Research classified by Journal of Economic Literature (JEL) codes

2010

• Stoyu I. Ivanov, 2010, "Discretionary Deletions From The S&P 500 Index: Evidence On Forecasted And Realized Earnings," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 1-9.
• Md Hamid Uddin, 2010, "Corporate Spin-Offs And Shareholders' Value: Evidence From Singapore," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 4, pages 43-58.
• Moinas, Sophie, 2010, "Hidden Limit Orders and Liquidity in Order Driven Markets," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 600, Mar.
• Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 360.
• Abdullah YALAMA & Ulaş ÜNLÜ, 2010, "The calendar anomalies in IPO returns: Evidence from Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 286, pages 89-109.
• Nilgün ÇİL YAVUZ & Burcu KIRAN, 2010, "Could Istanbul Stock Exchange be characterized by random walk process?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 296, pages 77-91.
• Joshua Porter & Harminder Singh, 2010, "What Factors Drive Takeovers in Australia?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 9, issue 2, pages 87-103, August.
• Magnus Andersson, 2010, "Using Intraday Data to Gauge Financial Market Responses to Federal Reserve and ECB Monetary Policy Decisions," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 2, pages 117-146, June.
• Caroline Jardet & Gaelle Le Fol, 2010, "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 4, pages 316-330, DOI: 10.1002/ijfe.403.
• Paolo Colla & José M. Marín, 2010, "Performance evaluation in competitive REE models," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2010-21, Oct.
• Kei Imakubo & Yutaka Soejima, 2010, "The Transaction Network in Japan's Interbank Money Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 28, pages 107-150, November.
• Mr. Luc Laeven & Mr. Hui Tong, 2010, "U.S. Monetary Shocks and Global Stock Prices," IMF Working Papers, International Monetary Fund, number 2010/278, Dec.
• Antonio Guarino & Marco Cipriani, 2010, "Estimating a Structural Model of Herd Behavior in Financial Markets," IMF Working Papers, International Monetary Fund, number 2010/288, Dec.
• Thomas J. Brennan & Andrew W. Lo, 2010, "Impossible Frontiers," Management Science, INFORMS, volume 56, issue 6, pages 905-923, June, DOI: 10.1287/mnsc.1100.1157.
• Michael Hanke & Michael Kirchler, 2010, "Football Championships and Jersey Sponsors' Stock Prices: An Empirical Investigation," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2010-07, Mar.
• Thomas Stöckl & Michael Kirchler, 2010, "Trading strategies and trading profits in experimental asset markets with cumulative information," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2010-09, Apr.
• Maria Rosa Borges & Ana Sofia Branca, 2010, "The Impact of Corporate Rebranding on the Firm's Market Value," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/13, Jul.
• Abdulkadir KAYA & Unal GULHAN, 2010, "Küresel Finansal Krizin Isletmelerin Etkinlik ve Performans Duzeylerine Etkileri: 2008 Finansal Kriz Ornegi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 11, issue 1, pages 61-89, May.
• Ayca TUKEL, 2010, "Asimetrik Enformasyon Isiginda Halka Arzlarin Uzun Donemli Performanslarinin Degerlendirilmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 12, issue 1, pages 102-121, November.
• Bushnell, James & Mansur, Erin T. & Chong, Howard G., 2010, "Profiting from Regulation: An Event Study of the EU Carbon Market," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32737, Dec.
• Ángel Pardo Tornero & María Dolores Furió Ortega, 2010, "Politics and elections at the Spanish stock exchange," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2010-11, Oct.
• Pesaran, M. Hashem, 2010, "Predictability of Asset Returns and the Efficient Market Hypothesis," IZA Discussion Papers, IZA Network @ LISER, number 5037, Jun.
• Abdul Jalil1 & Mete Feridun, 2010, "Explaining exchange rate movements: an application of the market microstructure approach on the Pakistani foreign exchange market," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 1, pages 255-265, September.
• Inoue, Takeshi & Hamori, Shigeyuki, 2010, "An empirical analysis on the efficiency of the microfinance investment market," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 271, Dec.
• Nazaria Solferino & Robert Waldmann, 2010, "Predicting the signs of forecast errors," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 5, pages 476-485, DOI: 10.1002/for.1139.
• Prashant Joshi, 2010, "Modeling Volatility in Emerging Stock Markets Of India And China," Journal of Quantitative Economics, The Indian Econometric Society, volume 8, issue 1, pages 86-94, January.
• Christophe Chamley, 2010, "Strategic complementarity of information in financial markets with large shocks," Annals of Finance, Springer, volume 6, issue 1, pages 137-145, January, DOI: 10.1007/s10436-009-0130-1.
• Andrew Worthington, 2010, "The decline of calendar seasonality in the Australian stock exchange, 1958–2005," Annals of Finance, Springer, volume 6, issue 3, pages 421-433, July, DOI: 10.1007/s10436-008-0111-9.
• Tyas Prevoo & Bas Weel, 2010, "The Effects of a Change in Market Abuse Regulation on Abnormal Returns and Volumes: Evidence from the Amsterdam Stock Market," De Economist, Springer, volume 158, issue 3, pages 237-293, September, DOI: 10.1007/s10645-010-9146-1.
• Thomas Stöckl & Jürgen Huber & Michael Kirchler, 2010, "Bubble measures in experimental asset markets," Experimental Economics, Springer;Economic Science Association, volume 13, issue 3, pages 284-298, September, DOI: 10.1007/s10683-010-9241-9.
• Helena Veiga & Marc Vorsatz, 2010, "Information aggregation in experimental asset markets in the presence of a manipulator," Experimental Economics, Springer;Economic Science Association, volume 13, issue 4, pages 379-398, December, DOI: 10.1007/s10683-010-9247-3.
• Antonios Siganos, 2010, "Can small investors exploit the momentum effect?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 171-192, June, DOI: 10.1007/s11408-009-0120-3.
• Matthias Pfister & Rico Wyss, 2010, "Delistings of secondary listings: price and volume effects," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 4, pages 395-418, December, DOI: 10.1007/s11408-010-0141-y.
• María Penas & Günseli Tümer-Alkan, 2010, "Bank Disclosure and Market Assessment of Financial Fragility: Evidence from Turkish Banks’ Equity Prices," Journal of Financial Services Research, Springer;Western Finance Association, volume 37, issue 2, pages 159-178, June, DOI: 10.1007/s10693-009-0076-5.
• Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2010, "Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode," Journal of Financial Services Research, Springer;Western Finance Association, volume 37, issue 2, pages 83-98, June, DOI: 10.1007/s10693-009-0079-2.
• Jim Clayton & Norman Miller & Liang Peng, 2010, "Price-volume Correlation in the Housing Market: Causality and Co-movements," The Journal of Real Estate Finance and Economics, Springer, volume 40, issue 1, pages 14-40, January, DOI: 10.1007/s11146-008-9128-0.
• Susana Yu & Joel Rentzler & Kishore Tandon, 2010, "Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 1, pages 1-21, January, DOI: 10.1007/s11156-009-0119-x.
• Alexandra Hachmeister & Dirk Schiereck, 2010, "Dancing in the dark: post-trade anonymity, liquidity and informed trading," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 2, pages 145-177, February, DOI: 10.1007/s11156-010-0165-4.
• Dirk Schiereck & Christian Voigt, 2010, "With or without you: market quality of floor trading when screen trading closes early," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 2, pages 179-197, February, DOI: 10.1007/s11156-010-0164-5.
• Kathleen Fuller & Bonnie Ness & Robert Ness, 2010, "Is information risk priced for NASDAQ-listed stocks?," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 301-312, April, DOI: 10.1007/s11156-009-0131-1.
• Alex Frino & Elvis Jarnecic & Hui Zheng, 2010, "Activity in futures: does underlying market size relate to futures trading volume?," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 313-325, April, DOI: 10.1007/s11156-009-0132-0.
• Wei He & Yen-Sheng Lee & Peihwang Wei, 2010, "Do option traders on value and growth stocks react differently to new information?," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 371-381, April, DOI: 10.1007/s11156-009-0134-y.
• Yu Cong & Rani Hoitash & Murugappa Krishnan, 2010, "Event study with imperfect competition and private information: earnings announcements revisited," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 383-411, April, DOI: 10.1007/s11156-009-0136-9.
• Thomas George & Chuan-Yang Hwang & Tavy Ronen, 2010, "Bootstrap refinements in tests of microstructure frictions," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 1, pages 47-70, July, DOI: 10.1007/s11156-009-0143-x.
• Daniel Weaver & Xing Zhou, 2010, "The value of the floor," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 221-243, October, DOI: 10.1007/s11156-009-0152-9.
• Zhong-Guo Zhou, 2010, "The high-volume return premium: evidence from the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 295-313, October, DOI: 10.1007/s11156-008-0092-9.
• Michael Goldstein & Andriy Shkilko & Bonnie Ness & Robert Ness, 2010, "Inter-market competition for NYSE-listed securities under decimals," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 4, pages 371-391, November, DOI: 10.1007/s11156-009-0139-6.
• Soobin Kim & Chang Sik Kim, 2010, "Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach," Korean Economic Review, Korean Economic Association, volume 26, pages 401-430.
• Lublóy, Ágnes & Tóth, Eszter, 2010, "A közép-kelet-európai bankfúziók eredményessége
  [The success of the bank mergers in Central Eastern Europe]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 37-58.
• Rasmus Fatum, 2010, "Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2010-07, Jul.
• Hitoshi Matsushima, 2010, "Financing Harmful Bubbles," KIER Working Papers, Kyoto University, Institute of Economic Research, number 711, Aug.
• Christophe J. GODLEWSKI & Rima Turk-Ariss & Laurent Weill, 2010, "Are Islamic Investment Certificates Special? Evidence on the Post-Announcement Performance of Sukuk Issues," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2010-05.
• Christophe J. GODLEWSKI & Zuzana Fungacova & Laurent Weill, 2010, "Stock market reaction to debt financing arrangements in Russia," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2010-10.
• Muhammad Akbar & Humayun Habib Baig, 2010, "Reaction of Stock Prices to Dividend Announcements and Market Efficiency in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 15, issue 1, pages 103-125, Jan-Jun.
• Esta Lestari, 2010, "Volatility Spillover Effects in East Asian Capital Markets: A Case Study of the Real Estate Sectors," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 58, pages 57-82, April.
• Romulus-Catalin DAMACEANU, 2010, "A Multi-Agent Computational Model of Trade (Enghish version)," Anuarul Universitatii „Petre Andrei” din Iasi / Year-Book „Petre Andrei” University from Iasi, Fascicula: Drept, Stiinte Economice, Stiinte Politice / Fascicle: Law, Economic Sciences, Political Scien, Editura Lumen, Department of Economics, volume 1, issue 5, pages 135-152, Decembrie.
• Tolga Cenesizoglu, 2010, "The Reaction of Stock Returns to News about Fundamentals," Cahiers de recherche, CIRPEE, number 1032.
• Tolga Cenesizoglu, 2010, "Size, Book-to-Market Ratio and Macroeconomic News," Cahiers de recherche, CIRPEE, number 1033.
• Elmar Lukas & Christian Heimann, 2010, "Bedingte Kaufpreisanpassungen, Informationsasymmetrien und Shareholder Value: Eine empirische Analyse deutscher Unternehmensübernahmen," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100006, Feb.
• Keith Blackburn & Niloy Bosey & Salvatore Capasso, 2010, "Tax Evasion, the Underground Economy and Financial Development," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 138.
• Bernd Hayo & Matthias Neuenkirch, 2010, "Bank of Canada Communication, Media Coverage, and Financial Market Reactions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201020.
• 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.
• 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.
• 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.
• Ozgur Arslan & Mehmet Baha Karan & Cihan Eksi, 2010, "Board Structure and Corporate Performance," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 8, issue 1, pages 003-022.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2010, "Is wine a financial parachute?," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-001, Jan.
• Lucia BALDI & Massimo PERI & Daniela VANDONE, 2010, "Is wine a financial parachute?," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-01, Jan.
• Silvia Muzzioli, 2010, "Towards a volatility index for the Italian stock 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 0023, Sep.
• Silvia Muzzioli, 2010, "Towards a volatility index for the Italian stock 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 10091, Sep.
• Tri Vi Dang & Hendrik Hakenes, 2010, "Information Disclosure, Intertemporal Risk Sharing, and Asset Prices," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2010_36, Sep.
• Alexander Subbotin & Thierry Chauveau, 2010, "Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10048, Apr, DOI: 10.1016/j.jedc.2013.01.011.
• Pierre-André Maugis, 2010, "Market efficiencies and market risks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10094, Nov, DOI: 10.2139/ssrn.1590279.
• 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 Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2009".
• Travis Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2010".
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2010, "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• Ulrike Malmendier & Geoffrey Tate & Jonathan Yan, 2010, "Overconfidence and Early-life Experiences: The Impact of Managerial Traits on Corporate Financial Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 15659, Jan.
• Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa, 2010, "Market Response to Policy Initiatives during the Global Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15809, Mar.
• Allaudeen Hameed & Randall Morck & Jianfeng Shen & Bernard Yeung, 2010, "Information, analysts, and stock return comovement," NBER Working Papers, National Bureau of Economic Research, Inc, number 15833, Mar.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010, "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 15883, Apr.
• Sergey Chernenko & C. Fritz Foley & Robin Greenwood, 2010, "Agency Costs, Mispricing, and Ownership Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 15910, Apr.
• Erik Snowberg & Justin Wolfers, 2010, "Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15923, Apr.
• Robin Greenwood & Samuel Hanson, 2010, "Characteristic Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15948, Apr.
• Jin Ginger Wu & Lu Zhang, 2010, "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," NBER Working Papers, National Bureau of Economic Research, Inc, number 15950, Apr.
• Huseyin Gulen & Yuhang Xing & Lu Zhang, 2010, "Value versus Growth: Time-Varying Expected Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 15993, May.
• Brock Mendel & Andrei Shleifer, 2010, "Chasing Noise," NBER Working Papers, National Bureau of Economic Research, Inc, number 16042, May.
• Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2010, "Neglected Risks, Financial Innovation, and Financial Fragility," NBER Working Papers, National Bureau of Economic Research, Inc, number 16068, Jun.
• V.V. Chari & Ali Shourideh & Ariel Zetlin-Jones, 2010, "Adverse Selection, Reputation and Sudden Collapses in Secondary Loan Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16080, Jun.
• Bruce Ian Carlin & Shaun William Davies & Andrew Miles Iannaccone, 2010, "Competing for Attention in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16085, Jun.
• Lubos Pastor & Pietro Veronesi, 2010, "Uncertainty about Government Policy and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 16128, Jun.
• Mohamad Al-Ississ & Nolan H. Miller, 2010, "What Does Health Reform Mean for the Healthcare Industry? Evidence from the Massachusetts Special Senate Election," NBER Working Papers, National Bureau of Economic Research, Inc, number 16193, Jul.
• Paul Asquith & Andrea S. Au & Thomas R. Covert & Parag A. Pathak, 2010, "The Market for Borrowing Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 16282, Aug.
• Diane Del Guercio & Jonathan Reuter & Paula A. Tkac, 2010, "Broker Incentives and Mutual Fund Market Segmentation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16312, Aug.
• Jonathan Reuter & Eric Zitzewitz, 2010, "How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16329, Sep.
• Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy, 2010, "The Effects of Stock Lending on Security Prices: An Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 16335, Sep.
• Frederico Belo & Chen Xue & Lu Zhang, 2010, "Cross-sectional Tobin's Q," NBER Working Papers, National Bureau of Economic Research, Inc, number 16336, Sep.
• Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2010, "Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 16358, Sep.
• Jeffrey Wurgler, 2010, "On the Economic Consequences of Index-Linked Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 16376, Sep.
• Jere R. Behrman & Olivia S. Mitchell & Cindy Soo & David Bravo, 2010, "Financial Literacy, Schooling, and Wealth Accumulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16452, Oct.
• Lauren Cohen & Christopher Malloy & Lukasz Pomorski, 2010, "Decoding Inside Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 16454, Oct.
• Francis X. Diebold & Georg Strasser, 2010, "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16469, Oct.
• Viral V. Acharya & Peter M. DeMarzo & Ilan Kremer, 2010, "Endogenous Information Flows and the Clustering of Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 16485, Oct.
• Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010, "Currency Carry Trades," NBER Working Papers, National Bureau of Economic Research, Inc, number 16491, Oct.
• Vicente Cuñat & Mireia Gine & Maria Guadalupe, 2010, "The Vote is Cast: The Effect of Corporate Governance on Shareholder Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 16574, Dec.
• Christopher J. Mayer & Tomasz Piskorski & Alexei Tchistyi, 2010, "The Inefficiency of Refinancing: Why Prepayment Penalties Are Good for Risky Borrowers," NBER Working Papers, National Bureau of Economic Research, Inc, number 16586, Dec.
• Andrea Frazzini & Lasse H. Pedersen, 2010, "Betting Against Beta," NBER Working Papers, National Bureau of Economic Research, Inc, number 16601, Dec.
• Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2010, "Predictability of Returns and Cash Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 16648, Dec.
• Dr. James Mitchell, 2010, "A Nonlinear Panel Data Model of Cross-sectional Dependence," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 370, Nov.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010, "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1502, Mar.
• Hans J. Blommestein & Eylem Vayvada Derya & Perla Ibarlucea Flores, 2011, "OECD Sovereign Borrowing Outlook No.3," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 2, pages 1-15, DOI: 10.1787/fmt-2010-5kgk9qpnfzwh.
• Sándor Gardó, 2010, "Bank Governance and Financial Stability in CESEE: A Review of the Literature," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 6-31.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2010, "Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 32-48.
• Popa Dorina Nicoleta & Balint Platon Judit & Bogdan Victoria, 2010, "Voluntary Disclosure And Performance In Time Of Economic Instability. The Case Study Of Turism Felix Company," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 577-584, July.
• Nistor Ioan & Ulici (Ciupac-Ulici) Maria & Schiau (Macavei) Laura Liana, 2010, "Impact Of Financial Crisis On Construction Firm`S Cost Of Capital," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 616-622, December.
• Dedu Vasile & Turcan Radu Olimpiu Calin & Turcan Ciprian Sebastian, 2010, "Behavioral Biases In Trading Securities," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 717-722, December.
• Rascolean Ilie & Szabo Robert, 2010, "The Bucharest Stoc Exchange In The Context Of Economic Crisys," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 766-770, December.
• George W. Evans & William A.Branch, 2010, "Monetary Policy and Heterogeneous Expectations," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2010-4, Apr.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010, "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-29, Dec.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010, "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-29-Rev, Dec, revised Mar 2011.
• Claudio Borio, 2010, "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo Group, volume 56, issue 1, pages 70-95, March.
• Alex Kane, 2010, "Forecast Precision and Portfolio Performance," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 265-304, Summer.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2010, "Information Acquisition and Under-Diversification," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 2, pages 779-805.
• John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2010, "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 1, pages 305-344, January.
• Narasimhan Jegadeesh & Woojin Kim, 2010, "Do Analysts Herd? An Analysis of Recommendations and Market Reactions," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 2, pages 901-937, February.
• William A. Branch & George W. Evans, 2010, "Asset Return Dynamics and Learning," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 4, pages 1651-1680, April.
• Lieven Baele, 2010, "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 6, pages 2374-2428, June.
• David Hirshleifer & Danling Jiang, 2010, "A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 9, pages 3401-3436.
• Phd. Sandu Diana Ramona, 2010, "The IPO Underpricing Phenomenon – An Analysis of the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1835-1839, May.
• Sarac Aldea Laura & Mitea Neluta, 2010, "The Role of Investment in Terms of Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1840-1844, May.
• Mihut Marius, 2010, "The causes of the 1997 Asian crisis. The start of subprime crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 721-726, May.
• Joel Shapiro, 2010, "credit rating agencies," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• George J. Mailath & Ernst-Ludwig von Thadden, 2010, "Incentive Compatibility and Differentiability: New Results and Classic Applications," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-032, Oct.
• Zbigniew Korzeb, 2010, "Implications Of Cross-Border Mergers And Acquisitions In The Polish Banking Sector In The Context Of The Global Financial Crisis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 143-156.
• Guglielmo Caporale & Davide Ciferri & Alessandro Girardi, 2010, "Time-varying spot and futures oil price dynamics," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 75/2010, Jul.
• Zagaglia, Paolo, 2010, "Informed trading in the Euro money market for term lending," MPRA Paper, University Library of Munich, Germany, number 20415, Feb.
• Di Maggio, Marco, 2010, "The Political Economy of the Yield Curve," MPRA Paper, University Library of Munich, Germany, number 20697, Jan.
• N. Narajabad, Borghan, 2010, "Information Technology and the Rise of Household Bankruptcy," MPRA Paper, University Library of Munich, Germany, number 21058, Mar.
• Gande, Amar & Parsley, David, 2010, "Sovereign Credit Ratings, Transparency and International Portfolio Flows," MPRA Paper, University Library of Munich, Germany, number 21118, Feb.
• Estrada, Fernando, 2010, "Theory of argumentation in financial markets," MPRA Paper, University Library of Munich, Germany, number 21824, Apr.
• Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2010, "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," MPRA Paper, University Library of Munich, Germany, number 21984.
• Skardziukas, Domantas, 2010, "Asymmetric information: the multiplier effect of financial instability," MPRA Paper, University Library of Munich, Germany, number 23013, Mar.
• Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P., 2010, "Pension Fund Performance and Costs: Small is Beautiful," MPRA Paper, University Library of Munich, Germany, number 23556, Apr.
• Ferriani, Fabrizio, 2010, "Informed and uninformed traders at work: evidence from the French market," MPRA Paper, University Library of Munich, Germany, number 24487, Aug.
• Bojańczyk, Mirosław, 2010, "Communication of companies with their surroundings - the manipulation of information and information asymmetry," MPRA Paper, University Library of Munich, Germany, number 24589, Jul.
• Nicolau, Mihaela, 2010, "Practitioners' tools in analysing financial markets evolution," MPRA Paper, University Library of Munich, Germany, number 25646, Oct.
• Alfaro, Rodrigo & Sagner, Andres, 2010, "Financial Forecast for the Relative Strength Index," MPRA Paper, University Library of Munich, Germany, number 25913, Apr, revised Apr 2010.
• Bell, Peter N, 2010, "New methodology for event studies in Bonds," MPRA Paper, University Library of Munich, Germany, number 26694, Nov.
• Rambaccussing, Dooruj, 2010, "A real-time trading rule," MPRA Paper, University Library of Munich, Germany, number 27148, Jun.
• Avadanei, Andreea, 2010, "European corporate bond market integration: lessons from EMU," MPRA Paper, University Library of Munich, Germany, number 27309, Dec.
• Omay, Nazli C. & Karadagli, Ece C., 2010, "Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach," MPRA Paper, University Library of Munich, Germany, number 27312, Sep.
• Ale Ebrahim, Nader & Ahmed, Shamsuddin & Abdul Rashid, Salwa Hanim & Taha, Zahari, 2010, "The Effectiveness of Virtual R&D Teams in SMEs: Experiences of Malaysian SMEs," MPRA Paper, University Library of Munich, Germany, number 27368, Jun, revised Nov 2010.
• Klinedinst, Mark, 2010, "Bad loans in the meltdown: micro analysis of credit union performance versus banks, an initial investigation," MPRA Paper, University Library of Munich, Germany, number 27434, Dec.
• Korkeamäki, Timo & Takalo, Tuomas, 2010, "Valuation of innovation: The case of iPhone," MPRA Paper, University Library of Munich, Germany, number 28042, Dec.
• Petrushchak, Bohdan, 2010, "Тренди Довгострокового Впливу Іноземних Фондових Бірж На Динаміку Українського Фондового Ринку
  [The trend of influence of foreign stock market on Ukrainian stock market in long run]," MPRA Paper, University Library of Munich, Germany, number 28343, Nov.
• Loukil, Nadia & Yousfi, Ouidad, 2010, "Firm's information environment and stock liquidity: evidence from Tunisian context," MPRA Paper, University Library of Munich, Germany, number 28699, Jan, revised Feb 2011.
• Boissin, Romain & Sentis, Patrick, 2010, "Long run performance of IPOs and the role of financial analysts: some French evidence," MPRA Paper, University Library of Munich, Germany, number 29568, Nov.
• Chong, Zhiwei, 2010, "Rational expectations equilibrium with transaction costs in financial markets," MPRA Paper, University Library of Munich, Germany, number 34444, Jul, revised 14 Jul 2011.
• Courtney, Samuel, 2010, "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper, University Library of Munich, Germany, number 35366, May.
• Courtney, Samuel, 2010, "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper, University Library of Munich, Germany, number 35390, May.
• Salazar, Juan & Lambert, Annick, 2010, "fama and macbeth revisited: A Critique," MPRA Paper, University Library of Munich, Germany, number 35910, Dec.
• Lerner, Peter, 2010, "Theoretical analysis of the bid-ask bounce and Related Phenomena," MPRA Paper, University Library of Munich, Germany, number 35929, Dec.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Pasaribu, Rowland Bismark Fernando, 2010, "Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45
  [Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks]," MPRA Paper, University Library of Munich, Germany, number 36998, Apr.
• Dumitriu, Ramona & Stefanescu, Razvan, 2010, "Changes in the DOW effects in the Romanian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 41666, Mar, revised 15 Mar 2010.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test," MPRA Paper, University Library of Munich, Germany, number 46502.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Some Further Evidence on the Behaviour of Stock Returns in India," MPRA Paper, University Library of Munich, Germany, number 48518.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Long Memory in Stock Market Volatility:Evidence from India," MPRA Paper, University Library of Munich, Germany, number 48519.
• Gurgul, Henryk & Lach, Łukasz, 2010, "The causal link between Polish stock market and key macroeconomic aggregates," MPRA Paper, University Library of Munich, Germany, number 52250.
• Ceylan, Ozcan, 2010, "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper, University Library of Munich, Germany, number 61587, Nov.
• Ayoki, Milton, 2010, "Response of the Financial Markets to the European Central Bank’s Policy Announcements during the Subprime and Global Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 78846, Dec.
• Trabelsi, Mohamed Ali, 2010, "Overreaction and Portfolio Selection Strategies in the Tunisian stock market," MPRA Paper, University Library of Munich, Germany, number 81258, revised 2010.
• Trabelsi, Mohamed Ali, 2010, "Sélection de portefeuille via la stratégie de sur-réaction
  [Portfolio selection via the overreaction strategy]," MPRA Paper, University Library of Munich, Germany, number 81472, revised 2010.
• Trabelsi, Mohamed Ali, 2010, "Choix de portefeuille: comparaison des différentes stratégies
  [Portfolio selection: comparison of different strategies]," MPRA Paper, University Library of Munich, Germany, number 82946, Dec, revised 01 Dec 2010.
• Rangan Gupta & Mampho P. Modise, 2010, "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 201027, Dec.
• David Havlíček, 2010, "Analysis of the Impact of Weather on Trading in Equity Markets
  [Analýza vlivu počasí na obchodování na akciových trzích]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2010, issue 3, pages 49-62, DOI: 10.18267/j.cfuc.75.
• Ladislav Krištoufek, 2010, "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
  [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 471-487, DOI: 10.18267/j.polek.742.
• Alain Cazalé, 2010, "L’information économique et financière et la crise," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 85-103, DOI: 10.3406/ecofi.2010.5781.
• David J. Denis & Antonio J. Macias, 2010, "Material Adverse Change Clauses and Acquisition Dynamics," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1242, Apr.
• Mark Bagnoli & Susan G. Watts, 2010, "Knowing Versus Telling Private Information About a Rival," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1250, Aug.
• George Kapetanios & James Mitchell & Yongcheol Shin, 2010, "A Nonlinear Panel Model of Cross-sectional Dependence," Working Papers, Queen Mary University of London, School of Economics and Finance, number 673, Nov.
• Mardi Dungey & Lyudmyla Hvozdyk, 2010, "Cojumping: Evidence from the US Treasury Bond and Futures Markets," NCER Working Paper Series, National Centre for Econometric Research, number 56, Jul, revised 20 Jul 2010.
• Tracy Yue Wang & David Hirshleifer & Bing Han, 2010, "Investor Overconfidence and the Forward Discount Puzzle," 2010 Meeting Papers, Society for Economic Dynamics, number 1201.
• Thomas M. Mertens & Tarek A. Hassan, 2010, "The Social Cost of Near-Rational Investment," 2010 Meeting Papers, Society for Economic Dynamics, number 370.
• Xavier Gabaix & Samuel Fraiberg & Romain Ranciere & Adrien Verdehlha & Emmanuel Farhi, 2010, "Crash Risk in Currency Market," 2010 Meeting Papers, Society for Economic Dynamics, number 640.
• Christopher Otrok & Andre Kurmann, 2010, "News Shocks and the Slope of the Term Structure of Interest Rates," 2010 Meeting Papers, Society for Economic Dynamics, number 72.
• Roberto Piazza, 2010, "Financial innovation and risk: the role of information," 2010 Meeting Papers, Society for Economic Dynamics, number 73.
• Cosmin Ilut & Peter Benczur, 2010, "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers, Society for Economic Dynamics, number 91.
• Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2010, "Trading Frenzies and Their Impact on Real Investment," 2010 Meeting Papers, Society for Economic Dynamics, number 94.
• Paul Woolley, 2010, "Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 12, issue 23, pages 55-83, July-Dece.
• Cristina Del Río & Rafael Santamaría, 2010, "Dinámica Del Volumen, Información Y Estructura De Propiedad," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 18, issue 1, pages 121-149, Spring.
• Natividad Blasco De Las Heras & Sandra Ferreruela Garcés & Pilar Corredor Casado, 2010, "Una Explicación Del Efecto Herding Desde El Mercado De Derivados," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 18, issue 3, pages 161-196, Winter.
• Paolo Zagaglia, 2010, "Informed Trading in the Euro Money Market for Term Lending," Working Paper series, Rimini Centre for Economic Analysis, number 02_10, Jan.
• Jian-Xin Wang, 2010, "A Multi-Factor Measure for Cross-Market Liquidity Commonality," ADB Economics Working Paper Series, Asian Development Bank, number 230, Oct.