Research classified by Journal of Economic Literature (JEL) codes

2012

• Akhigbe, Aigbe & Whyte, Ann Marie, 2012, "Does the use of stock incentives influence the payout policy of financial institutions?," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 63-71, DOI: 10.1016/j.qref.2011.12.003.
• Bohl, Martin T. & Essid, Badye & Siklos, Pierre L., 2012, "Do short selling restrictions destabilize stock markets? Lessons from Taiwan," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 198-206, DOI: 10.1016/j.qref.2012.02.001.
• Kao, Erin H. & Fung, Hung-Gay, 2012, "Intraday trading activities and volatility in round-the-clock futures markets," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 195-209, DOI: 10.1016/j.iref.2011.06.003.
• Alwathainani, Abdulaziz M., 2012, "Consistent winners and losers," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 210-220, DOI: 10.1016/j.iref.2011.05.009.
• Al-Khazali, Osamah M. & Pyun, Chong Soo & Kim, Daewon, 2012, "Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 221-231, DOI: 10.1016/j.iref.2011.07.002.
• Ding, Liang, 2012, "The Thursday effect of the forward premium puzzle," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 302-318, DOI: 10.1016/j.iref.2011.08.005.
• Hung, Weifeng & Chiao, Chaoshin & Liao, Tung Liang & Huang, Sheng-Tang, 2012, "R&D, risks and overreaction in a market with the absence of the book-to-market effect," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 11-24, DOI: 10.1016/j.iref.2011.08.006.
• Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012, "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 112-128, DOI: 10.1016/j.iref.2011.09.004.
• Khan, Walayet & Vieito, João Paulo, 2012, "Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 173-189, DOI: 10.1016/j.iref.2011.09.005.
• Bianconi, Marcelo & Yoshino, Joe A., 2012, "Firm Market Performance and Volatility in a National Real Estate Sector," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 230-253, DOI: 10.1016/j.iref.2011.11.002.
• Chen, Sichong, 2012, "The predictability of aggregate Japanese stock returns: Implications of dividend yield," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 284-304, DOI: 10.1016/j.iref.2011.10.009.
• Wang, Zi-Mei & Chiao, Chaoshin & Chang, Ya-Ting, 2012, "Technical analyses and order submission behaviors: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 109-128, DOI: 10.1016/j.iref.2011.12.002.
• Daher, Wassim & Karam, Fida & Mirman, Leonard J., 2012, "Insider trading with different market structures," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 143-154, DOI: 10.1016/j.iref.2012.01.008.
• Gong, Fuzhou & Liu, Hong, 2012, "Inside trading, public disclosure and imperfect competition," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 200-223, DOI: 10.1016/j.iref.2012.03.003.
• Wei, Peihwang & Yang, Xiaolou, 2012, "Do investors value REITs and Non-REITs differently?," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 295-302, DOI: 10.1016/j.iref.2012.04.005.
• Lin, Bing-Huei & Lin, Yueh-Neng & Chen, Yin-Jung, 2012, "Volatility risk premium decomposition of LIFFE equity options," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 315-326, DOI: 10.1016/j.iref.2012.04.002.
• Liu, Shinhua & Stowe, John D. & Hung, Ken, 2012, "Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 62-70, DOI: 10.1016/j.iref.2011.12.001.
• Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong, 2012, "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, Elsevier, volume 21, issue 4, pages 168-174, DOI: 10.1016/j.rfe.2012.06.001.
• Kurov, Alexander, 2012, "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, volume 21, issue 4, pages 175-187, DOI: 10.1016/j.rfe.2012.06.010.
• Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 317-333, DOI: 10.1016/j.ribaf.2012.01.003.
• Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Martina, Esteban & Ibarra-Valdez, Carlos, 2012, "Cyclical behavior of crude oil markets and economic recessions in the period 1986–2010," Technological Forecasting and Social Change, Elsevier, volume 79, issue 1, pages 47-58, DOI: 10.1016/j.techfore.2011.04.010.
• Stephanie Rendón de la Torre, 2012, "Estimación del coeficiente de Hurst con wavelets de índices accionarios de Turquía, Indonesia, México y Corea del Sur," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 6, issue 2, pages 27-50.
• Vayanos, Dimitri & Wang, Jiang, 2012, "Market liquidity - theory and empirical evidence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119044, Jul.
• Vayanos, Dimitri & Wang, Jiang, 2012, "Liquidity and asset returns under asymmetric information and imperfect competition," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119045, Jul.
• Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian & Wang, Yihui, 2012, "Is historical cost accounting a panacea? Market stress, incentive distortions, and gains trading," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119197, Feb.
• Edward J. Kane, 2012, "Ethical Failures in Regulating and Supervising the Pursuit of Safety Net Subsidies," Chapters, Edward Elgar Publishing, chapter 3, in: Kern Alexander & Rahul Dhumale, "Research Handbook on International Financial Regulation".
• Gutiérrez, Carlos & Sabater, Ana María, 2012, "Los convenios colectivos y la cotización a corto plazo de las empresas en la bolsa española," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 313, pages 195-225, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Annie bellier & Wafa Sayeh & Stéphanie Serve, 2012, "What lies behind credit rationing? A survey of the literature," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2012-39.
• Rodolfo Cermeño Bazán & M. Pavel Solís Montes, 2012, "Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 35-67, January-J.
• Tianyu Mo & Zhenlong Zheng & William T. Lin, 2012, "The shape of option implied volatility: a study based on market net demand pressure," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 1, pages 27-52, January, DOI: 10.1108/20441391211197447.
• Yonghong Tu & Xiao Tan, 2012, "Technology spillovers of FDI in ASEAN sourcing from local and abroad," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 1, pages 78-94, January, DOI: 10.1108/20441391211197465.
• Rongsheng Shi & Zhi Xu & Zhengrong Chen & Jing Huang, 2012, "Does attention affect individual investors' investment return?," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 2, pages 143-162, April, DOI: 10.1108/20441391211215824.
• Tian Liang, 2012, "Momentum and asymmetric information," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 3, pages 208-230, June, DOI: 10.1108/20441391211231015.
• Qin Lei & Murli Rajan & Xuewu Wang, 2012, "An empirical analysis of corporate insiders' trading performance," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 3, pages 246-264, June, DOI: 10.1108/20441391211231033.
• Qiang Chen & Daolun Chen & YuTing Gong, 2012, "An empirical analysis of dynamic relationship between stock market and bond market based on information shocks," China Finance Review International, Emerald Group Publishing Limited, volume 2, issue 3, pages 265-285, June, DOI: 10.1108/20441391211231042.
• Mansor H. Ibrahim, 2012, "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 5, issue 1, pages 25-34, March, DOI: 10.1108/17538391211216802.
• Clay M. Moffett & Robert Brooks & Jin Q. Jeon, 2012, "The efficacy of Regulation SHO in resolving naked shorts," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 20, issue 1, pages 72-98, February, DOI: 10.1108/13581981211199434.
• de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F., 2012, "Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2012-013, Sep.
• Madhuri Malhotra & M Thenmozhi & Arun Kumar Gopalaswamy, 2012, "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers, eSocialSciences, number id:4728, Jan.
• N R Bhanumurthy & Pami Dua & Lokendra Kumawat, 2012, "Weather Shocks, Spot And Futures Agricultural Commodity Prices: An Analysis For India," Working Papers, eSocialSciences, number id:5172, Nov.
• Peter S. Schmidt & Therese Werner, 2012, "Channeling the final Say in Politics," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 12/165, Aug.
• Jan Filáček & Branislav Saxa, 2012, "Central Bank Forecasts as a Coordination Device: Evidence from the Czech Republic," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 6, issue 3, pages 244-264, October.
• Kristýna Ivanková, 2012, "A Relative Efficiency Measure Based on Stock Market Index Data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/13, Jun, revised Jun 2012.
• Ventura, André & Garcia, Marcio Gomes Pinto, 2012, "Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 66, issue 1, March.
• Rasmus Fatum & Yohei Yamamoto, 2012, "Does foreign exchange intervention volume matter?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 115.
• Samuel Hanson & Jeremy C. Stein, 2012, "Monetary policy and long-term real rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-46.
• Andre Kurmann & Christopher Otrok, 2012, "News shocks and the slope of the term structure of interest rates," Working Papers, Federal Reserve Bank of St. Louis, number 2012-011, DOI: 10.20955/wp.2012.011.
• Hamid Mehran & Lindsay Mollineaux, 2012, "Corporate governance of financial institutions," Staff Reports, Federal Reserve Bank of New York, number 539.
• Marco Cipriani & Antonio Guarino, 2012, "Estimating a structural model of herd behavior in financial markets," Staff Reports, Federal Reserve Bank of New York, number 561.
• Jennie Bai & Thomas Philippon & Alexi Savov, 2012, "Have financial markets become more informative?," Staff Reports, Federal Reserve Bank of New York, number 578.
• Dimitri Vayanos & Jiang Wang, 2012, "Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition," FMG Discussion Papers, Financial Markets Group, number dp708, Jul.
• Dimitri Vayanos & Jiang Wang, 2012, "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers, Financial Markets Group, number dp709, Jul.
• Wallmeier, Martin, 2012, "Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 427, Aug.
• Wallmeier, Martin & Tauscher, Kathrin, 2012, "A Note on the Impact of Portfolio Overlapping in Tests of the Fama and French Three-Factor Model," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 433, Nov.
• Gmür, Markus & Gmür, Markus, 2012, "Bezahlte Freiwilligenarbeit - ein Widerspruch ?," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 434, Nov.
• Bosch, Patrick, 2012, "Value Relevance of the Fair Value Hierarchy of IFRS 7 in Europe - How reliable are mark-to-model Fair Values ?," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 439, Dec.
• Alexandr Abramov, 2012, "IPO1-SPO2 problems of the Russian companies," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 61-68, October.
• Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012, "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2012_11, Sep.
• Helder Sebastião, 2012, "The Relative Contemporaneous Information Response: A New Cointegration-Based Measure of Price Discovery," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-04, Mar.
• Yuko Hashimoto & Konstantin M. Wacker, 2012, "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 124, Sep.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012, "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673982, Feb.
• Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012, "Insider Trading With Product Differentiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00676502, Feb.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00747899, Sep.
• Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012, "News Trading and Speed," Post-Print, HAL, number hal-00713372, Jun.
• Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012, "News Trading and Speed," Post-Print, HAL, number hal-00713374, Mar.
• Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012, "News Trading and Speed," Post-Print, HAL, number hal-00713376, May.
• Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012, "News Trading and Speed," Post-Print, HAL, number hal-00713377, Apr.
• Hervé Stolowy & T. Jeanjean & M. Erkens, 2012, "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print, HAL, number hal-00715389.
• Hervé Stolowy & T. Jeanjean & M. Erkens, 2012, "The Economic Consequences of Increasing the International Visibility of Financial Reports," Post-Print, HAL, number hal-00715390.
• Karine Michalon, 2012, "Les réservations et les suspensions de cotation sont-elles un frein à l'efficience informationnelle des marchés ?," Post-Print, HAL, number hal-00752130, Jul.
• Sina Badreddine & Emilios C. C Galariotis & Phil Holmes, 2012, "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Post-Print, HAL, number hal-00956948, DOI: 10.1016/j.intfin.2012.03.001.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Post-Print, HAL, number hal-00958288, DOI: 10.1016/j.jimonfin.2012.03.003.
• Augustin Landier & Julien Sauvagnat & David Sraer & David Thesmar, 2012, "Bottom-Up Corporate Governance," Post-Print, HAL, number hal-01026127, DOI: 10.1093/rof/rfs020.
• Georges Prat & Remzi Uctum, 2012, "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data," Post-Print, HAL, number hal-01411732.
• Séverine Plunus & Roland Gillet & Georges Hübner, 2012, "Reputational damage of operational loss on the bond market: Evidence from the financial industry," Post-Print, HAL, number hal-03712648, Sep, DOI: 10.1016/j.irfa.2012.07.007.
• Paul Hamalainen & Adrian Pop & Max Hall & Barry Howcroft, 2012, "Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instruments," Post-Print, HAL, number hal-04212918, Jan, DOI: 10.1111/j.1468-036x.2011.00599.x.
• Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012, "Insider Trading With Product Differentiation," Post-Print, HAL, number halshs-00676502, Feb.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Post-Print, HAL, number halshs-00747899, Sep.
• Renaud Coulomb & Marc Sangnier, 2012, "Impacts of Political Majorities on French Firms: Electoral Promises or Friendship Connections?," PSE Working Papers, HAL, number halshs-00671405, Feb.
• Thierry Foucault & Gabriel Desgranges, 2012, "Reputation-Based Pricing and Price Improvements in Dealership Markets," Working Papers, HAL, number hal-00722600, Aug.
• Thierry Foucault & Laurent Frésard, 2012, "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," Working Papers, HAL, number hal-00722609, Aug.
• Johan Hombert & David Thesmar, 2012, "Limits of Limits of Arbitrage: Theory and Evidence," Working Papers, HAL, number hal-00760761, Dec.
• Laurence Lescourret, 2012, "Non-fundamental Information and Market-makers' Behavior during the NASDAQ Preopening Session," Working Papers, HAL, number hal-00772798, Dec.
• Catherine Araujo Bonjean & Catherine Simonet, 2012, "Are grain markets in Niger driven by speculation?," Working Papers, HAL, number halshs-00626409, Sep.
• Renaud Coulomb & Marc Sangnier, 2012, "Impacts of Political Majorities on French Firms: Electoral Promises or Friendship Connections?," Working Papers, HAL, number halshs-00671405, Feb.
• Fricke, Christoph, 2012, "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-493, Feb.
• Jørgensen, Casper W. & Moritzen, Mark R. & Stadtmann, Georg, 2012, "The news model of asset price determination - An empirical examination of the Danish football club Brøndby IF," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2012, Jan.
• Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2012, "Assessing the profitability of intraday opening range breakout strategies," Umeå Economic Studies, Umeå University, Department of Economics, number 845, Aug.
• Mendel, Brock & Shleifer, Andrei, 2012, "Chasing Noise," Scholarly Articles, Harvard University Department of Economics, number 10859950.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012, "Neglected Risks, Financial Innovation, and Financial Fragility," Scholarly Articles, Harvard University Department of Economics, number 10886835.
• Sebastian Ofumbia Uremadu, 2012, "Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 1, pages 98-113, January.
• Sebastian Ofumbia Uremadu & Rapuluchukwu Uchenna Efobi, 2012, "The Impact of Capital Structure and Liquidity on Corporate Returns in Nigeria: Evidence from Manufacturing Firms," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 1-16, July.
• Antonella Silvestri & Stefania Veltri, 2012, "A Test Of The Ohlson Model On The Italian Stock Exchange," Accounting & Taxation, The Institute for Business and Finance Research, volume 4, issue 1, pages 83-94.
• Bernardo Quintanilla García & Jesús Cuauhtémoc Téllez Gaytán & Lawrence A. Wolfskill, 2012, "The Role Of Technical Analysis In The Foreign Exchange Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 6, issue 3, pages 17-22.
• Karen C. Castro-González, 2012, "Information Content Of Changes In Pension Plan Funding Status And Long-Term Debt," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 1, pages 1-14.
• Neeraj J. Gupta & Joseph Golec, 2012, "Do Investors Use Customer Metrics To Value High Growth Service Firms?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 2, pages 1-19.
• Meijui Sun, 2012, "Impact Of Divestiture Activities On Corporate Performance: Evidence From Listed Firms In Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 2, pages 59-67.
• Ramit Mehta & Dirk Schiereck, 2012, "The Consolidation Of The Global Brewing Industry And Wealth Effects From Mergers And Acquisitions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 3, pages 67-87.
• Jason West, 2012, "Convenience Yields in Bulk Commodities: The Case of Thermal Coal," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 33-44.
• Vicente Ruiz Herran & Miguel Angel Perez Martinez & Aitziber Olasolo Sogorb, 2012, "The Weak Form Of The Efficient Market In The Spanish Stock Market: A Study Based On Use Of Active Strategies Management High Frequency Data, La Hipotesis Debil De Eficiencia En El Mercado Bursatil Espanol: Uso De Estrategias Activas De Inversion Con ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 5, issue 2, pages 1-14.
• Márcio Laurini, 2012, "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-03, Mar.
• Farhi, Emmanuel & Tirole, Jean, 2012, "Liquid Bundles," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 736, Jul, revised Oct 2013.
• Pilar Abad & Antonio Díaz & M. Dolores Robles-Fernández, 2012, "Credit rating announcements, trading activity and yield spreads: the Spanish evidence," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 5, issue 1, pages 38-63.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Economics Series, Institute for Advanced Studies, number 294, Dec.
• Macide ÇİÇEK, 2012, "Vadeli Finansal Piyasaların para politikası sürprizlerine tepkisi: Türkiye için bir T-GARCH uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 312, pages 85-120.
• Yusuf I. MUGALOĞLU, 2012, "Index warrant trading and the underlying index volatility: The case of Istanbul Stock Exchange," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 318, pages 95-110.
• Brian Lucey & Michael Dowling, 2012, "Psychological Barriers and Price Clustering in Energy Futures," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp405, Aug.
• Imroze Nandha & Harminder Singh & Randy Silvers, 2012, "Does Momentum Still Exist in the Australian Stock-Market?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 11, issue 1, pages 89-92, June.
• Michael Ehrmann & David Sondermann, 2012, "The News Content of Macroeconomic Announcements: What if Central Bank Communication Becomes Stale?," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 3, pages 1-53, September.
• Rodrigo Alfaro & Natalia Gallardo, 2012, "The Determinants of Household Debt Default," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 27, issue 1, pages 55-70, April.
• Werner Kristjanpoller Rodriguez, 2012, "Day of the Week Effect in Latin American Stock Markets," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 27, issue 1, pages 71-89, April.
• Mr. Jorge A Chan-Lau & Miss Estelle X Liu & Jochen M. Schmittmann, 2012, "Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis," IMF Working Papers, International Monetary Fund, number 2012/174, Jul.
• Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012, "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers, International Monetary Fund, number 2012/213, Aug.
• Ms. Yuko Hashimoto & Mr. Konstantin Wacker, 2012, "The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS," IMF Working Papers, International Monetary Fund, number 2012/242, Oct.
• Marcela Jaramillo Jaramillo & María Antonieta García Benau, 2012, "Reacción del Mercado de Valores Mexicano ante los Escándalos Financieros: Evidencia Empírica," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 7, issue 2, pages 129-153, Julio-Dic.
• Hugo Eduardo Ramirez J. & Liliana Blanco Castañeda, 2012, "Optimización de Portafolios con Capital en Riesgo Acotado," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 7, issue 2, pages 211-231, Julio-Dic.
• Nidhi Aggarwal & Manish Singh & Susan Thomas, 2012, "Do changes in distance-to-default anticipate changes in the credit rating?," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2012-010, Mar.
• David Hirshleifer & Kewei Hou & Siew Hong Teoh, 2012, "The Accrual Anomaly: Risk or Mispricing?," Management Science, INFORMS, volume 58, issue 2, pages 320-335, February, DOI: 10.1287/mnsc.1100.1289.
• Caberra-Llanos, Agustín Ignacio. & López-Gil, Samantha Sofía. & López-Herrera, Francisco., 2012, "Dependencia de largo plazo en los rendimientos de acciones mexicanas selectas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 14, pages 59-78, primer se.
• Tânia Dias & Margarida Abreu, 2012, "A Crise da Dívida Soberana Portuguesa Lida Através dos Spreads dos CDS da Dívida Portuguesa Relativamente aos CDS da Divida Alemã," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/39, Nov.
• Teresa Simões & Margarida Abreu, 2012, "O Efeito Disposição nos Investidores Individuais Portugueses," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/40, Nov.
• Murguia, Juan Manuel & Lence, Sergio H., 2012, "Investors' reaction to environmental performance: A global perspective of the Newsweek's "Green Rankings"," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 35664, Nov.
• Silvia Martínez-Gorricho, 2012, "Beneficial consumer fraud," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-13, Apr.
• Paz Rico Belda, 2012, "No linealidad y asimetría en el proceso generador del Índice IBEX35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-09, Dec.
• Lin, Carl, 2012, "Less Myth, More Measurement: Decomposing Excess Returns from the 1989 Minimum Wage Hike," IZA Discussion Papers, IZA Network @ LISER, number 6269, Jan.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2012, "Prediction Markets for Economic Forecasting," IZA Discussion Papers, IZA Network @ LISER, number 6720, Jul.
• Sylvanus Ikhide & Olalekan Yinusa, 2012, "Why is the Cost of Financial Intermediation Rising in Botswana?," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 183-209, January-J.
• Maria Halep & Gabriela Dragan, 2012, "L’Impact De L’Application Des Reformes Bale Iii Sur L’Industrie Bancaire Roumaine," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 4, pages 707-725, December.
• Inoue, Takeshi & Hamori, Shigeyuki, 2012, "Market efficiency of commodity futures in India," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 370, Oct.
• William Barnett & Apostolos Serletis, 2012, "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201225, Sep, revised Sep 2012.
• George Christodoulakis, 2012, "Conditions for rational investment short-termism," Annals of Finance, Springer, volume 8, issue 1, pages 15-29, February, DOI: 10.1007/s10436-011-0179-5.
• Phillip Simmons, 2012, "Using a Differential Evolutionary Algorithm to Test the Efficient Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 4, pages 377-385, December, DOI: 10.1007/s10614-012-9314-2.
• François-Xavier Delaloye & Michel Habib & Alexandre Ziegler, 2012, "Swiss banking secrecy: the stock market evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 1, pages 143-176, March, DOI: 10.1007/s11408-011-0178-6.
• Amit Goyal, 2012, "Empirical cross-sectional asset pricing: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 1, pages 3-38, March, DOI: 10.1007/s11408-011-0177-7.
• Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012, "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 2, pages 179-215, June, DOI: 10.1007/s11408-012-0185-2.
• Alexander Kerl & Oscar Stolper & Andreas Walter, 2012, "Tagging the triggers: an empirical analysis of information events prompting sell-side analyst reports," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 2, pages 217-246, June, DOI: 10.1007/s11408-012-0184-3.
• Kevin Krieger & Nathan Mauck & Denghui Chen, 2012, "VIX changes and derivative returns on FOMC meeting days," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 3, pages 315-331, September, DOI: 10.1007/s11408-012-0191-4.
• Mark Schaub, 2012, "International equities listed on the New York stock exchange: does type of issue or date of issue matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 429-447, December, DOI: 10.1007/s11408-012-0197-y.
• Jae-Kwang Hwang & Young Dimkpah & Alex Ogwu, 2012, "Do Reverse Stock Splits Benefit Long-term Shareholders?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 4, pages 439-449, November, DOI: 10.1007/s11294-012-9370-3.
• Rayenda Brahmana & Chee-Wooi Hooy & Zamri Ahmad, 2012, "Weather, investor irrationality and day-of-the-week anomaly: case of Indonesia," Journal of Bioeconomics, Springer, volume 14, issue 2, pages 129-146, July, DOI: 10.1007/s10818-011-9107-z.
• Jukka Vauhkonen, 2012, "The Impact of Pillar 3 Disclosure Requirements on Bank Safety," Journal of Financial Services Research, Springer;Western Finance Association, volume 41, issue 1, pages 37-49, April, DOI: 10.1007/s10693-011-0107-x.
• Bakhodir Ergashev, 2012, "A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling," Journal of Financial Services Research, Springer;Western Finance Association, volume 41, issue 3, pages 145-161, June, DOI: 10.1007/s10693-011-0105-z.
• Xin Huang & Hao Zhou & Haibin Zhu, 2012, "Systemic Risk Contributions," Journal of Financial Services Research, Springer;Western Finance Association, volume 42, issue 1, pages 55-83, October, DOI: 10.1007/s10693-011-0117-8.
• David Downs & Z. Güner, 2012, "Information Producers and Valuation: Evidence from Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 1, pages 167-183, January, DOI: 10.1007/s11146-010-9294-8.
• Robert Edelstein & Peng Liu & Fang Wu, 2012, "The Market for Real Estate Presales: A Theoretical Approach," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 1, pages 30-48, June, DOI: 10.1007/s11146-011-9318-z.
• William Hardin & Gow-Cheng Huang & Kartono Liano, 2012, "Dividend Size, Yield, Clienteles and REITs," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 2, pages 435-449, August, DOI: 10.1007/s11146-010-9276-x.
• Liang Peng & Thomas Thibodeau, 2012, "Government Interference and the Efficiency of the Land Market in China," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 4, pages 919-938, November, DOI: 10.1007/s11146-011-9300-9.
• John Goodell & Richard Bodey, 2012, "Price-earnings changes during US presidential election cycles: voter uncertainty and other determinants," Public Choice, Springer, volume 150, issue 3, pages 633-650, March, DOI: 10.1007/s11127-010-9720-8.
• Abdul Wahab, Nor Shaipah & Holland, Kevin, 2012, "Tax planning, corporate governance and equity value," The British Accounting Review, Elsevier, volume 44, issue 2, pages 111-124, DOI: 10.1016/j.bar.2012.03.005.
• Coakley, Jerry & Kuo, Jing-Ming & Wood, Andrew, 2012, "The School’s Out effect: A new seasonal anomaly!," The British Accounting Review, Elsevier, volume 44, issue 3, pages 133-143, DOI: 10.1016/j.bar.2012.07.003.
• Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward, 2012, "The impact of state ownership on share price informativeness: The case of the Split Share Structure Reform in China," The British Accounting Review, Elsevier, volume 44, issue 4, pages 248-261, DOI: 10.1016/j.bar.2012.09.003.
• Bian, Jiangze & Wang, Jun & Zhang, Ge, 2012, "Chinese block transactions and the market reaction," China Economic Review, Elsevier, volume 23, issue 1, pages 181-189, DOI: 10.1016/j.chieco.2011.10.001.
• Jones, Steven L. & Yeoman, John C., 2012, "Bias in estimating the systematic risk of extreme performers: Implications for financial analysis, the leverage effect, and long-run reversals," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 1-21, DOI: 10.1016/j.jcorpfin.2011.09.007.
• Chahine, Salim & Arthurs, Jonathan D. & Filatotchev, Igor & Hoskisson, Robert E., 2012, "The effects of venture capital syndicate diversity on earnings management and performance of IPOs in the US and UK: An institutional perspective," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 179-192, DOI: 10.1016/j.jcorpfin.2011.11.007.
• Bhattacharya, Utpal & Marshall, Cassandra D., 2012, "Do they do it for the money?," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 92-104, DOI: 10.1016/j.jcorpfin.2011.11.010.
• Zeidler, Felix & Mietzner, Mark & Schiereck, Dirk, 2012, "Risk dynamics surrounding the issuance of convertible bonds," Journal of Corporate Finance, Elsevier, volume 18, issue 2, pages 273-290, DOI: 10.1016/j.jcorpfin.2011.12.001.
• Zhang, Feng, 2012, "Information precision and IPO pricing," Journal of Corporate Finance, Elsevier, volume 18, issue 2, pages 331-348, DOI: 10.1016/j.jcorpfin.2012.01.003.
• Agrawal, Anup & Nasser, Tareque, 2012, "Insider trading in takeover targets," Journal of Corporate Finance, Elsevier, volume 18, issue 3, pages 598-625, DOI: 10.1016/j.jcorpfin.2012.02.006.
• Balachandran, Balasingham & Krishnamurti, Chandrasekhar & Theobald, Michael & Vidanapathirana, Berty, 2012, "Dividend reductions, the timing of dividend payments and information content," Journal of Corporate Finance, Elsevier, volume 18, issue 5, pages 1232-1247, DOI: 10.1016/j.jcorpfin.2012.08.002.
• Hautsch, Nikolaus & Huang, Ruihong, 2012, "The market impact of a limit order," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 501-522, DOI: 10.1016/j.jedc.2011.09.012.
• He, Xue-Zhong & Li, Kai, 2012, "Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 7, pages 973-987, DOI: 10.1016/j.jedc.2012.02.002.
• Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012, "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1101-1120, DOI: 10.1016/j.jedc.2012.03.006.
• Franke, Reiner & Westerhoff, Frank, 2012, "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1193-1211, DOI: 10.1016/j.jedc.2011.10.004.
• Lambert, Philippe & Laurent, Sébastien & Veredas, David, 2012, "Testing conditional asymmetry: A residual-based approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1229-1247, DOI: 10.1016/j.jedc.2012.03.009.
• Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2012, "Are securitised real estate markets efficient?," Economic Modelling, Elsevier, volume 29, issue 3, pages 684-690, DOI: 10.1016/j.econmod.2012.01.015.
• Gupta, Rangan & Modise, Mampho P., 2012, "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
• Berlemann, Michael & Vöpel, Henning, 2012, "Tournament incentives and asset price bubbles: Evidence from a field experiment," Economics Letters, Elsevier, volume 115, issue 2, pages 232-235, DOI: 10.1016/j.econlet.2011.12.043.
• Hayo, Bernd & Neuenkirch, Matthias, 2012, "Bank of Canada communication, media coverage, and financial market reactions," Economics Letters, Elsevier, volume 115, issue 3, pages 369-372, DOI: 10.1016/j.econlet.2011.12.086.
• Dergiades, Theologos, 2012, "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, volume 116, issue 3, pages 404-407, DOI: 10.1016/j.econlet.2012.04.018.
• Bariviera, A.F. & Guercio, M. Belén & Martinez, Lisana B., 2012, "A comparative analysis of the informational efficiency of the fixed income market in seven European countries," Economics Letters, Elsevier, volume 116, issue 3, pages 426-428, DOI: 10.1016/j.econlet.2012.04.047.
• Zhou, Deqing, 2012, "Overconfidence, public disclosure and long-lived information," Economics Letters, Elsevier, volume 116, issue 3, pages 626-630, DOI: 10.1016/j.econlet.2012.06.022.
• Hayo, Bernd & Kutan, Ali M. & Neuenkirch, Matthias, 2012, "Communication matters: US monetary policy and commodity price volatility," Economics Letters, Elsevier, volume 117, issue 1, pages 247-249, DOI: 10.1016/j.econlet.2012.05.018.
• Gregory-Allen, Russell & Lu, Helen & Stork, Philip, 2012, "Asymmetric extreme tails and prospective utility of momentum returns," Economics Letters, Elsevier, volume 117, issue 1, pages 295-297, DOI: 10.1016/j.econlet.2012.05.040.
• Lee, Suzanne S. & Mykland, Per A., 2012, "Jumps in equilibrium prices and market microstructure noise," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 396-406, DOI: 10.1016/j.jeconom.2012.03.001.
• Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012, "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, volume 36, issue 3, pages 338-350, DOI: 10.1016/j.ecosys.2012.02.002.
• Park, Andreas & Sgroi, Daniel, 2012, "Herding, contrarianism and delay in financial market trading," European Economic Review, Elsevier, volume 56, issue 6, pages 1020-1037, DOI: 10.1016/j.euroecorev.2012.04.006.
• Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2012, "Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 202-209, DOI: 10.1016/j.ememar.2012.02.003.
• Kaplanski, Guy & Levy, Haim, 2012, "Real estate prices: An international study of seasonality's sentiment effect," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 123-146, DOI: 10.1016/j.jempfin.2011.11.004.