Research classified by Journal of Economic Literature (JEL) codes

2007

• Georges Prat & Remzi Uctum, 2007, "The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data," Post-Print, HAL, number halshs-00173109, Jun.
• Beckmann, Daniela & Lütje, Torben & Rebeggiani, Luca, 2007, "Italian Asset Managers’ Behavior: Evidence on Overconfidence, Risk Taking and Gender," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-358, Feb.
• Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007, "Does Culture Influence Asset Managers? Views and Behavior?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-367, Jun.
• Menkhoff, Lukas & Rebitzky, Rafael, 2007, "Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-376, Sep.
• Hvide, Hans K. & Møen, Jarle, 2007, "Liquidity Constraints and Entrepreneurial Performance," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/21, Sep.
• Jakobsson, Robin & Karlsson, Niklas, 2007, "Testing Market Efficiency in a Fixed Odds Betting Market," Working Papers, Örebro University, School of Business, number 2007:12, Dec.
• Martinez, Jose Vicente, 2007, "Information Misweighting and Stock Recommendations," SIFR Research Report Series, Institute for Financial Research, number 59, Jul.
• Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007, "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies, Umeå University, Department of Economics, number 725, Nov.
• Nakano, Shoko, 2007, "Impact Mitigation for Emergency Events: Their Effects on Day-ahead and Real-time Market Locationlal Based Marginal Pricing at the New York ISO," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 48, issue 2, pages 185-197, December, DOI: 10.15057/15178.
• Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi, 2007, "Determinants of the Performance of Banks in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0706, Apr.
• Eric Wong & Cho-Hoi Hui & Chi-fai Lo, 2007, "Ratings Versus Market-Based Measures of Default Risk of East Asian Banks," Working Papers, Hong Kong Monetary Authority, number 0712, Aug.
• Naohito Abe & Yessica C.Y. Chung, 2007, "Voluntary Information Disclosure and Corporate Governance: The Empirical Evidence on Earnings Forecasts," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-203, Jan.
• Ivaldi, Marc & Motis, Jrissy, 2007, "Mergers as Auctions," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 461, Apr.
• Luis Muga & Rafael Santamaría, 2007, "Riesgo asimétrico y estrategias de momentum en el mercado de valores español," Investigaciones Economicas, Fundación SEPI, volume 31, issue 2, pages 323-340, May.
• Kenneth N. Kuttner & Adam S. Posen, 2007, "Do Markets Care Who Chairs the Central Bank?," Working Paper Series, Peterson Institute for International Economics, number WP07-3, May.
• Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL, 2007, "Devlet iç borçlanma senetleri için getiri eğrisi tahmini," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 252, pages 5-25.
• Adnan KASMAN & Berna KIRKULAK, 2007, "Türk Hisse Senedi Piyasası Etkin mi? Yapısal Kırılmalı Birim Kök Testlerinin Uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 253, pages 68-78.
• Sadık ÇUKUR & Resul ERYİĞİT, 2007, "Yatırım ortaklıkları ve bedelsiz sermaye artırımları: İMKB’de ampirik bir analiz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 254, pages 73-85.
• Mehmet BOLAK & Ömür SÜER, 2007, "17 Ağustos 1999 depreminin taş ve toprağa dayalı sanayide faaliyet gösteren firmaların hisse senetleri üzerindeki etkisine ilişkin amprik bir çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 255, pages 73-84.
• Tülay YÜCEL & F. Dilvin TAŞKIN, 2007, "Aşırı tepki hipotezi ve İstanbul Menkul Kıymetler Borsası’ndan kanıtlar," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 260, pages 26-37.
• Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ, 2007, "Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 261, pages 100-113.
• Gaiyan Zhang, 2007, "A Model of Price, Volume, and Sequential Information," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 3, pages 207-223, December.
• Kathryn M. E. Dominguez & Freyan Panthaki, 2007, "The influence of actual and unrequited interventions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 171-200, DOI: 10.1002/ijfe.326.
• Francois Boye, 2007, "Mexican ADRs in the 90s: as good as expected?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 1, pages 93-120, June.
• José M. Marín & Jacques Olivier, 2007, "The dog that did not bark: Insider trading and crashes," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-20, Oct.
• José M. Marín & Antoni Sureda-Gomila, 2007, "Firms vs. insiders as traders of last resort," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2007-21, Oct.
• Naohiko Baba & Masakazu Inada, 2007, "Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-06, May.
• Maria Rosa Borges, 2007, "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/14.
• Maria Rosa Borges, 2007, "An Arbitrage Model for the Stock Price Adjustment in the Dividend Period," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/09.
• Cooray, Arusha. & Wickremasinghe, Guneratne., 2007, "The efficiency of emerging stock markets: empirical evidence from the south asian region," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 1, pages 171-183, September.
• Dar-Hsin Chen & Chun-Da Chen & Chih-Min Lai, 2007, "The Impacts of Opening Margin Trading on Stock Return, Volatility and Turnover Rate in Taiwan," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 1, pages 97-124, January.
• I-Chun Tsai & Tai Ma & Ming-Chi Chen, 2007, "Limit Order or Market Order? The Trade-Off between Price Improvement and Delayed Execution," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 2, pages 201-223, July.
• Ola Simonsen, 2007, "An empirical model for durations in stocks," Annals of Finance, Springer, volume 3, issue 2, pages 241-255, March, DOI: 10.1007/s10436-006-0048-9.
• Esther Brio & Javier Perote, 2007, "What Enhances Insider Trading Profitability?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 35, issue 2, pages 173-188, June, DOI: 10.1007/s11293-006-9060-8.
• Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007, "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 333-354, May, DOI: 10.1007/s10614-006-9071-1.
• Federico Ferretti, 2007, "Consumer credit information systems: a critical review of the literature. Too little attention paid by Lawyers?," European Journal of Law and Economics, Springer, volume 23, issue 1, pages 71-88, February, DOI: 10.1007/s10657-007-9000-3.
• Thomas Zellweger & Roger Meister & Urs Fueglistaller, 2007, "The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 203-220, June, DOI: 10.1007/s11408-007-0045-7.
• Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007, "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 353-379, September, DOI: 10.1007/s11408-007-0050-x.
• Juan Rendon & William Ziemba, 2007, "Is the January effect still alive in the futures markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 381-396, September, DOI: 10.1007/s11408-007-0049-3.
• Stefan Neher, 2007, "Distribution of the shareholder base of Swiss cantonal banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 471-485, December, DOI: 10.1007/s11408-007-0063-5.
• Maria Borges, 2007, "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 1, pages 65-80, February, DOI: 10.1007/s11294-006-9064-9.
• WaQar Ghani & Samuel Szewczyk & Tayyeb Shabbir, 2007, "Financial Analysts’ Forecasts and Unprecedented Events: The Case of German Reunification," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 2, pages 123-138, May, DOI: 10.1007/s11294-007-9076-0.
• Vijay Gondhalekar & Sonia Dalmia, 2007, "Examining the Stock Market Response: A Comparison of Male and Female CEOs," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 3, pages 395-396, August, DOI: 10.1007/s11294-007-9104-0.
• Anthony Herbst, 2007, "Lunacy in the Stock Market—What is the Evidence?," Journal of Bioeconomics, Springer, volume 9, issue 1, pages 1-18, April, DOI: 10.1007/s10818-007-9016-3.
• James Pesando & Pauline Shum, 2007, "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 31, issue 4, pages 263-277, December, DOI: 10.1007/s10824-007-9046-7.
• Shinhua Liu, 2007, "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 3, pages 161-176, December, DOI: 10.1007/s10693-007-0018-z.
• Brian Ciochetti & James Shilling, 2007, "Loss Recoveries, Realized Excess Returns, and Credit Rationing in the Commercial Mortgage Market," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 4, pages 425-445, May, DOI: 10.1007/s11146-007-9021-2.
• William Hardin & Kartono Liano & Gow-Cheng Huang & Gregory Nagel, 2007, "REITs, Decimalization, and Ex-dividend Stock Prices," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 4, pages 499-511, May, DOI: 10.1007/s11146-007-9024-z.
• Manfen Chen & Rohan Christie-David & William Moore, 2007, "Deregulation, news releases, and price discovery," Journal of Regulatory Economics, Springer, volume 31, issue 3, pages 289-312, June, DOI: 10.1007/s11149-006-9017-5.
• James Linck & Thomas Lopez & Lynn Rees, 2007, "The valuation consequences of voluntary accounting changes," Review of Quantitative Finance and Accounting, Springer, volume 28, issue 4, pages 327-352, May, DOI: 10.1007/s11156-007-0016-0.
• Howard Chan & Robert Faff & Philip Gharghori & Yew Ho, 2007, "The relation between R&D intensity and future market returns: does expensing versus capitalization matter?," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 25-51, July, DOI: 10.1007/s11156-007-0023-1.
• Hamish Anderson & Ben Marshall, 2007, "Takeover motives in a weak regulatory environment surrounding a market shock: a case study of New Zealand with a comparison of Gondhalekar and Bhagwat’s (2003) US findings," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 53-67, July, DOI: 10.1007/s11156-007-0021-3.
• Robin Wilber, 2007, "Why do firms repurchase stock to acquire another firm?," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 2, pages 155-172, August, DOI: 10.1007/s11156-007-0027-x.
• Carole Comerton-Forde & James Rydge & Hayley Burridge, 2007, "Not all call auctions are created equal: evidence from Hong Kong," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 4, pages 395-413, November, DOI: 10.1007/s11156-007-0036-9.
• Charitou, Andreas & Lambertides, Neophytos & Trigeorgis, Lenos, 2007, "Managerial discretion in distressed firms," The British Accounting Review, Elsevier, volume 39, issue 4, pages 323-346, DOI: 10.1016/j.bar.2007.08.003.
• Meenagh, David & Minford, Patrick & Peel, David, 2007, "Simulating stock returns under switching regimes - A new test of market efficiency," Economics Letters, Elsevier, volume 94, issue 2, pages 235-239, February.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007, "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 736-755, December.
• Bystrom, Hans & Kwon, Oh Kang, 2007, "A simple continuous measure of credit risk," International Review of Financial Analysis, Elsevier, volume 16, issue 5, pages 508-523.
• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007, "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, volume 10, issue 1, pages 26-47, February.
• Christoph Moser & Axel Dreher, 2007, "Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-177, Oct, DOI: 10.3929/ethz-a-005474690.
• Bethlendi, András, 2007, "A hazai bankok hitelezésiveszteség-elszámolásának vizsgálata
  [Examination of loan-loss allowance practices by Hungarian banks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 67-93.
• Patrick Roger, 2007, "Does the consciousness of the disposition effect increase the equity premium?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2007-01.
• Rudolph, Bernd & Scholz, Julia, 2007, "Pooling und Tranching im Rahmen von ABS-Transaktionen," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1884.
• Rudolph, Bernd, 2007, "Kreditrisikotransfer – Abbau alter gegen den Aufbau neuer Risiken?," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1897, Apr.
• Irwan Adi Ekaputra & Basharat Ahmad, 2007, "The Impact of Tick Size Reduction on Liquidity and Order Strategy : Evidence from the Jakarta Stock Exchange (JSX)," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 55, pages 89-104, April.
• George Milunovich & Roselyne Joyeux, 2007, "Testing Market Efficiency and Price Discovery in European Carbon Markets," Research Papers, Macquarie University, Department of Economics, number 0701, Mar.
• Antje Henne & Sebastian Ostrowski & Peter Reichling, 2007, "Dividend Yield and Stability versus Performance at the German Stock Market," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 07017, Jul.
• 井坂 直人 & 吉川 浩史, 2007, "投資家の認知度と資本コスト：日本における最低投資金額引下げからの証左," Discussion Papers, Meisei University, School of Economics, number 4, Jan.
• Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007, "Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0707, Dec, revised Dec 2007.
• Pascal Alphonse, 2007, "Mispricing Persistence and the Effectiveness of Arbitrage Trading," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 1-2, pages 123-156, March-Jun.
• Antonis Demos & George Vasillelis, 2007, "U.K. Stock Market Inefficiencies and the Risk Premium," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 1-2, pages 97-122, March-Jun.
• Erik R. Lidén, 2007, "Swedish Stock Recommendations: Information Content or Price Pressure?," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 253-285, September.
• Henryk Gurgul & Pawel Majdosz, 2007, "Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 5, issue 2, pages 179-192.
• Paulo Maio, 2007, "ICAPM with time-varying risk aversion," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 111, Feb.
• Rafael R. Rebitzky, 2007, "Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 118, Feb.
• Burcu Hacibedel & Jos van Bommel, 2007, "Do emerging markets benefit from index inclusion?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 128, Feb.
• Andros Gregoriou, 2007, "The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 76, Feb.
• Norbert Kiss M. & Klára Pintér, 2007, "How do macroeconomic announcements and FX market transactions affect exchange rates?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 2, issue 1, pages 22-30, June.
• Maug, Ernst & Halteren, Jörn van & Ackerman, Abraham, 2007, "Insider trading legislation and acquisition announcements : do laws matter?," Papers, Sonderforschungsbreich 504, number 07-34.
• Silvia Muzzioli, 2007, "The relation between implied and realised volatility: are call options more informative than put options? Evidence from 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 0004, Oct.
• Dominique Guegan & Florian Ielpo, 2007, "Further evidence on the impact of economic news on interest rates," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07062, Oct.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007, "The determinants of stock and bond return comovements," Working Paper Research, National Bank of Belgium, number 119, Oct.
• Narasimhan Jegadeesh & Woojin Kim, 2007, "Do Analysts Herd? An Analysis of Recommendations and Market Reactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12866, Jan.
• Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino, 2007, "Slow Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 12877, Jan.
• T. Clifton Green & Narasimhan Jegadeesh & Yue Tang, 2007, "Gender and Job Performance: Evidence from Wall Street," NBER Working Papers, National Bureau of Economic Research, Inc, number 12897, Feb.
• Kathryn M.E. Dominguez & Freyan Panthaki, 2007, "The Influence of Actual and Unrequited Interventions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12953, Mar.
• Jonathan B. Berk & Ian Tonks, 2007, "Return Persistence and Fund Flows in the Worst Performing Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 13042, Apr.
• William Adams & Liran Einav & Jonathan Levin, 2007, "Liquidity Constraints and Imperfect Information in Subprime Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 13067, Apr.
• Owen Lamont & Andrea Frazzini, 2007, "The Earnings Announcement Premium and Trading Volume," NBER Working Papers, National Bureau of Economic Research, Inc, number 13090, May.
• Kenneth N. Kuttner & Adam S. Posen, 2007, "Do Markets Care Who Chairs the Central Bank?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13101, May.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007, "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13121, May.
• Ulrike Malmendier & Devin Shanthikumar, 2007, "Do Security Analysts Speak in Two Tongues?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13124, May.
• Martin D. D. Evans & Richard K. Lyons, 2007, "Exchange Rate Fundamentals and Order Flow," NBER Working Papers, National Bureau of Economic Research, Inc, number 13151, Jun.
• Malcolm Baker & Jeffrey Wurgler, 2007, "Investor Sentiment in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 13189, Jun.
• Long Chen & Lu Zhang, 2007, "Neoclassical Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 13282, Jul.
• Stefano DellaVigna & Eliana La Ferrara, 2007, "Detecting Illegal Arms Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 13355, Aug.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2007, "Information Immobility and the Home Bias Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 13366, Sep.
• Harrison Hong & Jose A. Scheinkman & Wei Xiong, 2007, "Advisors and Asset Prices: A Model of the Origins of Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 13504, Oct.
• Jin Ginger Wu & Lu Zhang & X. Frank Zhang, 2007, "Understanding the Accrual Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 13525, Oct.
• Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007, "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13625, Nov.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2007, "Party Influence in Congress and the Economy," Quarterly Journal of Political Science, now publishers, volume 2, issue 3, pages 277-286, August, DOI: 10.1561/100.00006060.
• Sebastián Nieto Parra & Javier Santiso, 2007, "The Usual Suspects: A Primer on Investment Banks' Recommendations and Emerging Markets," OECD Development Centre Working Papers, OECD Publishing, number 258, Jan, DOI: 10.1787/243333743053.
• Stefan Ide & Jens Høj & Patrick Lenain, 2007, "Enhancing the Benefits of Financial Liberalisation in Belgium," OECD Economics Department Working Papers, OECD Publishing, number 588, Dec, DOI: 10.1787/034117657485.
• Pirmin Fessler & Martin Schürz & Karin Wagner & Beat Weber, 2007, "Financial Capability of Austrian Households," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 50-67.
• Yasuo Takatsuki, 2007, "The formation of a market mechanism in Tokugawa Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-19, Jun.
• Yasuo Takatsuki, 2007, "Traditional financing and distant trades during modernization process of financial industry: a case of Yamaguchi prefecture in the 1870s," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-19-Rev, Jun, revised Dec 2007.
• Yasuo Takatsuki, 2007, "The rice price co-movement in Tokugawa Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-21, Jun.
• Tatsuyoshi Junji Shimada & Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi, 2007, "Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the U.S.:EGARCH vs. SV Models," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-23, Jun.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2007, "The Effects of IMF Supported-Program on the Asian Crisis," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-24, Jun.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2007, "Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation: Linking Investor Behaviors to EGARCH," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-30, Aug.
• Kazuhiro Takino, 2007, "Utility Indifference Pricing in an Incomplete Market Model with Incomplete Information," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-46, Dec.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2007, "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 122, issue 2, pages 807-829.
• Michael A. Goldstein & Edith S. Hotchkiss & Erik R. Sirri, 2007, "Transparency and Liquidity: A Controlled Experiment on Corporate Bonds," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 235-273.
• Paolo Pasquariello, 2007, "Imperfect Competition, Information Heterogeneity, and Financial Contagion," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 391-426.
• Qi Chen & Itay Goldstein & Wei Jiang, 2007, "Price Informativeness and Investment Sensitivity to Stock Price," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 619-650.
• Paul Irvine & Marc Lipson & Andy Puckett, 2007, "Tipping," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 741-768.
• Josef Lakonishok & Inmoo Lee & Neil D. Pearson & Allen M. Poteshman, 2007, "Option Market Activity," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 813-857.
• Arturo Bris & Huseyin Gulen & Padma Kadiyala & P. Raghavendra Rau, 2007, "Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 953-982.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007, "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 5, pages 1707-1747, 2007 28.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2007, "Liquidity and Expected Returns: Lessons from Emerging Markets," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 6, pages 1783-1831, November.
• Flora Mui¤o V zquez & ?Marco Trombetta, 2007, "Does graph disclosure bias reduce the cost of equity capital?," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0039, Apr.
• George J. Mailath & Georg Noldeke, 2007, "Does Competitive Pricing Cause Market Breakdown under Extreme Adverse Selection?," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-022, Jul.
• G. Geoffrey Booth & Orkunt M. Dalgic & Juha-Pekka Kallunki & Petri Sahlström, 2007, "Entrepreneurial Stock Brokering and Switching Costs," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 12, issue 1, pages 1-8, Spring.
• Andreas Sturm & Michael J. Dowling & Klaus Röder, 2007, "FDA Drug Approvals: Time Is Money!," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 12, issue 2, pages 23-54, Fall.
• Abdul Qayyum & Sajawal Khan, 2007, "X-efficiency, Scale Economies, Technological Progress and Competition: A Case of Banking Sector in Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:23.
• António Miguel Martins & Ana Paula Serra, 2007, "Market Impact of International Sporting and Cultural Events," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 240, Apr.
• Fuerst, Franz, 2007, "Office Rent Determinants: A Hedonic Panel Analysis," MPRA Paper, University Library of Munich, Germany, number 11445, Oct.
• Apergis, Nicholas & Lamprinidis, Lampros, 2007, "More Evidence on the Relationship between the Stock and the Real Estate Market," MPRA Paper, University Library of Munich, Germany, number 124596, Jul, revised 2011.
• Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2007, "Are Short-sellers Different?," MPRA Paper, University Library of Munich, Germany, number 13585, Aug, revised 16 Nov 2008.
• Brugger Jakob, Samuel Immanuel, 2007, "¿Puede el gobierno corporativo aprender del gobierno público?
  [Can corporate governance learn from public governance?]," MPRA Paper, University Library of Munich, Germany, number 13857, Nov, revised Apr 2008.
• Cowling, Marc, 2007, "The Role of Loan Guarantee Schemes in Alleviating Credit Rationing in the UK," MPRA Paper, University Library of Munich, Germany, number 1613, Jan.
• Hirshleifer, David & Jiang, Danling, 2007, "Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns," MPRA Paper, University Library of Munich, Germany, number 16134, Oct, revised 08 Jul 2009.
• Ghent, Andra, 2007, "Why do markets react badly to good news? Evidence from Fed Funds Futures," MPRA Paper, University Library of Munich, Germany, number 1708, Feb.
• Lahiri, Soumitra, 2007, "Shadows of economic prosperity in india in retrospection of the capital market," MPRA Paper, University Library of Munich, Germany, number 1778, Feb, revised 13 Feb 2007.
• Hirshleifer, David & Jiang, Danling, 2007, "A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns," MPRA Paper, University Library of Munich, Germany, number 20636, Oct, revised 10 Feb 2010.
• Mlambo, Chipo & Biekpe, Nicholas, 2007, "The efficient market hypothesis: Evidence from ten African stock markets," MPRA Paper, University Library of Munich, Germany, number 25968, revised 2007.
• Parker, John, 2007, "The Impact Of Economic News On Financial Markets," MPRA Paper, University Library of Munich, Germany, number 2675, Apr.
• Joshi, Nayan & Bhattarai, Ram Chandra, 2007, "Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market," MPRA Paper, University Library of Munich, Germany, number 27000, Apr.
• Klinedinst, Mark, 2007, "Cooperative comebacks: resilience in the face of the Hurricane Katrina Catastrophe (New Orleans and Southern Mississippi, May 2005–May 2006)," MPRA Paper, University Library of Munich, Germany, number 28521.
• Cole, Rebel & Moshirian, Fari & Wu, Qionbing, 2007, "Bank stock returns and economic growth," MPRA Paper, University Library of Munich, Germany, number 29188, Aug.
• Arroyo, Martín R., 2007, "Banking concentration, information asymmetries and credit rationing: The Argentinean case," MPRA Paper, University Library of Munich, Germany, number 29968, Sep, revised 30 Mar 2011.
• Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2007, "Stock market misvaluation and corporate investment," MPRA Paper, University Library of Munich, Germany, number 3109, May, revised 05 May 2007.
• Espinosa Méndez, Christian, 2007, "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
  [Effect Weekend And Effect Month End In The Chilean Stock Market]," MPRA Paper, University Library of Munich, Germany, number 3252, May.
• Ewald, Christian-Oliver & Xiao, Yajun, 2007, "Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model," MPRA Paper, University Library of Munich, Germany, number 3301.
• Sarker, Debnarayan & Ghosh, Bikash Kumar, 2007, "A study of market efficiency in the stock market, forex market and bullion market in India," MPRA Paper, University Library of Munich, Germany, number 33701.
• Jiranyakul, Komain, 2007, "Behavior of Stock Market Index in the Stock Exchange of Thailand," MPRA Paper, University Library of Munich, Germany, number 45961, Dec.
• Ellouz, Siwar & Bellalah, Mondher, 2007, "Asset pricing and predictability of stock returns in the french market," MPRA Paper, University Library of Munich, Germany, number 4961, Mar, revised 24 Sep 2007.
• Doran, James & Jiang, Danling & Peterson, David, 2007, "Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle," MPRA Paper, University Library of Munich, Germany, number 4995, Aug.
• Chancharat, Surachai & Valadkhani, Abbas, 2007, "Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices," MPRA Paper, University Library of Munich, Germany, number 50394.
• Hou, Kewei & Hirshleifer, David & Teoh, Siew Hong, 2007, "The Accrual Anomaly: Risk or Mispricing?," MPRA Paper, University Library of Munich, Germany, number 5173, Apr.
• Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2007, "Accruals and Aggregate Stock Market Returns," MPRA Paper, University Library of Munich, Germany, number 5197, Sep.
• Hirshleifer, David & Teoh, Siew Hong & Yu, Jeff Jiewei, 2007, "Do short-sellers arbrtrage accrual-based return anomalies?," MPRA Paper, University Library of Munich, Germany, number 5510, Jun, revised 27 Oct 2007.
• Dionne, Georges & Harchaoui, Tarek, 2007, "Bank Capital, Securitization and Credit Risk: an Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 56693, revised 2007.
• Toudas, Kanellos & Karathanassis, George, 2007, "Corporate Governance and Firm Performance: Results from Greek Firms," MPRA Paper, University Library of Munich, Germany, number 6414, Dec.
• Mierzejewski, Fernando, 2007, "The Short-Run Monetary Equilibrium with Liquidity Constraints," MPRA Paper, University Library of Munich, Germany, number 6526, Dec.
• Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2007, "Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 7582, Aug, revised 09 Mar 2008.
• Anolli, Mario & Petrella, Giovanni, 2007, "A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality," MPRA Paper, University Library of Munich, Germany, number 7931, Apr.
• Venier, Guido, 2007, "A new Model for Stock Price Movements," MPRA Paper, University Library of Munich, Germany, number 9146, Aug.
• Lukáš Vácha, 2007, "Fractal Properties of the Financial Market
  [Fraktální vlastnosti finančních trhů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 49-55, DOI: 10.18267/j.aop.74.
• Lukáš Vácha & Miloslav Vošvrda, 2007, "Wavelet Decomposition of the Financial Market," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 1, pages 38-54, DOI: 10.18267/j.pep.296.
• Jan Hájek, 2007, "Czech Capital Market Weak-Form Efficiency, Selected Issues," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 4, pages 303-318, DOI: 10.18267/j.pep.310.
• Evžen Kočenda & Jan Hanousek, 2007, "Existence procesu učení na umělém akciovém trhu
  [Existence of the learning process at a proxy stock market]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 3, DOI: 10.18267/j.polek.601.
• Tran Van Quang, 2007, "Testování slabé formy efektivnosti na českém akciovém trhu
  [Testing the weak form of efficient market hypothesis for the czech stock market]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 751-772, DOI: 10.18267/j.polek.622.
• Jan Hájek, 2007, "Test slabé formy efektivnosti středoevropských akciových trhů
  [Weak-form efficiency test in the central european capital markets]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 773-791, DOI: 10.18267/j.polek.623.
• Vladimír Pikora, 2007, "Vliv zveřejněných informací na výnosovou křivku
  [The impact of fresh releases on the yield curve]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 809-828, DOI: 10.18267/j.polek.625.
• Chakravarty, Sugato & Chiyachantana, Chiraphol N. & Jiang, Christine, 2004, "The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1172, Nov.
• Giovanni Cespa, 2007, "Information Sales and Insider Trading with Long-lived Information," Working Papers, Queen Mary University of London, School of Economics and Finance, number 613, Oct.
• Ralf Becker & Adam Clements & James Curchin, 2007, "Does implied volatility reflect a wider information set than econometric forecasts?," NCER Working Paper Series, National Centre for Econometric Research, number 15, May.
• Chris Brooks & Xiafei Li & Joelle Miffre, 2007, "The Value Premium and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-03, Apr.
• Chris Brooks & Konstantina Kappou & Charles Ward, 2007, "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-05, May.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 05_13, Jan.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 75_12, Nov.
• Sergey Titov, 2007, "An Adaptive System of Decision Making for Financial Markets," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 7, issue 3, pages 27-43.
• Christos A. Alexakis & John M. Paleologos, 2007, "“An empirical investigation of the stock price dynamics between Athens, Istanbul and London," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 3, pages 293-304.
• Feride Ozturk & Macide Cicek, 2007, "Is Official Intervention Effective? The Case of Turkey," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 3, pages 343-353.
• Ben Marshall & Martin Young & Lawrence Rose, 2007, "Market timing with candlestick technical analysis," Journal of Financial Transformation, Capco Institute, volume 20, pages 18-25.
• Carmen-Loredana TOPALA, 2007, "Characteristics and Behaviors Types of Bank’s Clients and the Negotiation Tactics Adjusting (part II)," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 10, issue 1, pages 74-80, July.
• Jie Lu & Bruce Mizrach, 2007, "Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room," Departmental Working Papers, Rutgers University, Department of Economics, number 200701, Jan.