Research classified by Journal of Economic Literature (JEL) codes

2012

• Masayuki Susai & Yushi Yoshida, 2012, "Central bank interventions and limit order behavior in the foreign exchange market," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 56, Jul.
• Patrick Roger, 2012, "Portfolio diversification dynamics of individual investors: a new measure of investor sentiment," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2012-01.
• Christophe J. GODLEWSKI, 2012, "Are bank loans still “special” (especially during a crisis)? Empirical evidence from a European country," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2012-03.
• James Mitchell & George Kapetanios & Yongcheol Shin, 2012, "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 12/01, Jan.
• Yoichi Otsubo & Theoharry Grammatikos & Thorsten Lehnert, 2012, "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-14.
• Yoichi Otsubo, 2012, "Price Discovery of Tokyo-New York Cross-listed Stocks," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-5.
• Daniel Schmidt & Frank Schmielewski, 2012, "Consumer reaction on tumbling funds - Evidence from retail fund outflows during the financial crisis 2007/2008," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 228, Jan.
• Frank Schmielewski, 2012, "Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 229, Jan.
• Frank Schmielewski & Thomas Wein, 2012, "Are private banks the better banks? An insight into the principal-agent structure and risk-taking behavior of German banks," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 236, Apr.
• Reint Gropp & Arjan Kadareja, 2012, "Stale Information, Shocks, and Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1117-1149, September, DOI: j.1538-4616.2012.00525.x.
• Theologos Dergiades, 2012, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_05, Apr, revised Apr 2012.
• José Eduardo Gómez-González & Andrés F. García-Suaza, 2012, "A Simple Test of Momentum in Foreign Exchange Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 5, pages 66-77, September.
• Rossitsa Yalamova, 2012, "Fractal Measures in Market Microstructure Research," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 137-154, March - J.
• Jie (Michael) Guo & Dimitris Petmezas, 2012, "What are the Causes and Effects of M&As? The UK Evidence," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 21-47, March - J.
• Olga Dodd & Christodoulos Louca, 2012, "International Cross-Listing and Shareholders’ Wealth," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 49-86, March - J.
• Massimo PERI & Daniela VANDONE & Lucia BALDI, 2012, "Internet, noise trading and commodity prices," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-007, Jun.
• Massimo PERI & Daniela VANDONE & Lucia BALDI, 2012, "Internet, noise trading and commodity prices," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2012-07, Jun.
• György Pulai & Zoltán Reppa, 2012, "The design and implementation of the MNB’s euro sale programme introduced in relation to early repayments," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 7, issue 2, pages 31-40, June.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012, "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12009, Feb.
• Wassim Daher & Harun Aydilek & Fida Karam & Asiye Adydilek, 2012, "Insider trading with product differentiation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12014, Feb, DOI: 10.1007/s00712-013-0340-x.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12062, Sep.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12062r, Sep, revised Oct 2013.
• Kevin (Min) Zhao, 2012, "The Uptick Rule and Short-Selling Strategies," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 201202, Jan.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2012, "Flights to Safety," Working Paper Research, National Bank of Belgium, number 230, Oct.
• Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2012, "Technological Innovation, Resource Allocation, and Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 17769, Jan.
• Bo Becker & Daniel Bergstresser & Guhan Subramanian, 2012, "Does Shareholder Proxy Access Improve Firm Value? Evidence from the Business Roundtable Challenge," NBER Working Papers, National Bureau of Economic Research, Inc, number 17797, Feb.
• Veronica Guerrieri & Robert Shimer, 2012, "Dynamic Adverse Selection: A Theory of Illiquidity, Fire Sales, and Flight to Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 17876, Mar.
• David Yermack, 2012, "Tailspotting: Identifying and profiting from CEO vacation trips," NBER Working Papers, National Bureau of Economic Research, Inc, number 17940, Mar.
• Yan Leung Cheung & P. Raghavendra Rau & Aris Stouraitis, 2012, "How much do firms pay as bribes and what benefits do they get? Evidence from corruption cases worldwide," NBER Working Papers, National Bureau of Economic Research, Inc, number 17981, Apr.
• Ulrike Malmendier & Enrico Moretti & Florian S. Peters, 2012, "Winning by Losing: Evidence on the Long-Run Effects of Mergers," NBER Working Papers, National Bureau of Economic Research, Inc, number 18024, Apr.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2012, "Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18050, May.
• Kent Daniel & Ravi Jagannathan & Soohun Kim, 2012, "Tail Risk in Momentum Strategy Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18169, Jun.
• Ulrike Malmendier & Marcus Matthias Opp & Farzad Saidi, 2012, "Target Revaluation after Failed Takeover Attempts – Cash versus Stock," NBER Working Papers, National Bureau of Economic Research, Inc, number 18211, Jul.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012, "Prediction Markets for Economic Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 18222, Jul.
• Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012, "The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18231, Jul.
• Dimitri Vayanos & Jiang Wang, 2012, "Market Liquidity -- Theory and Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 18251, Jul.
• Lauren Cohen & Karl B. Diether & Christopher Malloy, 2012, "Legislating Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18291, Aug.
• Lauren Cohen & Umit G. Gurun & Christopher J. Malloy, 2012, "Resident Networks and Firm Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 18312, Aug.
• Florian Scheuer, 2012, "Adverse Selection In Credit Markets and Regressive Profit Taxation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18406, Sep.
• Kewei Hou & Chen Xue & Lu Zhang, 2012, "Digesting Anomalies: An Investment Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 18435, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18451, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Do prices reveal the presence of informed trading?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18452, Oct.
• Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2012, "Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18541, Nov.
• Stefan Nagel, 2012, "Empirical Cross-Sectional Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 18554, Nov.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2012, "Building Castles in the Air: Evidence from Industry IPO Waves," NBER Working Papers, National Bureau of Economic Research, Inc, number 18555, Nov.
• Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012, "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 18560, Nov.
• Bruce I. Carlin & Francis A. Longstaff & Kyle Matoba, 2012, "Disagreement and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18619, Dec.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers, National Bureau of Economic Research, Inc, number 18647, Dec.
• Otavio Ribeiro de Medeiros and Vitor Leone, 2012, "Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/02, Apr.
• Vayanos, Dimitri & Wang, Jiang, 2012, "Theories of Liquidity," Foundations and Trends(R) in Finance, now publishers, volume 6, issue 4, pages 221-317, November, DOI: 10.1561/0500000014.
• Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2012, "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," Critical Finance Review, now publishers, volume 1, issue 1, pages 183-221, January, DOI: 10.1561/104.00000005.
• Luca Gelsomini, 2012, "Public Disclosure by ‘Small’ Traders," Working papers, National Bank of Serbia, number 25, Nov.
• Soim Horatiu Florin, 2012, "The Causes Of Economic Crisis. A Behavioral Foundation," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 421-426, July.
• Dedu Vasile & Turcan Ciprian Sebastian & Turcan Radu, 2012, "Speculative Bubbles - A Behavioral Approach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 798-802, July.
• Ciumas Cristina & Chis Diana-Maria & Botos Horia Mircea, 2012, "Global Financial Crisis And Unit-Linked Insurance Markets Efficiency: Empirical Evidence From Central And Eastern European Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 443-448, December.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012, "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 12-01, Jan.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012, "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 354-389, 2012 06.
• Dale W. R. Rosenthal, 2012, "Modeling Trade Direction," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 390-415, 2012 04.
• Matthias R. Fengler & Helmut Herwartz & Christian Werner, 2012, "A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 3, pages 457-493, June.
• Owen A. Lamont, 2012, "Go Down Fighting: Short Sellers vs. Firms," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 1, pages 1-30.
• Malcolm Baker & Jeffrey Wurgler, 2012, "Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 1, pages 57-87.
• Doron Avramov & Tarun Chordia & Gergana Jostova & Alexander Philipov, 2012, "The World Price of Credit Risk," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 2, pages 112-152.
• Jeffrey A. Busse & Qing Tong, 2012, "Mutual Fund Industry Selection and Persistence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 2, pages 245-274.
• Giovanni Cespa & Xavier Vives, 2012, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 2, pages 539-580.
• Thierry Foucault & Laurent Frésard, 2012, "Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 11, pages 3305-3350.
• Ming Dong & David Hirshleifer & Siew Hong Teoh, 2012, "Overvalued Equity and Financing Decisions," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 12, pages 3645-3683.
• Dimitri Vayanos & Jiang Wang, 2012, "Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 5, pages 1339-1365.
• Bryan Kelly & Alexander Ljungqvist, 2012, "Testing Asymmetric-Information Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 5, pages 1366-1413.
• Rui Albuquerque, 2012, "Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 5, pages 1630-1673.
• Oprean Camelia & Bratu Renate, 2012, "Considerations about the Informational Efficiency of Financial Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1570-1575, May.
• Pochea Maria-Miruna, 2012, "Testing for Sibex Market’s Long-Term Memory," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1312-1317, Decembre.
• Parviz Saeidi & Abolghasem Okhli, 2012, "Studying the effect of assets return rate on stock price of the companies accepted in Tehran stock exchange," Business and Economic Horizons (BEH), Prague Development Center, volume 8, issue 2, pages 12-22, December.
• Cristian Ionescu, 2012, "Incomplete Markets and Financial Instability. The Role of Information," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 1, pages 141-150.
• Cristina Bălteanu & Oana Bărbulescu (Şeitan), 2012, "Qualitative Marketing Research Regarding The Impact of The Crisis on The Activity of The Leasing Companies," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 2, pages 55-62.
• Gheorghe Matei & Ana Preda, 2012, "Romanian Insurance Market-Road to Recovery after Financial Crisis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 3, pages 147-158.
• Abel L. Costa Fernandes & Paulo R. Mota, 2012, "Triffin’s Dilemma Again and the Efficient Level of U.S. Government Debt," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 469, Sep.
• Boissin, Romain, 2012, "Are financial analysts of IPO firms under pressure: the European evidence," MPRA Paper, University Library of Munich, Germany, number 36057, Jan.
• Armstrong, Mark & Vickers, John, 2012, "Consumer protection and contingent charges," MPRA Paper, University Library of Munich, Germany, number 37239, Mar.
• Bicchetti, David & Maystre, Nicolas, 2012, "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper, University Library of Munich, Germany, number 37486, Mar.
• Kohonen, Anssi, 2012, "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper, University Library of Munich, Germany, number 37504, Mar.
• Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," MPRA Paper, University Library of Munich, Germany, number 37954, May.
• Saumitra, Bhaduri & Sidharth, Mahapatra, 2012, "Applying an alternative test of herding behavior: a case study of the Indian stock market," MPRA Paper, University Library of Munich, Germany, number 38014, Apr.
• Klinedinst, Mark, 2012, "Going forward financially: credit unions as an alternative to commercial banks," MPRA Paper, University Library of Munich, Germany, number 38194, Apr, revised 13 Apr 2012.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2012, "Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011," MPRA Paper, University Library of Munich, Germany, number 38751, May.
• Nath, Golaka, 2012, "Indian corporate bonds market –an analytical prospective," MPRA Paper, University Library of Munich, Germany, number 38992, May.
• Estrada, Fernando, 2012, "Asymmetric information and financial markets," MPRA Paper, University Library of Munich, Germany, number 39025.
• Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo, 2012, "Effective Trade Execution," MPRA Paper, University Library of Munich, Germany, number 39619, Jun.
• Sinha, Pankaj & Mathur, Kritika, 2012, "Evolution of security transaction tax in India," MPRA Paper, University Library of Munich, Germany, number 40165, Jun.
• Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2012, "Overvalued equity and financing decisions," MPRA Paper, University Library of Munich, Germany, number 40221, Jul.
• Gyarmati, Ákos & Lublóy, Ágnes & Váradi, Kata, 2012, "The Budapest liquidity measure and the price impact function," MPRA Paper, University Library of Munich, Germany, number 40339.
• Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi, 2012, "Performances of Socially Responsible Investment and Environmentally Friendly Funds," MPRA Paper, University Library of Munich, Germany, number 40654, Aug.
• Acuña, Andres A. & Pinto, Cristian F., 2012, "Respuesta del retorno accionario a la politica monetaria: Evidencia para el mercado chileno
  [Stock return response to monetary policy: Evidence from the Chilean market]," MPRA Paper, University Library of Munich, Germany, number 41091, Jul.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012, "Could Investors’ Expectations Explain Temporal Variations in Hurst’s Exponent, Loci of Multifractal Spectra, and Statistical Prediction Errors? The Case of the S&P 500 Index," MPRA Paper, University Library of Munich, Germany, number 41407, Feb, revised 26 Feb 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012, "The Halloween effect during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 41539, May, revised 25 Sep 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012, "Reactions of the capital markets to the shocks before and during the global crisis," MPRA Paper, University Library of Munich, Germany, number 41540, Jan, revised 10 Jan 2012.
• Boissin, Romain, 2012, "Orphan versus non-orphan IPOs: the difference analyst coverage makes," MPRA Paper, University Library of Munich, Germany, number 41542, Sep.
• Boissin, Romain & Sentis, Patrick, 2012, "Long-run performance of IPOs and the role of financial analysts: some French evidence," MPRA Paper, University Library of Munich, Germany, number 41551, Apr.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2012, "Overreaction and underreaction on the BUCHAREST STOCK EXCHANGE," MPRA Paper, University Library of Munich, Germany, number 41555, Apr, revised 25 Sep 2012.
• Boissin, Romain, 2012, "Orphan versus non-orphan IPOs: the difference analyst coverage makes," MPRA Paper, University Library of Munich, Germany, number 41584, Sep.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2012, "Holiday effects during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 41625, Mar, revised 07 Mar 2012.
• Lim Kai Jie, Shawn & Chadha, Pavneet & Lau, Joshua & Potdar, Nishad, 2012, "Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency," MPRA Paper, University Library of Munich, Germany, number 41834, Sep.
• Ardliansyah, Rifqi, 2012, "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper, University Library of Munich, Germany, number 41958, Aug.
• Ahmad, Mahyudin, 2012, "Duration dependence test for rational speculative bubble: the strength and weakness," MPRA Paper, University Library of Munich, Germany, number 42156, Aug.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2012, "Short term momentum and contrarian profits on the Bucharest Stock Exchange before and during the global crisis," MPRA Paper, University Library of Munich, Germany, number 42510, Sep, revised 18 Sep 2012.
• Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan, 2012, "The dynamic relation between short sellers, option traders, and aggregate returns," MPRA Paper, University Library of Munich, Germany, number 42566, Nov.
• Sinha, Pankaj & Mathur, Kritika, 2012, "Securities transaction tax and the stock market– an Indian experience," MPRA Paper, University Library of Munich, Germany, number 42743, Nov.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2012, "Price Discovery of Credit Spreads in Tranquil and Crisis Periods," MPRA Paper, University Library of Munich, Germany, number 42847, Jun.
• Avino, Davide & Lazar, Emese, 2012, "Rethinking Capital Structure Arbitrage," MPRA Paper, University Library of Munich, Germany, number 42850, Nov.
• De Koning, Kees, 2012, "The United States: An Economic Balance Sheet Analysis," MPRA Paper, University Library of Munich, Germany, number 42900, Nov.
• Gyoshev, Stanley & Kaplan, Todd R. & Szewczyk, Samuel & Tsetsekos, George, 2012, "Why Do Financial Intermediaries Buy Put Options from Companies?," MPRA Paper, University Library of Munich, Germany, number 43149, Dec.
• Muto, Ichiro, 2012, "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," MPRA Paper, University Library of Munich, Germany, number 43220, Dec.
• Mezgebo, Taddese, 2012, "The nature of volatility in temporal profit with in Ethiopian commodity exchange: The case of washed export coffee modelled using ARFIMA-M-HYGARCH model," MPRA Paper, University Library of Munich, Germany, number 43345, Feb.
• Blake, David & Biffs, Enrico, 2012, "Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers," MPRA Paper, University Library of Munich, Germany, number 44680, Dec.
• Ntim, Collins G, 2012, "Why African Stock Markets Should Formally Harmonise and Integrate their Operations," MPRA Paper, University Library of Munich, Germany, number 45806, Dec.
• Abounoori, Abbas Ali & Mohammadali, Hanieh & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "Comparative study of static and dynamic neural network models for nonlinear time series forecasting," MPRA Paper, University Library of Munich, Germany, number 46466, Oct.
• Saturnino, Odilon & Saturnino, Valéria & Gois de Oliveira, Marcos Roberto & Lucena, Pierre & Araújo, Luiz Fernando, 2012, "Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica
  [Opposite strategy and liquidity effect: an econometric analysis]," MPRA Paper, University Library of Munich, Germany, number 48104, Jul.
• Saturnino, Odilon & Saturnino, Valéria & Lucena, Pierre & Caetano, Marcelino & Florencio dos Santos, Josete, 2012, "Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L)
  [Initial Public Offer of stocks in Brazil: an analysis of returns from stocks with low Price/earnings ratio]," MPRA Paper, University Library of Munich, Germany, number 48106, Sep.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2012, "Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns," MPRA Paper, University Library of Munich, Germany, number 48710.
• Bławat, Bogusław, 2012, "The Optimal Order Execution Problem within the Framework of a High-Frequency Trading - Sample Model," MPRA Paper, University Library of Munich, Germany, number 49081.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012, "The necessity of stock markets information incorporation into the methodology of credit rating agencies," MPRA Paper, University Library of Munich, Germany, number 50790, Sep.
• Wagner, Helmut & Matanovic, Eva, 2012, "Volatility Impact of Stock Index Futures Trading - A Revised Analysis," MPRA Paper, University Library of Munich, Germany, number 51204.
• Kasai, Katsuya, 2012, "Estimation of the Day of the Week Effect on Stock Market Volatility in the U.S. Manufacturing Sector using GARCH and EGARCH models," MPRA Paper, University Library of Munich, Germany, number 52240, Apr.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2012, "Prolonged holiday effects on Romanian capital market before and after the adhesion to EU," MPRA Paper, University Library of Munich, Germany, number 52770, Oct, revised Jan 2013.
• Erten, Irem & Tuncel, Murat B. & Okay, Nesrin, 2012, "Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach," MPRA Paper, University Library of Munich, Germany, number 56190, May.
• Erten, Irem & Okay, Nesrin, 2012, "Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011," MPRA Paper, University Library of Munich, Germany, number 56191, Oct.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2012, "Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options," MPRA Paper, University Library of Munich, Germany, number 56781, Apr.
• Kariastanto, Bayu & Ihsanin, Aulia, 2012, "Could regulator materialize potential demand for Islamic securities? Evidence from Indonesia," MPRA Paper, University Library of Munich, Germany, number 61247, Jun.
• Robert G. Kuklik, 2012, "The Macroeconomic Effects of Information Asymmetry in the Capital Markets," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2012, issue 1, pages 62-73, DOI: 10.18267/j.efaj.15.
• Ladislav Krištoufek & Miloslav Vošvrda, 2012, "Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie
  [Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy]," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 2, pages 208-221, DOI: 10.18267/j.polek.838.
• Fabrice Riva, 2012, "Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 37-48.
• Anastasios KONSTANTINIDIS & Androniki KATARACHIA & George BOROVAS & Maria Eleni VOUTSA, 2012, "From Efficient Market Hypothesis To Behavioural Finance: Can Behavioural Finance Be The New Dominant Model For Investing?," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 2, pages 16-26.
• Emmanuel Farhi & Jean Tirole, , "Liquid Bundles," Working Paper, Harvard University OpenScholar, number 70971.
• Jean Cordier & Alexandre Gohin, 2012, "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Working Papers SMART, INRAE UMR SMART, number 12-06.
• Konstantina Kappou & Ioannis Oikonomou, 2012, "Is there a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-10, Oct.
• Chris Brooks & Keith Anderson, 2012, "Speculative Bubbles and the Cross-Sectional Variation in Stock Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-01, Nov, revised Nov 2013.
• Borghan Nezami Narajabad, 2012, "Code and data files for "Information Technology and the Rise of Household Bankruptcy"," Computer Codes, Review of Economic Dynamics, number 10-43, revised .
• Borghan Nezami Narajabad, 2012, "Information Technology and the Rise of Household Bankruptcy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 4, pages 526-550, October, DOI: 10.1016/j.red.2012.06.002.
• Christian Hellwig & Aleh Tsyvinski & Elias Albagli, 2012, "A theory of asset prices based on heterogeneous information," 2012 Meeting Papers, Society for Economic Dynamics, number 394.
• Panayiotis Papakyriacou & George Nishiotis & Andreas Milidonis & Alex Michaelides, 2012, "Sovereign Debt Rating Changes and the Stock Market," 2012 Meeting Papers, Society for Economic Dynamics, number 522.
• Alexandru Constantinescu, 2012, "The business cycles and the influence of economic confidence indicators in the European region," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 201-224, June.
• Mejra Festic & Alenka Kavkler & Silvo Dajcman, 2012, "Long memory in the Croatian and Hungarian stock market returns," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 30, issue 1, pages 115-139.
• Smith, James L. & Thompson, Rex, 2012, "The Informational Role of Spot Prices and Inventories," RFF Working Paper Series, Resources for the Future, number dp-12-45, Sep.
• Nikola Gradojevic & Camillo Lento, 2012, "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series, Rimini Centre for Economic Analysis, number 31_12, Jun.
• Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012, "Effective Trade Execution," Working Paper series, Rimini Centre for Economic Analysis, number 41_12, Jun.
• Kee-Hong Bae, 2012, "Determinants of Local Currency Bonds and Foreign Holdings: Implications for Bond Market Development in the People’s Republic of China," Working Papers on Regional Economic Integration, Asian Development Bank, number 97, May.
• Heather Eckert & Henry van Egteren & Troy Hannweber, 2012, "The Overpricing Problem: Moral Hazard and Franchises," Working Papers, University of Alberta, Department of Economics, number 2012-02, Jan.
• Eric Stephens & James Thompson, 2012, "Who Participates in Risk Transfer Markets? The Role of Transaction Costs and Counterparty Risk," Working Papers, University of Alberta, Department of Economics, number 2012-12, Jun.
• Dina Tsytsulina, 2012, "The expected influence of Russian and foreign mergers on competition in metal industry 1999–2011," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 27, issue 3, pages 70-85.
• Harun Guzeldere, & Serra Eren Sarioglu, 2012, "Validity of Fama-French Three-Factor Model In Asset Pricing: An Application In Istanbul Stock Exchange," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 2, pages 1-1.
• Mustafa Akal & Erhan Birgili & Sedat Durmuskaya, 2012, "Testing Efficiency of Derivative Markets: ISE30, ISE100, USD and EURO," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 4, pages 1-1.
• Christian Growitsch & Marcus Stronzik & Rabindra Nepal, 2012, "Price convergence and information efficiency in German natural gas markets," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-5, Mar.
• Theologos Dergiades & Reinhard Madlener & Georgia Christofidou, 2012, "The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 17/2012, Dec.
• Elizabeth T. Arroyave C. & Diego A. Agudelo R., 2012, "Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente:caso colombiano 1999-2007," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 17, issue 33, pages 38-47.
• Tim Friederich & Carolin Kraus & Rudi Zagst, 2012, "ILLIX - A New Index for Quantifying Illiquidity," Journal of Financial Transformation, Capco Institute, volume 34, pages 183-193.
• Malek AL-Majali, 2012, "No More Traditional Stock Market Exchange: A Study Of Internet Trading Service (Its) In Jordan," Journal of Internet Banking and Commerce, Nahum Goldmann, volume 17, issue 1, pages 01-19.
• Jiyoun An & Cheolbeom Park, 2012, "Election Cycles and Stock Market Reaction: International Evidence," Working Papers, Korea Institute for International Economic Policy, number 12-4, Dec, DOI: 10.2139/ssrn.2319727.
• Camelia Oprean, 2012, "Testing the financial market informational efficiency in emerging states," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 4, issue 2, pages 181-190, Decembre.
• Gabriela-Victoria ANGHELACHE & Andreea NEGRU (CIOBANU) & Catalina Claudia SAVA, 2012, "The Analysis of the Capital Market Efficiency," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 4, pages 60-63, November.
• Katarzyna Anna Czech, & Adam Waszkowski, 2012, "Foreign Exchange Market Efficiency. Empirical Results For The Usd/Eur Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 8, issue 3, pages 1-9, October.
• Mateusz Polak, 2012, "The Misinformation Effect In Financial Markets – An Emerging Issue In Behavioural Finance," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 8, issue 3, pages 55-61, October.
• Heather Anderson & Howard Chan & Robert Faff & Yew Kee Ho, 2012, "Reported earnings and analyst forecasts as competing sources of information: A new approach," Australian Journal of Management, Australian School of Business, volume 37, issue 3, pages 333-359, December, DOI: 10.1177/0312896211434574.
• Cameron Truong, 2013, "The January effect, does options trading matter?," Australian Journal of Management, Australian School of Business, volume 38, issue 1, pages 31-48, April, DOI: 10.1177/0312896212440267.
• Thushari Vidanage & O.G. Dayaratna-Banda, 2012, "Does Past Information Help Predict Future Price Movements in Emerging Capital Markets? Evidence from the Colombo Securities Exchange," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 13, issue 2, pages 241-264, September, DOI: 10.1177/1391561412457236.
• Tomasz Potocki & Tomasz Swist, 2012, "Empirical Test of the Strong Form Efficiency of the Warsaw Stock Exchange: The Analysis of WIG 20 Index Shares," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 10, issue 2, pages 155-172.
• Alex Frino & Vito Mollica & Maria Grazia Romano, 2012, "Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_225, Nov.
• Amarjit Saini & Ravi Singla, 2012, "Impact Of Mergers On Corporate Performance: A Sample Study Of Indian Textile Industry," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 4, issue 3 (Decemb, pages 284-292.
• Raphael A. Auer, 2012, "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers, Swiss National Bank, number 2012-15.
• Astrid Herinckx & Ariane Szafarz, 2012, "Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 12-002, Jan.
• Knut Aastveit & Tørres Trovik, 2012, "Nowcasting norwegian GDP: the role of asset prices in a small open economy," Empirical Economics, Springer, volume 42, issue 1, pages 95-119, February, DOI: 10.1007/s00181-010-0429-9.
• Delia Coculescu & Monique Jeanblanc & Ashkan Nikeghbali, 2012, "Default times, no-arbitrage conditions and changes of probability measures," Finance and Stochastics, Springer, volume 16, issue 3, pages 513-535, July, DOI: 10.1007/s00780-011-0170-z.
• Vladimir Vovk, 2012, "Continuous-time trading and the emergence of probability," Finance and Stochastics, Springer, volume 16, issue 4, pages 561-609, October, DOI: 10.1007/s00780-012-0180-5.
• Christopher Lorenz & Alexander Schied, 2013, "Drift dependence of optimal trade execution strategies under transient price impact," Finance and Stochastics, Springer, volume 17, issue 4, pages 743-770, October, DOI: 10.1007/s00780-013-0211-x.
• Gregor Weiß, 2012, "Analysing contagion and bailout effects with copulae," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 1-32, January, DOI: 10.1007/s12197-009-9099-x.
• Tomasz Wisniewski & Geoffrey Lightfoot & Simon Lilley, 2012, "Speculating on presidential success: exploring the link between the price–earnings ratio and approval ratings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 106-122, January, DOI: 10.1007/s12197-009-9116-0.
• Guan Wang & Pierre Yourougou & Yue Wang, 2012, "Which implied volatility provides the best measure of future volatility?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 93-105, January, DOI: 10.1007/s12197-009-9114-2.
• Jeff Madura & Thanh Ngo, 2012, "Determinants of the medium of payment used to acquire privately-held targets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 2, pages 424-442, April, DOI: 10.1007/s12197-010-9130-2.
• Richard Fu & Marco Pagani, 2012, "On the cointegration of international stock indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 2, pages 463-480, April, DOI: 10.1007/s12197-010-9136-9.
• A. Inci & H. Seyhun, 2012, "How do quotes and prices evolve around isolated informed trades?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 2, pages 499-519, April, DOI: 10.1007/s12197-010-9146-7.
• Jeff Madura & Thanh Ngo, 2012, "Re-examination of industry effects due to withdrawn mergers," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 613-633, July, DOI: 10.1007/s12197-010-9133-z.
• Robert Hull & Sungkyu Kwak & Rosemary Walker, 2012, "Explanation for market response to seasoned equity offerings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 634-661, July, DOI: 10.1007/s12197-010-9139-6.
• Ralf Becker & Junsoo Lee & Benton Gup, 2012, "An empirical analysis of mean reversion of the S&P 500’s P/E ratios," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 675-690, July, DOI: 10.1007/s12197-010-9145-8.
• Omar Esqueda & Dave Jackson, 2012, "Currency depreciation effects on ADR returns: evidence from Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 691-711, July, DOI: 10.1007/s12197-010-9144-9.
• Deniz Igan & Marcelo Pinheiro, 2012, "Incentive to manipulate earnings and its connection to analysts’ forecasts, trading, and corporate governance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 4, pages 781-821, October, DOI: 10.1007/s12197-010-9131-1.
• Marek Marciniak, 2012, "Information effects of announced stock index additions: evidence from S&P 400," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 4, pages 822-849, October, DOI: 10.1007/s12197-010-9153-8.
• Zsuzsa Huszár & George Lentz & Wei Yu, 2012, "Does mandatory disclosure affect subprime lending to minority neighborhoods?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 4, pages 900-924, October, DOI: 10.1007/s12197-010-9163-6.
• Eleftherios Thalassinos & Dimitrios Maditinos & Athanasios Paschalidis, 2012, "Observing evidence of insider trading in the Athens Stock Exchange," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 1, issue 1, pages 1-26, December, DOI: 10.1186/2193-2409-1-8.
• Roberto Dieci & Frank Westerhoff, 2012, "A simple model of a speculative housing market," Journal of Evolutionary Economics, Springer, volume 22, issue 2, pages 303-329, April, DOI: 10.1007/s00191-011-0259-8.
• Ewa Sletten, 2012, "The effect of stock price on discretionary disclosure," Review of Accounting Studies, Springer, volume 17, issue 1, pages 96-133, March, DOI: 10.1007/s11142-011-9165-4.
• Joost Impink & Martien Lubberink & Bart Praag & David Veenman, 2012, "Did accelerated filing requirements and SOX Section 404 affect the timeliness of 10-K filings?," Review of Accounting Studies, Springer, volume 17, issue 2, pages 227-253, June, DOI: 10.1007/s11142-011-9172-5.
• Judson Caskey & John Hughes & Jing Liu, 2012, "Leverage, excess leverage, and future returns," Review of Accounting Studies, Springer, volume 17, issue 2, pages 443-471, June, DOI: 10.1007/s11142-011-9176-1.
• Eti Einhorn & Amir Ziv, 2012, "Biased voluntary disclosure," Review of Accounting Studies, Springer, volume 17, issue 2, pages 420-442, June, DOI: 10.1007/s11142-011-9177-0.
• Jeong-Bon Kim & Haina Shi, 2012, "IFRS reporting, firm-specific information flows, and institutional environments: international evidence," Review of Accounting Studies, Springer, volume 17, issue 3, pages 474-517, September, DOI: 10.1007/s11142-012-9190-y.
• Maria Correia & Scott Richardson & İrem Tuna, 2012, "Value investing in credit markets," Review of Accounting Studies, Springer, volume 17, issue 3, pages 572-609, September, DOI: 10.1007/s11142-012-9191-x.
• Joshua Livnat & Yuan Zhang, 2012, "Information interpretation or information discovery: which role of analysts do investors value more?," Review of Accounting Studies, Springer, volume 17, issue 3, pages 612-641, September, DOI: 10.1007/s11142-012-9193-8.
• Kin Lo, 2012, "What do analysts do? Discussion of “Information interpretation or information discovery: which role of analysts do investors value more?”," Review of Accounting Studies, Springer, volume 17, issue 3, pages 642-648, September, DOI: 10.1007/s11142-012-9195-6.
• Theodore E. Christensen, 2012, "Discussion of “Why do pro forma and street earnings not reflect changes in GAAP? Evidence from SFAS 123R”," Review of Accounting Studies, Springer, volume 17, issue 3, pages 563-571, September, DOI: 10.1007/s11142-012-9197-4.