Research classified by Journal of Economic Literature (JEL) codes

2009

• Claudia Nicoleta BORSAN, 2009, "Investor’s Perception of Value Creation in Environmental Strategies: The Impact of Past Environmental Performance on Future Stock Market Returns," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 189-198.
• Taher Hamza, 2009, "La performance à court et à long terme de l'acquéreur:l'impact de la détention d'une position de contrôle," Revue Finance Contrôle Stratégie, revues.org, volume 12, issue 1, pages 33-65, March.
• Konstantinos Drakos, 2009, "Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 16.
• Thorsten Klug & Hermann Locarek-Junge & Max Mihm, 2009, "Rationale Marktübertreibungen im Zusammenhang der aktuellen Finanzmarktkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 25-39, DOI: 10.3790/vjh.78.1.25.
• Achim Tiffe, 2009, "Verbraucherpolitik im Bereich der Finanzdienstleistungen muss mehr sein als Bereitstellung von Information," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 3, pages 110-124, DOI: 10.3790/vjh.78.3.110.
• Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2009, "Evaluating Greek Equity Funds Using Data Envelopment Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 906.
• Gannon, Gerard L., 2009, "Dispersion of information or market behaviour: general public trading in S&P500 Index futures," Working Papers, Deakin University, Department of Economics, number aef_2009_01, Jan.
• Michael T. Chng & Gerard L. Gannon, 2009, "The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects," Working Papers, Deakin University, Department of Economics, number 2009_02, Aug.
• Narayan, Paresh Kumar, 2009, "Has the structural break slowed down growth rates of stock markets?," Working Papers, Deakin University, Department of Economics, number eco_2009_07, Jan, DOI: 10.1016/j.econmod.2012.10.001.
• Aymen Belgacem, 2009, "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-16.
• Alain Abou & Georges Prat, 2009, "The dynamics of U.S. equity risk premia: lessons from professionals'view," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-25.
• Georges Prat & Remzi Uctum, 2009, "Modelling oil price expectations: evidence from survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-28.
• Taoufik Bouraoui, 2009, "The impact of stock spams on volatility," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-30.
• Hélène Raymond, 2009, "The effect of Sovereign Wealth Funds’ investments on stock markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-38.
• Christoph Weber, 2009, "Efficiency versus Robustness of Markets - Why improving market efficiency should not be the only objective of market regulation," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 0901, May, revised May 2009.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-73.
• SHANMUGAM, K.R. & MISRA, Biswa Swarup, 2009, "Stock Returns-Inflation Relation In India, 1980-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Michailidis, G., 2009, "Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Saffi, Pedro A.C. & Sturgess, Jason, 2009, "Equity lending markets and ownership structure," IESE Research Papers, IESE Business School, number D/836, Nov.
• Vives, Xavier, 2009, "Asset auctions, information and liquidity," IESE Research Papers, IESE Business School, number D/837, Dec.
• Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard, 2009, "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp09-011, Apr.
• Stulz, Rene M., 2009, "Credit Default Swaps and the Credit Crisis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-16, Sep.
• Chabi-Yo, Fousseni, 2009, "Expected Returns and Volatility of Fama-French Factors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-17, Sep.
• Chabi-Yo, Fousseni & Yang, Jun, 2009, "Default Risk, Idiosyncratic Coskewness and Equity Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-18, Oct.
• Kaplan, Steven N. & Moskowitz, Tobias J. & Sensoy, Berk A., 2009, "The Effects of Stock Lending on Security Prices: An Experiment," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-20, Jul.
• Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-5, Apr.
• Loh, Roger K. & Stulz, Rene M., 2009, "When Are Analyst Recommendation Changes Influential?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-7, May.
• 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.
• Salvatore Zecchini & Marco Ventura, 2009, "The impact of public guarantees on credit to SMEs," Small Business Economics, Springer, volume 32, issue 2, pages 191-206, February, DOI: 10.1007/s11187-007-9077-7.
• Fazakas, Gergely & Juhász, Péter, 2009, "Alacsonyabb kockázat - nagyobb osztalék?. A részvénykockázat és az osztalékfizetési hányad kapcsolatának vizsgálata a Budapesti Értéktőzsdén (1997-2007)
  [Lower risks - higher dividends?. Examining the relation of beta to dividend proportion on the," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 322-342.
• Fei Jiang & Lawrence Leger, 2009, "The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_04, Feb, revised Feb 2009.
• Gregory James & Michail Karoglou, 2009, "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_11, Sep, revised Sep 2009.
• John Jairo García, 2009, "Event studies and the importance of the estimation methodology," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 70, pages 223-235.
• Andrés Acuña & Cristián Pinto, 2009, "Efficiency of the Chilean stock market: A dynamic approach using volatility tests," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 70, pages 39-61.
• Werner Kristjanpoller Rodríguez, 2009, "An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 71, pages 189-208.
• Tomas Ramanauskas, 2009, "Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 3, Mar.
• Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas, 2009, "Building an Artificial Stock Market Populated by Reinforcement-Learning Agents," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 6, Sep.
• Jamshed Y. Uppal, 2009, "The Role of Satellite Stock Exchanges: A Case Study of the Lahore Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 14, issue 2, pages 1-47, Jul-Dec.
• Jaron, Martin, 2009, "Noise Trading in Stamm- und Vorzugsaktien," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 10218, Mar.
• Elsas, Ralf & Sabine, Mielert, 2009, "Do S&P's Corporate Ratings Reflect Credit Shocks?," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 10979, Aug.
• Jaron, Martin, 2009, "Neue Erkenntnisse zur Stimmrechtsprämie in Deutschland," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 11264, Dec.
• 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, Laboratoire Orléanais de Gestion - université d'Orléans, number 2009-1.
• 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.
• Georges Dionne, 2009, "Structured Finance, Risk Management, and the Recent Financial Crisis," Cahiers de recherche, CIRPEE, number 0944.
• Bernd Hayo & Matthias Neuenkirch, 2009, "Domestic or U.S. News: What Drives Canadian Financial Markets?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200908.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009, "Federal Reserve Communications and Emerging Equity Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200923.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009, "The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200927.
• Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk, 2009, "European Put-Call Parity and the Early Exercise Premium for American Currency Options," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 39-54, March-Jun.
• Isaac T. Tabner, 2009, "Benchmark Concentration: Capitalization Weights Versus Equal Weights in the FTSE 100 Index," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 209-228, September.
• David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis, 2009, "Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach," Working Papers, University of Miami, Department of Economics, number 0905, Feb.
• Klára Pintér & György Pulai, 2009, "Measuring interest rate expectations from market yields: topical issues," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 2, pages 34-42, July.
• Lóránt Varga, 2009, "Hungarian sovereign credit risk premium in international comparison during the financial crisis," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 2, pages 43-52, July.
• Csaba Balogh & Gergely Kóczán, 2009, "Secondary market trading infrastructure of government securities," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/74.
• Lóránt Varga, 2009, "The information content of Hungarian sovereign CDS spreads," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/78.
• Anikó Turján, 2009, "Postal payment services in Hungary," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/83.
• Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009, "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2009/3.
• Silvia Muzzioli, 2009, "The skew pattern of implied volatility in the DAX index options market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0617, Jul.
• Silvia Muzzioli, 2009, "The skew pattern of implied volatility in the DAX index options market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0020, Dec.
• Cong Ji, 2009, "Chinese Informal Financial Systems and Economic Growth --A Case Study of China's Small and Medium Enterprises," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 5, issue 1, pages 63-88, October.
• Paiardini, Paola, 2009, "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp09053, Sep.
• Fares Triki, 2009, "Leverage Bubbles," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09039, May.
• Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009, "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09054, Aug.
• Mokhtar Darmoul & Mokhtar Kouki, 2009, "Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09070, Aug.
• Mokhtar Darmoul & Mokhtar Kouki, 2009, "Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09071, Aug.
• Krzysztof Jackowicz, 2009, "Determinants of winning and losing persistence in the Polish banking sector," Bank i Kredyt, Narodowy Bank Polski, volume 40, issue 3, pages 5-23.
• 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.
• Muazu Ibrahim & Paul Alagidede, 2018, "Nonlinearities in Financial Development–Economic Growth Nexus: Evidence from sub–Saharan Africa (SSA)," ERSA Working Paper Series, Economic Research Southern Africa, number 154, Aug.