Research classified by Journal of Economic Literature (JEL) codes

2010

• Dr. James Mitchell, 2010, "A Nonlinear Panel Data Model of Cross-sectional Dependence," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 370, Nov.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010, "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1502, Mar.
• Hans J. Blommestein & Eylem Vayvada Derya & Perla Ibarlucea Flores, 2011, "OECD Sovereign Borrowing Outlook No.3," OECD Journal: Financial Market Trends, OECD Publishing, volume 2010, issue 2, pages 1-15, DOI: 10.1787/fmt-2010-5kgk9qpnfzwh.
• Sándor Gardó, 2010, "Bank Governance and Financial Stability in CESEE: A Review of the Literature," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 6-31.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2010, "Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 32-48.
• Popa Dorina Nicoleta & Balint Platon Judit & Bogdan Victoria, 2010, "Voluntary Disclosure And Performance In Time Of Economic Instability. The Case Study Of Turism Felix Company," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 577-584, July.
• Nistor Ioan & Ulici (Ciupac-Ulici) Maria & Schiau (Macavei) Laura Liana, 2010, "Impact Of Financial Crisis On Construction Firm`S Cost Of Capital," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 616-622, December.
• Dedu Vasile & Turcan Radu Olimpiu Calin & Turcan Ciprian Sebastian, 2010, "Behavioral Biases In Trading Securities," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 717-722, December.
• Rascolean Ilie & Szabo Robert, 2010, "The Bucharest Stoc Exchange In The Context Of Economic Crisys," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 766-770, December.
• George W. Evans & William A.Branch, 2010, "Monetary Policy and Heterogeneous Expectations," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2010-4, Apr.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010, "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-29, Dec.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010, "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-29-Rev, Dec, revised Mar 2011.
• Claudio Borio, 2010, "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo Group, volume 56, issue 1, pages 70-95, March.
• Alex Kane, 2010, "Forecast Precision and Portfolio Performance," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 265-304, Summer.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2010, "Information Acquisition and Under-Diversification," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 2, pages 779-805.
• John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2010, "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 1, pages 305-344, January.
• Narasimhan Jegadeesh & Woojin Kim, 2010, "Do Analysts Herd? An Analysis of Recommendations and Market Reactions," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 2, pages 901-937, February.
• William A. Branch & George W. Evans, 2010, "Asset Return Dynamics and Learning," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 4, pages 1651-1680, April.
• Lieven Baele, 2010, "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 6, pages 2374-2428, June.
• David Hirshleifer & Danling Jiang, 2010, "A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 9, pages 3401-3436.
• Phd. Sandu Diana Ramona, 2010, "The IPO Underpricing Phenomenon – An Analysis of the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1835-1839, May.
• Sarac Aldea Laura & Mitea Neluta, 2010, "The Role of Investment in Terms of Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1840-1844, May.
• Mihut Marius, 2010, "The causes of the 1997 Asian crisis. The start of subprime crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 721-726, May.
• Joel Shapiro, 2010, "credit rating agencies," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• George J. Mailath & Ernst-Ludwig von Thadden, 2010, "Incentive Compatibility and Differentiability: New Results and Classic Applications," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-032, Oct.
• Zbigniew Korzeb, 2010, "Implications Of Cross-Border Mergers And Acquisitions In The Polish Banking Sector In The Context Of The Global Financial Crisis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 143-156.
• Guglielmo Caporale & Davide Ciferri & Alessandro Girardi, 2010, "Time-varying spot and futures oil price dynamics," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 75/2010, Jul.
• Zagaglia, Paolo, 2010, "Informed trading in the Euro money market for term lending," MPRA Paper, University Library of Munich, Germany, number 20415, Feb.
• Di Maggio, Marco, 2010, "The Political Economy of the Yield Curve," MPRA Paper, University Library of Munich, Germany, number 20697, Jan.
• N. Narajabad, Borghan, 2010, "Information Technology and the Rise of Household Bankruptcy," MPRA Paper, University Library of Munich, Germany, number 21058, Mar.
• Gande, Amar & Parsley, David, 2010, "Sovereign Credit Ratings, Transparency and International Portfolio Flows," MPRA Paper, University Library of Munich, Germany, number 21118, Feb.
• Estrada, Fernando, 2010, "Theory of argumentation in financial markets," MPRA Paper, University Library of Munich, Germany, number 21824, Apr.
• Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2010, "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," MPRA Paper, University Library of Munich, Germany, number 21984.
• Skardziukas, Domantas, 2010, "Asymmetric information: the multiplier effect of financial instability," MPRA Paper, University Library of Munich, Germany, number 23013, Mar.
• Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P., 2010, "Pension Fund Performance and Costs: Small is Beautiful," MPRA Paper, University Library of Munich, Germany, number 23556, Apr.
• Ferriani, Fabrizio, 2010, "Informed and uninformed traders at work: evidence from the French market," MPRA Paper, University Library of Munich, Germany, number 24487, Aug.
• Bojańczyk, Mirosław, 2010, "Communication of companies with their surroundings - the manipulation of information and information asymmetry," MPRA Paper, University Library of Munich, Germany, number 24589, Jul.
• Nicolau, Mihaela, 2010, "Practitioners' tools in analysing financial markets evolution," MPRA Paper, University Library of Munich, Germany, number 25646, Oct.
• Alfaro, Rodrigo & Sagner, Andres, 2010, "Financial Forecast for the Relative Strength Index," MPRA Paper, University Library of Munich, Germany, number 25913, Apr, revised Apr 2010.
• Bell, Peter N, 2010, "New methodology for event studies in Bonds," MPRA Paper, University Library of Munich, Germany, number 26694, Nov.
• Rambaccussing, Dooruj, 2010, "A real-time trading rule," MPRA Paper, University Library of Munich, Germany, number 27148, Jun.
• Avadanei, Andreea, 2010, "European corporate bond market integration: lessons from EMU," MPRA Paper, University Library of Munich, Germany, number 27309, Dec.
• Omay, Nazli C. & Karadagli, Ece C., 2010, "Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach," MPRA Paper, University Library of Munich, Germany, number 27312, Sep.
• Ale Ebrahim, Nader & Ahmed, Shamsuddin & Abdul Rashid, Salwa Hanim & Taha, Zahari, 2010, "The Effectiveness of Virtual R&D Teams in SMEs: Experiences of Malaysian SMEs," MPRA Paper, University Library of Munich, Germany, number 27368, Jun, revised Nov 2010.
• Klinedinst, Mark, 2010, "Bad loans in the meltdown: micro analysis of credit union performance versus banks, an initial investigation," MPRA Paper, University Library of Munich, Germany, number 27434, Dec.
• Korkeamäki, Timo & Takalo, Tuomas, 2010, "Valuation of innovation: The case of iPhone," MPRA Paper, University Library of Munich, Germany, number 28042, Dec.
• Petrushchak, Bohdan, 2010, "Тренди Довгострокового Впливу Іноземних Фондових Бірж На Динаміку Українського Фондового Ринку
  [The trend of influence of foreign stock market on Ukrainian stock market in long run]," MPRA Paper, University Library of Munich, Germany, number 28343, Nov.
• Loukil, Nadia & Yousfi, Ouidad, 2010, "Firm's information environment and stock liquidity: evidence from Tunisian context," MPRA Paper, University Library of Munich, Germany, number 28699, Jan, revised Feb 2011.
• Boissin, Romain & Sentis, Patrick, 2010, "Long run performance of IPOs and the role of financial analysts: some French evidence," MPRA Paper, University Library of Munich, Germany, number 29568, Nov.
• Chong, Zhiwei, 2010, "Rational expectations equilibrium with transaction costs in financial markets," MPRA Paper, University Library of Munich, Germany, number 34444, Jul, revised 14 Jul 2011.
• Courtney, Samuel, 2010, "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper, University Library of Munich, Germany, number 35366, May.
• Courtney, Samuel, 2010, "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper, University Library of Munich, Germany, number 35390, May.
• Salazar, Juan & Lambert, Annick, 2010, "fama and macbeth revisited: A Critique," MPRA Paper, University Library of Munich, Germany, number 35910, Dec.
• Lerner, Peter, 2010, "Theoretical analysis of the bid-ask bounce and Related Phenomena," MPRA Paper, University Library of Munich, Germany, number 35929, Dec.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Pasaribu, Rowland Bismark Fernando, 2010, "Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45
  [Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks]," MPRA Paper, University Library of Munich, Germany, number 36998, Apr.
• Dumitriu, Ramona & Stefanescu, Razvan, 2010, "Changes in the DOW effects in the Romanian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 41666, Mar, revised 15 Mar 2010.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test," MPRA Paper, University Library of Munich, Germany, number 46502.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Some Further Evidence on the Behaviour of Stock Returns in India," MPRA Paper, University Library of Munich, Germany, number 48518.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Long Memory in Stock Market Volatility:Evidence from India," MPRA Paper, University Library of Munich, Germany, number 48519.
• Gurgul, Henryk & Lach, Łukasz, 2010, "The causal link between Polish stock market and key macroeconomic aggregates," MPRA Paper, University Library of Munich, Germany, number 52250.
• Ceylan, Ozcan, 2010, "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper, University Library of Munich, Germany, number 61587, Nov.
• Ayoki, Milton, 2010, "Response of the Financial Markets to the European Central Bank’s Policy Announcements during the Subprime and Global Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 78846, Dec.
• Trabelsi, Mohamed Ali, 2010, "Overreaction and Portfolio Selection Strategies in the Tunisian stock market," MPRA Paper, University Library of Munich, Germany, number 81258, revised 2010.
• Trabelsi, Mohamed Ali, 2010, "Sélection de portefeuille via la stratégie de sur-réaction
  [Portfolio selection via the overreaction strategy]," MPRA Paper, University Library of Munich, Germany, number 81472, revised 2010.
• Trabelsi, Mohamed Ali, 2010, "Choix de portefeuille: comparaison des différentes stratégies
  [Portfolio selection: comparison of different strategies]," MPRA Paper, University Library of Munich, Germany, number 82946, Dec, revised 01 Dec 2010.
• Rangan Gupta & Mampho P. Modise, 2010, "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 201027, Dec.
• David Havlíček, 2010, "Analysis of the Impact of Weather on Trading in Equity Markets
  [Analýza vlivu počasí na obchodování na akciových trzích]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2010, issue 3, pages 49-62, DOI: 10.18267/j.cfuc.75.
• Ladislav Krištoufek, 2010, "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
  [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 471-487, DOI: 10.18267/j.polek.742.
• Alain Cazalé, 2010, "L’information économique et financière et la crise," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 85-103, DOI: 10.3406/ecofi.2010.5781.
• David J. Denis & Antonio J. Macias, 2010, "Material Adverse Change Clauses and Acquisition Dynamics," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1242, Apr.
• Mark Bagnoli & Susan G. Watts, 2010, "Knowing Versus Telling Private Information About a Rival," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1250, Aug.
• George Kapetanios & James Mitchell & Yongcheol Shin, 2010, "A Nonlinear Panel Model of Cross-sectional Dependence," Working Papers, Queen Mary University of London, School of Economics and Finance, number 673, Nov.
• Mardi Dungey & Lyudmyla Hvozdyk, 2010, "Cojumping: Evidence from the US Treasury Bond and Futures Markets," NCER Working Paper Series, National Centre for Econometric Research, number 56, Jul, revised 20 Jul 2010.
• Tracy Yue Wang & David Hirshleifer & Bing Han, 2010, "Investor Overconfidence and the Forward Discount Puzzle," 2010 Meeting Papers, Society for Economic Dynamics, number 1201.
• Thomas M. Mertens & Tarek A. Hassan, 2010, "The Social Cost of Near-Rational Investment," 2010 Meeting Papers, Society for Economic Dynamics, number 370.
• Xavier Gabaix & Samuel Fraiberg & Romain Ranciere & Adrien Verdehlha & Emmanuel Farhi, 2010, "Crash Risk in Currency Market," 2010 Meeting Papers, Society for Economic Dynamics, number 640.
• Christopher Otrok & Andre Kurmann, 2010, "News Shocks and the Slope of the Term Structure of Interest Rates," 2010 Meeting Papers, Society for Economic Dynamics, number 72.
• Roberto Piazza, 2010, "Financial innovation and risk: the role of information," 2010 Meeting Papers, Society for Economic Dynamics, number 73.
• Cosmin Ilut & Peter Benczur, 2010, "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers, Society for Economic Dynamics, number 91.
• Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2010, "Trading Frenzies and Their Impact on Real Investment," 2010 Meeting Papers, Society for Economic Dynamics, number 94.
• Paul Woolley, 2010, "Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 12, issue 23, pages 55-83, July-Dece.
• Cristina Del Río & Rafael Santamaría, 2010, "Dinámica Del Volumen, Información Y Estructura De Propiedad," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 18, issue 1, pages 121-149, Spring.
• Natividad Blasco De Las Heras & Sandra Ferreruela Garcés & Pilar Corredor Casado, 2010, "Una Explicación Del Efecto Herding Desde El Mercado De Derivados," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 18, issue 3, pages 161-196, Winter.
• Paolo Zagaglia, 2010, "Informed Trading in the Euro Money Market for Term Lending," Working Paper series, Rimini Centre for Economic Analysis, number 02_10, Jan.
• Jian-Xin Wang, 2010, "A Multi-Factor Measure for Cross-Market Liquidity Commonality," ADB Economics Working Paper Series, Asian Development Bank, number 230, Oct.
• Chae-Shick Chung, 2010, "The Role and Magnitude of Order Flows in Seoul Foreign Market," East Asian Economic Review, Korea Institute for International Economic Policy, volume 14, issue 1, pages 237-260, DOI: 10.11644/KIEP.JEAI.2010.14.1.214.
• Sanjiv Jaggia & Satish Thosar, 2010, "A partial defense of the giant squid," Journal of Financial Transformation, Capco Institute, volume 28, pages 8-11.
• Shahin Shojai & George Feiger & Rajesh Kumar, 2010, "Economists’ hubris — the case of equity asset management," Journal of Financial Transformation, Capco Institute, volume 29, pages 9-16.
• Haim Kedar-Levy & Xiaoyan Yu & Akiko Kamesaka & Uri Ben-Zion, 2010, "Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges," Journal of Financial Transformation, Capco Institute, volume 30, pages 133-139.
• Jerome Stein, 2010, "A critique of Alan Greenspan’s retrospective on the crisis," Journal of Financial Transformation, Capco Institute, volume 30, pages 9-21.
• Pele, Daniel Traian & Voineagu, Virgil, 2008, "Testing Market Efficiency Via Decomposition Of Stock Return. Application To Romanian Capital Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 63-79, September.
• Mihaiu, Diana Marieta & Opreana, Alin & Cristescu, Marian Pompiliu, 2010, "Efficiency, Effectiveness and Performance of the Public Sector," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 132-147, December.
• Bourghelle, David & Hyme, Pauline, 2010, "Du mythe de l’efficience des marchés au krach," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 8.
• David Fadiran & Hammed Amusa, 2019, "The J-Curve Phenomenon: Evidence from Commodity Trade Between South Africa and the United States," ERSA Working Paper Series, Economic Research Southern Africa, number 187, May.
• Richard Heaney & F. Douglas Foster & Shirley Gregor & Terry O'Neill & Robert Wood, 2010, "Are two heads better than one? An experiment with novice share traders," Australian Journal of Management, Australian School of Business, volume 35, issue 2, pages 119-142, August, DOI: 10.1177/0312896210370078.
• Ryan Bartens & Shakill Hassan, 2010, "Value, size and momentum portfolios in real time: the cross section of South African stocks," Australian Journal of Management, Australian School of Business, volume 35, issue 2, pages 181-202, August, DOI: 10.1177/0312896210370081.
• Cowling, Marc, 2010, "The role of loan guarantee schemes in alleviating credit rationing in the UK," Journal of Financial Stability, Elsevier, volume 6, issue 1, pages 36-44, April.
• De Meyer, Bernard, 2010, "Price dynamics on a stock market with asymmetric information," Games and Economic Behavior, Elsevier, volume 69, issue 1, pages 42-71, May.
• Lo, Ingrid & Sapp, Stephen G., 2010, "Order aggressiveness and quantity: How are they determined in a limit order market?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 20, issue 3, pages 213-237, July.
• Menkhoff, Lukas, 2010, "The use of technical analysis by fund managers: International evidence," Journal of Banking & Finance, Elsevier, volume 34, issue 11, pages 2573-2586, November.
• Bannier, Christina E. & Hirsch, Christian W., 2010, "The economic function of credit rating agencies - What does the watchlist tell us?," Journal of Banking & Finance, Elsevier, volume 34, issue 12, pages 3037-3049, December.
• Baur, Dirk G. & McDermott, Thomas K., 2010, "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1886-1898, August.
• Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2010, "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Journal of Economic Behavior & Organization, Elsevier, volume 74, issue 3, pages 187-205, June.
• Hintermann, Beat, 2010, "Allowance price drivers in the first phase of the EU ETS," Journal of Environmental Economics and Management, Elsevier, volume 59, issue 1, pages 43-56, January.
• Capelle-Blancard, Gunther & Laguna, Marie-Aude, 2010, "How does the stock market respond to chemical disasters?," Journal of Environmental Economics and Management, Elsevier, volume 59, issue 2, pages 192-205, March.
• Acharya, Viral V. & Johnson, Timothy C., 2010, "More insiders, more insider trading: Evidence from private-equity buyouts," Journal of Financial Economics, Elsevier, volume 98, issue 3, pages 500-523, December.
• Navarro-García, Juan Carlos & Bastida, Francisco, 2010, "An empirical insight on Spanish listed companies’ perceptions of International Financial Reporting Standards," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 19, issue 2, pages 110-120, DOI: 10.1016/j.intaccaudtax.2010.07.003.
• Schrimpf, Andreas, 2010, "International stock return predictability under model uncertainty," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1256-1282, November.
• Nitschka, Thomas, 2010, "Cashflow news, the value premium and an asset pricing view on European stock market integration," Journal of International Money and Finance, Elsevier, volume 29, issue 7, pages 1406-1423, November.
• Uhlig, Harald, 2010, "A model of a systemic bank run," Journal of Monetary Economics, Elsevier, volume 57, issue 1, pages 78-96, January.
• Bekaert, Geert & Engstrom, Eric, 2010, "Inflation and the stock market: Understanding the "Fed Model"," Journal of Monetary Economics, Elsevier, volume 57, issue 3, pages 278-294, April.
• Shin, Sangheon & Soydemir, Gökçe, 2010, "Exchange-traded funds, persistence in tracking errors and information dissemination," Journal of Multinational Financial Management, Elsevier, volume 20, issue 4-5, pages 214-234, December.
• Mishra, Vinod & Smyth, Russell, 2010, "An examination of the impact of India's performance in one-day cricket internationals on the Indian stock market," Pacific-Basin Finance Journal, Elsevier, volume 18, issue 3, pages 319-334, June.
• Malin, Mirela & Bornholt, Graham, 2010, "Predictability of future index returns based on the 52-week high strategy," The Quarterly Review of Economics and Finance, Elsevier, volume 50, issue 4, pages 501-508, November.
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert D., 2010, "Does volume help in predicting stock returns? An analysis of the Australian market," Research in International Business and Finance, Elsevier, volume 24, issue 2, pages 146-157, June.

2009

• Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2009, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 415-431, July.
• Goergen, Marc & Khurshed, Arif & Renneboog, Luc, 2009, "Why are the French so different from the Germans? Underpricing of IPOs on the Euro New Markets," International Review of Law and Economics, Elsevier, volume 29, issue 3, pages 260-271, September.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009, "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, volume 33, issue 10, pages 1741-1754, October.
• Ranaldo, Angelo, 2009, "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 33, issue 12, pages 2199-2206, December.
• Becker, Ralf & Clements, Adam E. & McClelland, Andrew, 2009, "The jump component of S&P 500 volatility and the VIX index," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1033-1038, June.
• Chuang, Chia-Chang & Kuan, Chung-Ming & Lin, Hsin-Yi, 2009, "Causality in quantiles and dynamic stock return-volume relations," Journal of Banking & Finance, Elsevier, volume 33, issue 7, pages 1351-1360, July.
• Menkhoff, Lukas & Rebitzky, Rafael R. & Schröder, Michael, 2009, "Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach," Journal of Economic Behavior & Organization, Elsevier, volume 70, issue 1-2, pages 241-252, May.
• Mizrach, Bruce & Weerts, Susan, 2009, "Experts online: An analysis of trading activity in a public Internet chat room," Journal of Economic Behavior & Organization, Elsevier, volume 70, issue 1-2, pages 266-281, May.
• Smith, Michael A. & Paton, David & Williams, Leighton Vaughan, 2009, "Do bookmakers possess superior skills to bettors in predicting outcomes?," Journal of Economic Behavior & Organization, Elsevier, volume 71, issue 2, pages 539-549, August.
• Large, Jeremy, 2009, "A market-clearing role for inefficiency on a limit order book," Journal of Financial Economics, Elsevier, volume 91, issue 1, pages 102-117, January.
• Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009, "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, volume 92, issue 1, pages 66-91, April.
• Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009, "Global private information in international equity markets," Journal of Financial Economics, Elsevier, volume 94, issue 1, pages 18-46, October.
• Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009, "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, volume 28, issue 3, pages 406-426, April.
• Francis, Bill & Hasan, Iftekhar & Wang, Haizhi, 2009, "Do Investors Value Securitization Activities: An Empirical Analysis," The Journal of Economic Asymmetries, Elsevier, volume 6, issue 3, pages 93-117, DOI: 10.1016/S1703-4949(16)30053-6.
• Bappaditya Mukhopadhyay, 2009, "Are Competitive Rating Agencies Efficient?," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 1, pages 67-85, April, DOI: 10.1177/097265270900800104.
• Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich, 2009, "The Weak-form Efficiency of Chinese Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 2, pages 133-163, May, DOI: 10.1177/097265270900800203.
• Stuart Locke & Kartick Gupta, 2009, "Applicability of Contrarian Strategy in the Bombay Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 2, pages 165-189, May, DOI: 10.1177/097265270900800204.
• Kapil Gupta & Balwinder Singh, 2009, "Information Memory and Pricing Efficiency of Futures Contracts," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 2, pages 191-250, May, DOI: 10.1177/097265270900800205.
• Imen Kouki & Mahfuzul Haque, 2009, "Tunisian Dealer Behaviour in FX Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 3, pages 265-287, September, DOI: 10.1177/097265270900800302.
• Michail Karoglou, 2009, "Stock Market Efficiency before and after a Financial Liberalisation Reform," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 3, pages 315-340, September, DOI: 10.1177/097265270900800304.
• Ram Chandra Bhattarai & Nayan Krishna Joshi, 2009, "Dynamic Relationship among the Stock Market and the Macroeconomic Factors," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 10, issue 2, pages 451-469, July, DOI: 10.1177/139156140901000208.
• Alessandro Beber & Marco Pagano, 2009, "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 241, May, revised 03 Sep 2011.
• Manuel Ammann & Michael Steiner, 2009, "The Performance of Actively and Passively Managed Swiss Equity Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue 1, pages 1-36, March.
• Ariane Szafarz, 2009, "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 09-048.RS.
• Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra, 2009, "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815–2007," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-017.RS.
• Igor Evstigneev & Dhruv Kapoor, 2009, "Arbitrage in stationary markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 32, issue 1, pages 5-12, May, DOI: 10.1007/s10203-008-0083-2.
• Roberto Monte & Barbara Trivellato, 2009, "An equilibrium model of insider trading in continuous time," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 32, issue 2, pages 83-128, November, DOI: 10.1007/s10203-009-0093-8.
• Luis Muga & Rafael Santamaría, 2009, "Momentum, market states and investor behavior," Empirical Economics, Springer, volume 37, issue 1, pages 105-130, September, DOI: 10.1007/s00181-008-0225-y.
• Gianandrea Goisis & Maria Giorgetti & Paola Parravicini & Francesco Salsano & Giovanna Tagliabue, 2009, "Economies of scale and scope in the European banking sector," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 56, issue 3, pages 227-242, September, DOI: 10.1007/s12232-009-0073-x.
• Christi Wann & D. Long, 2009, "Do liquidity induced changes in aggregate dividends signal aggregate future earnings growth?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 1, pages 1-12, January, DOI: 10.1007/s12197-007-9020-4.
• Julie Cagle & Amit Sen & James Pawlukiewicz, 2009, "Inter-industry differences in layoff announcement effects for financial institutions," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 1, pages 100-110, January, DOI: 10.1007/s12197-008-9062-2.
• Michele O’Neill & Judith Swisher, 2009, "How useful are signals? A micro-structure analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 1, pages 60-70, January, DOI: 10.1007/s12197-007-9017-z.
• Larry Prather & Ting-Heng Chu & Paul Bayes, 2009, "Market reactions to announcements to expense options," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 3, pages 223-245, July, DOI: 10.1007/s12197-008-9035-5.
• Kevin Krieger & David Peterson, 2009, "Predicting stock splits with the help of firm-specific experiences," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 4, pages 410-421, October, DOI: 10.1007/s12197-008-9054-2.
• Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2009, "Smart predictors in the heterogeneous agent model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 4, issue 2, pages 163-172, November, DOI: 10.1007/s11403-009-0051-0.
• Haifeng You & Xiao-jun Zhang, 2009, "Financial reporting complexity and investor underreaction to 10-K information," Review of Accounting Studies, Springer, volume 14, issue 4, pages 559-586, December, DOI: 10.1007/s11142-008-9083-2.
• Stephen H. Penman & Nir Yehuda, 2009, "The pricing of earnings and cash flows and an affirmation of accrual accounting," Review of Accounting Studies, Springer, volume 14, issue 4, pages 453-479, December, DOI: 10.1007/s11142-009-9109-4.
• Christian Klein & Bernhard Zwergel & Sebastian Heiden, 2009, "On the existence of sports sentiment: the relation between football match results and stock index returns in Europe," Review of Managerial Science, Springer, volume 3, issue 3, pages 191-208, November, DOI: 10.1007/s11846-009-0031-8.
• Antje Henne & Sebastian Ostrowski & Peter Reichling, 2009, "Dividend yield and stability versus performance on the German stock market: a descriptive study," Review of Managerial Science, Springer, volume 3, issue 3, pages 225-248, November, DOI: 10.1007/s11846-009-0029-2.
• Martin Wallmeier, 2009, "Kapitalmarktwirkungen der Berichterstattung zur Unternehmensleistung," Schmalenbach Journal of Business Research, Springer, volume 61, issue 2, pages 212-224, March, DOI: 10.1007/BF03372820.
• Marc Rustige & Michael H. Grote, 2009, "Der Einfluss von Diversifikationsstrategien auf den Aktienkurs deutscher Unternehmen," Schmalenbach Journal of Business Research, Springer, volume 61, issue 5, pages 470-498, August, DOI: 10.1007/BF03373662.
• Benjamin Kleidt & Eckhard Scharmer & Dirk Schiereck, 2009, "Desinvestitionen von Aktienpaketen — Eine Analyse von Exchangeable Bonds," Schmalenbach Journal of Business Research, Springer, volume 61, issue 7, pages 738-780, November, DOI: 10.1007/BF03373667.
• Carlos Forner & Sonia Sanabria & Joaquín Marhuenda, 2009, "Post-earnings announcement drift: Spanish evidence," Spanish Economic Review, Springer;Spanish Economic Association, volume 11, issue 3, pages 207-241, September, DOI: 10.1007/s10108-008-9048-4.
• Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009, "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2009/02, Mar.
• Cruces, Juan José, 2009, "Anticipación a e Impacto de los Anuncios Corporativos en las Américas," Serie de Documentos de Trabajo, Superintendencia de Valores y Seguros, number 04, Jul.
• Bruce Mizrach & Susan Weerts, 2009, "Highs and lows: a behavioural and technical analysis," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 10, pages 767-777, DOI: 10.1080/09603100802199679.
• Demosthenes Tambakis, 2009, "Feedback trading and intermittent market turbulence," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 4, pages 477-489, DOI: 10.1080/14697680802448785.
• George Woodward & Heather Anderson, 2009, "Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 8, pages 913-924, DOI: 10.1080/14697680802595643.
• O. Emre Tokel & M. Eray Yucel, 2009, "Click to Download Data : An Event Study of Internet Access to Economic Statistics," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 9, issue 2, pages 1-22.
• Michel van der Wel & Albert Menkveld & Asani Sarkar, 2009, "Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-046/3, May.
• Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009, "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-110/4, Dec.
• Huizinga, H.P. & Laeven, L., 2009, "Accounting Discretion of Banks During a Financial Crisis," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-58.
• Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009, "An Empirical Analysis of Legal Insider Trading in the Netherlands," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-48.
• Bosquet, K. & de Goeij, P. C. & Smedts, K., 2009, "Coexistence and Dynamics of Overconfidence and Strategic Incentives," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-81.
• Huizinga, H.P. & Laeven, L., 2009, "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM, Tilburg University, School of Economics and Management, number 09764c84-fa16-45e7-942d-b.
• Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G., 2009, "An Empirical Analysis of Legal Insider Trading in the Netherlands," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0d74f29a-ed4f-4c26-9c55-9.
• Huizinga, H.P. & Laeven, L., 2009, "Accounting Discretion of Banks During a Financial Crisis," Other publications TiSEM, Tilburg University, School of Economics and Management, number b94d0405-1ced-4aa4-870b-2.
• Hitoshi Matsushima, 2009, "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-606, Jan.
• Katya Malinova & Andreas Park, 2009, "Trading Volume in Dealer Markets," Working Papers, University of Toronto, Department of Economics, number tecipa-357, May.
• Katya Malinova & Andreas Park, 2009, "Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading," Working Papers, University of Toronto, Department of Economics, number tecipa-358, May.
• Katya Malinova & Andreas Park, 2009, "Intraday Trading Patterns: The Role of Timing," Working Papers, University of Toronto, Department of Economics, number tecipa-365, Aug.
• Antoni Calvo-Armengol & Joan de Marti Beltran, 2009, "Information Gathering in Organizations: Equilibrium, Welfare, and Optimal Network Structure," Journal of the European Economic Association, MIT Press, volume 7, issue 1, pages 116-161, March.
• Marco Cipriani & Antonio Guarino, 2009, "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Journal of the European Economic Association, MIT Press, volume 7, issue 1, pages 206-233, March.
• Jayant Vivek Ganguli & Liyan Yang, 2009, "Complementarities, Multiplicity, and Supply Information," Journal of the European Economic Association, MIT Press, volume 7, issue 1, pages 90-115, March.
• 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.
• Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009, "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers, Toulouse School of Economics (TSE), number 09-036, May, revised May 2012.
• Marmer, Vadim, 2009, "Nonlinearity, Nonstationarity, and Spurious Forecasts," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2009-60, Nov, revised 03 Nov 2009.
• Ángel Vilariño Sanz, 2009, "Formación de burbujas financieras y crisis: de la crisis del Nasdaq a la crisis de la hipotecas subprime
  [Economic bubbles and crisis: from the burst of Nasdaq to the subprime crisis]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 19, pages 4-28.
• Josep García Blandón & Josep María Argilés Bosch, 2009, "Short-term effects of analysts recommendations in spanish blue chips returns and trding volumes," Estudios de Economia, University of Chile, Department of Economics, volume 36, issue 1 Year 20, pages 33-46, June.
• Pol, Eduardo, 2009, "Regulating Financial Innovations Without Apology," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp09-01.
• Kristoffer Nimark, 2009, "Speculative dynamics in the term structure of interest rates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1194, Dec, revised Sep 2012.
• Manzano, Carolina & Vives, Xavier, 2009, "Information Dispersion and Equilibrium Multiplicity," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/43862.