Research classified by Journal of Economic Literature (JEL) codes

2006

• Lagerblom, A. & Levy-Rueff, G., 2006, "La gestion des réserves de change et ses conséquences pour les marchés," Bulletin de la Banque de France, Banque de France, issue 148, pages 39-50.
• Jacques Olivier & José M. Marín, 2015, "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers, Barcelona School of Economics, number 241, Sep.
• Nikola Tarashev & Kostas Tsatsaronis, 2006, "Risk premia across asset markets: information from option prices," BIS Quarterly Review, Bank for International Settlements, March.
• Maurizio Luisi & Jeffery D. Amato, 2006, "Macro factors in the term structure of credit spreads," BIS Working Papers, Bank for International Settlements, number 203, Mar.
• Marian Micu & Eli M Remolona & Philip D. Wooldridge, 2006, "The price impact of rating announcements: which announcements matter?," BIS Working Papers, Bank for International Settlements, number 207, Jun.
• Antonio, DI Cesare, 2006, "Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 35, issue 1, pages 121-150, February, DOI: 10.1111/j.0391-5026.2006.00161.x.
• David J. Beggs & Christopher L. Skeels, 2006, "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, volume 82, issue 258, pages 239-252, September, DOI: 10.1111/j.1475-4932.2006.00337.x.
• Joshua Kirkwood & Daehoon Nahm, 2006, "Australian Banking Efficiency and Its Relation to Stock Returns," The Economic Record, The Economic Society of Australia, volume 82, issue 258, pages 253-267, September, DOI: 10.1111/j.1475-4932.2006.00338.x.
• Pilar Abad‐Romero & M. Dolores Robles‐Fernandez, 2006, "Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 5‐6, pages 885-908, June, DOI: 10.1111/j.1468-5957.2006.00608.x.
• Peter‐Jan Engelen & Rezaul Kabir, 2006, "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 7‐8, pages 1142-1167, September, DOI: 10.1111/j.1468-5957.2006.00597.x.
• Francesco Franzoni & José M. Marín, 2006, "Pension Plan Funding and Stock Market Efficiency," Journal of Finance, American Finance Association, volume 61, issue 2, pages 921-956, April, DOI: 10.1111/j.1540-6261.2006.00859.x.
• Jana P. Fidrmuc & Marc Goergen & Luc Renneboog, 2006, "Insider Trading, News Releases, and Ownership Concentration," Journal of Finance, American Finance Association, volume 61, issue 6, pages 2931-2973, December, DOI: 10.1111/j.1540-6261.2006.01008.x.
• Alexandros E. Milionis, 2006, "An Alternative Definition of Market Efficiency and some Comments on its Empirical Testing," Working Papers, Bank of Greece, number 50, Nov.
• Asaf Zussman & Noam Zussman & Morten Nielsen, 2006, "Asset Market Perspectives on the Israeli-Palestinian Conflict," Bank of Israel Working Papers, Bank of Israel, number 2006.02, Feb.
• Wook Sohn & Yunsung Eom, 2006, "Monetary Policy and the Stock Market: Intraday Transaction Data Analysis (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 3, pages 38-78, September.
• Sangwon Suh, 2006, "The Stabilizing Effects of Active KRW-JPY Transactions on KRW Exchange Rate Movements (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 3, pages 79-115, September.
• Zeynel Abidin Ozdemir, 2006, "Persistence in Emerging Market Stock Returns: Empirical Evidence from Six Stock Markets," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 8, issue 31, pages 19-30.
• Richard Saito & José André C. M. Pereira, 2006, "Bookbuilding and Strategic Allocation: Evidence from the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 1, pages 33-53.
• Jairo Laser Procianoy & Rodrigo S. Verdi, 2006, "The Market Reaction to Changes in the Brazilian Stock Exchange Indexes," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 141-167.
• Marcos Roberto Gois de Oliveira & Charles Ulises de Montreuil Carmona & José Lamartine Távora Junior, 2006, "Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 181-202.
• Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006, "Threshold Random Walks in the U.S. Stock Market," Working Papers, Brock University, Department of Economics, number 0602, May, revised May 2006.
• Mailath, George J. & Nöldeke, Georg, 2006, "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Working papers, Faculty of Business and Economics - University of Basel, number 2006/09.
• Pensa, Pascal, 2006, "Nomen est Omen: How Company Names Influence Short- and Long-Run Stock Market Performance," Working papers, Faculty of Business and Economics - University of Basel, number 2006/13.
• Schlumpf, Philipp M. & Schmid, Markus M. & Zimmermann, Heinz, 2006, "The First- and Second-Hand Effect of Analysts' Stock Recommendations - Evidence from the Swiss Stock Market," Working papers, Faculty of Business and Economics - University of Basel, number 2006/14.
• Alan Hughes & Jaeho Lee, 2006, "What's in a name and when does it matter? The hot and cold market impacts on underpricing of certification, reputation and conflicts of interest in venture capital backed Korean IPOs," Working Papers, Centre for Business Research, University of Cambridge, number wp336, Dec.
• Andrea Buffa & Giovanna Nicodano, 2006, "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 16.
• Christopher Knittel & Catherine Wolfram & James Bushnell & Severin Borenstein, 2006, "Inefficiencies and Market Power in Financial Arbitrage: A Study of California?s Electricity Markets," Working Papers, University of California, Davis, Department of Economics, number 105, Nov.
• Meenagh, David & Minford, Patrick & Peel, David, 2006, "Simulating Stock Returns under switching regimes - a new test of market efficiency," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/13, Feb.
• Carlo Rosa & Giovanni Verga, 2006, "The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0764, Dec.
• Dirk Hackbarth & Erwan Morellec, 2006, "Stock Returns in Mergers and Acquisitions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-01, Oct.
• Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006, "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-15, Mar, revised Jun 2006.
• Miguel Vidal González, 2006, "Gestión conjunta de la calidad en grupos empresariales de la economía social," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 54, pages 53-72, April.
• Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam, 2006, "Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 2, pages 621-642, May, DOI: 10.1111/j.0008-4085.2006.00363.x.
• George J. Mailath & Georg Nöldeke, 2006, "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Levine's Bibliography, UCLA Department of Economics, number 321307000000000267, Jul.
• Garry J. Schinasi, 2006, "Private Finance and Public Policy," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2006/02, Dec.
• Luis H Gutierrez & Jes√∫s Otero, 2006, "Testing for stock market integration in a developing economy: Colombia," Documentos de Trabajo, Universidad del Rosario, number 3560, Aug.
• Guillermo Buenaventura Vera & Andrés Felipe Cuevas Ulloa, 2006, "Una propuesta metodológica para la optimización de portafolios de inversión y su aplicacion al caso colombiano," Estudios Gerenciales, Universidad Icesi.
• Jorge David Quintero Otero & Hans Peter Garc�a Rico, 2006, "Eficiencia en costos en el sistema bancario colombiano: 1989-2003," Revista Semestre Económico, Universidad de Medellín.
• GIOT, Pierre & GRAMMIG, Joachim, 2006, "How large is liquidity risk in an automated auction market?," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1846, Jan, DOI: 10.1007/s00181-005-0003-z.
• Wolfers, Justin & Gürkaynak, Refet, 2006, "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5466, Jan.
• Vitale, Paolo, 2006, "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5468, Jan.
• Thesmar, David & Landier, Augustin & Sraer, David, 2006, "Bottom-Up Corporate Governance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5500, Feb.
• Wolfers, Justin, 2006, "Diagnosing Discrimination: Stock Returns and CEO Gender," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5507, Feb.
• Wolfers, Justin & Zitzewitz, Eric, 2006, "Prediction Markets in Theory and Practice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5578, Mar.
• Wolfers, Justin & Zitzewitz, Eric & Snowberg, Erik, 2006, "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5591, Apr.
• Albuquerque, Rui & Vega, Clara, 2006, "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5598, Mar.
• Albuquerque, Rui & Marques, Luis & de Francisco, Eva, 2006, "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5604, Mar.
• Minford, Patrick & Peel, David & Meenagh, David, 2006, "Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5614, Apr.
• Gehrig, Thomas & Foucault, Thierry, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5722, Jun.
• Vitale, Paolo, 2006, "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5729, Jun.
• Bacchetta, Philippe & van Wincoop, Eric & Mertens, Elmar, 2006, "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5770, Jul.
• Schneider, Martin & Albuquerque, Rui & ,, 2006, "Global Private Information in International Equity Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5819, Sep.
• Gehrig, Thomas & Fohlin, Caroline, 2006, "Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange, 1880-1910," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5827, Sep.
• Stennek, Johan & Fridolfsson, Sven-Olof, 2006, "Industry Concentration and Welfare - On the Use of Stock Market Evidence from Horizontal Mergers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5977, Dec.
• Daniel Waldenstrom & Bruno S. Frey, 2006, "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2006-27, Nov.
• M. Lambert & G. Hübner & P.-A. Michel & H. Olivier, 2006, "The Impact of International Financial Reporting Standards on Market Microstructure in Europe," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-02.
• M. Lambert & G. Hübner & P.-A. Michel & H. Olivier, 2006, "International Financial Reporting Standards and Market Efficiency: A European Perspective," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-04.
• Constantine Manasakis, 2006, "Shareholder wealth effects from mergers and acquisitions in the Greek banking industry," Working Papers, University of Crete, Department of Economics, number 0612, May.
• George Xanthos & Dikaios Tserkezos, 2006, "Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds Through Optimisation Techniques: Some Empirical and Monte Carlo Results," Working Papers, University of Crete, Department of Economics, number 0812, Nov.
• Andrea Terzi & Giovanni Verga, 2006, "Stock-bond correlation and the bond quality ratio: Removing the discount factor to generate a “deflated” stock index," DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ief0067, Sep.
• Xianfeng Jiang & Yongdong Shi, 2006, "The Impact of Insider Trading on the Secondary Market with Order-Driven System," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 129-143, May.
• Pin-Huang Chou & Guofu Zhou, 2006, "Using Bootstrap to Test Portfolio Efficiency," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 217-249, November.
• George J. Mailath & Georg Noldeke, 2006, "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1573, Jul.
• Entorf, Horst & Steiner, Christian, 2006, "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 36782, Feb.
• Entorf, Horst & Steiner, Christian, 2009, "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77415.
• Nihat Aktas & Eric de Bodt & Laurent Liagre, 2006, "Le décollage d'EADS:le point de vue des marchés financiers," Revue Finance Contrôle Stratégie, revues.org, volume 9, issue 1, pages 5-34, March.
• Fabrice Hervé, 2006, "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1060101, Jan.
• Prasad Bhattacharaya & Harminder Singh, 2006, "Estimating Forward Pricing Function: How Efficient is Indian Stock Index Futures Market?," Working Papers, Deakin University, Department of Economics, number 2006_02, May.
• Georges Prat & Remzi Uctum, 2006, "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-11.
• Slim Chaouachi & Fredj Jawadi, 2006, "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-20.
• CHUKWUOGOR-NDU, Chiaku & FERIDUN, Mete, 2006, "N Econometric Investigation Of The Day-Of-The-Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets (1998-2003)," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 1.
• Quentin C. Chu & Mustafa Mesut Kayali, 2006, "Standard & Poor’S Depositary Receipts And The Market Quality Of S&P 500 Index Futures," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 3.
• Naim Sipra, 2006, "Mutual Fund Performance in Pakistan, 1995-2004," Finance Working Papers, East Asian Bureau of Economic Research, number 22281, Jan.
• Enrico Tanuwidjaja, 2006, "Multi Factor SUR in Event Study Analysis : Evidence from M&A in Singapore’s Financial Industry," Finance Working Papers, East Asian Bureau of Economic Research, number 22577, Jan.
• Cazavan-Jeny , Anne & Jeanjean, Thomas, 2006, "Levels of voluntary disclosure in IPO prospectuses: an empirical analysis," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06001, Jan.
• Gottshalg, Oliver & Zipser, Daniel, 2006, "Money chasing deals and chasing money - the impact of supply and demand on buyout performance," HEC Research Papers Series, HEC Paris, number 851, Jun.
• Laganá, Marco & Peřina, Martin & von Köppen-Mertes, Isabel & Persaud, Avinash, 2006, "Implications for liquidity from innovation and transparency in the European corporate bond market," Occasional Paper Series, European Central Bank, number 50, Aug.
• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006, "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Working Paper Series, European Central Bank, number 578, Jan.
• Vitale, Paolo, 2006, "A market microstructure analysis of foreign exchange intervention," Working Paper Series, European Central Bank, number 629, May.
• Gropp, Reint & Kadareja, Arjan, 2006, "Stale information, shocks and volatility," Working Paper Series, European Central Bank, number 686, Oct.
• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006, "Geography or skills: What explains Fed watchers’ forecast accuracy of US monetary policy?," Working Paper Series, European Central Bank, number 695, Nov.
• Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006, "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-18, Dec.
• Mehran, Hamid & Stulz, Rene M., 2006, "The Economics of Conflicts of Interest in Financial Institutions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2006-21, Nov.
• Bohl, Martin T. & Brzeszczynski, Janusz, 2006, "Do institutional investors destabilize stock prices? evidence from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 4, pages 370-383, October.
• Jin, Li & Merton, Robert C. & Bodie, Zvi, 2006, "Do a firm's equity returns reflect the risk of its pension plan?," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 1-26, July.
• Bailey, Warren & Andrew Karolyi, G. & Salva, Carolina, 2006, "The economic consequences of increased disclosure: Evidence from international cross-listings," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 175-213, July.
• Dominguez, Kathryn M.E., 2006, "When do central bank interventions influence intra-daily and longer-term exchange rate movements?," Journal of International Money and Finance, Elsevier, volume 25, issue 7, pages 1051-1071, November.
• Aguiar, Mark & Broner, Fernando A., 2006, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Journal of Monetary Economics, Elsevier, volume 53, issue 4, pages 699-724, May.
• Beber, Alessandro & Brandt, Michael W., 2006, "The effect of macroeconomic news on beliefs and preferences: Evidence from the options market," Journal of Monetary Economics, Elsevier, volume 53, issue 8, pages 1997-2039, November.
• Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing, 2006, "Persistence characteristics of Latin American financial markets," Journal of Multinational Financial Management, Elsevier, volume 16, issue 3, pages 269-290, July.
• Daher, Wassim & Mirman, Leonard J., 2006, "Cournot duopoly and insider trading with two insiders," The Quarterly Review of Economics and Finance, Elsevier, volume 46, issue 4, pages 530-551, September.
• Dirk Baur & Renee Fry, 2006, "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-09, Jan.
• Ari Hyytinen & Lotta Väänänen, 2006, "Where Do Financial Constraints Originate from? An Empirical Analysis of Adverse Selection and Moral Hazard in Capital Markets," Small Business Economics, Springer, volume 27, issue 4, pages 323-348, December, DOI: 10.1007/s11187-005-0610-2.
• Kenji Kutsuna & Janet Kiholm Smith & Richard L. Smith, 2006, "Public Information, IPO Price Formation, and Long-run Returns: Japanese Evidence," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2006-22, May.
• Takashi Hatakeda, 2006, "Share Repurchase Behavior of Japanese Banks," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2006-27, May.
• Frank Gerhard & Nikolaus Hautsch, 2006, "A Dynamic Semiparametric Proportional Hazard Model," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/05, Oct.
• Igor Evstigneev & Dhruv Kapoor, 2006, "Arbitrage in stationary markets," Economics Discussion Paper Series, Economics, The University of Manchester, number 0619.
• Patarick Leoni, 2006, "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1701106.
• Robin Boadway & Michael Keen, 2006, "Financing and Taxing New Firms under Asymmetric Information," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 62, issue 4, pages 471-502, December, DOI: 10.1628/001522106X172661.
• Péter Banczúr & Cosmin Ilut, 2006, "Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/1.
• Heng Chen & Dietrich K. Fausten & Wing-Keung Wong, 2006, "Evolution Of Dollar/Euro Exchange Rate Before And After The Birth Of Euro And Policy Implications," Monash Economics Working Papers, Monash University, Department of Economics, number 14/06, Jul.
• Param Silvapulle & Xibin Zhang, 2006, "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/06, May.
• Paul Gompers & Josh Lerner, 2006, "The Venture Capital Cycle, 2nd Edition," MIT Press Books, The MIT Press, number 0262572389, edition 1, ISBN: ARRAY(0x682c0ff8), December.
• Justin Wolfers, 2006, "Diagnosing Discrimination: Stock Returns and CEO Gender," NBER Working Papers, National Bureau of Economic Research, Inc, number 11989, Jan.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006, "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," NBER Working Papers, National Bureau of Economic Research, Inc, number 12073, Mar.
• Justin Wolfers & Eric Zitzewitz, 2006, "Prediction Markets in Theory and Practice," NBER Working Papers, National Bureau of Economic Research, Inc, number 12083, Mar.
• Andrew Ang & Li Gu & Yael V. Hochberg, 2006, "Is IPO Underperformance a Peso Problem?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12203, May.
• James Dow & Gary Gorton, 2006, "Noise Traders," NBER Working Papers, National Bureau of Economic Research, Inc, number 12256, May.
• Michelle Lowry & Micah S. Officer & G. William Schwert, 2006, "The Variability of IPO Initial Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12295, Jun.
• Josef Lakonishok & Louis Chan & Stephen G. Dimmock, 2006, "Benchmarking Money Manager Performance: Issues and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12461, Aug.
• Michael W. Brandt & David A. Chapman, 2006, "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12513, Sep.
• Hamid Mehran & Rene M. Stulz, 2006, "The Economics of Conflicts of Interest in Financial Institutions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12695, Nov.
• Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2006, "Security Issue Timing: What Do Managers Know, and When Do They Know It?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12724, Dec.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006, "Party Influence in Congress and the Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 12751, Dec.
• Jonathan E. Alevy & Michael S. Haigh & John List, 2006, "Information Cascades: Evidence from An Experiment with Financial Market Professionals," NBER Working Papers, National Bureau of Economic Research, Inc, number 12767, Dec.
• Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2006, "Liquidity and Asset Prices," Foundations and Trends(R) in Finance, now publishers, volume 1, issue 4, pages 269-364, February, DOI: 10.1561/0500000003.
• Jeremy Large, 2006, "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W08, Jul.
• Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006, "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-09, Mar.
• Yasuo Takatsuki, 2006, "The formation of the efficient market in Tokugawa Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-28-Rev, Nov, revised May 2007.
• Yasuo Takatsuki, 2006, "The formation of the efficient market in Tokugawa Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-28-Rev.2, Nov, revised Jun 2007.
• Paul Hughes, 2006, "Do EPA Defendants Prefer Republicans? Evidence from the 2000 Election," Economic Inquiry, Western Economic Association International, volume 44, issue 3, pages 579-585, July.
• Thomas Gehrig & Caroline Fohlin, 2006, "Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange 1880–1910," Review of Finance, European Finance Association, volume 10, issue 4, pages 587-612, December, DOI: 10.1007/s10679-006-9010-y.
• Massimo Massa & Andrei Simonov, 2006, "Hedging, Familiarity and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 2, pages 633-685.
• Jon Wongswan, 2006, "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1157-1189.
• Michael Lemmon & Evgenia Portniaguina, 2006, "Consumer Confidence and Asset Prices: Some Empirical Evidence," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1499-1529.
• Khurshid M. Kiani, 2006, "Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 45, issue 3, pages 369-381.
• Jorge Farinha & Nuno Filipe Basílio, 2006, "Stock Splits: Real Effects or Just a Question of Maths? An Empirical Analysis of the Portuguese Case," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0608, Oct.
• Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp152006, Jul.
• Pagliacci, Carolina, 2006, "The Venezuelan Overnight Fund Market: Understanding a Credit Constraint Limit Order Market," MPRA Paper, University Library of Munich, Germany, number 106541, Oct.
• Pires Gonçalves, Ricardo, 2006, "Management Quality Measurement: Using Data Envelopment Analysis (DEA) Estimation Approach for Banks in Brazil," MPRA Paper, University Library of Munich, Germany, number 11143.
• Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2006, "The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis," MPRA Paper, University Library of Munich, Germany, number 13155, Sep, revised 26 Oct 2008.
• Guttler, Caio & Meurer, Roberto & Da Silva, Sergio, 2006, "Informational inefficiency of the Brazilian stockmarket," MPRA Paper, University Library of Munich, Germany, number 1980.
• Bond, Derek & Dyson, Kenneth, 2006, "Long memory and non-linearity in Stock Markets," MPRA Paper, University Library of Munich, Germany, number 252, Sep.
• Igan, Deniz & de Paula, Aureo & Pinheiro, Marcelo, 2006, "Liquidity and Dividend Policy," MPRA Paper, University Library of Munich, Germany, number 29409, revised 2010.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006, "Stock market volatiltity around national elections," MPRA Paper, University Library of Munich, Germany, number 302, Jan, revised Nov 2006.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006, "Political orientation of government and stock market returns," MPRA Paper, University Library of Munich, Germany, number 307, Jul, revised Nov 2006.
• Hirshleifer, David & Lim, Sonya Seongyeon & Teoh, Siew Hong, 2006, "Driven to distraction: Extraneous events and underreaction to earnings news," MPRA Paper, University Library of Munich, Germany, number 3110, Mar, revised 16 Apr 2007.
• Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael, 2006, "The value of information in a multi-agent market model," MPRA Paper, University Library of Munich, Germany, number 341, Oct.
• Semenova, Maria, 2006, "Information sharing in credit markets: incentives for incorrect information reporting," MPRA Paper, University Library of Munich, Germany, number 359, Jan.
• Spanos, Loukas & Mylonakis, John, 2006, "Internet corporate reporting in Greece," MPRA Paper, University Library of Munich, Germany, number 42997.
• Cole, Rebel & Fatemi, Ali & Vu, Joseph, 2006, "Do mergers create or destroy value? Evidence from unsuccessful mergers," MPRA Paper, University Library of Munich, Germany, number 4717, Oct.
• Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006, "Calendar anomalies in the Malaysian stock market," MPRA Paper, University Library of Munich, Germany, number 516, Sep.
• Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália, 2006, "Institutional investors and stock market efficiency: The case of the January anomaly," MPRA Paper, University Library of Munich, Germany, number 677, Mar, revised Nov 2006.
• De Marchi, Raffaele, 2006, "La persistance des performances des OPCVM actions françaises
  [The persistence of French equity mutual funds]," MPRA Paper, University Library of Munich, Germany, number 92549.
• Nguyen The Hung, 2006, "Determination of risk factors of stock returns in Central Europe
  [Determinace rizikových faktorů při tvorbě akciových výnosů v střední Evropě]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2006, issue 1, pages 179-192, DOI: 10.18267/j.aop.530.
• Dana Kovanicová, 2006, "About Problem of Economic Responsibility of an Entity
  [K problému ekonomické odpovědnosti podniku]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2006, issue 4, pages 125-131, DOI: 10.18267/j.cfuc.200.
• Miloslav Vošvrda, 2006, "Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2006, issue 3, pages 231-242, DOI: 10.18267/j.pep.286.
• Jean-Pierre Pinatton, 2006, "L'évolution du marché : des agents de change à Euronext," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 17-26, DOI: 10.3406/ecofi.2006.4030.
• Patrick Artus & Jean-François Théodore, 2006, "La place des marchés d'actions dans le financement de l'économie : Interview à deux voix," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 67-83, DOI: 10.3406/ecofi.2006.4036.
• Gianluca Garbi & Philippe Rakotovao, 2006, "Titres obligataires : une tendance nouvelle à la centralisation des transactions sur les Bourses ?," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 85-97, DOI: 10.3406/ecofi.2006.4037.
• Emmanuel Boutron & Jean-François Gajewski & Carole Gresse & Florence Labégorre, 2006, "Les procédures d’introduction en Bourse en Europe : évolution des pratiques et perspectives," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 99-115, DOI: 10.3406/ecofi.2006.4038.
• Thierry Foucault, 2006, "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 123-138, DOI: 10.3406/ecofi.2006.4041.
• James Newsome, 2006, "La criée ou le tout électronique : le marché décide," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 147-151, DOI: 10.3406/ecofi.2006.4043.
• Benn Steil, 2006, "Réglementer les marchés financiers de demain," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 153-156, DOI: 10.3406/ecofi.2006.4044.
• Joël Mérère, 2006, "Infrastructures de marché : harmonisation des pratiques de marché et intégration des systèmes," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 201-211, DOI: 10.3406/ecofi.2006.4049.
• Christophe Hémon, 2006, "Alliances, nouveaux marchés et nouveaux produits des contreparties centrales : risques et enjeux," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 213-220, DOI: 10.3406/ecofi.2006.4050.
• Jean-Pierre Pinatton, 2006, "A history of the market, from « agents de change » to Euronext," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 17-26, DOI: 10.3406/ecofi.2006.4431.
• Patrick Artus & Jean-François Théodore, 2006, "The role of equity markets in financing economic activity," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 61-76, DOI: 10.3406/ecofi.2006.4437.
• Gianluca Garbi & Philippe Rakotovao, 2006, "Fixed income : a new trend towards centralisation of trading on exchanges?," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 77-87, DOI: 10.3406/ecofi.2006.4438.
• Emmanuel Boutron & Jean-François Gajewski & Carole Gresse & Florence Labégorre, 2006, "IPO procedures in Europe : the development of practices and perspectives," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 89-105, DOI: 10.3406/ecofi.2006.4439.
• Thierry Foucault, 2006, "Liquidity, cost of capital and the organization of trading in stock markets," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 113-123, DOI: 10.3406/ecofi.2006.4442.
• James Newsome, 2006, "Open outcry or electronic : it’s the market’s choice," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 133-137, DOI: 10.3406/ecofi.2006.4444.
• Benn Steil, 2006, "Regulating for tomorrow’s equity markets," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 139-142, DOI: 10.3406/ecofi.2006.4445.
• Joël Mérère, 2006, "Market infrastructures : harmonisation of market practices and integration of systems," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 185-194, DOI: 10.3406/ecofi.2006.4450.
• Christophe Hémon, 2006, "Alliances, new markets and new products from central counterparties : risks and challenges," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 195-201, DOI: 10.3406/ecofi.2006.4451.
• Bagnoli, Mark & Watts, Susan G., 2006, "Financial Reporting and Supplemental Voluntary Disclosures," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1186, Jan.
• Robin Boadway & Motohiro Sato, 2006, "Entrepreneurship And Asymmetric Information In Input Markets," Working Paper, Economics Department, Queen's University, number 1069, May.