Research classified by Journal of Economic Literature (JEL) codes

2009

• 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.

2008

• Capelle-Blancard, Gunther & Couderc, Nicolas, 2008, "What drives the market value of firms in the defense industry," Review of Financial Economics, Elsevier, volume 17, issue 1, pages 14-32.
• 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.
• Sadık ÇUKUR & Mehmet ERYİĞİT & Seda DURAN, 2008, "Sendikasyon ve seküritizasyon kredileri anlaşmalarının borçlanan bankaların hisse fiyatlarına etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 264, pages 58-78.
• Alper ÖZÜN & Mehmet TÜRK, 2008, "Döviz kurlarının öngörüsünde stokastik oynaklık modelleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 265, pages 50-67.
• Emin AVCI & Murat ÇİNKO, 2008, "Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 266, pages 114-137.
• Sezgin DEMİR & Yusuf KADERLİ, 2008, "Ödül beta yaklasımının Istanbul Menkul Kıymetler Borsası’nda uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 266, pages 95-113.
• Ali ALP & Zafer SAYAR, 2008, "Son düzenleme ve gelişmeler kapsamında bağımsız denetim ve muhasebe-denetim mesleğinin rolü: Sermaye piyasaları açısından bir değerlendirme," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 267, pages 70-88.
• John Krainer & Jose A. Lopez, 2008, "Using Securities Market Information for Bank Supervisory Monitoring," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 1, pages 125-164, March.
• Carlo Rosa & Giovanni Verga, 2008, "The Impact of Central Bank Announcements on Asset Prices in Real Time," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 2, pages 175-217, June.
• Richhild Moessner & William R. Nelson, 2008, "Central Bank Policy Rate Guidance and Financial Market Functioning," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 4, pages 193-226, December.
• Marco Cipriani & Antonio Guarino, 2008, "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," IMF Working Papers, International Monetary Fund, number 2008/141, Jun.
• Michael Kirchler, 2008, "It is hard to beat the Monkeys - On the Value of Asymmetric Fundamental Information in Asset Markets," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2008-19.
• Maria Rosa Borges, 2008, "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/20, Apr.
• Egon Franck & Erwin Verbeek & Stephan Nuesch, 2008, "Sentimental Preferences and the Organizational Regime of Betting Markets," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 0089, revised 2010.
• Borenstein, Severin & Bushnell, James & Knittel, Chris & Wolfram, Catherine, 2008, "Inefficiencies and Market Power in Financial Arbitrage: A Study of California's Electricity Markets," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 13133, Jun.
• Marco Trombetta & Francisco Bravo Urquiza & María Cristina Abad Navarro, 2008, "Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-10, Jul.
• Chih-Jen Huang, 2008, "The Interactive Effect between Earnings and Dividend Announcements: Complement or Substitute?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 2, pages 163-180, July.
• Shih-Ju Chan & Ching-Chung Lin & Wen-Hsiu Kuo, 2008, "The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 2, pages 203-228, July.
• Chun-Da Chen & Fu-Pin Hung & Dar-Hsin Chen & Hsin-Ho Lin, 2008, "The Motivations of Issuing Convertible Bonds - An Inquiry regarding the Sequential-Financing Hypothesis," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 2, pages 229-250, July.
• Tobias Brünner & Rene Levinsky, 2008, "Do prices in the unmediated call auction reflect insider information? - An experimental analysis," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-090, Dec.
• Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2008, "Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration," Annals of Finance, Springer, volume 4, issue 2, pages 217-241, March, DOI: 10.1007/s10436-007-0078-y.
• Constantinos Kardaras, 2008, "Balance, growth and diversity of financial markets," Annals of Finance, Springer, volume 4, issue 3, pages 369-397, July, DOI: 10.1007/s10436-007-0083-1.
• Ronald Doeswijk, 2008, "The Optimism Cycle: Sell in May," De Economist, Springer, volume 156, issue 2, pages 175-200, June, DOI: 10.1007/s10645-008-9088-z.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-025.
• Gassen, Joachim, 2008, "Are stewardship and valuation usefulness compatible or alternative objectives of financial accounting?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-028.
• Becker, Franziska & Gürtler, Marc, 2008, "Quantitative forecast model for the application of the Black-Litterman approach," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF27V2.
• Schrimpf, Andreas, 2008, "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-048.
• Dick, Christian D. & Wang, Qingwei, 2008, "The Economic Impact of Olympic Games: Evidence from Stock Markets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-060.
• Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H., 2008, "Order flow and exchange rate dynamics in electronic brokerage system data," Journal of International Economics, Elsevier, volume 75, issue 1, pages 93-109, May.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008, "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, volume 76, issue 2, pages 237-253, December.
• Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall, 2008, "Momentum profits and time-varying unsystematic risk," Journal of Banking & Finance, Elsevier, volume 32, issue 4, pages 541-558, April.
• Huij, Joop & Derwall, Jeroen, 2008, ""Hot Hands" in bond funds," Journal of Banking & Finance, Elsevier, volume 32, issue 4, pages 559-572, April.
• Fatum, Rasmus & Scholnick, Barry, 2008, "Monetary policy news and exchange rate responses: Do only surprises matter?," Journal of Banking & Finance, Elsevier, volume 32, issue 6, pages 1076-1086, June.
• Cole, Rebel A. & Moshirian, Fariborz & Wu, Qiongbing, 2008, "Bank stock returns and economic growth," Journal of Banking & Finance, Elsevier, volume 32, issue 6, pages 995-1007, June.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008, "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, volume 32, issue 9, pages 1941-1953, September.
• Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2008, "Does culture influence asset managers' views and behavior?," Journal of Economic Behavior & Organization, Elsevier, volume 67, issue 3-4, pages 624-643, September.
• de Carvalho, Antonio Gledson & Calomiris, Charles W. & de Matos, João Amaro, 2008, "Venture capital as human resource management," Journal of Economics and Business, Elsevier, volume 60, issue 3, pages 223-255.
• Mailath, George J. & Nöldeke, Georg, 2008, "Does competitive pricing cause market breakdown under extreme adverse selection?," Journal of Economic Theory, Elsevier, volume 140, issue 1, pages 97-125, May.
• Foucault, Thierry & Gehrig, Thomas, 2008, "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, volume 88, issue 1, pages 146-168, April.
• Frazzini, Andrea & Lamont, Owen A., 2008, "Dumb money: Mutual fund flows and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 88, issue 2, pages 299-322, May.
• Bae, Kee-Hong & Stulz, René M. & Tan, Hongping, 2008, "Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts," Journal of Financial Economics, Elsevier, volume 88, issue 3, pages 581-606, June.
• Malmendier, Ulrike & Tate, Geoffrey, 2008, "Who makes acquisitions? CEO overconfidence and the market's reaction," Journal of Financial Economics, Elsevier, volume 89, issue 1, pages 20-43, July.
• Hong, Harrison & Scheinkman, José & Xiong, Wei, 2008, "Advisors and asset prices: A model of the origins of bubbles," Journal of Financial Economics, Elsevier, volume 89, issue 2, pages 268-287, August.
• Fatum, Rasmus, 2008, "Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data," Journal of International Money and Finance, Elsevier, volume 27, issue 3, pages 438-454, April.
• Trabelsi, Samir & Labelle, Réal & Dumontier, Pascal, 2008, "Incremental Voluntary Disclosure on Corporate Websites, Determinants and Consequences," Journal of Contemporary Accounting and Economics, Elsevier, volume 4, issue 2, pages 120-155, DOI: 10.1016/S1815-5669(10)70032-1.
• Narayan, Paresh Kumar, 2008, "Do shocks to G7 stock prices have a permanent effect?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 77, issue 4, pages 369-373, DOI: 10.1016/j.matcom.2007.03.003.
• Li, Ming-Yuan Leon, 2008, "Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 3, pages 511-520, DOI: 10.1016/j.matcom.2008.02.023.
• 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(0xa15c6150), June.
• Nazaria Solferino & Robert J. Waldmann, 2008, "Predicting the Signs of Forecast Errors," CEIS Research Paper, Tor Vergata University, CEIS, number 135, Nov, revised 24 Nov 2008.
• Michael Fleming & Bruce Mizrach, 2008, "The Microstructure of a U.S. Treasury ECN: The Brokertec Platform," Departmental Working Papers, Rutgers University, Department of Economics, number 200803, Apr.
• Asma Mobarek & A. Sabur Mollah & Rafiqul Bhuyan, 2008, "Market Efficiency in Emerging Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 1, pages 17-41, January, DOI: 10.1177/097265270700700102.
• Philippe Dupuy, 2008, "Imperfect Information and Contagion in Capital Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 103-140, August, DOI: 10.1177/097265270800700201.
• Guneratne B Wickremasinghe & Jae H Kim, 2008, "Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 169-196, August, DOI: 10.1177/097265270800700203.
• Larry Li & John Fowler & Tony Naughton, 2008, "Short Term Equity Returns of Chinese IPOs, 1999 to 2004," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 197-214, August, DOI: 10.1177/097265270800700204.
• Jae-Seung Baek & Tianshu Liu, 2008, "Comparison Study on Shareholder Wealth and Ownership Structure in China and Korea," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, volume 11, issue 2, pages 3-32, September, DOI: 10.1177/223386590801100201.
• P.R. Madhusoodanan & Hareesh V. Kumar, 2008, "An Empirical Verification of Cointegration and Causality in Indian Stock Markets," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 9, issue 1, pages 159-172, June, DOI: 10.1177/139156140700900107.
• Sarika Mahajan & Balwinder Singh, 2008, "An Empirical Analysis of Stock Price-Volume Relationship in Indian Stock Market," Vision, , volume 12, issue 3, pages 1-13, July, DOI: 10.1177/097226290801200301.
• Nevzat Eren & Han N. Ozsoylev, 2008, "Hype and Dump Manipulation," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe08.
• Gabriel Desgranges & Celine Rochon, 2008, "Conformism, Public News and Market Effciency," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe16.
• Tim Jenkinson & Tarun Ramadorai, 2008, "Do Investors Value High Levels of Regulation," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe18.
• Giovanni Cespa & Xavier Vives, 2008, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 191, Jan.
• Jian Hu, 2008, "Does Weather Matter?," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0809, Nov.
• P. Seiler & B. Taub, 2008, "The dynamics of strategic information flows in stock markets," Finance and Stochastics, Springer, volume 12, issue 1, pages 43-82, January, DOI: 10.1007/s00780-007-0046-4.
• Jeff Madura & Thanh Ngo, 2008, "Pricing behavior of exchange traded funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 1-23, January, DOI: 10.1007/s12197-007-9007-1.
• Petri Kyröläinen, 2008, "Day trading and stock price volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 75-89, January, DOI: 10.1007/s12197-007-9006-2.
• Vitaly Guzhva, 2008, "Applying intervention analysis to financial performance data: The case of US airlines and September 11th," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 3, pages 243-259, July, DOI: 10.1007/s12197-007-9023-1.
• David Hyland, 2008, "The long-run performance of diversifying firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 3, pages 294-310, July, DOI: 10.1007/s12197-007-9001-7.
• Makoto Nirei, 2008, "Self-organized criticality in a herd behavior model of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 1, pages 89-97, June, DOI: 10.1007/s11403-008-0032-8.
• Patrick Leoni, 2008, "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 34, issue 1, pages 189-206, January, DOI: 10.1007/s00199-007-0203-1.
• Wolfgang Breuer & Franziska Feilke & Marc Gürtler, 2008, "Analysts’ Dividend Forecasts, Portfolio Selection, and Market Risk Premia," Operations Research Proceedings, Springer, in: Jörg Kalcsics & Stefan Nickel, "Operations Research Proceedings 2007", DOI: 10.1007/978-3-540-77903-2_39.
• Rong Lu & Baizhu Chen & Longbing Xu & Xinhou Xie, 2008, "Redemption puzzle of open-end fund market in China," Psychometrika, Springer;The Psychometric Society, volume 3, issue 3, pages 430-450, September, DOI: 10.1007/s11459-008-0020-x.
• Shai Levi, 2008, "Voluntary disclosure of accruals in earnings press releases and the pricing of accruals," Review of Accounting Studies, Springer, volume 13, issue 1, pages 1-21, March, DOI: 10.1007/s11142-007-9059-7.
• Dimitrios C. Ghicas & Afroditi Papadaki & Georgia Siougle & Theodore Sougiannis, 2008, "The relevance of quantifiable audit qualifications in the valuation of IPOs," Review of Accounting Studies, Springer, volume 13, issue 4, pages 512-550, December, DOI: 10.1007/s11142-007-9051-2.
• Kfir Eliaz & Ran Spiegler, 2008, "Optimal speculative trade among large traders," Review of Economic Design, Springer;Society for Economic Design, volume 12, issue 1, pages 45-74, April, DOI: 10.1007/s10058-008-0040-0.
• Markus Mentz & Dirk Schiereck, 2008, "Cross-border mergers and the cross-border effect: the case of the automotive supply industry," Review of Managerial Science, Springer, volume 2, issue 3, pages 199-218, November, DOI: 10.1007/s11846-008-0022-1.
• Stephanie E. Lang & Klaus Röder, 2008, "Die Kosten des Indextrackings — Eine Fallstudie über den Exchange Traded Fund DAX®EX," Schmalenbach Journal of Business Research, Springer, volume 60, issue 3, pages 298-321, May, DOI: 10.1007/BF03372796.
• Anthony D. Hall & Nikolaus Hautsch, 2008, "Order aggressiveness and order book dynamics," Studies in Empirical Economics, Springer, in: Luc Bauwens & Winfried Pohlmeier & David Veredas, "High Frequency Financial Econometrics", DOI: 10.1007/978-3-7908-1992-2_7.
• Laura Veldkamp & Stijn Van Nieuwerburgh, 2008, "Information Acquisition and Under-Diversification," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-21.
• Evan Gilbert & Dave Strugnell, 2008, "Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006)," Working Papers, Stellenbosch University, Department of Economics, number 19/2008.
• Martin Bohl & Pierre Siklos, 2008, "Empirical evidence on feedback trading in mature and emerging stock markets," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 17, pages 1379-1389, DOI: 10.1080/09603100701704280.
• Lukas Menkhoff & Rafael Rebitzky & Michael Schroder, 2008, "Do dollar forecasters believe too much in PPP?," Applied Economics, Taylor & Francis Journals, volume 40, issue 3, pages 261-270, DOI: 10.1080/00036840500428153.
• Derek Bond & Kenneth A. Dyson, 2008, "Long memory and nonlinearity in stock markets," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 1, pages 45-48, DOI: 10.1080/17446540701367451.
• John C. Frain, 2008, "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0108, May, revised May 2008.
• R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt, 2008, "Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-101/2, Oct.
• Braggion, F. & Moore, L., 2008, "Dividend Policies in an Unregulated Market : The London Stock Exchange 1895-1905," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-83.
• Renneboog, L.D.R. & Spaenjers, C., 2008, "The Dutch Grey Market," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-88.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008, "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-99.
• Goergen, M. & Renneboog, L.D.R. & Zhang, C., 2008, "Do UK Institutional Shareholders Monitor their Investee Firms?," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-38.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-18.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2008-008.
• Braggion, F. & Moore, L., 2008, "Dividend Policies in an Unregulated Market : The London Stock Exchange 1895-1905," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3a430536-9f4a-49ae-b472-c.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6e13d8f6-4239-4c1b-a6e1-e.
• Renneboog, L.D.R. & Spaenjers, C., 2008, "The Dutch Grey Market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 77991d9e-e897-4d2f-8f26-a.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008, "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Other publications TiSEM, Tilburg University, School of Economics and Management, number 91f34e3c-7702-4ab3-bf1d-7.
• Martynova, M. & Renneboog, L.D.R., 2008, "Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number c21c2683-9244-4ee2-be47-0.
• Andreas Park, 2008, "Bid-Ask Spreads and Volume:The Role of Trade Timing," Working Papers, University of Toronto, Department of Economics, number tecipa-309, Jan.
• Andreas Park & Daniel Sgroi, 2008, "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Working Papers, University of Toronto, Department of Economics, number tecipa-316, Apr.
• Andreas Park & Daniel Sgroi, 2008, "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Working Papers, University of Toronto, Department of Economics, number tecipa-341, Oct.
• Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright, 2008, "Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 589-596, 04-05.
• Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen, 2008, "Emerging Market Liquidity and Crises," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 668-682, 04-05.
• Gebhardt, Georg & Höffler, Felix, 2008, "How to Determine whether Regional Markets are Integrated? Theory and Evidence from European Electricity Markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 236, Apr.
• Clougherty, Joseph & Duso, Tomaso, 2008, "The impact of horizontal mergers on rivals: Gains to being left outside a merger," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 239, Jun.
• Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008, "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia, number 0801.
• González, Maximiliano & Mayorca, María & Vera, Alejandro, 2008, "Game theoretic analysis of the mattel-Radica acquisiton," Galeras. Working Papers Series, Universidad de Los Andes. Facultad de Administración. School of Management, number 021, Oct.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, volume 116, issue 5, pages 951-979, October, DOI: 10.1086/592415.
• Lucy Beverley, 2008, "Stock Market Event Studies and Competition Commission Inquiries," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2008-16, Sep.
• Kirsten H. Heppke‐Falk & Guntram Wolff, 2008, "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/386960, Aug.
• Ferré Carracedo, Montserrat & Manzano, Carolina, 2008, "Market effects of foreign exchange coordinated intervention," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/5366.
• Manfred Gärtner, 2008, "Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-06, Mar.
• Pawel STRAWINSKI & Robert SLEPACZUK, 2008, "Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 306-319.
• Ron Bird & Lorenzo Casavecchia & Paul Woolley, 2008, "Insights into the Market Impact of Different Investment Styles," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 1, May.
• Antonio Cabrales & Piero Gottardi, 2008, "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_37.
• Ridhwan, M.M. & Nijkamp, P. & Rietveld, P., 2008, "Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0007.