Research classified by Journal of Economic Literature (JEL) codes

2009

• Georgiana PACESILA & Anamaria CIOBANU, 2009, "Analysis of Macro and Micro Economical Factors Impact on the Yields of Investments in Shares Marketable on BSE," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 4, issue 1, pages 55-75.
• Daniel MANATE & Paval FARCAS, 2009, "The Fundamental Analysis of Financial Instruments in the Context of Diverse Investing Styles," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 4, issue 2, pages 108-129.
• Maria PASCU-NEDELCU & Ioana Diana PAUN, 2009, "Does the Interdependence Between Capital Markets Change the Factors of Cost of Capital Assessment Models?," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 4, issue 2, pages 88-107.
• Carlo D’ADDA, 2009, "La crisi finanziaria globale 2008-2009," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 117, issue 1, pages 125-134.
• Robert Ślepaczuk & Grzegorz Zakrzewski, 2009, "Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-11.
• Robert Ślepaczuk & Grzegorz Zakrzewski, 2009, "High-Frequency and Model-Free Volatility Estimators," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-13.
• Dan Bernhardt & Ryan J. Davies, 2009, "Smart fund managers? Stupid money?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 42, issue 2, pages 719-748, May, DOI: 10.1111/j.1540-5982.2009.01525.x.
• Piotr Orlowski, 2009, "Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 38, Jun.
• Terence Tai-Leung Chong & Tau-Hing Lam & Melvin J. Hinich, 2009, "Are Nonlinear Trading Rules Profitable In The Chinese Stock Market?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 1-20, DOI: 10.1142/S201049520950002X.
• Jingliang Xiao & Robert D Brooks & Wing-Keung Wong, 2009, "Garch And Volume Effects In The Australian Stock Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 1-20, DOI: 10.1142/S2010495209500055.
• Melike Bildirici & Sadiye Oktay, 2009, "Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test," Working Papers, Yildiz Technical University, Department of Economics, number 0010, Apr, revised Apr 2009.
• Andrew Metrick & Gary Gorton, 2009, "Haircuts," Yale School of Management Working Papers, Yale School of Management, number amz2395, Aug, revised 01 Sep 2009.
• Natividad Blasco & Pilar Corredor & Sandra Ferreruela, 2009, "Detecting intentional herding: what lies beneath intraday data in the spanish stock market," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2009-01, Jan.
• Westerhoff, Frank, 2009, "A simple agent-based financial market model: Direct interactions and comparisons of trading profits," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 61.
• Dieci, Roberto & Westerhoff, Frank, 2009, "A simple model of a speculative housing market," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 62.
• Witte, Björn-Christopher, 2009, "Temporal information gaps and market efficiency: A dynamic behavioral analysis," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 64.
• Waldvogel, Felix, 2009, "Zertifizierung von Verbriefungstransaktionen durch die True Sale International (TSI)," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers), University of Bayreuth, Chair of Finance and Banking, number 2009-01.
• Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2009, "Stock return seasonalities and investor structure: Evidence from China's B-share markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2009.
• Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2009, "Credit allocation, capital requirements and procyclicality," Bank of Finland Research Discussion Papers, Bank of Finland, number 23/2009.
• Völz, Manja & Wedow, Michael, 2009, "Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,06.
• Fecht, Falko & Wedow, Michael, 2009, "The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,10.
• Günther, Nina & Gegenfurtner, Bernhard & Kaserer, Christoph & Achleitner, Ann-Kristin, 2009, "International financial reporting standards and earnings Quality: the myth of voluntary vs. mandatory adoption," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2009-09.
• Lahr, Henry & Kaserer, Christoph, 2009, "Net asset value discounts in listed private equity funds," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2009-12.
• Niessen, Alexandra & Ruenzi, Stefan, 2009, "Political connectedness and firm performance: Evidence from Germany," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-15.
• Boonenkamp, Ute & Kempf, Alexander & Homburg, Carsten, 2009, "Fundamental information in technical trading strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-12.
• Frey, Stefan & Sandås, Patrik, 2009, "The impact of iceberg orders in limit order books," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-06.
• Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan, 2009, "The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-07.
• Yadav, Pradeep K. & Bardong, Florian & Bartram, Söhnke M., 2009, "Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-08.
• Yadav, Pradeep K. & Fotak, Veljko & Raman, Vikas, 2009, "Naked short selling: The emperor`s new clothes?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-09.
• Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan, 2009, "Cross-sectional analysis of risk-neutral skewness," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-11.
• Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik, 2009, "Strategic trading and trade reporting by corporate insiders," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-15.
• Trapp, Monika, 2009, "Trading the bond-CDS basis: The role of credit risk and liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-16.
• Theissen, Erik, 2009, "Price discovery in spot and futures markets: A reconsideration," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 09-17.
• Laux, Christian & Leuz, Christian, 2009, "The crisis of fair value accounting: Making sense of the recent debate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/09.
• Franke, Günter & Krahnen, Jan Pieter, 2009, "Instabile Finanzmärkte," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/13.
• Laux, Christian & Leuz, Christian, 2009, "Did fair-value accounting contribute to the financial crisis?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/22.
• Hautsch, Nikolaus & Huang, Ruihong, 2009, "The market impact of a limit order," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/23.
• Wieland, Volker, 2009, "Fiscal stimulus and the promise of future spending cuts: A comment," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/26.
• Theissen, Erik, 2009, "Price discovery in spot and futures markets: A reconsideration," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/27.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2009, "Quantifying high-frequency market reactions to real-time news sentiment announcements," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/31.
• Bannier, Christina E. & Hirsch, Christian, 2009, "The economic function of credit rating agencies: what does the watchlist tell us?," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 124.
• Hankir, Yassin & Rauch, Christian & Umber, Marc P., 2009, "It's the market power, stupid! Stock return patterns in international bank M&A," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 129.
• Küster Simic, André & Gabriel, Silke, 2009, "Entwicklung eines Index für Schiffsbeteiligungen," Working Paper Series, Hamburg School of Business Administration (HSBA), number 01/2009.
• Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2009, "Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-51.
• Asher, Sam & Casaburi, Lorenzo & Nikolov, Plamen & Ye, Maoliang, 2009, "One Step at a Time: Do Threshold Patterns Matter in Public Good Provision?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-5.
• Mendoza-Velázquez, Alfonso, 2009, "The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-17.
• Mendoza-Velázquez, Alfonso, 2009, "The information content and redistribution effects of state and municipal rating changes in Mexico," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-21, DOI: 10.5018/economics-ejournal.ja.2009-.
• Gründl, Helmut & Post, Thomas, 2009, "Transparency through financial claims with fingerprints: A free market mechanism for preventing mortgage securitization induced financial crises," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-018.
• Eckel, Stefanie & Löffler, Gunter & Maurer, Alina & Schmidt, Volker, 2009, "Measuring the effects of geographical distance on stock market correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-025.
• Hautsch, Nikolaus & Huang, Ruihong, 2009, "The market impact of a limit order," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-051.
• Groß-Klußmann, Axel & Hautsch, Nikolaus, 2009, "Quantifying high-frequency market reactions to real-time news sentiment announcements," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-063.
• Schmidt, Marko & Grigoleit, Jens & Nippa, Michael, 2009, "Die Auswirkungen der Unternehmenstransparenz auf den Erfolg börsenorientierter Kapitalgesellschaften in Deutschland - Eine Darstellung des aktuellen Forschungsstandes," Freiberg Working Papers, TU Bergakademie Freiberg, Faculty of Economics and Business Administration, number 2009/01.
• Schindler, Felix, 2009, "Long-term benefits from investing in international real estate," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-023.
• Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel, 2009, "The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-045.
• Schindler, Felix & Rottke, Nico & Füss, Roland, 2009, "Testing the predictability and efficiency of securitized real estate markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-054.
• Steiner, Christian & Groß, Anne & Entorf, Horst, 2009, "Return and Volatility Reactions to Monthly Announcements of Business Cycle Forecasts: An Event Study Based on High-Frequency Data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-010.
• Johan Almenberg & Artashes Karapetyan, 2009, "Mental accounting in the housing market," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 453, Nov.
• Laux, Christian & Leuz, Christian, 2009, "The crisis of fair-value accounting: Making sense of the recent debate," Accounting, Organizations and Society, Elsevier, volume 34, issue 6-7, pages 826-834, August.
• Fischer, Andreas M. & Isakova, Gulzina & Termechikov, Ulanbek, 2009, "Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners' views," Journal of Asian Economics, Elsevier, volume 20, issue 2, pages 98-109, March.
• Alwathainani, Abdulaziz M., 2009, "Consistency of firms' past financial performance measures and future returns," The British Accounting Review, Elsevier, volume 41, issue 3, pages 184-196, DOI: 10.1016/j.bar.2009.08.001.
• Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009, "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, volume 15, issue 3, pages 368-387, June.
• Bouis, Romain, 2009, "The short-term timing of initial public offerings," Journal of Corporate Finance, Elsevier, volume 15, issue 5, pages 587-601, December.
• Ladley, Dan & Schenk-Hoppé, Klaus Reiner, 2009, "Do stylised facts of order book markets need strategic behaviour?," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 4, pages 817-831, April.
• Özatay, Fatih & Özmen, Erdal & Sahinbeyoglu, Gülbin, 2009, "Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news," Economic Modelling, Elsevier, volume 26, issue 2, pages 526-531, March.
• Schmeling, Maik, 2009, "Investor sentiment and stock returns: Some international evidence," Journal of Empirical Finance, Elsevier, volume 16, issue 3, pages 394-408, June.
• Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa, 2009, "Empirical evidence on jumps in the term structure of the US Treasury Market," Journal of Empirical Finance, Elsevier, volume 16, issue 3, pages 430-445, June.
• Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic, 2009, "Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event," Energy Policy, Elsevier, volume 37, issue 1, pages 15-28, January.
• Nicolosi, Gina & Peng, Liang & Zhu, Ning, 2009, "Do individual investors learn from their trading experience?," Journal of Financial Markets, Elsevier, volume 12, issue 2, pages 317-336, May.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-05, Feb.
• Anna Obizhaeva, 2009, "Portfolio Transitions and Stock Price Dynamics," Working Papers, New Economic School (NES), number w0224, Mar.
• J. Bradford DeLong & Konstantin Magin, 2009, "The U.S. Equity Return Premium: Past, Present, and Future," Journal of Economic Perspectives, American Economic Association, volume 23, issue 1, pages 193-208, Winter, DOI: 10.1257/jep.23.1.193.
• Markus K. Brunnermeier, 2009, "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, volume 23, issue 1, pages 77-100, Winter, DOI: 10.1257/jep.23.1.77.
• William C. Weld & Roni Michaely & Richard H. Thaler & Shlomo Benartzi, 2009, "The Nominal Share Price Puzzle," Journal of Economic Perspectives, American Economic Association, volume 23, issue 2, pages 121-142, Spring.
• Thi Hong Van Hoang, 2009, "Efficience informationnelle des marchés de l’or à Paris et à Londres, 1948-2008. Une vérification économétrique de la forme faible," Working Papers, Association Française de Cliométrie (AFC), number 09-09.
• Bashir Tijjani & David Power & Suzanne Fifield, 2009, "An Empirical Investigation of the Weak-Form of the Efficient Market Hypothesis for the Nigerian Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 11, issue 2, pages 1-27.
• Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2009, "Optimal Clearing Arrangements for Financial Trades," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273708, Nov, DOI: 10.22004/ag.econ.273708.
• Kung, James J., 2009, "Predictability of Technical Trading Rules: Evidence from the Taiwan Stock Market," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 5, issue 01-2, pages 1-17, March, DOI: 10.22004/ag.econ.143216.
• Lin, Chien-Ting & Ho, Chia-Cheng & Hsieh, Hisn-Jung, 2009, "Market Psychology and Aggregate Stock Returns: Evidence from Australian Consumer Sentiment," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 5, issue 01-2, pages 1-15, March, DOI: 10.22004/ag.econ.143218.
• Horia CRISTEA, 2009, "The financial information's vulnerability," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 32-36, May.
• Franklin Allen & Ana Babus & Elena Carletti, 2009, "Financial Crises: Theory and Evidence," Annual Review of Financial Economics, Annual Reviews, volume 1, issue 1, pages 97-116, November.
• Gabriel Martinez, 2009, "Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows," Working Papers, Ave Maria University, Department of Economics, number 0902, Aug.
• Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010, "Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency," Working Papers, University of Heidelberg, Department of Economics, number 0497, Mar.
• Alicia Garcia-Herrero & Jacob Gyntelberg & Andrea Tesei, 2009, "The Asian crisis: what did local stock markets expect?," Working Papers, BBVA Bank, Economic Research Department, number 0902, Feb.
• Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2009, "Determinants of the Inter-Bank Interest Rate in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200941, Mar.
• Birol Yildiz & Soner Akkoç, 2009, "Predicting Bank Bankruptcies with Neuro Fuzzy Method," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 1, pages 9-36.
• José Manuel Campa & Ignacio Hernando, 2009, "Cash, access to credit, and value creation in M&As," Working Papers, Banco de España, number 0915, Jul.
• Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009, "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 47, Jul.
• Rangel José Gonzalo, 2009, "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers, Banco de México, number 2009-15, Dec.
• Lucas, Y., 2009, "The impact of the financial crisis on transfer systems," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 14, pages 39-45, Summer.
• Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael R King & Aviram Levy & Federico M Signoretti & Marco Taboga & Andrea Zaghini, 2009, "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48, ISBN: ARRAY(0x98272c08).
• Hui Guo, 2009, "Data Revisions And Out‐Of‐Sample Stock Return Predictability," Economic Inquiry, Western Economic Association International, volume 47, issue 1, pages 81-97, January, DOI: 10.1111/j.1465-7295.2008.00169.x.
• André Betzer & Erik Theissen, 2009, "Insider Trading and Corporate Governance: The Case of Germany," European Financial Management, European Financial Management Association, volume 15, issue 2, pages 402-429, March, DOI: 10.1111/j.1468-036X.2007.00422.x.
• Michael R. King, 2009, "Prebid Run‐Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Financial Management, Financial Management Association International, volume 38, issue 4, pages 699-726, December, DOI: 10.1111/j.1755-053X.2009.01053.x.
• Asani Sarkar & Robert A. Schwartz, 2009, "Market Sidedness: Insights into Motives for Trade Initiation," Journal of Finance, American Finance Association, volume 64, issue 1, pages 375-423, February, DOI: 10.1111/j.1540-6261.2008.01437.x.
• Kenji Kutsuna & Janet Kiholm Smith & Richard L. Smith, 2009, "Public Information, IPO Price Formation, and Long‐Run Returns: Japanese Evidence," Journal of Finance, American Finance Association, volume 64, issue 1, pages 505-546, February, DOI: 10.1111/j.1540-6261.2008.01440.x.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2009, "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, volume 64, issue 3, pages 1187-1215, June, DOI: 10.1111/j.1540-6261.2009.01462.x.
• David Hirshleifer & Sonya Seongyeon Lim & Siew Hong Teoh, 2009, "Driven to Distraction: Extraneous Events and Underreaction to Earnings News," Journal of Finance, American Finance Association, volume 64, issue 5, pages 2289-2325, October, DOI: 10.1111/j.1540-6261.2009.01501.x.
• Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009, "The Price Is (Almost) Right," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2739-2782, December, DOI: 10.1111/j.1540-6261.2009.01516.x.
• Joseph A. Clougherty & Tomaso Duso, 2009, "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," Journal of Management Studies, Wiley Blackwell, volume 46, issue 8, pages 1365-1395, December, DOI: 10.1111/j.1467-6486.2009.00852.x.
• Jianjun Sun & Nobuyoshi Yamori, 2009, "Regional Disparities And Investment–Cash Flow Sensitivity: Evidence From Chinese Listed Firms," Pacific Economic Review, Wiley Blackwell, volume 14, issue 5, pages 657-667, December, DOI: 10.1111/j.1468-0106.2009.00477.x.
• Günter Franke & Jan P. Krahnen, 2009, "Instabile Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, volume 10, issue 4, pages 335-366, November, DOI: 10.1111/j.1468-2516.2009.00313.x.
• Oscar A. Díaz Quevedo, 2009, "Determinantes del ratio de morosidad en el sistema financiero boliviano," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2009/01, Sep.
• Oscar A. Díaz Quevedo, 2009, "¿Cuán eficiente es la banca boliviana?: Una aproximación mediante fronteras estocásticas," Revista de Análisis del BCB, Banco Central de Bolivia, volume 11, issue 1, pages 45-76, December.
• Ioannis Asimakopoulos & Panayiotis Athanasoglou,, 2009, "Revisiting the Merger and Acquisition Performance of European Banks," Working Papers, Bank of Greece, number 100, Aug.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2009, "An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange," Working Papers, Bank of Greece, number 107, Dec.
• Jong-Ku Kang, 2009, "Herding in Financial Markets: Its Causes and Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 15, issue 4, pages 118-165, December.
• Numan Ulku, 2009, "Further Out-of-Sample Tests of Simple Technical Trading Rules," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 41, pages 25-44.
• Ekrem Tufan & Bahattin Hamarat, 2009, "Jinx Numbers Effect," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 41, pages 45-60.
• Berna Kirkulak & Çagnur Kaytmaz Balsari, 2009, "Inflation Accounting and Stock Returns: Evidence From Istanbul Stock Exchange (ISE)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 42, pages 19-34.
• Thomas Oberlechner & Carol Osler, 2009, "Overconfidence in Currency Markets," Working Papers, Brandeis University, Department of Economics and International Business School, number 02, Oct.
• Jairo Laser Procianoy & Rodrigo Verdi, 2009, "Bovespa New Markets Adoption - Novo Mercado, Nível 1 and Nível 2, Determinants and Consequences," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 1, pages 107-136.
• Bruno Ferreira Frascaroli & Luciano da Costa Silva & Osvaldo Cândido da Silva Filho, 2009, "Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 1, pages 73-106.
• Bruno Ribeiro Castro & Andrea Maria Accioly Fonseca Minardi, 2009, "Performance Comparison of Active and Passive Stock Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 143-161.
• Aline Barreto dos Santos & Fernanda Finotti Cordeiro Perobelli, 2009, "Market Reaction to the Approval of Stock Option Plans: an Event Study of Bovespa Listed Companies," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 163-195.
• Carlos Marcelo Lauretti & Eduardo Kazuo Kayo & Emerson Fernandes Marçal, 2009, "Market Overreaction to Intangible Information," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 2, pages 215-236.
• Edmund Cannon & Ian Tonks, 2009, "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/610, Jul.
• Daniella Acker & Nigel W. Duck, 2009, "On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/611, Nov.
• Piotr Korczak & Kate Phylaktis, 2009, "Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/612, Oct.
• Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2009, "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/613, Oct.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009, "Private information, stock markets, and exchange rates," Working Papers, Monetary Policy Group, Bank of Thailand, number 2009-07, Jul.
• Katarína Kálovcová & Andreas Ortmann, 2009, "Understanding the Plott-Wit-Yang Paradox," Journal of Prediction Markets, University of Buckingham Press, volume 3, issue 3, pages 33-44, December.
• David B. Audretsch & Prashanth Mahagaonkar & Werner Bönte, 2009, "Financial Signaling by Innovative Nascent Entrepreneurs," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp09001, Jan.
• Park, A. & Sgroi, D., 2009, "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0938, Oct.
• Park, A. & Sabourian, H., 2009, "Herding and Contrarian Behaviour in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0939, Oct.
• Park, A. & Sgroi, D., 2009, "Herding, Contrarianism and Delay in Financial Market Trading," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0941, Oct.
• Jezek, M., 2009, "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0951, Dec.
• Beat Hintermann, 2009, "Allowance Price Drivers in the First Phase of the EU ETS," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 09-63, May.
• Beat Hintermann, 2009, "An Options Pricing Approach for CO2 Allowances in the EU ETS," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 09-64, Jun.
• Katarina Kalovcova & Andreas Ortmann, 2009, "Understanding the Plott-Wit-Yang Paradox," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp397, Nov.
• Jerome L. Stein, 2009, "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series, CESifo, number 2539.
• Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009, "Exchange Rate Forecasters' Performance: Evidence of Skill?," CESifo Working Paper Series, CESifo, number 2615.
• Hans Degryse & Frank de Jong & Jérémie Lefebvre, 2009, "An Empirical Analysis of Legal Insider Trading in the Netherlands," CESifo Working Paper Series, CESifo, number 2687.
• Giovanni Cespa & Xavier Vives, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series, CESifo, number 2839.
• Xavier Vives, 2009, "Strategic Supply Function Competition with Private Information," CESifo Working Paper Series, CESifo, number 2856.
• Isabel Maria Pereira Viegas Vieira, 2009, "Contagion Effects of the Subprime Crisis in the European NYSE-Euronext Markets," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_01.
• Anna Obizhaeva, 2009, "Portfolio Transitions and Stock Price Dynamics," Working Papers, Center for Economic and Financial Research (CEFIR), number w0224, Mar.
• Erwan MORELLEC & Norman SCHURHOFF, 2009, "Dynamic Investment and Financing under Asymmetric Information," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-09, Mar.
• Ramazan GENCA & Rajna GIBSON & Yi XUE, 2009, "The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-11, Feb.
• Amelie Charles & Olivier Darne, 2009, "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
• Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2009, "Long-run Performance Following Cross-Listing: A Re-examination," CIRANO Working Papers, CIRANO, number 2007s-25, Apr.
• Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2009, "The Value of Capital Market Regulation: IPOs versus Reverse Mergers," CIRANO Working Papers, CIRANO, number 2009s-06, Apr.
• Dan Bernhardt & Ryan J. Davies, 2009, "Smart fund managers? Stupid money?," Canadian Journal of Economics, Canadian Economics Association, volume 42, issue 2, pages 719-748, May, DOI: 10.1111/j.1540-5982.2009.01525.x.
• Joao A. Bastos & Jorge Caiado, 2009, "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0904, Sep.
• . Mariana Conte Grand, 2009, "Cuantificación de la reputación ambiental: una revisión de la literatura," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Diego Alonso Agudelo Rueda & A. Marcela �lvarez L. & Yesica T. Osorno M., 2009, "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10655, Jun.
• Julio César Alonso & Juan Carlos García, 2009, "¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?," Estudios Gerenciales, Universidad Icesi.
• Julio Cesar Alonso & Juan Carlos Garcia, 2009, "¿Que tan buenos son los patrones del IGBC para predecir su comportamiento?: una aplicación de datos de alta frecuencia," Borradores de Economía y Finanzas, Universidad Icesi, number 5243, Jan.
• Alejandro Rodríguez Restrepo, 2009, "Análisis de la volatibilidad del IGBC en época de crisis (2005-2006)," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Andrés Acuna & Cristián Pinto, 2009, "Eficiencia del mercado accionario chileno: un enfoque dinámico usando tests de volatilidad," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• John Jairo García, 2009, "Los estudios de acontecimiento y la importancia de la metodología de estimación," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Sebastián Nieto-Parra, 2009, "Who Saw Sovereign Debt Crises Coming?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2009, pages 125-169.
• Ignacio Velez-Pareja, 2009, "El mercado de acciones en Colombia: 1930-1998," Proyecciones Financieras y Valoración, Master Consultores, number 5517, May.
• Gehrig, Thomas & Menkhoff, Lukas & Lütje, Torben, 2009, "Bonus Payments and Fund Managers? Behaviour: Trans-Atlantic Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 7118, Jan.
• Audretsch, David & Bönte, Werner & Mahagaonkar, Prashanth, 2009, "Financial Signalling by Innovative Nascent Entrepreneurs," CEPR Discussion Papers, Centre for Economic Policy Research, number 7165, Feb.
• Ljungqvist, Alexander & Kelly, Bryan, 2009, "Testing Asymmetric-Information Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7180, Feb.
• Thesmar, David & Hombert, Johan, 2009, "Limits of Limits of Arbitrage: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 7212, Mar.
• Gabaix, Xavier & Verdelhan, Adrien & Rancière, Romain & Farhi, Emmanuel & Fraiberger, Samuel P., 2009, "Crash Risk in Currency Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 7322, Jun.
• Flandreau, Marc & Flores, Juan & Gaillard, Norbert & Nieto-Parra, Sebastian, 2009, "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," CEPR Discussion Papers, Centre for Economic Policy Research, number 7347, Jun.
• Hau, Harald, 2009, "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 7348, Jun.
• Huizinga, Harry & Laeven, Luc, 2009, "Accounting discretion of banks during a financial crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 7381, Jul.
• Marcet, Albert & Adam, Klaus, 2009, "Internal Rationality and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 7498, Oct.
• Vives, Xavier & Cespa, Giovanni, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers, Centre for Economic Policy Research, number 7506, Oct.
• Pagano, Marco & Beber, Alessandro, 2009, "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 7557, Nov.
• Taylor, Alan M. & Jordà , Ã’scar, 2009, "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," CEPR Discussion Papers, Centre for Economic Policy Research, number 7568, Nov.
• Albuquerque, Rui, 2009, "Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity," CEPR Discussion Papers, Centre for Economic Policy Research, number 7573, Nov.
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009, "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0609, Oct.
• Martin T. Bohl & Michael Schuppli & Pierre L. Siklos, 2009, "Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0709, Oct.
• Martin T. Bohl & Christian A. Salm, 2009, "The Other January Effect: International Evidence," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0809, Apr.
• Michael Schuppli & Martin T. Bohl, 2009, "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0909, Oct.
• Mayordomo, Sergio & Peña, Juan Ignacio & Romo, Juan, 2009, "Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb096303, Sep.
• Cartea, Álvaro & Karyampas, Dimitrios, 2009, "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb097508, Dec.
• Cartea, Álvaro & Karyampas, Dimitrios, 2009, "Volatility and covariation of financial assets: a high-frequency analysis," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb097609, Dec.
• Portilla, Yolanda, 2009, "Two-sided career concern and financial equilibrium," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we091207, Mar.
• Chanwoo Noh & Sungsub Choi, 2009, "Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 351-365, November.
• Maynard, Alex & Shimotsu, Katsumi, 2009, "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 63-116, February.
• Xavier Vives, 2009, "Strategic Supply Function Competition with Private Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1736, Oct.