Research classified by Journal of Economic Literature (JEL) codes

2008

• Castillo-Maldonado, Carlos Eduardo, 2008, "Intervención cambiaria en Guatemala: ¿Ha sido efectiva?
  [Foreign Exchange Market Intervention in Guatemala: Has it been Effective?]," MPRA Paper, University Library of Munich, Germany, number 79038, Jun.
• Jiang, Danling, 2008, "Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 8325, Apr.
• Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008, "Algorithmic complexity theory and the relative efficiency of financial markets," MPRA Paper, University Library of Munich, Germany, number 8704, May.
• Amaral, Hudson & Iquiapaza, Robert & Tomaz, Wesley & Bertucci, Luiz, 2008, "Governança corporativa e divulgação de relatórios financeiros anuais
  [Corporate governance and release of annual financial statements]," MPRA Paper, University Library of Munich, Germany, number 9068, Jan.
• Inchauspe, Julian, 2008, "Modeling currency instability: The 1997 Asian crisis re-examined," MPRA Paper, University Library of Munich, Germany, number 93050, Aug.
• Strawinski, Pawel & Slepaczuk, Robert, 2008, "Analysis of HF data on the WSE in the context of EMH," MPRA Paper, University Library of Munich, Germany, number 9532, Jun.
• Mierzejewski, Fernando, 2008, "The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates," MPRA Paper, University Library of Munich, Germany, number 9827, Jul.
• Canegrati, Emanuele, 2008, "A Non-Random Walk down Canary Wharf," MPRA Paper, University Library of Munich, Germany, number 9871, Aug.
• Tomáš Buus, 2008, "Performance of Quoted and Non-quoted Companies in the Europe," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2008, issue 4, pages 45-69, DOI: 10.18267/j.efaj.89.
• Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub, 2008, "Economic value added (eva) as a performance measurement for glcs vs non-glcs: evidence from bursa malaysia," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 2, pages 168-179, DOI: 10.18267/j.pep.328.
• Giovanni Cespa & Thierry Foucault, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers, Queen Mary University of London, School of Economics and Finance, number 628, Apr.
• Ralf Becker & Adam Clements & Andrew McClelland, 2008, "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series, National Centre for Econometric Research, number 24, Mar.
• Claude Berrebi & Esteban F. Klor, 2008, "The Impact of Terrorism on the Defense Industry," Working Papers, RAND Corporation, number WR-597, Jul.
• Franz Fuerst, 2008, "Office Rent Determinants: a Hedonic Panel Analysis," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2008-12.
• Jose Ursua & Jon Steinsson & Emi Nakamura & Robert Barro, 2008, "Crises and Recoveries in an Empirical Model of Consumption Disasters," 2008 Meeting Papers, Society for Economic Dynamics, number 1089.
• Itay Goldstein & Alexander Guembel & James Dow, 2008, "Incentives for Information Production in Markets where Prices Affect Real Investment," 2008 Meeting Papers, Society for Economic Dynamics, number 270.
• Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2008, "Learning and Complementarities: Implications for Speculative Attacks," 2008 Meeting Papers, Society for Economic Dynamics, number 276.
• Mikhail Golosov & Aleh Tsyvinski & Guido Lorenzoni, 2008, "Decentralized trading with private information," 2008 Meeting Papers, Society for Economic Dynamics, number 391.
• Gheorghe Hurduzeu & Laura Gabriela Constantin, 2008, "Several Aspects Regarding Weather and Weather Derivatives," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 27, pages 187-202, January.
• Georges Dionne & Florence Giuliano & Pierre Picard, 2008, "Optimal auditing with ccoring: Theory and application to insurance fraud," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 02-5, Feb.
• Paul Zarembka (ed.), 2008, "THE HIDDEN HISTORY OF 9-11, 2nd edition, paperback," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm23b, ISBN: ARRAY(0x63c50e60).
• Nazaria Solferino & Robert J. Waldmann, 2008, "Predicting the Signs of Forecast Errors," CEIS Research Paper, Tor Vergata University, CEIS, number 135, Nov, revised 24 Nov 2008.
• Michael Fleming & Bruce Mizrach, 2008, "The Microstructure of a U.S. Treasury ECN: The Brokertec Platform," Departmental Working Papers, Rutgers University, Department of Economics, number 200803, Apr.
• Asma Mobarek & A. Sabur Mollah & Rafiqul Bhuyan, 2008, "Market Efficiency in Emerging Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 1, pages 17-41, January, DOI: 10.1177/097265270700700102.
• Philippe Dupuy, 2008, "Imperfect Information and Contagion in Capital Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 103-140, August, DOI: 10.1177/097265270800700201.
• Guneratne B Wickremasinghe & Jae H Kim, 2008, "Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 169-196, August, DOI: 10.1177/097265270800700203.
• Larry Li & John Fowler & Tony Naughton, 2008, "Short Term Equity Returns of Chinese IPOs, 1999 to 2004," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 197-214, August, DOI: 10.1177/097265270800700204.
• Jae-Seung Baek & Tianshu Liu, 2008, "Comparison Study on Shareholder Wealth and Ownership Structure in China and Korea," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, volume 11, issue 2, pages 3-32, September, DOI: 10.1177/223386590801100201.
• P.R. Madhusoodanan & Hareesh V. Kumar, 2008, "An Empirical Verification of Cointegration and Causality in Indian Stock Markets," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 9, issue 1, pages 159-172, June, DOI: 10.1177/139156140700900107.
• Sarika Mahajan & Balwinder Singh, 2008, "An Empirical Analysis of Stock Price-Volume Relationship in Indian Stock Market," Vision, , volume 12, issue 3, pages 1-13, July, DOI: 10.1177/097226290801200301.
• Nevzat Eren & Han N. Ozsoylev, 2008, "Hype and Dump Manipulation," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe08.
• Gabriel Desgranges & Celine Rochon, 2008, "Conformism, Public News and Market Effciency," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe16.
• Tim Jenkinson & Tarun Ramadorai, 2008, "Do Investors Value High Levels of Regulation," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe18.
• Giovanni Cespa & Xavier Vives, 2008, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 191, Jan.
• Jian Hu, 2008, "Does Weather Matter?," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0809, Nov.
• Tim Bollerslev & Tzuo Hao & George Tauchen, 2008, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-48, Sep.
• John Geanakoplos & Ana Fostel, 2008, "Leverage Cycles and the Anxious Economy," American Economic Review, American Economic Association, volume 98, issue 4, pages 1211-1244, September, DOI: 10.1257/aer.98.4.1211.
• Tom Nicholas, 2008, "Does Innovation Cause Stock Market Runups? Evidence from the Great Crash," American Economic Review, American Economic Association, volume 98, issue 4, pages 1370-1396, September, DOI: 10.1257/aer.98.4.1370.
• Kalu Ojah & Stella Muhanji & Andrew Myburg, 2008, "Market Reaction and Equity Market Efficiency: A Survey of the Insider Trading Law in South Africa," The African Finance Journal, Africagrowth Institute, volume 10, issue 2, pages 1-28.
• Park, Andreas & Sgroi, Daniel, , "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Economic Research Papers, University of Warwick - Department of Economics, number 269852, DOI: 10.22004/ag.econ.269852.
• Park, Andreas & Sgroi, Daniel, , "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Economic Research Papers, University of Warwick - Department of Economics, number 269879, DOI: 10.22004/ag.econ.269879.
• Horia CRISTEA, 2008, "Financial information transparency and publicity," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 31-34, May.
• Ioan TRENCA & Adrian ZOICAS-IENCIU, 2008, "Stock Markets and their informational inefficiencies - the BSE case," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 117-125, December.
• Marius HERBEI & Florin DUMITER, 2008, "The Single Euro Payments Area (SEPA) - the pan - European market for the European integration," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 57-62, December.
• Marius HERBEI & Florin DUMITER, 2008, "Target2-securities - a central settlement hub for the euro," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 69-76, December.
• Victoria Bogdan & Cosmina Mădălina Pop, 2008, "Romanian Companies' Web-Based Disclosure Choices And Capital Markets," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-9.
• Bruno Ferreira Frascaroli & Francisco de Sousa Ramos & Nelson Leitão Paes, 2008, "A indústria brasileira e o racionamento de crédito: Uma análise do comportamento dos bancos sob informações assimétricas," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807202106310.
• Georges Harras & Didier Sornette, 2008, "How to grow a bubble: A model of myopic adapting agents," Papers, arXiv.org, number 0806.2989, Jun, revised Nov 2010.
• George Jiang & Ingrid Lo & Adrien Verdelhan, 2008, "Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market," Staff Working Papers, Bank of Canada, number 08-22, DOI: 10.34989/swp-2008-22.
• Numan Ülkü, 2008, "Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 1, pages 85-108.
• Recep Bildik & Mustafa K. Yilmaz, 2008, "The Market Performance of Initial Public Offerings in the Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 2, pages 49-76.
• Dejan Trifunović, 2008, "The Dual Role Of Equilibrium Price In Competitive Economies With Asymmetric Information," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 53, issue 178-179, pages 7-43, July - De.
• Lucas, Y., 2008, "TARGET2 et l’intégration financière européenne," Bulletin de la Banque de France, Banque de France, issue 169, pages 23-30.
• Bonnier, V., 2008, "TARGET2 : le rôle d’un système d’aide à la décision pour compléter les fonctions de règlement," Bulletin de la Banque de France, Banque de France, issue 169, pages 31-36.
• Ewerhart, C. & Valla, N., 2008, "Financial market liquidity and the lender of last resort," Financial Stability Review, Banque de France, issue 11, pages 133-148, February.
• Raymond, H., 2008, "The effect of Sovereign Wealth Funds’ involvement on stock markets," Occasional papers, Banque de France, number 7.
• Lucas, Y., 2008, "TARGET2 and European financial integration," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 12, pages 5-14, Summer.
• Bonnier, V., 2008, "Supplementing settlement functions with a decision-support system in TARGET2," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 12, pages 15-22, Summer.
• Naohiko Baba & Frank Packer & Teppei Nagano, 2008, "The spillover of money market turbulence to FX swap and cross-currency swap markets," BIS Quarterly Review, Bank for International Settlements, March.
• Ingo Fender & Martin Scheicher, 2008, "The ABX: how do the markets price subprime mortgage risk?," BIS Quarterly Review, Bank for International Settlements, September.
• Richhild Moessner & William Nelson, 2008, "Central bank policy rate guidance and financial market functioning," BIS Working Papers, Bank for International Settlements, number 246, Feb.
• James E. Pesando & Pauline M. Shum, 2008, "The Auction Market For Modern Prints: Confirmations, Contradictions, And New Puzzles," Economic Inquiry, Western Economic Association International, volume 46, issue 2, pages 149-159, April, DOI: 10.1111/j.1465-7295.2007.00070.x.
• Asaf Zussman & Noam Zussman & Morten Ørregaard Nielsen, 2008, "Asset Market Perspectives on the Israeli–Palestinian Conflict," Economica, London School of Economics and Political Science, volume 75, issue 297, pages 84-115, February, DOI: 10.1111/j.1468-0335.2007.00607.x.
• Luc Renneboog & Peter G. Szilagyi, 2008, "Corporate Restructuring and Bondholder Wealth," European Financial Management, European Financial Management Association, volume 14, issue 4, pages 792-819, September, DOI: 10.1111/j.1468-036X.2007.00414.x.
• Philipp M. Schlumpf & Markus M. Schmid & Heinz Zimmermann, 2008, "The First‐ and Second‐Hand Effect of Analysts' Stock Recommendations: Evidence from the Swiss Stock Market," European Financial Management, European Financial Management Association, volume 14, issue 5, pages 962-988, November, DOI: 10.1111/j.1468-036X.2007.00435.x.
• Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008, "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, volume 63, issue 1, pages 159-196, February, DOI: 10.1111/j.1540-6261.2008.01313.x.
• Giovanni Cespa, 2008, "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, volume 63, issue 2, pages 639-672, April, DOI: 10.1111/j.1540-6261.2008.01327.x.
• Dirk Hackbarth & Erwan Morellec, 2008, "Stock Returns in Mergers and Acquisitions," Journal of Finance, American Finance Association, volume 63, issue 3, pages 1213-1252, June, DOI: 10.1111/j.1540-6261.2008.01356.x.
• Rui Albuquerque & Eva De Francisco & Luis B. Marques, 2008, "Marketwide Private Information in Stocks: Forecasting Currency Returns," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2297-2343, October, DOI: 10.1111/j.1540-6261.2008.01398.x.
• Jose M. Marin & Jacques P. Olivier, 2008, "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2429-2476, October, DOI: 10.1111/j.1540-6261.2008.01401.x.
• Kirsten H. Heppke‐Falk & Guntram B. Wolff, 2008, "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," Kyklos, Wiley Blackwell, volume 61, issue 3, pages 425-446, August, DOI: 10.1111/j.1467-6435.2008.00411.x.
• Knut Are Aastveit & Tørres G. Trovik, 2008, "Nowcasting Norwegian GDP: The role of asset prices in a small open economy," Working Paper, Norges Bank, number 2007/09, Jan.
• Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2008, "The risk components of liquidity," Working Paper, Norges Bank, number 2008/03, Mar.
• Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2008, "Liquidity at the Oslo Stock Exchange," Working Paper, Norges Bank, number 2008/09, May.
• Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008, "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper, Norges Bank, number 2008/19, Nov.
• Francis X. Diebold & Georg H. Strasser, 2008, "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," Boston College Working Papers in Economics, Boston College Department of Economics, number 693, Oct, revised 24 Apr 2012.
• Kiril Danailov Kossev, 2008, "The Banking Sector and the Great Depression in Bulgaria, 1924 - 1938: Interlocking and Financial Sector Profitability," Working Papers, Bank of Greece, number 76, Jun.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2008, "A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets," Working Papers, Bank of Greece, number 91, Oct.
• Davide Pettenuzzo & Allan G. Timmermann & Rossen I. Valkanov, 2008, "Return Predictability under Equilibrium Constraints on the Equity Premium," Working Papers, Brandeis University, Department of Economics and International Business School, number 37, Oct.
• Ricardo Fuscaldi de Figueiredo Baptista & Pedro L. Valls Pereira, 2008, "Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 2, pages 205-234.
• Tambakis, D.N., 2008, "Feedback Trading and Intermittent Market Turbulence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0847, Oct.
• Lucy Beverley, 2008, "Stock Market Event Studies and Competition Commission Inquiries," Working Papers, Centre for Competition Policy, University of East Anglia, number 08-16, Mar.
• Wong, Woon K & Copeland, Laurence & Lu, Ralph, 2008, "The Other Side of the Trading Story: Evidence from NYSE," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/12, Jul.
• Kyriacou, Kyriacos & Luintel, Kul B & Mase, Bryan, 2008, "Private Information in Executives' Option Trades: Evidence from the UK," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/4, Feb.
• Wong, Woon K & Tan, Dijun & Tian, Yixiang, 2008, "Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/8, Apr.
• Mariana Conte Grand, 2008, "Revisión de la literatura sobre cuantificación del valor reputacional ambiental," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 381, Sep.
• Samuel Koumkwa & Raúl Susmel, 2008, "Arbitrage and convergence: Evidence from Mexican ADRs," Journal of Applied Economics, Universidad del CEMA, volume 11, pages 399-425, November.
• Frantisek Kopriva, 2008, "Source of Information-Driven Trading on the Prague Stock Exchange," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp365, Sep.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007, "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series, CESifo, number 2046.
• Christoph Moser & Axel Dreher, 2007, "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," CESifo Working Paper Series, CESifo, number 2177.
• Walter Kraemer & Sebastian Schich, 2008, "Large-Scale Disasters and the Insurance Industry," CESifo Working Paper Series, CESifo, number 2243.
• Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008, "No-Trade in the Laboratory," CESifo Working Paper Series, CESifo, number 2436.
• Lukas Menkhoff, 2008, "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series, CESifo, number 2473.
• Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008, "Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach," CESifo Working Paper Series, CESifo, number 2502.
• Isabel Maria Pereira Viegas Vieira, 2008, "Contagion effects of the US Subprime Crisis on Developed Countries," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2008_08.
• Aeljandro Reveiz Herault & Sebastian Rojas, 2008, "The case for active management from the perspective of Complexity Theory," Borradores de Economia, Banco de la Republica, number 4566, Mar.
• Alejandro Reveiz Herault, 2008, "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," Borradores de Economia, Banco de la Republica, number 4626, Apr.
• Darcy Fuenzalida & Samuel Mongrut & Mauricio Nash, 2008, "Stock Splits En La Bolsa De Valores De Lima: ¿Afectan El Rendimiento Y La Liquidez De Los Títulos?," Estudios Gerenciales, Universidad Icesi.
• Alexander Bastidas M., 2008, "Incertidumbre de la prima de riesgo del mercado accionario de Colombia 1991-2007," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Rafael Di Tella & Alexander Dyck, 2008, "Cost Reductions, Cost Padding, and Stock Market Prices: the Chilean Experience with Price-Cap Regulation," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 155-196.
• Alberto Gómez Mejía, 2008, "Modelos EGARCH Aplicados a la prueba del CAPM y los Modelos multifactoriales párrafo Acciones colombianas (2002-2008)," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.227.
• Adriana Patricia López Velázquez & N�stor Juan Sanabria Landaz�bal, 2008, "Bogotá: metrópoli de conflictos," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.225.
• Santiago Manuel Sáenz Torres & Salom�n Helfgott Lerner, 2008, "Evaluación del impacto de la agricultura de conservación en la reconversión agropecuaria sustentable de la región centro-andina colombiana," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.220.
• Mariano Gonzalez Sanchez & Ignacio Velez-Pareja & Ana Isabel Mateos Ansotegui, 2008, "La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera," Proyecciones Financieras y Valoración, Master Consultores, number 4707, Jun.
• Grüner, Hans Peter, 2008, "Capital Markets, Information Aggregation and Inequality: Theory and Experimental Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6750, Mar.
• Foucault, Thierry & Cespa, Giovanni, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6794, Apr.
• Duso, Tomaso & Clougherty, Joseph A., 2008, "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6867, Jun.
• Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6878, Jun.
• Foucault, Thierry & Thesmar, David & Sraer, David, 2008, "Individual Investors and Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6915, Jul.
• Vives, Xavier, 2008, "Strategic Supply Function Competition with Private Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6960, Sep.
• Dunne, Peter G & Hau, Harald & Moore, Michael, 2008, "A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6969, Sep.
• DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2008, "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6985, Oct.
• Tristan Boyer & Elena Chane-Alune, 2008, "IFRS and the Need for Non-Financial Information," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 08-06.
• Eleni Thanou & Dikaios Tserkezos, 2008, "Nonlinear Diachronic Effects Between Stock Returns and Mutual Fund Flows: Additional Empirical Evidence from the Athens Stocks Exchange," Working Papers, University of Crete, Department of Economics, number 0826, Mar.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2008, "Modelling and Measuring Price Discovery in Commodity Markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 15951.
• Cabrales, Antonio & Gottardi, Piero, 2008, "Markets for information : of inefficient firewalls and efficient monopolies," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we080201, Jan.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• Paul P.J. Gao & Kevin X.D. Huang, 2008, "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, volume 9, issue 1, pages 1-37, May.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1647, Mar.
• Geman, Hélyette (ed.), 2008, "Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/116.
• Khalid Elbadraoui & Jean-Jacques Lilti & Bouchra M'Zali, 2008, "La performance opérationnelle à long terme des entreprises françaises émettrices d’obligations convertibles," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue 3, pages 125-154, September.
• Chng, Michael T. & Gannon, Gerard L., 2008, "The trading performance of dynamic hedging models: time varying covariance and volatility transmission effects," Working Papers, Deakin University, Department of Economics, number aef_2008_01, Jan.
• Gannon, Gerard L., 2008, "Market makers v's the general public: a first look at S&P500 futures trade data," Working Papers, Deakin University, Department of Economics, number aef_2008_02, Jan.
• Georges Prat & Remzi Uctum, 2008, "The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-2.
• Aymen Belgacem, 2008, "L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-38.
• Taoufik Bouraoui, 2008, "Les spams boursiers : Etude empirique sur le marché des penny stocks," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-41.
• Pravakar Sahoo & Rajiv Kumar, 2008, "Impact Of Proposed Commodity Transaction Tax On Futures Trading In India," Finance Working Papers, East Asian Bureau of Economic Research, number 22239, Jan.
• K.R. Shanmugam & Biswa Swarup Misra, 2008, "Stock Returns-Inflation Relation in India," Finance Working Papers, East Asian Bureau of Economic Research, number 22514, Jan.
• Foucault, Thierry & Themar, David & Sraer, David, 2008, "Individual investors and volatility," HEC Research Papers Series, HEC Paris, number 899, Jul.
• Saffi, Pedro, 2008, "Differences of opinion, information and the timing of trades," IESE Research Papers, IESE Business School, number D/747, Apr.
• Saffi, Pedro & Sigurdson, Kari, 2008, "Price efficiency and short selling," IESE Research Papers, IESE Business School, number D/748, Apr.
• Wang, Daxue, 2008, "Herd behavior towards the market index: Evidence from 21 financial markets," IESE Research Papers, IESE Business School, number D/776, Dec.
• Philippe Lambert & Sébastien Laurent, 2008, "Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_009.
• Fornari, Fabio, 2008, "Assessing the compensation for volatility risk implicit in interest rate derivatives," Working Paper Series, European Central Bank, number 859, Jan.
• Scheicher, Martin, 2008, "How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches," Working Paper Series, European Central Bank, number 910, Jun.
• Habib, Maurizio Michael & Joy, Mark, 2008, "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Working Paper Series, European Central Bank, number 947, Oct.
• Fratzscher, Marcel & Stracca, Livio, 2008, "The political economy under monetary union: has the euro made a difference?," Working Paper Series, European Central Bank, number 956, Nov.
• Idier, Julien & Nardelli, Stefano, 2008, "Probability of informed trading on the euro overnight market rate: an update," Working Paper Series, European Central Bank, number 987, Dec.
• Ammer, John & Cai, Fang, 2008, "Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 09-2, Mar.
• Cerrato, Mario & Abbasyan, Abdollah, 2008, "Optimal Martingales and American Option Pricing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-36.

2007

• Tim Bollerslev & Hao Zhou, 2007, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-17, Aug.
• Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007, "Risk, Jumps, and Diversification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-19, Aug.
• Anna Obizhaeva, 2007, "Liquidity Estimates and Selection Bias," Working Papers, New Economic School (NES), number w0225, Dec.
• H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007, "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-488, Oct.
• Lasse Heje Pedersen & Mark Mitchell & Todd Pulvino, 2007, "Slow Moving Capital," American Economic Review, American Economic Association, volume 97, issue 2, pages 215-220, May.
• Massimo Guidolin & Eliana La Ferrara, 2007, "Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?," American Economic Review, American Economic Association, volume 97, issue 5, pages 1978-1993, December, DOI: 10.1257/aer.97.5.1978.
• Malcolm Baker & Jeffrey Wurgler, 2007, "Investor Sentiment in the Stock Market," Journal of Economic Perspectives, American Economic Association, volume 21, issue 2, pages 129-152, Spring.
• Collins G. Ntim & Kwaku K. Opong & Jo Danbolt, 2007, "An Empirical Re-Examination of the Weak Form Efficient Markets Hypothesis of the Ghana Stock Market Using Variance-Ratios Tests," The African Finance Journal, Africagrowth Institute, volume 9, issue 2, pages 1-25.
• Levent Gokdemir & Kamil Durdu, 2007, "Economic Significance Of Tourism In The Economic Growth Of Turkey," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 169-176, April.
• Moisescu Ovidiu Ioan, 2007, "An Analysis Of The Brand Loyalty Based Consumer Typology," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 55-60, April.
• Gruescu Ramona, 2007, "Tendencies Regarding The Training And The Education In Tourism," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 71-82, April.
• Dimitar Nenkov, 2007, "Actual and Fundamental Rates “Price-Earnings” on the Bulgarian Capital Market," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 23-44.
• Gregory Bauer & Keith Vorkink, 2007, "Multivariate Realized Stock Market Volatility," Staff Working Papers, Bank of Canada, number 07-20, DOI: 10.34989/swp-2007-20.
• Ingrid Lo & Stephen Sapp, 2007, "Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?," Staff Working Papers, Bank of Canada, number 07-23, DOI: 10.34989/swp-2007-23.
• Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007, "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers, Bank of Canada, number 07-27, DOI: 10.34989/swp-2007-27.
• Christopher Chung & Bryan Campbell & Scott Hendry, 2007, "Price Discovery in Canadian Government Bond Futures and Spot Markets," Staff Working Papers, Bank of Canada, number 07-4, DOI: 10.34989/swp-2007-4.
• Bryan Campbell & Scott Hendry, 2007, "Price Discovery in Canadian and U.S. 10-Year Government Bond Markets," Staff Working Papers, Bank of Canada, number 07-43, DOI: 10.34989/swp-2007-43.
• Natasha Khan, 2007, "Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds," Staff Working Papers, Bank of Canada, number 07-5, DOI: 10.34989/swp-2007-5.
• Ognjen Radonjić, 2007, "Rational Speculative Bubbles: A Critical View," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 52, issue 174-175, pages 73-99, July - De.
• Ewerhart, C. & Valla, N., 2007, "Financial Market Liquidity and the Lender of Last Resort," Working papers, Banque de France, number 178.
• Uri Ben-Zion & Sharon Shafran & TAL SHAVIT, 2007, "Investors’ Decision To Trade Stocks – An Experimental Study," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0708.
• Tae Soo Kang & Guonan Ma, 2007, "Recent episodes of credit card distress in Asia," BIS Quarterly Review, Bank for International Settlements, June.
• Christian Upper & Thomas Werner, 2007, "The tail wags the dog: time-varying information shares in the Bund market," BIS Working Papers, Bank for International Settlements, number 224, Jan.
• Michael Schröder, 2007, "Is there a Difference? The Performance Characteristics of SRI Equity Indices," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 1‐2, pages 331-348, January, DOI: 10.1111/j.1468-5957.2006.00647.x.
• Alain Durré & Pierre Giot, 2007, "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 3‐4, pages 613-641, April, DOI: 10.1111/j.1468-5957.2007.02010.x.
• Paolo Vitale, 2007, "A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, volume 21, issue 5, pages 903-934, December, DOI: 10.1111/j.1467-6419.2007.00524.x.
• Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2007, "Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market," Journal of Finance, American Finance Association, volume 62, issue 2, pages 557-595, April, DOI: 10.1111/j.1540-6261.2007.01217.x.
• Ari Hyytinen & Mika Pajarinen, 2007, "Is The Cost Of Debt Capital Higher For Younger Firms?," Scottish Journal of Political Economy, Scottish Economic Society, volume 54, issue 1, pages 55-71, February, DOI: 10.1111/j.1467-9485.2007.00404.x.
• Oscar A. Díaz Quevedo, 2007, "Disciplina de mercado en el sistema bancario boliviano," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2007/01, Sep.
• Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2007, "What captures liquidity risk? A comparison of trade and order based liquidity factors," Working Paper, Norges Bank, number 2007/03, Jun.