Research classified by Journal of Economic Literature (JEL) codes

2008

• Cabrales, Antonio & Gottardi, Piero, 2008, "Markets for information : of inefficient firewalls and efficient monopolies," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we080201, Jan.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• Paul P.J. Gao & Kevin X.D. Huang, 2008, "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, volume 9, issue 1, pages 1-37, May.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1647, Mar.
• Geman, Hélyette (ed.), 2008, "Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/116.
• Khalid Elbadraoui & Jean-Jacques Lilti & Bouchra M'Zali, 2008, "La performance opérationnelle à long terme des entreprises françaises émettrices d’obligations convertibles," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue 3, pages 125-154, September.
• Chng, Michael T. & Gannon, Gerard L., 2008, "The trading performance of dynamic hedging models: time varying covariance and volatility transmission effects," Working Papers, Deakin University, Department of Economics, number aef_2008_01, Jan.
• Gannon, Gerard L., 2008, "Market makers v's the general public: a first look at S&P500 futures trade data," Working Papers, Deakin University, Department of Economics, number aef_2008_02, Jan.
• Georges Prat & Remzi Uctum, 2008, "The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-2.
• Aymen Belgacem, 2008, "L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-38.
• Taoufik Bouraoui, 2008, "Les spams boursiers : Etude empirique sur le marché des penny stocks," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-41.
• Pravakar Sahoo & Rajiv Kumar, 2008, "Impact Of Proposed Commodity Transaction Tax On Futures Trading In India," Finance Working Papers, East Asian Bureau of Economic Research, number 22239, Jan.
• K.R. Shanmugam & Biswa Swarup Misra, 2008, "Stock Returns-Inflation Relation in India," Finance Working Papers, East Asian Bureau of Economic Research, number 22514, Jan.
• Foucault, Thierry & Themar, David & Sraer, David, 2008, "Individual investors and volatility," HEC Research Papers Series, HEC Paris, number 899, Jul.
• Saffi, Pedro, 2008, "Differences of opinion, information and the timing of trades," IESE Research Papers, IESE Business School, number D/747, Apr.
• Saffi, Pedro & Sigurdson, Kari, 2008, "Price efficiency and short selling," IESE Research Papers, IESE Business School, number D/748, Apr.
• Wang, Daxue, 2008, "Herd behavior towards the market index: Evidence from 21 financial markets," IESE Research Papers, IESE Business School, number D/776, Dec.
• Philippe Lambert & Sébastien Laurent, 2008, "Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_009.
• Fornari, Fabio, 2008, "Assessing the compensation for volatility risk implicit in interest rate derivatives," Working Paper Series, European Central Bank, number 859, Jan.
• Scheicher, Martin, 2008, "How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches," Working Paper Series, European Central Bank, number 910, Jun.
• Habib, Maurizio Michael & Joy, Mark, 2008, "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Working Paper Series, European Central Bank, number 947, Oct.
• Fratzscher, Marcel & Stracca, Livio, 2008, "The political economy under monetary union: has the euro made a difference?," Working Paper Series, European Central Bank, number 956, Nov.
• Idier, Julien & Nardelli, Stefano, 2008, "Probability of informed trading on the euro overnight market rate: an update," Working Paper Series, European Central Bank, number 987, Dec.
• Ammer, John & Cai, Fang, 2008, "Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 09-2, Mar.
• Cerrato, Mario & Abbasyan, Abdollah, 2008, "Optimal Martingales and American Option Pricing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-36.

2007

• Tim Bollerslev & Hao Zhou, 2007, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-17, Aug.
• Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007, "Risk, Jumps, and Diversification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-19, Aug.
• Anna Obizhaeva, 2007, "Liquidity Estimates and Selection Bias," Working Papers, New Economic School (NES), number w0225, Dec.
• H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007, "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-488, Oct.
• Lasse Heje Pedersen & Mark Mitchell & Todd Pulvino, 2007, "Slow Moving Capital," American Economic Review, American Economic Association, volume 97, issue 2, pages 215-220, May.
• Massimo Guidolin & Eliana La Ferrara, 2007, "Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms?," American Economic Review, American Economic Association, volume 97, issue 5, pages 1978-1993, December, DOI: 10.1257/aer.97.5.1978.
• Malcolm Baker & Jeffrey Wurgler, 2007, "Investor Sentiment in the Stock Market," Journal of Economic Perspectives, American Economic Association, volume 21, issue 2, pages 129-152, Spring.
• Collins G. Ntim & Kwaku K. Opong & Jo Danbolt, 2007, "An Empirical Re-Examination of the Weak Form Efficient Markets Hypothesis of the Ghana Stock Market Using Variance-Ratios Tests," The African Finance Journal, Africagrowth Institute, volume 9, issue 2, pages 1-25.
• Levent Gokdemir & Kamil Durdu, 2007, "Economic Significance Of Tourism In The Economic Growth Of Turkey," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 169-176, April.
• Moisescu Ovidiu Ioan, 2007, "An Analysis Of The Brand Loyalty Based Consumer Typology," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 55-60, April.
• Gruescu Ramona, 2007, "Tendencies Regarding The Training And The Education In Tourism," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 71-82, April.
• Dimitar Nenkov, 2007, "Actual and Fundamental Rates “Price-Earnings” on the Bulgarian Capital Market," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 23-44.
• Gregory Bauer & Keith Vorkink, 2007, "Multivariate Realized Stock Market Volatility," Staff Working Papers, Bank of Canada, number 07-20, DOI: 10.34989/swp-2007-20.
• Ingrid Lo & Stephen Sapp, 2007, "Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?," Staff Working Papers, Bank of Canada, number 07-23, DOI: 10.34989/swp-2007-23.
• Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007, "Price Formation and Liquidity Provision in Short-Term Fixed Income Markets," Staff Working Papers, Bank of Canada, number 07-27, DOI: 10.34989/swp-2007-27.
• Christopher Chung & Bryan Campbell & Scott Hendry, 2007, "Price Discovery in Canadian Government Bond Futures and Spot Markets," Staff Working Papers, Bank of Canada, number 07-4, DOI: 10.34989/swp-2007-4.
• Bryan Campbell & Scott Hendry, 2007, "Price Discovery in Canadian and U.S. 10-Year Government Bond Markets," Staff Working Papers, Bank of Canada, number 07-43, DOI: 10.34989/swp-2007-43.
• Natasha Khan, 2007, "Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds," Staff Working Papers, Bank of Canada, number 07-5, DOI: 10.34989/swp-2007-5.
• Ognjen Radonjić, 2007, "Rational Speculative Bubbles: A Critical View," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 52, issue 174-175, pages 73-99, July - De.
• Ewerhart, C. & Valla, N., 2007, "Financial Market Liquidity and the Lender of Last Resort," Working papers, Banque de France, number 178.
• Uri Ben-Zion & Sharon Shafran & TAL SHAVIT, 2007, "Investors’ Decision To Trade Stocks – An Experimental Study," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0708.
• Tae Soo Kang & Guonan Ma, 2007, "Recent episodes of credit card distress in Asia," BIS Quarterly Review, Bank for International Settlements, June.
• Christian Upper & Thomas Werner, 2007, "The tail wags the dog: time-varying information shares in the Bund market," BIS Working Papers, Bank for International Settlements, number 224, Jan.
• Michael Schröder, 2007, "Is there a Difference? The Performance Characteristics of SRI Equity Indices," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 1‐2, pages 331-348, January, DOI: 10.1111/j.1468-5957.2006.00647.x.
• Alain Durré & Pierre Giot, 2007, "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 3‐4, pages 613-641, April, DOI: 10.1111/j.1468-5957.2007.02010.x.
• Paolo Vitale, 2007, "A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, volume 21, issue 5, pages 903-934, December, DOI: 10.1111/j.1467-6419.2007.00524.x.
• Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2007, "Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market," Journal of Finance, American Finance Association, volume 62, issue 2, pages 557-595, April, DOI: 10.1111/j.1540-6261.2007.01217.x.
• Ari Hyytinen & Mika Pajarinen, 2007, "Is The Cost Of Debt Capital Higher For Younger Firms?," Scottish Journal of Political Economy, Scottish Economic Society, volume 54, issue 1, pages 55-71, February, DOI: 10.1111/j.1467-9485.2007.00404.x.
• Oscar A. Díaz Quevedo, 2007, "Disciplina de mercado en el sistema bancario boliviano," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2007/01, Sep.
• Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2007, "What captures liquidity risk? A comparison of trade and order based liquidity factors," Working Paper, Norges Bank, number 2007/03, Jun.
• 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, Centre for Economic Policy Research, number 6094, Feb.
• Pedersen, Lasse Heje & Mitchell, Mark & Pulvino, Todd, 2007, "Slow Moving Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 6117, Feb.
• Marín Vigueras, José Maria & Olivier, Jacques, 2007, "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers, Centre for Economic Policy Research, number 6244, Apr.
• Prat, Andrea & Dasgupta, Amil & Verardo, Michela, 2007, "Institutional Trade Persistence and Long-Term Equity Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6374, Jul.
• Campbell, John Y & Schwartz, Allie, 2007, "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, number 6390, Jul.
• Ivaldi, Marc & Motis, Jrissy, 2007, "Mergers as Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 6434, Aug.
• Hvide, Hans K. & Møen, Jarle, 2007, "Liquidity Constraints and Entrepreneurial Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 6495, Sep.
• Toxvaerd, Flavio & Gershkov, Alex, 2007, "On Seller Estimates and Buyer Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6503, Oct.
• Vitale, Paolo, 2007, "Optimal Informed Trading in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6553, Nov.
• Albuquerque, Rui & Miao, Jianjun, 2007, "Advance Information and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 6619, Dec.
• Acharya, Viral & Johnson, Tim, 2007, "More Insiders, More Insider Trading: Evidence from Private Equity Buyouts," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Dec.
• 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.