Research classified by Journal of Economic Literature (JEL) codes

2009

• Michael Ehrmann & David Sondermann, 2009, "The reception of public signals in financial markets – what if central bank communication becomes stale?," NBP Working Papers, Narodowy Bank Polski, number 66.
• Jung-Wook Kim & Jason Lee & Randall Morck, 2009, "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 14733, Feb.
• Richard A. Lambert & Christian Leuz & Robert E. Verrecchia, 2009, "Information Asymmetry, Information Precision, and the Cost of Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 14881, Apr.
• Christian Leuz & Catherine Schrand, 2009, "Disclosure and the Cost of Capital: Evidence from Firms' Responses to the Enron Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 14897, Apr.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14931, Apr.
• Joseph Golec & John Vernon, 2009, "What's the "Interest" in FDA Drug Advisory Committee Conflicts of Interest?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14932, Apr.
• Gary B. Gorton & Lixin Huang & Qiang Kang, 2009, "The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover," NBER Working Papers, National Bureau of Economic Research, Inc, number 14944, May.
• Roger K. Loh & René M. Stulz, 2009, "When are Analyst Recommendation Changes Influential?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14971, May.
• Dhammika Dharmapala & C. Fritz Foley & Kristin J. Forbes, 2009, "Watch What I Do, Not What I Say: The Unintended Consequences of the Homeland Investment Act," NBER Working Papers, National Bureau of Economic Research, Inc, number 15023, Jun.
• Geert Bekaert & Eric Engstrom, 2009, "Inflation and the Stock Market:Understanding the "Fed Model"," NBER Working Papers, National Bureau of Economic Research, Inc, number 15024, Jun.
• Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009, "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 15038, Jun.
• 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 15128, Jul.
• Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009, "Market Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 15189, Jul.
• Geert Bekaert & Eric Engstrom, 2009, "Asset Return Dynamics under Bad Environment Good Environment Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 15222, Aug.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009, "The Determinants of Stock and Bond Return Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 15260, Aug.
• Gary B. Gorton & Andrew Metrick, 2009, "Haircuts," NBER Working Papers, National Bureau of Economic Research, Inc, number 15273, Aug.
• Stefano DellaVigna & Matthew Gentzkow, 2009, "Persuasion: Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 15298, Aug.
• Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann, 2009, "Tiebreaker: Certification and Multiple Credit Ratings," NBER Working Papers, National Bureau of Economic Research, Inc, number 15331, Sep.
• René M. Stulz, 2009, "Credit Default Swaps and the Credit Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15384, Sep.
• Ravi Bansal & Dana Kiku & Amir Yaron, 2009, "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 15504, Nov.
• Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2009, "Decentralized Trading with Private Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 15513, Nov.
• Òscar Jordà & Alan M. Taylor, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," NBER Working Papers, National Bureau of Economic Research, Inc, number 15518, Nov.
• Alexander David & Pietro Veronesi, 2009, "What Ties Return Volatilities to Price Valuations and Fundamentals?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15563, Dec.
• James B. Bushnell & Howard Chong & Erin T. Mansur, 2009, "Profiting from Regulation: An Event Study of the EU Carbon Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 15572, Dec.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009, "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15591, Dec.
• Darrell Duffie & Bruno Strulovici, 2009, "Capital Mobility and Asset Pricing," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1478, Sep.
• Nick Smyth, 2009, "Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/03, Apr.
• Rudiger Ahrend & Jens Mathias Arnold & Fabrice Murtin, 2009, "Prudential Regulation and Competition in Financial Markets," OECD Economics Department Working Papers, OECD Publishing, number 735, Dec, DOI: 10.1787/220117664431.
• Tudor Cristiana, 2009, "Information Transmission between International Stock Markets and Bucharest Stock Exchange during a Turbulent Period (2007-2009)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Peter Backé & Franz Schardax, 2009, "European and Non-European Emerging Market Currencies: Forward Premium Puzzle and Fundamentals," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-66.
• Barna Flavia & Danuletiu Adina Elena & Mura Petru Ovidiu, 2009, "Role Of Information In Adoption Of Investment Decisions On Capital Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 474-479, May.
• Bogdan Victoria & Pop Cosmina Madalina & Popa Dorina Nicoleta, 2009, "Voluntary Internet Financial Reporting And Disclosure – A New Challenge For Romanian Companies," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 770-778, May.
• Boldea Bogdan Ion & Boldea Costin-Radu & Stanculescu Mircea, 2009, "An Adaptative Evolutionary Model Of Financial Investors," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 4, issue 1, pages 897-901, May.
• Zdenko Klepic & Mirela Mabic & Jelena Brkic, 2009, "Organization and Application of Information Technologies in Enterprises of Herzegovina Region," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 5, pages 185-195.
• Youki Kohsaka, 2009, "Did the ETF enhance arbitrage between cash and futures of the Nikkei225?," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-20, Jul.
• Shoko Morimoto, 2009, "Asset markets can achieve efficiency in the directed search framework," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-33, Sep.
• Hideaki Sakawa & Masato Ubukata, 2009, "Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-34, Oct.
• Kenjiro Hirayama & Yoshiro Tsutsui, 2009, "Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-35, Oct.
• Thomas P. Gehrig & Torben Lütje & Lukas Menkhoff, 2009, "Bonus Payments and Fund Managers' Behavior: Transatlantic Evidence," CESifo Economic Studies, CESifo Group, volume 55, issue 3-4, pages 569-594.
• Marcel Fratzscher & Livio Stracca, 2009, "The political economy under monetary union: has the euro made a difference?
  [‘Income distribution, political instability, and investment’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 24, issue 58, pages 307-348.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009, "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 1, pages 124-163, 2012 10 1.
• Ulrike Malmendier & Geoffrey Tate, 2009, "Superstar CEOs," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 124, issue 4, pages 1593-1638.
• Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2009, "Demand-Based Option Pricing," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 10, pages 4259-4299, October.
• Tim Bollerslev & George Tauchen & Hao Zhou, 2009, "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4463-4492, November.
• Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009, "Benchmarking Money Manager Performance: Issues and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4553-4599, November.
• Gualter Couto & Kevin Medeiros Bulhões, 2009, "Basel II: operation risk measurement in the Portuguese banking sector," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 3, pages 259-278.
• Helena NAFFA, 2009, "New thoughts on efficient markets," Proceedings of FIKUSZ '09, Óbuda University, Keleti Faculty of Business and Management, in: László Áron Kóczy, "Proceedings of FIKUSZ '09".
• Alali, Walid Y., 2009, "Economic Performance and Institutions: Measuring Technical Efficiency Using SPF Approach," MPRA Paper, University Library of Munich, Germany, number 114336, Aug, revised Aug 2009.
• Buda, Rodolphe, 2009, "Learning-Testing Process in Classroom: An Empirical Simulation Model," MPRA Paper, University Library of Munich, Germany, number 12146, Jan.
• Siddiqi, Hammad, 2009, "Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment," MPRA Paper, University Library of Munich, Germany, number 13515, Feb.
• Habibullah, M.S. & Baharom, A.H. & Fong, Kin Hing, 2009, "Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries," MPRA Paper, University Library of Munich, Germany, number 14114, Jan.
• Sun, Jianjun & Yamori, Nobuyoshi, 2009, "Regional disparities and investment-cash flow sensitivity: Evidence from Chinese listed firms," MPRA Paper, University Library of Munich, Germany, number 14858, Apr.
• Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar, 2009, "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," MPRA Paper, University Library of Munich, Germany, number 15624, Jan.
• Boainain, Pedro G. & Valls Pereira, Pedro L., 2009, "“Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro
  [Head and Shoulder: testing the profitability of graphic pattern of technical analysis for the Brazilian Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 15653, Jan.
• Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009, "US Industry-Level Returns and Oil Prices," MPRA Paper, University Library of Munich, Germany, number 15670, May.
• Kristoufek, Ladislav, 2009, "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper, University Library of Munich, Germany, number 16424, Jul.
• Kristoufek, Ladislav, 2009, "Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
  [Long-term memory and its evolution in returns of PX between 1999 and 2009]," MPRA Paper, University Library of Munich, Germany, number 16435, Jul.
• Hernandez-Verme, Paula & Wang, Wen-Yao, 2009, "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 16748, Mar, revised 11 Aug 2009.
• Tokel, O. Emre & Yucel, M. Eray, 2009, "Click to download data: an event study of Internet access to economic statistics," MPRA Paper, University Library of Munich, Germany, number 16833, Aug.
• Anwar, Yunita & Mulyadi, Martin Surya, 2009, "The day of the week effects in Indonesia, Singapore, and Malaysia stock market," MPRA Paper, University Library of Munich, Germany, number 16873, Jun.
• Mulyadi, Martin Surya, 2009, "Volatility spillover in Indonesia, USA, and Japan capital market," MPRA Paper, University Library of Munich, Germany, number 16914, Jul.
• Goderis, Benedikt & Wagner, Wolf, 2009, "Credit Derivatives and Sovereign Debt Crises," MPRA Paper, University Library of Munich, Germany, number 17314, Mar.
• Boudriga, Abdelkader & Ben Slama, Sarra & Boulila, Neila, 2009, "What determines IPO underpricing ? Evidence from a frontier market," MPRA Paper, University Library of Munich, Germany, number 18069.
• Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile, 2009, "Testing the weak-form market efficiency and the day of the week effects of some African countries," MPRA Paper, University Library of Munich, Germany, number 19116, Aug.
• Sasidharan, Anand, 2009, "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper, University Library of Munich, Germany, number 19433, Jun, revised Dec 2009.
• El Bouhadi, Abdelhamid & Achibane, Khalid, 2009, "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper, University Library of Munich, Germany, number 19482, Dec.
• Sasidharan, Anand, 2009, "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper, University Library of Munich, Germany, number 19501, Jun, revised Dec 2009.
• Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa, 2009, "The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 20084, Sep.
• Rashid, Abdul & Husain, Fazal, 2009, "Testing the Weak Form Efficiency in Pakistan’s Equity, Badla and Money Markets," MPRA Paper, University Library of Munich, Germany, number 22285.
• Giovanis, Eleftherios, 2009, "Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB," MPRA Paper, University Library of Munich, Germany, number 22326.
• Giovanis, Eleftherios, 2009, "The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets," MPRA Paper, University Library of Munich, Germany, number 22328.
• Giglio, Ricardo & Da Silva, Sergio, 2009, "Ranking the stocks listed on Bovespa according to their relative efficiency," MPRA Paper, University Library of Munich, Germany, number 22720.
• Sasidharan, Anand, 2009, "Does seasonality persists in Indian stock markets?," MPRA Paper, University Library of Munich, Germany, number 24185, Jun, revised Aug 2010.
• Sasidharan, Anand, 2009, "Stock Market's Reaction to Monetary Policy Announcements in India," MPRA Paper, University Library of Munich, Germany, number 24190, Jun, revised Jul 2010.
• Rambaccussing, Dooruj, 2009, "Exploiting price misalignements," MPRA Paper, University Library of Munich, Germany, number 27147, Sep.
• Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P., 2009, "Revisiting the merger and acquisition performance of European banks," MPRA Paper, University Library of Munich, Germany, number 31994, Aug.
• Daskalakis, George & Symeonidis, Lazaros & Markellos, Raphael, 2009, "Does the weather affect stock market volatility?," MPRA Paper, University Library of Munich, Germany, number 34128, Sep.
• Rosenthal, Dale W.R., 2009, "Performance metrics for algorithmic traders," MPRA Paper, University Library of Munich, Germany, number 36787, Jun, revised 04 Jan 2012.
• Dumitriu, Ramona & Nistor, Costel & Stefanescu, Razvan, 2009, "Changes in the monthly effects from the Romanian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 41743, Nov, revised 08 May 2010.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009, "Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis," MPRA Paper, University Library of Munich, Germany, number 41744, Sep, revised 04 Mar 2010.
• Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009, "Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 41749, Nov, revised 19 Nov 2009.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2009, "On the random walk characteristics of stock returns in India," MPRA Paper, University Library of Munich, Germany, number 46499.
• Hiremath, Gourishankar S, 2009, "Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review," MPRA Paper, University Library of Munich, Germany, number 46512.
• Chancharat, Surachai & Kamalian, Amin Reza & Valadkhani, Abbas, 2009, "Random Walk and Multiple Structural Breaks In Thai Stock Market," MPRA Paper, University Library of Munich, Germany, number 50395.
• Anginer, Deniz & Yildizhan, Celim, 2009, "Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns," MPRA Paper, University Library of Munich, Germany, number 53885, Sep, revised 23 Apr 2013.
• Trabelsi, Mohamed Ali, 2009, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 80441, revised 2009.
• Camilleri, Silvio John & Green, Christopher, 2009, "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 85069, Jan.
• Camilleri, Silvio John & Green, Christopher J., 2009, "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 95300.
• Francis M. Kemegue, 2009, "Pattern of Interdependence of Aggregate FDI from the Same Source Country," Working Papers, University of Pretoria, Department of Economics, number 200928, Dec.
• Francis M. Kemegue, 2009, "Do Neighbors of Host Countries Matter to Aggregate US FDI Outflows?," Working Papers, University of Pretoria, Department of Economics, number 200929, Dec.
• Vít Pošta, 2009, "The Role of fundamentals factors of empirical analysis of the Prague stock exchange," Ekonomika a Management, Prague University of Economics and Business, volume 2009, issue 3.
• Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda, 2009, "Smart Agents and Sentiment in the Heterogeneous Agent Model," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 3, pages 209-219, DOI: 10.18267/j.pep.350.
• Jean-Hervé Lorenzi & Henri Elbaz, 2009, "Relance mondiale : comment la financer ?," Revue d'Économie Financière, Programme National Persée, volume 94, issue 1, pages 305-328, DOI: 10.3406/ecofi.2009.5310.
• Radosław Cholewiński, 2009, "Real-Time Market Abuse Detection with a Stochastic Parameter Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 261-284, November.
• Cyril Monnet & Ted Temzelides & Thorsten V. Koeppl, 2009, "Optimal Clearing Arrangements For Financial Trades," Working Paper, Economics Department, Queen's University, number 1222, Nov.
• Chris Brooks & Xiafei Li & Joelle Miffre, 2009, "Time Varying Volatility and the Cross-Section of Equity Returns Â," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-01, Mar.
• Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009, "Market Selection," 2009 Meeting Papers, Society for Economic Dynamics, number 274.
• Cosmin Ilut, 2009, "Ambiguity Aversion: Implications For The Uncovered Interest Rate Parity Puzzle," 2009 Meeting Papers, Society for Economic Dynamics, number 328.
• Bruno Strulovici & Darrell Duffie, 2009, "Capital Mobility and Asset Pricing," 2009 Meeting Papers, Society for Economic Dynamics, number 87.
• Eric VERNIER & Aymeric BOUCHIE DE BELLE, 2009, "Impact des résultats passés sur l’aversion au risque de l’investisseur (The impact of past results on the investor's risk)," Working Papers, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation, number 209, Feb.
• André Ventura & Marcio Gomes Pinto Garcia, 2009, "Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 563, Nov.
• Luis Braido & Carlos da Costa & Bev Dahlby, 2009, "Adverse Selection and Risk Aversion in Capital Markets," Working Papers, University of Alberta, Department of Economics, number 2009-15, Mar.
• Georges Dionne, 2009, "Structured finance, risk management, and the recent financial crisis," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 09-6, Oct.
• Min (Kevin) Zhao, 2009, "Short Sale Constraints and Stock Misvaluation: Daily Evidence on the Nasdaq," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 4, pages 505-530.
• James J. Kung & Wing-Keung Wong, 2009, "Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 135-150.
• Shahin Shojai, 2009, "Economists' Hubris - The Case of Mergers and Acquisitions," Journal of Financial Transformation, Capco Institute, volume 26, pages 4-12.
• Hans Blommestein, 2009, "The financial crisis as a symbol of the failure of academic finance? (A methodological digression)," Journal of Financial Transformation, Capco Institute, volume 27, pages 3-8.
• Shahin Shojai & George Feiger, 2009, "Economists’ hubris – the case of asset pricing," Journal of Financial Transformation, Capco Institute, volume 27, pages 9-13.
• Pablo Fernandez, 2009, "The equity premium in 150 textbooks," Journal of Financial Transformation, Capco Institute, volume 27, pages 14-18.
• George von Furstenberg, 2009, "U.S. executive-branch transgressions in the depth of the 2007-09 financial crisis," Journal of Financial Transformation, Capco Institute, volume 27, pages 29-34.
• Iulian Panait & Iulia Lupu, 2009, "The Behavior Of The Bucharest Stock Exchange During The Current Financial Markets Crisis And Proposed Measures For Its Sustainable Development," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 1, pages 73-80.
• Dragota, Victor & Stoian, Andreea & Pele, Daniel Traian & Mitrica, Eugen & Bensafta, Malik, 2009, "The Development of the Romanian Capital Market: Evidences on Information Efficiency," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 147-160, June.
• DRIGA Imola & NITA Dorina, 2009, "Bankruptcy – the consequence of defective bank management," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 2, pages 205-222, December.
• M. Fr Mmel & N. Kiss M & K. Pint R & -, 2009, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/626, Dec.
• Boyer, Robert, 2009, "Feu le régime d’accumulation tiré par la finance," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 5.
• 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 I, 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.
• Patton, Andrew J. & Verardo, Michela, 2009, "Does beta move with news? Systematic risk and firm-specific information flows," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24421, Mar.
• Garavito, Fabian, 2009, "Organizational diseconomies in the mutual fund industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29302, Aug.
• Muga, Luis & Santamaría, Rafael, 2009, "El efecto momentum en la Bolsa Mexicana de Valores," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 302, pages 433-463, abril-jun, DOI: http://www.eltrimestreeconomico.com.
• González, Marcelo & Farías, Pablo, 2009, "Desempeño operacional posterior a la oferta pública inicial de acciones de las empresas chilenas," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 303, pages 751-773, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v76i.
• Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009, "Riding Bubbles," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-058-F&A, Dec.
• Alexandru Todea & Adrian Zoicas-Ienciu & Angela-Maria Filip, 2009, "Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 63-72.
• Tuan Thi Ngoc Bui & Piet Sercu, 2009, "Forward Premiums in the Brussels SE and the Shadow Price of Cash Balances," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 418-437.
• Lars Jonung, 2009, "The Swedish model for resolving the banking crisis of 1991 - 93. Seven reasons why it was successful," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 360, Feb.
• Antonio Cabrales & Piero Gottardi, 2009, "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Economics Working Papers, European University Institute, number ECO2009/11.
• Ladislav Kristoufek, 2009, "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/26, Nov, revised Nov 2009.
• Andrea Beltratti & Bernardo Bortolotti & Marianna Caccavaio, 2009, "Stock Prices in a Speculative Market: The Chinese Split-Share Reform," Working Papers, Fondazione Eni Enrico Mattei, number 2009.15, Feb.
• Dominique Guégan,Florian Ielpo, 2009, "Further Evidence on the Impact of Economic News on Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 2, pages 1-45, October.
• Hans Andeweg, André Dorsman, Kees van Montfort, 2009, "Electricity Traffic over the Barriers of Networks: The Case of Germany and The Netherlands," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 2, pages 120-139, October.
• Baptista, Ricardo Fuscaldi de Figueiredo & Pereira, Pedro L. Valls, 2009, "Análise do desempenho de regras da análise técnica aplicada ao mercado intradiário do contrato futuro do índice Ibovespa," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 173, Jan.
• Pereira, Pedro L. Valls, 2009, "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 175, Jan.
• Pereira, Pedro L. Valls, 2009, "Ombro-cabeça-ombro: testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 181, Jan.
• Nunes, Clemens V. de Azevedo & Gomes, Cleomar & Brito, Márcio Holland de, 2009, "Sinalização de política monetária e movimentos na estrutura a termo da taxa de juros no Brasil," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 187, May.
• Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009, "Global, local, and contagious investor sentiment," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 37.
• Geert Bekaert & Eric Engstrom, 2009, "Inflation and the stock market: Understanding the “Fed Model”," Proceedings, Federal Reserve Bank of San Francisco, issue jan.
• Katheryn N. Russ & Diego Valderrama, 2009, "A theory of banks, bonds, and the distribution of firm size," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-25.
• Michael J. Fleming & Bruce Mizrach & Giang Nguyen, 2009, "The microstructure of a U.S. Treasury ECN: the BrokerTec platform," Staff Reports, Federal Reserve Bank of New York, number 381, Jul.
• Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2009, "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports, Federal Reserve Bank of New York, number 395.
• Laurean BOGDAN, 2009, "Production Management And Market Constraints," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 10, issue 2, pages 5-11, N0vember.
• Michela Verardo & Andrew Patton, 2009, "Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows," FMG Discussion Papers, Financial Markets Group, number dp630, Mar.
• Marc Flandreau & Norbert Gaillard & Ugo Panizza, 2009, "Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2010, Dec, revised Feb 2010.
• 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," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2009, Jun.
• Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009, "Exchange rate forecasters’ performance: evidence of skill?," Working Papers, Business School - Economics, University of Glasgow, number 2009_13, Feb.
• Mario Cerrato & Abdollah Abbasyan, 2009, "Optimal martingales and American option pricing," Working Papers, Business School - Economics, University of Glasgow, number 2009_27, Jul.
• Mirela Malin & Graham Bornholt, 2009, "Predictability of Future Index Returns based on the 52 Week High Strategy," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200907, Jul.
• Allen Huang & Benjamin Liu, 2009, "The Goods and Services Tax (GST) and Bank Mortgage Costs: Empirical Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200914.
• Allen Huang & Benjamin Liu, 2009, "The Goods and Services Tax (GST) and Non-Bank Lender Mortgage Costs: Empirical Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200915.
• Paula Hernandez-Verme, 2009, "Small Open Economies with Frictions in Credit Markets: Target inflation or money growth when floating?," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EC200903, Jul.
• Paula Hernandez-Verme, 2009, "Inflation, Growth and Exchange Rate Regimes in Small Open Economies," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EC200906, Jul.
• Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009, "High Watermarks of Market Risks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00425585, Aug.
• Dominique Guegan & Florian Ielpo, 2009, "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00439820, Oct.
• Georges Dionne & Florence Giuliano & Pierre Picard, 2009, "Optimal auditing for insurance fraud," Post-Print, HAL, number hal-00367109, DOI: 10.1287/mnsc.1080.0905.
• David Thesmar, 2009, "Limits of Limits of Arbitrage: Theory and Evidence," Post-Print, HAL, number hal-00495715.
• Pierre-Cyrille Hautcoeur, 2009, "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 hal-00530079, Dec.
• Michael A. Smith & David Paton & Leighton Vaughan Williams, 2009, "Do Bookmakers Possess Superior Skills to Bettors in Predicting Outcomes?," Post-Print, HAL, number hal-00684229, Mar, DOI: 10.1016/j.jebo.2009.03.016.
• Amélie Charles & Olivier Darné, 2009, "Testing for random walk behavior in euro exchange rates," Post-Print, HAL, number hal-00771082.
• Robert Joliet & Aline Muller, 2015, "Dividends and Foreign Performance Signaling," Post-Print, HAL, number hal-01667402, May, DOI: 10.2139/ssrn.1343753.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2009, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00674163, Oct.
• Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009, "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers, HAL, number hal-00489272, May.
• Hélène Raymond, 2009, "The effect of Sovereign Wealth Funds’ investments on stock markets," Working Papers, HAL, number hal-04140850.
• Tsiaras, Leonidas, 2009, "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2009-02, Mar.
• Hansson, Fredrik & Rüdow Fors, Erik, 2009, "Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban," Working Papers in Economics, University of Gothenburg, Department of Economics, number 365, Jun.
• Manescu, Cristiana, 2009, "Stock returns in relation to environmental, social and governance performance: mispricing or compensation for risk?," Working Papers in Economics, University of Gothenburg, Department of Economics, number 376, Sep, revised 01 Mar 2010.
• Salomonsson, Marcus, 2009, "Introducing a spread into the Kyle model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 713, Mar.
• Almenberg, Johan & Karapetyan, Artashes, 2009, "Mental Accounting in the Housing Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 718, May, revised 28 Aug 2010.
• Almenberg, Johan & Karapetyan, Artashes, 2009, "Mental Accounting in the Housing Market," Working Paper Series, Research Institute of Industrial Economics, number 798, Jun.
• Lönnbark, Carl & Soultanaeva, Albina, 2009, "Profitability of Technical Trading Rules on the Baltic Stock Markets," Umeå Economic Studies, Umeå University, Department of Economics, number 761, Jan.
• Hans Genberg & Cho-hoi Hui, 2009, "The Credibility of the Link from the Perspective of Modern Financial Theory," Working Papers, Hong Kong Monetary Authority, number 0902, Jan.
• Laurence Fung & Ip-wing Yu, 2009, "Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008," Working Papers, Hong Kong Monetary Authority, number 0917, Oct.
• Tom Fong & Laurence Fung & Lillie Lam & Ip-wing Yu, 2009, "Measuring the Interdependence of Banks in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0919, Dec.
• Campbell, John & Schwartz, Allie & Ramadorai, Tarun, 2009, "Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements," Scholarly Articles, Harvard University Department of Economics, number 2609649.
• Avery, Christopher N. & Zeckhauser, Richard Jay, 2009, "The CAPS Prediction System and Stock Market Returns," Scholarly Articles, Harvard Kennedy School of Government, number 4415901.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003, "Limit Order Book as a Market for Liquidity," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp321, Jan.
• Aminah Nalikka, 2009, "Impact of Gender Diversity on Voluntary Disclosure in Annual Reports," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 101-113.
• Eddy Junarsin & Bayu Pranoto, 2009, "Information Content and Intra-Industry Effect of Stock Splits: Evidence from Indonesia," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 15-27.
• Giuseppe Galloppo, 2009, "Dynamic Asset Allocation Using a Combined Criteria Decision System," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 29-44.