Research classified by Journal of Economic Literature (JEL) codes

2011

• Rajgopal, Shiva & Venkatachalam, Mohan, 2011, "Financial reporting quality and idiosyncratic return volatility," Journal of Accounting and Economics, Elsevier, volume 51, issue 1, pages 1-20, DOI: 10.1016/j.jacceco.2010.06.001.
• Berger, Philip G., 2011, "Challenges and opportunities in disclosure research—A discussion of ‘the financial reporting environment: Review of the recent literature’," Journal of Accounting and Economics, Elsevier, volume 51, issue 1, pages 204-218, DOI: 10.1016/j.jacceco.2011.01.001.
• Kross, William J. & Ro, Byung T. & Suk, Inho, 2011, "Consistency in meeting or beating earnings expectations and management earnings forecasts," Journal of Accounting and Economics, Elsevier, volume 51, issue 1, pages 37-57, DOI: 10.1016/j.jacceco.2010.06.004.
• Ng, Jeffrey, 2011, "The effect of information quality on liquidity risk," Journal of Accounting and Economics, Elsevier, volume 52, issue 2, pages 126-143, DOI: 10.1016/j.jacceco.2011.03.004.
• Sadka, Ronnie, 2011, "Liquidity risk and accounting information," Journal of Accounting and Economics, Elsevier, volume 52, issue 2, pages 144-152, DOI: 10.1016/j.jacceco.2011.08.007.
• Hong, Gwangheon & Lee, Bong Soo, 2011, "The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 273-287, DOI: 10.1016/j.japwor.2011.10.002.
• Hautsch, Nikolaus & Hess, Dieter & Veredas, David, 2011, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," Journal of Banking & Finance, Elsevier, volume 35, issue 10, pages 2733-2746, October.
• Cartea, Álvaro & Karyampas, Dimitrios, 2011, "Volatility and covariation of financial assets: A high-frequency analysis," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3319-3334, DOI: 10.1016/j.jbankfin.2011.05.012.
• Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros, 2011, "Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3335-3350, DOI: 10.1016/j.jbankfin.2011.05.014.
• Dai, Na, 2011, "Monitoring via staging: Evidence from Private investments in public equity," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3417-3431, DOI: 10.1016/j.jbankfin.2011.05.022.
• Fricke, Christoph & Menkhoff, Lukas, 2011, "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1057-1072, May.
• Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2011, "The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1239-1249, May.
• Rangel, José Gonzalo, 2011, "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1263-1276, May.
• Chow, Gregory C. & Liu, Changjiang & Niu, Linlin, 2011, "Co-movements of Shanghai and New York stock prices by time-varying regressions," Journal of Comparative Economics, Elsevier, volume 39, issue 4, pages 577-583, DOI: 10.1016/j.jce.2011.06.001.
• Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011, "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, volume 77, issue 2, pages 124-146, February.
• Aldashev, Gani & Carletti, Timoteo & Righi, Simone, 2011, "Follies subdued: Informational efficiency under adaptive expectations and confirmatory bias," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 1, pages 110-121, DOI: 10.1016/j.jebo.2011.03.001.
• Harras, Georges & Sornette, Didier, 2011, "How to grow a bubble: A model of myopic adapting agents," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 1, pages 137-152, DOI: 10.1016/j.jebo.2011.03.003.
• Kirchler, Michael & Huber, Jürgen & Kleinlercher, Daniel, 2011, "Market microstructure matters when imposing a Tobin tax—Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 3, pages 586-602, DOI: 10.1016/j.jebo.2011.06.001.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, DOI: 10.1016/j.jeconbus.2010.09.001.
• Liu, Shinhua, 2011, "The price effects of index additions: A new explanation," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 152-165, March.
• Adam, Klaus & Marcet, Albert, 2011, "Internal rationality, imperfect market knowledge and asset prices," Journal of Economic Theory, Elsevier, volume 146, issue 3, pages 1224-1252, May.
• Ozsoylev, Han N. & Walden, Johan, 2011, "Asset pricing in large information networks," Journal of Economic Theory, Elsevier, volume 146, issue 6, pages 2252-2280, DOI: 10.1016/j.jet.2011.10.003.
• Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011, "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, volume 101, issue 3, pages 574-595, September.
• Liu, Xuewen & Mello, Antonio S., 2011, "The fragile capital structure of hedge funds and the limits to arbitrage," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 491-506, DOI: 10.1016/j.jfineco.2011.06.005.
• Lin, Chen & Officer, Micah S. & Zou, Hong, 2011, "Directors' and officers' liability insurance and acquisition outcomes," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 507-525, DOI: 10.1016/j.jfineco.2011.08.004.
• Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011, "Analysis of the intraday effects of economic releases on the currency market," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 692-707, June.
• Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011, "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, volume 30, issue 8, pages 1696-1718, DOI: 10.1016/j.jimonfin.2011.08.004.
• Ferguson, Andrew & Scott, Tom, 2011, "Market reactions to Australian boutique resource investor presentations," Resources Policy, Elsevier, volume 36, issue 4, pages 330-338, DOI: 10.1016/j.resourpol.2011.07.004.
• Aruga, Kentaka & Managi, Shunsuke, 2011, "Testing the international linkage in the platinum-group metal futures markets," Resources Policy, Elsevier, volume 36, issue 4, pages 339-345, DOI: 10.1016/j.resourpol.2011.09.003.
• Anderson, Robert M., 2011, "Time-varying risk premia," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 253-259, DOI: 10.1016/j.jmateco.2010.12.010.
• Manzano, Carolina & Vives, Xavier, 2011, "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 346-369, DOI: 10.1016/j.jmateco.2010.12.011.
• Dutta, Shantanu & MacAulay, Kenneth & Saadi, Samir, 2011, "CEO power, M&A decisions, and market reactions," Journal of Multinational Financial Management, Elsevier, volume 21, issue 5, pages 257-278, DOI: 10.1016/j.mulfin.2011.07.003.
• Kollias, Christos & Manou, Efthalia & Papadamou, Stephanos & Stagiannis, Apostolos, 2011, "Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market," European Journal of Political Economy, Elsevier, volume 27, issue S1, pages 64-77, DOI: 10.1016/j.ejpoleco.2011.05.002.
• Prat, Georges & Uctum, Remzi, 2011, "Modelling oil price expectations: Evidence from survey data," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 3, pages 236-247, June.
• Khan, Salman & Batteau, Pierre, 2011, "Should the government directly intervene in stock market during a crisis?," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 350-359, DOI: 10.1016/j.qref.2011.07.003.
• Dimpfl, Thomas, 2011, "The impact of US news on the German stock market—An event study analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 389-398, DOI: 10.1016/j.qref.2011.07.005.
• Chen, Li-Hsueh & Hammoudeh, Shawkat & Yuan, Yuan, 2011, "Asymmetric convergence in US financial credit default swap sector index markets," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 408-418, DOI: 10.1016/j.qref.2011.06.001.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011, "How Prediction Markets can Save Event Studies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-07, Apr.
• Igor P. Rivera & Enzo D'Antonio di Vito & Andrés Fundia, 2011, "Valuación de Swaptions Bermuda basada en el modelo LIBOR adaptado a vectores frontera," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 5, issue 1, pages 77-92.
• Fausto Humberto Membrillo Hernández & Marco Antonio Ruiz Olvera, 2011, "Valuación de mercado del seguro de desempleo," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 6, issue 2, pages 34-65.
• Cohen, Lauren & Lou, Dong, 2011, "Complicated firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119066, Jun.
• Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy, 2011, "Trading frenzies and their impact on real investment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119077, Feb.
• Adam, Klaus & Marcet, Albert, 2011, "Internal rationality, imperfect market knowledge and asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121722, Aug.
• Breinlich, Holger, 2011, "Heterogeneous firm-level responses to trade liberalisation: a test using stock price reactions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121748, Nov.
• Christodoulaki, Olga & Cho, Haeran & Fryzlewicz, Piotr, 2011, "A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 38378, Sep.
• Walter Gonçalves Junior & William Eid Junior, 2011, "Surpresas com relação à política monetária e o mercado de capitais," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 3, pages 435-454, July.
• Gerard Caprio, 2011, "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, Edward Elgar Publishing, chapter 14, in: Sylvester Eijffinger & Donato Masciandaro, "Handbook of Central Banking, Financial Regulation and Supervision".
• Jara Bertin, Mauricio & López Iturriaga, Félix J., 2011, "La calidad e importancia de las utilidades contables para las empresas cotizadas en los mercados de capitales chilenos," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 311, pages 643-674, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Jin‐hui Luo & Di‐fang Wan & Yang Yang & Guang Yang, 2011, "The effect of differentiated margin on futures market investors' behavior and structure," China Finance Review International, Emerald Group Publishing Limited, volume 1, issue 2, pages 133-151, January, DOI: 10.1108/20441391111100723.
• Haifeng You & Xiao‐Jun Zhang, 2011, "Limited attention and stock price drift following earnings announcements and 10‐K filings," China Finance Review International, Emerald Group Publishing Limited, volume 1, issue 4, pages 358-387, September, DOI: 10.1108/20441391111167487.
• Yun Wang & Renhai Hua & Zongcheng Zhang, 2011, "The investor behavior and futures market volatility," China Finance Review International, Emerald Group Publishing Limited, volume 1, issue 4, pages 388-407, September, DOI: 10.1108/20441391111167496.
• Karyn L. Neuhauser & Wallace N. Davidson & John L. Glascock, 2011, "An analysis of failed takeover attempts and merger cancellations," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 7, issue 4, pages 347-376, September, DOI: 10.1108/17439131111166375.
• Sabur Mollah, 2011, "Do emerging market firms follow different dividend policies?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 28, issue 2, pages 118-135, June, DOI: 10.1108/10867371111137120.
• Christos Alexakis, 2011, "Financial Crisis, Ownership Effect and Investors Sentiment: Empirical Evidence from the Banking Sector in Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-18.
• Lubos Komarek & Ivana Kubicová, 2011, "The Classification and Identification of Asset Price Bubbles," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 1, pages 34-48, January.
• Ayesha Afzal & Nawazish Mirza, 2011, "Size and Value Premium in International Portfolios: Evidence from 15 European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 2, pages 173-190, June.
• Jan Hanousek & František Kopøiva, 2011, "Detecting Information-Driven Trading in a Dealers Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 204-229, July.
• Numan Ülkü, 2011, "Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 3, pages 277-304, July.
• Kenneth Högholm1, Johan Knif, Seppo Pynnönen, 2011, "Fund Performance Robustness An Evaluation Using European Large-Cap Equity Funds," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 1-26, October.
• Karen K. Lewis, 2011, "Global asset pricing," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 88.
• Jianfeng Yu, 2011, "A sentiment-based explanation of the forward premium puzzle," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 90.
• Xin Huang & Hao Zhou & Haibin Zhu, 2011, "Systemic risk contributions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-08.
• Christopher J. Neely & Paul A. Weller, 2011, "Lessons from the evolution of foreign exchange trading strategies," Working Papers, Federal Reserve Bank of St. Louis, number 2011-021, DOI: 10.20955/wp.2011.021.
• Maria Kasch & Asani Sarkar, 2011, "Is there an S&P 500 index effect?," Staff Reports, Federal Reserve Bank of New York, number 484.
• Menno Middeldorp, 2011, "FOMC communication policy and the accuracy of Fed Funds futures," Staff Reports, Federal Reserve Bank of New York, number 491.
• Menno Middeldorp, 2011, "Central bank transparency, the accuracy of professional forecasts, and interest rate volatility," Staff Reports, Federal Reserve Bank of New York, number 496.
• Itay Goldstein & Emre Ozdenoren & Kathy Yuan, 2011, "Trading Frenzies and their Impact on Real Investment," FMG Discussion Papers, Financial Markets Group, number dp670, Feb.
• Leonardo Becchetti & Rocco Ciciretti, 2011, "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers'Event," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 70, issue 2, pages 3-58, July.
• Ana Rita Gonzaga & Helder Sebastião, 2012, "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-02, Jan.
• Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2011, "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 7275, Nov.
• Guidi, Francesco & Gupta, Rakesh, 2011, "Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 7278.
• Francesco Guidi & Rakesh Gupta, 2011, "Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201113.
• Wassim Daher & Fida Karam & Leonard J. Mirman, 2011, "Insider Trading with Different Market Structures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639657, Aug.
• Wassim Daher & Fida Karam, 2011, "Insider Trading in a Two-Tier real market structure model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00653971, Oct.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577854.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577859, Jun.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577862, Mar.
• Thierry Foucault & Laurent Fresard, 2011, "Cross listing investment sensitivity to stock price and the learning hypothetis," Post-Print, HAL, number hal-00577866, Mar.
• Thierry Foucault & David Sraer & David Thesmar, 2011, "Individual Investors and Volatility," Post-Print, HAL, number hal-00630297, Aug, DOI: 10.1111/j.1540-6261.2011.01668.x.
• Christophe Spaenjers & Luc Renneboog, 2011, "The Dutch Grey Market," Post-Print, HAL, number hal-00630379, Mar, DOI: 10.1007/s10645-010-9154-1.
• Nadia Loukil & Ouidad Yousfi, 2011, "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Post-Print, HAL, number hal-00813921, DOI: 10.1108/20421161211196111.
• Abdourahmane Diaw, 2011, "The effect of mergers and acquisitions on shareholder wealth: the case of European banks
  [L'effet des fusions et acquisitions sur la richesse des actionnaires: le cas des banques européennes]," Post-Print, HAL, number hal-01184673, May.
• Jean Cordier & Alexandre Gohin, 2011, "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Post-Print, HAL, number hal-01462701, Dec.
• Christophe J. Godlewski & Zuzana Fungáčová & Laurent Weill, 2011, "Stock Market Reaction to Debt Financing Arrangements in Russia," Post-Print, HAL, number hal-03047770, Dec, DOI: 10.1057/ces.2011.19.
• Nathalie Oriol, 2011, "Investissement institutionnel et révision de la directive MIF," Post-Print, HAL, number hal-05506345, Dec, DOI: 10.3917/ecofi.104.0217.
• Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011, "Testing the martingale difference hypothesis in CO2 emission allowances," Post-Print, HAL, number halshs-00600724, DOI: 10.1016/j.econmod.2010.10.003.
• Wassim Daher & Fida Karam & Leonard J. Mirman, 2011, "Insider Trading with Different Market Structures," Post-Print, HAL, number halshs-00639657, Aug.
• Wassim Daher & Fida Karam, 2011, "Insider Trading in a Two-Tier real market structure model," Post-Print, HAL, number halshs-00653971, Oct.
• Isabelle Huault & Hélène Rainelli-Weiss, 2011, "Transforming financial OTC Markets. Struggles around categories," Post-Print, HAL, number halshs-00671812.
• 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," Post-Print, HAL, number halshs-00846974.
• 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," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00846974.
• Thierry Foucault & Giovanni Cespa, 2011, "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers, HAL, number hal-00580153, Mar.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2011, "Does anonymity matter in electronic limit order markets ?," Working Papers, HAL, number hal-00592031, May.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2011, "Limit Order Book as a Market for Liquidity," Working Papers, HAL, number hal-00597190, May.
• Thierry Foucault & Marianne Demarchi, 2011, "Equity Trading Systems in Europe - A Survey of Recent Changes," Working Papers, HAL, number hal-00599910, Jun.
• Thierry Foucault & Ailsa Roell & Patrik Sandas, 2011, "Imperfect Market Monitoring and SOES Trading," Working Papers, HAL, number hal-00607040, Jul.
• Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz, 2011, "A Reflection of History: Fluctuations in Greek Sovereign Risk between 1914 and 1929," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 50, Sep.
• Becchetti, Leonardo & Ciciretti, Rocco, 2011, "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers' Event," Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform, number 2011/3, Aug.
• Soultanaeva, Albina, 2011, "Back on the Map - Essays on Financial Markets in the Baltic States," Umeå Economic Studies, Umeå University, Department of Economics, number 820, Jan.
• Song Han & Hao Zhou, 2011, "Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Working Papers, Hong Kong Institute for Monetary Research, number 022011, Jan.
• Martin T. Bohl & Badye Essid & Pierre L. Siklos, 2011, "Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan," Working Papers, Hong Kong Institute for Monetary Research, number 112011, Apr.
• Avery, Christopher N. & Chevalier, Judith & Zeckhauser, Richard Jay, 2011, "The "CAPS" Prediction System and Stock Market Returns," Scholarly Articles, Harvard Kennedy School of Government, number 5098427.
• Karen C. Castro-González,, 2011, "Do Changes In Pension Plan Accounting Standards Result In Better Market Valuation?," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 1, pages 71-80.
• Rogelio J. Cardona, 2011, "Revisiting The Relationship Between Option Expensing And Stock Returns," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 2, pages 1-16.
• Luciana Spica Almilia, 2011, "Value Relevance Of Accounting Information Using An Error Correction Model," Accounting & Taxation, The Institute for Business and Finance Research, volume 3, issue 2, pages 119-131.
• John Shon, 2011, "Economic Sanctions And The Source Country: How Economic Sanctions Imposed On China Affect The U.S," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 5, pages 1-9.
• Li-Hua, Lin & Szu-Hsien Lin & Ya-Chiu Angela Liu, 2011, "Stock Repurchase Announcements And Stock Prices Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 1-12.
• Ling T. He & K. Michael Casey, 2011, "On The Pricing Of Dual Class Stocks: Evidence From Berkshire Hathaway," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 103-112.
• Ariful Hoque, 2011, "Transaction Cost Discovery By Decomposition Of The Error Term: A Bootstrapping Approach," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 113-121.
• Sarra Ben Slama Zouari & Abdelkader Boudriga & Neila Boulila Taktak, 2011, "Determinants Of Ipo Underpricing: Evidence From Tunisia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 13-32.
• Ching-Ping Wang & Hung-Hsi Huang & Chien-Chia Hung, 2011, "Implied Index And Option Pricing Errors: Evidence From The Taiwan Option Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 115-125.
• Tai-Yuan Chen & Lie-Jane Kao & Hsing-Yu Lin, 2011, "The Long-Term Wealth Effect Of Share Repurchases Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 21-33.
• Frank D’Souza & Harold Fletcher & Octavian Ionici, 2011, "Equity Market Timing And Subsequent Delisting Likelihood," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 85-94.
• Melita Charitou, 2011, "The Role Of Long Returns In Security Valuation: International Empirical Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 3, pages 101-110.
• Ben-David, Itzhak & Franzoni, Francesco & Landier, Augustin & Moussawi, Rabih, 2011, "Do Hedge Funds Manipulate Stock Prices?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 628, Feb.
• Carl Lin, 2011, "Give me your wired and your highly skilled: measuring the impact of immigration policy on employers and shareholders," Working Papers, Institut d'Economia de Barcelona (IEB), number 2011/17.
• Suat AYDIN, 2011, "Finansal Piyasalarda Gürültücüler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 304, pages 09-36.
• Metin ERCAN & Serhat ÇEVİKEL, 2011, "Survey on Ipo underpricing in the Istanbul Stock Exchange," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 305, pages 85-117.
• Rasim ÖZCAN, 2011, "Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 306, pages 53-67.
• Tarkan ÇAVUŞOĞLU & Soner GÖKTEN, 2011, "Efficiency and hedging effectiveness in the NYMEX crude oil futures market," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 308, pages 29-51.
• Ali F. Darrat & Bin Li & Benjamin Liu & Jen Je Su, 2011, "A Fresh Look at Seasonal Anomalies: An International Perspective," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 2, pages 93-116, August.
• Masazumi Hattori & Kazuhiko Ohashi, 2011, "Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-17, Jul.
• Ms. Celine Rochon & Gabriel Desgranges, 2011, "Conformism and Public News," IMF Working Papers, International Monetary Fund, number 2011/033, Feb.
• Mr. Joshua Charap & Mr. Serhan Cevik, 2011, "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," IMF Working Papers, International Monetary Fund, number 2011/156, Jul.
• Roberto J. Santillán-Salgado, 2011, "Is the Mexican Stock Market Becoming More Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 6, issue 1, pages 87-102, Julio-Dic.
• Nidhi Aggarwal & Susan Thomas, 2011, "When do stock futures dominate price discovery," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2011-016, Aug.
• Dan OLTEANU, 2011, "A Survey On The Drivers And Mechanisms Of Financial Crises," Romanian Journal of Economics, Institute of National Economy, volume 33, issue 2(bis)(42, pages 73-100, December.
• Jaime Casassus & Freddy Higuera, 2011, "Stock Return Predictability and Oil Prices," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 406.
• Margarida Abreu & Victor Mendes, 2011, "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/25, Nov.
• Handan YOLSAL, 2011, "Applications of Parametric and Nonparametric Tests for Event Studies on ISE," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 15, issue 1, pages 53-72, November.
• Frankel, David M. & Jin, Yu, 2011, "Securitization and Lending Competition," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34868, Nov.
• Bushnell, James B. & Chong, Howard G. & Mansur, Erin T., 2011, "Profiting from regulation: an event study of the EU carbon market," ISU General Staff Papers, Iowa State University, Department of Economics, number 201104060700001124, Apr.
• Frankel, David M. & Jin, Yu, 2011, "Securitization and lending competition," ISU General Staff Papers, Iowa State University, Department of Economics, number 201111280800001101, Nov.
• Qiang Gong & Ming Liu & Qianqiu Liu, 2011, "Is Momentum Really Momentum? International Evidence," Working Papers, Research Institute, International University of Japan, number EMS_2011_22, Oct.
• Simone Alfarano & Andrea Morone & Eva Camacho, 2011, "The role of public and private information in a laboratory financial market," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-06, Feb.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2011, "How Prediction Markets Can Save Event Studies," IZA Discussion Papers, IZA Network @ LISER, number 5640, Apr.
• Lin, Carl, 2011, "Decomposing Excess Returns in Stochastic Linear Models," IZA Discussion Papers, IZA Network @ LISER, number 6237, Dec.
• Erin H. Kao & You-De Dai, 2011, "The Impact of the Relaxation of Visits by Mainland China Tourists to Taiwan on Stock Returns and Financial Performance: The Case of Listed Tourism Industry Firms," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 2, pages 257-283, July.
• Hsiu-I Ting & Ming-Chun Wang, 2011, "Institutional Investors and Stock Return Synchronicity: Evidence from Market, Industry, and Firm-Specific Information," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 2, pages 285-308, July.
• Igor Filatotchev & Xiaoxiang Zhang & Jenifer Piesse, 2011, "Multiple agency perspective, family control, and private information abuse in an emerging economy," Asia Pacific Journal of Management, Springer, volume 28, issue 1, pages 69-93, March, DOI: 10.1007/s10490-010-9220-x.
• James Koch & Robert Fenili & Richard Cebula, 2011, "Do Investors Care if Steve Jobs is Healthy?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 1, pages 59-70, March, DOI: 10.1007/s11293-010-9261-z.
• Luc Renneboog & Christophe Spaenjers, 2011, "The Dutch Grey Market," De Economist, Springer, volume 159, issue 1, pages 25-40, March, DOI: 10.1007/s10645-010-9154-1.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2011, "Predicting bid-ask spreads using long memory autoregressive conditional poisson models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-044.
• Hautsch, Nikolaus & Huang, Ruihong, 2011, "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-056.
• Tischer, Sven & Hildebrandt, Lutz, 2011, "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-065.
• Broll, Udo & Eckwert, Bernhard, 2011, "Information value, export and hedging," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 03/11.
• Dimpfl, Thomas & Jank, Stephan, 2011, "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 18.
• Joseph P. Romano & Michael Wolf, 2011, "Testing for monotonicity in expected asset returns," ECON - Working Papers, Department of Economics - University of Zurich, number 017, May, revised Jan 2013.

2010

• Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J., 2010, "Analysis of the intraday effects of economic releases on the currency market," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 3, DOI: 10.5445/IR/1000019772.
• Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David, 2010, "The impact of macroeconomic news on quote adjustments, noise, and informational volatility," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-005.
• Fasten, Erik R. & Hofmann, Dirk, 2010, "Two-sided certification: The market for rating agencies," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-007.
• Horst, Ulrich & Moreno-Bromberg, Santiago, 2010, "Efficiency and equilibria in games of optimal derivative design," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-035.
• Cascino, Stefano & Gassen, Joachim, 2010, "Mandatory IFRS adoption and accounting comparability," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-046.
• Breuer, Wolfgang & Gürtler, Marc, 2010, "Implied rates of return, the discount rate effect, and market risk premia," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF33V3.
• Ehlers, Stefan & Gürtler, Marc & Olboeter, Sven, 2010, "Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF34V1, DOI: 10.2139/ssrn.1585132.
• Broll, Udo & Eckwert, Bernhard & Wong, Kit Pong, 2010, "International trade and the role of market transparency," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 08/10.
• Schulz, Frowin C., 2010, "Explaining time-varying risk of electricity forwards: trading activity and news announcements," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 8/10.
• Schindler, Felix, 2010, "Further evidence on the (in-) efficiency of the U.S. housing market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-004.
• Schindler, Felix, 2010, "How efficient is the U.K. housing market?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-030.
• Schindler, Felix, 2010, "Market efficiency in the emerging securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-033.
• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010, "Modeling and explaining the dynamics of European Union allowance prices at high-frequency," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-038.
• Schindler, Felix & Voronkova, Svitlana, 2010, "Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-051.
• 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, undated, "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., undated, "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.