Research classified by Journal of Economic Literature (JEL) codes

2012

• Hans B. Christensen, 2012, "Why do firms rarely adopt IFRS voluntarily? Academics find significant benefits and the costs appear to be low," Review of Accounting Studies, Springer, volume 17, issue 3, pages 518-525, September, DOI: 10.1007/s11142-012-9202-y.
• William H. Beaver & Wayne R. Landsman & Edward L. Owens, 2012, "Asymmetry in earnings timeliness and persistence: a simultaneous equations approach," Review of Accounting Studies, Springer, volume 17, issue 4, pages 781-806, December, DOI: 10.1007/s11142-011-9174-3.
• Dain C. Donelson & Robert J. Resutek, 2012, "The effect of R&D on future returns and earnings forecasts," Review of Accounting Studies, Springer, volume 17, issue 4, pages 848-876, December, DOI: 10.1007/s11142-011-9179-y.
• Merle Erickson & Shiing-Wu Wang & X. Frank Zhang, 2012, "The change in information uncertainty and acquirer wealth losses," Review of Accounting Studies, Springer, volume 17, issue 4, pages 913-943, December, DOI: 10.1007/s11142-012-9184-9.
• William H. Beaver & Maria Correia & Maureen F. McNichols, 2012, "Do differences in financial reporting attributes impair the predictive ability of financial ratios for bankruptcy?," Review of Accounting Studies, Springer, volume 17, issue 4, pages 969-1010, December, DOI: 10.1007/s11142-012-9186-7.
• Marco Cipriani & Riccardo Costantini & Antonio Guarino, 2012, "A Bayesian approach to experimental analysis: trading in a laboratory financial market," Review of Economic Design, Springer;Society for Economic Design, volume 16, issue 2, pages 175-191, September, DOI: 10.1007/s10058-012-0124-8.
• Klaus Schredelseker, 2012, "Finanzkrise — Mitschuld der Theorie?," Schmalenbach Journal of Business Research, Springer, volume 64, issue 8, pages 833-845, December, DOI: 10.1007/BF03372871.
• Lu s Pacheco, 2012, "Moody S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, volume 3, issue 1, pages 58-83.
• Massimiliano Marzo & Paolo Zagaglia, 2012, "Trading directions and the pricing of Euro interbank deposits in the long run," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 18, pages 1827-1839, December, DOI: 10.1080/13504851.2012.663467.
• Erik Theissen, 2012, "Price discovery in spot and futures markets: a reconsideration," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 10, pages 969-987, November, DOI: 10.1080/1351847X.2011.601643.
• Paolo Vitale, 2012, "Optimal informed trading in the foreign exchange market," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 10, pages 989-1013, November, DOI: 10.1080/1351847X.2011.601650.
• H�lena Beltran-Lopez & Joachim Grammig & Albert J. Menkveld, 2012, "Limit order books and trade informativeness," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 9, pages 737-759, October, DOI: 10.1080/1351847X.2011.601651.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012, "Leverage causes fat tails and clustered volatility," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 5, pages 695-707, February, DOI: 10.1080/14697688.2012.674301.
• Murat Duran & Doruk Kucuksarac, 2012, "Are Swap and Bond Markets Alternatives to Each Other in Turkey?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1223.
• Felicia Ramona Birău, 2012, "Stochastic Volatility Models For Financial Time Series Analysis," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 472-475, November.
• Felicia Ramona BIRAU, 2012, "The implications of chaos theory on Bucharest stock exchange," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 36-41, May.
• Andrey Kudryavtsev, 2012, "Short-Term Stock Price Reversals May Be Reversed," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 3, pages 129-146, December.
• P. Srinivasan & P. Ibrahim, 2012, "Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 3, pages 65-80, December.
• Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012, "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-016/1, Feb.
• Martin Scholtus & Dick van Dijk, 2012, "High-Frequency Technical Trading: The Importance of Speed," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-018/4, Mar.
• Ian W. Marsh & Wolf Wagner, 2012, "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-033/IV/DSF33, Apr.
• Martin L. Scholtus & Dick van Dijk & Bart Frijns, 2012, "Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-121/III, Nov.
• Kees E. Bouwman & Elvira Sojli & Wing Wah Tham, 2012, "Aggregate Stock Market Illiquidity and Bond Risk Premia," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-140/IV/DSF46, Dec.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012, "Sunshine Trading: Flashes of Trading Intent at the NASDAQ," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-141/IV/DSF47, Dec.
• Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2012, "Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072)," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-012.
• Marsch, I. & Wagner, W.B., 2012, "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-006.
• Braggion, F. & Moore, L., 2012, "How Insiders Traded before Rules," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-007.
• Braggion, F. & Moore, L., 2012, "How Insiders Traded before Rules," Other publications TiSEM, Tilburg University, School of Economics and Management, number f4f6a08a-280d-41f3-adc5-a.
• Hitoshi Matsushima, 2012, "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-857, Aug.
• Testa, Alessia, 2012, "Path-Dependent Behavior with Asymmetric Information about Traders' Types," 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 388, Jul.
• Farhi, Emmanuel & Tirole, Jean, 2012, "Liquid Bundles," TSE Working Papers, Toulouse School of Economics (TSE), number 12-328, Jul, revised Oct 2013.
• He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2012, "Subscribing to Transparency," TSE Working Papers, Toulouse School of Economics (TSE), number 12-351, Jul, revised Nov 2013.
• John Cotter & Stuart Gabriel & Richard Roll, 2012, "Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust," Working Papers, Geary Institute, University College Dublin, number 201217, Aug.
• Pilar Abad Romero & María Dolores Robles Fernández, 2012, "Credit rating agencies and unsystematic risk: Is there a linkage?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-17, Jul.
• Philippe Lambert & Sébastien Laurent & David Veredas, 2012, "Testing conditional asymmetry. A residual based approach," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136195.
• Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012, "Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 22/12, Dec.
• Óscar Arce & Sergio Mayordomo, 2012, "Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 25/12, Dec.
• David Bicchetti & Nicolas Maystre, 2012, "The Synchronized And Long-Lasting Structural Change On Commodity Markets: Evidence From High Frequency Data," UNCTAD Discussion Papers, United Nations Conference on Trade and Development, number 208.
• Grigory V. Kalyagin & Vladimir A. Kozlov, 2012, "Coordination in Political Machinery under Dictatorship: Signals, Shirking and Repression," Working Papers, Moscow State University, Faculty of Economics, number 0001, May.
• Francisco Barillas & Kristoffer Nimark, 2012, "Speculation, risk premia and expectations in the yield curve," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1337, Aug, revised Nov 2013.
• Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012, "An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union," Working Papers on Finance, University of St. Gallen, School of Finance, number 1202, Aug.
• Kohler, Alexander & von Wyss, Rico, 2012, "Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID," Working Papers on Finance, University of St. Gallen, School of Finance, number 1209, Jun.
• Kohler, Alexander & von Wyss, Rico, 2012, "Fragmentation in European Equity Markets and Market Quality – Evidence from the Analysis of Trade-Throughs," Working Papers on Finance, University of St. Gallen, School of Finance, number 1210, Oct.
• Mancini Griffoli, Tommaso & Ranaldo, Angelo, 2012, "Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1212, Nov.
• Hoechle, Daniel & Schaub, nic & Schmid, Markus, 2012, "Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions," Working Papers on Finance, University of St. Gallen, School of Finance, number 1215, Feb, revised Sep 2015.
• Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2012, "Decomposing Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1216, Jun, revised Nov 2015.
• Rajmund MIRDALA, 2012, "Financial Deepening And Economic Growth In The European Transition Economies," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 6(18)/ Su, pages 177-194.
• Ece C. KARADAGLI & Nazlı C. OMAY, 2012, "Testing Weak Form Market Efficiency Of Emerging Markets: A Nonlinear Approach," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 3(21)/ Fa, pages 235-245.
• Amporn SOONGSWANG, 2012, "Do M&A Enhance Values? Mixed Methods And Evidence," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 3(21)/ Fa, pages 312-325.
• Leonardo Fernandez, 2012, "Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2012, January-A.
• Xue-Zhong He, 2012, "Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 316, Oct.
• Dirk G Baur, 2012, "The Structure and Degree of Dependence - A Quantile Regression Approach," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 170, Aug.
• Roberto Casarin & Flaminio Squazzoni, 2012, "Financial press and stock markets in times of crisis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_04.
• Stefana Maria Dima & Chiara Saccon, 2012, "Financial Reporting for Joint ventures and Capital Markets Reactions," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 23, Dec.
• Piotr Arendarski, 2012, "Tactical allocation in falling stocks: Combining momentum and solvency ratio signals," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-01.
• Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012, "Investment strategies beating the market. What can we squeeze from the market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-04.
• Cécile Carpentier & Douglas Cumming & Jean‐Marc Suret, 2012, "The Value of Capital Market Regulation: IPOs Versus Reverse Mergers," Journal of Empirical Legal Studies, John Wiley & Sons, volume 9, issue 1, pages 56-91, March, DOI: 10.1111/j.1740-1461.2011.01247.x.
• Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi, 2012, "Variance risk premiums and predictive power of alternative forward variances in the corn market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 6, pages 587-608, June.
• 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: 10.1111/j.1538-4616.2012.00525.x.
• Kin‐Yip Ho & Lin Zheng & Zhaoyong Zhang, 2012, "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, John Wiley & Sons, volume 21, issue 4, pages 168-174, November, DOI: 10.1016/j.rfe.2012.06.001.
• Alexander Kurov, 2012, "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, John Wiley & Sons, volume 21, issue 4, pages 175-187, November, DOI: 10.1016/j.rfe.2012.06.010.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2012, "Federal Reserve Communications and Emerging Equity Markets," Southern Economic Journal, John Wiley & Sons, volume 78, issue 3, pages 1041-1056, January, DOI: 10.4284/0038-4038-78.3.1041.
• Robert Jarrow, 2012, "The Third Fundamental Theorem Of Asset Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 02, pages 1-11, DOI: 10.1142/S2010495212500078.
• Álvaro Cartea & José Penalva, 2012, "Where is the Value in High Frequency Trading?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 1-46, DOI: 10.1142/S2010139212500140.
• Martin D. D. Evans & Richard K. Lyons, 2012, "Exchange Rate Fundamentals and Order Flow," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 1-63, DOI: 10.1142/S2010139212500188.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2012, "The Impacts Of The Imf-Supported Structural Reform Program On Asian Stock Market Efficiency," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 04, pages 1-21, DOI: 10.1142/S0217590812500294.
• Marianna BOTIKA, 2012, "Evolution of Shares Market Price During the Company’s Financial Results Announcement. Event Study Approach," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 5, issue 17, pages 96-118.
• Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2012, "The bull and bear market model of Huang and Day : Some extensions and new results," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 89.
• Francis, Bill & Hasan, Iftekhar & Song, Liang & Yeung, Bernard, 2012, "What determines bank stock price synchronicity? Global evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 16/2012.
• Korkeamäki, Timo & Takalo, Tuomas, 2012, "Valuation of innovation: the case of iPhone," Bank of Finland Research Discussion Papers, Bank of Finland, number 24/2012.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2012, "Does relationship matter? The choice of financial advisors," Bank of Finland Research Discussion Papers, Bank of Finland, number 28/2012.
• Bosma, Jakob & Koetter, Michael & Wedow, Michael, 2012, "Credit risk connectivity in the financial industry and stabilization effects of government bailouts," Discussion Papers, Deutsche Bundesbank, number 16/2012.
• Jank, Stephan, 2012, "Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-08.
• Gündüz, Yalin & Nasev, Julia & Trapp, Monika, 2012, "The price impact of CDS trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-12.
• Gaul, Jürgen & Theissen, Erik, 2012, "A partially linear approach to modelling the dynamics of spot and futures prices," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-01.
• Hautsch, Nikolaus & Huang, Ruihong, 2012, "On the dark side of the market: Identifying and analyzing hidden order placements," CFS Working Paper Series, Center for Financial Studies (CFS), number 2012/04.
• Kraemer-Eis, Helmut & Lang, Frank, 2012, "The importance of leasing for SME finance," EIF Working Paper Series, European Investment Fund (EIF), number 2012/15.
• 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, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 313.
• Croonenbroeck, Carsten & Monaco, Fabrizio Leonardo & Christensen, Mads Julius, 2012, "Does Danish football club Brøndby swim with the fishes? An application of the reversed news model," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 330.
• Lehmann, Sibylle H. & Hauber, Philipp & Opitz, Alexander, 2012, "Political rights, taxation, and firm valuation: Evidence from Saxony around 1900," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 59-2012.
• Gracia, Eduard, 2012, "On the power and weakness of rational expectations: Logical fallacies, periodic bubbles and business cycles," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-27.
• Toke, Ioane Muni & Pomponio, Fabrizio, 2012, "Modelling trades-through in a limit order book using hawkes processes," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-23, DOI: 10.5018/economics-ejournal.ja.2012-.
• Gracia, Eduard, 2012, "Predicting the unpredictable: Forecastable bubbles and business cycles under rational expectations," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-43, DOI: 10.5018/economics-ejournal.ja.2012-.
• Rickels, Wilfried & Görlich, Dennis & Oberst, Gerrit & Peterson, Sonja, 2012, "Carbon price dynamics: Evidence from Phase II of the European Emission Trading Scheme," Kiel Working Papers, Kiel Institute for the World Economy, number 1804.
• Agiakloglou, Christos & Gkouvakis, Michalis, 2012, "Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sector," 23rd European Regional ITS Conference, Vienna 2012, International Telecommunications Society (ITS), number 60387.
• Will, Matthias Georg & Prehn, Sören & Pies, Ingo & Glauben, Thomas, 2012, "Schadet oder nützt die Finanzspekulation mit Agrarrohstoffen? Ein Literaturüberblick zum aktuellen Stand der empirischen Forschung," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2012-26.
• Will, Matthias Georg & Prehn, Sören & Pies, Ingo & Glauben, Thomas, 2012, "Is financial speculation with agricultural commodities harmful or helpful? A literature review of current empirical research," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2012-27.
• Cascino, Stefano & Gassen, Joachim, 2012, "Comparability effects of mandatory IFRS adoption," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-009.
• Bischof, Jannis & Brüggemann, Ulf & Daske, Holger, 2012, "Fair value reclassifications of financial assets during the financial crisis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-010.
• Hautsch, Nikolaus & Huang, Ruihong, 2012, "On the dark side of the market: Identifying and analyzing hidden order placements," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-014.
• Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia, 2012, "Managerial overconfidence and corporate risk management," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-018.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2012, "Why do firms engage in selective hedging?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-019.
• Cebiroğlu, Gökhan & Horst, Ulrich, 2012, "Hidden liquidity: Determinants and impact," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-023.
• Hecker, Renate & Wild, Andreas, 2012, "The market effects of the German two-tier enforcement of financial reporting," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 334.
• Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C., 2012, "Stock return autocorrelations revisited: A quantile regression approach," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 24.
• Haji Ali Beigi, Maryam & Budzinski, Oliver, 2012, "On the use of event studies to evaluate economic policy decisions: A note of caution," Ilmenau Economics Discussion Papers, Ilmenau University of Technology, Institute of Economics, number 80.

2011

• Thomas Lux, 2011, "Sentiment dynamics and stock returns: the case of the German stock market," Empirical Economics, Springer, volume 41, issue 3, pages 663-679, December, DOI: 10.1007/s00181-010-0397-0.
• John Appleby & Markus Riedle & Catherine Swords, 2013, "Bubbles and crashes in a Black–Scholes model with delay," Finance and Stochastics, Springer, volume 17, issue 1, pages 1-30, January, DOI: 10.1007/s00780-012-0181-4.
• Robert Cressy & Hisham Farag, 2011, "Do size and unobservable company factors explain stock price reversals?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 1, pages 1-21, January, DOI: 10.1007/s12197-009-9076-4.
• Daniel Kuester & Shane Sanders, 2011, "Regional information and market efficiency: the case of spread betting in United States college football," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 1, pages 116-122, January, DOI: 10.1007/s12197-009-9113-3.
• Steve Johnson & Robert Stretcher, 2011, "News and noise: do investors react to stock split announcements differently during periods of high and low market volatility?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 1, pages 71-78, January, DOI: 10.1007/s12197-009-9115-1.
• Richard DeFusco & Stoyu Ivanov & Gordon Karels, 2011, "The exchange traded funds’ pricing deviation: analysis and forecasts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 2, pages 181-197, April, DOI: 10.1007/s12197-009-9090-6.
• Aigbe Akhigbe & Anna Martin & Melinda Newman, 2011, "Sarbanes-Oxley wealth effects: focus on technology firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 2, pages 211-237, April, DOI: 10.1007/s12197-009-9095-1.
• António Martins & Ana Serra, 2011, "Market impact of international sporting and cultural events," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 4, pages 382-416, October, DOI: 10.1007/s12197-009-9087-1.
• Kam Chan & Yung Lo, 2011, "Credit ratings and long-term IPO performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 4, pages 473-483, October, DOI: 10.1007/s12197-010-9137-8.
• Ryuichi Yamamoto, 2011, "Volatility clustering and herding agents: does it matter what they observe?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 6, issue 1, pages 41-59, May, DOI: 10.1007/s11403-010-0075-5.
• Mordecai Kurz & Maurizio Motolese, 2011, "Diverse beliefs and time variability of risk premia," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 47, issue 2, pages 293-335, June, DOI: 10.1007/s00199-010-0550-1.
• William Branch & George Evans, 2011, "Monetary policy and heterogeneous expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 47, issue 2, pages 365-393, June, DOI: 10.1007/s00199-010-0539-9.
• Scott Condie & Jayant Ganguli, 2011, "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 48, issue 2, pages 229-242, October, DOI: 10.1007/s00199-011-0646-2.
• Han Ozsoylev & Jan Werner, 2011, "Liquidity and asset prices in rational expectations equilibrium with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 48, issue 2, pages 469-491, October, DOI: 10.1007/s00199-011-0648-0.
• Yonca Ertimur & William J. Mayew & Stephen R. Stubben, 2011, "Analyst reputation and the issuance of disaggregated earnings forecasts to I/B/E/S," Review of Accounting Studies, Springer, volume 16, issue 1, pages 29-58, March, DOI: 10.1007/s11142-009-9116-5.
• James M. Wahlen & Matthew M. Wieland, 2011, "Can financial statement analysis beat consensus analysts’ recommendations?," Review of Accounting Studies, Springer, volume 16, issue 1, pages 89-115, March, DOI: 10.1007/s11142-010-9124-5.
• Sattar A. Mansi & William F. Maxwell & Darius P. Miller, 2011, "Analyst forecast characteristics and the cost of debt," Review of Accounting Studies, Springer, volume 16, issue 1, pages 116-142, March, DOI: 10.1007/s11142-010-9127-2.
• Eli Amir & Itay Kama & Joshua Livnat, 2011, "Conditional versus unconditional persistence of RNOA components: implications for valuation," Review of Accounting Studies, Springer, volume 16, issue 2, pages 302-327, June, DOI: 10.1007/s11142-010-9138-z.
• Jeffrey J. Burks, 2011, "Discussion of: The option market’s anticipation of information content in earnings announcements," Review of Accounting Studies, Springer, volume 16, issue 3, pages 620-629, September, DOI: 10.1007/s11142-011-9145-8.
• Stephen Lok & Scott Richardson, 2011, "Credit markets and financial information," Review of Accounting Studies, Springer, volume 16, issue 3, pages 487-500, September, DOI: 10.1007/s11142-011-9147-6.
• Lakshmanan Shivakumar & Oktay Urcan & Florin P. Vasvari & Li Zhang, 2011, "The debt market relevance of management earnings forecasts: evidence from before and during the credit crisis," Review of Accounting Studies, Springer, volume 16, issue 3, pages 464-486, September, DOI: 10.1007/s11142-011-9155-6.
• Mary Brooke Billings & Robert Jennings, 2011, "The option market’s anticipation of information content in earnings announcements," Review of Accounting Studies, Springer, volume 16, issue 3, pages 587-619, September, DOI: 10.1007/s11142-011-9156-5.
• Kevin Ke Li, 2011, "How well do investors understand loss persistence?," Review of Accounting Studies, Springer, volume 16, issue 3, pages 630-667, September, DOI: 10.1007/s11142-011-9157-4.
• Alexander Nekrasov & Maria Ogneva, 2011, "Using earnings forecasts to simultaneously estimate firm-specific cost of equity and long-term growth," Review of Accounting Studies, Springer, volume 16, issue 3, pages 414-457, September, DOI: 10.1007/s11142-011-9159-2.
• Yonca Ertimur & Volkan Muslu & Frank Zhang, 2011, "Why are recommendations optimistic? Evidence from analysts’ coverage initiations," Review of Accounting Studies, Springer, volume 16, issue 4, pages 679-718, December, DOI: 10.1007/s11142-011-9163-6.
• Zining Li & Pervin K. Shroff & Ramgopal Venkataraman & Ivy Xiying Zhang, 2011, "Causes and consequences of goodwill impairment losses," Review of Accounting Studies, Springer, volume 16, issue 4, pages 745-778, December, DOI: 10.1007/s11142-011-9167-2.
• Rajmund Mirdala, 2011, "Financial Integration And Economic Growth In The European Transition Economies," Journal of Advanced Studies in Finance, ASERS Publishing, volume 2, issue 2, pages 116-137.
• Gonzalo Varela, 2011, "The Extrapolative Component in Exchange Rate Expectations and the Not-So-Puzzling Interest Parity: The Case of Uruguay," Working Paper Series, Department of Economics, University of Sussex Business School, number 1911, Feb.
• Taoufik Bouraoui, 2011, "The impact of stock spams on volatility," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 13, pages 969-977, DOI: 10.1080/09603107.2011.562159.
• Lukas Menkhoff, 2011, "Are momentum traders different? Implications for the momentum puzzle," Applied Economics, Taylor & Francis Journals, volume 43, issue 29, pages 4415-4430, DOI: 10.1080/00036846.2010.491462.
• Maria Rosa Borges, 2011, "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, volume 43, issue 5, pages 631-639, DOI: 10.1080/00036840802584935.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2011, "The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 9-10, pages 851-881, November, DOI: 10.1080/1351847X.2010.538529.
• Viktor Todorov & George Tauchen, 2011, "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 356-371, July, DOI: 10.1198/jbes.2010.08342.
• Betty Agnani & Henry Aray, 2011, "The January effect across volatility regimes," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 6, pages 947-953, DOI: 10.1080/14697680903540373.
• Murat Duran & Eda Gulsen & Refet Gurkaynak, 2011, "Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1122.
• George Diemer, 2011, "Comment on "Investigating Allegations of Pointshaving in NCAA Basketball Using Actual Sportsbook Betting Percentages"," DETU Working Papers, Department of Economics, Temple University, number 1101, Mar.
• Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2011, "On the Effects of Private Information on Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-077/4, May.
• Ulrike Malmendier & Enrico Moretti & Florian Peters, 2011, "Winning by Losing: Evidence on Overbidding in Mergers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-101/2/DSF25, Jul.
• Humphery-Jenner, M., 2011, "High Frequency Trading, Information, and Takeovers," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-047.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011, "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-069.
• Renneboog, L.D.R. & Spaenjers, C., 2011, "The Dutch grey market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0633541a-6421-442a-b1e6-a.
• Jon Faust & Jonathan H. Wright, 2011, "Efficient Prediction of Excess Returns," The Review of Economics and Statistics, MIT Press, volume 93, issue 2, pages 647-659, May.
• Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011, "Do Hedge Funds Manipulate Stock Prices?," TSE Working Papers, Toulouse School of Economics (TSE), number 11-221, Feb.
• Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano, 2011, "Insider Trading, Traded Volume and Returns," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino, number 26, Oct.
• Eduardo Fajnzylber & Gonzalo Reyes, 2011, "Knowledge, Information and retirement saving decisions: Evidence from a large scale intervention in Chile," Working Papers, Adolfo Ibáñez University, School of Government, number wp_011, May.
• John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Working Papers, Geary Institute, University College Dublin, number 201131, Nov.
• Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez, 2011, "Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-36.
• Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez, 2011, "Determinants of trading activity after rating actions in the Corporate Debt Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-37.
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2011, "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 357-388, DOI: 10.1086/658309.
• Nikolaus Hautsch & Dieter Hess & David Veredas, 2011, "The impact of macroeconomic news on quote adjustments, noise and informational volatility," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136190.
• Magomet Yandiev, 2011, "The Damped Fluctuations as a Base of Market Quotations," Working Papers, Moscow State University, Faculty of Economics, number 0003, Aug.
• Marek SPIÅ Ã K & Roman Å PERKA, 2011, "Financial Market Simulation Based On Intelligent Agents €“ Case Study," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 3(17)/ Fa, pages 249-256.
• Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni, 2011, "Time lags in processing market-sensitive information. A case study," Department of Economic Policy, Finance and Development (DEPFID) University of Siena, Department of Economic Policy, Finance and Development (DEPFID), University of Siena, number 0811, Dec.
• Ron Bird & Harry Liem & Susan Thorp, 2011, "Infrastructure: Real Assets and Real Returns," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 11, Sep.
• Ron Bird & Harry Liem & Susan Thorp, 2011, "Private Equity: Strategies for Improving Performance," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 12, Sep.
• Ron Bird & Paolo Pellizzari & Danny Yeung, 2011, "Performance Implications of Active Management of Institutional Mutual Funds," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 13, Sep.
• Ron Bird & Krishna Reddy & Danny Yeung, 2011, "The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 14, Sep.
• Ron Bird & Daniel Choi & Danny Yeung, 2011, "Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 15, Sep.
• Xue-Zhong He & Kai Li, 2011, "Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 291, Jun.
• Carmen LIPARA, 2011, "Investment Recommendations Made by Financial Analysts and Their Impact upon the Price Evolution of the Shares Listed on the Bucharest Stock Exchange," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 2, pages 100-123.
• Douglas D. Davis & Korenok Oleg & Edward S. Prescott, 2011, "An Experimental Analysis of Contingent Capital with Market-Price Triggers," Working Papers, VCU School of Business, Department of Economics, number 1102, Oct, revised Apr 2013.
• Miloš Božović & Branko Urošević & Boško Živković, 2011, "Credit Rating Agencies and Moral Hazard," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 2, pages 219-227.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 16, issue 2, pages 172-188, April.
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011, "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 1, pages 81-101, January.
• Egon Franck & Erwin Verbeek & Stephan Nüesch, 2011, "Sentimental Preferences and the Organizational Regime of Betting Markets," Southern Economic Journal, John Wiley & Sons, volume 78, issue 2, pages 502-518, October, DOI: 10.4284/0038-4038-78.2.502.
• Cristiana Mǎnescu, 2011, "Stock returns in relation to environmental, social and governance performance: Mispricing or compensation for risk?," Sustainable Development, John Wiley & Sons, Ltd., volume 19, issue 2, pages 95-118, March/Apr.
• Jinghan Cai & Hongbing Ouyang & Michael Chak Sham Wong, 2011, "The Bear Market In China: Which Trades Push The Stock Prices Down?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-22, DOI: 10.1142/S2010495211500023.
• Pravakar Sahoo & Rajiv Kumar, 2011, "The Impact Of Commodity Transaction Tax On Futures Trading In India: An Ex-Ante Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 56, issue 03, pages 423-440, DOI: 10.1142/S0217590811004328.
• Carsten Burhop & David Chambers & Brian Cheffins, 2011, "Is Regulation Essential to Stock Market Development? Going Public in London and Berlin, 1900-1913," Cologne Economic History papers, University of Cologne, Department of Economic and Business History, number 10, Mar, revised Mar 2011.
• Otilia SARAMAT & Bogdan DIMA, 2011, "Testing the Weak-Form Informational Efficiency of United Kingdom, United States of America and Japan’s Capital Markets," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 4, issue 2(14), pages 111-122.
• Haesner, Christian & Schanz, Deborah, 2011, "Taxes and the valuation of dividends: a study of dividend announcements in Germany," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 117.
• Franke, Reiner & Westerhoff, Frank, 2011, "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 78.
• Dieci, Roberto & Westerhoff, Frank, 2011, "On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 79.
• Witte, Björn-Christopher, 2011, "Removing systematic patterns in returns in a financial market model by artificially intelligent traders," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 82.
• Franke, Reiner & Westerhoff, Frank, 2011, "Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 83.
• Bobek, Andreas & Bohm, Thomas & Neuner, Stefan & Paintner, Sandra & Schmeußer, Stefanie & Waldvogel, Felix, 2011, "Ökonomische Analyse europäischer Bankenregulierung: Verbriefung und Interbankenmarkt im Fokus," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers), University of Bayreuth, Chair of Finance and Banking, number 2011-01.
• Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011, "Co-movements of Shanghai and New York Stock prices by time-varying regressions," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 16/2011.
• Kiema, Ilkka & Jokivuolle, Esa, 2011, "Leverage ratio requirement and credit allocation and bank stability," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2011.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2011, "Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,23.