Research classified by Journal of Economic Literature (JEL) codes

2011

• Estrada, Fernando, 2011, "Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans," MPRA Paper, University Library of Munich, Germany, number 30563, Apr.
• Iqbal, Javed & Farooqi, Faraz Ahmed, 2011, "Stock price reaction to earnings announcement: the case of an emerging market," MPRA Paper, University Library of Munich, Germany, number 30865, Jan, revised 10 May 2011.
• Petrushchak, Bohdan, 2011, "The calendar regularity of earnings and volatility distribution on the Ukrainian stock market," MPRA Paper, University Library of Munich, Germany, number 31115, revised 2011.
• Puah, Chin-Hong & Liew, Samuel Wei-Siew, 2011, "White-collar crime and stock return: Empirical study from announcement effect," MPRA Paper, University Library of Munich, Germany, number 31748, Jun.
• Le, Thai-Ha & Chang, Youngho, 2011, "The impact of oil price fluctuations on stock markets in developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 31753, Jun.
• Larson, Nathan, 2011, "Clustering on the same news sources in an asset market," MPRA Paper, University Library of Munich, Germany, number 32823, Aug.
• Lenz, Rainer, 2011, "Get rid of banks and build up a modern financial world," MPRA Paper, University Library of Munich, Germany, number 33501, Sep.
• Mukherjee, Dr. Kedar nath, 2011, "Commodity investments: opportunities for Indian institutional investors," MPRA Paper, University Library of Munich, Germany, number 33510, Sep.
• Mirdala, Rajmund, 2011, "Financial Deepening and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 33609, Jun.
• Govori, Fadil, 2011, "Ndikimi i informacionit asimetrik në tregjet financiare
  [The Impact of Asymmetric Information in Financial Markets]," MPRA Paper, University Library of Munich, Germany, number 33831, May.
• Afego, Pyemo, 2011, "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper, University Library of Munich, Germany, number 33931, Mar, revised 16 May 2011.
• Klinedinst, Mark, 2011, "Going forward financially: credit unions as an alternative to commercial banks," MPRA Paper, University Library of Munich, Germany, number 33962, Oct.
• Petrushchak, Bohdan, 2011, "Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
  [The Calendar Effects and Anomalies on Ukrainian Stock Market: Theory and Empirical Evidence]," MPRA Paper, University Library of Munich, Germany, number 34948.
• Estrada, Fernando, 2011, "Financial crises, asymmetric information and argumentation," MPRA Paper, University Library of Munich, Germany, number 35080.
• Malliaris, A.G. & Malliaris, Mary, 2011, "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper, University Library of Munich, Germany, number 35266, Nov.
• Pfau, Wade Donald, 2011, "Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation," MPRA Paper, University Library of Munich, Germany, number 35329, Dec.
• Rompotis, Gerasimos G., 2011, "Testing weak-form efficiency of exchange traded funds market," MPRA Paper, University Library of Munich, Germany, number 36020, Jul.
• Aruga, Kentaka & Managi, Shunsuke, 2011, "Linkage among the U.S. Energy Futures Markets," MPRA Paper, University Library of Munich, Germany, number 36086, Oct.
• Aruga, Kentaka, 2011, "Linkages among the non-genetically modified soybean, conventional soybean, and corn futures markets in the Tokyo Grain Exchange," MPRA Paper, University Library of Munich, Germany, number 36101, Apr.
• Constantinescu, Radu, 2011, "Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-
  [Mainstream and keynesism: - two doctrines, two methods, same ideas -]," MPRA Paper, University Library of Munich, Germany, number 36128.
• Constantinescu, Radu, 2011, "Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-
  [Mainstream and keynesism: - two doctrines, two methods, same ideas -]," MPRA Paper, University Library of Munich, Germany, number 36130.
• Pacheco, Luís, 2011, "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper, University Library of Munich, Germany, number 36551, Dec.
• Dumitriu, Ramona & Stefanescu, Razvan, 2011, "Shocks on the Romanian foreign exchange market before and after the global crisis," MPRA Paper, University Library of Munich, Germany, number 36560, Jun, revised 09 Feb 2012.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Analysis of within – month effects on the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 36562, Aug, revised 09 Feb 2012.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Mirdala, Rajmund, 2011, "Financial Integration and Economic Growth in the European Transition Economies," MPRA Paper, University Library of Munich, Germany, number 36695, Oct.
• Sasikumar, Anoop, 2011, "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 37071, May.
• Rossi, Francesco, 2011, "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 38303, Jul, revised Nov 2011.
• Peresetsky, A. A., 2011, "What determines the behavior of the Russian stock market," MPRA Paper, University Library of Munich, Germany, number 41508.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Monthly seasonality in the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 41603, Apr, revised 08 Apr 2011.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2011, "Impact of the domestic and the US macroeconomic news on the Romanian stock market," MPRA Paper, University Library of Munich, Germany, number 41623, Sep, revised 08 Sep 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "The US macroeconomic news announcements and the within-month effects on the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 41626, Oct, revised 11 Oct 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Holiday effect on the Romanian stock market," MPRA Paper, University Library of Munich, Germany, number 41635, Sep, revised 08 Sep 2011.
• Panait, Iulian & Slavescu, Ecaterina Oana, 2011, "Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011," MPRA Paper, University Library of Munich, Germany, number 41786, Oct.
• Stefanescu, Razvan & Dumitriu, Ramona, 2011, "The SAD cycle for the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 41889, Sep, revised 09 Sep 2011.
• Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel, 2011, "The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 43658.
• Douch, Mohamed & Essaddam, Naceur, 2011, "Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms," MPRA Paper, University Library of Munich, Germany, number 46529, Jan, revised Mar 2013.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2011, "Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence," MPRA Paper, University Library of Munich, Germany, number 48517.
• Krishnankutty, Raveesh & Tiwari, Aviral Kumar, 2011, "Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test," MPRA Paper, University Library of Munich, Germany, number 48590, Sep, revised 20 Dec 2011.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011, "Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading," MPRA Paper, University Library of Munich, Germany, number 50791, Nov.
• Dergiades, Theologos, 2011, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," MPRA Paper, University Library of Munich, Germany, number 51128, Nov, revised 15 Nov 2011.
• Konchitchki, Yaniv, 2011, "Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices," MPRA Paper, University Library of Munich, Germany, number 52928, May.
• Silva, Pedro & Almeida, Liliana, 2011, "Weather and stock markets: empirical evidence from Portugal," MPRA Paper, University Library of Munich, Germany, number 54119, Dec.
• Reddy, K. Srinivasa, 2011, "The aftermarket pricing performance of initial public offers: Insights from India," MPRA Paper, University Library of Munich, Germany, number 62885, revised 2013.
• Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim, 2011, "Firm Reputation and Cost of Debt Capital," MPRA Paper, University Library of Munich, Germany, number 64965, Jun, revised 05 Jun 2015.
• Rangan Gupta & Mampho P. Modise, 2011, "Macroeconomic Variables and South African Stock Return Predictability," Working Papers, University of Pretoria, Department of Economics, number 201107, Mar.
• Michal Michalovský & Igor Paholok, 2011, "Portfolio Theory and Electricity Forward Markets," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2011, issue 1, pages 76-103, DOI: 10.18267/j.efaj.40.
• Svend Reuse & Martin Svoboda, 2011, "Empirical Test of the Efficiency of Currency Investments," Prague Economic Papers, Prague University of Economics and Business, volume 2011, issue 2, pages 99-119, DOI: 10.18267/j.pep.391.
• Luboš Komárek & Ivana Kubicová, 2011, "Možnosti identifikace bublin cen aktiv v české ekonomice
  [Methods of Identification Asset Price Bubbles In the Czech Economy]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 2, pages 164-183, DOI: 10.18267/j.polek.779.
• Pierre-Cyrille Hautcoeur, 2011, "Les marchés financiers : péril ou opportunité pour l’industrie ? Quelques enseignements d’un épisode oublié de l’histoire de la Bourse de Paris," Revue d'Économie Financière, Programme National Persée, volume 104, issue 4, pages 51-69, DOI: 10.3406/ecofi.2011.5895.
• Nathalie Oriol, 2011, "Investissement institutionnel et révision de la directive MIF," Revue d'Économie Financière, Programme National Persée, volume 104, issue 4, pages 217-235.
• Terenzio Cozzi, 2011, "La crisi della macroeconomia," Moneta e Credito, Economia civile, volume 64, issue 253, pages 31-44.
• Davide Avino & Emese Lazar & Simone Varotto, 2011, "Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-17, Jul.
• Hanno Lustig, 2011, "Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle," 2011 Meeting Papers, Society for Economic Dynamics, number 1443.
• Viral Acharya & Alberto Bisin, 2011, "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers, Society for Economic Dynamics, number 618.
• Pietro Veronesi & Lubos Pastor, 2011, "Uncertainty about Government Policy and Stock Prices," 2011 Meeting Papers, Society for Economic Dynamics, number 86.
• Xavier Vives & Giovanni Cespa, 2011, "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers, Society for Economic Dynamics, number 929.
• John García & Francesc Trillas, 2011, "Control corporativo y riqueza de los accionistas en el sector eléctrico europeo (2000-2007)," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 13, issue 25, pages 297-319, July-Dece.
• Iulian Panait, 2011, "Study of the Correlation between the Romanian Stock Market and S&P500 Index during 2007-2009," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 233-255, March.
• Delia-Elena Diaconasu & Alexandru Asavoaei, 2011, "The Role of Investment Funds in Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 39, pages 45-59, March.
• N. Apergis & E. Mamatzakis & C. Staikuras, 2011, "The Greek Sovereign Debt Crisis: Testing for Regime Changes," Working Paper series, Rimini Centre for Economic Analysis, number 16_11, Mar.
• Massimiliano Marzo & Paolo Zagaglia, 2011, "Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run," Working Paper series, Rimini Centre for Economic Analysis, number 20_11, Mar.
• Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2011, "Abnormal Returns of Soccer Teams: Reassessing the Informational Value of Betting Odds," Working Paper series, Rimini Centre for Economic Analysis, number 26_11, May, revised Aug 2013.
• Steven Pennings & Arief Ramayandi & Hsiao Chink Tang, 2011, "The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?," Working Papers on Regional Economic Integration, Asian Development Bank, number 72, Jan.
• Luis Pacheco, 2011, "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 22/2011, Dec.
• Stefan Thoenes, 2011, "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2011-6, Jul.
• Aristeidis Samitas & Ioannis Tsakalos, 2011, "Hedging Effectiveness in Energy Market during Economic Crisis : Better Way to Integration," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 463-476.
• Shahin Shojai & George Feiger, 2011, "Economists’ Hubris – The Case of Award Winning Finance Literature," Journal of Financial Transformation, Capco Institute, volume 31, pages 9-17.
• Antonios Antoniou & Philippe Arbour & Huainan Zhao, 2011, "Measuring the Economic Gains of Mergers and Acquisitions: Is it Time for a Change?," Journal of Financial Transformation, Capco Institute, volume 32, pages 159-168.
• Todea, Alexandru & Zoicas Ienciu, Adrian, 2011, "Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 175-192, March.
• Mansor, Ibrahim H., 2011, "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 79-89, December.
• Tak ISA, 2011, "Impacts and Losses Caused By the Fraudulent and Manipulated Financial Information on Economic Decisions," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 5, pages 929-939, December.
• Olteanu, Dan, 2011, "Rolul Supracreditarii în Criza Economica a Tarilor Europene," Studii Economice, Institutul National de Cercetari Economice (INCE), number 110910, Sep.
• D. Van Geyt & P. Van Cauwenberge & H. Vander Bauwhede, 2011, "The Impact of the Financial Crisis on Insider Trading Profitability in Belgium," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/739, Sep.
• Oleg Korenok & Bruce Mizrach & Stanislav Radchenko, 2011, "A Structural Approach To Information Shares," Departmental Working Papers, Rutgers University, Department of Economics, number 201130, Oct.
• 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.

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.
• 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.