Research classified by Journal of Economic Literature (JEL) codes

2013

• 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.
• 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.
• S. Maheswaran & G. Balasubramanian & C.A. Yoonus, 2011, "Post-colonial Finance," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 175-196, August, DOI: 10.1177/097265271101000202.
• Francesco Guidi & Rakesh Gupta & Suneel Maheshwari, 2011, "Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 3, pages 337-389, December, DOI: 10.1177/097265271101000304.
• Hamish D. Anderson & Christopher B. Malone & Ben R. Marshall, 2012, "Time Diversification in Developed and Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 2, pages 115-144, August, DOI: 10.1177/0972652712454512.
• Christos Floros & Yong Tan, 2013, "Moon Phases, Mood and Stock Market Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 1, pages 107-127, April, DOI: 10.1177/0972652712473405.
• M.V. Lakshman & Sankarshan Basu & R. Vaidyanathan, 2013, "Market-wide Herding and the Impact of Institutional Investors in the Indian Capital Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 2, pages 197-237, August, DOI: 10.1177/0972652713494046.
• A. Vinay Kumar & Shikha Jaiswal, 2013, "The Information Content of Alternate Implied Volatility Models: Case of Indian Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 3, pages 293-321, December, DOI: 10.1177/0972652713512915.
• Saumya Ranjan Dash & Jitendra Mahakud, 2013, "Investor Sentiment and Stock Return: Do Industries Matter?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 3, pages 315-349, August, DOI: 10.1177/0973801013491530.
• Imlak Shaikh & Puja Padhi, 2013, "Macroeconomic Announcements and the Implied Volatility Index: Evidence from India VIX," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 4, pages 417-442, November, DOI: 10.1177/0973801013500168.
• Veli Yilanci, 2013, "The Validity of the Halloween Effect in the Istanbul Stock Exchange," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, volume 1, issue 1, pages 21-30, January.
• Mario Padula & Yuri Pettinicchi, 2013, "Providing Financial Education: A General Equilibrium Approach," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 334, Jun.
• Santillan Salgado, Roberto Joaquín & Fonseca Ramírez, Alejandro, 2013, "Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores / Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 2, pages 119-144, julio-dic.
• Suresh Chandra Bihari & Jayashree Kotagi, 2013, "A Study On Efficiency Of Steel Futures Market In India," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 21-34.
• Abderrazak Dhaoui & Saad Bourouis & Melek Acar Boyacioglu, 2013, "The Impact Of Investor Psychology On Stock Markets: Evidence From France," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 35-59.
• Bokhtiar Hasan & A. F. M. Mainul Ahsan & Afzalur Rahaman, 2013, "Impact Of Hartal On Stock Return And Turnover: Evidence From Bangladesh," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 2 (Septem, pages 279-289.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Working Papers, Swiss National Bank, number 2013-11.
• Sophie van Huellen, 2013, "Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum," Working Papers, Department of Economics, SOAS University of London, UK, number 185, Oct.
• Oscar Bernal Diaz & Astrid Herinckx & Ariane Szafarz, 2013, "Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-001, Jan.
• Geraldine David & Kim Oosterlinck & Ariane Szafarz, 2013, "Art Market Inefficiency," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-011, Feb.
• Renaud Bourlès & Anastasia Cozarenco, 2013, "State intervention and the (micro)credit market in developed countries: loan guarantee and business development services," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-019, Apr.
• İsmail MAZGİT, 2013, "Endeks Kapsamında Olmanın Hisse Senedi Getirilerine Etkisi: BIST Temettü 25 Endeksi Üzerine Bir Uygulama," Sosyoekonomi Journal, Sosyoekonomi Society, issue 20(20).
• Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti, 2013, "Short-Sellers: Informed but Restricted," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_05, May.
• Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti, 2013, "Short Selling and Inside Information," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_06, May, revised 28 Jul 2016.
• Fernando D. Chague & Rodrigo De-Losso, Bruno C. Giovannetti, Paulo Manoel, 2013, "Central Bank Communication Affects Long-Term Interest Rates," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_07, May.
• Argiro Svingou, 2013, "Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 63, issue 1-2, pages 100-120, June.
• Nahoko Mitsuyama, 2013, "Stock Market Reaction to Patent Value in Japan: an Event Study Analysis," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 3, issue 6, pages 1-12, December.
• Alex Gershkov & Flavio Toxvaerd, 2013, "On seller estimates and buyer returns," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 1, issue 1, pages 47-55, May, DOI: 10.1007/s40505-013-0008-2.
• Yaseen Alhaj-Yaseen, 2013, "Cross-listing in the home market after going public in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 274-292, April, DOI: 10.1007/s12197-011-9183-x.
• Stoyu Ivanov, 2013, "The influence of ETFs on the price discovery of gold, silver and oil," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 3, pages 453-462, July, DOI: 10.1007/s12197-011-9205-8.
• Wenbin Tang & Hoang Nguyen & Van Nguyen, 2013, "The effects of listing changes between NASDAQ market segments," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 4, pages 584-605, October, DOI: 10.1007/s12197-011-9198-3.
• Gabriel Desgranges & Céline Rochon, 2013, "Conformism and public news," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 52, issue 3, pages 1061-1090, April, DOI: 10.1007/s00199-011-0679-6.
• Xiaojuan Hu & Cheng-Zhong Qin, 2013, "Information acquisition and welfare effect in a model of competitive financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 54, issue 1, pages 199-210, September, DOI: 10.1007/s00199-012-0711-5.
• Stephen Makar & Li Wang & Pervaiz Alam, 2013, "The mixed attribute model in SFAS 133 cash flow hedge accounting: implications for market pricing," Review of Accounting Studies, Springer, volume 18, issue 1, pages 66-94, March, DOI: 10.1007/s11142-012-9201-z.
• David Ashton & Pengguo Wang, 2013, "Terminal valuations, growth rates and the implied cost of capital," Review of Accounting Studies, Springer, volume 18, issue 1, pages 261-290, March, DOI: 10.1007/s11142-012-9208-5.
• Sohyung Kim, 2013, "What is behind the magic of O-Score? An alternative interpretation of Dichev’s (1998) bankruptcy risk anomaly," Review of Accounting Studies, Springer, volume 18, issue 2, pages 291-323, June, DOI: 10.1007/s11142-012-9206-7.
• Kenneth J. Merkley & Linda S. Bamber & Theodore E. Christensen, 2013, "Detailed management earnings forecasts: do analysts listen?," Review of Accounting Studies, Springer, volume 18, issue 2, pages 479-521, June, DOI: 10.1007/s11142-012-9214-7.
• Jeremiah Green & John R. M. Hand & X. Frank Zhang, 2013, "The supraview of return predictive signals," Review of Accounting Studies, Springer, volume 18, issue 3, pages 692-730, September, DOI: 10.1007/s11142-013-9231-1.
• Peter Algert, 2013, "Discussion of “The supraview of return predictive signals”," Review of Accounting Studies, Springer, volume 18, issue 3, pages 731-733, September, DOI: 10.1007/s11142-013-9237-8.
• Jeffrey Ng & İrem Tuna & Rodrigo Verdi, 2013, "Management forecast credibility and underreaction to news," Review of Accounting Studies, Springer, volume 18, issue 4, pages 956-986, December, DOI: 10.1007/s11142-012-9217-4.
• Edwige Cheynel, 2013, "A theory of voluntary disclosure and cost of capital," Review of Accounting Studies, Springer, volume 18, issue 4, pages 987-1020, December, DOI: 10.1007/s11142-013-9223-1.
• Matthew R. Lyle & Jeffrey L. Callen & Robert J. Elliott, 2013, "Dynamic risk, accounting-based valuation and firm fundamentals," Review of Accounting Studies, Springer, volume 18, issue 4, pages 899-929, December, DOI: 10.1007/s11142-013-9227-x.
• Pau Castells & Francesc Trillas, 2013, "The effects of surprise political events on quoted firms: the March 2004 election in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 4, issue 1, pages 83-112, March, DOI: 10.1007/s13209-011-0080-5.
• Karola Bastini & Rainer Kasperzak, 2013, "Erkenntnisfortschritt in der Rechnungslegung durch experimentelle Forschung? — Diskussion methodischer Grundsatzfragen anhand der Entscheidungsnützlichkeit des Performance Reporting," Schmalenbach Journal of Business Research, Springer, volume 65, issue 7, pages 622-660, December, DOI: 10.1007/BF03372887.
• Imlak Shaikh & Puja Padhi, 2013, "RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 4, pages 445-460, March, DOI: 10.1007/s11300-013-0255-9.
• Lukas Menkhoff, 2013, "Effiziente Finanzmärkte und soziale Dynamik," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 12, pages 864-867, December, DOI: 10.1007/s10273-013-1614-1.
• Thomas Lux, 2013, "Effizienz und Stabilität von Finanzmärkten: Stehen wir vor einem Paradigmenwechsel?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 1, pages 16-22, January, DOI: 10.1007/s10273-013-1483-7.
• Nicolas Huck, 2013, "The high sensitivity of pairs trading returns," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 14, pages 1301-1304, September, DOI: 10.1080/13504851.2013.802121.
• Miwa Nakai & Keiko Yamaguchi & Kenji Takeuchi, 2013, "Sustainability membership and stock price: an empirical study using the Morningstar-SRI Index," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 1, pages 71-77, January, DOI: 10.1080/09603107.2012.709602.
• Bernd Hayo & Matthias Neuenkirch, 2013, "Does the currency board matter? US news and Argentine financial market reaction," Applied Economics, Taylor & Francis Journals, volume 45, issue 28, pages 4034-4040, October, DOI: 10.1080/00036846.2012.748177.
• Fabio Braggion & Lyndon Moore, 2013, "How insiders traded before rules," Business History, Taylor & Francis Journals, volume 55, issue 4, pages 565-584, June, DOI: 10.1080/00076791.2012.741973.
• Michael Hanke & Michael Kirchler, 2013, "Football championships and jersey sponsors’ stock prices: an empirical investigation," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 3, pages 228-241, March, DOI: 10.1080/1351847X.2012.659268.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2013, "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 11, pages 2480-2494, November, DOI: 10.1080/02664763.2013.818624.
• Pyemo N. Afego, 2013, "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, volume 14, issue 3, pages 141-149, December, DOI: 10.1080/15228916.2013.844008.
• Suela Kristo, 2013, "Efficiency of the Albanian banking system: Traditional approach and Stochastic Frontier Analysis," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 6, issue 3, pages 61-78, December.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-086/III, Jul.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2013, "Identifying Cross-Sided Liquidity Externalities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-154/IV/DSF63, Oct.
• Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013, "Central Clearing and Asset Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-181/IV/DSF67, Nov.
• Renneboog, L.D.R. & Zhao, Y., 2013, "Director Networks and Takeovers," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-056.
• Stenzel, A. & Wagner, W.B., 2013, "Asset Opacity and Liquidity," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-066.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013, "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-042.
• Renneboog, L.D.R. & Zhao, Y., 2013, "Director Networks and Takeovers," Other publications TiSEM, Tilburg University, School of Economics and Management, number 04ccf531-c446-4257-97e7-4.
• Stenzel, A. & Wagner, W.B., 2013, "Asset Opacity and Liquidity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 36533529-29b8-4e85-9abd-0.
• Stenzel, A. & Wagner, W.B., 2013, "Asset Opacity and Liquidity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 995e0699-a8d9-4a58-a120-e.
• Giusti, G. & Noussair, C.N. & Voth, H-J., 2013, "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Other publications TiSEM, Tilburg University, School of Economics and Management, number dd894e7e-521a-4092-94b0-0.
• Mailath, George J. & Thadden, Ernst-Ludwig von, 2013, "Incentive Compatibility and Differentiability New Results and Classic Applications," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 447, Jan.
• Josh Stillwagon, 2013, "Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets," Working Papers, Trinity College, Department of Economics, number 1314, Dec.
• Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013, "Determinants of Systemic Risk and Information Dissemination," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0776.
• Pilar Abad & M. Dolores Robles & Gare Cuervo, 2013, "Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-11, Mar.
• Michael McAleer & Kim Radalj, 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-25, Jun.
• Bo Becker & Daniel Bergstresser & Guhan Subramanian, 2013, "Does Shareholder Proxy Access Improve Firm Value? Evidence from the Business Roundtable's Challenge," Journal of Law and Economics, University of Chicago Press, volume 56, issue 1, pages 127-160, DOI: 10.1086/667411.
• Alasdair Brown & Fuyu Yang, 2013, "Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 054, Dec.
• Geraldine David & Kim Oosterlinck & Ariane Szafarz, 2013, "Art Market Inefficiency," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/145737, Oct.
• Billings, M.B. & Jennings, R. & Lev, B., 2013, "On guidance and volatility," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 039, Jan, DOI: 10.26481/umagsb.2013039.
• Bos, J.W.B. & Frömmel, M. & Lamers, M., 2013, "FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 047, Jan, DOI: 10.26481/umagsb.2013047.
• Salamanca, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013, "Locus of control and investment in risky assets," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 052, Jan, DOI: 10.26481/umagsb.2013052.
• Salamanca Acosta, N. & de Grip, A. & Fouarge, D. & Montizaan, R.M., 2013, "Locus of control and investment in risky assets," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 016, Jan, DOI: 10.26481/umaror.2013016.
• Magomet Yandiev & Alexander Pakhalov, 2013, "The relationship between stock market parameters and interbank lending market: an empirical evidence," Working Papers, Moscow State University, Faculty of Economics, number 0002, Nov.
• Magomet Yandiev & Renat Bekkin, 2013, "Credit in the Structure of the Market Quotation of Financial Assets in Relation to the Islamic Financial Laws," Working Papers, Moscow State University, Faculty of Economics, number 0008, Dec.
• Peter Koudijs & Joachim Voth, 2013, "Leverage and beliefs: Personal experience and risk taking in margin lending," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1343, Nov.
• Giovanni Giusti & Charles Noussair & Joachim Voth, 2013, "Recreating the South Sea bubble: Lessons from an experiment in financial history," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1381, Sep.
• Vicente Cunat & Mireia Gine & Maria Guadalupe, 2013, "Say Pays! Shareholder Voice and Firm Performance," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 13-192, Feb.
• Frutos, M. A. de & Manzano, Carolina, 2013, "Market Transparency, Market Quality and Sunshine Trading," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/211882.
• David Goldbaum, 2013, "Learning and Adaptation as a Source of Market Failure," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 14, Aug.
• Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2013, "Learning and Information Dissemination in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 333, Jun.
• Carl Chiarella & Xue-Zhong He & Lijian Wei, 2013, "Learning and Evolution of Trading Strategies in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 335, Aug.
• Hao Fang & Yen-Hsien Lee, 2013, "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 743-757.
• Axel Groß‐KlußMann & Nikolaus Hautsch, 2013, "Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 8, pages 724-742, December.
• Haiqiang Chen & Qian Han & Yingxing Li & Kai Wu, 2013, "Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 12, pages 1167-1190, December.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 7, pages 629-652, July.
• Stelios D. Bekiros, 2013, "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, volume 22, issue 4, pages 213-219, November, DOI: 10.1016/j.rfe.2013.05.005.
• João Paulo Vieito & K. V. Bhanu Murthy & Vanita Tripathi, 2013, "Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-27, DOI: 10.1142/S2010495213500036.
• N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2013, "Weather Shocks And Agricultural Commodity Prices In India," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-20, DOI: 10.1142/S2010007813500115.
• Silvia Muzzioli, 2013, "The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-46, DOI: 10.1142/S2010139213500055.
• Jing-Zhi Huang & Zhijian Huang, 2013, "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-33, DOI: 10.1142/S201013921350016X.
• Emmanuel Morales-Camargo, 2013, "Restrictions on Allocation Discretion: Evidence from Clawbacks in Hong Kong IPOs," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-57, DOI: 10.1142/S2010139213500183.
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2013, "Optimal Organisations for Optimal Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Bogdan DIMA & Petru-Eugen OPRIȘ, 2013, "Financial Intermediation and Economic Growth," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 6, issue 20, pages 127-136.
• Rafal Weron & Michal Zator, 2013, "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/08, Oct.
• Arne Feddersen & Brad Humphreys & Brian Soebbing, 2013, "Sentiment Bias in National Basketball Association Betting," Working Papers, Department of Economics, West Virginia University, number 13-03, Sep.
• Arne Feddersen & Brad Humphreys & Brian Soebbing, 2013, "Sentiment Bias and Asset Prices: Evidence from Sports Betting Markets and Social Media," Working Papers, Department of Economics, West Virginia University, number 13-07, Sep.
• Yan He & Hai Lin & Chunchi Wu & Uric B. Dufrene, 2013, "The 2000 presidential election and the information cost of sensitive versus," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• 马成虎 & 汪先珍, 2013, "中国股市价格的跳跃行为：基于上证综指高频数据的参数分析," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Gregory C Chow & Changjiang Liu & Linlin Niu, 2013, "Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "Non-parametric Tests for the Martingale Restriction: A New Approach," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Biao Guo & Qian Han & Doojin Ryu, 2013, "The Number of State Variables for CDS Pricing," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Christophe Boya, 2013, "Market Efficiency and Information: A Literature Review," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 16, issue 2, pages 57-84, May.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2013.
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2013, "Institutional development and stock price synchronicity: Evidence from China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2013.
• Gwilym, Owain Ap & Wang, Qvigwei & Hasan, Iftekhar & Xie, Ru, 2013, "In search of concepts: The effects of speculative demand on returns and volume," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2013.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013, "Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation," Discussion Papers, Deutsche Bundesbank, number 18/2013.
• Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013, "The price impact of CDS trading," Discussion Papers, Deutsche Bundesbank, number 20/2013.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2013, "Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis," Discussion Papers, Deutsche Bundesbank, number 32/2013.
• Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2013, "The price impact of CDS trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-12 [rev.].
• Andres, Christian & Betzer, André & Doumet, Markus & Theissen, Erik, 2013, "Open market share repurchases in Germany: A conditional event study approach," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-02.
• Agarwal, Vikas & Mullally, Kevin & Tang, Yuehua & Yang, Baozhong, 2013, "Mandatory portfolio disclosure, stock liquidity, and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-04.
• Baule, Rainer & Korn, Olaf & Saßning, Sven, 2013, "Which beta is best? On the information content of option-implied betas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-11.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013, "Exchange trading rules, surveillance and insider trading," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/15.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013, "High frequency trading and end-of-day price dislocation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/16.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013, "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/22.
• Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2013, "Institutional changes of SPACs," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 68589, Feb.
• Shah, Syed Noaman & Kebewar, Mazen, 2013, "US Corporate Bond Yield Spread. A default risk debate," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 73690, Mar.
• Croonenbroeck, Carsten & Matkovskyy, Roman, 2013, "Is the market held by institutional investors? The disposition effect revisited," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 338.
• Huijuan, Cao & Fujii, Hidemichi & Managi, Shunsuke, 2013, "Environmental impact of the 2008 Beijing Olympic Games," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-30.
• da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2013, "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-52.
• Bormann, Sven-Kristjan, 2013, "Sentiment indices on financial markets: What do they measure?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-58.
• Alfarano, Simone & Förster, Niels & Milaković, Mishael & Mundt, Philipp, 2013, "The real versus the financial economy: A global tale of stability versus volatility," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-8.
• Aboura, Sofiane & van Roye, Björn, 2013, "Financial stress and economic dynamics: An application to France," Kiel Working Papers, Kiel Institute for the World Economy, number 1834.
• de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Kiel Working Papers, Kiel Institute for the World Economy, number 1865.
• Will, Matthias Georg & Prehn, Sören & Pies, Ingo & Glauben, Thomas, 2013, "Does financial speculation with agricultural commodities cause hunger? A reply to our critics," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2013-25.
• Rühl, Tobias R. & Stein, Michael, 2013, "The Cost of New Information – ECB Macro Announcement Impacts on Bid-Ask Spreads of European Blue Chips," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 452, DOI: 10.4419/86788509.
• Brennan, Michael J. & Kraft, Holger, 2013, "Financing asset growth," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 26, DOI: 10.2139/ssrn.2308909.
• Hett, Florian & Schmidt, Alexander, 2016, "Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 36, revised 2016, DOI: 10.2139/ssrn.2365686.
• Detmers, Gunda-Alexandra & Nautz, Dieter, 2013, "How Stale Central Bank Interest Rate Projections Affect Interest Rate Uncertainty," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79861.
• Uhde, Andre & Farruggio, Christian & Michalak, Tobias C., 2013, "The light and dark side of TARP," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80004.
• Kerstin Lopatta & Magdalena Tchikov & Finn Marten Körner, 2013, "Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 22 / 2013, Nov, revised Nov 2013.
• Christian Fieberg & Armin Varmaz & Jörg Prokop & Finn Marten Körner, 2013, "The News Content of Bank Rating Changes - Evidence from a Global Event Study," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 24 / 2013, Dec, revised Dec 2013.
• Raphael Flepp & Stephan Nüesch & Egon Franck, 2013, "Liquidity, Market Efficiency and the Influence of Noise Traders: Quasi-Experimental Evidence from the Betting Industry," Working Papers, University of Zurich, Department of Business Administration (IBW), number 341, Dec.
• Aleksander Berentsen & Michael McBride & Guillaume Rocheteau, 2013, "Limelight on dark markets: theory and experimental evidence on liquidity and information," ECON - Working Papers, Department of Economics - University of Zurich, number 126, Jun, revised Apr 2015.
• 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., undated, "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.