Research classified by Journal of Economic Literature (JEL) codes

2009

• Lin, Chien-Ting & Ho, Chia-Cheng & Hsieh, Hisn-Jung, 2009, "Market Psychology and Aggregate Stock Returns: Evidence from Australian Consumer Sentiment," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 5, issue 01-2, pages 1-15, March, DOI: 10.22004/ag.econ.143218.
• Horia CRISTEA, 2009, "The financial information's vulnerability," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 32-36, May.
• Franklin Allen & Ana Babus & Elena Carletti, 2009, "Financial Crises: Theory and Evidence," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 97-116, November.
• Gabriel Martinez, 2009, "Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows," Working Papers, Ave Maria University, Department of Economics, number 0902, Aug.
• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010, "Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency," Working Papers, University of Heidelberg, Department of Economics, number 0497, Mar.
• Alicia Garcia-Herrero & Jacob Gyntelberg & Andrea Tesei, 2009, "The Asian crisis: what did local stock markets expect?," Working Papers, BBVA Bank, Economic Research Department, number 0902, Feb.
• Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2009, "Determinants of the Inter-Bank Interest Rate in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200941, Mar.
• Birol Yildiz & Soner Akkoç, 2009, "Predicting Bank Bankruptcies with Neuro Fuzzy Method," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 1, pages 9-36.
• José Manuel Campa & Ignacio Hernando, 2009, "Cash, access to credit, and value creation in M&As," Working Papers, Banco de España, number 0915, Jul.
• Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009, "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 47, Jul.
• Rangel José Gonzalo, 2009, "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers, Banco de México, number 2009-15, Dec.
• Lucas, Y., 2009, "The impact of the financial crisis on transfer systems," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 14, pages 39-45, Summer.
• Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael R King & Aviram Levy & Federico M Signoretti & Marco Taboga & Andrea Zaghini, 2009, "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48, ISBN: ARRAY(0x82414698), February.
• Hui Guo, 2009, "Data Revisions And Out‐Of‐Sample Stock Return Predictability," Economic Inquiry, Western Economic Association International, volume 47, issue 1, pages 81-97, January, DOI: 10.1111/j.1465-7295.2008.00169.x.
• André Betzer & Erik Theissen, 2009, "Insider Trading and Corporate Governance: The Case of Germany," European Financial Management, European Financial Management Association, volume 15, issue 2, pages 402-429, March, DOI: 10.1111/j.1468-036X.2007.00422.x.
• Michael R. King, 2009, "Prebid Run‐Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Financial Management, Financial Management Association International, volume 38, issue 4, pages 699-726, December, DOI: 10.1111/j.1755-053X.2009.01053.x.
• Asani Sarkar & Robert A. Schwartz, 2009, "Market Sidedness: Insights into Motives for Trade Initiation," Journal of Finance, American Finance Association, volume 64, issue 1, pages 375-423, February, DOI: 10.1111/j.1540-6261.2008.01437.x.
• Kenji Kutsuna & Janet Kiholm Smith & Richard L. Smith, 2009, "Public Information, IPO Price Formation, and Long‐Run Returns: Japanese Evidence," Journal of Finance, American Finance Association, volume 64, issue 1, pages 505-546, February, DOI: 10.1111/j.1540-6261.2008.01440.x.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2009, "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, volume 64, issue 3, pages 1187-1215, June, DOI: 10.1111/j.1540-6261.2009.01462.x.
• David Hirshleifer & Sonya Seongyeon Lim & Siew Hong Teoh, 2009, "Driven to Distraction: Extraneous Events and Underreaction to Earnings News," Journal of Finance, American Finance Association, volume 64, issue 5, pages 2289-2325, October, DOI: 10.1111/j.1540-6261.2009.01501.x.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009, "The Price Is (Almost) Right," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2739-2782, December, DOI: 10.1111/j.1540-6261.2009.01516.x.
• Joseph A. Clougherty & Tomaso Duso, 2009, "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," Journal of Management Studies, Wiley Blackwell, volume 46, issue 8, pages 1365-1395, December, DOI: 10.1111/j.1467-6486.2009.00852.x.
• Jianjun Sun & Nobuyoshi Yamori, 2009, "Regional Disparities And Investment–Cash Flow Sensitivity: Evidence From Chinese Listed Firms," Pacific Economic Review, Wiley Blackwell, volume 14, issue 5, pages 657-667, December, DOI: 10.1111/j.1468-0106.2009.00477.x.
• Günter Franke & Jan P. Krahnen, 2009, "Instabile Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, volume 10, issue 4, pages 335-366, November, DOI: 10.1111/j.1468-2516.2009.00313.x.
• Oscar A. Díaz Quevedo, 2009, "Determinantes del ratio de morosidad en el sistema financiero boliviano," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2009/01, Sep.
• Oscar A. Díaz Quevedo, 2009, "¿Cuán eficiente es la banca boliviana?: Una aproximación mediante fronteras estocásticas," Revista de Análisis del BCB, Banco Central de Bolivia, volume 11, issue 1, pages 45-76, December.
• Ioannis Asimakopoulos & Panayiotis Athanasoglou,, 2009, "Revisiting the Merger and Acquisition Performance of European Banks," Working Papers, Bank of Greece, number 100, Aug.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2009, "An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange," Working Papers, Bank of Greece, number 107, Dec.
• Jong-Ku Kang, 2009, "Herding in Financial Markets: Its Causes and Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 15, issue 4, pages 118-165, December.
• Numan Ulku, 2009, "Further Out-of-Sample Tests of Simple Technical Trading Rules," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 41, pages 25-44.
• Ekrem Tufan & Bahattin Hamarat, 2009, "Jinx Numbers Effect," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 41, pages 45-60.
• Berna Kirkulak & Çagnur Kaytmaz Balsari, 2009, "Inflation Accounting and Stock Returns: Evidence From Istanbul Stock Exchange (ISE)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 42, pages 19-34.
• Thomas Oberlechner & Carol Osler, 2009, "Overconfidence in Currency Markets," Working Papers, Brandeis University, Department of Economics and International Business School, number 02, Oct.
• Jairo Laser Procianoy & Rodrigo Verdi, 2009, "Bovespa New Markets Adoption - Novo Mercado, Nível 1 and Nível 2, Determinants and Consequences," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 1, pages 107-136.
• Bruno Ferreira Frascaroli & Luciano da Costa Silva & Osvaldo Cândido da Silva Filho, 2009, "Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 1, pages 73-106.
• Bruno Ribeiro Castro & Andrea Maria Accioly Fonseca Minardi, 2009, "Performance Comparison of Active and Passive Stock Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 143-161.
• Aline Barreto dos Santos & Fernanda Finotti Cordeiro Perobelli, 2009, "Market Reaction to the Approval of Stock Option Plans: an Event Study of Bovespa Listed Companies," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 163-195.
• Carlos Marcelo Lauretti & Eduardo Kazuo Kayo & Emerson Fernandes Marçal, 2009, "Market Overreaction to Intangible Information," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 215-236.
• Edmund Cannon & Ian Tonks, 2009, "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/610, Jul.
• Daniella Acker & Nigel W. Duck, 2009, "On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/611, Nov.
• Piotr Korczak & Kate Phylaktis, 2009, "Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/612, Oct.
• Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2009, "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/613, Oct.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009, "Private information, stock markets, and exchange rates," Working Papers, Monetary Policy Group, Bank of Thailand, number 2009-07, Jul.
• Katarína Kálovcová & Andreas Ortmann, 2009, "Understanding the Plott-Wit-Yang Paradox," Journal of Prediction Markets, University of Buckingham Press, volume 3, issue 3, pages 33-44, December.
• David B. Audretsch & Prashanth Mahagaonkar & Werner Bönte, 2009, "Financial Signaling by Innovative Nascent Entrepreneurs," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp09001, Jan.
• Park, A. & Sgroi, D., 2009, "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0938, Oct.
• Park, A. & Sabourian, H., 2009, "Herding and Contrarian Behaviour in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0939, Oct.
• Park, A. & Sgroi, D., 2009, "Herding, Contrarianism and Delay in Financial Market Trading," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0941, Oct.
• Jezek, M., 2009, "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0951, Dec.
• Beat Hintermann, 2009, "Allowance Price Drivers in the First Phase of the EU ETS," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 09-63, May.
• Beat Hintermann, 2009, "An Options Pricing Approach for CO2 Allowances in the EU ETS," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 09-64, Jun.
• Katarina Kalovcova & Andreas Ortmann, 2009, "Understanding the Plott-Wit-Yang Paradox," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp397, Nov.
• Jerome L. Stein, 2009, "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series, CESifo, number 2539.
• Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009, "Exchange Rate Forecasters' Performance: Evidence of Skill?," CESifo Working Paper Series, CESifo, number 2615.
• Hans Degryse & Frank de Jong & Jérémie Lefebvre, 2009, "An Empirical Analysis of Legal Insider Trading in the Netherlands," CESifo Working Paper Series, CESifo, number 2687.
• Giovanni Cespa & Xavier Vives, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series, CESifo, number 2839.
• Xavier Vives, 2009, "Strategic Supply Function Competition with Private Information," CESifo Working Paper Series, CESifo, number 2856.
• Isabel Maria Pereira Viegas Vieira, 2009, "Contagion Effects of the Subprime Crisis in the European NYSE-Euronext Markets," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_01.
• Anna Obizhaeva, 2009, "Portfolio Transitions and Stock Price Dynamics," Working Papers, Center for Economic and Financial Research (CEFIR), number w0224, Mar.
• Erwan MORELLEC & Norman SCHURHOFF, 2009, "Dynamic Investment and Financing under Asymmetric Information," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-09, Mar.
• Ramazan GENCA & Rajna GIBSON & Yi XUE, 2009, "The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-11, Feb.
• Amelie Charles & Olivier Darne, 2009, "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
• Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2009, "Long-run Performance Following Cross-Listing: A Re-examination," CIRANO Working Papers, CIRANO, number 2007s-25, Apr.
• Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2009, "The Value of Capital Market Regulation: IPOs versus Reverse Mergers," CIRANO Working Papers, CIRANO, number 2009s-06, Apr.
• Dan Bernhardt & Ryan J. Davies, 2009, "Smart fund managers? Stupid money?," Canadian Journal of Economics, Canadian Economics Association, volume 42, issue 2, pages 719-748, May, DOI: 10.1111/j.1540-5982.2009.01525.x.
• Joao A. Bastos & Jorge Caiado, 2009, "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0904, Sep.
• . Mariana Conte Grand, 2009, "Cuantificación de la reputación ambiental: una revisión de la literatura," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Diego Alonso Agudelo Rueda & A. Marcela �lvarez L. & Yesica T. Osorno M., 2009, "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10655, Jun.
• Julio César Alonso & Juan Carlos García, 2009, "¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?," Estudios Gerenciales, Universidad Icesi.
• Julio Cesar Alonso & Juan Carlos Garcia, 2009, "¿Que tan buenos son los patrones del IGBC para predecir su comportamiento?: una aplicación de datos de alta frecuencia," Borradores de Economía y Finanzas, Universidad Icesi, number 5243, Jan.
• Alejandro Rodríguez Restrepo, 2009, "Análisis de la volatibilidad del IGBC en época de crisis (2005-2006)," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Andrés Acuna & Cristián Pinto, 2009, "Eficiencia del mercado accionario chileno: un enfoque dinámico usando tests de volatilidad," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• John Jairo García, 2009, "Los estudios de acontecimiento y la importancia de la metodología de estimación," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Sebastián Nieto-Parra, 2009, "Who Saw Sovereign Debt Crises Coming?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2009, pages 125-169.
• Ignacio Velez-Pareja, 2009, "El mercado de acciones en Colombia: 1930-1998," Proyecciones Financieras y Valoración, Master Consultores, number 5517, May.
• Gehrig, Thomas & Menkhoff, Lukas & Lütje, Torben, 2009, "Bonus Payments and Fund Managers? Behaviour: Trans-Atlantic Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7118, Jan.
• Audretsch, David & Bönte, Werner & Mahagaonkar, Prashanth, 2009, "Financial Signalling by Innovative Nascent Entrepreneurs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7165, Feb.
• Ljungqvist, Alexander & Kelly, Bryan, 2009, "Testing Asymmetric-Information Asset Pricing Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7180, Feb.
• Thesmar, David & Hombert, Johan, 2009, "Limits of Limits of Arbitrage: Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7212, Mar.
• Gabaix, Xavier & Verdelhan, Adrien & Rancière, Romain & Farhi, Emmanuel & Fraiberger, Samuel P., 2009, "Crash Risk in Currency Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7322, Jun.
• Flandreau, Marc & Flores, Juan & Gaillard, Norbert & Nieto-Parra, Sebastian, 2009, "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7347, Jun.
• Hau, Harald, 2009, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7348, Jun.
• Huizinga, Harry & Laeven, Luc, 2009, "Accounting discretion of banks during a financial crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7381, Jul.
• Marcet, Albert & Adam, Klaus, 2009, "Internal Rationality and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7498, Oct.
• Vives, Xavier & Cespa, Giovanni, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7506, Oct.
• Pagano, Marco & Beber, Alessandro, 2009, "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7557, Nov.
• Taylor, Alan M. & Jordà , Ã’scar, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7568, Nov.
• Albuquerque, Rui, 2009, "Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7573, Nov.
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009, "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0609, Oct.
• Martin T. Bohl & Michael Schuppli & Pierre L. Siklos, 2009, "Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0709, Oct.
• Martin T. Bohl & Christian A. Salm, 2009, "The Other January Effect: International Evidence," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0809, Apr.
• Michael Schuppli & Martin T. Bohl, 2009, "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0909, Oct.
• Mayordomo, Sergio & Peña, Juan Ignacio & Romo, Juan, 2009, "Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb096303, Sep.
• Cartea, Álvaro & Karyampas, Dimitrios, 2009, "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb097508, Dec.
• Cartea, Álvaro & Karyampas, Dimitrios, 2009, "Volatility and covariation of financial assets: a high-frequency analysis," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb097609, Dec.
• Portilla, Yolanda, 2009, "Two-sided career concern and financial equilibrium," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we091207, Mar.
• Chanwoo Noh & Sungsub Choi, 2009, "Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 351-365, November.
• Maynard, Alex & Shimotsu, Katsumi, 2009, "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 63-116, February.
• Xavier Vives, 2009, "Strategic Supply Function Competition with Private Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1736, Oct.
• Claudia Nicoleta BORSAN, 2009, "Investor’s Perception of Value Creation in Environmental Strategies: The Impact of Past Environmental Performance on Future Stock Market Returns," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 189-198.
• Taher Hamza, 2009, "La performance à court et à long terme de l'acquéreur:l'impact de la détention d'une position de contrôle," Revue Finance Contrôle Stratégie, revues.org, volume 12, issue 1, pages 33-65, March.
• Konstantinos Drakos, 2009, "Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 16.
• Thorsten Klug & Hermann Locarek-Junge & Max Mihm, 2009, "Rationale Marktübertreibungen im Zusammenhang der aktuellen Finanzmarktkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 25-39, DOI: 10.3790/vjh.78.1.25.
• Achim Tiffe, 2009, "Verbraucherpolitik im Bereich der Finanzdienstleistungen muss mehr sein als Bereitstellung von Information," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 3, pages 110-124, DOI: 10.3790/vjh.78.3.110.
• Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2009, "Evaluating Greek Equity Funds Using Data Envelopment Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 906.
• Gannon, Gerard L., 2009, "Dispersion of information or market behaviour: general public trading in S&P500 Index futures," Working Papers, Deakin University, Department of Economics, number aef_2009_01, Jan.
• Michael T. Chng & Gerard L. Gannon, 2009, "The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects," Working Papers, Deakin University, Department of Economics, number 2009_02, Aug.
• Narayan, Paresh Kumar, 2009, "Has the structural break slowed down growth rates of stock markets?," Working Papers, Deakin University, Department of Economics, number eco_2009_07, Jan, DOI: 10.1016/j.econmod.2012.10.001.
• Aymen Belgacem, 2009, "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-16.
• Alain Abou & Georges Prat, 2009, "The dynamics of U.S. equity risk premia: lessons from professionals'view," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-25.
• Georges Prat & Remzi Uctum, 2009, "Modelling oil price expectations: evidence from survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-28.
• Taoufik Bouraoui, 2009, "The impact of stock spams on volatility," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-30.
• Hélène Raymond, 2009, "The effect of Sovereign Wealth Funds’ investments on stock markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-38.
• Christoph Weber, 2009, "Efficiency versus Robustness of Markets - Why improving market efficiency should not be the only objective of market regulation," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 0901, May, revised May 2009.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-73.
• SHANMUGAM, K.R. & MISRA, Biswa Swarup, 2009, "Stock Returns-Inflation Relation In India, 1980-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Michailidis, G., 2009, "Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Saffi, Pedro A.C. & Sturgess, Jason, 2009, "Equity lending markets and ownership structure," IESE Research Papers, IESE Business School, number D/836, Nov.
• Vives, Xavier, 2009, "Asset auctions, information and liquidity," IESE Research Papers, IESE Business School, number D/837, Dec.
• Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard, 2009, "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp09-011, Apr.
• Stulz, Rene M., 2009, "Credit Default Swaps and the Credit Crisis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-16, Sep.
• Chabi-Yo, Fousseni, 2009, "Expected Returns and Volatility of Fama-French Factors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-17, Sep.
• Chabi-Yo, Fousseni & Yang, Jun, 2009, "Default Risk, Idiosyncratic Coskewness and Equity Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-18, Oct.
• Kaplan, Steven N. & Moskowitz, Tobias J. & Sensoy, Berk A., 2009, "The Effects of Stock Lending on Security Prices: An Experiment," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-20, Jul.
• Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-5, Apr.
• Loh, Roger K. & Stulz, Rene M., 2009, "When Are Analyst Recommendation Changes Influential?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-7, May.
• MacDonald, Ronald & Menkhoff, Lukas & Rebitzky, Rafael R., 2009, "Exchange rate forecasters’ performance: evidence of skill?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-10.
• Cerrato, Mario & Abbasyan, Abdollah, 2009, "Optimal Martingales and American Option Pricing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-38.
• Laux, Christian & Leuz, Christian, 2009, "The crisis of fair-value accounting: Making sense of the recent debate," Accounting, Organizations and Society, Elsevier, volume 34, issue 6-7, pages 826-834, August.
• Fischer, Andreas M. & Isakova, Gulzina & Termechikov, Ulanbek, 2009, "Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners' views," Journal of Asian Economics, Elsevier, volume 20, issue 2, pages 98-109, March.
• Salvatore Zecchini & Marco Ventura, 2009, "The impact of public guarantees on credit to SMEs," Small Business Economics, Springer, volume 32, issue 2, pages 191-206, February, DOI: 10.1007/s11187-007-9077-7.
• Fazakas, Gergely & Juhász, Péter, 2009, "Alacsonyabb kockázat - nagyobb osztalék?. A részvénykockázat és az osztalékfizetési hányad kapcsolatának vizsgálata a Budapesti Értéktőzsdén (1997-2007)
  [Lower risks - higher dividends?. Examining the relation of beta to dividend proportion on the," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 322-342.
• Fei Jiang & Lawrence Leger, 2009, "The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_04, Feb, revised Feb 2009.
• Gregory James & Michail Karoglou, 2009, "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_11, Sep, revised Sep 2009.
• John Jairo García, 2009, "Event studies and the importance of the estimation methodology," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 70, pages 223-235.
• Andrés Acuña & Cristián Pinto, 2009, "Efficiency of the Chilean stock market: A dynamic approach using volatility tests," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 70, pages 39-61.
• Werner Kristjanpoller Rodríguez, 2009, "An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 71, pages 189-208.
• Tomas Ramanauskas, 2009, "Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 3, Mar.
• Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas, 2009, "Building an Artificial Stock Market Populated by Reinforcement-Learning Agents," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 6, Sep.
• Jamshed Y. Uppal, 2009, "The Role of Satellite Stock Exchanges: A Case Study of the Lahore Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 14, issue 2, pages 1-47, Jul-Dec.
• Jaron, Martin, 2009, "Noise Trading in Stamm- und Vorzugsaktien," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 10218, Mar.
• Elsas, Ralf & Sabine, Mielert, 2009, "Do S&P's Corporate Ratings Reflect Credit Shocks?," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 10979, Aug.
• Jaron, Martin, 2009, "Neue Erkenntnisse zur Stimmrechtsprämie in Deutschland," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 11264, Dec.
• Thi Hong Van Hoang, 2009, "Efficience informationnelle des marchés de l'or à Paris et à Londres, 1948-2008 : une vérification économétrique de la forme faible," Working Papers, Laboratoire Orléanais de Gestion - université d'Orléans, number 2009-1.
• Abul Shamsuddin & Jae H Kim, 2009, "Short-Horizon Return Predictability in International Equity Markets," Working Papers, School of Economics, La Trobe University, number 2009.01.
• Georges Dionne, 2009, "Structured Finance, Risk Management, and the Recent Financial Crisis," Cahiers de recherche, CIRPEE, number 0944.
• Bernd Hayo & Matthias Neuenkirch, 2009, "Domestic or U.S. News: What Drives Canadian Financial Markets?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200908.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009, "Federal Reserve Communications and Emerging Equity Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200923.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009, "The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200927.
• Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk, 2009, "European Put-Call Parity and the Early Exercise Premium for American Currency Options," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 39-54, March-Jun.
• Isaac T. Tabner, 2009, "Benchmark Concentration: Capitalization Weights Versus Equal Weights in the FTSE 100 Index," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 209-228, September.
• David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis, 2009, "Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach," Working Papers, University of Miami, Department of Economics, number 0905, Feb.
• Klára Pintér & György Pulai, 2009, "Measuring interest rate expectations from market yields: topical issues," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 2, pages 34-42, July.
• Lóránt Varga, 2009, "Hungarian sovereign credit risk premium in international comparison during the financial crisis," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 2, pages 43-52, July.
• Csaba Balogh & Gergely Kóczán, 2009, "Secondary market trading infrastructure of government securities," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/74.
• Lóránt Varga, 2009, "The information content of Hungarian sovereign CDS spreads," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/78.
• Anikó Turján, 2009, "Postal payment services in Hungary," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/83.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/3.
• Silvia Muzzioli, 2009, "The skew pattern of implied volatility in the DAX index options market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0617, Jul.
• Silvia Muzzioli, 2009, "The skew pattern of implied volatility in the DAX index options 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 0020, Dec.
• Cong Ji, 2009, "Chinese Informal Financial Systems and Economic Growth --A Case Study of China's Small and Medium Enterprises," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 5, issue 1, pages 63-88, October.
• Paiardini, Paola, 2009, "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp09053, Sep.
• Russell Smyth & Ingrid Nielsen & Qingguo Zhai, 2009, "Personal Well-Being In Urban China," Development Research Unit Working Paper Series, Monash University, Department of Economics, number 01-09, Feb.
• Russell Smyth & Ingrid Nielsen & Qingguo Zhai, 2009, "Subjective Well-Being Of China'S Off-Farm Migrants," Development Research Unit Working Paper Series, Monash University, Department of Economics, number 02-09, Feb.
• Ingrid Nielsen & Olga Paritski & Russell Smyth, 2009, "Subjective Well-Being Of Beijing Taxi Drivers," Development Research Unit Working Paper Series, Monash University, Department of Economics, number 03-09, Mar.
• Fares Triki, 2009, "Leverage Bubbles," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09039, May.
• Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009, "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09054, Aug.
• Mokhtar Darmoul & Mokhtar Kouki, 2009, "Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09070, Aug.
• Mokhtar Darmoul & Mokhtar Kouki, 2009, "Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09071, Aug.
• Krzysztof Jackowicz, 2009, "Determinants of winning and losing persistence in the Polish banking sector," Bank i Kredyt, Narodowy Bank Polski, volume 40, issue 3, pages 5-23.