Research classified by Journal of Economic Literature (JEL) codes

2011

• Karen K. Lewis, 2011, "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 435-466, December.
• Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2011, "Predictability of Returns and Cash Flows," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 467-491, December.
• Narasimhan Jegadeesh & Sheridan Titman, 2011, "Momentum," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 493-509, December.
• Christopher Mayer, 2011, "Housing Bubbles: A Survey," Annual Review of Economics, Annual Reviews, volume 3, issue 1, pages 559-577, September.
• Vladimir Tsenkov, 2011, "Efficient-Market Hypothesis and the Global Financial Crises – on the Example of SOFIX, DJIA and DAX Indexes," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 53-88.
• Johan Almenberg & Artashes Karapetyan, 2011, "The Hidden Costs of Hidden Debt," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1206, Oct, revised Oct 2011.
• Alexandre Lazarow, 2011, "Lessons from International Central Counterparties: Benchmarking and Analysis," Discussion Papers, Bank of Canada, number 11-4, DOI: 10.34989/sdp-2011-4.
• Tom Roberts, 2011, "The Impact of Operational Events on the Network Structure of the LVTS," Discussion Papers, Bank of Canada, number 11-7, DOI: 10.34989/sdp-2011-7.
• George Jiang & Ingrid Lo, 2011, "Private Information Flow and Price Discovery in the U.S. Treasury Market," Staff Working Papers, Bank of Canada, number 11-5, DOI: 10.34989/swp-2011-5.
• Arif Oduncu, 2011, "The Effects of Currency Futures Trading on Turkish Currency Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 1, pages 97-109.
• Hakan AYGOREN & M.Ensar YESILYURT, 2011, "Impact of Firm Attributes on the Efficiency of Brokerage Houses," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 2, pages 159-181.
• Muge DILER, 2011, "Efficiency, Productivity and Risk Analysis in Turkish Banks: A Bootstrap DEA Approach," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 2, pages 71-134.
• Álvaro Cartea & José Penalva, 2011, "Where is the value in high frequency trading?," Working Papers, Banco de España, number 1111, May.
• Stefano Battilossi & Alfredo Gigliobianco & Giuseppe Marinelli & Sandra Natoli & Ivan Triglia, 2011, "L'efficienza allocativa del sistema bancario italiano, 1936-2010," Quaderni di storia economica (Economic History Working Papers), Bank of Italy, Economic Research and International Relations Area, number 25, Oct.
• Alessio Anzuini & Fabio Fornari, 2011, "Macroeconomic determinants of carry trade activity," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 817, Sep.
• Alessandro Carboni, 2011, "The sovereign credit default swap market: price discovery, volumes and links with banks' risk premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 821, Sep.
• Todorov, Viktor & Tauchen, George, 2011, "Volatility Jumps," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 3, pages 356-371.
• Vladimir Simovic & Vojkan Vaskovic & Marko Rankovic & Slobodan Malinic, 2011, "The impact of the functional characteristics of a credit bureau on the level of indebtedness per capita: Evidence from East European countries," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 11, issue 2, pages 101-130, December.
• Brangewitz, Sonja & Giraud, Gael, 2016, "Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 456, Feb.
• Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011, "The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 42, issue 2 (Fall), pages 215-287.
• Karen Croxson & J. James Reade, 2011, "Information and Efficiency: Goal Arrival in Soccer Betting," Discussion Papers, Department of Economics, University of Birmingham, number 11-01, Jan.
• Karen Croxson & J. James Reade, 2011, "Exchange vs Dealers: A High-Frequency Analysis of In-Play Betting Prices," Discussion Papers, Department of Economics, University of Birmingham, number 11-19, Dec.
• Xin Huang & Hao Zhou & Haibin Zhu, 2011, "Systemic risk contributions," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential regulation and policy".
• Mauricio Arias & Juan Carlos Mendoza & David Perez-Reyna, 2011, "Applying CoVaR to measure systemic market risk: the Colombian case," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010".
• Chris Heaton & George Milunovich & Anthony Passé‐De Silva, 2011, "International Commodity Prices and the Australian Stock Market," The Economic Record, The Economic Society of Australia, volume 87, issue 276, pages 37-44, March.
• Jan Hanousek & Evžen Kočenda, 2011, "Learning by investing," The Economics of Transition, The European Bank for Reconstruction and Development, volume 19, issue 1, pages 125-149, January.
• Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011, "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, volume 40, issue 2, pages 381-407, June.
• Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2011, "Security Issue Timing: What Do Managers Know, and When Do They Know It?," Journal of Finance, American Finance Association, volume 66, issue 2, pages 413-443, April.
• Amil Dasgupta & Andrea Prat & Michela Verardo, 2011, "Institutional Trade Persistence and Long‐Term Equity Returns," Journal of Finance, American Finance Association, volume 66, issue 2, pages 635-653, April.
• Dhammika Dharmapala & C. Fritz Foley & Kristin J. Forbes, 2011, "Watch What I Do, Not What I Say: The Unintended Consequences of the Homeland Investment Act," Journal of Finance, American Finance Association, volume 66, issue 3, pages 753-787, June.
• Thierry Foucault & David Sraer & David J. Thesmar, 2011, "Individual Investors and Volatility," Journal of Finance, American Finance Association, volume 66, issue 4, pages 1369-1406, August.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011, "THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 34, issue 4, pages 537-567, December, DOI: j.1475-6803.2011.01298.x.
• Phil Molyneux & Klaus Schaeck & Tim Zhou, 2011, "‘Too Systemically Important to Fail’ in Banking," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 11011, Nov.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011, "Sunshine trading: Flashes of trading intent at the NASDAQ," Working Paper, Norges Bank, number 2011/17, Dec.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2011, "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns," Working Papers, Bank of Greece, number 134, Jul.
• Pavel Bandarchuk & Jens Hilscher, 2011, "Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics," Working Papers, Brandeis University, Department of Economics and International Business School, number 38, Sep.
• Fernando Caio Galdi & Rodrigo Falco Lopes, 2011, "Equity Valuation and Accounting Numbers: Applying Zhang (2000) and Zhang and Chen (2007) models to Brazilian Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 1, pages 131-157.
• Walter Gonçalves Junior & Fábio Gallo Garcia & William Eid Junior & Luciana Ribeiro Chalela, 2011, "Short-Run Asset Selection using a Logistic Model," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 2, pages 227-256.
• Regis Augusto Ely, 2011, "Returns Predictability and Stock Market Efficiency in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 4, pages 571-584.
• Kind, Axel & Schläpfer, Yves, 2011, "Are forced CEO turnovers good or bad news?," Working papers, Faculty of Business and Economics - University of Basel, number 2011/10.
• Andre Betzer & Marc Goergen, 2011, "Disentangling the Link Between Stock and Accounting Performance in Acquisitions," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp11010, Jul.
• Werner Boente & Ute Filipiak, 2011, "Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp11014, Oct.
• André Betzer & Jasmin Gider & Daniel Metzger & Erik Theissen, 2011, "Strategic Trading and Trade Reporting by Corporate Insiders," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp11015, Nov.
• Pierre-Cyrille Hautcœur, 2011, "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 51-70.
• Nathalie Oriol, 2011, "Investissement institutionnel et révision de la directive MIF," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 217-236.
• Dunne, Peter & Forker, John & Zholos, Andrey, 2011, "The Value Relevance of Sentiment," Research Technical Papers, Central Bank of Ireland, number 5/RT/11, Mar.
• Liebermann, Joelle, 2011, "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers, Central Bank of Ireland, number 7/RT/11, Mar.
• Lulu Gu & W. Robert Reed, 2011, "One For All or All For One? Using Multiple-listing Information in Event Studies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/33, Nov.
• Catherine ARAUJO BONJEAN & Catherine SIMONET, 2011, "Are grain markets in Niger driven by speculation?," Working Papers, CERDI, number 201128.
• Klaus Adam & Albert Marcet, 2011, "Internal Rationality, Imperfect Market Knowledge and Asset Prices," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1068, Aug.
• Holger Breinlich, 2011, "Heterogeneous Firm-Level Responses to Trade Liberalisation: A Test Using Stock Price Reactions," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1085, Nov.
• Giovanni Cespa & Xavier Vives, 2011, "Expectations, Liquidity, and Short-term Trading," CESifo Working Paper Series, CESifo, number 3390.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011, "How Prediction Markets can Save Event Studies," CESifo Working Paper Series, CESifo, number 3434.
• Xavier Vives, 2011, "A Large-Market Rational Expectations Equilibrium Model," CESifo Working Paper Series, CESifo, number 3485.
• Xavier Vives, 2011, "Endogenous Public Information and Welfare in Market Games," CESifo Working Paper Series, CESifo, number 3492.
• Luís Miguel Serra Coelho, 2011, "Gambling on the stock market: the case of bankrupt companies," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_03.
• Rúben Miguel Torcato Peixinho, 2011, "Do analysts know but not say? The case of going-concern opinions," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_09.
• Luís Miguel Serra Coelho, 2011, "Does gradual diffusion of information really matters: The bankruptcy case," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_12.
• Rúben Miguel Torcato Peixinho, 2011, "Are analysts misleading investors? The case of goingconcern opinions," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_22.
• Didier SORNETTE & Susanne VON DER BECKE, 2011, "Crashes and High Frequency Trading," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-64, Aug.
• Thomas A. Rietz & Roman M. Sheremeta & Timothy W. Shields & Vernon L. Smith, 2011, "Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games," Working Papers, Chapman University, Economic Science Institute, number 11-03.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011, "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers, CIRANO, number 2011s-27, Feb.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011, "Information Aggregation, Investment, and Managerial Incentives," Levine's Working Paper Archive, David K. Levine, number 786969000000000197, Aug.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2011, "A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 4.
• Andres Felipe Garc√≠a-Suaza & Jos√© E. G√≥mez Gonz√°lez, 2011, "A simple test of momentum in foreign exchange markets," Documentos de Trabajo, Universidad del Rosario, number 8170, Mar.
• Jorge Mario Uribe Gil & Inés María Ulloa Villegas, 2011, "Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Andres Felipe Garcia-Suaza & Jose Eduardo G�mez, 2011, "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia, Banco de la Republica, number 8230, Mar.
• Carlos Le�n Rinc�n & Alejandro Reveiz, 2011, "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia, Banco de la Republica, number 8277, Apr.
• Andr�s Felipe Garc�a-Suaza & Jose Eduardo G�mez-Gonz�lez & Andr�s Murcia pab�n & Feenando tenjo Galarza, 2011, "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia, Banco de la Republica, number 8305, Apr.
• H�ctor Z�rate & Katherine S�nchez & Margarita Mar�n, 2011, "Cuantificaci�n de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicaci�n a la Encuesta Mensual de Expectativas Econ�micas," Borradores de Economia, Banco de la Republica, number 8327, Apr.
• Viviana Alejandra Alfonso & Luis Eduardo Arango Thomas & Fernando Arias & Jos� David Pulido, 2011, "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia, Banco de la Republica, number 8328, Apr.
• Rafael Puyana & Mario Andr�s Ramos & H�ctor Z�rate, 2011, "Determinantes del subempleo en Colombia: Un enfoque a trav�s de la compensaci�n salarial," Borradores de Economia, Banco de la Republica, number 8337, Apr.
• Sebasti�n G�mez Barrero & Juli�n Parra Polan�a, 2011, "Comportamiento estrat�gico de los bancos centrales al anunciar pron�sticos de inflaci�n," Borradores de Economia, Banco de la Republica, number 8576, May.
• Sebasti�n G�mez Barrero & Juli�n Parra Polan�a, 2011, "Comportamiento estrat�gico de los bancos centrales al anunciar pron�sticos de inflaci�n," Borradores de Economia, Banco de la Republica, number 8577, May.
• Javier G�mez Restrepo & Juan Manuel Hern�ndez Herrera, 2011, "Composici�n cambiaria y poder adquisitivo de las reservas internacionales," Borradores de Economia, Banco de la Republica, number 8578, May.
• Andr�s Gonz�lez & Lavan Mahadeva & Juan D. Prada & Diego Rodr�guez, 2011, "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia, Banco de la Republica, number 8698, May.
• Karen Juliet Leiton Rodr�guez, 2011, "Validez del Supuesto de Neutralidad del Horizonte de Tiempo en el CAPM y la Metodolog�a del Rango Reescalado: Aplicaci�n a Colombia," Borradores de Economia, Banco de la Republica, number 9016, Oct.
• Pamela A. Cardozo & Carlos A. Huertas C. & Juli�n A. Parra P. & Lina V. Pati�o Echeverri, 2011, "Mercado interbancario colombiano y manejo de liquidez del Banco de la Rep�blica," Borradores de Economia, Banco de la Republica, number 9017, Oct.
• Carlos Medina & Christian Posso & Jorge Andr�s Tamayo, 2011, "Costos de la violencia urbana y pol�ticas p�blicas: algunas lecciones de Medell�n," Borradores de Economia, Banco de la Republica, number 9076, Oct.
• John J. García & Francesc Trillas, 2011, "Control corporativo y riqueza de los accionistas en el sector eléctrico europeo (2000-2007)," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10660, Nov.
• Sonia Yajqueline Mateus Riveros & Edison Jair Duque Oliva, 2011, "Medición de la orientación al mercado de las empresas del sector artesanal en Boyacá y su incidencia en los resultados empresariales," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Werner Kristjanpoller Rodríguez & Mauricio Morales Jure, 2011, "Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• María Concepción Verona Martel & José Juan Déniz Mayor, 2011, "Las agencias de rating y la crisis fi nanciera de 2008: ¿El fi n de un poder sin control?," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Claudía María García Mazo & Jilmer Arley Moreno Martínez, 2011, "Optimización de portafolios de pensiones en Colombia: el esquema de multifondos, 2003-2010," Revista Ecos de Economía, Universidad EAFIT.
• Giovanni Reyes, 2011, "Participación de agentes en mercados financieros: aplicación de los modelos chakraborty-ray y dornbusch," Revista Tendencias, Universidad de Narino, volume 12, issue 1, pages 192-212.
• Titman, Sheridan & Kaniel, Ron & Liu, Shuming & Saar, Gideon, 2011, "Individual Investor Trading and Return Patterns around Earnings Announcements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8259, Feb.
• Vives, Xavier & Cespa, Giovanni, 2011, "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8303, Mar.
• Foucault, Thierry & Frésard, Laurent, 2011, "Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8331, Apr.
• Foucault, Thierry & Cespa, Giovanni, 2011, "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8350, Apr.
• Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2011, "How Prediction Markets Can Save Event Studies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8351, Apr.
• Vives, Xavier, 2011, "A Large-Market Rational Expectations Equilibrium Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8426, Jun.
• Vives, Xavier, 2011, "Endogenous Public Information and Welfare in Market Games," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8437, Jun.
• Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud, 2011, "Global crises and equity market contagion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8438, Jun.
• Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2011, "Can the Fed talk the hind legs off the stock market?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8450, Jun.
• Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011, "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8539, Aug.
• Rose, Andrew & Moser, Christoph, 2011, "Who Benefits from Regional Trade Agreements? The View from the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8566, Sep.
• Peress, Joël, 2011, "Learning From Stock Prices and Economic Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8569, Sep.
• Breinlich, Holger, 2011, "Heterogeneous Firm-Level Responses to Trade Liberalization: A Test Using Stock Price Reactions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8600, Oct.
• de Jong, Frank & Degryse, Hans & van Kervel, Vincent, 2011, "The impact of dark trading and visible fragmentation on market quality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8630, Nov.
• DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2011, "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8680, Dec.
• Tavares, José & Sazedj, Sharmin, 2011, "Hope, Change, and Financial Markets: Can Obama's Words Drive the Market?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8713, Dec.
• Andrea Beccarini, 2011, "Optimal contract under asymmetric information: the role of options on futures," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1911, Feb.
• Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadari, 2011, "The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-04.
• Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadori, 2011, "The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-13.
• Jos van Bommel & Peter Hoffmann, 2011, "Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-9.
• Suleyman Cetintas & Luo Si & Sugato Chakravarty & Hans Aagard & Kyle Bowen, 2011, "Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom," Working Papers, Purdue University, Department of Consumer Sciences, number 1010, Feb.
• Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang, 2011, "The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets," Working Papers, Purdue University, Department of Consumer Sciences, number 1011, Dec.
• Figuerola-Ferretti, Isabel & Paraskevopoulos, Ioannis, 2011, "Pairing market risk with credit risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb110201, Feb.
• Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011, "The dollar squeeze of the financial crisis," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1139, Dec.
• Malinova, Katya & Park, Andreas, 2010, "Trading Volume in Dealer Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 6, pages 1447-1484, December.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011, "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 5, pages 1493-1520, October.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011, "Information Aggregation, Investment, and Managerial Incentives," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1816, Aug.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011, "A Theory of Asset Prices Based on Heterogeneous Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1827, Oct.
• Fischer, Thomas, 2011, "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 54196, Sep.
• Fischer, Thomas, 2011, "News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77416, Sep.
• Corina SBUGHEA, 2011, "The Origins of the Global Financial Crisis and Its Impact on Romanian Economy," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 107-112.
• Claudia Elena DINUCA, 2011, "Association and Sequence Mining in Web Usage," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 31-36.
• Razvan STEFANESCU & Ramona DUMITRIU, 2011, "The SAD Cycle for the Bucharest Stock Exchange," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 372-377.
• Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer, 2011, "How does investor sentiment affect stock market crises?Evidence from panel data," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110304, Mar.
• Francisca Beer & Mohamed Wafta & Mohamed Zouaoui, 2011, "Is Sentiment Risk Priced by Stock Market?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110502, May.
• Francisca Beer & Mohamed Zouaoui, 2011, "Measuring investor sentiment in the stock market," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110901, Sep.
• Paresh Kumar Narayan & Seema Narayan, 2011, "Has the structural break slowed down growth rates of stock markets?," Working Papers, Deakin University, Department of Economics, number 2011_10, Aug.
• Thai-Ha Le & Youngho Chang, 2011, "The impact of oil price fluctuations on stock markets in developed and emerging economies," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 114.
• Andreas Fritz & Christoph Weber, 2011, "Informational Efficiency in Futures Markets for Crude Oil," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1103, Mar, revised Jan 2012.
• Peter Benczur & Cosmin Ilut, 2011, "Evidence for Dynamic Contracts in Sovereign Bank Lending," Working Papers, Duke University, Department of Economics, number 11-06.
• Nicky J. Ferguson & Jie Michael Guo & Nicky Herbert Y.T. Lam & Dennis Philip, 2011, "Media Sentiment and UK Stock Returns," Department of Economics Working Papers, Durham University, Department of Economics, number 2011_06, Jan.
• Stolowy, Hervé & Jeanjean, Thomas & Erkens, Michael, 2011, "The economic consequences of increasing the international visibility of financial reports," HEC Research Papers Series, HEC Paris, number 957, Nov.
• Cespa, Giovanni & Vives, Xavier, 2011, "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers, IESE Business School, number D/915, Jul.
• Vives, Xavier, 2011, "A large-market rational expectations equilibrium model," IESE Research Papers, IESE Business School, number D/924, May.
• Gómez-Salvador, Ramón & Westermann, Thomas & Lojschová, Adriana, 2011, "Household sector borrowing in the euro area - a micro data perspective," Occasional Paper Series, European Central Bank, number 125, Apr.
• Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard J., 2011, "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp11-028, Jul.
• Ben-David, Itzhak & Hirshleifer, David, 2011, "Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-13, Jun.
• Lin, Xiaoji & Zhang, Lu, 2011, "Covariances versus Characteristics in General Equilibrium," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-15, Jul.
• Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011, "Do Hedge Funds Manipulate Stock Prices?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-5, Feb.
• Edmans, Alex & Goldstein, Itay & Jiang, Wei, 2011, "Feedback Effects and the Limits to Arbitrage," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-67, Nov.
• Andreas Park & Hamid Sabourian, 2011, "Herding and Contrarian Behavior in Financial Markets," Econometrica, Econometric Society, volume 79, issue 4, pages 973-1026, July.
• Xavier Vives, 2011, "Strategic Supply Function Competition With Private Information," Econometrica, Econometric Society, volume 79, issue 6, pages 1919-1966, November, DOI: ECTA8126.
• Abdul Haque & Hung-Chun Liu & Fakhar-Un-Nisa, 2011, "Testing the Weak Form Efficiency of Pakistani Stock Market (2000 2010)," International Journal of Economics and Financial Issues, Econjournals, volume 1, issue 4, pages 153-162.
• Dooruj Rambaccussing, 2011, "Do Mean Reverting based trading strategies outperform Buy and Hold?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1113, May.
• Truong, Cameron, 2011, "Post-earnings announcement abnormal return in the Chinese equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 637-661, DOI: 10.1016/j.intfin.2011.04.002.
• Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu, 2011, "Is trading on earnings surprises a profitable strategy? Canadian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 832-850, DOI: 10.1016/j.intfin.2011.06.004.
• King, Alan, 2011, "Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 867-873, DOI: 10.1016/j.intfin.2011.09.003.
• Rajgopal, Shiva & Venkatachalam, Mohan, 2011, "Financial reporting quality and idiosyncratic return volatility," Journal of Accounting and Economics, Elsevier, volume 51, issue 1-2, pages 1-20, February.
• Rajgopal, Shiva & Venkatachalam, Mohan, 2011, "Financial reporting quality and idiosyncratic return volatility," Journal of Accounting and Economics, Elsevier, volume 51, issue 1, pages 1-20, DOI: 10.1016/j.jacceco.2010.06.001.
• Berger, Philip G., 2011, "Challenges and opportunities in disclosure research—A discussion of ‘the financial reporting environment: Review of the recent literature’," Journal of Accounting and Economics, Elsevier, volume 51, issue 1, pages 204-218, DOI: 10.1016/j.jacceco.2011.01.001.
• Kross, William J. & Ro, Byung T. & Suk, Inho, 2011, "Consistency in meeting or beating earnings expectations and management earnings forecasts," Journal of Accounting and Economics, Elsevier, volume 51, issue 1, pages 37-57, DOI: 10.1016/j.jacceco.2010.06.004.
• Ng, Jeffrey, 2011, "The effect of information quality on liquidity risk," Journal of Accounting and Economics, Elsevier, volume 52, issue 2, pages 126-143, DOI: 10.1016/j.jacceco.2011.03.004.
• Sadka, Ronnie, 2011, "Liquidity risk and accounting information," Journal of Accounting and Economics, Elsevier, volume 52, issue 2, pages 144-152, DOI: 10.1016/j.jacceco.2011.08.007.
• Hong, Gwangheon & Lee, Bong Soo, 2011, "The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 273-287, DOI: 10.1016/j.japwor.2011.10.002.
• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2733-2746, October.
• Cartea, Álvaro & Karyampas, Dimitrios, 2011, "Volatility and covariation of financial assets: A high-frequency analysis," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3319-3334, DOI: 10.1016/j.jbankfin.2011.05.012.
• Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros, 2011, "Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3335-3350, DOI: 10.1016/j.jbankfin.2011.05.014.
• Dai, Na, 2011, "Monitoring via staging: Evidence from Private investments in public equity," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3417-3431, DOI: 10.1016/j.jbankfin.2011.05.022.
• Fricke, Christoph & Menkhoff, Lukas, 2011, "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1057-1072, May.
• Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2011, "The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1239-1249, May.
• Rangel, José Gonzalo, 2011, "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1263-1276, May.
• Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011, "Co-movements of Shanghai and New York stock prices by time-varying regressions," Journal of Comparative Economics, Elsevier, volume 39, issue 4, pages 577-583, DOI: 10.1016/j.jce.2011.06.001.
• Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011, "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, volume 77, issue 2, pages 124-146, February.
• Aldashev, Gani & Carletti, Timoteo & Righi, Simone, 2011, "Follies subdued: Informational efficiency under adaptive expectations and confirmatory bias," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 1, pages 110-121, DOI: 10.1016/j.jebo.2011.03.001.
• Harras, Georges & Sornette, Didier, 2011, "How to grow a bubble: A model of myopic adapting agents," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 1, pages 137-152, DOI: 10.1016/j.jebo.2011.03.003.
• Kirchler, Michael & Huber, Jürgen & Kleinlercher, Daniel, 2011, "Market microstructure matters when imposing a Tobin tax—Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 3, pages 586-602, DOI: 10.1016/j.jebo.2011.06.001.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, DOI: 10.1016/j.jeconbus.2010.09.001.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, March.
• Adam, Klaus & Marcet, Albert, 2011, "Internal rationality, imperfect market knowledge and asset prices," Journal of Economic Theory, Elsevier, volume 146, issue 3, pages 1224-1252, May.
• Ozsoylev, Han N. & Walden, Johan, 2011, "Asset pricing in large information networks," Journal of Economic Theory, Elsevier, volume 146, issue 6, pages 2252-2280, DOI: 10.1016/j.jet.2011.10.003.
• Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011, "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, volume 101, issue 3, pages 574-595, September.
• Liu, Xuewen & Mello, Antonio S., 2011, "The fragile capital structure of hedge funds and the limits to arbitrage," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 491-506, DOI: 10.1016/j.jfineco.2011.06.005.
• Lin, Chen & Officer, Micah S. & Zou, Hong, 2011, "Directors' and officers' liability insurance and acquisition outcomes," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 507-525, DOI: 10.1016/j.jfineco.2011.08.004.
• Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011, "Analysis of the intraday effects of economic releases on the currency market," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 692-707, June.
• Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011, "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, volume 30, issue 8, pages 1696-1718, DOI: 10.1016/j.jimonfin.2011.08.004.
• Ferguson, Andrew & Scott, Tom, 2011, "Market reactions to Australian boutique resource investor presentations," Resources Policy, Elsevier, volume 36, issue 4, pages 330-338, DOI: 10.1016/j.resourpol.2011.07.004.
• Aruga, Kentaka & Managi, Shunsuke, 2011, "Testing the international linkage in the platinum-group metal futures markets," Resources Policy, Elsevier, volume 36, issue 4, pages 339-345, DOI: 10.1016/j.resourpol.2011.09.003.
• Anderson, Robert M., 2011, "Time-varying risk premia," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 253-259, DOI: 10.1016/j.jmateco.2010.12.010.
• Manzano, Carolina & Vives, Xavier, 2011, "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 346-369, DOI: 10.1016/j.jmateco.2010.12.011.
• Dutta, Shantanu & MacAulay, Kenneth & Saadi, Samir, 2011, "CEO power, M&A decisions, and market reactions," Journal of Multinational Financial Management, Elsevier, volume 21, issue 5, pages 257-278, DOI: 10.1016/j.mulfin.2011.07.003.