Research classified by Journal of Economic Literature (JEL) codes

2009

• Amanda L. Coxbill & Lee W. Sanning & Sherrill Shaffer, 2009, "Market Reaction to the Announcement of a Male-to-Female CEO Turnover," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-13, May.
• Francisco Venegas Martínez & Eduardo Hernández Pérez, 2009, "Comportamiento asintótico del rendimiento sobre el capital y de la razón precio-utilidad," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 3, issue 1, pages 14-28.
• Nicolás Chávez Monroy & Alejandro Segundo Valdés, 2009, "Efectos de la Negociación Asincrónica en el Mercado de Acciones de México," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 3, issue 2, pages 25-39.
• Nieto-Parra, Sebastián, 2009, "Who saw sovereign debt crises coming?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123066, Oct.
• Patton, Andrew J. & Verardo, Michela, 2009, "Does beta move with news? Systematic risk and firm-specific information flows," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24421, Mar.
• Garavito, Fabian, 2009, "Organizational diseconomies in the mutual fund industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29302, Aug.
• Muga, Luis & Santamaría, Rafael, 2009, "El efecto momentum en la Bolsa Mexicana de Valores," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 302, pages 433-463, abril-jun, DOI: http://www.eltrimestreeconomico.com.
• González, Marcelo & Farías, Pablo, 2009, "Desempeño operacional posterior a la oferta pública inicial de acciones de las empresas chilenas," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 303, pages 751-773, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v76i.
• Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009, "Riding Bubbles," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-058-F&A, Dec.
• Alexandru Todea & Adrian Zoicas-Ienciu & Angela-Maria Filip, 2009, "Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 63-72.
• Tuan Thi Ngoc Bui & Piet Sercu, 2009, "Forward Premiums in the Brussels SE and the Shadow Price of Cash Balances," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 418-437.
• Lars Jonung, 2009, "The Swedish model for resolving the banking crisis of 1991 - 93. Seven reasons why it was successful," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 360, Feb.
• Antonio Cabrales & Piero Gottardi, 2009, "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Economics Working Papers, European University Institute, number ECO2009/11.
• Ladislav Kristoufek, 2009, "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/26, Nov, revised Nov 2009.
• Andrea Beltratti & Bernardo Bortolotti & Marianna Caccavaio, 2009, "Stock Prices in a Speculative Market: The Chinese Split-Share Reform," Working Papers, Fondazione Eni Enrico Mattei, number 2009.15, Feb.
• Dominique Guégan,Florian Ielpo, 2009, "Further Evidence on the Impact of Economic News on Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 2, pages 1-45, October.
• Hans Andeweg, André Dorsman, Kees van Montfort, 2009, "Electricity Traffic over the Barriers of Networks: The Case of Germany and The Netherlands," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 2, pages 120-139, October.
• Baptista, Ricardo Fuscaldi de Figueiredo & Pereira, Pedro L. Valls, 2009, "Análise do desempenho de regras da análise técnica aplicada ao mercado intradiário do contrato futuro do índice Ibovespa," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 173, Jan.
• Pereira, Pedro L. Valls, 2009, "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 175, Jan.
• Pereira, Pedro L. Valls, 2009, "Ombro-cabeça-ombro: testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 181, Jan.
• Nunes, Clemens V. de Azevedo & Gomes, Cleomar & Brito, Márcio Holland de, 2009, "Sinalização de política monetária e movimentos na estrutura a termo da taxa de juros no Brasil," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 187, May.
• Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009, "Global, local, and contagious investor sentiment," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 37.
• Geert Bekaert & Eric Engstrom, 2009, "Inflation and the stock market: Understanding the “Fed Model”," Proceedings, Federal Reserve Bank of San Francisco, issue jan.
• Katheryn N. Russ & Diego Valderrama, 2009, "A theory of banks, bonds, and the distribution of firm size," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-25.
• Michael J. Fleming & Bruce Mizrach & Giang Nguyen, 2009, "The microstructure of a U.S. Treasury ECN: the BrokerTec platform," Staff Reports, Federal Reserve Bank of New York, number 381, Jul.
• Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2009, "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports, Federal Reserve Bank of New York, number 395.
• Laurean BOGDAN, 2009, "Production Management And Market Constraints," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 10, issue 2, pages 5-11, N0vember.
• Michela Verardo & Andrew Patton, 2009, "Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows," FMG Discussion Papers, Financial Markets Group, number dp630, Mar.
• Marc Flandreau & Norbert Gaillard & Ugo Panizza, 2009, "Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2010, Dec, revised Feb 2010.
• 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," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2009, Jun.
• Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009, "Exchange rate forecasters’ performance: evidence of skill?," Working Papers, Business School - Economics, University of Glasgow, number 2009_13, Feb.
• Mario Cerrato & Abdollah Abbasyan, 2009, "Optimal martingales and American option pricing," Working Papers, Business School - Economics, University of Glasgow, number 2009_27, Jul.
• Mirela Malin & Graham Bornholt, 2009, "Predictability of Future Index Returns based on the 52 Week High Strategy," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200907, Jul.
• Allen Huang & Benjamin Liu, 2009, "The Goods and Services Tax (GST) and Bank Mortgage Costs: Empirical Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200914.
• Allen Huang & Benjamin Liu, 2009, "The Goods and Services Tax (GST) and Non-Bank Lender Mortgage Costs: Empirical Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200915.
• Paula Hernandez-Verme, 2009, "Small Open Economies with Frictions in Credit Markets: Target inflation or money growth when floating?," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EC200903, Jul.
• Paula Hernandez-Verme, 2009, "Inflation, Growth and Exchange Rate Regimes in Small Open Economies," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EC200906, Jul.
• Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009, "High Watermarks of Market Risks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00425585, Aug.
• Dominique Guegan & Florian Ielpo, 2009, "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00439820, Oct.
• Georges Dionne & Florence Giuliano & Pierre Picard, 2009, "Optimal auditing for insurance fraud," Post-Print, HAL, number hal-00367109, DOI: 10.1287/mnsc.1080.0905.
• David Thesmar, 2009, "Limits of Limits of Arbitrage: Theory and Evidence," Post-Print, HAL, number hal-00495715.
• Pierre-Cyrille Hautcoeur, 2009, "Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris," Post-Print, HAL, number hal-00530079, Dec.
• Michael A. Smith & David Paton & Leighton Vaughan Williams, 2009, "Do Bookmakers Possess Superior Skills to Bettors in Predicting Outcomes?," Post-Print, HAL, number hal-00684229, Mar, DOI: 10.1016/j.jebo.2009.03.016.
• Amélie Charles & Olivier Darné, 2009, "Testing for random walk behavior in euro exchange rates," Post-Print, HAL, number hal-00771082.
• Robert Joliet & Aline Muller, 2015, "Dividends and Foreign Performance Signaling," Post-Print, HAL, number hal-01667402, May, DOI: 10.2139/ssrn.1343753.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2009, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00674163, Oct.
• Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009, "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers, HAL, number hal-00489272, May.
• Hélène Raymond, 2009, "The effect of Sovereign Wealth Funds’ investments on stock markets," Working Papers, HAL, number hal-04140850.
• Aymen Belgacem, 2009, "Fundamentals, Macroeconomic Announcements and Asset Prices," Working Papers, HAL, number hal-04140878.
• Tsiaras, Leonidas, 2009, "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2009-02, Mar.
• Hansson, Fredrik & Rüdow Fors, Erik, 2009, "Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban," Working Papers in Economics, University of Gothenburg, Department of Economics, number 365, Jun.
• Manescu, Cristiana, 2009, "Stock returns in relation to environmental, social and governance performance: mispricing or compensation for risk?," Working Papers in Economics, University of Gothenburg, Department of Economics, number 376, Sep, revised 01 Mar 2010.
• Salomonsson, Marcus, 2009, "Introducing a spread into the Kyle model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 713, Mar.
• Almenberg, Johan & Karapetyan, Artashes, 2009, "Mental Accounting in the Housing Market," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 718, May, revised 28 Aug 2010.
• Almenberg, Johan & Karapetyan, Artashes, 2009, "Mental Accounting in the Housing Market," Working Paper Series, Research Institute of Industrial Economics, number 798, Jun.
• Lönnbark, Carl & Soultanaeva, Albina, 2009, "Profitability of Technical Trading Rules on the Baltic Stock Markets," Umeå Economic Studies, Umeå University, Department of Economics, number 761, Jan.
• Hans Genberg & Cho-hoi Hui, 2009, "The Credibility of the Link from the Perspective of Modern Financial Theory," Working Papers, Hong Kong Monetary Authority, number 0902, Jan.
• Laurence Fung & Ip-wing Yu, 2009, "Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008," Working Papers, Hong Kong Monetary Authority, number 0917, Oct.
• Tom Fong & Laurence Fung & Lillie Lam & Ip-wing Yu, 2009, "Measuring the Interdependence of Banks in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0919, Dec.
• Campbell, John & Schwartz, Allie & Ramadorai, Tarun, 2009, "Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements," Scholarly Articles, Harvard University Department of Economics, number 2609649.
• Avery, Christopher N. & Zeckhauser, Richard Jay, 2009, "The CAPS Prediction System and Stock Market Returns," Scholarly Articles, Harvard Kennedy School of Government, number 4415901.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003, "Limit Order Book as a Market for Liquidity," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp321, Jan.
• Aminah Nalikka, 2009, "Impact of Gender Diversity on Voluntary Disclosure in Annual Reports," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 101-113.
• Eddy Junarsin & Bayu Pranoto, 2009, "Information Content and Intra-Industry Effect of Stock Splits: Evidence from Indonesia," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 15-27.
• Giuseppe Galloppo, 2009, "Dynamic Asset Allocation Using a Combined Criteria Decision System," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 29-44.
• Naser Abdelkarim & Yasser A. Shahin & Bayan M. Arquawi, 2009, "Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 45-61.
• Chien-Cheng Wang & Yung-Shi Liau & Jack J.W. Yang, 2009, "Information Spillovers In The Spot And Etf Indices In Taiwan," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 117-131.
• Randall Zhaohui Xu, 2009, "Reexamination Of The Relationship Between Disclosure And Cost Of Capital," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 15-26.
• Wei Ting & Sin-Hui Yen & Sheng-Shih Huang, 2009, "Top Management Compensation, Earnings Management And Default Risk: Insights From The Chinese Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 31-46.
• Arman Kosedag & Jinhu Qian, 2009, "Do Dividend Clienteles Explain Price Reactions To Dividend Changes?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 47-57.
• Kuei-Yuan Wang & Ching-Hai Jiang & Yen-Sheng Huang, 2009, "Market States And The Profitability Of Momentum Strategies: Evidence From The Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 89-102.
• Yang-Cheng Lu & Jehn-Yih Wong & Hao Fang, 2009, "Herding Momentum Effect And Feedback Trading Of Qualified Foreign Institutional Investors In The Taiwan Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 147-167.
• Myojung Cho & John Shon & Yuan Xie, 2009, "Corporate Disclosures After The Eptember 11 Terrorist Attacks," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 169-174.
• Hans-Peter Burghof & Felix Prothmann, 2009, "Can Stock Price Momentum Be Explained By Anchoring?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 47-69.
• Dejun Xie, 2009, "Theoretical And Numerical Valuation Of Callable Bonds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 71-82.
• Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009, "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 552, May, revised May 2012.
• Constantine Manasakis, 2009, "Shareholder wealth effects from mergers and acquisitions in the Greek banking industry," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 1, issue 3, pages 242-256.
• Silvio John Camilleri & Christopher J. Green, 2009, "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 1, issue 3, pages 257-284.
• Germán López & Joaquín Marhuenda & Belén Nieto, 2009, "The relationship between risk and expected returns with incomplete information," Investigaciones Economicas, Fundación SEPI, volume 33, issue 1, pages 69-96, January.
• Vincent Brousseau & Alexandre Chailloux & Alain Durré, 2009, "Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing," Working Papers, IESEG School of Management, number 2009-ECO-10, Dec.
• Burcu ÖZCAN & Veli YILANCI, 2009, "Türk hisse senedi piyasasının zayıf formda etkinliğinin testi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 100-115.
• Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK, 2009, "VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 7-32.
• Khubaib Ahmed Qureshi, 2009, "Agent Based E-Market: Framework, Design, and Implementation," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, volume 3, issue 2, pages 30-44, December.
• Jong-Shin Wei & Li-Hsun Wang, 2009, "Improving Earnings per Share: An Illusory Motive in Stock Repurchases," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 3, pages 243-247, December.
• Michael Ehrmann & Marcel Fratzscher, 2009, "Explaining Monetary Policy in Press Conferences," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 2, pages 42-84, June.
• Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovespian & Jacob Tolk & Ionut Florescu, 2009, "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 3, pages 268-279, DOI: 10.1002/ijfe.373.
• Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009, "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 3, pages 1-1, DOI: 10.1002/ijfe.388.
• Montserrat Ferré & Carolina Manzano, 2009, "When do central banks prefer to intervene secretly?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 4, pages 378-393, DOI: 10.1002/ijfe.375.
• Rasmus Fatum, 2009, "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-12, Mar.
• Masazumi Hattori & Kazuhiko Ohashi, 2009, "Incentives to Issue Low-Quality Securitized Products in the OTD Business Model," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-26, Nov.
• Rasmus Fatum, 2009, "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 27, issue 1, pages 75-98, November.
• Mr. Luc Laeven & Harry Huizinga, 2009, "Accounting discretion of banks during a financial crisis," IMF Working Papers, International Monetary Fund, number 2009/207, Sep.
• Felipe Zurita, 2009, "La Economía Financiera Frente a la Crisis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 134, pages 183-195.
• Rosa Borges, 2009, "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2009/37, Sep.
• Leif Brandes & Katja Rost, 2009, "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 0098, Feb, revised Sep 2009.
• Leif Brandes & Egon Franck & Erwin Verbeek, 2009, "The Validity of Models on the Information Content of Trades," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 00120, revised 2010.
• Ulas UNLU & Birol YILDIZ & Abdullah YALAMA, 2009, "Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 10, issue 1, pages 29-47, December.
• Bushnell, James & Chong, Howard G. & Mansur, Erin T., 2009, "Profiting from Regulation: An Event Study of the EU Carbon Market," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 13139, Dec.
• Chun-Da Chen & Chin-Chun Chen & Wan-Wei Tang & Bor-Yi Huang, 2009, "The positive and negative impacts of the sars outbreak:a case of the Taiwan industries," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 1, pages 281-293, September.
• Oberndorfer Ulrich & Ziegler Andreas, 2009, "2002 German Federal Elections and Associated Energy Policy: How Were Energy Corporations Financially Affected?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 229, issue 5, pages 570-583, October, DOI: 10.1515/jbnst-2009-0504.
• David B. Audretsch & Werner Bönte & Prashanth Mahagaonkar, 2009, "Financial Signaling by Innovative Nascent Entrepreneurs," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-012, Feb.
• Marco Wölfle, 2009, "Information-based trade in Russia and the effects of listing abroad," Economic Change and Restructuring, Springer, volume 42, issue 4, pages 229-262, November, DOI: 10.1007/s10644-009-9069-5.
• Marcel Naujoks & Kevin Aretz & Alexander Kerl & Andreas Walter, 2009, "Do German security analysts herd?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 1, pages 3-29, March, DOI: 10.1007/s11408-008-0093-7.
• Nikolas Rokkanen, 2009, "Lemmings in the bond market? An empirical analysis of the term structure of credit spreads," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 1, pages 31-57, March, DOI: 10.1007/s11408-008-0096-4.
• Michael Steiner, 2009, "Predicting premiums for the market, size, value, and momentum factors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 137-155, June, DOI: 10.1007/s11408-009-0099-9.
• Carlos Ulibarri, 2009, "Perpetual options: revisiting historical returns on paintings," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 33, issue 2, pages 135-149, May, DOI: 10.1007/s10824-009-9096-0.
• Kwang-Won Lee & Ian Sharpe, 2009, "Does a Bank’s Loan Screening and Monitoring Matter?," Journal of Financial Services Research, Springer;Western Finance Association, volume 35, issue 1, pages 33-52, February, DOI: 10.1007/s10693-008-0041-8.
• Seung Han & Yoon Shin & Walter Reinhart & William Moore, 2009, "Market Segmentation Effects in Corporate Credit Rating Changes: The Case of Emerging Markets," Journal of Financial Services Research, Springer;Western Finance Association, volume 35, issue 2, pages 141-166, April, DOI: 10.1007/s10693-008-0049-0.
• Dong Lee, 2009, "How Do Employees View Their Underwater Stock Options?: Evidence from the Stock Option Exchange Program," Journal of Financial Services Research, Springer;Western Finance Association, volume 35, issue 3, pages 273-296, June, DOI: 10.1007/s10693-009-0053-z.
• Shinhua Liu & Zhen Zhu, 2009, "Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange," Journal of Financial Services Research, Springer;Western Finance Association, volume 36, issue 1, pages 65-83, August, DOI: 10.1007/s10693-009-0063-x.
• Robert Campbell & Erasmo Giambona & C. Sirmans, 2009, "The Long-Horizon Performance of REIT Mergers," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 2, pages 105-114, February, DOI: 10.1007/s11146-007-9085-z.
• Yongheng Deng & Peng Liu, 2009, "Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 3, pages 214-240, April, DOI: 10.1007/s11146-008-9151-1.
• William Hardin & Michael Highfield & Matthew Hill & G. Kelly, 2009, "The Determinants of REIT Cash Holdings," The Journal of Real Estate Finance and Economics, Springer, volume 39, issue 1, pages 39-57, July, DOI: 10.1007/s11146-007-9103-1.
• Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan, 2009, "REIT Open-Market Stock Repurchases and Profitability," The Journal of Real Estate Finance and Economics, Springer, volume 39, issue 4, pages 439-449, November, DOI: 10.1007/s11146-008-9121-7.
• Imre Karafiath, 2009, "Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 1, pages 17-31, January, DOI: 10.1007/s11156-007-0079-y.
• Carl Chen & Peter Lung & F. Wang, 2009, "Mispricing and the cross-section of stock returns," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 4, pages 317-349, May, DOI: 10.1007/s11156-008-0097-4.
• Pantisa Pavabutr & Sukanya Prangwattananon, 2009, "Tick size change on the Stock Exchange of Thailand," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 4, pages 351-371, May, DOI: 10.1007/s11156-008-0096-5.
• Steven Li & Qianqian Yang, 2009, "The relationship between implied and realized volatility: evidence from the Australian stock index option market," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 4, pages 405-419, May, DOI: 10.1007/s11156-008-0099-2.
• Dan Jordan & Donald Wort, 2009, "A test of bear market mergerstat control premiums," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 1, pages 27-36, July, DOI: 10.1007/s11156-008-0105-8.
• Jose Gutierrez & Yiuman Tse, 2009, "NYSE execution quality subsequent to migration to hybrid," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 1, pages 59-81, July, DOI: 10.1007/s11156-008-0101-z.
• Yue-cheong Chan & Louis Cheng, 2009, "Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 2, pages 159-176, August, DOI: 10.1007/s11156-009-0108-0.
• Rob Brown & Howard Chan & Yew Ho, 2009, "Analysts’ recommendations: from which signal does the market take its lead?," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 2, pages 91-111, August, DOI: 10.1007/s11156-009-0107-1.
• Dan Palmon & Ephraim Sudit & Ari Yezegel, 2009, "The value of columnists’ stock recommendations: an event study approach," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 3, pages 209-232, October, DOI: 10.1007/s11156-009-0114-2.
• Chaoshin Chiao & Zi-May Wang & Hsiu-Ling Lai, 2009, "Order submission behaviors and opening price behaviors: evidence from an emerging market," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 3, pages 253-278, October, DOI: 10.1007/s11156-009-0110-6.

2008

• Sylwia Nowak, 2008, "How Do Public Announcements Affect the Frequency of Trading in U.S. Airline Stocks?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-38, Dec.
• Paul Davidson, 2008, "La creación de una agencia federal de refinanciación de hipotecas para evitar una recesión en Estados Unidos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 67, issue 01, pages 372-391.
• Paul Davidson, 2008, "Reviving the home owners' loan corporation to avoid a recession in USA," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 67, issue 01, pages 372-391.
• Nieves García-Casarejos & Nuria Alcalde Fradejas & Manuel Espitia Escuer, 2008, "Alianzas estratégicas en el sector bancario español que cotiza en bolsa," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 68, issue 02, pages 264-287.
• Genoni, Gustavo & Niño, Jorge, 2008, "Manipulación de resultados en la banca chilena por medio de la estimación de incobrables," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 300, pages 981-1016, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v75i.
• Gabriel Desgranges & Céline Rochon, 2008, "Conformism, Public News and Market Efficiency," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-24.
• Andros Gregoriou, 2008, "The asymmetry of the price impact of block trades and the bid‐ask spread," Journal of Economic Studies, Emerald Group Publishing Limited, volume 35, issue 2, pages 191-199, May, DOI: 10.1108/01443580810870164.
• de Langhe, B. & Sweldens, S. & van Osselaer, S.M.J. & Tuk, M.A., 2008, "The Emotional Information Processing System is Risk Averse: Ego-Depletion and Investment Behavior," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-064-MKT, Oct.
• Fatih Özatay & Erdal Özmen & Gülbin Sahinbeyoglu, 2008, "Emerging Market Sovereign Spreads, Global Financial Conditions and US Macroeconomic News," Working Papers, Economic Research Forum, number 400, Jan, revised 03 Jan 2008.
• Alexandr Èerný & Michal Koblas, 2008, "Stock Market Integration and the Speed of Information Transmission," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 01-02, pages 2-20, January.
• Miguel A. Acedo & Fco. Javier Ruiz & Rafael Santamaría, 2008, "Influence of Secondary Offerings on the Liquidity and Trading Activity of Stocks Outstanding," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 01-02, pages 21-37, January.
• Martin Cincibuch & Matrina Horníková, 2008, "Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 210-230, August.
• Vít Pošta, 2008, "Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 248-260, August.
• Roseli da Silva & Rodrigo Takeuchi, 2008, "Uma análise empírica de eficiência relativa nos mercados futuro e à vista de açúcar," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, number 08_06.
• LU Rong & XU Longbing & XIE Xinhou & CHEN Baizhu, 2008, "Redemption puzzle of open-end fund market in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 3, issue 3, pages 430-450, September.
• Güray Küçükkocaoglu, 2008, "Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 1, pages 46-84, April.
• Song Han & Hao Zhou, 2008, "Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-40.
• Christina E. Bannier & Falko Fecht & Marcel Tyrell, 2008, "Open-End Real Estate Funds in Germany - Genesis and Crisis," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 165.
• Michael H. Grote & Marc Rustige, 2008, "Der Einfluss von Diversifikationsstrategien auf den Aktienkurs deutscher Unternehmen," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 186, Feb.
• Caitlin Ann Greatrex, 2008, "The Credit Default Swap Market's Reaction to Earnings Announcements," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-06.
• Helder Sebastião, 2008, "The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2008-07, Oct.
• Henry Aray, 2008, "Effects of Macroeconomic Announcements on Stock Returns across Volatility Regimes," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 08/17, Dec.
• Marco Cipriani & Antonio Guarino, 2008, "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Working Papers, The George Washington University, Institute for International Economic Policy, number 2009-16, Jul.
• Mathieu Gatumel & Dominique Guegan, 2008, "Towards an understanding approach of the insurance linked securities market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235354, Jan.
• Gunther Capelle-Blancard & Nicolas Couderc, 2008, "What drives the market value of firms in the defense industry?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00305380, DOI: 10.1016/j.rfe.2007.02.001.
• Mathieu Gatumel & Dominique Guegan, 2008, "Dynamic Analysis of the Insurance Linked Securities Index," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00320378, Sep.
• Emmanuel Jurczenko & Bertrand Maillet & Paul Merlin, 2008, "Efficient Frontier for Robust Higher-order Moment Portfolio Selection," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00336475, Oct.
• Thierry Foucault & Thomas Gehrig, 2008, "Stock price informativeness, cross-listings and investment decisions," Post-Print, HAL, number hal-00459807, Apr, DOI: 10.1016/j.jfineco.2007.05.007.
• Gunther Capelle-Blancard & Nicolas Couderc, 2008, "What drives the market value of firms in the defense industry?," Post-Print, HAL, number halshs-00305380, DOI: 10.1016/j.rfe.2007.02.001.
• Emiliano Grossman & Emilio Luque & Fabian Muniesa, 2008, "Economies through transparency," Post-Print, HAL, number halshs-00322141.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2008, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00673252, Dec.
• Thierry Foucault & David Thesmar & David Sraer, 2008, "Individual Investors and Volatility," Working Papers, HAL, number hal-00578370, Jul.
• Aymen Belgacem, 2008, "L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40," Working Papers, HAL, number hal-04140714.
• Schmeling, Maik, 2008, "Investor sentiment and stock returns: Some international evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-407, Nov.
• Gehrig, Thomas P. & Lütje, Torben & Menkhoff, Lukas, 2008, "Bonus Payments and Fund Managers' Behavior: Trans-Atlantic Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-411, Dec.
• Bo Becker & Todd Milbourn, 2008, "Reputation and competition: evidence from the credit rating industry," Harvard Business School Working Papers, Harvard Business School, number 09-051, Oct, revised Sep 2010.
• Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2008, "The Risk Components of Liquidity," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/7, Mar.
• Soultanaeva, Albina, 2008, "Impact of Political News on the Baltic State Stock Markets," Umeå Economic Studies, Umeå University, Department of Economics, number 735, Mar.
• Pavabutra, Pantisa & Prangwattananon, Sukanya, 2008, "Tick Size Change on the Stock Exchange of Thailand," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2008-9, Apr.
• Inoue, Kotaro & 井上, 光太郎 & Kato, Hideaki Kiyoshi & 加藤, 英明 & James Schallheim, 2008, "Parent company puzzle in Japan : another case of the limits of arbitrage," Hitotsubashi Journal of commerce and management, Hitotsubashi University, volume 42, issue 1, pages 67-85, October, DOI: 10.15057/16289.
• Frank Leung & Philip Ng, 2008, "Impact of IPO Activities on the Hong Kong Dollar Interbank Market," Working Papers, Hong Kong Monetary Authority, number 0811, Jul.
• Vincent Louis Ovlia & David Enke & Michael C. Davis, 2008, "The Effects Of Congressional Elections On Future Equity Market Returns," Global Journal of Business Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 1-15.
• Halil Kiymaz & Roberto Marchesini & Robert F. Hodgin, 2008, "Market Valuation Responses To Goodwill Announcements: An Early Direct Test Of Fasb 142," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 119-127.
• E.M. Ekanayake & Robin Rance & Mihalis Halkides, 2008, "Effects Of Federal Funds Target Rate Changes On Stock Prices," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 13-29.
• Christos Floros, 2008, "Long Memory In Exchange Rates: International Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 31-39.
• Xianliang Tian & Ming Zhou, 2008, "Banking System Efficiency And Chinese Regional Economic Growth: An Empirical Analysis Based On Banks’ Micro-Efficiency," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 41-51.
• Mohd Fahmi Ghazali & Wahi Ismail & Mohd Rushdan Yasoa & Nelson Lajuni, 2008, "Bivariate Causality Between Exchange Rates And Stock Prices In Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 53-59.
• Md Hamid Uddin & Diaeldin Osman, 2008, "Effect Of Dividend Announcement On Shareholders’ Value: Evidence From Saudi Arabian Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 87-101.
• Chin-Lin Chuang & Dar-Hsin Chen & Chung-Hsien Su, 2008, "Reexamining The Expiration Day Effects Of Stock Index Derivatives: Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 85-105.
• Powell, Andrew & Martínez, Juan Francisco, 2008, "On Emerging Economy Sovereign Spreads and Ratings," IDB Publications (Working Papers), Inter-American Development Bank, number 1611, Jan, DOI: http://dx.doi.org/10.18235/0010884.
• Cavallo, Eduardo A. & Powell, Andrew & Rigobón, Roberto, 2008, "Do Credit Rating Agencies Add Value?: Evidence from the Sovereign Rating Business Institutions," IDB Publications (Working Papers), Inter-American Development Bank, number 1634, Nov, DOI: http://dx.doi.org/10.18235/0010900.
• Andrew Powell & Juan F. Martinez S., 2008, "On Emerging Economy Sovereign Spreads and Ratings," Research Department Publications, Inter-American Development Bank, Research Department, number 4565, Jan.
• Eduardo Cavallo & Andrew Powell & Roberto Rigobon, 2008, "Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions," Research Department Publications, Inter-American Development Bank, Research Department, number 4601, Nov.
• Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008, "Parameter instability and forecasting performance: a Monte Carlo study," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, volume 1, issue 1, pages 1-20.
• Pau Castells & Francesc Trillas, 2008, "Political parties and the economy: Macro convergence, micro partisanship?," Working Papers, Institut d'Economia de Barcelona (IEB), number 2008/1.
• Mónica Espinosa & Mikel Tapia & Marco Trombetta, 2008, "Disclosure and liquidity in a driven by orders market: Empirical evidence from panel data," Investigaciones Economicas, Fundación SEPI, volume 32, issue 3, pages 339-370, September.
• Zeynep Özge YETKİN, 2008, "İletişim Politikası ve Bekleyişlerin Yönetimi: Önemi ve TCMB Örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 263, pages 5-23.