Research classified by Journal of Economic Literature (JEL) codes

2011

• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011, "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers, Singapore Management University, School of Economics, number 19-2011, Dec.
• Sébastien P. Kraenzlin & Benedikt von Scarpatetti, 2011, "Bargaining Power in the Repo Market," Working Papers, Swiss National Bank, number 2011-14.
• ABOSEDE, A. J. & OSENI, Jimoh Ezekiel, 2011, "Theoretical Analysis Of Firm And Market-Specific Proxies Of Information Asymmetry On Equity Prices In The Stock Markets," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 1, issue 4, pages 1-10, June.
• Gul, Ferdinand A. & Cheng, Louis T.W. & Leung, T.Y., 2011, "Perks and the informativeness of stock prices in the Chinese market," Journal of Corporate Finance, Elsevier, volume 17, issue 5, pages 1410-1429, DOI: 10.1016/j.jcorpfin.2011.07.005.
• Yamamoto, Ryuichi, 2011, "Order aggressiveness, pre-trade transparency, and long memory in an order-driven market," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 11, pages 1938-1963, DOI: 10.1016/j.jedc.2011.06.009.
• Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011, "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 27-35, January.
• Stein, Jerome L., 2011, "The crisis, Fed, Quants and stochastic optimal control," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 272-280, January.
• Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011, "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, volume 28, issue 1, pages 27-35, DOI: 10.1016/j.econmod.2010.10.003.
• Stein, Jerome L., 2011, "The crisis, Fed, Quants and stochastic optimal control," Economic Modelling, Elsevier, volume 28, issue 1, pages 272-280, DOI: 10.1016/j.econmod.2010.09.002.
• Kiani, Khurshid M., 2011, "Relationship between portfolio diversification and value at risk: Empirical evidence," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 443-459, DOI: 10.1016/j.ememar.2010.12.004.
• Diyarbakirlioglu, Erkin, 2011, "Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 485-509, DOI: 10.1016/j.ememar.2011.08.002.
• Alexeev, Vitali & Tapon, Francis, 2011, "Testing weak form efficiency on the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, volume 18, issue 4, pages 661-691, September.
• Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping, 2011, "Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 868-879, DOI: 10.1016/j.jempfin.2011.08.002.
• Farka, Mira & DaSilva, Amadeu, 2011, "The fed and the term structure: Addressing simultaneity within a structural VAR model," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 935-952, DOI: 10.1016/j.jempfin.2011.08.004.
• Kolari, James W. & Pynnonen, Seppo, 2011, "Nonparametric rank tests for event studies," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 953-971, DOI: 10.1016/j.jempfin.2011.08.003.
• Scholtens, Bert & Boersen, Arieke, 2011, "Stocks and energy shocks: The impact of energy accidents on stock market value," Energy, Elsevier, volume 36, issue 3, pages 1698-1702, DOI: 10.1016/j.energy.2010.12.059.
• Meinshausen, Steffen & Schiereck, Dirk, 2011, "Dressed to merge — small fits fine: M&A success in the fashion and accessories industry," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 283-291, DOI: 10.1016/j.irfa.2011.06.007.
• Jiang, Christine X. & Kim, Jang-Chul & Zhou, Dan, 2011, "Liquidity, analysts, and institutional ownership," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 335-344, DOI: 10.1016/j.irfa.2011.06.004.
• Bozos, Konstantinos & Nikolopoulos, Konstantinos & Ramgandhi, Ghanamaruthy, 2011, "Dividend signaling under economic adversity: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 364-374, DOI: 10.1016/j.irfa.2011.07.003.
• Khandani, Amir E. & Lo, Andrew W., 2011, "What happened to the quants in August 2007? Evidence from factors and transactions data," Journal of Financial Markets, Elsevier, volume 14, issue 1, pages 1-46, February.
• Al-Khazali, Osamah M. & Leduc, Guillaume & Pyun, Chong Soo, 2011, "Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries," Global Finance Journal, Elsevier, volume 22, issue 2, pages 154-168, DOI: 10.1016/j.gfj.2011.10.005.

2010

• Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2010, "Stock return seasonalities and investor structure: Evidence from China's B-share markets," China Economic Review, Elsevier, volume 21, issue 1, pages 190-201, March.
• Hayo, Bernd & Kutan, Ali M. & Neuenkirch, Matthias, 2010, "The impact of U.S. central bank communication on European and pacific equity markets," Economics Letters, Elsevier, volume 108, issue 2, pages 172-174, August.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2010, "Modelling and measuring price discovery in commodity markets," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 95-107, September.
• Fornari, Fabio, 2010, "Assessing the compensation for volatility risk implicit in interest rate derivatives," Journal of Empirical Finance, Elsevier, volume 17, issue 4, pages 722-743, September.
• Symeonidis, Lazaros & Daskalakis, George & Markellos, Raphael N., 2010, "Does the weather affect stock market volatility?," Finance Research Letters, Elsevier, volume 7, issue 4, pages 214-223, December.
• Cowling, Marc, 2010, "The role of loan guarantee schemes in alleviating credit rationing in the UK," Journal of Financial Stability, Elsevier, volume 6, issue 1, pages 36-44, April.
• De Meyer, Bernard, 2010, "Price dynamics on a stock market with asymmetric information," Games and Economic Behavior, Elsevier, volume 69, issue 1, pages 42-71, May.
• Leonidas Tsiaras, 2010, "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-34, Feb.
• Leonidas Tsiaras, 2010, "Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-35, Jan.
• Bent Jesper Christensen & Paolo Santucci de Magistris, 2010, "Level Shifts in Volatility and the Implied-Realized Volatility Relation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-60, Sep.
• Stefano DellaVigna & Eliana La Ferrara, 2010, "Detecting Illegal Arms Trade," American Economic Journal: Economic Policy, American Economic Association, volume 2, issue 4, pages 26-57, November.
• Alan L. Gustman & Thomas L. Steinmeier & Nahid Tabatabai, 2010, "What the Stock Market Decline Means for the Financial Security and Retirement Choices of the Near-Retirement Population," Journal of Economic Perspectives, American Economic Association, volume 24, issue 1, pages 161-182, Winter.
• Michael Batuo Enowbi & Francesco Guidi & Kupukile Mlambo, 2010, "Testing the Weak-form Market Efficiency and the Day of the Week Effects of some African Countries," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 1-26.
• Baldi, Lucia & Vandone, Daniela & Peri, Massimo, 2010, "Is Wine a Financial Parachute?," 2010 International European Forum, February 8-12, 2010, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks, number 100506, Oct, DOI: 10.22004/ag.econ.100506.
• Urcola, Hernan A. & Irwin, Scott H., 2010, "Hog Options: Contract Redesign and Market Efficiency," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 42, issue 4, pages 1-18, November, DOI: 10.22004/ag.econ.100518.
• Silva, Roseli da & Takeuchi, Rodrigo, None, "Mercados Futuro e à Vista de Açúcar: uma análise empírica de eficiência versus arbitragem," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 48, issue 2, pages 1-24, DOI: 10.22004/ag.econ.150538.
• Wang, Zhiguang & Fausti, Scott W. & Qasmi, Bashir A., , "Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market," Economics Staff Papers, South Dakota State University, Department of Economics, number 61683, DOI: 10.22004/ag.econ.61683.
• McDonald, Tia Michelle & Keating, Ariel Ruth & Fausti, Scott W. & Li, Jing & Lundgren, Jonathan G. & Catangui, Mike, 2010, "Insecticide Use and Crop Selection: A South Dakota Case Study," Economics Staff Papers, South Dakota State University, Department of Economics, number 91991, Jun, DOI: 10.22004/ag.econ.91991.
• Peter J. Bush & Seyed M. Mehdian & Mark J. Perry, 2010, "A Cross-Industry Analysis Of Investors’ Reaction To Unexpected Market Surprises: Evidence From Nasdaq Sector-Indices," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2010, pages 97-120, july.
• Lect. Aurora Murgea Ph. D, 2010, "Classical Lassical And Behavioural Finance In Investor Decision," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-12, May.
• Prof. Carmen Corduneanu Ph. D & Assist. Laura Raisa Miloș Ph. D, 2010, "A Model Of Construction Of A Minimum Risk Portfolio Based On Markowitz Portfolio Theory. Application On Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 38, pages 1-8, May.
• Riza ASIKOGLU & Canturk KAYAHAN, 2010, "Applicability of the EWMA model to estimate the volatility of Istanbul stock exchange bonds and bills market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 108-121, May.
• Ioan NISTOR & Maria ULICI, 2010, "The impact of Lehman Brothers on Romanian banks listed on BVB," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 21-28, December.
• Ioan TRENCA & Eva DEZSI, 2010, "The integration of capital markets: correlation analysis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 44-53, December.
• Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010, "Individual Expectations, Limited Rationality and Aggregate Outcomes," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-07.
• Bruno Ferreira Frascaroli & Nelson Leitão Paes & Francisco de Sousa Ramos, 2010, "Indústria Brasileira e o Racionamento de Crédito: Uma Análise do Comportamento dos Bancos sob Informações Assimétricas," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 2, pages 403-433.
• Austin Gerig & David Michayluk, 2010, "Automated Liquidity Provision and the Demise of Traditional Market Making," Papers, arXiv.org, number 1007.2352, Jul.
• Stefan Kerbl, 2010, "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Papers, arXiv.org, number 1011.6284, Nov, revised Nov 2010.
• Felix Schindler, 2010, "Market Efficiency In The Emerging Securitized Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2010_138, Jan.
• Carlos Pinho & Mara Madaleno, 2010, "CO2 spot and futures price analysis for EEX and ECX," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 54, Dec.
• Franco Fiordelisi, 2010, "Shareholder value creation and risks in European banks," BANCARIA, Bancaria Editrice, volume 11, pages 23-35, November.
• Sílvia Bou & Magda Cayón, 2010, "Behavioral Aspects of Investment Fund's Markets: Are Good Managers Lucky or Skilled?," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1101, Dec, revised Dec 2010.
• Paola Paiardini, 2009, "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0908, Oct.
• Álvaro Cartea & Dimitrios Karyampas, 2009, "Volatility and Covariation of Financial Assets: A High-Frequency Analysis," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0913, Oct.
• Álvaro Cartea & Dimitrios Karyampas, 2009, "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0914, Nov.
• Fousseni Chabi-Yo & Jun Yang, 2010, "Idiosyncratic Coskewness and Equity Return Anomalies," Staff Working Papers, Bank of Canada, number 10-11, DOI: 10.34989/swp-2010-11.
• Scott Hendry & Alison Madeley, 2010, "Text Mining and the Information Content of Bank of Canada Communications," Staff Working Papers, Bank of Canada, number 10-31, DOI: 10.34989/swp-2010-31.
• Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2010, "Call Money Interest Rate Determinants in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 57-58, pages 95-126, January -.
• Ibrahim Halil Seyrek & H. Ali Ata, 2010, "Efficiency Measurement in Deposit Banks Using Data Envelopment Analysis and Data Mining," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 4, issue 2, pages 67-84.
• Roberto Piazza, 2010, "Financial innovation and risk: the role of information," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 759, Jun.
• Paolo Angelini & Giovanni Guazzarotti, 2010, "Information uncertainty and the reaction of stock prices to news," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 765, Jul.
• Roberto Violi, 2010, "Credit ratings in structured finance and the role of systemic risk," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 774, Sep.
• Gómez-Pineda, Javier G., 2010, "El mercado de acciones," Chapters, Banco de la Republica de Colombia, chapter 9, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Mauricio Arias & Juan Carlos Mendoza & David Pérez-Reyna, 2010, "Applying CoV aR to Measure Systemic Market Risk: the Colombian Case," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 047, Mar, DOI: 10.32468/tef.47.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010, "Private information, stock markets, and exchange rates," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "The international financial crisis and policy challenges in Asia and the Pacific".
• Claude Berrebi & Esteban F. Klor, 2010, "The Impact of Terrorism on the Defence Industry," Economica, London School of Economics and Political Science, volume 77, issue 307, pages 518-543, July, DOI: 10.1111/j.1468-0335.2008.00766.x.
• Sven‐Olof Fridolfsson & Johan Stennek, 2010, "Industry Concentration and Welfare: On the Use of Stock Market Evidence from Horizontal Mergers," Economica, London School of Economics and Political Science, volume 77, issue 308, pages 734-750, October, DOI: 10.1111/j.1468-0335.2009.00795.x.
• Roland Gillet & Hubert De La Bruslerie, 2010, "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," European Financial Management, European Financial Management Association, volume 16, issue 4, pages 552-584, September, DOI: 10.1111/j.1468-036X.2008.00464.x.
• Abul Shamsuddin & Jae H. Kim, 2010, "Short‐Horizon Return Predictability in International Equity Markets," The Financial Review, Eastern Finance Association, volume 45, issue 2, pages 469-484, May, DOI: 10.1111/j.1540-6288.2010.00256.x.
• Sebastian Dickgiesser & Christoph Kaserer, 2010, "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, Verein für Socialpolitik, volume 11, issue 3, pages 302-335, August, DOI: 10.1111/j.1468-0475.2009.00476.x.
• Alexandra Niessen & Stefan Ruenzi, 2010, "Political Connectedness and Firm Performance: Evidence from Germany," German Economic Review, Verein für Socialpolitik, volume 11, issue 4, pages 441-464, November, DOI: 10.1111/j.1468-0475.2009.00482.x.
• Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2010, "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, volume 37, issue 3‐4, pages 369-407, April, DOI: 10.1111/j.1468-5957.2010.02185.x.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2010, "How Fast Do Tokyo And New York Stock Exchanges Respond To Each Other? An Analysis With High‐Frequency Data," The Japanese Economic Review, Japanese Economic Association, volume 61, issue 2, pages 175-201, June, DOI: 10.1111/j.1468-5876.2009.00480.x.
• Lukas Menkhoff, 2010, "High‐Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 1, pages 85-112, February, DOI: 10.1111/j.1467-6419.2009.00582.x.
• Gerard Hoberg & Gordon Phillips, 2010, "Real and Financial Industry Booms and Busts," Journal of Finance, American Finance Association, volume 65, issue 1, pages 45-86, February, DOI: 10.1111/j.1540-6261.2009.01523.x.
• Michelle Lowry & Micah S. Officer & G. William Schwert, 2010, "The Variability of IPO Initial Returns," Journal of Finance, American Finance Association, volume 65, issue 2, pages 425-465, April, DOI: 10.1111/j.1540-6261.2009.01540.x.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010, "Sell‐Side School Ties," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1409-1437, August, DOI: 10.1111/j.1540-6261.2010.01574.x.
• David Abad & Roberto Pascual, 2010, "Switching To A Temporary Call Auction In Times Of High Uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 33, issue 1, pages 45-75, March, DOI: 10.1111/j.1475-6803.2010.01262.x.
• BRATIAN Vasile Radu & TARAN-MOROSAN Adrian, 2010, "Testing The Efficient Market Hypothesis From The Informational Point Of View - The Case Of The Romanian Capital Market," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 53, issue 6, pages 80-85.
• Qingwei Wang, 2010, "Sentiment, Convergence of Opinion, and Market Crash," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 10012, May.
• Johan Almenberg & Artashes Karapetyan, 2010, "Mental accounting in the housing market," Working Paper, Norges Bank, number 2010/20, Nov.
• Francis Breedon & Dagfinn Rime & Paolo Vital, 2010, "A Transaction Data Study of the Forward Bias Puzzle," Working Paper, Norges Bank, number 2010/26, Dec.
• Jong-Ku Kang, 2010, "Empirical Estimation of Banks' Herding in the Korean Loan Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 1, pages 1-36, March.
• Junghoon Seon & Seung Hyun Oh, 2010, "The Efficiency of Price Discovery in the Korean Government Bond Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 3, pages 42-77, September.
• Junghoon Seon & Kyong Shik Eom, 2010, "Microstructure Approach to Private Information in the Won/Dollar FX Market: The Influence of Domestic and Foreign Dealers' Order Flows (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 4, pages 116-149, December.
• Faruk Bostanci & Saim Kilic, 2010, "The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 45, pages 1-14.
• Mehmet Hasan Eken & Taylan Ozgür Uner, 2010, "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 45, pages 59-95.
• Dickgiesser Sebastian & Kaserer Christoph, 2010, "Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information," German Economic Review, De Gruyter, volume 11, issue 3, pages 302-335, August, DOI: 10.1111/j.1468-0475.2009.00476.x.
• Niessen Alexandra & Ruenzi Stefan, 2010, "Political Connectedness and Firm Performance: Evidence from Germany," German Economic Review, De Gruyter, volume 11, issue 4, pages 441-464, December, DOI: 10.1111/j.1468-0475.2009.00482.x.
• Carol Osler & Alexander Mende & Lukas Menkhoff, 2010, "Price Discovery in Currency Markets," Working Papers, Brandeis University, Department of Economics and International Business School, number 03, Jun.
• Blake LeBaron, 2010, "Wealth Dynamics and a Bias Toward Momentum Trading," Working Papers, Brandeis University, Department of Economics and International Business School, number 14, Dec.
• Blake LeBaron, 2010, "Heterogeneous Gain Learning and the Dynamics of Asset Prices," Working Papers, Brandeis University, Department of Economics and International Business School, number 29, Jun, revised Dec 2010.
• Antonio Zoratto Sanvicente & Renato Teles Delgado, 2010, "Learning Theory and Equity Valuation: an Empirical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 2, pages 113-139.
• Juliano Ribeiro de Almeida & William Eid Jr., 2010, "Estimating Stocks Return with Decomposition of the Book-to-Market Ratio: Evidences from Bovespa," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 417-441.
• Kind, Axel & Schläpfer, Yves, 2010, "Is a CEO Turnover Good or Bad News?," Working papers, Faculty of Business and Economics - University of Basel, number 2010/13.
• Ramona Dumitriu & Razvan Stefanescu, 2010, "Changes in the dow effects in the romanian foreign exchange market," Manager Journal, Faculty of Business and Administration, University of Bucharest, volume 11, issue 1, pages 163-179, May.
• Roger W Clark & George C Philippatos, 2010, "Nonlinear Properties, Complexity, and Emergence in the Governance Of the World Trade Organization," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 169-185.
• Baddeley, M. & Burke, C. & Schultz, W. & Tobler, T., 2010, "Impacts of Personality on Herding in Financial Decision-Making," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1006, Jan.
• Pesaran, M.H., 2010, "Predictability of Asset Returns and the Efficient Market Hypothesis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1033, Aug.
• Schouten, M.C., 2010, "The Mechanism of Voting Efficiency," Working Papers, Centre for Business Research, University of Cambridge, number wp410, Sep.
• Jędrzej Białkowski & Ahmad Etebari & Tomasz Piotr Wisniewski, 2010, "Piety and Profits: Stock Market Anomaly during the Muslim Holy Month," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/52, Sep.
• Filippo Taddei, 2010, "Liquidity and Economic Fluctuations," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 138.
• Xavier Vives, 2010, "Asset Auctions, Information, and Liquidity," CESifo Working Paper Series, CESifo, number 2906.
• Jerome L. Stein, 2010, "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series, CESifo, number 2924.
• Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2010, "Time-Varying Spot and Futures Oil Price Dynamics," CESifo Working Paper Series, CESifo, number 3015.
• M. Hashem Pesaran, 2010, "Predictability of Asset Returns and the Efficient Market Hypothesis," CESifo Working Paper Series, CESifo, number 3116.
• Carolina Manzano & Xavier Vives, 2010, "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CESifo Working Paper Series, CESifo, number 3137.
• Jerome L. Stein, 2010, "Greenspan, Dodd-Frank and Stochastic Optimal Control," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 04, pages 55-62, December.
• Giovanni BARONE-ADESI & Hakim DALL'O, 2010, "Is the Price Kernel Monotone?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-03, Jan, revised Apr 2010.
• Rüdiger FAHLENBRACH & Bernadette A. MINTON & Carrie H. PAN, 2010, "Former CEO Directors: Lingering CEOs or Valuable Resources?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-11, Mar.
• Zhihua CHEN & Aziz A. LOOKMAN & Norman SCHURHOFF & Duane J. SEPPI, 2010, "Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-30, Jun.
• Shengle Lin & Stephen Rassenti, 2010, "Are Under- and Over-reaction the Same Matter? A Price Inertia based Account," Working Papers, Chapman University, Economic Science Institute, number 10-05.
• Hélène Raymond, 2010, "Sovereign Wealth Funds as Domestic Investors of Last Resort During Crises," International Economics, CEPII research center, issue 123, pages 121-159.
• Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2010, "The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs," CIRANO Working Papers, CIRANO, number 2010s-01, Jan.
• Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2010, "Seasoned Equity Offerings by Small and Medium-Sized Enterprises," CIRANO Working Papers, CIRANO, number 2010s-07, Jan.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010, "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive, David K. Levine, number 661465000000000237, Oct.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2010, "The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 4.
• Marcela Eslava & Arturo Galindo & Marc Hofstetter & Alejandro Izquierdo, 2010, "Scarring Recessions and Credit Constraints: Evidence from Colombian Plant Dynamics," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7711, Aug.
• Christian Espinosa Méndez, 2010, "Caos en el mercado de commodities," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• María Jesús Alonso Nuez & Jorge Rosell Martínez, 2010, "Desregulación sectorial y política de competencia en Espana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jhonatan P�rez Villalobos & Juan Carlos Mendoza de Guti�rrez de Pi�eres, 2010, "Efecto d�a en el mercado accionario Colombiano: Una aproximaci�n no param�trica," Borradores de Economia, Banco de la Republica, number 6700, Feb.
• Carlos Le�n & Francisco Vivas, 2010, "Dependencia de largo plazo y la regla de la ra�z del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia, Banco de la Republica, number 7011, May.
• Luz Adriana Fl�rez, 2010, "Monetary Policy and Commodity Prices: an endogenous analysis using an SVAR approach," Borradores de Economia, Banco de la Republica, number 7183, Jun.
• Andr�s Gonz�lez & Omar mendoza & Hern�n Rinc�n & Norberto Rodr�guez, 2010, "Ciclo econ�mico y efecto inflacionario de la depreciaci�n de la moneda," Borradores de Economia, Banco de la Republica, number 7194, Jun.
• Ana Mar�a Iregui B. & Ligia Alba Melo B. & Mar�a Teresa Ram�rez G., 2010, "Downward Wage Rigidities and Other Firms� Responses to an Economic Slowdown: Evidence from a Survey of Colombian Firms," Borradores de Economia, Banco de la Republica, number 7195, Jul.
• Luis Berggrun Preciado & Fernando Jaramillo Recio, 2010, "Performance Evaluation, Fund Selection And Portfolio Allocation Applied To Colombia´S Pension Funds," Estudios Gerenciales, Universidad Icesi.
• Roberto J. Santillán Salgado, 2010, "Stock Market Wealth-Effects During Privatization Initial Public Offers In Chile (1984-1989)," Estudios Gerenciales, Universidad Icesi.
• Julián Benavides Franco* & Samuel Mongrut Montalván, 2010, "Governance Codes: Facts Or Fictions? A Study Of Governance Codes In Colombia," Estudios Gerenciales, Universidad Icesi.
• Florina Guadalupe Arredondo Trapero & Verónica Del Carmen Maldonado De Lozada & Jorge De La Garza García, 2010, "Consumers And Their Buying Decision Making Based On Price And Information About Corporate Social Responsibility (Csr).Case Study: Undergraduate Studen," Estudios Gerenciales, Universidad Icesi.
• Juan Camilo Ochoa P. & Wilinton Galeano M. & Luis Gabriel Agudelo V., 2010, "Construcción de un modelo de scoring para el otorgamiento de crédito en una entidad financiera," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Werner Kristjanpoller Rodríguez, 2010, "Análisis del efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Vel�squez Ceballos, 2010, "Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV," Revista Semestre Económico, Universidad de Medellín.
• Iván Eduardo Rozo & Lina Maria Contreras & Laura Maria Gallego, 2010, "Análisis comparado de los contratos marco para operaciones con derivados," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• Ana Maria Prieto, 2010, "Ventas en Corto: discusión regulatoria y propuesta para Colombia," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• Angelo Gutiérrez & Nazly Múnera, 2010, "Ventas en Corto: Analisis comparativo y propuesta para su implementación en el mercado de valores colombiano," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia.
• María Rosa Álvarez Castrillón & Andr�s Ram�rez Hassan & Alejandro Rend�n Barrera, 2010, "La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009," Revista Ecos de Economía, Universidad EAFIT.
• Giovanni E. Reyes & Andrea Brice�o M., 2010, "Propuesta de modelo financiero para crecimiento corporativo sostenible," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 2, issue 2, pages 57-64.
• Bas ter Weel & T. Prevoo, 2010, "The effects of a change in market abuse regulation on abnormal returns and volumes: Evidence from the Amsterdam stock market," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 154, Jul.
• Goldstein, Itay & Yuan, Kathy & Ozdenoren, Emre, 2010, "Learning and Complementarities: Implications for Speculative Attacks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7651, Jan.
• Goldstein, Itay & Yuan, Kathy & Ozdenoren, Emre, 2010, "Trading Frenzies and Their Impact on Real Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7652, Jan.
• Vives, Xavier, 2010, "Asset Auctions, Information, and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7670, Feb.
• Huberman, Gur & Guasoni, Paolo & Wang, Zhenyu, 2010, "Performance Maximization of Actively Managed Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7676, Feb.
• Flandreau, Marc & Panizza, Ugo & Gaillard, Norbert, 2010, "Conflicts of Interest, Reputation, and the Interwar Debt Crisis: Banksters or Bad Luck?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7705, Feb.
• Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7734, Mar.
• Vitale, Paolo & Rime, Dagfinn & Breedon, Francis, 2010, "A Transaction Data Study of the Forward Bias Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7791, Apr.
• Albuquerque, Rui, 2010, "Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7896, Jun.
• Veronesi, Pietro & Pástor, LuboÅ¡, 2010, "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7897, Jun.
• Vives, Xavier & Manzano, Carolina, 2010, "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7949, Aug.
• Ellul, Andrew & Giannetti, Mariassunta & Cella, Cristina, 2010, "Investors' horizons and the Amplification of Market Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8083, Oct.
• Laeven, Luc & Tong, Hui, 2010, "U.S. Monetary Shocks and Global Stock Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8090, Nov.
• Urcola, Hernán A. & Irwin, Scott H., 2010, "Hog Options: Contract Redesign and Market Efficiency," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 42, issue 4, pages 773-790, November.
• Francis, Bill B. & Hasan, Iftekhar & Lothian, James R. & Sun, Xian, 2010, "The Signaling Hypothesis Revisited: Evidence from Foreign IPOs," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 1, pages 81-106, February.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010, "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1745, Jan.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010, "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1745R, Jan, revised Nov 2011.
• Hatem Mansali & Florence Labégorre, 2010, "Les performances économiques et boursières à long terme des sociétés introduites en bourse:le cas du marché français (1990-2003)," Revue Finance Contrôle Stratégie, revues.org, volume 13, issue 2, pages 67-106., June.
• Nikos Christofis & Christos Kollias & Stephanos Papadamou & Apostolos Stagiannis, 2010, "Terrorism and Capital Markets: The Effects of the Istanbul Bombings," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 31.
• Christos Kollias & Efthalia Manou & Stephanos Papadamou & Apostolos Stagiannis, 2010, "Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 40.
• Kornelia Hagen & Lucia A. Reisch, 2010, "Riesterrente: Politik ohne Marktbeobachtung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 77, issue 8, pages 2-14.
• Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi, 2010, "Time-Varying Spot and Futures Oil Price Dynamics," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 988.
• Hélène Raymond, 2010, "Sovereign Wealth Funds as domestic investors of last resort during crises," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-12.
• Peixin Zhang, 2010, "Case Study of Three German Banks Stuck in the Subprime Crisis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-20.
• Bastien Drut, 2010, "Social responsibility and mean-variance portfolio selection," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-3.
• Anuradha Guru, 2010, "Interplay Between Exchange Traded Currency Futures Markets, Spot Markets and Forward Markets: A Study on India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 45, issue 1, pages 111-130.