Research classified by Journal of Economic Literature (JEL) codes

2011

• Kablau, Anke & Wedow, Michael, 2011, "Gauging the impact of a low-interest rate environment on German life insurers," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,02.
• Podlich, Natalia & Wedow, Michael, 2011, "Credit contagion between financial systems," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,15.
• Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2011, "Price adjustment to news with uncertain precision," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-04 [rev.].
• Theissen, Erik, 2011, "Price discovery in spot and futures markets: A reconsideration," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-17 [rev.].
• Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2011, "The impact of investor sentiment on the German stock market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-03 [rev.].
• Hess, Dieter & Kreutzmann, Daniel & Pucker, Oliver, 2011, "Projected earnings accuracy and the profitability of stock recommendations," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-17 [rev.].
• Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011, "Market response to investor sentiment," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-01.
• Fellner, Gerlinde & Theissen, Erik, 2011, "Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-03.
• Jank, Stephan, 2011, "Mutual fund flows, expected returns, and the real economy," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-04.
• Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2011, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-06.
• Heinrichs, Nicolas & Hess, Dieter & Homburg, Carsten & Lorenz, Michael & Sievers, Soenke, 2011, "Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-11.
• Hess, Dieter & Orbe, Sebastian, 2011, "Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-13.
• Dimpfl, Thomas & Jank, Stephan, 2011, "Can internet search queries help to predict stock market volatility?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-15.
• Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011, "Market response to investor sentiment," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/02.
• Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2011, "Strategic trading and trade reporting by corporate insiders," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/04.
• Fellner, Gerline & Theissen, Erik, 2011, "Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/05.
• Beltran-Lopez, Hélena & Grammig, Joachim G. & Menkveld, Albert J., 2011, "Limit order books and trade informativeness," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/09.
• Ben-Rephael, Azi & Oded, Jacob & Wohl, Avi, 2011, "Do firms buy their stock at bargain prices? Evidence from actual stock repurchase disclosure," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/17.
• Scholz, Peter & Walther, Ursula, 2011, "The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 29.
• Fischer, Thomas, 2011, "News reaction in financial markets within a behavioral finance model with heterogeneous agents," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 205.
• Toke, Ioane Muni & Pomponio, Fabrizio, 2011, "Modelling trades-through in a limited order book using Hawkes processes," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-32.
• van Roye, Björn, 2011, "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers, Kiel Institute for the World Economy, number 1743.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2011, "Predicting bid-ask spreads using long memory autoregressive conditional poisson models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-044.
• Hautsch, Nikolaus & Huang, Ruihong, 2011, "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-056.
• Tischer, Sven & Hildebrandt, Lutz, 2011, "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-065.
• Broll, Udo & Eckwert, Bernhard, 2011, "Information value, export and hedging," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 03/11.
• Dimpfl, Thomas & Jank, Stephan, 2011, "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 18.
• Joseph P. Romano & Michael Wolf, 2011, "Testing for monotonicity in expected asset returns," ECON - Working Papers, Department of Economics - University of Zurich, number 017, May, revised Jan 2013.
• Christodoulaki, Olga & Cho, Haeran & Fryzlewicz, Piotr, 2011, "A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 38378, Sep.
• Walter Gonçalves Junior & William Eid Junior, 2011, "Surprises in relation to monetary policy and the capital market," Brazilian Journal of Political Economy, Center of Political Economy, volume 31, issue 3, pages 435-454.
• Gerard Caprio, 2011, "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, Edward Elgar Publishing, chapter 14, in: Sylvester Eijffinger & Donato Masciandaro, "Handbook of Central Banking, Financial Regulation and Supervision".
• Jara Bertin, Mauricio & López Iturriaga, Félix J., 2011, "La calidad e importancia de las utilidades contables para las empresas cotizadas en los mercados de capitales chilenos," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 311, pages 643-674, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Jin‐hui Luo & Di‐fang Wan & Yang Yang & Guang Yang, 2011, "The effect of differentiated margin on futures market investors' behavior and structure," China Finance Review International, Emerald Group Publishing Limited, volume 1, issue 2, pages 133-151, January, DOI: 10.1108/20441391111100723.
• Haifeng You & Xiao‐Jun Zhang, 2011, "Limited attention and stock price drift following earnings announcements and 10‐K filings," China Finance Review International, Emerald Group Publishing Limited, volume 1, issue 4, pages 358-387, September, DOI: 10.1108/20441391111167487.
• Yun Wang & Renhai Hua & Zongcheng Zhang, 2011, "The investor behavior and futures market volatility," China Finance Review International, Emerald Group Publishing Limited, volume 1, issue 4, pages 388-407, September, DOI: 10.1108/20441391111167496.
• Karyn L. Neuhauser & Wallace N. Davidson & John L. Glascock, 2011, "An analysis of failed takeover attempts and merger cancellations," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 7, issue 4, pages 347-376, September, DOI: 10.1108/17439131111166375.
• Sabur Mollah, 2011, "Do emerging market firms follow different dividend policies?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 28, issue 2, pages 118-135, June, DOI: 10.1108/10867371111137120.
• Christos Alexakis, 2011, "Financial Crisis, Ownership Effect and Investors Sentiment: Empirical Evidence from the Banking Sector in Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-18.
• Lubos Komarek & Ivana Kubicová, 2011, "The Classification and Identification of Asset Price Bubbles," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 1, pages 34-48, January.
• Ayesha Afzal & Nawazish Mirza, 2011, "Size and Value Premium in International Portfolios: Evidence from 15 European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 2, pages 173-190, June.
• Jan Hanousek & František Kopøiva, 2011, "Detecting Information-Driven Trading in a Dealers Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 204-229, July.
• Numan Ülkü, 2011, "Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 277-304, July.
• Kenneth Högholm1, Johan Knif, Seppo Pynnönen, 2011, "Fund Performance Robustness An Evaluation Using European Large-Cap Equity Funds," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 1-26, October.
• Karen K. Lewis, 2011, "Global asset pricing," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 88.
• Jianfeng Yu, 2011, "A sentiment-based explanation of the forward premium puzzle," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 90.
• Xin Huang & Hao Zhou & Haibin Zhu, 2011, "Systemic risk contributions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-08.
• Christopher J. Neely & Paul A. Weller, 2011, "Lessons from the evolution of foreign exchange trading strategies," Working Papers, Federal Reserve Bank of St. Louis, number 2011-021, DOI: 10.20955/wp.2011.021.
• Maria Kasch & Asani Sarkar, 2011, "Is there an S&P 500 index effect?," Staff Reports, Federal Reserve Bank of New York, number 484.
• Menno Middeldorp, 2011, "FOMC communication policy and the accuracy of Fed Funds futures," Staff Reports, Federal Reserve Bank of New York, number 491.
• Menno Middeldorp, 2011, "Central bank transparency, the accuracy of professional forecasts, and interest rate volatility," Staff Reports, Federal Reserve Bank of New York, number 496.
• Itay Goldstein & Emre Ozdenoren & Kathy Yuan, 2011, "Trading Frenzies and their Impact on Real Investment," FMG Discussion Papers, Financial Markets Group, number dp670, Feb.
• Leonardo Becchetti & Rocco Ciciretti, 2011, "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers'Event," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 70, issue 2, pages 3-58, July.
• Ana Rita Gonzaga & Helder Sebastião, 2012, "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-02, Jan.
• Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2011, "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 7275, Nov.
• Guidi, Francesco & Gupta, Rakesh, 2011, "Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 7278.
• Francesco Guidi & Rakesh Gupta, 2011, "Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201113.
• Wassim Daher & Fida Karam & Leonard J. Mirman, 2011, "Insider Trading with Different Market Structures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639657, Aug.
• Wassim Daher & Fida Karam, 2011, "Insider Trading in a Two-Tier real market structure model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00653971, Oct.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577854.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577859, Jun.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577862, Mar.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577866, Mar.
• Thierry Foucault & David Sraer & David Thesmar, 2011, "Individual Investors and Volatility," Post-Print, HAL, number hal-00630297, Aug, DOI: 10.1111/j.1540-6261.2011.01668.x.
• Christophe Spaenjers & Luc Renneboog, 2011, "The Dutch Grey Market," Post-Print, HAL, number hal-00630379, Mar, DOI: 10.1007/s10645-010-9154-1.
• Nadia Loukil & Ouidad Yousfi, 2011, "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Post-Print, HAL, number hal-00813921, DOI: 10.1108/20421161211196111.
• Abdourahmane Diaw, 2011, "The effect of mergers and acquisitions on shareholder wealth: the case of European banks
  [L'effet des fusions et acquisitions sur la richesse des actionnaires: le cas des banques européennes]," Post-Print, HAL, number hal-01184673, May.
• Jean Cordier & Alexandre Gohin, 2011, "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Post-Print, HAL, number hal-01462701, Dec.
• Christophe J. Godlewski & Zuzana Fungáčová & Laurent Weill, 2011, "Stock Market Reaction to Debt Financing Arrangements in Russia," Post-Print, HAL, number hal-03047770, Dec, DOI: 10.1057/ces.2011.19.
• Nathalie Oriol, 2011, "Investissement institutionnel et révision de la directive MIF," Post-Print, HAL, number hal-05506345, Dec, DOI: 10.3917/ecofi.104.0217.
• Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011, "Testing the martingale difference hypothesis in CO2 emission allowances," Post-Print, HAL, number halshs-00600724, DOI: 10.1016/j.econmod.2010.10.003.
• Wassim Daher & Fida Karam & Leonard J. Mirman, 2011, "Insider Trading with Different Market Structures," Post-Print, HAL, number halshs-00639657, Aug.
• Wassim Daher & Fida Karam, 2011, "Insider Trading in a Two-Tier real market structure model," Post-Print, HAL, number halshs-00653971, Oct.
• Isabelle Huault & Hélène Rainelli-Weiss, 2011, "Transforming financial OTC Markets. Struggles around categories," Post-Print, HAL, number halshs-00671812.
• Pierre-Cyrille Hautcoeur, 2011, "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print, HAL, number halshs-00846974.
• Pierre-Cyrille Hautcoeur, 2011, "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00846974.
• Thierry Foucault & Giovanni Cespa, 2011, "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers, HAL, number hal-00580153, Mar.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2011, "Does anonymity matter in electronic limit order markets ?," Working Papers, HAL, number hal-00592031, May.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011, "Limit Order Book as a Market for Liquidity," Working Papers, HAL, number hal-00597190, May.
• Thierry Foucault & Marianne Demarchi, 2011, "Equity Trading Systems in Europe - A Survey of Recent Changes," Working Papers, HAL, number hal-00599910, Jun.
• Thierry Foucault & Ailsa Roell & Patrik Sandas, 2011, "Imperfect Market Monitoring and SOES Trading," Working Papers, HAL, number hal-00607040, Jul.
• Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz, 2011, "A Reflection of History: Fluctuations in Greek Sovereign Risk between 1914 and 1929," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 50, Sep.
• Becchetti, Leonardo & Ciciretti, Rocco, 2011, "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers' Event," Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform, number 2011/3, Aug.
• Soultanaeva, Albina, 2011, "Back on the Map - Essays on Financial Markets in the Baltic States," Umeå Economic Studies, Umeå University, Department of Economics, number 820, Jan.
• Song Han & Hao Zhou, 2011, "Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Working Papers, Hong Kong Institute for Monetary Research, number 022011, Jan.
• Martin T. Bohl & Badye Essid & Pierre L. Siklos, 2011, "Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan," Working Papers, Hong Kong Institute for Monetary Research, number 112011, Apr.
• Avery, Christopher N. & Chevalier, Judith & Zeckhauser, Richard Jay, 2011, "The "CAPS" Prediction System and Stock Market Returns," Scholarly Articles, Harvard Kennedy School of Government, number 5098427.
• Karen C. Castro-González,, 2011, "Do Changes In Pension Plan Accounting Standards Result In Better Market Valuation?," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 1, pages 71-80.
• Rogelio J. Cardona, 2011, "Revisiting The Relationship Between Option Expensing And Stock Returns," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 2, pages 1-16.
• Luciana Spica Almilia, 2011, "Value Relevance Of Accounting Information Using An Error Correction Model," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 2, pages 119-131.
• John Shon, 2011, "Economic Sanctions And The Source Country: How Economic Sanctions Imposed On China Affect The U.S," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 5, pages 1-9.
• Li-Hua, Lin & Szu-Hsien Lin & Ya-Chiu Angela Liu, 2011, "Stock Repurchase Announcements And Stock Prices Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 1-12.
• Ling T. He & K. Michael Casey, 2011, "On The Pricing Of Dual Class Stocks: Evidence From Berkshire Hathaway," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 103-112.
• Ariful Hoque, 2011, "Transaction Cost Discovery By Decomposition Of The Error Term: A Bootstrapping Approach," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 113-121.
• Sarra Ben Slama Zouari & Abdelkader Boudriga & Neila Boulila Taktak, 2011, "Determinants Of Ipo Underpricing: Evidence From Tunisia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 13-32.
• Ching-Ping Wang & Hung-Hsi Huang & Chien-Chia Hung, 2011, "Implied Index And Option Pricing Errors: Evidence From The Taiwan Option Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 115-125.
• Tai-Yuan Chen & Lie-Jane Kao & Hsing-Yu Lin, 2011, "The Long-Term Wealth Effect Of Share Repurchases Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 21-33.
• Frank D’Souza & Harold Fletcher & Octavian Ionici, 2011, "Equity Market Timing And Subsequent Delisting Likelihood," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 85-94.
• Melita Charitou, 2011, "The Role Of Long Returns In Security Valuation: International Empirical Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 3, pages 101-110.
• Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011, "Do Hedge Funds Manipulate Stock Prices?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 628, Feb.
• Carl Lin, 2011, "Give me your wired and your highly skilled: measuring the impact of immigration policy on employers and shareholders," Working Papers, Institut d'Economia de Barcelona (IEB), number 2011/17.
• Suat AYDIN, 2011, "Finansal Piyasalarda Gürültücüler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 304, pages 09-36.
• Metin ERCAN & Serhat ÇEVİKEL, 2011, "Survey on Ipo underpricing in the Istanbul Stock Exchange," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 305, pages 85-117.
• Rasim ÖZCAN, 2011, "Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 306, pages 53-67.
• Tarkan ÇAVUŞOĞLU & Soner GÖKTEN, 2011, "Efficiency and hedging effectiveness in the NYMEX crude oil futures market," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 308, pages 29-51.
• Ali F. Darrat & Bin Li & Benjamin Liu & Jen Je Su, 2011, "A Fresh Look at Seasonal Anomalies: An International Perspective," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 2, pages 93-116, August.
• Masazumi Hattori & Kazuhiko Ohashi, 2011, "Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-17, Jul.
• Ms. Celine Rochon & Gabriel Desgranges, 2011, "Conformism and Public News," IMF Working Papers, International Monetary Fund, number 2011/033, Feb.
• Mr. Joshua Charap & Mr. Serhan Cevik, 2011, "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," IMF Working Papers, International Monetary Fund, number 2011/156, Jul.
• Roberto J. Santillán-Salgado, 2011, "Is the Mexican Stock Market Becoming More Efficient?," 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 6, issue 1, pages 87-102, Julio-Dic.
• Nidhi Aggarwal & Susan Thomas, 2011, "When do stock futures dominate price discovery," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2011-016, Aug.
• Dan OLTEANU, 2011, "A Survey On The Drivers And Mechanisms Of Financial Crises," Romanian Journal of Economics, Institute of National Economy, volume 33, issue 2(bis)(42, pages 73-100, December.
• Jaime Casassus & Freddy Higuera, 2011, "Stock Return Predictability and Oil Prices," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 406.
• Margarida Abreu & Victor Mendes, 2011, "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/25, Nov.
• Handan YOLSAL, 2011, "Applications of Parametric and Nonparametric Tests for Event Studies on ISE," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 15, issue 1, pages 53-72, November.
• Frankel, David M. & Jin, Yu, 2011, "Securitization and Lending Competition," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34868, Nov.
• Bushnell, James B. & Chong, Howard G. & Mansur, Erin T., 2011, "Profiting from regulation: an event study of the EU carbon market," ISU General Staff Papers, Iowa State University, Department of Economics, number 201104060700001124, Apr.
• Frankel, David M. & Jin, Yu, 2011, "Securitization and lending competition," ISU General Staff Papers, Iowa State University, Department of Economics, number 201111280800001101, Nov.
• Qiang Gong & Ming Liu & Qianqiu Liu, 2011, "Is Momentum Really Momentum? International Evidence," Working Papers, Research Institute, International University of Japan, number EMS_2011_22, Oct.
• Simone Alfarano & Andrea Morone & Eva Camacho, 2011, "The role of public and private information in a laboratory financial market," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-06, Feb.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2011, "How Prediction Markets Can Save Event Studies," IZA Discussion Papers, IZA Network @ LISER, number 5640, Apr.
• Lin, Carl, 2011, "Decomposing Excess Returns in Stochastic Linear Models," IZA Discussion Papers, IZA Network @ LISER, number 6237, Dec.
• Erin H. Kao & You-De Dai, 2011, "The Impact of the Relaxation of Visits by Mainland China Tourists to Taiwan on Stock Returns and Financial Performance: The Case of Listed Tourism Industry Firms," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 2, pages 257-283, July.
• Hsiu-I Ting & Ming-Chun Wang, 2011, "Institutional Investors and Stock Return Synchronicity: Evidence from Market, Industry, and Firm-Specific Information," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 2, pages 285-308, July.
• Igor Filatotchev & Xiaoxiang Zhang & Jenifer Piesse, 2011, "Multiple agency perspective, family control, and private information abuse in an emerging economy," Asia Pacific Journal of Management, Springer, volume 28, issue 1, pages 69-93, March, DOI: 10.1007/s10490-010-9220-x.
• James Koch & Robert Fenili & Richard Cebula, 2011, "Do Investors Care if Steve Jobs is Healthy?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 1, pages 59-70, March, DOI: 10.1007/s11293-010-9261-z.
• Luc Renneboog & Christophe Spaenjers, 2011, "The Dutch Grey Market," De Economist, Springer, volume 159, issue 1, pages 25-40, March, DOI: 10.1007/s10645-010-9154-1.
• Carole Comerton-Forde & Tālis Putniņš, 2011, "Pricing accuracy, liquidity and trader behavior with closing price manipulation," Experimental Economics, Springer;Economic Science Association, volume 14, issue 1, pages 110-131, March, DOI: 10.1007/s10683-010-9259-z.
• Kaspar Dardas & Andre Güttler, 2011, "Are directors’ dealings informative? Evidence from European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 111-148, June, DOI: 10.1007/s11408-011-0156-z.
• Michael Chlistalla & Marco Lutat, 2011, "Competition in securities markets: the impact on liquidity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 149-172, June, DOI: 10.1007/s11408-011-0155-0.
• Matthias Bank & Martin Larch & Georg Peter, 2011, "Google search volume and its influence on liquidity and returns of German stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 239-264, September, DOI: 10.1007/s11408-011-0165-y.
• Andy Fodor & Kevin Krieger & James Doran, 2011, "Do option open-interest changes foreshadow future equity returns?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 265-280, September, DOI: 10.1007/s11408-011-0164-z.
• Martin Wallmeier, 2011, "Beyond payoff diagrams: how to present risk and return characteristics of structured products," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 3, pages 313-338, September, DOI: 10.1007/s11408-011-0163-0.
• Hans-Peter Burghof & Felix Prothmann, 2011, "The 52-week high strategy and information uncertainty," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 345-378, December, DOI: 10.1007/s11408-011-0161-2.
• Nandkumar Nayar & Ajai Singh & Wen Yu, 2011, "Unraveling a puzzle: the case of value line timeliness rank upgrades," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 379-409, December, DOI: 10.1007/s11408-011-0172-z.
• Nicholas Apergis & Emmanuel Mamatzakis & Christos Staikouras, 2011, "Testing for Regime Changes in Greek Sovereign Debt Crisis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 3, pages 258-273, August, DOI: 10.1007/s11294-011-9311-6.
• Robin Boadway & Motohiro Sato, 2011, "Entrepreneurship and asymmetric information in input markets," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 18, issue 2, pages 166-192, April, DOI: 10.1007/s10797-010-9154-8.
• Song Han, 2011, "Creditor Learning and Discrimination in Lending," Journal of Financial Services Research, Springer;Western Finance Association, volume 40, issue 1, pages 1-27, October, DOI: 10.1007/s10693-011-0101-3.
• Stergios Leventis & Panagiotis Dimitropoulos & Asokan Anandarajan, 2011, "Loan Loss Provisions, Earnings Management and Capital Management under IFRS: The Case of EU Commercial Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 40, issue 1, pages 103-122, October, DOI: 10.1007/s10693-010-0096-1.
• Taher Hamza, 2011, "Determinants of short-term value creation for the bidder: evidence from France," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 15, issue 2, pages 157-186, May, DOI: 10.1007/s10997-009-9094-9.
• Pisun Xu & Jian Yang, 2011, "U.S. Monetary Policy Surprises and International Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 4, pages 459-490, November, DOI: 10.1007/s11146-009-9215-x.
• Haina Ding & Alexander Molchanov & Philip Stork, 2011, "The value of celebrity endorsements: A stock market perspective," Marketing Letters, Springer, volume 22, issue 2, pages 147-163, June, DOI: 10.1007/s11002-010-9117-y.
• Mare Sarr & Erwin Bulte & Chris Meissner & Tim Swanson, 2011, "On the looting of nations," Public Choice, Springer, volume 148, issue 3, pages 353-380, September, DOI: 10.1007/s11127-010-9659-9.
• Vikas Agarwal & Costanza Meneghetti, 2011, "The role of hedge funds as primary lenders," Review of Derivatives Research, Springer, volume 14, issue 2, pages 241-261, July, DOI: 10.1007/s11147-011-9066-5.
• Lawrence Kryzanowski & Skander Lazrak, 2011, "Informed traders of cross-listed shares trade more in the domestic market around earnings releases," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 1, pages 1-31, January, DOI: 10.1007/s11156-010-0169-0.
• Arie Harel & Giora Harpaz & Jack Francis, 2011, "Analysis of efficient markets," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 287-296, February, DOI: 10.1007/s11156-010-0178-z.
• Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011, "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 3, pages 323-353, April, DOI: 10.1007/s11156-010-0180-5.
• Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin, 2011, "Intraday return spillovers and its variations across trading sessions," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 3, pages 355-390, April, DOI: 10.1007/s11156-010-0181-4.
• Mariarosaria Agostino & Danilo Drago & Damiano Silipo, 2011, "The value relevance of IFRS in the European banking industry," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 3, pages 437-457, April, DOI: 10.1007/s11156-010-0184-1.
• Ronald Bremer & Bonnie Buchanan & Philip English, 2011, "The advantages of using quarterly returns for long-term event studies," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 4, pages 491-516, May, DOI: 10.1007/s11156-010-0191-2.
• John Geppert & Stoyu Ivanov & Gordon Karels, 2011, "An analysis of the importance of S&P 500 discretionary constituent changes," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 1, pages 21-34, July, DOI: 10.1007/s11156-010-0193-0.
• Derek Oler & James Waegelein, 2011, "Can long-term performance plans mitigate the negative effects of stock consideration and high cash for acquirers?," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 1, pages 63-86, July, DOI: 10.1007/s11156-010-0195-y.
• Xu Li, 2011, "Behavioral theories and the pricing of IPOs’ discretionary current accruals," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 1, pages 87-104, July, DOI: 10.1007/s11156-010-0196-x.
• Benjamas Jirasakuldech & Donna Dudney & Thomas Zorn & John Geppert, 2011, "Financial disclosure, investor protection and stock market behavior: an international comparison," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 2, pages 181-205, August, DOI: 10.1007/s11156-010-0200-5.
• Vivek Sharma, 2011, "Stock returns and product market competition: beyond industry concentration," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 283-299, October, DOI: 10.1007/s11156-010-0205-0.
• Elyas Elyasiani & Jingyi Jia, 2011, "Performance persistence of closed-end funds," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 381-408, October, DOI: 10.1007/s11156-010-0209-9.
• Derann Hsu & Cheng-Huei Chiao, 2011, "Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 4, pages 477-507, November, DOI: 10.1007/s11156-010-0214-z.
• Christian Bach & Bent Jesper Christensen, 2011, "Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-61, Feb.
• Christian Bach, 2011, "Conservatism in Corporate Valuation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-32, Sep.
• Torben G. Andersen & Oleg Bondarenko, 2011, "VPIN and the Flash Crash," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-50, Oct.
• Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011, "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-51, Dec.
• Carol Wang & James E. Larsen & Fall M. Ainina & Marlena L. Akhbari & Nicolas Gressis, 2011, "Why the Dogs of the Dow Bark Loudly in China," American Journal of Economics and Business Administration, Science Publications, volume 3, issue 3, pages 560-568, November, DOI: 10.3844/ajebasp.2011.560.568.
• Meltem Gürünlü, 2011, "From the Efficient Market Hypothesis to Behavioral Finance: The Evolution of Finance Theory," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 26, issue 92, pages 31-50, July.
• Shimon Kogan & Anthony M. Kwasnica & Roberto A. Weber, 2011, "Coordination in the Presence of Asset Markets," American Economic Review, American Economic Association, volume 101, issue 2, pages 927-947, April.
• Viral V. Acharya & Peter DeMarzo & Ilan Kremer, 2011, "Endogenous Information Flows and the Clustering of Announcements," American Economic Review, American Economic Association, volume 101, issue 7, pages 2955-2979, December.
• Tarntip Boonkomrat & Kanokwan Chancharoenchai, 2011, "Futures Basis of RSS3 in the Agricultural Futures Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 18, issue 1, pages 15-30, June.
• Robert Gallagher & Niall O’ Sullivan, 2011, "Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 57, issue 4, pages 285-302, DOI: 10.3790/aeq.57.4.285.
• Motlatjo Moholwa & Guangling (Dave) Liu, 2011, "The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities," The African Finance Journal, Africagrowth Institute, volume 13, issue 1, pages 28-46.
• Chimwemwe Chipeta & Thando Chuma Zukisani Vokwana, 2011, "The Impact of Black Economic Empowerment Transactions on Shareholder Wealth and Firm Profitability: Evidence from the JSE," The African Finance Journal, Africagrowth Institute, volume 13, issue Conferenc, pages 71-91.
• Singh, Aaron & Karali, Berna & Ramirez, Octavio A., 2011, "High Price Volatility And Spillover Effects In Energy Markets," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103593, DOI: 10.22004/ag.econ.103593.
• Gutierrez, Luciano, 2011, "Looking for Rational Bubbles in Agricultural Commodity Markets," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 120377, DOI: 10.22004/ag.econ.120377.
• Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2011, "Spot and Futures Prices of Agricultural Commodities: Fundamentals and Speculation," 2011 International European Forum, February 14-18, 2011, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks, number 122002, Nov, DOI: 10.22004/ag.econ.122002.
• Sorin Gabriel Anton, 2011, "The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 58, pages 41-52, november.
• Leszek Czerwonka, 2011, "Announcement Of The Exchange Ratio Of The Merging Companies - Impact On The Acquiring Firms "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 58, pages 83-90, november.
• Alexandra Horobet & Radu Lupu & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia TINTEA, 2011, "Dynamic Trade-Offs In Financial Performances Of Romanian Companies," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2011, pages 85-100, july.
• Abdur ROUF & Abdullah-Al HARUN, 2011, "Ownership Structure And Voluntary Disclosure In Annual Reports Of Bangladesh," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 7, pages 239-251, May.
• Felicia Ramona Birau, 2011, "An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 39, pages 194-205.
• Maria-Lenuta ULICI & Ioan Alin NISTOR, 2011, "Financial Liberalization and Stock Market Efficiency," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 154-160, December.
• Maria-Miruna POCHEA & Angela-Maria FILIP, 2011, "The Early Exercise Premium for American Options. Empirical Study on Sibex Market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 188-197, December.
• Ioan TRENCA & Simona MUTU, 2011, "An Empirical Model for Assesing Risk and Performance in the Romanian Banking System," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 89-95, December.
• Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat, 2011, "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 161-175, April.
• Svetlana Vlady & Ekrem Tufan, PhD, 2011, "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 184-197, November.
• Jose L. Gallizo & Jordi Moreno & Ioana Iuliana Pop (Grigorescu), 2011, "Banking Efficiency And European Integration. Implications Of The Banking Reform In Romania," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 13, pages 1-25.
• Clemens Vinícius de A. Nunes & Márcio Holland & Cleomar Gomes da Silva, 2011, "Sinalização de Política Monetária e Movimentos na Estrutura a Termo da Taxa de Juros no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 1, pages 71-90.