Research classified by Journal of Economic Literature (JEL) codes

2013

• Tomasz Slonski & Bartosz Zawadzki, 2013, "Closing the value gap by the means of stock repurchase announcement – the case of Warsaw Stock Exchange," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 3, pages 56-68, October.
• Leszek Czapiewski, 2013, "Company size, book-to-market and momentum effects, and other deviations from the CAPM - evidence from the Warsaw stock exchange," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 3, pages 79-86, October.
• Milan Lakicevic & Yochanan Shachmurove & Milos Vulanovic, 2013, "On Mergers, Acquisitions and Liquidation Using Specified Purpose Acquisition Companies (SPACs)," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-013, Feb.
• Sherrill Shaffer & Tatyana Sokolyk, 2013, "Bank Loans to Newly Public Firms," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 16, issue 2, pages 33-56, Spring.
• Ramona Dumitriu & Razvan Stefanescu, 2013, "Gone Fishin’ Effects on the Bucharest Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 1, pages 107-116.
• Ana Preda & Mirela Monea, 2013, "How Affected Was World Insurance Market by Global Crisis?," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 2, pages 191-202.
• Ana Preda & Mirela Monea, 2013, "Comparative Analysis and the Place of Romania on Insurance Global Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 2, pages 203-212.
• Gilbert Nartea & Bo Hu & Baiding Hu, 2013, "Are there rational speculative bubbles in the Philippine stock market?," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 50, issue 1, pages 45-56, June.
• Cesar Rufino, 2013, "Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 50, issue 1, pages 57-82, June.
• Thomas Ashok & Luca Spataro & Mathew Nanditha, 2013, "Pension funds and Stock Market Volatility: An Empirical Analysis of OECD countries," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2013/162, Apr.
• Tarcisio da Graca & Robert Masson, 2013, "Corporate governance and abnormal returns from M&A: A structural analysis," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032013, Jul.
• Zawadzki, Krystian, 2013, "The impact of mega sports events on the stock markets," MPRA Paper, University Library of Munich, Germany, number 44467, Feb.
• Füllbrunn, Sascha & Rau, Holger & Weitzel, Utz, 2013, "Do ambiguity effects survive in experimental asset markets?," MPRA Paper, University Library of Munich, Germany, number 44700, Feb.
• SHAH, Syed Muhammad Noaman Ahmed & KEBEWAR, mazen, 2013, "US Corporate Bond Yield Spread: A default risk debate," MPRA Paper, University Library of Munich, Germany, number 44887, Mar.
• Nazarian, Rafik & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013, "Long Memory Analysis: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 45605, Jan.
• Yashkir, Olga & Yashkir, Yuriy, 2013, "Loss Given Default Modelling: Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 46147, Mar.
• Bell, Peter N, 2013, "New Testing Procedures to Assess Market Efficiency with Trading Rules," MPRA Paper, University Library of Munich, Germany, number 46701, Mar.
• P., Srinivasan & M., Kalaivani, 2013, "Day-of-the-Week Effects in the Indian stock market," MPRA Paper, University Library of Munich, Germany, number 46805, May.
• Pakos, Michal, 2013, "Long-Run Risk and Hidden Growth Persistence," MPRA Paper, University Library of Munich, Germany, number 47217, Apr.
• Dumitriu, Ramona & Stefanescu, Razvan, 2013, "DOW effects in returns and in volatility of stock markets during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 47218, Feb, revised 02 Apr 2013.
• Lahvicka, Jiri, 2013, "The Fibonacci Strategy Revisited: Can You Really Make Money by Betting on Soccer Draws?," MPRA Paper, University Library of Munich, Germany, number 47649, Jun.
• Rendón, Stephanie, 2013, "Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN
  [Stock crack detection using multifractal analysis (local and pointwise Hölder ex," MPRA Paper, University Library of Munich, Germany, number 47699, Jan, revised 19 May 2013.
• Lahvicka, Jiri, 2013, "What Causes the Favorite-Longshot Bias? Further Evidence from Tennis," MPRA Paper, University Library of Munich, Germany, number 47905, Jun.
• Pennacchio, Luca, 2013, "The causal effect of venture capital backing on the underpricing of Italian IPOs," MPRA Paper, University Library of Munich, Germany, number 48695, Jan.
• Fulli-Lemaire, Nicolas, 2013, "A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies," MPRA Paper, University Library of Munich, Germany, number 49072, Aug.
• Akber, Ushna & Muhammad, Nabeel, 2013, "Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index," MPRA Paper, University Library of Munich, Germany, number 49128.
• Efthymiou, Vassilis A. & Leledakis, George N., 2013, "Intraday analysis of the limit order bias at the ex-dividend day of U.S. common stocks," MPRA Paper, University Library of Munich, Germany, number 49770, Sep.
• Niu, Zilong, 2013, "Relative Performance Concerns, Attention Allocation and Complementarities in Information Acquisition," MPRA Paper, University Library of Munich, Germany, number 51194, Sep, revised 02 Nov 2013.
• Chouliaras, Andreas & Grammatikos, Theoharry, 2013, "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 51335, Oct.
• Nath, Golaka, 2013, "The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis," MPRA Paper, University Library of Munich, Germany, number 51591, Oct.
• Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013, "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper, University Library of Munich, Germany, number 51640, Jan.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities," MPRA Paper, University Library of Munich, Germany, number 51741, Nov.
• Rudiger, Jesper & Vigier, Adrien, 2013, "Financial Experts, Asset Prices and Reputation," MPRA Paper, University Library of Munich, Germany, number 51784, Nov.
• Evans, Olaniyi, 2013, "Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach," MPRA Paper, University Library of Munich, Germany, number 52458, Dec.
• Evans, Olaniyi, 2013, "International Financial Integration and The Nigerian Economic Performance: a Var Modeling Approach," MPRA Paper, University Library of Munich, Germany, number 52459, Dec.
• Dumitriu, Ramona & Stefanescu, Razvan, 2013, "Efecte Gone Fishin’ la Bursa de Valori din Bucureşti
  [Gone Fishin’ Effects on the Bucharest Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 52473, Sep, revised 28 Sep 2013.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "MOY effects in returns and in volatilities of the Romanian capital market," MPRA Paper, University Library of Munich, Germany, number 52474, Oct, revised 28 Oct 2013.
• Chiny, Faycal, 2013, "Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?
  [The Investment Process In The Presence On Risk : Choosing A Sequence]," MPRA Paper, University Library of Munich, Germany, number 52527, Dec, revised 29 Dec 2013.
• Hiremath, Gourishankar S & Kumari, Jyoti, 2013, "Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 52581, Nov.
• Chan, Kwok Ho & Lu, Zhou & Fung, Ka Wai Terence, 2013, "Predation Due to Bargaining Power Difference in Financial Contracting," MPRA Paper, University Library of Munich, Germany, number 52873, Jul.
• Fung, Ka Wai Terence & Demir, Ender & Lau, Marco Chi Keung & Chan, Kwok Ho, 2013, "An Examination of Sports Event Sentiment: Microeconomic Evidence from Borsa Istanbul," MPRA Paper, University Library of Munich, Germany, number 52874, Apr.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union," MPRA Paper, University Library of Munich, Germany, number 53069, Mar, revised 04 Apr 2013.
• Rietz, Thomas & Sheremeta, Roman & Shields, Timothy & Smith, Vernon, 2013, "Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games," MPRA Paper, University Library of Munich, Germany, number 53594.
• Shaikh, Salman, 2013, "Investment Decisions by Analysts: A Case Study of KSE," MPRA Paper, University Library of Munich, Germany, number 53802, Dec.
• Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan, 2013, "Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence," MPRA Paper, University Library of Munich, Germany, number 54185, Jul, revised 15 Jul 2013.
• Foley, Maggie & Cebula, Richard & Jun, Chulhee, 2013, "An Analysis of Withdrawn Shareholder Proposals," MPRA Paper, University Library of Munich, Germany, number 55422, Oct.
• Cheteni, Priviledge, 2013, "Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa," MPRA Paper, University Library of Munich, Germany, number 56369, Dec.
• Avino, Davide & Cotter, John, 2013, "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper, University Library of Munich, Germany, number 56782, Jun.
• Mynhardt, H. R. & Plastun, Alex, 2013, "The Overreaction Hypothesis: The Case of Ukrainian Stock Market," MPRA Paper, University Library of Munich, Germany, number 58941.
• Plastun, Alex & Plastun, Vyacheslav, 2013, "Force-majeure events and financial market’s behavior," MPRA Paper, University Library of Munich, Germany, number 58975.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2013, "Share repurchases, signaling effect and implications for corporate governance: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 60147.
• Genest, Benoit & Rego, David & Freon, Helene, 2013, "Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -," MPRA Paper, University Library of Munich, Germany, number 62908, Aug.
• Breckenfelder, Johannes, 2013, "Competition between high-frequency traders, and market quality," MPRA Paper, University Library of Munich, Germany, number 66715, Mar, revised Dec 2013.
• Bennaceur, Fatma & Bendob, Ali, 2013, "اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010
  [Testing the relationship between EURIBOR and share prices in emerging stock markets Econometric study during the period 1999-2010]," MPRA Paper, University Library of Munich, Germany, number 76077, Nov, revised Feb 2014.
• Alexander Zimper, 2013, "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 201334, Jul.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, University of Pretoria, Department of Economics, number 201351, Sep.
• Alexander Zimper, 2013, "On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies," Working Papers, University of Pretoria, Department of Economics, number 201356, Sep.
• Jakub Kučera, 2013, "Definition, Benefits and Risks of High-Frequency Trading
  [Vymezení, přínosy a rizika vysokofrekvenčního obchodování]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2013, issue 5, pages 3-30, DOI: 10.18267/j.aop.413.
• Jan Pavel & Emilia Sičáková-Beblavá, 2013, "Do E-Auctions Realy Improve the Efficiency of Public Procurement? The Case of the Slovak Municipalities," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 1, pages 111-124, DOI: 10.18267/j.pep.443.
• Kewei Hou & Lin Peng & Wei Xiong, 2013, "Is R-Squared a Measure of Market Inefficiency?," Working Papers, Princeton University. Economics Department., number 2013-8, Apr.
• Barbara Będowska-Sójka, 2013, "Macroeconomic News Effects on the Stock Markets in Intraday Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 4, pages 249-269, December.
• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2013, "Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets," Working Paper, Economics Department, Queen's University, number 1309, Dec.
• Nathanael Cox & Nicholas Garvin & Gerard Kelly, 2013, "Central Counterparty Links and Clearing System Exposures," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-12, Oct.
• Zilu Shang & Chris Brooks & Rachel McCloy, 2013, "Are Investors Guided by the News Disclosed by Companies or by Journalists?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-04, Jun.
• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2013, "Online Appendix to "Brand Capital and Firm Value"," Online Appendices, Review of Economic Dynamics, number 12-71.
• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2013, "Code and data files for "Brand Capital and Firm Value"," Computer Codes, Review of Economic Dynamics, number 12-71, revised .
• Florian Scheuer, 2013, "Optimal Asset Taxes in Financial Markets with Aggregate Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 16, issue 3, pages 405-420, July, DOI: 10.1010/j.red.2012.03.002.
• Peter Kondor & Ana Babus, 2013, "Trading and Information Diffusion in Over-the-Counter Markets," 2013 Meeting Papers, Society for Economic Dynamics, number 792.
• Saeed Sadeghi Boroujerdi & Kaveh Hasani, 2013, "Investigate sport clothing’s market segmentation in public sport based on demographic variables," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 48, pages 37-54, June.
• Andrey Kudryavtsev, 2013, "Think About Tomorrow Morning: Opening Stock Returns May Show Reversals," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 50, pages 51-64, December.
• Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013, "Determinants of Systemic Risk and Information Dissemination," Working Paper series, Rimini Centre for Economic Analysis, number 67_13, Dec.
• Yothin Jinjarak, 2013, "Supply Chains and Credit-Market Shocks: Some Implications for Emerging Markets," ADBI Working Papers, Asian Development Bank Institute, number 443, Nov.
• Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013, "The impact of the French Tobin tax," AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit, number 118-2013, Feb.
• Zehra Abdioglu & Nurdan Degirmenci, 2013, "Seasonal Anomalies in Istanbul Stock Exchange," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 3, pages 1-55.
• Dionisios Chionis & Ioannis Pragidis & Panagiotis Schizas, 2013, "The Determinants of Greek Bond Yields: An Empirical Study Before and During the Crisis," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 6-2013, Dec.
• Sangbae Kim & Taehun Jung, 2013, "The Effect of Initial Margin on Long-run and Short-run Volatilities in Japan," East Asian Economic Review, Korea Institute for International Economic Policy, volume 17, issue 3, pages 311-332, DOI: 10.11644/KIEP.JEAI.2013.17.3.268.
• Sebastian Nick, 2013, "Price Formation and Intertemporal Arbitrage within a Low-Liquidity Framework: Empirical Evidence from European Natural Gas Markets," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2013-14, Aug.
• David Bicchetti & Nicolas Maystre Maystre, 2013, "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, volume 2, issue 3-4, pages 233-239.
• David H. Bailey & Marcos López de Prado & Eva del Pozo, 2013, "The strategy approval decision: A Sharpe ratio indifference curve approach," Algorithmic Finance, IOS Press, volume 2, issue 1, pages 99-109.
• Juan Duarte & Zulay Ramirez & Juan Mascareñas, 2013, "Estudio del efecto tamaño en el mercado bursátil colombiano," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 18, issue 00, pages 24-27.
• Frank de Jong & Loes Wingens, 2013, "Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 1, pages 159-168.
• Acatrinei, Marius & Gorun, Adrian & Marcu, Nicu, 2013, "A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 136-148, March.
• Yang-Cheng Lu & Yu-Chen Wei, 2013, "The Chinese News Sentiment around Earnings Announcements," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 44-58, October.
• Hao FANG & Yang-Cheng Lu & Hwey-Yun Yau & Yen-Hsien Lee, 2013, "Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 232-245, December.
• Shu-Ching Cheng & Tsung-Pao Wu, 2013, "Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 82-93, December.
• Faris Nasif ALSHUBIRI, 2013, "Exploring the Relationship between Human Capital Investment and Corporate Financial Performance of Jordanian Industrial Sectors," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 16, issue 2, pages 277-285, December.
• Faris Nasif AL-SHUBIRI, 2013, "The Impact of Value Added Intellectual Coefficient Components on Financial Health," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 14, issue 3, pages 459-472, July.
• Ramona Dagostino, 2013, "Are Short-Selling Bans Effective? Evidence from the Summer 2011 European Bans on Net Short Sales," Rivista di Politica Economica, SIPI Spa, issue 4, pages 47-77, October-D.
• Madalina Gabriela ANGHEL & Zoica NICOLA, 2013, "Model de analiza SWOT a pietei de capital din Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 203-206, March.
• Dragos Gabriel MECU, 2013, "Factorii care influenteaza investitiile," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 256-258, March.
• Florin PIELEANU & Diana COCONOIU, 2013, "Utilizarea comparata a modelelor CAPM si APT in analizele bursiere," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 295-301, March.
• Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013, "The impact of the French Tobin tax," CEIS Research Paper, Tor Vergata University, CEIS, number 266, Mar, revised 01 Mar 2013.
• J. W.B. Bos & M. Fr Mmel & M. Lamers, 2013, "FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/850, Sep.
• Jie Lu & Bruce Mizrach, 2013, "Strategic Interaction in A Stock Trading Chat Room," Departmental Working Papers, Rutgers University, Department of Economics, number 201317, Jul.
• Huimin Chung & Cheng Gao & Jie Lu & Bruce Mizrach, 2013, "An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books," Departmental Working Papers, Rutgers University, Department of Economics, number 201319, Jul.
• Guerrien, Bernard & Gun, Ozgur, 2013, "L’étrange silence du Nobel Prize Committee sur la « théorie des marchés efficients »," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 14.
• Alexander Zimper, 2013, "Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies," ERSA Working Paper Series, Economic Research Southern Africa, number 354, Jun.
• Winson Chan & David Emanuel, 2011, "Board governance and acquirers’ returns: A study of Australian acquisitions," Australian Journal of Management, Australian School of Business, volume 36, issue 2, pages 174-199, August, DOI: 10.1177/0312896210394499.
• W Jane Cheung & Andrew B Jackson, 2013, "Chief Executive Officer departures and market uncertainty," Australian Journal of Management, Australian School of Business, volume 38, issue 2, pages 279-310, August, DOI: 10.1177/0312896212450040.
• Greg Clinch, 2013, "Disclosure quality, diversification and the cost of capital," Australian Journal of Management, Australian School of Business, volume 38, issue 3, pages 475-489, December, DOI: 10.1177/0312896213510700.
• Torben G. Andersen & Oleg Bondarenko, 2013, "Reflecting on the VPIN Dispute," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-42, Apr.
• Torben G. Andersen & Oleg Bondarenko, 2013, "Assessing Measures of Order Flow Toxicity via Perfect Trade Classification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-43, 11.
• Alina MOLDOVAN-MADAN, 2013, "New Opportunities On The Market Of Mergers And Acquisitions For 2014," Economy and Sociology, The Journal Economy and Sociology, issue 4, pages 182-186.
• Hyeongwoo Kim & Deockhyun Ryu, 2013, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-06, Mar.
• Andr? Kurmann & Christopher Otrok, 2013, "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, volume 103, issue 6, pages 2612-2632, October.
• Axel Anderson & Lones Smith, 2013, "Dynamic Deception," American Economic Review, American Economic Association, volume 103, issue 7, pages 2811-2847, December.
• Emi Nakamura & Jón Steinsson & Robert Barro & José Ursúa, 2013, "Crises and Recoveries in an Empirical Model of Consumption Disasters," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 3, pages 35-74, July, DOI: 10.1257/mac.5.3.35.
• James B. Bushnell & Howard Chong & Erin T. Mansur, 2013, "Profiting from Regulation: Evidence from the European Carbon Market," American Economic Journal: Economic Policy, American Economic Association, volume 5, issue 4, pages 78-106, November.
• Brian Beach & Stephen Norman & Douglas Wills, 2013, "Time or spot ? A revaluation of Amsterdam market data prior to 1747," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 7, issue 1, pages 61-85, January, DOI: 10.1007/s11698-012-0081-z.
• Gutierrez, L. & Piras, F., 2013, "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149760, Jun, DOI: 10.22004/ag.econ.149760.
• Lakner, Sebastian & Brenes Muñoz, Thelma & Aedo, Edinson Rivera & Brümmer, Bernhard, 2013, "Technical Efficiency in the Chilean Agribusiness Sector – a Stochastic Meta-Frontier Approach," 2013: Productivity and Its Impacts on Global Trade, June 2-4, 2013. Seville, Spain, International Agricultural Trade Research Consortium, number 152356, Jun, DOI: 10.22004/ag.econ.152356.
• Cavaliere, Giuseppe & ßrregaard Nielsen, Morten & Taylor, A.M. Robert, 2013, "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274634, Dec, DOI: 10.22004/ag.econ.274634.
• Lehecka, Georg V., 2013, "The Reaction of Corn and Soybean Futures Markets to USDA Crop Progress and Condition Information," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 142491, Feb, DOI: 10.22004/ag.econ.142491.
• Pruitt, J. Ross & Tonsor, Glynn T. & Brooks, Kathleen R. & Johnson, Rachel J., , "End User Preferences for USDA Market Information," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 143007, DOI: 10.22004/ag.econ.143007.
• Arthur, Bruno R. & Katchova, Ani L., 2013, "Uncertainty and Value Premium: Evidence from the U.S. Agriculture Industry," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 143198, Feb, DOI: 10.22004/ag.econ.143198.
• Almánzar, Miguel & Torero, Máximo & Grebmer, Klaus von, 2013, "Futures Commodities Prices and Media Coverage," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 149414, May, DOI: 10.22004/ag.econ.149414.
• Andrey KUDRYAVTSEV, 2013, "Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 12, pages 37-56, June.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1311, Feb, revised 26 Feb 2013.
• Renaud Bourlès & Anastasia Cozarenco, 2013, "State Intervention and the (Micro) Credit Market in Developed Countries: Loan Guarantee and Business Development Services," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1325, Apr, revised Apr 2013.
• Drags Mînjina & Petre Brezeanu, 2013, "Testing the Efficient Markets Hypothesis on the Romanian Capital Market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 151-158, December.
• Alina Georgiana Manta & Roxana Maria Badîrcea, 2013, "Case – study Concerning the Effects of the Macroeconomic Variables on the Loan Portfolios Quality of the Romanian Banking Sector Using the VAR Model and Least Squares Method," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 96-103, December.
• Corina Maria Ene & Carmen Marilena Uzlau & Iulian Panait, 2013, "Stylized Facts Of The Daily, Weekly And Monthly Returns On Bucharest Stock Exchange During 2007-2012," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 15, pages 1-15.
• Brigitte EIERLE & Wolfgang SCHULTZE, 2013, "The Role of Management as a User of Accounting Information: Implications for Standard Setting," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 155-189, June.
• Alistair BYRNE & Iain CLACHER & David HILLIER & Allan HODGSON, 2013, "Assuming the Worst: The Shifting Sands of Pension Accounting," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 190-212, June.
• Henrique O. Massena Reis Júnior & Luiz Fernando de Paula & Rodrigo Mendes Leal, 2013, "Decomposição do Spread Bancário no Brasil: Uma Análise do Período Recente," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 1a, pages 29-60.
• Randall Morck & Bernard Yeung & Wayne Yu, 2013, "R 2 and the Economy," Annual Review of Financial Economics, Annual Reviews, volume 5, issue 1, pages 143-166, November.
• Adam V. Reed, 2013, "Short Selling," Annual Review of Financial Economics, Annual Reviews, volume 5, issue 1, pages 245-258, November.
• Nadia Loukil & Ouidad Yousfi, 2013, "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Papers, arXiv.org, number 1304.4852, Apr.
• Ladislav Kristoufek & Miloslav Vosvrda, 2013, "Commodity futures and market efficiency," Papers, arXiv.org, number 1309.1492, Sep.
• Jean-Pascal Bassino & Thomas Lagoarde-Segot, 2013, "Trading patterns at the Tokyo Stock Exchange, 1931-1940," CEH Discussion Papers, Centre for Economic History, Research School of Economics, Australian National University, number 012, Feb.
• Irma Malafronte & Maria Grazia Starita, 2013, "Disclosure: determinants and critical issues for European insurance industry," BANCARIA, Bancaria Editrice, volume 7, pages 48-66, July.
• Samih Antoine Azar, 2013, "The Spurious Relation between Inflation Uncertainty and Stock Returns: Evidence from the U.S," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 99-109, November.
• Jordan Jordanov & Marco Valentini, 2013, "Stock Market Indices and Sentiment Indicators: Correlations and Causality," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 3-24.
• Verónica Balzarotti & Alejandra Anastasi, 2013, "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 69, pages 101-149, December.
• Hasibe OZGUMUS & Turhan KORKMAZ & Emrah Ismail CEVIK, 2013, "The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 1, pages 103-136.
• Soner AKKOC & Nasif OZKAN, 2013, "An Empirical Investigation of the Uncertain Information Hypothesis: Evidence From Borsa Istanbul," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 2, pages 101-119.
• Alfonso Puorro, 2013, "High frequency trading: an overview," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 198, Sep.
• Ugo Albertazzi & Margherita Bottero, 2013, "The procyclicality of foreign bank lending: evidence from the global financial crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 926, Jul.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2013, "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia, Banco de la Republica de Colombia, number 779, Sep, DOI: 10.32468/be.779.
• Andrés Murcia & Diego Rojas, 2013, "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia, Banco de la Republica de Colombia, number 789, Nov, DOI: 10.32468/be.789.
• Dugast, J., 2013, "Limited attention and news arrival in limit order markets," Working papers, Banque de France, number 449.
• Francisco Barillas & Kristoffer P. Nimark, 2015, "Speculation, Risk Premia and Expectations in the Yield Curve," Working Papers, Barcelona School of Economics, number 659, Sep.
• Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2015, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," Working Papers, Barcelona School of Economics, number 710, Sep.
• Beißner, Patrick, 2014, "Coherent price systems and uncertainty-neutral valuation," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 464, Apr.
• P Kuang & M Schroder & Q Wang, 2013, "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers, Department of Economics, University of Birmingham, number 13-09, Mar.
• Pei Kuang, 2013, "A Note on Learning in a Credit Economy," Discussion Papers, Department of Economics, University of Birmingham, number 14-08, Dec.
• Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2013, "The response of tail risk perceptions to unconventional monetary policy," BIS Working Papers, Bank for International Settlements, number 425, Sep.
• Jördis Hengelbrock & Erik Theissen & Christian Westheide, 2013, "Market Response to Investor Sentiment," Journal of Business Finance & Accounting, Wiley Blackwell, volume 40, issue 7-8, pages 901-917, September.
• Alessandro Beber & Marco Pagano, 2013, "Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis," Journal of Finance, American Finance Association, volume 68, issue 1, pages 343-381, February, DOI: j.1540-6261.2012.01802.x.
• Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2013, "The Effects of Stock Lending on Security Prices: An Experiment," Journal of Finance, American Finance Association, volume 68, issue 5, pages 1891-1936, October.
• Itzhak Ben‐David & Francesco Franzoni & Augustin Landier & Rabih Moussawi, 2013, "Do Hedge Funds Manipulate Stock Prices?," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2383-2434, December, DOI: 10.1111/jofi.12062.
• Annamaria Conti & Jerry Thursby & Marie Thursby, 2013, "Patents as Signals for Startup Financing," Journal of Industrial Economics, Wiley Blackwell, volume 61, issue 3, pages 592-622, September.
• Edmund Cannon & Ian Tonks, 2013, "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 1, pages 95-119, March, DOI: j.1539-6975.2011.01456.x.
• Refet S. Gürkaynak & Jonathan H. Wright, 2013, "Identification and Inference Using Event Studies," Manchester School, University of Manchester, volume 81, issue , pages 48-65, September.
• Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013, "What do Chinese Macro Announcements Tell Us About the World Economy?," Boston College Working Papers in Economics, Boston College Department of Economics, number 834, Oct, revised 01 Jun 2015.
• Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013, "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," Boston College Working Papers in Economics, Boston College Department of Economics, number 841, Nov, revised 30 Jan 2014.
• Frederick Dongchuhl Oh & Hyunjoon Lim, 2013, "Recent Theories Regarding Financial Contagion (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 3, pages 111-140, September.
• Nafis Alam & M. Kabir Hassan & Mohammad Aminul Haque, 2013, "Are Islamic bonds different from conventional bonds? International evidence from capital market tests," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 3, pages 22-29, September.
• Kate Phylaktis & Gikas Manalis, 2013, "Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 79-92, December.
• Rodrigo Fernandes Malaquias & William Eid Junior, 2013, "Market Efficiency and Performance of Multimarket Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 119-142.
• Orleans Silva Martins & Edilson Paulo, 2013, "The probability of informed trading in the Brazilian stock market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 2, pages 249-280.
• Marcelo Perlin, 2013, "The effects of the introduction of market makers in the Brazilian equity market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 2, pages 281-304.
• Leonid Raneta & Denys Braga, 2013, "Influence of the information technology on the world economy," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 8, issue 4, pages 64-74.
• Christian Andres & André Betzer & Peter Limbach, 2013, "Underwriter Reputation and the Quality of Certification: Evidence from High-Yield Bonds," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP13006, Aug.
• Dmitri Boreiko & Maurizio Murgia, 2013, "European spin-offs Origin, value creation, and long-term performance," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS05, Jun.
• Eric De Bodt & Jean-Gabriel Cousin & Gaël Imad’Eddine, 2013, "Fusions-acquisitions et efficience allocationnelle," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 15-43.
• Ali Dardour, 2013, "L'impact des annonces de notation de crédit sur les valeurs européennes : une comparaison avant et pendant la crise de 2008," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 273-292.
• Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard, 2013, "Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?," Research Technical Papers, Central Bank of Ireland, number 07/RT/13, Sep.
• Warwick Anderson, 2013, "The Role of mid-year dividends as predictors of yearly earnings," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/01, Jan.
• Warwick Anderson, 2013, "Event Studies in thinly-traded markets: An improvement to the market model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/02, Jan.
• Warwick Anderson & Samuel McLaughlin, 2013, "Buybacks versus Ordinary Dividends: Marginal Investor Reactions to Cash-return Announcements," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/03, Jan.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/23, Jul.
• Taylor, Nick & Xu, Yongdeng, 2013, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/7, Apr.
• Iuliia Brushko, 2013, "Financial Signaling and Earnings Forecasts," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp498, Nov.
• Robert S. Chirinko & Christopher Curran, 2013, "Greenspan Shrugs: Central Bank Communication, Formal Pronouncements and Bond Market Volatility," CESifo Working Paper Series, CESifo, number 4236.
• Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe, 2013, "The Micro Dynamics of Macro Announcements," CESifo Working Paper Series, CESifo, number 4421.
• Martin Hoesli & Reka Kustrim, 2013, "Contagion Channels between Real Estate and Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-12, Apr.
• Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-39, Jul, revised Dec 2018.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013, "Do Prices Reveal the Presence of Informed Trading?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-69, Dec, revised Sep 2015.
• Erwan Morellec & Boris Nikolov & Francesca Zucchi, 2013, "Competition, Cash Holdings, and Financing Decisions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-72, Dec.
• Jovan Stojkovic, 2013, "An Option to Cheat: An Application of Option Theory to Realize Flipping in Underpricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-74, Dec, revised Aug 2015.