Research classified by Journal of Economic Literature (JEL) codes

2008

• Paweł Strawiński & Robert Ślepaczuk, 2008, "Analysis of HF data on the WSE in the context of EMH," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2008-08, Nov.
• Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008, "No-Trade in the Laboratory," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0045, Sep.
• Antonio Guarino & Marco Cipriani, 2008, "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0047, Feb.
• Gunther Capelle‐Blancard & Nicolas Couderc, 2008, "What drives the market value of firms in the defense industry?," Review of Financial Economics, John Wiley & Sons, volume 17, issue 1, pages 14-32, DOI: 10.1016/j.rfe.2007.02.001.
• Park, Andreas & Sgroi, Daniel, 2008, "When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 854.
• Park, Andreas & Sgroi, Daniel, 2008, "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 868.
• Joseph A. Clougherty & Tomaso Duso, 2008, "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2008-17r, May, revised Feb 2009.
• Joseph A. Clougherty & Tomaso Duso, 2008, "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2008-17r, May, revised Feb 2009.
• Glaser, Markus & Lopez de Silanes , Florencio & Sautner, Zacharias, 2008, "Looking Inside a Conglomerate: Efficiency of Internal Capital Allocation and Managerial Power Within a Firm," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 08-24, Dec.
• Martijn Cremers & Antti Petajisto & Eric Zitzewitz, 2008, "Should Benchmark Indices Have Alpha? Revisiting Performance," Yale School of Management Working Papers, Yale School of Management, number amz2452, Mar, revised 26 Jan 2010.
• Kozluk, Tomasz, 2008, "Global and regional links between stock markets - the case of Russia and China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2008.
• Ehrhardt, Olaf & Lahr, Henry, 2008, "Uncertain private benefits and the decision to go public," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2008-02.
• Dickgiesser, Sebastian & Kaserer, Christoph, 2008, "Market efficiency reloaded: why insider trades do not reveal exploitable information," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2008-04.
• Achleitner, Ann-Kristin & Andres, Christian & Betzer, André & Weir, Charlie, 2008, "Economic consequences of private equity investments on the German stock market," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2008-05.
• Hess, Dieter E. & Huang, He & Niessen-Ruenzi, Alexandra, 2008, "How do commodity futures respond to macroeconomic news?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-03.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-04.
• Betzer, André & Theissen, Erik, 2008, "Sooner or later: delays in trade reporting by corporate insiders," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-06.
• Gaul, Jürgen & Theissen, Erik, 2008, "A partially linear approach to modelling the dynamics of spot and futures prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/12.
• Sperl, Miriam, 2008, "Quantifying the efficiency of the Xetra LOB market: Detailed recipe," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/21.
• Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph, 2008, "Price adjustment to news with uncertain precision," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/28.
• Franke, Günter & Krahnen, Jan Pieter, 2008, "The future of securitization," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/31.
• Diebold, Francis X. & Strasser, Georg H., 2008, "On the correlation structure of microstructure noise in theory and practice," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/32.
• Cespa, Giovanni & Foucault, Thierry, 2008, "Insiders-outsiders, transparency and the value of the ticker," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/39.
• Pagano, Michael S. & Peng, Lin & Schwartz, Robert A., 2008, "The quality of price formation at market openings and closings: Evidence from the Nasdaq stock market," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/45.
• Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel, 2008, "Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/47.
• Frey, Stefan & Sandås, Patrik, 2008, "The impact of hidden liquidity in limit order books," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/48.
• Ben-Rephael, Azi & Kadan, Ohad & Wohl, Avi, 2008, "The diminishing liquidity premium," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/52.
• Jackwerth, Jens Carsten & Constantinides, George M. & Czerwonko, Michal & Perrakis, Stelios, 2008, "Are options on index futures profitable for risk averse investors? Empirical evidence," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 08/08.
• Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2008, "Geography or skills: what explains Fed Wachters' forecast accuracy of US monetary policy?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/11.
• Dreher, Axel & Moser, Christoph, 2008, "Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets," Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics, number 29.
• Rottmann, Horst & Franz, Thomas, 2008, "Die Performance deutscher Aktienfonds: Lassen sich Selektions- und Timingfähigkeiten nachweisen und hat die Wahl des Performancemaßes einen Einfluss auf die Beurteilung?," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 5.
• Küster Simic, André & Prigge, Stefan & Thönnessen, Rasmus, 2008, "Informationseffizienz von Handelsplattformen für Schiffsfonds," Working Paper Series, Hamburg School of Business Administration (HSBA), number 04/2008.
• Mendes, Rui Vilela & Oliveira, Maria J., 2008, "A Data-Reconstructed Fractional Volatility Model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-22.
• Lux, Thomas, 2008, "Sentiment dynamics and stock returns: the case of the German stock market," Kiel Working Papers, Kiel Institute for the World Economy, number 1470.
• Genberg, Hans & Hui, Cho-Hoi, 2008, "The credibility of 'The Link' from the perspective of modern financial theory," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 18.
• Cerrato, Mario & Abbasyan, Abdollah, 2008, "Optimal Martingales and American Option Pricing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-36.
• Koustas, Zisimos & Lamarche, Jean-François & Serletis, Apostolos, 2008, "Threshold random walks in the US stock market," Chaos, Solitons & Fractals, Elsevier, volume 37, issue 1, pages 43-48, DOI: 10.1016/j.chaos.2006.11.024.
• Martynova, Marina & Renneboog, Luc, 2008, "Spillover of corporate governance standards in cross-border mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 14, issue 3, pages 200-223, June.
• Benveniste, Lawrence M. & Fu, Huijing & Seguin, Paul J. & Yu, Xiaoyun, 2008, "On the anticipation of IPO underpricing: Evidence from equity carve-outs," Journal of Corporate Finance, Elsevier, volume 14, issue 5, pages 614-629, December.
• Quoreshi, A.M.M. Shahiduzzaman, 2008, "A vector integer-valued moving average model for high frequency financial count data," Economics Letters, Elsevier, volume 101, issue 3, pages 258-261, December.
• Marmer, Vadim, 2008, "Nonlinearity, nonstationarity, and spurious forecasts," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 1-27, January.
• Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George, 2008, "Risk, jumps, and diversification," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 234-256, May.
• Ammann, Manuel & Kind, Axel & Wilde, Christian, 2008, "Simulation-based pricing of convertible bonds," Journal of Empirical Finance, Elsevier, volume 15, issue 2, pages 310-331, March.
• Menkhoff, Lukas & Rebitzky, Rafael R., 2008, "Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP," Journal of Empirical Finance, Elsevier, volume 15, issue 3, pages 455-467, June.
• Waldenström, Daniel & Frey, Bruno S., 2008, "Did nordic countries recognize the gathering storm of World War II? Evidence from the bond markets," Explorations in Economic History, Elsevier, volume 45, issue 2, pages 107-126, April.
• Aggarwal, Raj & Zhao, Xinlei, 2008, "Significant issuance date returns in seasoned equity offerings: An options-based resolution of a puzzle," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 793-804, December.
• Tim Bollerslev & Tzuo Hao & George Tauchen, 2008, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-48, Sep.
• John Geanakoplos & Ana Fostel, 2008, "Leverage Cycles and the Anxious Economy," American Economic Review, American Economic Association, volume 98, issue 4, pages 1211-1244, September, DOI: 10.1257/aer.98.4.1211.
• Tom Nicholas, 2008, "Does Innovation Cause Stock Market Runups? Evidence from the Great Crash," American Economic Review, American Economic Association, volume 98, issue 4, pages 1370-1396, September, DOI: 10.1257/aer.98.4.1370.
• Kalu Ojah & Stella Muhanji & Andrew Myburg, 2008, "Market Reaction and Equity Market Efficiency: A Survey of the Insider Trading Law in South Africa," The African Finance Journal, Africagrowth Institute, volume 10, issue 2, pages 1-28.
• Park, Andreas & Sgroi, Daniel, undated, "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Economic Research Papers, University of Warwick - Department of Economics, number 269852, DOI: 10.22004/ag.econ.269852.
• Park, Andreas & Sgroi, Daniel, undated, "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Economic Research Papers, University of Warwick - Department of Economics, number 269879, DOI: 10.22004/ag.econ.269879.
• Horia CRISTEA, 2008, "Financial information transparency and publicity," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 31-34, May.
• Ioan TRENCA & Adrian ZOICAS-IENCIU, 2008, "Stock Markets and their informational inefficiencies - the BSE case," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 117-125, December.
• Marius HERBEI & Florin DUMITER, 2008, "The Single Euro Payments Area (SEPA) - the pan - European market for the European integration," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 57-62, December.
• Marius HERBEI & Florin DUMITER, 2008, "Target2-securities - a central settlement hub for the euro," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 69-76, December.
• Victoria Bogdan & Cosmina Mădălina Pop, 2008, "Romanian Companies' Web-Based Disclosure Choices And Capital Markets," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-9.
• Bruno Ferreira Frascaroli & Francisco de Sousa Ramos & Nelson Leitão Paes, 2008, "A indústria brasileira e o racionamento de crédito: Uma análise do comportamento dos bancos sob informações assimétricas," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807202106310.
• Georges Harras & Didier Sornette, 2008, "How to grow a bubble: A model of myopic adapting agents," Papers, arXiv.org, number 0806.2989, Jun, revised Nov 2010.
• George Jiang & Ingrid Lo & Adrien Verdelhan, 2008, "Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market," Staff Working Papers, Bank of Canada, number 08-22, DOI: 10.34989/swp-2008-22.
• Numan Ülkü, 2008, "Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 1, pages 85-108.
• Recep Bildik & Mustafa K. Yilmaz, 2008, "The Market Performance of Initial Public Offerings in the Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 2, pages 49-76.
• Dejan Trifunović, 2008, "The Dual Role Of Equilibrium Price In Competitive Economies With Asymmetric Information," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 53, issue 178-179, pages 7-43, July - De.
• Lucas, Y., 2008, "TARGET2 et l’intégration financière européenne," Bulletin de la Banque de France, Banque de France, issue 169, pages 23-30.
• Bonnier, V., 2008, "TARGET2 : le rôle d’un système d’aide à la décision pour compléter les fonctions de règlement," Bulletin de la Banque de France, Banque de France, issue 169, pages 31-36.
• Ewerhart, C. & Valla, N., 2008, "Financial market liquidity and the lender of last resort," Financial Stability Review, Banque de France, issue 11, pages 133-148, February.
• Raymond, H., 2008, "The effect of Sovereign Wealth Funds’ involvement on stock markets," Occasional papers, Banque de France, number 7.
• Lucas, Y., 2008, "TARGET2 and European financial integration," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 12, pages 5-14, Summer.
• Bonnier, V., 2008, "Supplementing settlement functions with a decision-support system in TARGET2," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 12, pages 15-22, Summer.
• Naohiko Baba & Frank Packer & Teppei Nagano, 2008, "The spillover of money market turbulence to FX swap and cross-currency swap markets," BIS Quarterly Review, Bank for International Settlements, March.
• Ingo Fender & Martin Scheicher, 2008, "The ABX: how do the markets price subprime mortgage risk?," BIS Quarterly Review, Bank for International Settlements, September.
• Richhild Moessner & William Nelson, 2008, "Central bank policy rate guidance and financial market functioning," BIS Working Papers, Bank for International Settlements, number 246, Feb.
• James E. Pesando & Pauline M. Shum, 2008, "The Auction Market For Modern Prints: Confirmations, Contradictions, And New Puzzles," Economic Inquiry, Western Economic Association International, volume 46, issue 2, pages 149-159, April, DOI: 10.1111/j.1465-7295.2007.00070.x.
• Asaf Zussman & Noam Zussman & Morten Ørregaard Nielsen, 2008, "Asset Market Perspectives on the Israeli–Palestinian Conflict," Economica, London School of Economics and Political Science, volume 75, issue 297, pages 84-115, February, DOI: 10.1111/j.1468-0335.2007.00607.x.
• Luc Renneboog & Peter G. Szilagyi, 2008, "Corporate Restructuring and Bondholder Wealth," European Financial Management, European Financial Management Association, volume 14, issue 4, pages 792-819, September, DOI: 10.1111/j.1468-036X.2007.00414.x.
• Philipp M. Schlumpf & Markus M. Schmid & Heinz Zimmermann, 2008, "The First‐ and Second‐Hand Effect of Analysts' Stock Recommendations: Evidence from the Swiss Stock Market," European Financial Management, European Financial Management Association, volume 14, issue 5, pages 962-988, November, DOI: 10.1111/j.1468-036X.2007.00435.x.
• Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008, "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, volume 63, issue 1, pages 159-196, February, DOI: 10.1111/j.1540-6261.2008.01313.x.
• Giovanni Cespa, 2008, "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, volume 63, issue 2, pages 639-672, April, DOI: 10.1111/j.1540-6261.2008.01327.x.
• Dirk Hackbarth & Erwan Morellec, 2008, "Stock Returns in Mergers and Acquisitions," Journal of Finance, American Finance Association, volume 63, issue 3, pages 1213-1252, June, DOI: 10.1111/j.1540-6261.2008.01356.x.
• Rui Albuquerque & Eva De Francisco & Luis B. Marques, 2008, "Marketwide Private Information in Stocks: Forecasting Currency Returns," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2297-2343, October, DOI: 10.1111/j.1540-6261.2008.01398.x.
• Jose M. Marin & Jacques P. Olivier, 2008, "The Dog That Did Not Bark: Insider Trading and Crashes," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2429-2476, October, DOI: 10.1111/j.1540-6261.2008.01401.x.
• Kirsten H. Heppke‐Falk & Guntram B. Wolff, 2008, "Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder," Kyklos, Wiley Blackwell, volume 61, issue 3, pages 425-446, August, DOI: 10.1111/j.1467-6435.2008.00411.x.
• Knut Are Aastveit & Tørres G. Trovik, 2008, "Nowcasting Norwegian GDP: The role of asset prices in a small open economy," Working Paper, Norges Bank, number 2007/09, Jan.
• Lorán Chollete & Randi Næs & Johannes A. Skjeltorp, 2008, "The risk components of liquidity," Working Paper, Norges Bank, number 2008/03, Mar.
• Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2008, "Liquidity at the Oslo Stock Exchange," Working Paper, Norges Bank, number 2008/09, May.
• Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008, "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper, Norges Bank, number 2008/19, Nov.
• Francis X. Diebold & Georg H. Strasser, 2008, "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," Boston College Working Papers in Economics, Boston College Department of Economics, number 693, Oct, revised 24 Apr 2012.
• Kiril Danailov Kossev, 2008, "The Banking Sector and the Great Depression in Bulgaria, 1924 - 1938: Interlocking and Financial Sector Profitability," Working Papers, Bank of Greece, number 76, Jun.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2008, "A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets," Working Papers, Bank of Greece, number 91, Oct.
• Davide Pettenuzzo & Allan G. Timmermann & Rossen I. Valkanov, 2008, "Return Predictability under Equilibrium Constraints on the Equity Premium," Working Papers, Brandeis School of Business and Economics, number 37, Oct.
• Ricardo Fuscaldi de Figueiredo Baptista & Pedro L. Valls Pereira, 2008, "Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 2, pages 205-234.
• Tambakis, D.N., 2008, "Feedback Trading and Intermittent Market Turbulence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0847, Oct.
• Lucy Beverley, 2008, "Stock Market Event Studies and Competition Commission Inquiries," Working Papers, Centre for Competition Policy, University of East Anglia, number 08-16, Mar.
• Wong, Woon K & Copeland, Laurence & Lu, Ralph, 2008, "The Other Side of the Trading Story: Evidence from NYSE," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/12, Jul.
• Kyriacou, Kyriacos & Luintel, Kul B & Mase, Bryan, 2008, "Private Information in Executives' Option Trades: Evidence from the UK," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/4, Feb.
• Wong, Woon K & Tan, Dijun & Tian, Yixiang, 2008, "Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/8, Apr.
• Mariana Conte Grand, 2008, "Revisión de la literatura sobre cuantificación del valor reputacional ambiental," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 381, Sep.
• Samuel Koumkwa & Raúl Susmel, 2008, "Arbitrage and convergence: Evidence from Mexican ADRs," Journal of Applied Economics, Universidad del CEMA, volume 11, pages 399-425, November.
• Frantisek Kopriva, 2008, "Source of Information-Driven Trading on the Prague Stock Exchange," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp365, Sep.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007, "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series, CESifo, number 2046.
• Christoph Moser & Axel Dreher, 2007, "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," CESifo Working Paper Series, CESifo, number 2177.
• Walter Kraemer & Sebastian Schich, 2008, "Large-Scale Disasters and the Insurance Industry," CESifo Working Paper Series, CESifo, number 2243.
• Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008, "No-Trade in the Laboratory," CESifo Working Paper Series, CESifo, number 2436.
• Lukas Menkhoff, 2008, "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series, CESifo, number 2473.
• Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008, "Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach," CESifo Working Paper Series, CESifo, number 2502.
• Isabel Maria Pereira Viegas Vieira, 2008, "Contagion effects of the US Subprime Crisis on Developed Countries," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2008_08.
• Aeljandro Reveiz Herault & Sebastian Rojas, 2008, "The case for active management from the perspective of Complexity Theory," Borradores de Economia, Banco de la Republica, number 4566, Mar.
• Alejandro Reveiz Herault, 2008, "The Factor-Portfolios Approach to Asset Management using Genetic Algorithms," Borradores de Economia, Banco de la Republica, number 4626, Apr.
• Darcy Fuenzalida & Samuel Mongrut & Mauricio Nash, 2008, "Stock Splits En La Bolsa De Valores De Lima: ¿Afectan El Rendimiento Y La Liquidez De Los Títulos?," Estudios Gerenciales, Universidad Icesi.
• Alexander Bastidas M., 2008, "Incertidumbre de la prima de riesgo del mercado accionario de Colombia 1991-2007," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Rafael Di Tella & Alexander Dyck, 2008, "Cost Reductions, Cost Padding, and Stock Market Prices: the Chilean Experience with Price-Cap Regulation," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 155-196.
• Alberto Gómez Mejía, 2008, "Modelos EGARCH Aplicados a la prueba del CAPM y los Modelos multifactoriales párrafo Acciones colombianas (2002-2008)," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.227.
• Adriana Patricia López Velázquez & N�stor Juan Sanabria Landaz�bal, 2008, "Bogotá: metrópoli de conflictos," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.225.
• Santiago Manuel Sáenz Torres & Salom�n Helfgott Lerner, 2008, "Evaluación del impacto de la agricultura de conservación en la reconversión agropecuaria sustentable de la región centro-andina colombiana," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.220.
• Mariano Gonzalez Sanchez & Ignacio Velez-Pareja & Ana Isabel Mateos Ansotegui, 2008, "La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera," Proyecciones Financieras y Valoración, Master Consultores, number 4707, Jun.
• Grüner, Hans Peter, 2008, "Capital Markets, Information Aggregation and Inequality: Theory and Experimental Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 6750, Mar.
• Foucault, Thierry & Cespa, Giovanni, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers, Centre for Economic Policy Research, number 6794, Apr.
• Duso, Tomaso & Clougherty, Joseph A., 2008, "The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger," CEPR Discussion Papers, Centre for Economic Policy Research, number 6867, Jun.
• Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers, Centre for Economic Policy Research, number 6878, Jun.
• Foucault, Thierry & Thesmar, David & Sraer, David, 2008, "Individual Investors and Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 6915, Jul.
• Vives, Xavier, 2008, "Strategic Supply Function Competition with Private Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 6960, Sep.
• Dunne, Peter G & Hau, Harald & Moore, Michael, 2008, "A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6969, Sep.
• DeMarzo, Peter & Acharya, Viral & Kremer, Ilan, 2008, "Endogenous Information Flows and the Clustering of Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, number 6985, Oct.
• Tristan Boyer & Elena Chane-Alune, 2008, "IFRS and the Need for Non-Financial Information," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 08-06.
• Eleni Thanou & Dikaios Tserkezos, 2008, "Nonlinear Diachronic Effects Between Stock Returns and Mutual Fund Flows: Additional Empirical Evidence from the Athens Stocks Exchange," Working Papers, University of Crete, Department of Economics, number 0826, Mar.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2008, "Modelling and Measuring Price Discovery in Commodity Markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 15951.
• 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.
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• 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.
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• Wang, Daxue, 2008, "Herd behavior towards the market index: Evidence from 21 financial markets," IESE Research Papers, IESE Business School, number D/776, Dec.
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• 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.
• Per-Olof Bjuggren & Daniel Wiberg, 2008, "Industry specific effects in investment performance and valuation of firms," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 3, pages 279-291, July, DOI: 10.1007/s10663-008-9064-5.
• Glen Larsen & Bruce Resnick, 2008, "Return enhancement trading strategies for size based portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 21-45, March, DOI: 10.1007/s11408-007-0069-z.
• Dieter Hess & He Huang & Alexandra Niessen, 2008, "How do commodity futures respond to macroeconomic news?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 2, pages 127-146, June, DOI: 10.1007/s11408-008-0074-x.
• François-Éric Racicot & Raymond Théoret & Alain Coën, 2008, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 1, pages 112-124, February, DOI: 10.1007/s11294-008-9134-2.
• Hoje Jo & Yongtae Kim, 2008, "Ethics and Disclosure: A Study of the Financial Performance of Firms in the Seasoned Equity Offerings Market," Journal of Business Ethics, Springer, volume 80, issue 4, pages 855-878, July, DOI: 10.1007/s10551-007-9473-6.
• Shinhua Liu, 2008, "Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 1, pages 77-91, August, DOI: 10.1007/s10693-008-0034-7.
• João Duque & Inês Pinto, 2008, "Regulatory disclosure via the internet: does it make financial markets more efficient?," Journal of Regulatory Economics, Springer, volume 33, issue 1, pages 5-19, February, DOI: 10.1007/s11149-007-9043-y.
• Mahmud Hossain, 2008, "Change in value relevance of quarterly foreign sales data of U.S. multinational corporations after adopting SFAS 131," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 1, pages 1-23, January, DOI: 10.1007/s11156-007-0040-0.
• Rani Hoitash & Murugappa (Murgie) Krishnan, 2008, "Herding, momentum and investor over-reaction," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 1, pages 25-47, January, DOI: 10.1007/s11156-007-0042-y.
• Mark Cassano & Bing Han, 2008, "Option volume, strike distribution, and foreign exchange rate movements," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 1, pages 49-67, January, DOI: 10.1007/s11156-007-0041-z.
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• John Becker-Blease & Afshad Irani, 2008, "Do corporate governance attributes affect adverse selection costs? Evidence from seasoned equity offerings," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 3, pages 281-296, April, DOI: 10.1007/s11156-007-0051-x.
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• Ben Marshall & Martin Young & Rochester Cahan, 2008, "Are candlestick technical trading strategies profitable in the Japanese equity market?," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 2, pages 191-207, August, DOI: 10.1007/s11156-007-0068-1.
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• Vinay Datar & Raymond So & Yiuman Tse, 2008, "Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 379-393, November, DOI: 10.1007/s11156-008-0084-9.
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