Research classified by Journal of Economic Literature (JEL) codes

2012

• Karine Michalon, 2012, "Les réservations et les suspensions de cotation sont-elles un frein à l'efficience informationnelle des marchés ?," Post-Print, HAL, number hal-00752130, Jul.
• Sina Badreddine & Emilios C. C Galariotis & Phil Holmes, 2012, "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Post-Print, HAL, number hal-00956948, DOI: 10.1016/j.intfin.2012.03.001.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Post-Print, HAL, number hal-00958288, DOI: 10.1016/j.jimonfin.2012.03.003.
• Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2012, "Bottom-Up Corporate Governance," Post-Print, HAL, number hal-01026127, DOI: 10.1093/rof/rfs020.
• Georges Prat & Remzi Uctum, 2012, "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data," Post-Print, HAL, number hal-01411732.
• Séverine Plunus & Roland Gillet & Georges Hübner, 2012, "Reputational damage of operational loss on the bond market: Evidence from the financial industry," Post-Print, HAL, number hal-03712648, Sep, DOI: 10.1016/j.irfa.2012.07.007.
• Paul Hamalainen & Adrian Pop & Max Hall & Barry Howcroft, 2012, "Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instruments," Post-Print, HAL, number hal-04212918, Jan, DOI: 10.1111/j.1468-036x.2011.00599.x.
• Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012, "Insider Trading With Product Differentiation," Post-Print, HAL, number halshs-00676502, Feb.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Post-Print, HAL, number halshs-00747899, Sep.
• Renaud Coulomb & Marc Sangnier, 2012, "Impacts of Political Majorities on French Firms: Electoral Promises or Friendship Connections?," PSE Working Papers, HAL, number halshs-00671405, Feb.
• Thierry Foucault & Gabriel Desgranges, 2012, "Reputation-Based Pricing and Price Improvements in Dealership Markets," Working Papers, HAL, number hal-00722600, Aug.
• Thierry Foucault & Laurent Frésard, 2012, "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," Working Papers, HAL, number hal-00722609, Aug.
• Johan Hombert & David Thesmar, 2012, "Limits of Limits of Arbitrage: Theory and Evidence," Working Papers, HAL, number hal-00760761, Dec.
• Laurence Lescourret, 2012, "Non-fundamental Information and Market-makers' Behavior during the NASDAQ Preopening Session," Working Papers, HAL, number hal-00772798, Dec.
• Catherine Araujo Bonjean & Catherine Simonet, 2012, "Are grain markets in Niger driven by speculation?," Working Papers, HAL, number halshs-00626409, Sep.
• Renaud Coulomb & Marc Sangnier, 2012, "Impacts of Political Majorities on French Firms: Electoral Promises or Friendship Connections?," Working Papers, HAL, number halshs-00671405, Feb.
• Fricke, Christoph, 2012, "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-493, Feb.
• Jørgensen, Casper W. & Moritzen, Mark R. & Stadtmann, Georg, 2012, "The news model of asset price determination - An empirical examination of the Danish football club Brøndby IF," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2012, Jan.
• Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2012, "Assessing the profitability of intraday opening range breakout strategies," Umeå Economic Studies, Umeå University, Department of Economics, number 845, Aug.
• Mendel, Brock & Shleifer, Andrei, 2012, "Chasing Noise," Scholarly Articles, Harvard University Department of Economics, number 10859950.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012, "Neglected Risks, Financial Innovation, and Financial Fragility," Scholarly Articles, Harvard University Department of Economics, number 10886835.
• Sebastian Ofumbia Uremadu, 2012, "Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 1, pages 98-113, January.
• Sebastian Ofumbia Uremadu & Rapuluchukwu Uchenna Efobi, 2012, "The Impact of Capital Structure and Liquidity on Corporate Returns in Nigeria: Evidence from Manufacturing Firms," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 1-16, July.
• Antonella Silvestri & Stefania Veltri, 2012, "A Test Of The Ohlson Model On The Italian Stock Exchange," Accounting & Taxation, The Institute for Business and Finance Research, volume 4, issue 1, pages 83-94.
• Bernardo Quintanilla García & Jesús Cuauhtémoc Téllez Gaytán & Lawrence A. Wolfskill, 2012, "The Role Of Technical Analysis In The Foreign Exchange Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 3, pages 17-22.
• Karen C. Castro-González, 2012, "Information Content Of Changes In Pension Plan Funding Status And Long-Term Debt," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 1, pages 1-14.
• Neeraj J. Gupta & Joseph Golec, 2012, "Do Investors Use Customer Metrics To Value High Growth Service Firms?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 2, pages 1-19.
• Meijui Sun, 2012, "Impact Of Divestiture Activities On Corporate Performance: Evidence From Listed Firms In Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 2, pages 59-67.
• Ramit Mehta & Dirk Schiereck, 2012, "The Consolidation Of The Global Brewing Industry And Wealth Effects From Mergers And Acquisitions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 3, pages 67-87.
• Jason West, 2012, "Convenience Yields in Bulk Commodities: The Case of Thermal Coal," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 33-44.
• Vicente Ruiz Herran & Miguel Angel Perez Martinez & Aitziber Olasolo Sogorb, 2012, "The Weak Form Of The Efficient Market In The Spanish Stock Market: A Study Based On Use Of Active Strategies Management High Frequency Data, La Hipotesis Debil De Eficiencia En El Mercado Bursatil Espanol: Uso De Estrategias Activas De Inversion Con ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 5, issue 2, pages 1-14.
• Márcio Laurini, 2012, "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-03, Mar.
• Farhi, Emmanuel & Tirole, Jean, 2012, "Liquid Bundles," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 736, Jul, revised Oct 2013.
• Pilar Abad & Antonio Díaz & M. Dolores Robles-Fernández, 2012, "Credit rating announcements, trading activity and yield spreads: the Spanish evidence," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 5, issue 1, pages 38-63.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Economics Series, Institute for Advanced Studies, number 294, Dec.
• Macide ÇİÇEK, 2012, "Vadeli Finansal Piyasaların para politikası sürprizlerine tepkisi: Türkiye için bir T-GARCH uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 312, pages 85-120.
• Yusuf I. MUGALOĞLU, 2012, "Index warrant trading and the underlying index volatility: The case of Istanbul Stock Exchange," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 318, pages 95-110.
• Brian Lucey & Michael Dowling, 2012, "Psychological Barriers and Price Clustering in Energy Futures," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp405, Aug.
• Imroze Nandha & Harminder Singh & Randy Silvers, 2012, "Does Momentum Still Exist in the Australian Stock-Market?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 11, issue 1, pages 89-92, June.
• Michael Ehrmann & David Sondermann, 2012, "The News Content of Macroeconomic Announcements: What if Central Bank Communication Becomes Stale?," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 3, pages 1-53, September.
• Rodrigo Alfaro & Natalia Gallardo, 2012, "The Determinants of Household Debt Default," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 27, issue 1, pages 55-70, April.
• Werner Kristjanpoller Rodriguez, 2012, "Day of the Week Effect in Latin American Stock Markets," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 27, issue 1, pages 71-89, April.
• Mr. Jorge A Chan-Lau & Miss Estelle X Liu & Jochen M. Schmittmann, 2012, "Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis," IMF Working Papers, International Monetary Fund, number 2012/174, Jul.
• Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012, "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers, International Monetary Fund, number 2012/213, Aug.
• Ms. Yuko Hashimoto & Mr. Konstantin Wacker, 2012, "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," IMF Working Papers, International Monetary Fund, number 2012/242, Oct.
• Marcela Jaramillo Jaramillo & María Antonieta García Benau, 2012, "Reacción del Mercado de Valores Mexicano ante los Escándalos Financieros: Evidencia Empírica," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 7, issue 2, pages 129-153, Julio-Dic.
• Hugo Eduardo Ramirez J. & Liliana Blanco Castañeda, 2012, "Optimización de Portafolios con Capital en Riesgo Acotado," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 7, issue 2, pages 211-231, Julio-Dic.
• Nidhi Aggarwal & Manish Singh & Susan Thomas, 2012, "Do changes in distance-to-default anticipate changes in the credit rating?," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2012-010, Mar.
• David Hirshleifer & Kewei Hou & Siew Hong Teoh, 2012, "The Accrual Anomaly: Risk or Mispricing?," Management Science, INFORMS, volume 58, issue 2, pages 320-335, February, DOI: 10.1287/mnsc.1100.1289.
• Caberra-Llanos, Agustín Ignacio. & López-Gil, Samantha Sofía. & López-Herrera, Francisco., 2012, "Dependencia de largo plazo en los rendimientos de acciones mexicanas selectas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 14, pages 59-78, primer se.
• Tânia Dias & Margarida Abreu, 2012, "A Crise da Dívida Soberana Portuguesa Lida Através dos Spreads dos CDS da Dívida Portuguesa Relativamente aos CDS da Divida Alemã," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/39, Nov.
• Teresa Simões & Margarida Abreu, 2012, "O Efeito Disposição nos Investidores Individuais Portugueses," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/40, Nov.
• Murguia, Juan Manuel & Lence, Sergio H., 2012, "Investors' reaction to environmental performance: A global perspective of the Newsweek's "Green Rankings"," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 35664, Nov.
• Silvia Martínez-Gorricho, 2012, "Beneficial consumer fraud," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-13, Apr.
• Paz Rico Belda, 2012, "No linealidad y asimetría en el proceso generador del Índice IBEX35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-09, Dec.
• Lin, Carl, 2012, "Less Myth, More Measurement: Decomposing Excess Returns from the 1989 Minimum Wage Hike," IZA Discussion Papers, IZA Network @ LISER, number 6269, Jan.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2012, "Prediction Markets for Economic Forecasting," IZA Discussion Papers, IZA Network @ LISER, number 6720, Jul.
• Sylvanus Ikhide & Olalekan Yinusa, 2012, "Why is the Cost of Financial Intermediation Rising in Botswana?," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 183-209, January-J.
• Maria Halep & Gabriela Dragan, 2012, "L’Impact De L’Application Des Reformes Bale Iii Sur L’Industrie Bancaire Roumaine," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 4, pages 707-725, December.
• Inoue, Takeshi & Hamori, Shigeyuki, 2012, "Market efficiency of commodity futures in India," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 370, Oct.
• William Barnett & Apostolos Serletis, 2012, "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201225, Sep, revised Sep 2012.
• George Christodoulakis, 2012, "Conditions for rational investment short-termism," Annals of Finance, Springer, volume 8, issue 1, pages 15-29, February, DOI: 10.1007/s10436-011-0179-5.
• Phillip Simmons, 2012, "Using a Differential Evolutionary Algorithm to Test the Efficient Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 4, pages 377-385, December, DOI: 10.1007/s10614-012-9314-2.
• François-Xavier Delaloye & Michel Habib & Alexandre Ziegler, 2012, "Swiss banking secrecy: the stock market evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 1, pages 143-176, March, DOI: 10.1007/s11408-011-0178-6.
• Amit Goyal, 2012, "Empirical cross-sectional asset pricing: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 1, pages 3-38, March, DOI: 10.1007/s11408-011-0177-7.
• Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012, "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 2, pages 179-215, June, DOI: 10.1007/s11408-012-0185-2.
• Alexander Kerl & Oscar Stolper & Andreas Walter, 2012, "Tagging the triggers: an empirical analysis of information events prompting sell-side analyst reports," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 2, pages 217-246, June, DOI: 10.1007/s11408-012-0184-3.
• Kevin Krieger & Nathan Mauck & Denghui Chen, 2012, "VIX changes and derivative returns on FOMC meeting days," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 3, pages 315-331, September, DOI: 10.1007/s11408-012-0191-4.
• Mark Schaub, 2012, "International equities listed on the New York stock exchange: does type of issue or date of issue matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 429-447, December, DOI: 10.1007/s11408-012-0197-y.
• Jae-Kwang Hwang & Young Dimkpah & Alex Ogwu, 2012, "Do Reverse Stock Splits Benefit Long-term Shareholders?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 4, pages 439-449, November, DOI: 10.1007/s11294-012-9370-3.
• Rayenda Brahmana & Chee-Wooi Hooy & Zamri Ahmad, 2012, "Weather, investor irrationality and day-of-the-week anomaly: case of Indonesia," Journal of Bioeconomics, Springer, volume 14, issue 2, pages 129-146, July, DOI: 10.1007/s10818-011-9107-z.
• Jukka Vauhkonen, 2012, "The Impact of Pillar 3 Disclosure Requirements on Bank Safety," Journal of Financial Services Research, Springer;Western Finance Association, volume 41, issue 1, pages 37-49, April, DOI: 10.1007/s10693-011-0107-x.
• Bakhodir Ergashev, 2012, "A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling," Journal of Financial Services Research, Springer;Western Finance Association, volume 41, issue 3, pages 145-161, June, DOI: 10.1007/s10693-011-0105-z.
• Xin Huang & Hao Zhou & Haibin Zhu, 2012, "Systemic Risk Contributions," Journal of Financial Services Research, Springer;Western Finance Association, volume 42, issue 1, pages 55-83, October, DOI: 10.1007/s10693-011-0117-8.
• David Downs & Z. Güner, 2012, "Information Producers and Valuation: Evidence from Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 1, pages 167-183, January, DOI: 10.1007/s11146-010-9294-8.
• Robert Edelstein & Peng Liu & Fang Wu, 2012, "The Market for Real Estate Presales: A Theoretical Approach," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 1, pages 30-48, June, DOI: 10.1007/s11146-011-9318-z.
• William Hardin & Gow-Cheng Huang & Kartono Liano, 2012, "Dividend Size, Yield, Clienteles and REITs," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 2, pages 435-449, August, DOI: 10.1007/s11146-010-9276-x.
• Liang Peng & Thomas Thibodeau, 2012, "Government Interference and the Efficiency of the Land Market in China," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 4, pages 919-938, November, DOI: 10.1007/s11146-011-9300-9.
• John Goodell & Richard Bodey, 2012, "Price-earnings changes during US presidential election cycles: voter uncertainty and other determinants," Public Choice, Springer, volume 150, issue 3, pages 633-650, March, DOI: 10.1007/s11127-010-9720-8.
• Hoje Jo & Yongtae Kim & Dongsoo Shin, 2012, "Underwriter syndication and corporate governance," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 1, pages 61-86, January, DOI: 10.1007/s11156-010-0219-7.
• Yuan Huang & Steven Wei, 2012, "Advertising intensity, investor recognition, and implied cost of capital," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 3, pages 275-298, April, DOI: 10.1007/s11156-011-0228-1.
• Andrew Buskirk, 2012, "Disclosure frequency and information asymmetry," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 4, pages 411-440, May, DOI: 10.1007/s11156-011-0237-0.
• Susana Yu, 2012, "New empirical evidence on the investment success of momentum strategies based on relative stock prices," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 1, pages 105-121, July, DOI: 10.1007/s11156-011-0242-3.
• Guohua Jiang & Donglin Li & Gang Li, 2012, "Capital investment and momentum strategies," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 2, pages 165-188, August, DOI: 10.1007/s11156-011-0250-3.
• Yang-Cheng Lu & Hao Fang & Chien-Chung Nieh, 2012, "The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 2, pages 189-208, August, DOI: 10.1007/s11156-011-0244-1.
• April Knill & Kristina Minnick & Ali Nejadmalayeri, 2012, "Experience, information asymmetry, and rational forecast bias," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 2, pages 241-272, August, DOI: 10.1007/s11156-011-0252-1.
• Wen-Chun Lin & Shao-Chi Chang, 2012, "Corporate governance and the stock market reaction to new product announcements," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 2, pages 273-291, August, DOI: 10.1007/s11156-011-0248-x.
• K. Ko & Zhijian Huang, 2012, "Time-inconsistent risk preferences in a laboratory experiment," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 4, pages 471-484, November, DOI: 10.1007/s11156-011-0264-x.
• Yuan Gao & Derek Oler, 2012, "Rumors and pre-announcement trading: why sell target stocks before acquisition announcements?," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 4, pages 485-508, November, DOI: 10.1007/s11156-011-0262-z.
• Abdul Wahab, Nor Shaipah & Holland, Kevin, 2012, "Tax planning, corporate governance and equity value," The British Accounting Review, Elsevier, volume 44, issue 2, pages 111-124, DOI: 10.1016/j.bar.2012.03.005.
• Coakley, Jerry & Kuo, Jing-Ming & Wood, Andrew, 2012, "The School’s Out effect: A new seasonal anomaly!," The British Accounting Review, Elsevier, volume 44, issue 3, pages 133-143, DOI: 10.1016/j.bar.2012.07.003.
• Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward, 2012, "The impact of state ownership on share price informativeness: The case of the Split Share Structure Reform in China," The British Accounting Review, Elsevier, volume 44, issue 4, pages 248-261, DOI: 10.1016/j.bar.2012.09.003.
• Bian, Jiangze & Wang, Jun & Zhang, Ge, 2012, "Chinese block transactions and the market reaction," China Economic Review, Elsevier, volume 23, issue 1, pages 181-189, DOI: 10.1016/j.chieco.2011.10.001.
• Jones, Steven L. & Yeoman, John C., 2012, "Bias in estimating the systematic risk of extreme performers: Implications for financial analysis, the leverage effect, and long-run reversals," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 1-21, DOI: 10.1016/j.jcorpfin.2011.09.007.
• Chahine, Salim & Arthurs, Jonathan D. & Filatotchev, Igor & Hoskisson, Robert E., 2012, "The effects of venture capital syndicate diversity on earnings management and performance of IPOs in the US and UK: An institutional perspective," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 179-192, DOI: 10.1016/j.jcorpfin.2011.11.007.
• Bhattacharya, Utpal & Marshall, Cassandra D., 2012, "Do they do it for the money?," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 92-104, DOI: 10.1016/j.jcorpfin.2011.11.010.
• Zeidler, Felix & Mietzner, Mark & Schiereck, Dirk, 2012, "Risk dynamics surrounding the issuance of convertible bonds," Journal of Corporate Finance, Elsevier, volume 18, issue 2, pages 273-290, DOI: 10.1016/j.jcorpfin.2011.12.001.
• Zhang, Feng, 2012, "Information precision and IPO pricing," Journal of Corporate Finance, Elsevier, volume 18, issue 2, pages 331-348, DOI: 10.1016/j.jcorpfin.2012.01.003.
• Agrawal, Anup & Nasser, Tareque, 2012, "Insider trading in takeover targets," Journal of Corporate Finance, Elsevier, volume 18, issue 3, pages 598-625, DOI: 10.1016/j.jcorpfin.2012.02.006.
• Balachandran, Balasingham & Krishnamurti, Chandrasekhar & Theobald, Michael & Vidanapathirana, Berty, 2012, "Dividend reductions, the timing of dividend payments and information content," Journal of Corporate Finance, Elsevier, volume 18, issue 5, pages 1232-1247, DOI: 10.1016/j.jcorpfin.2012.08.002.
• Hautsch, Nikolaus & Huang, Ruihong, 2012, "The market impact of a limit order," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 501-522, DOI: 10.1016/j.jedc.2011.09.012.
• He, Xue-Zhong & Li, Kai, 2012, "Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 7, pages 973-987, DOI: 10.1016/j.jedc.2012.02.002.
• Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012, "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1101-1120, DOI: 10.1016/j.jedc.2012.03.006.
• Franke, Reiner & Westerhoff, Frank, 2012, "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1193-1211, DOI: 10.1016/j.jedc.2011.10.004.
• Lambert, Philippe & Laurent, Sébastien & Veredas, David, 2012, "Testing conditional asymmetry: A residual-based approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1229-1247, DOI: 10.1016/j.jedc.2012.03.009.
• Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2012, "Are securitised real estate markets efficient?," Economic Modelling, Elsevier, volume 29, issue 3, pages 684-690, DOI: 10.1016/j.econmod.2012.01.015.
• Gupta, Rangan & Modise, Mampho P., 2012, "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
• Berlemann, Michael & Vöpel, Henning, 2012, "Tournament incentives and asset price bubbles: Evidence from a field experiment," Economics Letters, Elsevier, volume 115, issue 2, pages 232-235, DOI: 10.1016/j.econlet.2011.12.043.
• Hayo, Bernd & Neuenkirch, Matthias, 2012, "Bank of Canada communication, media coverage, and financial market reactions," Economics Letters, Elsevier, volume 115, issue 3, pages 369-372, DOI: 10.1016/j.econlet.2011.12.086.
• Dergiades, Theologos, 2012, "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, volume 116, issue 3, pages 404-407, DOI: 10.1016/j.econlet.2012.04.018.
• Bariviera, A.F. & Guercio, M. Belén & Martinez, Lisana B., 2012, "A comparative analysis of the informational efficiency of the fixed income market in seven European countries," Economics Letters, Elsevier, volume 116, issue 3, pages 426-428, DOI: 10.1016/j.econlet.2012.04.047.
• Zhou, Deqing, 2012, "Overconfidence, public disclosure and long-lived information," Economics Letters, Elsevier, volume 116, issue 3, pages 626-630, DOI: 10.1016/j.econlet.2012.06.022.
• Hayo, Bernd & Kutan, Ali M. & Neuenkirch, Matthias, 2012, "Communication matters: US monetary policy and commodity price volatility," Economics Letters, Elsevier, volume 117, issue 1, pages 247-249, DOI: 10.1016/j.econlet.2012.05.018.
• Gregory-Allen, Russell & Lu, Helen & Stork, Philip, 2012, "Asymmetric extreme tails and prospective utility of momentum returns," Economics Letters, Elsevier, volume 117, issue 1, pages 295-297, DOI: 10.1016/j.econlet.2012.05.040.
• Lee, Suzanne S. & Mykland, Per A., 2012, "Jumps in equilibrium prices and market microstructure noise," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 396-406, DOI: 10.1016/j.jeconom.2012.03.001.
• Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012, "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, volume 36, issue 3, pages 338-350, DOI: 10.1016/j.ecosys.2012.02.002.
• Park, Andreas & Sgroi, Daniel, 2012, "Herding, contrarianism and delay in financial market trading," European Economic Review, Elsevier, volume 56, issue 6, pages 1020-1037, DOI: 10.1016/j.euroecorev.2012.04.006.
• Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2012, "Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 202-209, DOI: 10.1016/j.ememar.2012.02.003.
• Kaplanski, Guy & Levy, Haim, 2012, "Real estate prices: An international study of seasonality's sentiment effect," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 123-146, DOI: 10.1016/j.jempfin.2011.11.004.
• Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012, "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 162-174, DOI: 10.1016/j.jempfin.2011.09.001.
• Lu, Jing & Chou, Robin K., 2012, "Does the weather have impacts on returns and trading activities in order-driven stock markets? Evidence from China," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 79-93, DOI: 10.1016/j.jempfin.2011.10.001.
• Hobbs, Jeffrey & Kovacs, Tunde & Sharma, Vivek, 2012, "The investment value of the frequency of analyst recommendation changes for the ordinary investor," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 94-108, DOI: 10.1016/j.jempfin.2011.09.006.
• Chen, Haiqiang & Choi, Paul Moon Sub, 2012, "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 175-199, DOI: 10.1016/j.jempfin.2012.01.001.
• You, Leyuan & Parhizgari, Ali M. & Srivastava, Suresh, 2012, "Cross-listing and subsequent delisting in foreign markets," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 200-216, DOI: 10.1016/j.jempfin.2011.11.005.
• Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying, 2012, "When does investor sentiment predict stock returns?," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 217-240, DOI: 10.1016/j.jempfin.2012.01.002.
• Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C., 2012, "Stock return autocorrelations revisited: A quantile regression approach," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 254-265, DOI: 10.1016/j.jempfin.2011.12.002.
• Chou, Ting-Kai & Cheng, Jia-Chi, 2012, "Credit ratings and excess value of diversification," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 266-281, DOI: 10.1016/j.jempfin.2011.12.003.
• Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang, 2012, "Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 309-318, DOI: 10.1016/j.jempfin.2011.12.005.
• Gospodinov, Nikolay & Jamali, Ibrahim, 2012, "The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 497-510, DOI: 10.1016/j.jempfin.2012.04.009.
• Himmelmann, Achim & Schiereck, Dirk, 2012, "Drug approval decisions: A note on stock liquidity effects," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 640-652, DOI: 10.1016/j.jempfin.2012.06.001.
• Shynkevich, Andrei, 2012, "Short-term predictability of equity returns along two style dimensions," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 675-685, DOI: 10.1016/j.jempfin.2012.07.003.
• Irwin, Scott H. & Sanders, Dwight R., 2012, "Testing the Masters Hypothesis in commodity futures markets," Energy Economics, Elsevier, volume 34, issue 1, pages 256-269, DOI: 10.1016/j.eneco.2011.10.008.
• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2012, "Modeling and explaining the dynamics of European Union Allowance prices at high-frequency," Energy Economics, Elsevier, volume 34, issue 1, pages 316-326, DOI: 10.1016/j.eneco.2011.02.011.
• Haugom, Erik & Ullrich, Carl J., 2012, "Market efficiency and risk premia in short-term forward prices," Energy Economics, Elsevier, volume 34, issue 6, pages 1931-1941, DOI: 10.1016/j.eneco.2012.08.003.
• Furió, Dolores & Chuliá, Helena, 2012, "Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain," Energy Economics, Elsevier, volume 34, issue 6, pages 2058-2065, DOI: 10.1016/j.eneco.2012.02.014.
• Mileva, Elitza & Siegfried, Nikolaus, 2012, "Oil market structure, network effects and the choice of currency for oil invoicing," Energy Policy, Elsevier, volume 44, issue C, pages 385-394, DOI: 10.1016/j.enpol.2012.02.002.
• Campbell, Gareth & Turner, John D. & Walker, Clive B., 2012, "The role of the media in a bubble," Explorations in Economic History, Elsevier, volume 49, issue 4, pages 461-481, DOI: 10.1016/j.eeh.2012.07.002.
• Jacoby, Gady & Liao, Rose C., 2012, "Price discovery and sentiment," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 108-118, DOI: 10.1016/j.irfa.2011.09.005.
• Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz, 2012, "Switching to floating exchange rates, devaluations, and stock returns in MENA countries," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 119-127, DOI: 10.1016/j.irfa.2011.09.003.
• Rodrigues, Bruno Dore & Souza, Reinaldo Castro & Stevenson, Maxwell J., 2012, "An analysis of intraday market behaviour before takeover announcements," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 23-32, DOI: 10.1016/j.irfa.2011.05.005.
• Jiao, Tao & Koning, Miriam & Mertens, Gerard & Roosenboom, Peter, 2012, "Mandatory IFRS adoption and its impact on analysts' forecasts," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 56-63, DOI: 10.1016/j.irfa.2011.05.006.
• Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Alvarez, Jesus, 2012, "A multiscale entropy approach for market efficiency," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 64-69, DOI: 10.1016/j.irfa.2011.12.001.
• Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav, 2012, "How do skilled traders change the structure of the market," International Review of Financial Analysis, Elsevier, volume 23, issue C, pages 66-71, DOI: 10.1016/j.irfa.2011.06.011.
• McMillan, David G. & Philip, Dennis, 2012, "Short-sale constraints and efficiency of the spot–futures dynamics," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 129-136, DOI: 10.1016/j.irfa.2012.09.001.
• Tao, Juan & Green, Christopher J., 2012, "Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 26-37, DOI: 10.1016/j.irfa.2012.07.002.
• Plunus, Séverine & Gillet, Roland & Hübner, Georges, 2012, "Reputational damage of operational loss on the bond market: Evidence from the financial industry," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 66-73, DOI: 10.1016/j.irfa.2012.07.007.
• McGilvery, Andrew & Faff, Robert & Pathan, Shams, 2012, "Competitive valuation effects of Australian IPOs," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 74-83, DOI: 10.1016/j.irfa.2012.08.002.
• Majumder, Debasish, 2012, "When the market becomes inefficient: Comparing BRIC markets with markets in the USA," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 84-92, DOI: 10.1016/j.irfa.2012.08.003.
• LeBaron, Blake, 2012, "Wealth dynamics and a bias toward momentum trading," Finance Research Letters, Elsevier, volume 9, issue 1, pages 21-28, DOI: 10.1016/j.frl.2011.09.001.
• Shan, Liwei & Gong, Stephen X., 2012, "Investor sentiment and stock returns: Wenchuan Earthquake," Finance Research Letters, Elsevier, volume 9, issue 1, pages 36-47, DOI: 10.1016/j.frl.2011.07.002.
• Smith, Geoffrey Peter, 2012, "Google Internet search activity and volatility prediction in the market for foreign currency," Finance Research Letters, Elsevier, volume 9, issue 2, pages 103-110, DOI: 10.1016/j.frl.2012.03.003.
• Jarrow, Robert & Protter, Philip, 2012, "Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory," Finance Research Letters, Elsevier, volume 9, issue 2, pages 58-62, DOI: 10.1016/j.frl.2012.03.002.
• Chong, Zhiwei, 2012, "Rational expectations equilibrium with transaction costs in financial markets," Finance Research Letters, Elsevier, volume 9, issue 2, pages 73-80, DOI: 10.1016/j.frl.2011.11.001.
• Pu, Xiaoling & Zhang, Jianing, 2012, "Can dual-currency sovereign CDS predict exchange rate returns?," Finance Research Letters, Elsevier, volume 9, issue 3, pages 157-166, DOI: 10.1016/j.frl.2012.01.001.
• Dzielinski, Michal, 2012, "Measuring economic uncertainty and its impact on the stock market," Finance Research Letters, Elsevier, volume 9, issue 3, pages 167-175, DOI: 10.1016/j.frl.2011.10.003.
• Flynn, Sean Masaki, 2012, "Noise-trading, costly arbitrage, and asset prices: Evidence from US closed-end funds," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 108-125, DOI: 10.1016/j.finmar.2011.06.001.
• Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch, 2012, "An improved test for statistical arbitrage," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 47-80, DOI: 10.1016/j.finmar.2011.08.003.
• Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben, 2012, "The impact of naked short selling on the securities lending and equity market," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 81-107, DOI: 10.1016/j.finmar.2011.07.001.
• Chakraborty, Archishman & Pagano, Michael S. & Schwartz, Robert A., 2012, "Order revelation at market openings," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 127-150, DOI: 10.1016/j.finmar.2011.08.002.
• Birru, Justin & Figlewski, Stephen, 2012, "Anatomy of a meltdown: The risk neutral density for the S&P 500 in the fall of 2008," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 151-180, DOI: 10.1016/j.finmar.2011.09.001.
• Fong, Wai Mun, 2012, "Do expected business conditions explain the value premium?," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 181-206, DOI: 10.1016/j.finmar.2011.08.004.
• Busse, Jeffrey A. & Clifton Green, T. & Jegadeesh, Narasimhan, 2012, "Buy-side trades and sell-side recommendations: Interactions and information content," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 207-232, DOI: 10.1016/j.finmar.2011.08.001.
• Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E., 2012, "Stock option contract adjustments: The case of special dividends," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 233-257, DOI: 10.1016/j.finmar.2011.10.001.
• Rhee, S. Ghon & Wu, Feng, 2012, "Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 258-285, DOI: 10.1016/j.finmar.2011.09.002.
• Boehme, Rodney & Çolak, Gönül, 2012, "Primary market characteristics and secondary market frictions of stocks," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 286-327, DOI: 10.1016/j.finmar.2011.11.001.
• De Ridder, Adri & Burnie, David A. & Råsbrant, Jonas, 2012, "Institutional investors' holdings surrounding equity rights offerings," Global Finance Journal, Elsevier, volume 23, issue 2, pages 125-140, DOI: 10.1016/j.gfj.2012.06.002.
• Siriopoulos, Costas & Fassas, Athanasios, 2012, "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, volume 23, issue 2, pages 77-93, DOI: 10.1016/j.gfj.2012.03.001.
• Al-Khasawneh, Jamal Ali & Essaddam, Naceur, 2012, "Market reaction to the merger announcements of US banks: A non-parametric X-efficiency framework," Global Finance Journal, Elsevier, volume 23, issue 3, pages 167-183, DOI: 10.1016/j.gfj.2012.10.003.
• Al-Hares, Osama M. & AbuGhazaleh, Naser M. & Haddad, Ayman E., 2012, "Value relevance of earnings, book value and dividends in an emerging capital market: Kuwait evidence," Global Finance Journal, Elsevier, volume 23, issue 3, pages 221-234, DOI: 10.1016/j.gfj.2012.10.006.
• Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012, "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, volume 87, issue 1, pages 162-177, DOI: 10.1016/j.jinteco.2011.12.001.
• Cécile Carpentier & Jean-François L’Her & Jean-Marc Suret, 2012, "Seasoned equity offerings by small and medium-sized enterprises," Small Business Economics, Springer, volume 38, issue 4, pages 449-465, May, DOI: 10.1007/s11187-010-9271-x.
• Andreas Dietrich, 2012, "Explaining loan rate differentials between small and large companies: evidence from Switzerland," Small Business Economics, Springer, volume 38, issue 4, pages 481-494, May, DOI: 10.1007/s11187-010-9273-8.
• Sungro Lee, Chang Sik Kim, In-Moo Kim & Chang Sik Kim & In-Moo Kim, 2012, "Testing the Monday Effect using High-frequency Intraday Returns: A Spatial Dominance Approach," Korean Economic Review, Korean Economic Association, volume 28, pages 69-90.
• George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012, "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-35, Sep.
• Yasuo Takatsuki, 2012, "The formation of an efficient market in Tokugawa Japan," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2012-21, Sep.
• Yusuke Takasu & Makoto Nakano, 2012, "What Do Smoothed Earnings Tell Us about the Future?," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 2, pages 1-32, December.
• Koji Ota, 2012, "Information Content of Analysts' Stock Ratings and Earnings Forecasts in the Presence of Management Earnings Forecasts," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 2, pages 87-116, December.
• Miwa Nakai & Keiko Yamaguchi & Kenji Takeuchi, 2012, "Sustainability membership and stock price: an empirical study using the Morningstar-SRI Index," Discussion Papers, Graduate School of Economics, Kobe University, number 1204, Mar.
• Simon Luechinger & Christoph Moser, 2012, "The Value of the Revolving Door," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-310, Aug, DOI: 10.3929/ethz-a-007362333.
• Rasmus Fatum & Yohei Yamamoto, 2012, "Does Foreign Exchange Intervention Volume Matter?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2012-03, May.