Research classified by Journal of Economic Literature (JEL) codes

2008

• Judit Páles & Lóránt Varga, 2008, "Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 3, issue 1, pages 44-51, April.
• Csaba Csávás & Lóránt Varga & Csaba Balogh, 2008, "The forint interest rate swap market and the main drivers of swap spreads," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/64.
• Glaser, Markus & López de Silanes, Florencio & Sautner, Zacharias, 2008, "Looking inside a conglomerate : efficiency of internal capital allocation and managerial power within a firm," Papers, Sonderforschungsbreich 504, number 08-24.
• Riccardo Ferretti & Francesco Pattarin, 2008, "Is public information really public? The role of newspapers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0008, Jan.
• Silvia Muzzioli, 2008, "Option based forecasts of volatility: An empirical study in the DAX index options market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0011, May.
• Coluzzi, Chiara & Ginebri, Sergio, 2008, "Order Dynamics in the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp08050, Nov.
• Vinod Mishra & Russell Smyth, 2008, "An Examination Of The Impact Of India'S Performance In One-Day Cricket Internationals On The Indian Stock Market," Monash Economics Working Papers, Monash University, Department of Economics, number 09/08, Apr.
• Mathieu Gatumel & Dominique Guegan, 2008, "Towards an understanding approach of the insurance linked securities market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08006, Jan.
• Mathieu Gatumel & Dominique Guegan, 2008, "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08049, Sep.
• Alexander Subbotin, 2008, "A multi-horizon scale for volatility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08020, Mar.
• Emmanuel F. Jurczenko & Bertrand Maillet & Paul M. Merlin, 2008, "Efficient frontier for robust higher-order moment portfolio selection," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08062, Oct.
• Yong U. Glasure & Massoud Metghalchi, 2008, "Comovement in Equity Price Indexes of the EU Stock Markets: The Information Contents of Samples of Different Frequency," Journal of Economic Insight, Missouri Valley Economic Association, volume 34, issue 2, pages 11-22.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2008, "Information Acquisition and Under-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 13904, Mar.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "Sell Side School Ties," NBER Working Papers, National Bureau of Economic Research, Inc, number 13973, May.
• Ulrike Malmendier & Geoffrey Tate, 2008, "Superstar CEOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 14140, Jun.
• Jon Faust & Jonathan H. Wright, 2008, "Efficient Prediction of Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14169, Jul.
• Gerard Hoberg & Gordon M. Phillips, 2008, "Real and Financial Industry Booms and Busts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14290, Aug.
• Dongmei Li & Lu Zhang, 2008, "Costly External Finance: Implications for Capital Markets Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 14342, Sep.
• Amir E. Khandani & Andrew W. Lo, 2008, "What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14465, Nov.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008, "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14500, Nov.
• Thomas J. Brennan & Andrew W. Lo, 2008, "Impossible Frontiers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14525, Dec.
• Kurt Dew, 2008, "The Definition of Bank and the Subprime Mortgage Crisis: Tying Bank Regulation to Banks’ Risk-Return Trade-offs in the 21st Century," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-17B, Feb.
• Edward J. Kane, 2008, "Ethical Failures in Regulating and Supervising The Pursuit of Safety Net Subsidies," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2008-WP-12, Sep.
• Sebastián Nieto Parra, 2008, "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers, OECD Publishing, number 274, Nov, DOI: 10.1787/227642504346.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2008, "How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 08-32, Sep.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008, "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 2, pages 171-207, Spring.
• Thomas Ferguson & Hans-Joachim Voth, 2008, "Betting on Hitler—The Value of Political Connections in Nazi Germany," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 123, issue 1, pages 101-137.
• Andrea M. Buffa & Giovanna Nicodano, 2008, "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Review of Finance, European Finance Association, volume 12, issue 4, pages 735-765.
• Daniel J. Bradley & Bradford D. Jordan & Jay R. Ritter, 2008, "Analyst Behavior Following IPOs: The 'Bubble Period' Evidence," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 101-133, January.
• Ivo Welch & Amit Goyal, 2008, "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1455-1508, July.
• Martin Lettau & Stijn Van Nieuwerburgh, 2008, "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1607-1652, July.
• Matti Keloharju & Samuli Knüpfer & Sami Torstila, 2008, "Do Retail Incentives Work in Privatizations?," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 5, pages 2061-2095, September.
• Nevzat Eren & Han N. Ozsoylev, 2008, "Hype and Dump Manipulation," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe08, Jan.
• Gabriel Desgranges & Celine Rochon, 2008, "Conformism, Public News and Market Efficiency," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe16, Jan.
• Tim Jenkinson & Tarun Ramadorai, 2008, "Do Investors Value High Levels of Regulation?," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe18, Jan.
• Maria Semenova, 2008, "Information Sharing in Credit Markets: Incentives for Incorrect Information Reporting," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 50, issue 3, pages 381-415, September.
• Jim Wong & Tom Pak-Wing Fong & Eric Tak-Chuen Wong & Ka-Fai Choi, 2008, "Determinants of the Performance of Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 4, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_4.
• Francis X. Diebold & Georg H. Strasser, 2008, "On the Correlation Structure of Microstructure Noise in Theory and Practice," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-038, Oct.
• José Eduardo Correia & João Duque, 2008, "Dilution and Dividend Effects on the Portuguese Equity Warrants Market," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 2, pages 161-192.
• Cristea, Mirela, 2008, "Can Insurance Companies Control their financial stability? Practical Solutions," MPRA Paper, University Library of Munich, Germany, number 10067, Aug.
• Rosenthal, Dale W.R., 2008, "Modeling Trade Direction," MPRA Paper, University Library of Munich, Germany, number 10209, Aug.
• Baptista, Ricardo F. de F. & Valls Pereira, Pedro L., 2008, "Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
  [Analysis of the performance of Technical Analysis startegies applied to Intraday Market for the Future Contract of Ibovespa In," MPRA Paper, University Library of Munich, Germany, number 10351, Sep.
• Canegrati, Emanuele, 2008, "Testing the CAPM: Evidences from Italian Equity Markets," MPRA Paper, University Library of Munich, Germany, number 10407, Sep.
• Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008, "Algorithmic complexity theory and the relative efficiency of financial markets - Updated," MPRA Paper, University Library of Munich, Germany, number 11150, Oct.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from Asian Markets," MPRA Paper, University Library of Munich, Germany, number 11246, Oct.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper, University Library of Munich, Germany, number 11292, Oct.
• Werner, Arndt, 2008, "Do Credit Constraints Matter more for College Dropout Entrepreneurs?," MPRA Paper, University Library of Munich, Germany, number 11867, Nov.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 11918, Nov, revised 31 Nov 2008.
• Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S., 2008, "Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia," MPRA Paper, University Library of Munich, Germany, number 11925, Feb.
• Ye, Maoliang & Nikolov, Plamen & Casaburi, Lorenzo & Asher, Sam, 2008, "Do threshold patterns matter in public good provision?," MPRA Paper, University Library of Munich, Germany, number 12029, Dec.
• Canegrati, Emanuele, 2008, "New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case," MPRA Paper, University Library of Munich, Germany, number 12166, Dec.
• Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal, 2008, "Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 12445, Jun.
• Mirjalili, Seyed hossein, 2008, "نقد و بررسی کتاب: اطلاعات نامتقارن در بازارهای مالی؛ مقدمه و کاربردها
  [Review of Asymmetric Information in Financial Market by Ricardo Rebczuk]," MPRA Paper, University Library of Munich, Germany, number 125778, Jan, revised 04 Apr 2008.
• Gray, Wesley & Kern, Andrew, 2008, "Fundamental Value Investors: Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 12620, Dec.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 12621, Dec.
• Radam, Alias & Baharom, A.H. & Dayang-Afizzah, A.M., 2008, "Effect of mergerson efficiency and productivity: Some evidence for banks in Malaysia," MPRA Paper, University Library of Munich, Germany, number 12726, Jun.
• Alexandru, Ciprian Antoniade, 2008, "Trust and Loss Aversion in Romanian Capital Market," MPRA Paper, University Library of Munich, Germany, number 12778, Dec.
• Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008, "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper, University Library of Munich, Germany, number 12788, Dec.
• Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily, 2008, "The Efficiency of Trading Halts; Evidence from Bursa Malaysia," MPRA Paper, University Library of Munich, Germany, number 13077, Mar.
• Steinbacher, Matjaz, 2008, "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper, University Library of Munich, Germany, number 13603.
• Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008, "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper, University Library of Munich, Germany, number 14814.
• Kaizoji, Taisei & Sornette, Didier, 2008, "Market Bubbles and Chrashes," MPRA Paper, University Library of Munich, Germany, number 15204, Dec.
• Doran, James & Jiang, Danling & Peterson, David, 2008, "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper, University Library of Munich, Germany, number 15463, Apr, revised 10 Mar 2009.
• Suk-Joong, Kim & Do Quoc Tho, Nguyen, 2008, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," MPRA Paper, University Library of Munich, Germany, number 17213, Dec.
• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008, "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
  [THE efficient portfolio construction: an empirical investigation based on some listed shares in cas," MPRA Paper, University Library of Munich, Germany, number 19681, May.
• Emenike, Kalu O., 2008, "Efficiency across Time: Evidence from the Nigerian Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 22901, Aug.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [One is able again to speak of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 25443.
• Murhadi, Werner-Ria, 2008, "Study On Dividend Policy: Antecedent and Its Impact On Share Price," MPRA Paper, University Library of Munich, Germany, number 25596, Mar.
• Klinedinst, Mark, 2008, "A strength of credit unions: employee productivity of credit unions versus banks in the U.S.?," MPRA Paper, University Library of Munich, Germany, number 26296, Aug.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 26751, Mar.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008, "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
  [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 27731, May.
• Cavalcante, Mileno, 2008, "Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI
  [Crude oil prices and speculative bubbles: evidence from the WTI market]," MPRA Paper, University Library of Munich, Germany, number 28582, Aug.
• Rashid, Abdul & Ahmad, Shabbir, 2008, "Badla Financing, Stock Returns and Volatility: The Case Study of Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 30487, Jan.
• Ntim, Collins G & Opong, Kwaku K & Danbolt, Jo & Dewotor, Frank, 2008, "Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?," MPRA Paper, University Library of Munich, Germany, number 32289, Jul, revised 14 Jul 2011.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Caratelli, Massimo, 2008, "Information needs and efficiency in banking services. A 'demand-side' approach," MPRA Paper, University Library of Munich, Germany, number 37105, Sep.
• Rossi, Francesco, 2008, "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper, University Library of Munich, Germany, number 40183, Dec.
• Lee, Chin & Lee, Weng Hong, 2008, "Can financial ratios predict the Malaysian stock return?," MPRA Paper, University Library of Munich, Germany, number 59170.
• Camilleri, Silvio John, 2008, "Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 62493.
• Ahmad, Mashood & Ali, Syed Babar, 2008, "Technical Analysis in the Stock Markets of Pakistan: A Case of Commercial Banks," MPRA Paper, University Library of Munich, Germany, number 64521, Jun.
• Fagan, Stephen & Gencay, Ramazan, 2008, "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 6677, Jan.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 76925, Mar.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [Can we still talk of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 77288, revised 2008.
• Repkine, Alexandre, 2008, "Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market," MPRA Paper, University Library of Munich, Germany, number 7849, Feb.
• Qiao, Yongyuan, 2008, "Analysis into IPO underpricing and clustering in Hong Kong equity market," MPRA Paper, University Library of Munich, Germany, number 7876, Feb.
• 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(0x9232bb80).
• 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.
• 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, Centre for Economic Policy Research, number 6750, Mar.
• Foucault, Thierry & Cespa, Giovanni, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 6867, Jun.
• Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers, Centre for Economic Policy Research, number 6878, Jun.
• Foucault, Thierry & Thesmar, David & Sraer, David, 2008, "Individual Investors and Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 6915, Jul.
• Vives, Xavier, 2008, "Strategic Supply Function Competition with Private Information," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 6969, Sep.
• DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2008, "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, 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.