Research classified by Journal of Economic Literature (JEL) codes

2010

• 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.
• Boppana Nagarjuna & Varadi Vijay Kumar, 2010, "Heat waves or Meteor showers: Empirical evidence from the stock markets," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 53, issue 2, pages 57-74.
• Jian Zhang & Lee W. Sanning & Sherrill Shaffer, 2010, "Market Efficiency Test in the VIX Futures Market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-08, Feb.
• Dirk G. Baur, 2010, "Financial Contagion and the Real Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-16, May.
• Milenko Popovi?, 2010, "Nepotpuno tržište i nerazvijenost doma?e ekonomije: Slu?aj Crne gore," Ekonomija Economics, Rifin d.o.o., volume 17, issue 1, pages 215-244.
• Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2010, "The vote is cast: the effect of corporate governance on shareholder value," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119079, Dec.
• Dasgupta, Amil & Prat, Andrea & Verardo, Michela, 2010, "Institutional trade persistence and long-term equity returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119080, Nov.
• Dasgupta, Amil & Prat, Andrea & Verardo, Michela, 2010, "The price impact of institutional herding," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119088, Dec.
• 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(0x97179f38), May.
• Lorne N. Switzer & Haibo Fan, 2010, "Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment," International Econometric Review (IER), Economic Research Association, volume 2, issue 1, pages 11-35, April.
• 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?
  [Incitations perverses, résultats non durables. Le rôle des politiques salariales et fiscales dans la crise financière]," Post-Print, HAL, number hal-03712714, Apr, DOI: 10.3917/rpve.491.0059.
• 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," KRTK-KTI 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.
• 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.
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• 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.
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• 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.
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• 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.
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• Robin Greenwood & Samuel Hanson, 2010, "Characteristic Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15948, Apr.
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• 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.
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• 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.
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