibarra-Valdez, Carlos, 2012, "Cyclical behavior of crude oil markets and economic recessions in the period 1986–2010," Technological Forecasting and Social Change, Elsevier, volume 79, issue 1, pages 47-58, DOI: 10.1016/j.techfore.2011.04.010.
• Stephanie Rendón de la Torre, 2012, "Estimación del coeficiente de Hurst con wavelets de índices accionarios de Turquía, Indonesia, México y Corea del Sur," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 6, issue 2, pages 27-50.
• Vayanos, Dimitri & Wang, Jiang, 2012, "Market liquidity - theory and empirical evidence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119044, Jul.
• Vayanos, Dimitri & Wang, Jiang, 2012, "Liquidity and asset returns under asymmetric information and imperfect competition," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119045, Jul.
• Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian & Wang, Yihui, 2012, "Is historical cost accounting a panacea? Market stress, incentive distortions, and gains trading," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119197, Feb.
• Edward J. Kane, 2012, "Ethical Failures in Regulating and Supervising the Pursuit of Safety Net Subsidies," Chapters, Edward Elgar Publishing, chapter 3, in: Kern Alexander & Rahul Dhumale, "Research Handbook on International Financial Regulation".
• Gutiérrez, Carlos & Sabater, Ana María, 2012, "Los convenios colectivos y la cotización a corto plazo de las empresas en la bolsa española," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 313, pages 195-225, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Annie bellier & Wafa Sayeh & Stéphanie Serve, 2012, "What lies behind credit rationing? A survey of the literature," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2012-39.
• Rodolfo Cermeño Bazán & M. Pavel Solís Montes, 2012, "Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 35-67, January-J.
• Tianyu Mo & Zhenlong Zheng & William T. Lin, 2012, "The shape of option implied volatility: a study based on market net demand pressure," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 1, pages 27-52, January, DOI: 10.1108/20441391211197447.
• Yonghong Tu & Xiao Tan, 2012, "Technology spillovers of FDI in ASEAN sourcing from local and abroad," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 1, pages 78-94, January, DOI: 10.1108/20441391211197465.
• Rongsheng Shi & Zhi Xu & Zhengrong Chen & Jing Huang, 2012, "Does attention affect individual investors' investment return?," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 2, pages 143-162, April, DOI: 10.1108/20441391211215824.
• Tian Liang, 2012, "Momentum and asymmetric information," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 3, pages 208-230, June, DOI: 10.1108/20441391211231015.
• Qin Lei & Murli Rajan & Xuewu Wang, 2012, "An empirical analysis of corporate insiders' trading performance," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 3, pages 246-264, June, DOI: 10.1108/20441391211231033.
• Qiang Chen & Daolun Chen & YuTing Gong, 2012, "An empirical analysis of dynamic relationship between stock market and bond market based on information shocks," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 3, pages 265-285, June, DOI: 10.1108/20441391211231042.
• Mansor H. Ibrahim, 2012, "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 5, issue 1, pages 25-34, March, DOI: 10.1108/17538391211216802.
• Clay M. Moffett & Robert Brooks & Jin Q. Jeon, 2012, "The efficacy of Regulation SHO in resolving naked shorts," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 20, issue 1, pages 72-98, February, DOI: 10.1108/13581981211199434.
• de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F., 2012, "Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2012-013, Sep.
• Madhuri Malhotra & M Thenmozhi & Arun Kumar Gopalaswamy, 2012, "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers, eSocialSciences, number id:4728, Jan.
• N R Bhanumurthy & Pami Dua & Lokendra Kumawat, 2012, "Weather Shocks, Spot And Futures Agricultural Commodity Prices: An Analysis For India," Working Papers, eSocialSciences, number id:5172, Nov.
• Peter S. Schmidt & Therese Werner, 2012, "Channeling the final Say in Politics," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 12/165, Aug.
• Jan Filáček & Branislav Saxa, 2012, "Central Bank Forecasts as a Coordination Device: Evidence from the Czech Republic," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 6, issue 3, pages 244-264, October.
• Kristýna Ivanková, 2012, "A Relative Efficiency Measure Based on Stock Market Index Data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/13, Jun, revised Jun 2012.
• Ventura, André & Garcia, Marcio Gomes Pinto, 2012, "Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 66, issue 1, March.
• Rasmus Fatum & Yohei Yamamoto, 2012, "Does foreign exchange intervention volume matter?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 115.
• Samuel Hanson & Jeremy C. Stein, 2012, "Monetary policy and long-term real rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-46.
• Andre Kurmann & Christopher Otrok, 2012, "News shocks and the slope of the term structure of interest rates," Working Papers, Federal Reserve Bank of St. Louis, number 2012-011, DOI: 10.20955/wp.2012.011.
• Hamid Mehran & Lindsay Mollineaux, 2012, "Corporate governance of financial institutions," Staff Reports, Federal Reserve Bank of New York, number 539.
• Marco Cipriani & Antonio Guarino, 2012, "Estimating a structural model of herd behavior in financial markets," Staff Reports, Federal Reserve Bank of New York, number 561.
• Jennie Bai & Thomas Philippon & Alexi Savov, 2012, "Have financial markets become more informative?," Staff Reports, Federal Reserve Bank of New York, number 578.
• Dimitri Vayanos & Jiang Wang, 2012, "Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition," FMG Discussion Papers, Financial Markets Group, number dp708, Jul.
• Dimitri Vayanos & Jiang Wang, 2012, "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers, Financial Markets Group, number dp709, Jul.
• Wallmeier, Martin, 2012, "Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 427, Aug.
• Wallmeier, Martin & Tauscher, Kathrin, 2012, "A Note on the Impact of Portfolio Overlapping in Tests of the Fama and French Three-Factor Model," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 433, Nov.
• Gmür, Markus & Gmür, Markus, 2012, "Bezahlte Freiwilligenarbeit - ein Widerspruch ?," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 434, Nov.
• Bosch, Patrick, 2012, "Value Relevance of the Fair Value Hierarchy of IFRS 7 in Europe - How reliable are mark-to-model Fair Values ?," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 439, Dec.
• Alexandr Abramov, 2012, "IPO1-SPO2 problems of the Russian companies," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 61-68, October.
• Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012, "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2012_11, Sep.
• Helder Sebastião, 2012, "The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-04, Mar.
• Yuko Hashimoto & Konstantin M. Wacker, 2012, "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 124, Sep.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012, "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673982, Feb.
• Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012, "Insider Trading With Product Differentiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00676502, Feb.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00747899, Sep.
• Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012, "News Trading and Speed," Post-Print, HAL, number hal-00713372, Jun.
• Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012, "News Trading and Speed," Post-Print, HAL, number hal-00713374, Mar.
• Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012, "News Trading and Speed," Post-Print, HAL, number hal-00713376, May.
• Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012, "News Trading and Speed," Post-Print, HAL, number hal-00713377, Apr.
• Hervé Stolowy & T. Jeanjean & M. Erkens, 2012, "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print, HAL, number hal-00715389.
• Hervé Stolowy & T. Jeanjean & M. Erkens, 2012, "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print, HAL, number hal-00715390.