Research classified by Journal of Economic Literature (JEL) codes

2011

• Kam Chan & Yung Lo, 2011, "Credit ratings and long-term IPO performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 4, pages 473-483, October, DOI: 10.1007/s12197-010-9137-8.
• Ryuichi Yamamoto, 2011, "Volatility clustering and herding agents: does it matter what they observe?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 6, issue 1, pages 41-59, May, DOI: 10.1007/s11403-010-0075-5.
• Mordecai Kurz & Maurizio Motolese, 2011, "Diverse beliefs and time variability of risk premia," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 47, issue 2, pages 293-335, June, DOI: 10.1007/s00199-010-0550-1.
• William Branch & George Evans, 2011, "Monetary policy and heterogeneous expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 47, issue 2, pages 365-393, June, DOI: 10.1007/s00199-010-0539-9.
• Scott Condie & Jayant Ganguli, 2011, "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 48, issue 2, pages 229-242, October, DOI: 10.1007/s00199-011-0646-2.
• Han Ozsoylev & Jan Werner, 2011, "Liquidity and asset prices in rational expectations equilibrium with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 48, issue 2, pages 469-491, October, DOI: 10.1007/s00199-011-0648-0.
• Yonca Ertimur & William J. Mayew & Stephen R. Stubben, 2011, "Analyst reputation and the issuance of disaggregated earnings forecasts to I/B/E/S," Review of Accounting Studies, Springer, volume 16, issue 1, pages 29-58, March, DOI: 10.1007/s11142-009-9116-5.
• James M. Wahlen & Matthew M. Wieland, 2011, "Can financial statement analysis beat consensus analysts’ recommendations?," Review of Accounting Studies, Springer, volume 16, issue 1, pages 89-115, March, DOI: 10.1007/s11142-010-9124-5.
• Sattar A. Mansi & William F. Maxwell & Darius P. Miller, 2011, "Analyst forecast characteristics and the cost of debt," Review of Accounting Studies, Springer, volume 16, issue 1, pages 116-142, March, DOI: 10.1007/s11142-010-9127-2.
• Eli Amir & Itay Kama & Joshua Livnat, 2011, "Conditional versus unconditional persistence of RNOA components: implications for valuation," Review of Accounting Studies, Springer, volume 16, issue 2, pages 302-327, June, DOI: 10.1007/s11142-010-9138-z.
• Jeffrey J. Burks, 2011, "Discussion of: The option market’s anticipation of information content in earnings announcements," Review of Accounting Studies, Springer, volume 16, issue 3, pages 620-629, September, DOI: 10.1007/s11142-011-9145-8.
• Stephen Lok & Scott Richardson, 2011, "Credit markets and financial information," Review of Accounting Studies, Springer, volume 16, issue 3, pages 487-500, September, DOI: 10.1007/s11142-011-9147-6.
• Lakshmanan Shivakumar & Oktay Urcan & Florin P. Vasvari & Li Zhang, 2011, "The debt market relevance of management earnings forecasts: evidence from before and during the credit crisis," Review of Accounting Studies, Springer, volume 16, issue 3, pages 464-486, September, DOI: 10.1007/s11142-011-9155-6.
• Mary Brooke Billings & Robert Jennings, 2011, "The option market’s anticipation of information content in earnings announcements," Review of Accounting Studies, Springer, volume 16, issue 3, pages 587-619, September, DOI: 10.1007/s11142-011-9156-5.
• Kevin Ke Li, 2011, "How well do investors understand loss persistence?," Review of Accounting Studies, Springer, volume 16, issue 3, pages 630-667, September, DOI: 10.1007/s11142-011-9157-4.
• Alexander Nekrasov & Maria Ogneva, 2011, "Using earnings forecasts to simultaneously estimate firm-specific cost of equity and long-term growth," Review of Accounting Studies, Springer, volume 16, issue 3, pages 414-457, September, DOI: 10.1007/s11142-011-9159-2.
• Yonca Ertimur & Volkan Muslu & Frank Zhang, 2011, "Why are recommendations optimistic? Evidence from analysts’ coverage initiations," Review of Accounting Studies, Springer, volume 16, issue 4, pages 679-718, December, DOI: 10.1007/s11142-011-9163-6.
• Zining Li & Pervin K. Shroff & Ramgopal Venkataraman & Ivy Xiying Zhang, 2011, "Causes and consequences of goodwill impairment losses," Review of Accounting Studies, Springer, volume 16, issue 4, pages 745-778, December, DOI: 10.1007/s11142-011-9167-2.
• Rajmund Mirdala, 2011, "Financial Integration And Economic Growth In The European Transition Economies," Journal of Advanced Studies in Finance, ASERS Publishing, volume 2, issue 2, pages 116-137.
• Gonzalo Varela, 2011, "The Extrapolative Component in Exchange Rate Expectations and the Not-So-Puzzling Interest Parity: The Case of Uruguay," Working Paper Series, Department of Economics, University of Sussex Business School, number 1911, Feb.
• Taoufik Bouraoui, 2011, "The impact of stock spams on volatility," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 13, pages 969-977, DOI: 10.1080/09603107.2011.562159.
• Lukas Menkhoff, 2011, "Are momentum traders different? Implications for the momentum puzzle," Applied Economics, Taylor & Francis Journals, volume 43, issue 29, pages 4415-4430, DOI: 10.1080/00036846.2010.491462.
• Maria Rosa Borges, 2011, "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, volume 43, issue 5, pages 631-639, DOI: 10.1080/00036840802584935.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2011, "The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 9-10, pages 851-881, November, DOI: 10.1080/1351847X.2010.538529.
• Viktor Todorov & George Tauchen, 2011, "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 356-371, July, DOI: 10.1198/jbes.2010.08342.
• Betty Agnani & Henry Aray, 2011, "The January effect across volatility regimes," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 6, pages 947-953, DOI: 10.1080/14697680903540373.
• Murat Duran & Eda Gulsen & Refet Gurkaynak, 2011, "Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1122.
• George Diemer, 2011, "Comment on "Investigating Allegations of Pointshaving in NCAA Basketball Using Actual Sportsbook Betting Percentages"," DETU Working Papers, Department of Economics, Temple University, number 1101, Mar.
• Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2011, "On the Effects of Private Information on Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-077/4, May.
• Ulrike Malmendier & Enrico Moretti & Florian Peters, 2011, "Winning by Losing: Evidence on Overbidding in Mergers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-101/2/DSF25, Jul.
• Humphery-Jenner, M., 2011, "High Frequency Trading, Information, and Takeovers," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-047.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011, "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-069.
• Renneboog, L.D.R. & Spaenjers, C., 2011, "The Dutch grey market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0633541a-6421-442a-b1e6-a.
• Jon Faust & Jonathan H. Wright, 2011, "Efficient Prediction of Excess Returns," The Review of Economics and Statistics, MIT Press, volume 93, issue 2, pages 647-659, May.
• Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011, "Do Hedge Funds Manipulate Stock Prices?," TSE Working Papers, Toulouse School of Economics (TSE), number 11-221, Feb.
• Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano, 2011, "Insider Trading, Traded Volume and Returns," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino, number 26, Oct.
• Eduardo Fajnzylber & Gonzalo Reyes, 2011, "Knowledge, Information and retirement saving decisions: Evidence from a large scale intervention in Chile," Working Papers, Adolfo Ibáñez University, School of Government, number wp_011, May.
• John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Working Papers, Geary Institute, University College Dublin, number 201131, Nov.
• Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez, 2011, "Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-36.
• Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez, 2011, "Determinants of trading activity after rating actions in the Corporate Debt Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-37.
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2011, "Currency Carry Trades," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 7, issue 1, pages 357-388, DOI: 10.1086/658309.
• Nikolaus Hautsch & Dieter Hess & David Veredas, 2011, "The impact of macroeconomic news on quote adjustments, noise and informational volatility," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136190.
• Magomet Yandiev, 2011, "The Damped Fluctuations as a Base of Market Quotations," Working Papers, Moscow State University, Faculty of Economics, number 0003, Aug.
• Marek SPIÅ Ã K & Roman Å PERKA, 2011, "Financial Market Simulation Based On Intelligent Agents €“ Case Study," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 3(17)/ Fa, pages 249-256.
• Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni, 2011, "Time lags in processing market-sensitive information. A case study," Department of Economic Policy, Finance and Development (DEPFID) University of Siena, Department of Economic Policy, Finance and Development (DEPFID), University of Siena, number 0811, Dec.
• Ron Bird & Harry Liem & Susan Thorp, 2011, "Infrastructure: Real Assets and Real Returns," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 11, Sep.
• Ron Bird & Harry Liem & Susan Thorp, 2011, "Private Equity: Strategies for Improving Performance," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 12, Sep.
• Ron Bird & Paolo Pellizzari & Danny Yeung, 2011, "Performance Implications of Active Management of Institutional Mutual Funds," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 13, Sep.
• Ron Bird & Krishna Reddy & Danny Yeung, 2011, "The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 14, Sep.
• Ron Bird & Daniel Choi & Danny Yeung, 2011, "Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 15, Sep.
• Xue-Zhong He & Kai Li, 2011, "Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 291, Jun.
• Carmen LIPARA, 2011, "Investment Recommendations Made by Financial Analysts and Their Impact upon the Price Evolution of the Shares Listed on the Bucharest Stock Exchange," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 2, pages 100-123.
• Douglas D. Davis & Korenok Oleg & Edward S. Prescott, 2011, "An Experimental Analysis of Contingent Capital with Market-Price Triggers," Working Papers, VCU School of Business, Department of Economics, number 1102, Oct, revised Apr 2013.
• Miloš Božović & Branko Urošević & Boško Živković, 2011, "Credit Rating Agencies and Moral Hazard," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 2, pages 219-227.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 16, issue 2, pages 172-188, April.
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011, "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 1, pages 81-101, January.
• Egon Franck & Erwin Verbeek & Stephan Nüesch, 2011, "Sentimental Preferences and the Organizational Regime of Betting Markets," Southern Economic Journal, John Wiley & Sons, volume 78, issue 2, pages 502-518, October, DOI: 10.4284/0038-4038-78.2.502.
• Cristiana Mǎnescu, 2011, "Stock returns in relation to environmental, social and governance performance: Mispricing or compensation for risk?," Sustainable Development, John Wiley & Sons, Ltd., volume 19, issue 2, pages 95-118, March/Apr.
• Jinghan Cai & Hongbing Ouyang & Michael Chak Sham Wong, 2011, "The Bear Market In China: Which Trades Push The Stock Prices Down?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-22, DOI: 10.1142/S2010495211500023.
• Pravakar Sahoo & Rajiv Kumar, 2011, "The Impact Of Commodity Transaction Tax On Futures Trading In India: An Ex-Ante Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 56, issue 03, pages 423-440, DOI: 10.1142/S0217590811004328.
• Carsten Burhop & David Chambers & Brian Cheffins, 2011, "Is Regulation Essential to Stock Market Development? Going Public in London and Berlin, 1900-1913," Cologne Economic History papers, University of Cologne, Department of Economic and Business History, number 10, Mar, revised Mar 2011.
• Otilia SARAMAT & Bogdan DIMA, 2011, "Testing the Weak-Form Informational Efficiency of United Kingdom, United States of America and Japan’s Capital Markets," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 4, issue 2(14), pages 111-122.
• Haesner, Christian & Schanz, Deborah, 2011, "Taxes and the valuation of dividends: a study of dividend announcements in Germany," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 117.
• Franke, Reiner & Westerhoff, Frank, 2011, "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 78.
• Dieci, Roberto & Westerhoff, Frank, 2011, "On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 79.
• Witte, Björn-Christopher, 2011, "Removing systematic patterns in returns in a financial market model by artificially intelligent traders," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 82.
• Franke, Reiner & Westerhoff, Frank, 2011, "Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 83.
• Bobek, Andreas & Bohm, Thomas & Neuner, Stefan & Paintner, Sandra & Schmeußer, Stefanie & Waldvogel, Felix, 2011, "Ökonomische Analyse europäischer Bankenregulierung: Verbriefung und Interbankenmarkt im Fokus," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers), University of Bayreuth, Chair of Finance and Banking, number 2011-01.
• Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011, "Co-movements of Shanghai and New York Stock prices by time-varying regressions," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 16/2011.
• Kiema, Ilkka & Jokivuolle, Esa, 2011, "Leverage ratio requirement and credit allocation and bank stability," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2011.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2011, "Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,23.
• 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.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011, "How Prediction Markets can Save Event Studies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-07, Apr.
• Igor P. Rivera & Enzo D'Antonio di Vito & Andrés Fundia, 2011, "Valuación de Swaptions Bermuda basada en el modelo LIBOR adaptado a vectores frontera," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 5, issue 1, pages 77-92.
• Fausto Humberto Membrillo Hernández & Marco Antonio Ruiz Olvera, 2011, "Valuación de mercado del seguro de desempleo," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 6, issue 2, pages 34-65.
• Cohen, Lauren & Lou, Dong, 2011, "Complicated firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119066, Jun.
• Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2011, "Trading frenzies and their impact on real investment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119077, Feb.
• Adam, Klaus & Marcet, Albert, 2011, "Internal rationality, imperfect market knowledge and asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121722, Aug.
• Breinlich, Holger, 2011, "Heterogeneous firm-level responses to trade liberalisation: a test using stock price reactions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121748, Nov.
• 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, "Surpresas com relação à política monetária e o mercado de capitais," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 3, pages 435-454, July.
• 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.