Research classified by Journal of Economic Literature (JEL) codes

2010

• 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.

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.
• 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 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.
• 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.
• MacDonald, Ronald & Menkhoff, Lukas & Rebitzky, Rafael R., 2009, "Exchange rate forecasters’ performance: evidence of skill?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-10.
• Cerrato, Mario & Abbasyan, Abdollah, 2009, "Optimal Martingales and American Option Pricing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-38.
• Laux, Christian & Leuz, Christian, 2009, "The crisis of fair-value accounting: Making sense of the recent debate," Accounting, Organizations and Society, Elsevier, volume 34, issue 6-7, pages 826-834, August.
• Fischer, Andreas M. & Isakova, Gulzina & Termechikov, Ulanbek, 2009, "Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners' views," Journal of Asian Economics, Elsevier, volume 20, issue 2, pages 98-109, March.
• 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.