Research classified by Journal of Economic Literature (JEL) codes

2011

• Kollias, Christos & Manou, Efthalia & Papadamou, Stephanos & Stagiannis, Apostolos, 2011, "Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market," European Journal of Political Economy, Elsevier, volume 27, issue S1, pages 64-77, DOI: 10.1016/j.ejpoleco.2011.05.002.
• Prat, Georges & Uctum, Remzi, 2011, "Modelling oil price expectations: Evidence from survey data," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 3, pages 236-247, June.
• Khan, Salman & Batteau, Pierre, 2011, "Should the government directly intervene in stock market during a crisis?," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 350-359, DOI: 10.1016/j.qref.2011.07.003.
• Dimpfl, Thomas, 2011, "The impact of US news on the German stock market—An event study analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 389-398, DOI: 10.1016/j.qref.2011.07.005.
• Chen, Li-Hsueh & Hammoudeh, Shawkat & Yuan, Yuan, 2011, "Asymmetric convergence in US financial credit default swap sector index markets," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 408-418, DOI: 10.1016/j.qref.2011.06.001.
• 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.
• George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011, "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-17, May.
• Ferdinand Graf, 2011, "Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-18, May.
• Günter Franke & Thomas Weber, 2011, "Tranching and Pricing in CDO-Transactions," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-21, Feb.
• Christoph Safferling & Aaron Lowen, 2011, "Economics in the Kingdom of Loathing: Analysis of Virtual Market Data," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-30, Oct.
• Keiichi Kubota & Hitoshi Takehara, 2011, "Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 1, pages 17-37, December.
• Hiroyuki Ishikawa, 2011, "Empirical Analysis on the Dividend Life-Cycle Theory: Evidence from Japan," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 1, pages 39-60, December.
• Shin'ya Okuda, 2011, "Who Benefits from the Adoption of IFRS?," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 1, pages 61-69, December.
• Matthias W. Uhl, 2011, "Reuters Sentiment and Stock Returns," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-288, Sep, DOI: 10.3929/ethz-a-006620590.
• Ormos, Mihály & Erdős, Péter, 2011, "Borok mint alternatív befektetési lehetőségek
  [Wines as an alternative investment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 158-172.
• Ormos, Mihály & Joó, István, 2011, "Diszpozíciós hatás a magyar tőkepiacon
  [Disposition effect in the Hungarian capital market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 743-758.
• Michele Dell'Era & Luis Santos-Pinto, 2011, "Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 11.06, Oct, revised Nov 2012.
• Werner Kristjanpoller & Mauricio Morales, 2011, "Arbitrage Pricing Theory Applied to the Chilean Stock Market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 74, pages 37-59.
• L. Randall Wray, 2011, "Money in Finance," Economics Working Paper Archive, Levy Economics Institute, number wp_656, Mar.
• L. Randall Wray, 2011, "Keynes after 75 Years: Rethinking Money as a Public Monopoly," Economics Working Paper Archive, Levy Economics Institute, number wp_658, Mar.
• L. Randall Wray, 2011, "The Financial Crisis Viewed from the Perspective of the “Social Costs” Theory," Economics Working Paper Archive, Levy Economics Institute, number wp_662, Mar.
• Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadori, 2011, "The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-13.
• Jos van Bommel, 2011, "Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously Traded Underlyings," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-7.
• Jos van Bommel & Peter Hoffmann, 2011, "Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-9.
• Maschke Mario & Schmidt Ulrich, 2011, "Das Wettmonopol in Deutschland: Status quo und Reformansätze," Zeitschrift für Wirtschaftspolitik, De Gruyter, volume 60, issue 1, pages 110-124, April, DOI: 10.1515/zfwp-2011-0108.
• Georges Dionne, 2011, "Book Review of : The Theory of Corporate Finance," Cahiers de recherche, CIRPEE, number 1120.
• Madhuri Malhotra & M. Thenmozhi & Arun Kumar Gopalaswamy, 2011, "Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements," Working Papers, Madras School of Economics,Chennai,India, number 2011-061, Sep.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2011, "Communication Matters: U.S. Monetary Policy and Commodity Price Volatility," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201105.
• Ulrich Oberndorfer & Marcus Wagner & Andreas Ziegler, 2011, "Does the Stock Market Value the Inclusion in a Sustainability Stock Index? An Event Study Analysis for German Firms," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201130.
• Ingo Fender & Bernd Hayo & Matthias Neuenkirch, 2011, "Daily CDS pricing in emerging markets before and during the global financial crisis," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201139.
• Manolis G. Kavussanos & Ilias D. Visvikis, 2011, "The Predictability of Non-Overlapping Forecasts: Evidence from a New Market," Multinational Finance Journal, Multinational Finance Journal, volume 15, issue 1-2, pages 125-156, March - J.
• Rafi Eldor & Shmuel Hauser & Uzi Yaari, 2011, "Safer Margins for Option Trading: How Accuracy Promotes Efficiency," Multinational Finance Journal, Multinational Finance Journal, volume 15, issue 3-4, pages 217-234, September.
• Luis H. B. Braido & Carlos E. da Costa & Bev Dahlby, 2011, "Adverse Selection and Risk Aversion in Capital Markets," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 67, issue 4, pages 303-326, December, DOI: 10.1628/001522108X614141.
• S. Nuray Akin & Val E. Lambson & Grant R. McQueen & Brennan Platt & Barrett A. Slade & Justin Wood, 2011, "Rushing to Overpay: The REIT Premium Revisited," Working Papers, University of Miami, Department of Economics, number 2011-1.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011, "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-003, Jan.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2011, "Spot and future prices of agricultural commodities: fundamentals and speculation," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-03, Jan.
• Enrico Maria Cervellati & Riccardo Ferretti & Pierpaolo Pattitoni, 2011, "Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0024, Feb.
• Silvia Muzzioli, 2011, "Corridor implied volatility and the variance risk premium in the Italian market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0030, Nov.
• Carsten Burhop & David Chambers & Brian Cheffins, 2011, "Is Regulation Essential to Stock Market Development? Going Public in London and Berlin, 1900-1913," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2011_15, Jul.
• Carsten Burhop & Sergey Gelman, 2011, "Liquidity measures, liquidity drivers and expected returns on an early call auction market," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2011_19, Jul.
• Chowdhury, Abdur, 2011, "Do Stock Market Risk Premiums Respond to Consumer Confidence?," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2011-06, Aug.
• Wassim Daher & Fida Karam & Leonard J. Mirman, 2011, "Insider trading with different market structures," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11056, Aug, DOI: 10.1016/j.iref.2012.01.008.
• Fida Karam & Wassin Daher, 2011, "Insider trading in a two-tier real market structure model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11068, Oct, DOI: 10.1016/j.qref.2012.12.001.
• Yin Liao & Heather M. Anderson, 2011, "Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/11, Aug.
• Fabrizio Palmucci, 2011, "IPO underpricing: the price of liquidity," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 237-260.
• Thai-Ha LE & Youngho CHANG, 2011, "The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1103, Mar.
• Hans B. Christensen & Luzi Hail & Christian Leuz, 2011, "Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement," NBER Working Papers, National Bureau of Economic Research, Inc, number 16737, Jan.
• Laura Xiaolei Liu & Lu Zhang, 2011, "A Model of Momentum," NBER Working Papers, National Bureau of Economic Research, Inc, number 16747, Jan.
• Patrick Bayer & Christopher Geissler & Kyle Mangum & James W. Roberts, 2011, "Speculators and Middlemen: The Strategy and Performance of Investors in the Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 16784, Feb.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2011, "Cream Skimming in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16804, Feb.
• Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2011, "The Short of It: Investor Sentiment and Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 16898, Mar.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011, "How Prediction Markets Can Save Event Studies," NBER Working Papers, National Bureau of Economic Research, Inc, number 16949, Apr.
• Arindrajit Dube & Ethan Kaplan & Suresh Naidu, 2011, "Coups, Corporations, and Classified Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 16952, Apr.
• Viral V. Acharya & Alberto Bisin, 2011, "Counterparty Risk Externality: Centralized Versus Over-the-counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17000, Apr.
• Òscar Jordà & Alan M. Taylor, 2011, "Performance Evaluation of Zero Net-Investment Strategies," NBER Working Papers, National Bureau of Economic Research, Inc, number 17150, Jun.
• Karen K. Lewis, 2011, "Global Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 17261, Jul.
• Xiaoji Lin & Lu Zhang, 2011, "Covariances versus Characteristics in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 17285, Aug.
• Darrell Duffie & Semyon Malamud & Gustavo Manso, 2011, "Information Percolation in Segmented Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17295, Aug.
• Christopher Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2011, "The "CAPS" Prediction System and Stock Market Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 17298, Aug.
• Marcin Kacperczyk & Philipp Schnabl, 2011, "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 17321, Aug.
• Christoph Moser & Andrew K. Rose, 2011, "Who Benefits from Regional Trade Agreements? The View from the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 17415, Sep.
• Diane Del Guercio & Jonathan Reuter, 2011, "Mutual Fund Performance and the Incentive to Generate Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 17491, Oct.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011, "A Theory of Asset Pricing Based on Heterogeneous Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 17548, Oct.
• Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2011, "The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 17555, Oct.
• Alex Edmans & Itay Goldstein & Wei Jiang, 2011, "Feedback Effects and the Limits to Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 17582, Nov.
• Philip Bond & Alex Edmans & Itay Goldstein, 2011, "The Real Effects of Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17719, Dec.
• Semenova, M., 2011, "Bank Runs and Costly Information," Journal of the New Economic Association, New Economic Association, issue 10, pages 31-52.
• Mariann Ollar & Marzena Rostek, 2011, "Information Aggregation and Innovation in Market Design," Working Papers, NET Institute, number 11-12, Sep.
• Phil Briggs & Carly Harker & Tim Ng & Aidan Yao, 2011, "Fluctuations in the international prices of oil, dairy products, beef and lamb between 2000 and 2008: A review of market-specific demand and supply factors," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2011/02, May.
• Stefan Kerbl, 2011, "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 174, Oct.
• Bogdan Victoria & Platon Judit & Popa Dorina Nicoleta, 2011, "Intellectual Capital Reporting And Disclosure In The Annual Reports Of Romanian Manufacturing Listed Companies €" Methodology And Discussion Of Results," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 466-476, December.
• Bogdan Victoria & Platon Judit & Farcas Mariana, 2011, "Intellectual Capital Reporting And Disclosure In The Annual Reports Of Romanian Manufacturing Listed Companies €" Theoretical Framework," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue special, pages 275-283, July.
• Youki Kohsaka, 2011, "Stock Split Bubble and Livedoor-Shock," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 11-28, Oct.
• Andreas Neuhierl & Bernd Schlusche, 2011, "Data Snooping and Market-Timing Rule Performance," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 550-587, Summer.
• Arindrajit Dube & Ethan Kaplan & Suresh Naidu, 2011, "Coups, Corporations, and Classified Information," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 126, issue 3, pages 1375-1409.
• David Hirshleifer & Sonya S. Lim & Siew Hong Teoh, 2011, "Limited Investor Attention and Stock Market Misreactions to Accounting Information," The Review of Asset Pricing Studies, Society for Financial Studies, volume 1, issue 1, pages 35-73.
• Darrell Duffie & Haoxiang Zhu, 2011, "Does a Central Clearing Counterparty Reduce Counterparty Risk?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 1, issue 1, pages 74-95.
• Richard A. Lambert & Christian Leuz & Robert E. Verrecchia, 2011, "Information Asymmetry, Information Precision, and the Cost of Capital," Review of Finance, European Finance Association, volume 16, issue 1, pages 1-29.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, volume 16, issue 1, pages 31-80.
• James S. Doran & Danling Jiang & David R. Peterson, 2011, "Gambling Preference and the New Year Effect of Assets with Lottery Features," Review of Finance, European Finance Association, volume 16, issue 3, pages 685-731.
• Rüdiger Fahlenbrach & Bernadette A. Minton & Carrie H. Pan, 2011, "Former CEO Directors: Lingering CEOs or Valuable Resources?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 10, pages 3486-3518.
• Roger K. Loh & René M. Stulz, 2011, "When Are Analyst Recommendation Changes Influential?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 2, pages 593-627.
• Pedro A. C. Saffi & Kari Sigurdsson, 2011, "Price Efficiency and Short Selling," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 3, pages 821-852.
• Fabio Braggion & Lyndon Moore, 2011, "Dividend Policies in an Unregulated Market: The London Stock Exchange, 1895--1905," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 9, pages 2935-2973.
• Diego García & Francesco Sangiorgi, 2011, "Information Sales and Strategic Trading," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 9, pages 3069-3104.
• Piciu Gabriela Cornelia & Chiþiga Georgiana, 2011, "Financial Innovations," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1655-1658, May.
• ªargu Alina Camelia & Chirleºan Dan & Potlog Dorian, 2011, "The Necessity of the European Capital Markets Development in the Current Economic Environment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2027-2034, May.
• ªargu Alina Camelia & Roman Angela, 2011, "Financial Innovation and Its Effects on Financial Stability and Efficiency," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2035-2041, May.
• Cãruntu Roxana Corina & Lãpãduºi Mihaela Loredana, 2011, "Profitability – Economic and Financial Performance of the Efficient Usage of Production Costs," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 192-195, May.
• Christophe Godlewski & Zuzana Fungáčová & Laurent Weill, 2011, "Stock Market Reaction to Debt Financing Arrangements in Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 53, issue 4, pages 679-693, December.
• N Blasco & P Corredor & S Ferreruela, 2011, "Detecting intentional herding: what lies beneath intraday data in the Spanish stock market," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 62, issue 6, pages 1056-1066, June, DOI: 10.1057/jors.2010.34.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2011, "How to measure Corporate Social Responsibility," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 96/2011, Oct.
• Ioan-Ovidiu SPATACEAN, 2011, "The Impact of Financial Reporting upon Stock Prices Evolution - an Approach Based on Financial Contagion," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 87-104, December.
• Nuno Soares & Andrew W. Stark, 2011, "Is there an accruals or a cash flow anomaly in UK stock returns?," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1107, Dec.
• Benjamin Kauper & Karl-Kuno Kunze, 2011, "Modellierung von Aktienkursen im Lichte der Komplexitätsforschung," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 49, Apr.
• Efthymiou, Vassilis A. & Leledakis, George N., 2011, "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," MPRA Paper, University Library of Munich, Germany, number 28791, Feb.
• Mukherjee, Dr. Kedar nath, 2011, "Impact of Futures Trading on Indian Agricultural Commodity Market," MPRA Paper, University Library of Munich, Germany, number 29290, Feb, revised 04 Mar 2011.
• Pfau, Wade Donald, 2011, "Revisiting the Fisher and Statman Study on Market Timing," MPRA Paper, University Library of Munich, Germany, number 29448, Mar.
• Petrushchak, Bohdan, 2011, "Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
  [The calendar regularity of earnings and volatility distribution on the Ukrainian stock market]," MPRA Paper, University Library of Munich, Germany, number 30367, revised 2011.
• Estrada, Fernando, 2011, "Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans," MPRA Paper, University Library of Munich, Germany, number 30563, Apr.
• Iqbal, Javed & Farooqi, Faraz Ahmed, 2011, "Stock price reaction to earnings announcement: the case of an emerging market," MPRA Paper, University Library of Munich, Germany, number 30865, Jan, revised 10 May 2011.
• Petrushchak, Bohdan, 2011, "The calendar regularity of earnings and volatility distribution on the Ukrainian stock market," MPRA Paper, University Library of Munich, Germany, number 31115, revised 2011.
• Puah, Chin-Hong & Liew, Samuel Wei-Siew, 2011, "White-collar crime and stock return: Empirical study from announcement effect," MPRA Paper, University Library of Munich, Germany, number 31748, Jun.
• Le, Thai-Ha & Chang, Youngho, 2011, "The impact of oil price fluctuations on stock markets in developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 31753, Jun.
• Larson, Nathan, 2011, "Clustering on the same news sources in an asset market," MPRA Paper, University Library of Munich, Germany, number 32823, Aug.
• Lenz, Rainer, 2011, "Get rid of banks and build up a modern financial world," MPRA Paper, University Library of Munich, Germany, number 33501, Sep.
• Mukherjee, Dr. Kedar nath, 2011, "Commodity investments: opportunities for Indian institutional investors," MPRA Paper, University Library of Munich, Germany, number 33510, Sep.
• Mirdala, Rajmund, 2011, "Financial Deepening and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 33609, Jun.
• Govori, Fadil, 2011, "Ndikimi i informacionit asimetrik në tregjet financiare
  [The Impact of Asymmetric Information in Financial Markets]," MPRA Paper, University Library of Munich, Germany, number 33831, May.
• Afego, Pyemo, 2011, "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper, University Library of Munich, Germany, number 33931, Mar, revised 16 May 2011.
• Klinedinst, Mark, 2011, "Going forward financially: credit unions as an alternative to commercial banks," MPRA Paper, University Library of Munich, Germany, number 33962, Oct.
• Petrushchak, Bohdan, 2011, "Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
  [The Calendar Effects and Anomalies on Ukrainian Stock Market: Theory and Empirical Evidence]," MPRA Paper, University Library of Munich, Germany, number 34948.
• Estrada, Fernando, 2011, "Financial crises, asymmetric information and argumentation," MPRA Paper, University Library of Munich, Germany, number 35080.
• Malliaris, A.G. & Malliaris, Mary, 2011, "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper, University Library of Munich, Germany, number 35266, Nov.
• Pfau, Wade Donald, 2011, "Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation," MPRA Paper, University Library of Munich, Germany, number 35329, Dec.
• Rompotis, Gerasimos G., 2011, "Testing weak-form efficiency of exchange traded funds market," MPRA Paper, University Library of Munich, Germany, number 36020, Jul.
• Aruga, Kentaka & Managi, Shunsuke, 2011, "Linkage among the U.S. Energy Futures Markets," MPRA Paper, University Library of Munich, Germany, number 36086, Oct.
• Aruga, Kentaka, 2011, "Linkages among the non-genetically modified soybean, conventional soybean, and corn futures markets in the Tokyo Grain Exchange," MPRA Paper, University Library of Munich, Germany, number 36101, Apr.
• Constantinescu, Radu, 2011, "Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-
  [Mainstream and keynesism: - two doctrines, two methods, same ideas -]," MPRA Paper, University Library of Munich, Germany, number 36128.
• Constantinescu, Radu, 2011, "Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-
  [Mainstream and keynesism: - two doctrines, two methods, same ideas -]," MPRA Paper, University Library of Munich, Germany, number 36130.
• Pacheco, Luís, 2011, "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper, University Library of Munich, Germany, number 36551, Dec.
• Dumitriu, Ramona & Stefanescu, Razvan, 2011, "Shocks on the Romanian foreign exchange market before and after the global crisis," MPRA Paper, University Library of Munich, Germany, number 36560, Jun, revised 09 Feb 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Analysis of within – month effects on the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 36562, Aug, revised 09 Feb 2012.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Mirdala, Rajmund, 2011, "Financial Integration and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 36695, Oct.
• Sasikumar, Anoop, 2011, "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 37071, May.
• Rossi, Francesco, 2011, "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 38303, Jul, revised Nov 2011.
• Peresetsky, A. A., 2011, "What determines the behavior of the Russian stock market," MPRA Paper, University Library of Munich, Germany, number 41508.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Monthly seasonality in the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 41603, Apr, revised 08 Apr 2011.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2011, "Impact of the domestic and the US macroeconomic news on the Romanian stock market," MPRA Paper, University Library of Munich, Germany, number 41623, Sep, revised 08 Sep 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "The US macroeconomic news announcements and the within-month effects on the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 41626, Oct, revised 11 Oct 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Holiday effect on the Romanian stock market," MPRA Paper, University Library of Munich, Germany, number 41635, Sep, revised 08 Sep 2011.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2011, "Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011," MPRA Paper, University Library of Munich, Germany, number 41786, Oct.
• Stefanescu, Razvan & Dumitriu, Ramona, 2011, "The SAD cycle for the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 41889, Sep, revised 09 Sep 2011.
• Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel, 2011, "The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 43658.
• Douch, Mohamed & Essaddam, Naceur, 2011, "Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms," MPRA Paper, University Library of Munich, Germany, number 46529, Jan, revised Mar 2013.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2011, "Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence," MPRA Paper, University Library of Munich, Germany, number 48517.
• Krishnankutty, Raveesh & Tiwari, Aviral Kumar, 2011, "Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test," MPRA Paper, University Library of Munich, Germany, number 48590, Sep, revised 20 Dec 2011.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011, "Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading," MPRA Paper, University Library of Munich, Germany, number 50791, Nov.
• Dergiades, Theologos, 2011, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," MPRA Paper, University Library of Munich, Germany, number 51128, Nov, revised 15 Nov 2011.
• Konchitchki, Yaniv, 2011, "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper, University Library of Munich, Germany, number 52928, May.
• Silva, Pedro & Almeida, Liliana, 2011, "Weather and stock markets: empirical evidence from Portugal," MPRA Paper, University Library of Munich, Germany, number 54119, Dec.
• Reddy, K. Srinivasa, 2011, "The aftermarket pricing performance of initial public offers: Insights from India," MPRA Paper, University Library of Munich, Germany, number 62885, revised 2013.
• Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim, 2011, "Firm Reputation and Cost of Debt Capital," MPRA Paper, University Library of Munich, Germany, number 64965, Jun, revised 05 Jun 2015.
• Rangan Gupta & Mampho P. Modise, 2011, "Macroeconomic Variables and South African Stock Return Predictability," Working Papers, University of Pretoria, Department of Economics, number 201107, Mar.
• Michal Michalovský & Igor Paholok, 2011, "Portfolio Theory and Electricity Forward Markets," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2011, issue 1, pages 76-103, DOI: 10.18267/j.efaj.40.
• Svend Reuse & Martin Svoboda, 2011, "Empirical Test of the Efficiency of Currency Investments," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 2, pages 99-119, DOI: 10.18267/j.pep.391.
• Luboš Komárek & Ivana Kubicová, 2011, "Možnosti identifikace bublin cen aktiv v české ekonomice
  [Methods of Identification Asset Price Bubbles In the Czech Economy]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 2, pages 164-183, DOI: 10.18267/j.polek.779.
• 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," Revue d'Économie Financière, Programme National Persée, volume 104, issue 4, pages 51-69, DOI: 10.3406/ecofi.2011.5895.
• Nathalie Oriol, 2011, "Investissement institutionnel et révision de la directive MIF," Revue d'Économie Financière, Programme National Persée, volume 104, issue 4, pages 217-235.
• Terenzio Cozzi, 2011, "La crisi della macroeconomia," Moneta e Credito, Economia civile, volume 64, issue 253, pages 31-44.
• Davide Avino & Emese Lazar & Simone Varotto, 2011, "Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-17, Jul.
• Hanno Lustig, 2011, "Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle," 2011 Meeting Papers, Society for Economic Dynamics, number 1443.
• Viral Acharya & Alberto Bisin, 2011, "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers, Society for Economic Dynamics, number 618.
• Pietro Veronesi & Lubos Pastor, 2011, "Uncertainty about Government Policy and Stock Prices," 2011 Meeting Papers, Society for Economic Dynamics, number 86.
• Xavier Vives & Giovanni Cespa, 2011, "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers, Society for Economic Dynamics, number 929.
• John García & Francesc Trillas, 2011, "Control corporativo y riqueza de los accionistas en el sector eléctrico europeo (2000-2007)," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 13, issue 25, pages 297-319, July-Dece.
• Iulian Panait, 2011, "Study of the Correlation between the Romanian Stock Market and S&P500 Index during 2007-2009," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 233-255, March.
• Delia-Elena Diaconasu & Alexandru Asavoaei, 2011, "The Role of Investment Funds in Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 45-59, March.
• N. Apergis & E. Mamatzakis & C. Staikuras, 2011, "The Greek Sovereign Debt Crisis: Testing for Regime Changes," Working Paper series, Rimini Centre for Economic Analysis, number 16_11, Mar.
• Massimiliano Marzo & Paolo Zagaglia, 2011, "Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run," Working Paper series, Rimini Centre for Economic Analysis, number 20_11, Mar.
• Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2011, "Abnormal Returns of Soccer Teams: Reassessing the Informational Value of Betting Odds," Working Paper series, Rimini Centre for Economic Analysis, number 26_11, May, revised Aug 2013.
• Steven Pennings & Arief Ramayandi & Hsiao Chink Tang, 2011, "The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?," Working Papers on Regional Economic Integration, Asian Development Bank, number 72, Jan.
• Luis Pacheco, 2011, "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 22/2011, Dec.
• Stefan Thoenes, 2011, "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2011-6, Jul.
• Aristeidis Samitas & Ioannis Tsakalos, 2011, "Hedging Effectiveness in Energy Market during Economic Crisis : Better Way to Integration," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 463-476.
• Shahin Shojai & George Feiger, 2011, "Economists’ Hubris – The Case of Award Winning Finance Literature," Journal of Financial Transformation, Capco Institute, volume 31, pages 9-17.
• Antonios Antoniou & Philippe Arbour & Huainan Zhao, 2011, "Measuring the Economic Gains of Mergers and Acquisitions: Is it Time for a Change?," Journal of Financial Transformation, Capco Institute, volume 32, pages 159-168.
• Todea, Alexandru & Zoicas Ienciu, Adrian, 2011, "Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 175-192, March.
• Mansor, Ibrahim H., 2011, "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 79-89, December.
• Tak ISA, 2011, "Impacts and Losses Caused By the Fraudulent and Manipulated Financial Information on Economic Decisions," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 5, pages 929-939, December.
• Olteanu, Dan, 2011, "Rolul Supracreditarii în Criza Economica a Tarilor Europene," Studii Economice, Institutul National de Cercetari Economice (INCE), number 110910, Sep.
• D. Van Geyt & P. Van Cauwenberge & H. Vander Bauwhede, 2011, "The Impact of the Financial Crisis on Insider Trading Profitability in Belgium," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/739, Sep.
• Oleg Korenok & Bruce Mizrach & Stanislav Radchenko, 2011, "A Structural Approach To Information Shares," Departmental Working Papers, Rutgers University, Department of Economics, number 201130, Oct.
• Laurini, Márcio Poletti & Sanvicente, Antônio Zoratto & Monteiro, Rogério da Costa, 2011, "Generalized Tests of Investment Fund Performance," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 31, issue 2, December.
• Mark Mietzner & Denis Schweizer & Marcel Tyrell, 2011, "Intra-Industry Effects of Shareholder Activism in Germany - Is there a Difference between Hedge Fund and Private Equity Investments?," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 63, issue 2, pages 151-185, April.
• Giovanni Cespa & Xavier Vives, 2011, "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 276, Mar.
• Giovanni Cespa & Thierry Focault, 2011, "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 284, Apr.
• Antonio Acconcia & Alfredo Del Monte & Luca Pennacchio & Germana Scepi, 2011, "IPO Underpricing and the Location of Firms," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 295, Nov, revised 04 Feb 2021.
• Sarah Draus, 2011, "The Certification Role of Listings," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 297, Nov.
• López Herrera, Francisco & Ortiz Calisto, Edgar & Gutiérrez, Raúl De Jesús, 2011, "Integración fraccionaria y valor en riesgo / Fractional Integration and Value at Risk," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 1, issue 1, pages 29-53, enero-jun.
• Seongman Moon & Carlos Velasco, 2011, "The Forward Discount Puzzle: Identi cation of Economic Assumptions," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1112, Jan.