Research classified by Journal of Economic Literature (JEL) codes

2008

• Makoto Nirei, 2008, "Self-organized criticality in a herd behavior model of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 1, pages 89-97, June, DOI: 10.1007/s11403-008-0032-8.
• Patrick Leoni, 2008, "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 34, issue 1, pages 189-206, January, DOI: 10.1007/s00199-007-0203-1.
• Rong Lu & Baizhu Chen & Longbing Xu & Xinhou Xie, 2008, "Redemption puzzle of open-end fund market in China," Psychometrika, Springer;The Psychometric Society, volume 3, issue 3, pages 430-450, September, DOI: 10.1007/s11459-008-0020-x.
• Shai Levi, 2008, "Voluntary disclosure of accruals in earnings press releases and the pricing of accruals," Review of Accounting Studies, Springer, volume 13, issue 1, pages 1-21, March, DOI: 10.1007/s11142-007-9059-7.
• Dimitrios C. Ghicas & Afroditi Papadaki & Georgia Siougle & Theodore Sougiannis, 2008, "The relevance of quantifiable audit qualifications in the valuation of IPOs," Review of Accounting Studies, Springer, volume 13, issue 4, pages 512-550, December, DOI: 10.1007/s11142-007-9051-2.
• Kfir Eliaz & Ran Spiegler, 2008, "Optimal speculative trade among large traders," Review of Economic Design, Springer;Society for Economic Design, volume 12, issue 1, pages 45-74, April, DOI: 10.1007/s10058-008-0040-0.
• Markus Mentz & Dirk Schiereck, 2008, "Cross-border mergers and the cross-border effect: the case of the automotive supply industry," Review of Managerial Science, Springer, volume 2, issue 3, pages 199-218, November, DOI: 10.1007/s11846-008-0022-1.
• Stephanie E. Lang & Klaus Röder, 2008, "Die Kosten des Indextrackings — Eine Fallstudie über den Exchange Traded Fund DAX®EX," Schmalenbach Journal of Business Research, Springer, volume 60, issue 3, pages 298-321, May, DOI: 10.1007/BF03372796.
• Anthony D. Hall & Nikolaus Hautsch, 2008, "Order aggressiveness and order book dynamics," Studies in Empirical Economics, Springer, in: Luc Bauwens & Winfried Pohlmeier & David Veredas, "High Frequency Financial Econometrics", DOI: 10.1007/978-3-7908-1992-2_7.
• Laura Veldkamp & Stijn Van Nieuwerburgh, 2008, "Information Acquisition and Under-Diversification," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-21.
• Evan Gilbert & Dave Strugnell, 2008, "Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006)," Working Papers, Stellenbosch University, Department of Economics, number 19/2008.
• Martin Bohl & Pierre Siklos, 2008, "Empirical evidence on feedback trading in mature and emerging stock markets," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 17, pages 1379-1389, DOI: 10.1080/09603100701704280.
• Lukas Menkhoff & Rafael Rebitzky & Michael Schroder, 2008, "Do dollar forecasters believe too much in PPP?," Applied Economics, Taylor & Francis Journals, volume 40, issue 3, pages 261-270, DOI: 10.1080/00036840500428153.
• Derek Bond & Kenneth A. Dyson, 2008, "Long memory and nonlinearity in stock markets," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 1, pages 45-48, DOI: 10.1080/17446540701367451.
• John C. Frain, 2008, "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0108, May, revised May 2008.
• R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt, 2008, "Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-101/2, Oct.
• Braggion, F. & Moore, L., 2008, "Dividend Policies in an Unregulated Market : The London Stock Exchange 1895-1905," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-83.
• Renneboog, L.D.R. & Spaenjers, C., 2008, "The Dutch Grey Market," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-88.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008, "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-99.
• Goergen, M. & Renneboog, L.D.R. & Zhang, C., 2008, "Do UK Institutional Shareholders Monitor their Investee Firms?," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-38.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-18.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2008-008.
• Braggion, F. & Moore, L., 2008, "Dividend Policies in an Unregulated Market : The London Stock Exchange 1895-1905," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3a430536-9f4a-49ae-b472-c.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6e13d8f6-4239-4c1b-a6e1-e.
• Renneboog, L.D.R. & Spaenjers, C., 2008, "The Dutch Grey Market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 77991d9e-e897-4d2f-8f26-a.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008, "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Other publications TiSEM, Tilburg University, School of Economics and Management, number 91f34e3c-7702-4ab3-bf1d-7.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number c21c2683-9244-4ee2-be47-0.
• Andreas Park, 2008, "Bid-Ask Spreads and Volume:The Role of Trade Timing," Working Papers, University of Toronto, Department of Economics, number tecipa-309, Jan.
• Andreas Park & Daniel Sgroi, 2008, "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Working Papers, University of Toronto, Department of Economics, number tecipa-316, Apr.
• Andreas Park & Daniel Sgroi, 2008, "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Working Papers, University of Toronto, Department of Economics, number tecipa-341, Oct.
• Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright, 2008, "Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 589-596, 04-05.
• Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen, 2008, "Emerging Market Liquidity and Crises," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 668-682, 04-05.
• Gebhardt, Georg & Höffler, Felix, 2008, "How to Determine whether Regional Markets are Integrated? Theory and Evidence from European Electricity Markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 236, Apr.
• Clougherty, Joseph & Duso, Tomaso, 2008, "The impact of horizontal mergers on rivals: Gains to being left outside a merger," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 239, Jun.
• Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008, "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia, number 0801.
• González, Maximiliano & Mayorca, María & Vera, Alejandro, 2008, "Game theoretic analysis of the mattel-Radica acquisiton," Galeras. Working Papers Series, Universidad de Los Andes. Facultad de Administración. School of Management, number 021, Oct.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, volume 116, issue 5, pages 951-979, October, DOI: 10.1086/592415.
• Lucy Beverley, 2008, "Stock Market Event Studies and Competition Commission Inquiries," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2008-16, Sep.
• Kirsten H. Heppke‐Falk & Guntram Wolff, 2008, "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/386960, Aug.
• Ferré Carracedo, Montserrat & Manzano, Carolina, 2008, "Market effects of foreign exchange coordinated intervention," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/5366.
• Manfred Gärtner, 2008, "Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-06, Mar.
• Pawel STRAWINSKI & Robert SLEPACZUK, 2008, "Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 306-319.
• Ron Bird & Lorenzo Casavecchia & Paul Woolley, 2008, "Insights into the Market Impact of Different Investment Styles," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 1, May.
• Antonio Cabrales & Piero Gottardi, 2008, "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_37.
• Ridhwan, M.M. & Nijkamp, P. & Rietveld, P., 2008, "Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0007.
• Paweł Strawiński & Robert Ślepaczuk, 2008, "Analysis of HF data on the WSE in the context of EMH," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2008-08.
• Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008, "No-Trade in the Laboratory," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0045, Sep.
• Antonio Guarino & Marco Cipriani, 2008, "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0047, Feb.
• Gunther Capelle‐Blancard & Nicolas Couderc, 2008, "What drives the market value of firms in the defense industry?," Review of Financial Economics, John Wiley & Sons, volume 17, issue 1, pages 14-32, DOI: 10.1016/j.rfe.2007.02.001.
• Park, Andreas & Sgroi, Daniel, 2008, "When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 854.
• Park, Andreas & Sgroi, Daniel, 2008, "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 868.
• Joseph A. Clougherty & Tomaso Duso, 2008, "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2008-17r, May, revised Feb 2009.
• Joseph A. Clougherty & Tomaso Duso, 2008, "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2008-17r, May, revised Feb 2009.
• Glaser, Markus & Lopez de Silanes , Florencio & Sautner, Zacharias, 2008, "Looking Inside a Conglomerate: Efficiency of Internal Capital Allocation and Managerial Power Within a Firm," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 08-24, Dec.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2008, "Should Benchmark Indices Have Alpha? Revisiting Performance," Yale School of Management Working Papers, Yale School of Management, number amz2452, Mar, revised 26 Jan 2010.
• Kozluk, Tomasz, 2008, "Global and regional links between stock markets - the case of Russia and China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2008.
• Ehrhardt, Olaf & Lahr, Henry, 2008, "Uncertain private benefits and the decision to go public," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2008-02.
• Dickgiesser, Sebastian & Kaserer, Christoph, 2008, "Market efficiency reloaded: why insider trades do not reveal exploitable information," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2008-04.
• Achleitner, Ann-Kristin & Andres, Christian & Betzer, André & Weir, Charlie, 2008, "Economic consequences of private equity investments on the German stock market," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2008-05.
• Hess, Dieter E. & Huang, He & Niessen-Ruenzi, Alexandra, 2008, "How do commodity futures respond to macroeconomic news?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-03.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-04.
• Betzer, André & Theissen, Erik, 2008, "Sooner or later: delays in trade reporting by corporate insiders," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-06.
• Gaul, Jürgen & Theissen, Erik, 2008, "A partially linear approach to modelling the dynamics of spot and futures prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/12.
• Sperl, Miriam, 2008, "Quantifying the efficiency of the Xetra LOB market: Detailed recipe," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/21.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/28.
• Franke, Günter & Krahnen, Jan Pieter, 2008, "The future of securitization," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/31.
• Diebold, Francis X. & Strasser, Georg H., 2008, "On the correlation structure of microstructure noise in theory and practice," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/32.
• Cespa, Giovanni & Foucault, Thierry, 2008, "Insiders-outsiders, transparency and the value of the ticker," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/39.
• Pagano, Michael S. & Peng, Lin & Schwartz, Robert A., 2008, "The quality of price formation at market openings and closings: Evidence from the Nasdaq stock market," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/45.
• Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel, 2008, "Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/47.
• Frey, Stefan & Sandås, Patrik, 2008, "The impact of hidden liquidity in limit order books," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/48.
• Ben-Rephael, Azi & Kadan, Ohad & Wohl, Avi, 2008, "The diminishing liquidity premium," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/52.
• Jackwerth, Jens Carsten & Constantinides, George M. & Czerwonko, Michal & Perrakis, Stelios, 2008, "Are options on index futures profitable for risk averse investors? Empirical evidence," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 08/08.
• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2008, "Geography or skills: what explains Fed Wachters' forecast accuracy of US monetary policy?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/11.
• Dreher, Axel & Moser, Christoph, 2008, "Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets," Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics, number 29.
• Rottmann, Horst & Franz, Thomas, 2008, "Die Performance deutscher Aktienfonds: Lassen sich Selektions- und Timingfähigkeiten nachweisen und hat die Wahl des Performancemaßes einen Einfluss auf die Beurteilung?," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 5.
• Küster Simic, André & Prigge, Stefan & Thönnessen, Rasmus, 2008, "Informationseffizienz von Handelsplattformen für Schiffsfonds," Working Paper Series, Hamburg School of Business Administration (HSBA), number 04/2008.
• Mendes, Rui Vilela & Oliveira, Maria J., 2008, "A Data-Reconstructed Fractional Volatility Model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-22.
• Lux, Thomas, 2008, "Sentiment dynamics and stock returns: the case of the German stock market," Kiel Working Papers, Kiel Institute for the World Economy, number 1470.
• Genberg, Hans & Hui, Cho-Hoi, 2008, "The credibility of 'The Link' from the perspective of modern financial theory," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 18.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-025.
• Gassen, Joachim, 2008, "Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-028.
• Becker, Franziska & Gürtler, Marc, 2008, "Quantitative forecast model for the application of the Black-Litterman approach," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF27V2.
• Schrimpf, Andreas, 2008, "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-048.
• Dick, Christian D. & Wang, Qingwei, 2008, "The Economic Impact of Olympic Games: Evidence from Stock Markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-060.
• Sang Hoon Kang & SEONG-MIN YOON, 2008, "Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market," Korean Economic Review, Korean Economic Association, volume 24, pages 383-412.
• Ábel, István & Kóbor, Ádám, 2008, "Kamatkülönbözet, spekulációs profit és árfolyam-változékonyság
  [Interest-rate differentials, speculative capital flows and exchange-rate volatility]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 941-961.
• Nikolaus Hautsch & Dieter Hess & Christoph Müller, 2008, "Price Adjustment to News with Uncertain Precision," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2008/01, Jun.
• Maximilian J. B. Hall & Paul Hamalainen & Adrian Pop & Barry Howcroft, 2008, "Did the market signal impending problems at Northern Rock? An analysis of four financial instruments," Discussion Paper Series, Department of Economics, Loughborough University, number 2008_11, Oct, revised Oct 2008.
• Nawazish Mirza & Saima Shahid, 2008, "Size and Value Premium inKarachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 2, pages 1-26, Jul-Dec.
• Nawazish Mirza, 2008, "Size and value premium in Karachi stock exchange," CREB Working papers, Centre for Research in Economics and Business, The Lahore School of Economics, number 1-2008, revised 2008.
• Abul Shamsuddin & Jae H. Kim, 2008, "Short-Horizon Return Predictability in International Equity Markets," Working Papers, School of Economics, La Trobe University, number 1837-2198/978-0-9807041-0.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2008, "Financial Market Reaction to Federal Reserve Communications: Does the Crisis Make a Difference?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200808.
• Bernd Hayo & Matthias Neuenkirch, 2008, "Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200823.
• Philippe Bacchetta & Eric Van Wincoop, 2008, "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 5, pages 837-866, August.
• Catherine Kyrtsou & Michel Terraza, 2008, "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_09, Sep, revised Sep 2008.
• Naoto Isaka & Hiroshi Yoshikawa, 2008, "The Effect of Reductions in Minimum Trading Units on Equity Premiums," Discussion Papers, Meisei University, School of Economics, number 10, Jan.
• Raj Aggarwal & Winston T. Lin & Sunil K. Mohanty, 2008, "Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 1-20, March-Jun.
• David Michayluk & Laurie Prather, 2008, "A Liquidity Motivated Algorithm for Discerning Trade Direction," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 45-66, March-Jun.
• Raj Aggarwal & Sijing Zong, 2008, "Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 241-277, September.
• Judit Páles & Lóránt Varga, 2008, "Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 3, issue 1, pages 44-51, April.
• Csaba Csávás & Lóránt Varga & Csaba Balogh, 2008, "The forint interest rate swap market and the main drivers of swap spreads," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/64.
• Glaser, Markus & López de Silanes, Florencio & Sautner, Zacharias, 2008, "Looking inside a conglomerate : efficiency of internal capital allocation and managerial power within a firm," Papers, Sonderforschungsbreich 504, number 08-24.
• Riccardo Ferretti & Francesco Pattarin, 2008, "Is public information really public? The role of newspapers," 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 0008, Jan.
• Silvia Muzzioli, 2008, "Option based forecasts of volatility: An empirical study 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 0011, May.
• Coluzzi, Chiara & Ginebri, Sergio, 2008, "Order Dynamics in the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp08050, Nov.
• Vinod Mishra & Russell Smyth, 2008, "An Examination Of The Impact Of India'S Performance In One-Day Cricket Internationals On The Indian Stock Market," Monash Economics Working Papers, Monash University, Department of Economics, number 09/08, Apr.
• Mathieu Gatumel & Dominique Guegan, 2008, "Towards an understanding approach of the insurance linked securities market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08006, Jan.
• Mathieu Gatumel & Dominique Guegan, 2008, "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08049, Sep.
• Alexander Subbotin, 2008, "A multi-horizon scale for volatility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08020, Mar.
• Emmanuel F. Jurczenko & Bertrand Maillet & Paul M. Merlin, 2008, "Efficient frontier for robust higher-order moment portfolio selection," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08062, Oct.
• Yong U. Glasure & Massoud Metghalchi, 2008, "Comovement in Equity Price Indexes of the EU Stock Markets: The Information Contents of Samples of Different Frequency," Journal of Economic Insight, Missouri Valley Economic Association, volume 34, issue 2, pages 11-22.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2008, "Information Acquisition and Under-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 13904, Mar.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "Sell Side School Ties," NBER Working Papers, National Bureau of Economic Research, Inc, number 13973, May.
• Ulrike Malmendier & Geoffrey Tate, 2008, "Superstar CEOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 14140, Jun.
• Jon Faust & Jonathan H. Wright, 2008, "Efficient Prediction of Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14169, Jul.
• Gerard Hoberg & Gordon M. Phillips, 2008, "Real and Financial Industry Booms and Busts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14290, Aug.
• Dongmei Li & Lu Zhang, 2008, "Costly External Finance: Implications for Capital Markets Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 14342, Sep.
• Amir E. Khandani & Andrew W. Lo, 2008, "What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14465, Nov.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008, "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14500, Nov.
• Thomas J. Brennan & Andrew W. Lo, 2008, "Impossible Frontiers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14525, Dec.
• Kurt Dew, 2008, "The Definition of Bank and the Subprime Mortgage Crisis: Tying Bank Regulation to Banks’ Risk-Return Trade-offs in the 21st Century," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-17B, Feb.
• Edward J. Kane, 2008, "Ethical Failures in Regulating and Supervising The Pursuit of Safety Net Subsidies," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2008-WP-12, Sep.
• Sebastián Nieto Parra, 2008, "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers, OECD Publishing, number 274, Nov, DOI: 10.1787/227642504346.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2008, "How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 08-32, Sep.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008, "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 2, pages 171-207, Spring.
• Thomas Ferguson & Hans-Joachim Voth, 2008, "Betting on Hitler—The Value of Political Connections in Nazi Germany," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 123, issue 1, pages 101-137.
• Andrea M. Buffa & Giovanna Nicodano, 2008, "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Review of Finance, European Finance Association, volume 12, issue 4, pages 735-765.
• Daniel J. Bradley & Bradford D. Jordan & Jay R. Ritter, 2008, "Analyst Behavior Following IPOs: The 'Bubble Period' Evidence," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 101-133, January.
• Ivo Welch & Amit Goyal, 2008, "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1455-1508, July.
• Martin Lettau & Stijn Van Nieuwerburgh, 2008, "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1607-1652, July.
• Matti Keloharju & Samuli Knüpfer & Sami Torstila, 2008, "Do Retail Incentives Work in Privatizations?," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 5, pages 2061-2095, September.
• Nevzat Eren & Han N. Ozsoylev, 2008, "Hype and Dump Manipulation," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe08, Jan.
• Gabriel Desgranges & Celine Rochon, 2008, "Conformism, Public News and Market Efficiency," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe16, Jan.
• Tim Jenkinson & Tarun Ramadorai, 2008, "Do Investors Value High Levels of Regulation?," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe18, Jan.
• Maria Semenova, 2008, "Information Sharing in Credit Markets: Incentives for Incorrect Information Reporting," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 50, issue 3, pages 381-415, September.
• Jim Wong & Tom Pak-Wing Fong & Eric Tak-Chuen Wong & Ka-Fai Choi, 2008, "Determinants of the Performance of Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 4, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_4.
• Francis X. Diebold & Georg H. Strasser, 2008, "On the Correlation Structure of Microstructure Noise in Theory and Practice," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-038, Oct.
• José Eduardo Correia & João Duque, 2008, "Dilution and Dividend Effects on the Portuguese Equity Warrants Market," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 2, pages 161-192.
• Cristea, Mirela, 2008, "Can Insurance Companies Control their financial stability? Practical Solutions," MPRA Paper, University Library of Munich, Germany, number 10067, Aug.
• Rosenthal, Dale W.R., 2008, "Modeling Trade Direction," MPRA Paper, University Library of Munich, Germany, number 10209, Aug.
• Baptista, Ricardo F. de F. & Valls Pereira, Pedro L., 2008, "Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
  [Analysis of the performance of Technical Analysis startegies applied to Intraday Market for the Future Contract of Ibovespa In," MPRA Paper, University Library of Munich, Germany, number 10351, Sep.
• Canegrati, Emanuele, 2008, "Testing the CAPM: Evidences from Italian Equity Markets," MPRA Paper, University Library of Munich, Germany, number 10407, Sep.
• Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008, "Algorithmic complexity theory and the relative efficiency of financial markets - Updated," MPRA Paper, University Library of Munich, Germany, number 11150, Oct.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from Asian Markets," MPRA Paper, University Library of Munich, Germany, number 11246, Oct.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper, University Library of Munich, Germany, number 11292, Oct.
• Werner, Arndt, 2008, "Do Credit Constraints Matter more for College Dropout Entrepreneurs?," MPRA Paper, University Library of Munich, Germany, number 11867, Nov.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 11918, Nov, revised 31 Nov 2008.
• Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S., 2008, "Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia," MPRA Paper, University Library of Munich, Germany, number 11925, Feb.
• Ye, Maoliang & Nikolov, Plamen & Casaburi, Lorenzo & Asher, Sam, 2008, "Do threshold patterns matter in public good provision?," MPRA Paper, University Library of Munich, Germany, number 12029, Dec.
• Canegrati, Emanuele, 2008, "New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case," MPRA Paper, University Library of Munich, Germany, number 12166, Dec.
• Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal, 2008, "Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 12445, Jun.
• Mirjalili, Seyed hossein, 2008, "نقد و بررسی کتاب: اطلاعات نامتقارن در بازارهای مالی؛ مقدمه و کاربردها
  [Review of Asymmetric Information in Financial Market by Ricardo Rebczuk]," MPRA Paper, University Library of Munich, Germany, number 125778, Jan, revised 04 Apr 2008.
• Gray, Wesley & Kern, Andrew, 2008, "Fundamental Value Investors: Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 12620, Dec.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 12621, Dec.
• Radam, Alias & Baharom, A.H. & Dayang-Afizzah, A.M., 2008, "Effect of mergerson efficiency and productivity: Some evidence for banks in Malaysia," MPRA Paper, University Library of Munich, Germany, number 12726, Jun.
• Alexandru, Ciprian Antoniade, 2008, "Trust and Loss Aversion in Romanian Capital Market," MPRA Paper, University Library of Munich, Germany, number 12778, Dec.
• Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008, "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper, University Library of Munich, Germany, number 12788, Dec.
• Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily, 2008, "The Efficiency of Trading Halts; Evidence from Bursa Malaysia," MPRA Paper, University Library of Munich, Germany, number 13077, Mar.
• Steinbacher, Matjaz, 2008, "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper, University Library of Munich, Germany, number 13603.
• Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008, "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper, University Library of Munich, Germany, number 14814.
• Kaizoji, Taisei & Sornette, Didier, 2008, "Market Bubbles and Chrashes," MPRA Paper, University Library of Munich, Germany, number 15204, Dec.
• Doran, James & Jiang, Danling & Peterson, David, 2008, "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper, University Library of Munich, Germany, number 15463, Apr, revised 10 Mar 2009.
• Suk-Joong, Kim & Do Quoc Tho, Nguyen, 2008, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," MPRA Paper, University Library of Munich, Germany, number 17213, Dec.
• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008, "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
  [THE efficient portfolio construction: an empirical investigation based on some listed shares in cas," MPRA Paper, University Library of Munich, Germany, number 19681, May.
• Emenike, Kalu O., 2008, "Efficiency across Time: Evidence from the Nigerian Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 22901, Aug.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [One is able again to speak of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 25443.
• Murhadi, Werner-Ria, 2008, "Study On Dividend Policy: Antecedent and Its Impact On Share Price," MPRA Paper, University Library of Munich, Germany, number 25596, Mar.
• Klinedinst, Mark, 2008, "A strength of credit unions: employee productivity of credit unions versus banks in the U.S.?," MPRA Paper, University Library of Munich, Germany, number 26296, Aug.
• Trabelsi, Mohamed Ali, 2008, "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 26751, Mar.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008, "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
  [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 27731, May.
• Cavalcante, Mileno, 2008, "Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI
  [Crude oil prices and speculative bubbles: evidence from the WTI market]," MPRA Paper, University Library of Munich, Germany, number 28582, Aug.
• Rashid, Abdul & Ahmad, Shabbir, 2008, "Badla Financing, Stock Returns and Volatility: The Case Study of Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 30487, Jan.
• Ntim, Collins G & Opong, Kwaku K & Danbolt, Jo & Dewotor, Frank, 2008, "Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?," MPRA Paper, University Library of Munich, Germany, number 32289, Jul, revised 14 Jul 2011.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Caratelli, Massimo, 2008, "Information needs and efficiency in banking services. A 'demand-side' approach," MPRA Paper, University Library of Munich, Germany, number 37105, Sep.
• Rossi, Francesco, 2008, "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper, University Library of Munich, Germany, number 40183, Dec.
• Lee, Chin & Lee, Weng Hong, 2008, "Can financial ratios predict the Malaysian stock return?," MPRA Paper, University Library of Munich, Germany, number 59170.
• Camilleri, Silvio John, 2008, "Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 62493.
• Ahmad, Mashood & Ali, Syed Babar, 2008, "Technical Analysis in the Stock Markets of Pakistan: A Case of Commercial Banks," MPRA Paper, University Library of Munich, Germany, number 64521, Jun.
• Fagan, Stephen & Gencay, Ramazan, 2008, "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 6677, Jan.
• Trabelsi, Mohamed Ali, 2008, "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 76925, Mar.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [Can we still talk of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 77288, revised 2008.
• Repkine, Alexandre, 2008, "Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market," MPRA Paper, University Library of Munich, Germany, number 7849, Feb.
• Qiao, Yongyuan, 2008, "Analysis into IPO underpricing and clustering in Hong Kong equity market," MPRA Paper, University Library of Munich, Germany, number 7876, Feb.