Research classified by Journal of Economic Literature (JEL) codes

2010

• Mihaela Nicolau, 2010, "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
• Viktor Todorov & George Tauchen, 2010, "Volatility Jumps," Working Papers, Duke University, Department of Economics, number 10-09.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2010, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-34.
• Cosmin L. Ilut, 2010, "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," Working Papers, Duke University, Department of Economics, number 10-53.
• Ariane Szafarz, 2010, "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 10-01.RS..
• SHUBITA, Moade Fawzi & AL-SHARKAS, Adel A., 2010, "A Study Of Size Effect And Macroeconomics Factors In New York Stock Exchange Stock Returns," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 2.
• Manzano, Carolina & Vives, Xavier, 2010, "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," IESE Research Papers, IESE Business School, number D/874, Jul.
• Nikolaus Hautsch & Dieter Hess & David Veredas, 2010, "The impact of macroeconomic news on quote adjustments, noise and informational volatility," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2010-004, Jan.
• Yves Dominicy & David Veredas, 2010, "The method of simulated quantiles," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2010-008, Feb.
• Wu, Jin (Ginger) & Zhang, Lu, 2010, "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-18, Oct.
• Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei, 2010, "The Implied Cost of Capital: A New Approach," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-4, Feb.
• Branch, William A. & Evans, George W., 2010, "Monetary Policy and Heterogeneous Expectations," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-32.
• Branch, William A. & Evans, George W., 2010, "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-33.
• Catherine Kyrtsou & Michel Terraza, 2010, "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, volume 38, issue 2, pages 325-345, April, DOI: 10.1007/s00181-009-0268-8.
• Luciano Campi & Umut Çetin & Albina Danilova, 2013, "Equilibrium model with default and dynamic insider information," Finance and Stochastics, Springer, volume 17, issue 3, pages 565-585, July, DOI: 10.1007/s00780-012-0196-x.
• Terrill Keasler & Chris McNeil, 2010, "Mad Money stock recommendations: market reaction and performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 1-22, January, DOI: 10.1007/s12197-008-9033-7.
• Vitaly Guzhva & Kseniya Beltsova & Vladimir Golubev, 2010, "Market undervaluation of risky convertible offerings: Evidence from the airline industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 30-45, January, DOI: 10.1007/s12197-007-9015-1.
• Jan-Peer Laabs & Dirk Schiereck, 2010, "The long-term success of M&A in the automotive supply industry: determinants of capital market performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 61-88, January, DOI: 10.1007/s12197-008-9065-z.
• William Bertin & Paul Fowler & David Michayluk & Laurie Prather, 2010, "An analysis of Australian exchange traded options and warrants," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 150-172, April, DOI: 10.1007/s12197-008-9052-4.
• Ming-Shiun Pan, 2010, "Autocorrelation, return horizons, and momentum in stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 3, pages 284-300, July, DOI: 10.1007/s12197-008-9072-0.
• Anchor Lin & Peggy Swanson, 2010, "Contrarian strategies and investor overreaction under price limits," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 4, pages 430-454, October, DOI: 10.1007/s12197-009-9075-5.
• Pantisa Pavabutr & Piyamas Chaihetphon, 2010, "Price discovery in the Indian gold futures market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 4, pages 455-467, October, DOI: 10.1007/s12197-008-9068-9.
• Ingrid Nielsen & Russell Smyth & Qingguo Zhai, 2010, "Subjective Well-Being of China’s Off-Farm Migrants," Journal of Happiness Studies, Springer, volume 11, issue 3, pages 315-333, June, DOI: 10.1007/s10902-009-9142-9.
• Ingrid Nielsen & Olga Paritski & Russell Smyth, 2010, "Subjective Well-Being of Beijing Taxi Drivers," Journal of Happiness Studies, Springer, volume 11, issue 6, pages 721-733, December, DOI: 10.1007/s10902-009-9170-5.
• Paulo Horta & Carlos Mendes & Isabel Vieira, 2010, "Contagion effects of the subprime crisis in the European NYSE Euronext markets," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 9, issue 2, pages 115-140, August, DOI: 10.1007/s10258-010-0056-6.
• Mohamed Chikhi & Claude Diebolt, 2010, "Nonparametric analysis of financial time series by the Kernel methodology," Quality & Quantity: International Journal of Methodology, Springer, volume 44, issue 5, pages 865-880, August, DOI: 10.1007/s11135-009-9239-6.
• Jeffrey L. Callen & Dan Segal & Ole-Kristian Hope, 2010, "The pricing of conservative accounting and the measurement of conservatism at the firm-year level," Review of Accounting Studies, Springer, volume 15, issue 1, pages 145-178, March, DOI: 10.1007/s11142-009-9087-6.
• Richard Frankel & William J. Mayew & Yan Sun, 2010, "Do pennies matter? Investor relations consequences of small negative earnings surprises," Review of Accounting Studies, Springer, volume 15, issue 1, pages 220-242, March, DOI: 10.1007/s11142-009-9089-4.
• David Aboody & Reuven Lehavy & Brett Trueman, 2010, "Limited attention and the earnings announcement returns of past stock market winners," Review of Accounting Studies, Springer, volume 15, issue 2, pages 317-344, June, DOI: 10.1007/s11142-009-9104-9.
• Sudipta Basu & Stanimir Markov & Lakshmanan Shivakumar, 2010, "Inflation, earnings forecasts, and post-earnings announcement drift," Review of Accounting Studies, Springer, volume 15, issue 2, pages 403-440, June, DOI: 10.1007/s11142-009-9112-9.
• Joanne Horton & George Serafeim, 2010, "Market reaction to and valuation of IFRS reconciliation adjustments: first evidence from the UK," Review of Accounting Studies, Springer, volume 15, issue 4, pages 725-751, December, DOI: 10.1007/s11142-009-9108-5.
• Alina Lerman & Joshua Livnat, 2010, "The new Form 8-K disclosures," Review of Accounting Studies, Springer, volume 15, issue 4, pages 752-778, December, DOI: 10.1007/s11142-009-9114-7.
• Senyo Tse & Jennifer Wu Tucker, 2010, "Within-industry timing of earnings warnings: do managers herd?," Review of Accounting Studies, Springer, volume 15, issue 4, pages 879-914, December, DOI: 10.1007/s11142-009-9117-4.
• Holger Daske & Moritz Bassemir & Felix F. Fischer & Günther Gebhardt, 2010, "Manipulation des Börsenkurses durch gezielte Informationspolitik im Rahmen von Squeeze-Outs? — Eine empirische Untersuchung am deutschen Kapitalmarkt," Schmalenbach Journal of Business Research, Springer, volume 62, issue 3, pages 254-288, May, DOI: 10.1007/BF03373674.
• André Schöne, 2010, "Zum Informationsgehalt der Volatilitätsindizes VDAX und VDAX-New der Deutsche Börse AG," Schmalenbach Journal of Business Research, Springer, volume 62, issue 6, pages 625-661, September, DOI: 10.1007/BF03372836.
• Russell Smyth & Ingrid Nielsen & Qingguo Zhai, 2010, "Personal Well-being in Urban China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 95, issue 2, pages 231-251, January, DOI: 10.1007/s11205-009-9457-2.
• Fernando ESTRADA, 2010, "Theory Of Argumentation In Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 18-22.
• Manfred Gartner, 2010, "Predicting the presidential election cycle in US stock prices: guinea pigs versus the pros," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 18, pages 1759-1765, DOI: 10.1080/13504850903299602.
• Christian David Dick & Qingwei Wang, 2010, "The economic impact of the Olympic Games: evidence from stock markets," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 9, pages 861-864, DOI: 10.1080/13504850802552291.
• Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010, "Integer-valued moving average modelling of the number of transactions in stocks," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 18, pages 1429-1440, DOI: 10.1080/09603107.2010.498343.
• Gerhard Kling & Utz Weitzel, 2010, "Endogenous mergers: bidder momentum and market reaction," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 3, pages 243-254, DOI: 10.1080/09603100903282663.
• Gregory James & Michail Karoglou, 2010, "Financial liberalization and stock market volatility: the case of Indonesia," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 6, pages 477-486, DOI: 10.1080/09603100903459816.
• Maurizio Michael Habib & Mark Joy, 2010, "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 8, pages 601-626, DOI: 10.1080/09603100903459949.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2010, "Long-run cash flow and discount-rate risks in the cross-section of US returns," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 3, pages 227-244, DOI: 10.1080/13518470903102419.
• S. Muzzioli, 2010, "Option-based forecasts of volatility: an empirical study in the DAX-index options market," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 6, pages 561-586, DOI: 10.1080/13518471003640134.
• Maria Rosa Borges, 2010, "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 7, pages 711-726, DOI: 10.1080/1351847X.2010.495477.
• Dungey, Mardi & Henry, Olan & McKenzie, Michael, 2010, "From Trade-to-Trade in US Treasuries," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10446, May, revised 01 May 2010.
• Dungey, Mardi & Hvozdyk, Lyudmyla, 2010, "Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10450, Jul, revised 14 Jul 2010.
• Athanasios Vazakidis & Stergios Athianos, 2010, "Do Dividend Announcements Affect The Stock Prices in The Greek Stock Market?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 57-77, December.
• George Diemer & Mike Leeds, 2010, "Point Shaving in NCAA Basketball: Corrupt Behavior or Statistical Artifact?," DETU Working Papers, Department of Economics, Temple University, number 1009, Aug.
• Alessandro Beber & Marco Pagano, 2010, "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-106/2/DSF 1, Oct.
• Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010, "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-116/2/DSF 3, Nov.
• Cziraki, P. & de Goeij, P. C. & Renneboog, L.D.R., 2010, "Insider Trading, Option Exercises and Private Benefits of Control (Revision of DP 2010-32)," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-90.
• Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2010, "Response speeds of direct and securitized real estate to shocks in the fundamentals," Discussion Papers, Aboa Centre for Economics, number 60, Oct.
• Hitoshi Matsushima, 2010, "Financing Harmful Bubbles," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-756, Aug.
• Bernd SÜSSMUTH & Malte HEYNE, 2010, "Cycles, Shocks, And Sentiment: Reunification, Realignment Of Public Spending And The Cyclical Growth-National Sporting Succes Nexus," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 31, pages 65-80.
• Xavier Vives, 2010, "Asset Auctions, Information, and Liquidity," Journal of the European Economic Association, MIT Press, volume 8, issue 2-3, pages 467-477, 04-05.
• Fasten, Erik R. & Hofmann, Dirk, 2010, "Two-sided Certification: The market for Rating Agencies," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 338, Oct.
• Moinas, Sophie, 2010, "Hidden Limit Orders and Liquidity in Order Driven Markets," TSE Working Papers, Toulouse School of Economics (TSE), number 10-147, Mar.
• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2010, "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 6, issue 1, pages 53-92, DOI: 10.1086/648696.
• Erik Snowberg & Justin Wolfers, 2010, "Explaining the Favorite-Long Shot Bias: Is it Risk-Love or Misperceptions?," Journal of Political Economy, University of Chicago Press, volume 118, issue 4, pages 723-746, August, DOI: 10.1086/655844.
• Roland Gillet & Hubert de La Bruslerie, 2010, "The consequences of issuing convertible bonds: Dilution and/or financial restructuring?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/14178, Sep.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Neglected risks, financial innovation and financial fragility," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1251, Apr, revised Sep 2010.
• Fabio Tramontana & Frank Westerhoff & Laura Gardini, 2010, "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1005, revised 2010.
• Manzano, Carolina & Vives, Xavier, 2010, "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/151544.
• Matthias Fengler & Helmut Herwartz & Christian Werner, 2010, "A dynamic copula approach to recovering the index implied volatility skew," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 1132, Dec, revised Nov 2011.
• Melita CHARITOU & Petros LOIS & Adamos VLITTIS, 2010, "Do Capital Markets Value Earnings And Cash Flows Alike? International Empirical Evidence," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 3(13)/Fal, pages 173-183.
• Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni, 2010, "Intra-day anomalies in the relationship between U.S. futures and European stock indexes," Department of Economic Policy, Finance and Development (DEPFID) University of Siena, Department of Economic Policy, Finance and Development (DEPFID), University of Siena, number 1210, Dec.
• Ron Bird & Danny Yeung, 2010, "How Do Investors React Under Uncertainty?," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 8, Apr.
• Ron Bird & Susan Thorp, 2010, "Hedge Fund Excess Returns Under Time-Varying Beta," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 9, Sep.
• Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010, "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_10.
• Nikola Gradojević & Vladimir Djaković & Goran Andjelić, 2010, "Random Walk Theory and Exchange Rate Dynamics in Transition Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 3, pages 303-320.
• Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk, 2010, "Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-03.
• Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010, "Midquotes or Transactional Data? The Comparison of Black Model on HF Data," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-15.
• Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010, "Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-16.
• Caprio, Gerard, Jr., 2010, "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series, The World Bank, number 5198, Feb.
• Anginer, Deniz & Yildizhan, Celim, 2010, "Is there a distress risk anomaly ? pricing of systematic default risk in the cross section of equity returns," Policy Research Working Paper Series, The World Bank, number 5319, Jan.
• Kenneth N. Kuttner & Adam S. Posen, 2010, "Do Markets Care Who Chairs the Central Bank?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 2‐3, pages 347-371, March, DOI: 10.1111/j.1538-4616.2009.00290.x.
• Sungho Choi & Bill B. Francis & Iftekhar Hasan, 2010, "Cross‐Border Bank M&As and Risk: Evidence from the Bond Market," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 4, pages 615-645, June, DOI: 10.1111/j.1538-4616.2010.00301.x.
• Christoph Moser & Axel Dreher, 2010, "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 8, pages 1589-1612, December, DOI: 10.1111/j.1538-4616.2010.00355.x.
• Godlewski, Christophe J. & Fungáčová, Zuzana & Weill, Laurent, 2010, "Stock market reaction to debt financing arrangements in Russia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 16/2010.
• Choi, Sungho & Francis, Bill B. & Hasan, Iftekhar, 2010, "Cross-border bank M&As and risk: evidence from the bond market," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2010.
• Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2010, "Credit allocation, capital requirements and output," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2010.
• Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2010, "Strategic trading and trade reporting by corporate insiders," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-15 [rev.].
• Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2010, "The impact of investor sentiment on the German stock market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-03.
• Grammig, Joachim G. & Peter, Franziska J., 2010, "Tell-tale tails: A data driven approach to estimate unique market information shares," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-06.
• Hess, Dieter E. & Kreutzmann, Daniel & Pucker, Oliver, 2010, "Projected earnings accuracy and the profitability of stock recommendations," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-17.
• Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/01.
• Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2010, "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/06.
• Maurer, Kai-Oliver & Schäfer, Carsten, 2010, "Analysis of binary trading patterns in Xetra," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/12.
• Hendershott, Terrence & Menkveld, Albert J., 2010, "Price pressures," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/14.
• Ende, Bartholomäus & Lutat, Marco, 2010, "Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/15.
• Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010, "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/20.
• Verrier, Tatjana, 2010, "Selected Essays in Stock Market Liquidity. Innovative XLM Measure at the Frankfurt Stock Exchange: Cloudy Skies, Time of the Day and the Role of Designated Sponsors for Stock Market Liquidity," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 41600.
• Stein, Jerome L., 2010, "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers, Kiel Institute for the World Economy, number 2010-17.
• Caccioli, Fabio & Marsili, Matteo, 2010, "Efficiency and stability in complex financial markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2010-3.
• Caccioli, Fabio & Marsili, Matteo, 2010, "Information efficiency and financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 4, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2010-.
• Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2010, "Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 4, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2010-.
• Maschke, Mario & Schmidt, Ulrich, 2010, "Das Wettmonopol in Deutschland: Status Quo und Reformansätze," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 32848.
• Maschke, Mario & Schmidt, Ulrich, 2010, "Das Wettmonopol in Deutschland: Status Quo und Reformansätze," Kiel Policy Briefs, Kiel Institute for the World Economy, number 18.
• Rickels, Wilfried & Görlich, Dennis & Oberst, Gerrit, 2010, "Explaining European emission allowance price dynamics: Evidence from Phase II," Kiel Working Papers, Kiel Institute for the World Economy, number 1650.
• Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J., 2010, "Analysis of the intraday effects of economic releases on the currency market," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 3, DOI: 10.5445/IR/1000019772.
• Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-005.
• Fasten, Erik R. & Hofmann, Dirk, 2010, "Two-sided certification: The market for rating agencies," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-007.
• Horst, Ulrich & Moreno-Bromberg, Santiago, 2010, "Efficiency and equilibria in games of optimal derivative design," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-035.
• Cascino, Stefano & Gassen, Joachim, 2010, "Mandatory IFRS adoption and accounting comparability," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-046.
• Breuer, Wolfgang & Gürtler, Marc, 2010, "Implied rates of return, the discount rate effect, and market risk premia," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF33V3.
• Ehlers, Stefan & Gürtler, Marc & Olboeter, Sven, 2010, "Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF34V1, DOI: 10.2139/ssrn.1585132.
• Broll, Udo & Eckwert, Bernhard & Wong, Kit Pong, 2010, "International trade and the role of market transparency," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 08/10.
• Schulz, Frowin C., 2010, "Explaining time-varying risk of electricity forwards: trading activity and news announcements," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 8/10.
• Schindler, Felix, 2010, "Further evidence on the (in-) efficiency of the U.S. housing market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-004.
• Schindler, Felix, 2010, "How efficient is the U.K. housing market?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-030.
• Schindler, Felix, 2010, "Market efficiency in the emerging securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-033.
• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010, "Modeling and explaining the dynamics of European Union allowance prices at high-frequency," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-038.
• Schindler, Felix & Voronkova, Svitlana, 2010, "Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-051.
• Anton, Miguel & Polk, Christopher, 2010, "Connected stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43098, Mar.
• Kyriakos Drivas, 2010, "The Implications of International Political Disputes on Business Interests: An Event Study," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 13, issue 1, pages 36-55, Summer.
• Marina Martynova & Luc Renneboog, 2010, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisition," Chapters, Edward Elgar Publishing, chapter 3, in: Alessio M. Pacces, "The Law and Economics of Corporate Governance".
• Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra, 2010, "¿Influyen los tigres asiáticos en el comportamiento gregario español?," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 423-444, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Castillo Maldonado, Carlos Eduardo, 2010, "Efectividad de la intervención cambiaria en Guatemala," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 307, pages 557-583, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v77i.
• García, C. José & Herrero, Begoña & Ibáñez, Ana M., 2010, "El papel de la liquidez en el efecto de la nueva información. El caso de Latibex," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 307, pages 651-682, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Mohamed Ali Trabelsi, 2010, "Overreaction and portfolio‐selection strategies in the Tunisian stock market," Journal of Risk Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 310-322, May, DOI: 10.1108/15265941011043675.
• Leonard F.S. Wang & Ya‐Chin Wang, 2010, "Stackelberg real‐leader in an insider trading model," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 27, issue 1, pages 30-46, March, DOI: 10.1108/10867371011022966.
• Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn (ed.), 2010, "The Quest for Stability: the view of financial institutions," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/3, ISBN: ARRAY(0x8249c250), May.
• Konstantinos J. Liapis, 2010, "The Residual Value Models: A Framework for Business Administration," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 83-102.
• Lisa Leinert, 2010, "How do unanticipated discoveries of oil fields affect the oil price?," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 10/140, Oct.
• Staffan Linden, 2010, "The Price and Risk Effects of Option Introductions on the Nordic Markets," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 434, Dec.
• Salvatore Modica, 2010, "Uninformed Traders in European Stock Markets," STUDI ECONOMICI, FrancoAngeli Editore, volume 0, issue 100, pages 157-174.
• Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010, "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 281-294, November.
• Ladislav Krištoufek, 2010, "Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 315-329, November.
• Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010, "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/04, Mar, revised Mar 2010.
• Michael Princ, 2010, "Relationship between Czech and European developed stock markets: DCC MVGARCH analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/09, May, revised May 2010.
• Kristýna Ivanková, 2010, "Isobars and the Efficient Market Hypothesis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/21, Sep, revised Sep 2010.
• Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík, 2010, "Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/24, Sep, revised Sep 2010.
• Meng Li, 2010, "A CGE Analysis of Oil Price Change," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 5, issue 1, pages 96-113, March.
• Anissa Naouar, 2010, "Can Market Actors Help Monitor European Banks?," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 138-182, October.
• Cristiana Cerqueira Leal, Manuel J. Rocha Armada, João L. C. Duque, 2010, "Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidence from a Small Market," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 2, pages 38-68, October.
• Rasmus Fatum, 2010, "Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 57.
• Gary Gorton & Andrew Metrick, 2010, "Haircuts," Review, Federal Reserve Bank of St. Louis, volume 92, issue Nov, pages 507-520.
• Paolo Guasoni & Gur Huberman & Zhenyu Wang, 2010, "Performance maximization of actively managed funds," Staff Reports, Federal Reserve Bank of New York, number 427.
• Miguel Anton, & Christopher Polk, 2010, "Connected Stocks," FMG Discussion Papers, Financial Markets Group, number dp651, Mar.
• Amil Dasgupta & Andrea Prat & Michela Verardo, 2010, "Institutional Trade Persistence and Long-term Equity Returns," FMG Discussion Papers, Financial Markets Group, number dp661, Nov.
• Vicente Cunat & Mireia Gine & Maria Guadalupe, 2010, "The Vote is cast: The effect of Corporate Governance on Shareholder Value," FMG Discussion Papers, Financial Markets Group, number dp663, Dec.
• Holger Daske & Moritz Bassemir & Felix F. Fischer, 2010, "Manipulation des Börsenkurses durch gezielte Informationspolitik im Rahmen von Squeeze-Outs? – Eine empirische Untersuchung am deutschen Kapitalmarkt," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 200.
• Caitlin Ann Greatrex & Erick W. Rengifo, 2010, "Government Intervention and the CDS Market: A Look at the Market's Response to Policy Announcements During the 2007-2009 Financial Crisis," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-12.
• Jalil, Abdul & Feridun, Mete, 2010, "Explaining exchange rate movements: An application of the market microstructure approach on the Pakistani foreign exchange market," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 7926.
• Mirela Malin & Graham Bornholt, 2010, "Enhancing Contrarian Strategies: Evidence from Developed Markets Indices," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201001, Jan.
• Zoltam Murgulov & Eduardo Roca, 2010, "Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201013.
• W.K. Adrian Cheung & Eduardo Roca, 2010, "Is Corporate Sustainability valued by Australian Investors?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201017.
• Vitali Alexeev & Francis Tapon, 2010, "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers, University of Guelph, Department of Economics and Finance, number 1002.
• Marco Cipriani & Antonio Guarino, 2010, "Herd Behavior and Contagion in Financial Markets," Working Papers, The George Washington University, Institute for International Economic Policy, number 2010-01, Jan.
• Pierre-André Maugis, 2010, "Market Efficiencies and Market Risks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00544324, Nov.
• Marie-Aude Laguna & Gunther Capelle-Blancard, 2010, "How Does the Stock Market Respond to Chemical Disasters?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00637961, Mar, DOI: 10.1016/j.jeem.2009.11.002.
• Étienne de Callataÿ & Roland Gillet, 2010, "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?
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• Roland Gillet & Hubert de la Bruslerie, 2010, "The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?," Post-Print, HAL, number hal-03934400, Sep, DOI: 10.1111/j.1468-036X.2008.00464.x.
• Marie-Aude Laguna & Gunther Capelle-Blancard, 2010, "How Does the Stock Market Respond to Chemical Disasters?," Post-Print, HAL, number halshs-00637961, Mar, DOI: 10.1016/j.jeem.2009.11.002.
• Roland Gillet & Hubert de La Bruslerie, 2010, "The consequences of issuing convertible bonds: Dilution and/or financial restructuring?," Post-Print, HAL, number halshs-00674248, DOI: 10.1111/j.1468-036X.2008.00464.x.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2010, "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers, HAL, number hal-00547722, Nov.
• Paul Hamalainen & Adrian Pop & Max Hall & Barry Howcroft, 2010, "Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instruments," Working Papers, HAL, number hal-00547736, Dec.
• Hélène Raymond, 2010, "Sovereign Wealth Funds as domestic investors of last resort during crises," Working Papers, HAL, number hal-04140918.
• Bastien Drut, 2010, "Social responsibility and mean-variance portfolio selection," Working Papers, HAL, number hal-04140930.
• Menkhoff, Lukas, 2010, "The Use of Technical Analysis by Fund Managers: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-446, Apr.
• Menkhoff, Lukas, 2010, "Are Momentum Traders Different? Implications for the Momentum Puzzle," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-448, May.
• Fricke, Christoph & Menkhoff, Lukas, 2010, "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-449, May.
• Peter Cziraki & Prof. Dr. Luc Renneboog & Peter de Goeij, 2010, "Insider Trading, Option Exercises and Private Benefits of Control," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1006, Mar.
• Matthew S. Yiu & Wai-Yip Alex Ho & Yue Ma & Shu-Ki Tsang, 2010, "An Analytical Framework for the Hong Kong Dollar Exchange Rate Dynamics under Strong Capital Inflows," Working Papers, Hong Kong Monetary Authority, number 1005, Jul.
• Eric Girardin & Dijun Tan & Woon K. Wong, 2010, "Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets," Working Papers, Hong Kong Institute for Monetary Research, number 022010, Jan.
• Matthew S. Yiu & Joseph K. W. Fung & Lu Jin & Wai-Yip Alex Ho, 2010, "Liquidity Crunch in Late 2008: High-Frequency Differentials between Forward-Implied Funding Costs and Money Market Rates," Working Papers, Hong Kong Institute for Monetary Research, number 262010, Oct.
• Yue Ma & Shu-ki Tsang & Matthew S. Yiu & Wai-Yip Alex Ho, 2010, "A Target-Zone Model with Two Types of Assets," Working Papers, Hong Kong Institute for Monetary Research, number 302010, Dec.
• Christian Fahrholz & Roman Goldbach, 2010, "Burying the Stability Pact: The Reanimation of Default Risk in the Euro Area," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 10-2010, Jun.
• Ishikawa, Ryuichiro & Kudoh, Noritaka, 2010, "Beauty Contests and Asset Prices under Asymmetric Information," Discussion paper series. A, Graduate School of Economics and Business Administration, Hokkaido University, number 218, Jan.
• Polk, Christopher & Vuolteenaho, Tuomo & Campbell, John Y., 2010, "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," Scholarly Articles, Harvard University Department of Economics, number 9887622.
• Hideaki Sakawa & Masato Ubukata, 2010, "The Reform of Tokyo Stock Exchange and Transparency," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-122, Mar.
• Yen-Hsien Lee, 2010, "The Impact Of Deregulation On Stock Market Efficiency," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 165-176.
• R. Ratneswary V. Rasiah, 2010, "Macroeconomic Activity And The Malaysian Stock Market: Empirical Evidence Of Dynamic Relations," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 59-69.
• Michael J. Gift & Paul Gift & YeQing Yang, 2010, "Financial Market Reactions To Earnings Announcements And Earnings Forecast Revisions: Evidence From The U.S. And China," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 85-96.