Research classified by Journal of Economic Literature (JEL) codes

2007

• Yasuaki Amatatsu & Naohiko Baba, 2007, "Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-12, Jul.
• Dirk Hackbarth & Jianjun Maio, 2007, "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2007-017, Apr.
• Giuliano Lorenzoni & Adrian Pizzinga & Rodrigo Atherino & Cristiano Fernandes & Rosane Riera Freire, 2007, "On the Statistical Validation of Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 3-28.
• Newton Carneiro Affonso da Costa Jr. & Roberto Meurer & César Medeiros Cupertino, 2007, "Is there a relationship between accounting and stock market returns in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 2, pages 233-245.
• Hoechle, Daniel & Zimmermann, Heinz, 2007, "A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors," Working papers, Faculty of Business and Economics - University of Basel, number 2007/14.
• Drobetz, Wolfgang & Erdmann, Thomas & Zimmermann, Heinz, 2007, "Predictability in the cross-section of European bank stock returns," Working papers, Faculty of Business and Economics - University of Basel, number 2007/21.
• Taoufik Bouraoui, 2007, "The Impact of Stock Spam on Volumes," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 4, pages 411-425.
• Diego Garcia & Francesco Sangiorgi, 2007, "Information Sales and Strategic Trading," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 45.
• John K. Ashton & Khac Pham, 2007, "Efficiency and Price Effects of Horizontal Bank Mergers," Working Papers, Centre for Competition Policy, University of East Anglia, number 07-9, Jun.
• Ulrich Oberndorfer & Dirk Ulbricht & Janina Ketterer, 2007, "Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 41.
• Anna Obizhaeva, 2007, "Liquidity Estimates and Selection Bias," Working Papers, Center for Economic and Financial Research (CEFIR), number w0225, Dec.
• Dan Ladley & Klaus Reiner Schenk-Hoppe, 2007, "Do Stylised Facts of Order Book Markets Need Strategic Behaviour?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-20, Jun.
• Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
• Nicolas Melissas, 2007, "The Trader, the Market Maker, his Guru and her Information," Working Papers, Centro de Investigacion Economica, ITAM, number 0702, Jan.
• Cécile Carpentier & Jean-François L'Her & Stephan Smith & Jean-Marc Suret, 2007, "Risk, Timing and Overoptimism in Private Placements and Public Offerings," CIRANO Working Papers, CIRANO, number 2007s-27, Nov.
• Bernard De Meyer, 2007, "Price Dynamics on a Stock Market with Asymmetric Information," Levine's Bibliography, UCLA Department of Economics, number 321307000000000841, Mar.
• Richard C. Green & Burton Hollifield & Norman Schurhoff, , "Financial Intermediation and the Costs of Trading in an Opaque Market," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-11.
• Martin Cincibuch & Martina Hornikova, 2007, "Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/13, Dec.
• David Abad & Roberto Pascual, 2007, "Switching to a temporary call auction in times of high uncertainty," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 1.
• Juan Camilo Rojas, 2007, "En busca de algunos hechos estilizados del mercado financiero colombiano," Borradores de Investigación, Universidad del Rosario, number 4360, Aug.
• Jorge Mar�o Uribe Gil, 2007, "Caracterizaci�N Del Mercado Accionario Colombiano, 2001-2006: Un An�Lisis Comparativo," Borradores de Economia, Banco de la Republica, number 4025, Sep.
• Carolina Ramírez L., 2007, "Impacto de las noticias sobre el mercado de deuda pública interna en Colombia," Coyuntura Económica, Fedesarrollo.
• Nicolás Acevedo Vélez, 2007, "The cattle crush strategy: trading opportunities for cattle producers," Revista Ecos de Economía, Universidad EAFIT.
• AKTAS, Nihat & DE BODT, Eric & VAN OPPENS, Hervé, 2007, "Evidence of the contribution of legal insider trading to market efficiency," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007014, Feb.
• DURRE, Alain & GIOT, Pierre, 2007, "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1984, Jan, DOI: 10.1111/j.1468-5957.2007.02010.x.
• Hau, Harald, 2007, "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6094, Feb.
• Pedersen, Lasse Heje & Mitchell, Mark & Pulvino, Todd, 2007, "Slow Moving Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6117, Feb.
• Marín Vigueras, José Maria & Olivier, Jacques, 2007, "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6244, Apr.
• Prat, Andrea & Dasgupta, Amil & Verardo, Michela, 2007, "Institutional Trade Persistence and Long-Term Equity Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6374, Jul.
• Campbell, John Y & Schwartz, Allie, 2007, "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6390, Jul.
• Ivaldi, Marc & Motis, Jrissy, 2007, "Mergers as Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6434, Aug.
• Hvide, Hans K. & Møen, Jarle, 2007, "Liquidity Constraints and Entrepreneurial Performance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6495, Sep.
• Toxvaerd, Flavio & Gershkov, Alex, 2007, "On Seller Estimates and Buyer Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6503, Oct.
• Vitale, Paolo, 2007, "Optimal Informed Trading in the Foreign Exchange Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6553, Nov.
• Albuquerque, Rui & Miao, Jianjun, 2007, "Advance Information and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6588, Nov.
• Schaefer, Stephen & Acharya, Viral & Zhang, Yili, 2007, "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6619, Dec.
• Acharya, Viral & Johnson, Tim, 2007, "More Insiders, More Insider Trading: Evidence from Private Equity Buyouts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6622, Dec.
• Daniel Waldenstrom & Bruno S. Frey, 2007, "Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2007-18, Oct.
• Tristan Boyer & Elena CHANE-ALUNE, 2007, "Les IFRS et les besoins en informations non financières," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-06.
• Dikaios Tserkezos & Eleni Thanou, 2007, "Conventional Nonlinear Relationships between GDP, Inflation and Stock Market Returns. An Investigation for the Greek Economy," Working Papers, University of Crete, Department of Economics, number 0731, Jan.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2007, "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 wb074510, May.
• Flores, Juan-Huitzi, 2007, "Information asymmetries and financial intermediation during the Baring crisis : 1880-1890," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-16, Oct.
• Hautsch, Nikolaus & Hess, Dieter, 2007, "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 1, pages 189-208, March.
• Ang, Andrew & Gu, Li & Hochberg, Yael V., 2007, "Is Ipo Underperformance a Peso Problem?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 3, pages 565-594, September.
• Bernard De Meyer, 2007, "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1604, Feb.
• Marc Feuilloley & Patrick Sentis, 2007, "Pertinence économique de la comptabilisation des dépréciations de goodwill:le cas français," Revue Finance Contrôle Stratégie, revues.org, volume 10, issue 1, pages 95-124, March.
• Maxime Merli & Alain Schatt, 2007, "Are there contagion or competition effects for non rated firms?The case of successive bond rating downgrades of Alcatel," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1070603, Jun.
• Gerard Gannon & Siu Pang Au-Yeung, 2007, "Modelling Regulatory Change V's Volume of Trade Effects in HSIF and HSI Volatility: A Note," Working Papers, Deakin University, Department of Economics, number 2007_06, Apr.
• Pullen, Daniel & Gannon, Gerard, 2007, "The index effect: an investigation of the price, volume and trading effects surrounding changes to the S & P Australian indices," Working Papers, Deakin University, Department of Economics, number aef_2007_07, Jan.
• Gerard Gannon & Yuwei Zhou, 2007, "Conflicts of Interest and China's A- Share Underpricing," Working Papers, Deakin University, Department of Economics, number 2007_09, May.
• Yap, Chee Jin & Gannon, Gerard, 2007, "Factors affecting the credit spreads behaviour of USD Malaysian bonds," Working Papers, Deakin University, Department of Economics, number aef_2007_10, Jan.
• Gannon, Gerard & Au-Yeung, Siu Pang, 2007, "Modelling regulatory change v's volume of trade effects in HSIF and HSI volatility: a note," Working Papers, Deakin University, Department of Economics, number aef_2007_06, Jan, DOI: 10.1142/S0219091508001258.
• Marie-Laure Breuillé, 2007, "Tradable deficit permits: a way to ensure sub-national fiscal discipline?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2007-17.
• Ouidad Yousfi, 2007, "Le rôle de la dette dans le LBO : une revue de la littérature," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2007-8.
• Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE, 2007, "The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• KIANI, Khurshid M., 2007, "Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 1, pages 103-118.
• Abdul Qayyum & Sajawal Khan, 2007, "X-efficiency, Scale Economies, Technological Progress and Competition : A Case of Banking Sector in Pakistan," Finance Working Papers, East Asian Bureau of Economic Research, number 22217, Jan.
• Cespa, Giovanni & Vives, Xavier, 2007, "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers, IESE Business School, number D/716, Nov.
• Mileva, Elitza & Siegfried, Nikolaus, 2007, "Oil market structure, network effects and the choice of currency for oil invoicing," Occasional Paper Series, European Central Bank, number 77, Dec.
• Andersson, Magnus, 2007, "Using intraday data to gauge financial market responses to Fed and ECB monetary policy decisions," Working Paper Series, European Central Bank, number 726, Feb.
• Cipriani, Marco & Guarino, Antonio, 2007, "Transaction costs and informational cascades in financial markets: Theory and experimental evidence," Working Paper Series, European Central Bank, number 736, Mar.
• Ehrmann, Michael & Fratzscher, Marcel, 2007, "Explaining monetary policy in press conferences," Working Paper Series, European Central Bank, number 767, Jun.
• Fahlenbrach, Rudiger & Minton, Bernadette A. & Pan, Carrie H., 2007, "The Market for Comeback CEOs," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-4, Feb.
• George Bulkley & Richard W P Holt, 2007, "Forecasting Cross-Section Stock Returns using The Present Value Model," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 163, Apr.
• Schmeling, Maik, 2007, "Institutional and individual sentiment: Smart money and noise trader risk?," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 127-145.
• Koetter, M. & Bos, J.W.B. & Heid, F. & Kolari, J.W. & Kool, C.J.M. & Porath, D., 2007, "Accounting for distress in bank mergers," Journal of Banking & Finance, Elsevier, volume 31, issue 10, pages 3200-3217, October.
• Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya, 2007, "Privatization and stock market liquidity," Journal of Banking & Finance, Elsevier, volume 31, issue 2, pages 297-316, February.
• Ginglinger, Edith & Hamon, Jacques, 2007, "Actual share repurchases, timing and liquidity," Journal of Banking & Finance, Elsevier, volume 31, issue 3, pages 915-938, March.
• Acharya, Viral V. & Johnson, Timothy C., 2007, "Insider trading in credit derivatives," Journal of Financial Economics, Elsevier, volume 84, issue 1, pages 110-141, April.
• Mehran, Hamid & Stulz, Rene M., 2007, "The economics of conflicts of interest in financial institutions," Journal of Financial Economics, Elsevier, volume 85, issue 2, pages 267-296, August.
• Coval, Joshua & Stafford, Erik, 2007, "Asset fire sales (and purchases) in equity markets," Journal of Financial Economics, Elsevier, volume 86, issue 2, pages 479-512, November.
• Uchida, Hirofumi & Nakagawa, Ryuichi, 2007, "Herd behavior in the Japanese loan market: Evidence from bank panel data," Journal of Financial Intermediation, Elsevier, volume 16, issue 4, pages 555-583, October.
• Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle, 2007, "Market impact costs of institutional equity trades," Journal of International Money and Finance, Elsevier, volume 26, issue 6, pages 974-1000, October.
• Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007, "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, volume 21, issue 1, pages 138-152, March.
• Bae, Jinho & Nelson, Charles R., 2007, "Earnings growth and the bull market of the 1990s: Is there a case for rational exuberance?," Journal of Macroeconomics, Elsevier, volume 29, issue 4, pages 690-707, December.
• Jermann, Urban J. & Quadrini, Vincenzo, 2007, "Stock market boom and the productivity gains of the 1990s," Journal of Monetary Economics, Elsevier, volume 54, issue 2, pages 413-432, March.
• Creighton, Adam & Gower, Luke & Richards, Anthony J., 2007, "The impact of rating changes in Australian financial markets," Pacific-Basin Finance Journal, Elsevier, volume 15, issue 1, pages 1-17, January.
• Sansone, Alessandro & Garofalo, Giuseppe, 2007, "Asset price dynamics in a financial market with heterogeneous trading strategies and time delays," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 382, issue 1, pages 247-257, DOI: 10.1016/j.physa.2007.02.022.
• Daher, Wassim & Mirman, Leonard J., 2007, "Market structure and insider trading," International Review of Economics & Finance, Elsevier, volume 16, issue 3, pages 306-331.
• Jamdee, Sutthisit & Los, Cornelis A., 2007, "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, volume 21, issue 2, pages 260-280, June.
• Mardi Dungey & Michael McKenzie & Vanessa Smith, 2007, "Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-25, Jul.
• Francisco Venegas Martínez & J. Víctor Reynoso Vendrell, 2007, "The Valuation of Mortgage Backed Securities with Stochastic Probabilities of Default and Prepayment," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 2, pages 148-168.
• Jan Kregel, 2007, "Las transformaciones recientes del sistema financiero estadounidense y la crisis de las hipotecas de alto riesgo «subprime»," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 126-143.
• Fernando Gómez-Bezares Pascual & José Antonio Madariaga Ibarra & Javier Santibáñez Grúber & Amaia Apraiz Larragán, 2007, "Índices de performance, gestión activa y eficiencia. Un análisis de sensitividad y del fenómeno de la persistencia," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 220-245.
• José Mariano Moneva Abadía & Eduardo Ortas Fredes, 2007, "Información de sostenibilidad y performance financiera en el mercado español: especial referencia al sector financiero," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 246-265.
• Parisi, Franco & Espinosa, Christian & Parisi, Antonino, 2007, "Pruebas de comportamiento caótico en índices bursátiles americanos," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 901-927, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Anne Cazavan‐Jeny & Thomas Jeanjean, 2007, "Levels of voluntary disclosure in IPO prospectuses: an empirical analysis," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 6, issue 2, pages 131-149, May, DOI: 10.1108/14757700710750810.
• Burgers, J.H. & van den Bosch, F.A.J. & Volberda, H.W., 2007, "Why New Business Development Projects Fail: Coping with the Differences of Technological versus Market Knowledge," 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-2007-072-STR, Oct.
• van Dijk, D.J.C., 2007, "Good News is No News," ERIM Inaugural Address 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 EIA-2007-031-F&A, Nov.
• Miloslav Vošvrda & Lukáš Vácha, 2007, "Heterogeneous Agents Model with the Worst Out Algorithm," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 1, issue 1, pages 54-66, March.
• Vít Pošta & Zbynìk Hackl, 2007, "Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 5-6, pages 235-254, August.
• Alexis Derviz, 2007, "Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/16, May, revised May 2007.
• Mattias Hamberg & Jiri Novak, 2007, "On the importance of clean accounting measures for the tests of stock market efficiency," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/25, Sep, revised Sep 2007.
• Helinä Laakkonen, 2007, "The Impact of Macroeconomic News on Exchange Rate Volatility," Finnish Economic Papers, Finnish Economic Association, volume 20, issue 1, pages 23-40, Spring.
• K. Victor Chow, Bih-Shuang Huang, Ou Hu, 2007, "Marginal Conditional Stochastic Dominance Between Value and Growth," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 1-34, June.
• Medhat Hassanein, Eskandar A. Tooma, 2007, "The Effect of Price Limits on Unconditional Volatility: The Case of CASE," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 125-143, June.
• V. Moriggia, S. Muzzioli, C. Torricelli, 2007, "Call an Put Implied Volatilities and the Derivation of Option Implied Trees," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 35-64, June.
• Md. Arifur Rahman, 2007, "The Information Content of Cross-sectional Volatility for Future Market Volatility: Evidence from Australian Equity Returns," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 91-124, June.
• Procianoy, Jairo Laser & Kwitko, Leonardo Costa, 2007, "Ações de empresas brasileiras e suas ADRs: Uma nota sobre datas ex-dividend," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 61, issue 1, August.
• Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan, 2007, "Corporate social responsibility and shareholder's value: an event study analysis," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2007-06.
• Asani Sarkar & Robert A. Schwartz, 2007, "Market sidedness: insights into motives for trade initiation," Staff Reports, Federal Reserve Bank of New York, number 292, Jul.
• Michael J. Fleming & Giang Nguyen & Joshua V. Rosenberg, 2007, "How do treasury dealers manage their positions?," Staff Reports, Federal Reserve Bank of New York, number 299.
• Bety Agnany & Henry Aray, 2007, "The January Effect across Volatility Regimes," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 07/04, Dec.
• Olivier BROSSARD (LEREPS-GRES ) & Frédéric DUCROZET (PSE - Crédit Agricole) & Adrian ROCHE (EconomiX - Crédit Agricole), 2007, "An Early Warning Model for EU banks with Detection of the Adverse Selection Effect," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2007-08.
• Dominique Guegan & Florian Ielpo, 2007, "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188331, Oct.
• A. Durre & P. Giot, 2007, "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print, HAL, number hal-00171145.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007, "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print, HAL, number hal-00459795, Sep, DOI: 10.1093/rfs/hhm027.
• Christophe Pérignon & Dennis Y. Chung & Dusan Isakov, 2007, "Repurchasing Shares on a Second Trading Line," Post-Print, HAL, number hal-00461078, Nov, DOI: 10.1093/rof/rfm006.
• Edith Ginglinger & Jacques Hamon, 2007, "Actual share repurchases, timing and liquidity," Post-Print, HAL, number halshs-00136568, DOI: 10.1016/j.jbankfin.2006.07.006.
• Thierry Foucault & Sophie Moinas & Eric Theissen, 2007, "Does anonymity matter in electronic limit order markets ?," Post-Print, HAL, number halshs-00170387, Sep.
• Anne Cazavan-Jeny & Thomas Jeanjean, 2007, "Levels of voluntary disclosure in IPO prospectuses: An empirical analysis," Post-Print, HAL, number halshs-00170565.
• Georges Prat & Remzi Uctum, 2007, "Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts," Post-Print, HAL, number halshs-00173105.
• Georges Prat & Remzi Uctum, 2007, "The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data," Post-Print, HAL, number halshs-00173109, Jun.
• Beckmann, Daniela & Lütje, Torben & Rebeggiani, Luca, 2007, "Italian Asset Managers’ Behavior: Evidence on Overconfidence, Risk Taking and Gender," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-358, Feb.
• Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007, "Does Culture Influence Asset Managers? Views and Behavior?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-367, Jun.
• Menkhoff, Lukas & Rebitzky, Rafael, 2007, "Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-376, Sep.
• Hvide, Hans K. & Møen, Jarle, 2007, "Liquidity Constraints and Entrepreneurial Performance," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/21, Sep.
• Jakobsson, Robin & Karlsson, Niklas, 2007, "Testing Market Efficiency in a Fixed Odds Betting Market," Working Papers, Örebro University, School of Business, number 2007:12, Dec.
• Martinez, Jose Vicente, 2007, "Information Misweighting and Stock Recommendations," SIFR Research Report Series, Institute for Financial Research, number 59, Jul.
• Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007, "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies, Umeå University, Department of Economics, number 725, Nov.
• Nakano, Shoko, 2007, "Impact Mitigation for Emergency Events: Their Effects on Day-ahead and Real-time Market Locationlal Based Marginal Pricing at the New York ISO," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 48, issue 2, pages 185-197, December, DOI: 10.15057/15178.
• Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi, 2007, "Determinants of the Performance of Banks in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0706, Apr.
• Eric Wong & Cho-Hoi Hui & Chi-fai Lo, 2007, "Ratings Versus Market-Based Measures of Default Risk of East Asian Banks," Working Papers, Hong Kong Monetary Authority, number 0712, Aug.
• Naohito Abe & Yessica C.Y. Chung, 2007, "Voluntary Information Disclosure and Corporate Governance: The Empirical Evidence on Earnings Forecasts," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-203, Jan.
• Ivaldi, Marc & Motis, Jrissy, 2007, "Mergers as Auctions," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 461, Apr.
• Luis Muga & Rafael Santamaría, 2007, "Riesgo asimétrico y estrategias de momentum en el mercado de valores español," Investigaciones Economicas, Fundación SEPI, volume 31, issue 2, pages 323-340, May.
• Kenneth N. Kuttner & Adam S. Posen, 2007, "Do Markets Care Who Chairs the Central Bank?," Working Paper Series, Peterson Institute for International Economics, number WP07-3, May.
• Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL, 2007, "Devlet iç borçlanma senetleri için getiri eğrisi tahmini," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 252, pages 5-25.
• Adnan KASMAN & Berna KIRKULAK, 2007, "Türk Hisse Senedi Piyasası Etkin mi? Yapısal Kırılmalı Birim Kök Testlerinin Uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 253, pages 68-78.
• Sadık ÇUKUR & Resul ERYİĞİT, 2007, "Yatırım ortaklıkları ve bedelsiz sermaye artırımları: İMKB’de ampirik bir analiz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 254, pages 73-85.
• Mehmet BOLAK & Ömür SÜER, 2007, "17 Ağustos 1999 depreminin taş ve toprağa dayalı sanayide faaliyet gösteren firmaların hisse senetleri üzerindeki etkisine ilişkin amprik bir çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 255, pages 73-84.
• Tülay YÜCEL & F. Dilvin TAŞKIN, 2007, "Aşırı tepki hipotezi ve İstanbul Menkul Kıymetler Borsası’ndan kanıtlar," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 260, pages 26-37.
• Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ, 2007, "Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 261, pages 100-113.
• Gaiyan Zhang, 2007, "A Model of Price, Volume, and Sequential Information," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 3, pages 207-223, December.
• Kathryn M. E. Dominguez & Freyan Panthaki, 2007, "The influence of actual and unrequited interventions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 171-200, DOI: 10.1002/ijfe.326.
• Francois Boye, 2007, "Mexican ADRs in the 90s: as good as expected?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 1, pages 93-120, June.
• José M. Marín & Jacques Olivier, 2007, "The dog that did not bark: Insider trading and crashes," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-20, Oct.
• José M. Marín & Antoni Sureda-Gomila, 2007, "Firms vs. insiders as traders of last resort," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-21, Oct.
• Naohiko Baba & Masakazu Inada, 2007, "Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-06, May.
• Maria Rosa Borges, 2007, "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/14.
• Maria Rosa Borges, 2007, "An Arbitrage Model for the Stock Price Adjustment in the Dividend Period," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/09.
• Cooray, Arusha. & Wickremasinghe, Guneratne., 2007, "The efficiency of emerging stock markets: empirical evidence from the south asian region," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 1, pages 171-183, September.
• Dar-Hsin Chen & Chun-Da Chen & Chih-Min Lai, 2007, "The Impacts of Opening Margin Trading on Stock Return, Volatility and Turnover Rate in Taiwan," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 1, pages 97-124, January.
• I-Chun Tsai & Tai Ma & Ming-Chi Chen, 2007, "Limit Order or Market Order? The Trade-Off between Price Improvement and Delayed Execution," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 2, pages 201-223, July.
• Ola Simonsen, 2007, "An empirical model for durations in stocks," Annals of Finance, Springer, volume 3, issue 2, pages 241-255, March, DOI: 10.1007/s10436-006-0048-9.
• Esther Brio & Javier Perote, 2007, "What Enhances Insider Trading Profitability?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 35, issue 2, pages 173-188, June, DOI: 10.1007/s11293-006-9060-8.
• Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007, "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 333-354, May, DOI: 10.1007/s10614-006-9071-1.
• Federico Ferretti, 2007, "Consumer credit information systems: a critical review of the literature. Too little attention paid by Lawyers?," European Journal of Law and Economics, Springer, volume 23, issue 1, pages 71-88, February, DOI: 10.1007/s10657-007-9000-3.
• Thomas Zellweger & Roger Meister & Urs Fueglistaller, 2007, "The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 203-220, June, DOI: 10.1007/s11408-007-0045-7.
• Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007, "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 353-379, September, DOI: 10.1007/s11408-007-0050-x.
• Juan Rendon & William Ziemba, 2007, "Is the January effect still alive in the futures markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 381-396, September, DOI: 10.1007/s11408-007-0049-3.
• Stefan Neher, 2007, "Distribution of the shareholder base of Swiss cantonal banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 471-485, December, DOI: 10.1007/s11408-007-0063-5.
• Maria Borges, 2007, "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 1, pages 65-80, February, DOI: 10.1007/s11294-006-9064-9.
• WaQar Ghani & Samuel Szewczyk & Tayyeb Shabbir, 2007, "Financial Analysts’ Forecasts and Unprecedented Events: The Case of German Reunification," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 2, pages 123-138, May, DOI: 10.1007/s11294-007-9076-0.
• Vijay Gondhalekar & Sonia Dalmia, 2007, "Examining the Stock Market Response: A Comparison of Male and Female CEOs," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 3, pages 395-396, August, DOI: 10.1007/s11294-007-9104-0.
• Anthony Herbst, 2007, "Lunacy in the Stock Market—What is the Evidence?," Journal of Bioeconomics, Springer, volume 9, issue 1, pages 1-18, April, DOI: 10.1007/s10818-007-9016-3.
• James Pesando & Pauline Shum, 2007, "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 31, issue 4, pages 263-277, December, DOI: 10.1007/s10824-007-9046-7.
• Shinhua Liu, 2007, "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 3, pages 161-176, December, DOI: 10.1007/s10693-007-0018-z.
• Brian Ciochetti & James Shilling, 2007, "Loss Recoveries, Realized Excess Returns, and Credit Rationing in the Commercial Mortgage Market," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 4, pages 425-445, May, DOI: 10.1007/s11146-007-9021-2.
• William Hardin & Kartono Liano & Gow-Cheng Huang & Gregory Nagel, 2007, "REITs, Decimalization, and Ex-dividend Stock Prices," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 4, pages 499-511, May, DOI: 10.1007/s11146-007-9024-z.
• Manfen Chen & Rohan Christie-David & William Moore, 2007, "Deregulation, news releases, and price discovery," Journal of Regulatory Economics, Springer, volume 31, issue 3, pages 289-312, June, DOI: 10.1007/s11149-006-9017-5.
• James Linck & Thomas Lopez & Lynn Rees, 2007, "The valuation consequences of voluntary accounting changes," Review of Quantitative Finance and Accounting, Springer, volume 28, issue 4, pages 327-352, May, DOI: 10.1007/s11156-007-0016-0.
• Howard Chan & Robert Faff & Philip Gharghori & Yew Ho, 2007, "The relation between R&D intensity and future market returns: does expensing versus capitalization matter?," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 25-51, July, DOI: 10.1007/s11156-007-0023-1.
• Hamish Anderson & Ben Marshall, 2007, "Takeover motives in a weak regulatory environment surrounding a market shock: a case study of New Zealand with a comparison of Gondhalekar and Bhagwat’s (2003) US findings," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 53-67, July, DOI: 10.1007/s11156-007-0021-3.
• Robin Wilber, 2007, "Why do firms repurchase stock to acquire another firm?," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 2, pages 155-172, August, DOI: 10.1007/s11156-007-0027-x.
• Carole Comerton-Forde & James Rydge & Hayley Burridge, 2007, "Not all call auctions are created equal: evidence from Hong Kong," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 4, pages 395-413, November, DOI: 10.1007/s11156-007-0036-9.
• Charitou, Andreas & Lambertides, Neophytos & Trigeorgis, Lenos, 2007, "Managerial discretion in distressed firms," The British Accounting Review, Elsevier, volume 39, issue 4, pages 323-346, DOI: 10.1016/j.bar.2007.08.003.
• Meenagh, David & Minford, Patrick & Peel, David, 2007, "Simulating stock returns under switching regimes - A new test of market efficiency," Economics Letters, Elsevier, volume 94, issue 2, pages 235-239, February.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007, "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 736-755, December.
• Bystrom, Hans & Kwon, Oh Kang, 2007, "A simple continuous measure of credit risk," International Review of Financial Analysis, Elsevier, volume 16, issue 5, pages 508-523.
• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007, "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, volume 10, issue 1, pages 26-47, February.
• Christoph Moser & Axel Dreher, 2007, "Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-177, Oct, DOI: 10.3929/ethz-a-005474690.
• Bethlendi, András, 2007, "A hazai bankok hitelezésiveszteség-elszámolásának vizsgálata
  [Examination of loan-loss allowance practices by Hungarian banks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 67-93.