Research classified by Journal of Economic Literature (JEL) codes

2006

• Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006, "Corporate Reputation and Stock Returns; are good firm good for investors?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-05, Jul.
• Xiafei Li & Chris Brooks & Joelle Miffre, 2006, "Momentum Profits and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-09, Aug, revised Sep 2006.
• Martin Lettau & Stijn Van Nieuwerburgh, 2006, "Reconciling the Return Predictability Evidence," 2006 Meeting Papers, Society for Economic Dynamics, number 29.
• Toni M. Whited & Lu Zhang, 2006, "Testing the q-Theory of Anomalies," 2006 Meeting Papers, Society for Economic Dynamics, number 380.
• Pamela Labadie, 2006, "Allocation of Individual Risks in a Market Economy," 2006 Meeting Papers, Society for Economic Dynamics, number 672.
• Makoto Nirei, 2006, "Herd Behavior and Fat Tails in Financial Markets," 2006 Meeting Papers, Society for Economic Dynamics, number 879.
• Hyytinen, Ari & Maliranta, Mika, 2006, "When Do Employees Leave Their Job for Entrepreneurship: Evidence from Linked Employer-Employee Data," Discussion Papers, The Research Institute of the Finnish Economy, number 1023.
• Hamish Anderson & Lawrence Rose, 2006, "Pricing effects of private seasoned equity issues in New Zealand's laissez-faire regulatory environment," Journal of Financial Transformation, Capco Institute, volume 18, pages 71-78.
• Paul Zarembka, 2006, "Initiation of the 9-11 Operation, with Evidence of Insider Trading Beforehand," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, chapter 2, in: Paul Zarembka, "THE HIDDEN HISTORY OF 9-11-2001".
• Paul Zarembka (ed.), 2006, "The Hidden History Of 9-11-2001," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm23a, ISBN: ARRAY(0x64626ce0).
• J. Annaert & W. Van Hyfte, 2006, "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/376, Mar.
• Bruce Mizrach, 2006, "Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility," Departmental Working Papers, Rutgers University, Department of Economics, number 200602, Jan.
• Bruce Mizrach & Chris Neely, 2006, "The Transition to Electronic Trading in the Secondary Treasury Market," Departmental Working Papers, Rutgers University, Department of Economics, number 200603, Jan.
• Bruce Mizrach & Susan Weerts, 2006, "Highs and Lows: A Behavioral and Technical Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 200610, Aug.
• Cemal Berk OÄŸuzsoy & Sibel Güven, 2006, "Turn of the Month and Turn of the Month Surrounding Days Effects in Istanbul Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 1, pages 1-13, April, DOI: 10.1177/097265270500500101.
• George Filis, 2006, "Testing for Market Efficiency in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 2, pages 121-133, August, DOI: 10.1177/097265270600500201.
• Jangkoo Kang & Chang Joo Lee & Soonhee Lee, 2006, "An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 3, pages 235-261, December, DOI: 10.1177/097265270600500303.
• Holger Daske & Günther Gebhardt & Stefan Klein, 2006, "Estimating the Expected Cost of Equity Capital Usind Analysts’ Consensus Forecasts," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 58, issue 1, pages 2-36, January.
• Geraldine Ryan, 2006, "The predictive power of the present value model of stock prices," Computing in Economics and Finance 2006, Society for Computational Economics, number 102, Jul.
• Panayiotis C. Andreou & Chris Charalambous & Spiros H. Martzoukos, 2006, "Artificial Neural Network Enhanced Parametric Option Pricing," Computing in Economics and Finance 2006, Society for Computational Economics, number 118, Jul.
• Daxue Wang, 2006, "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006, Society for Computational Economics, number 182, Jul.
• Kyriacos Kyriacou & Bryan Mase, 2006, "The Information Contained in the Exercise of Executive Stock Options," Computing in Economics and Finance 2006, Society for Computational Economics, number 193, Jul.
• Olivier Brandouy & Philippe Mathieu, 2006, "A Broad-Spectrum Computational Approach for Market Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 492, Jul.
• B. Mizrach, 2006, "Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility," Competition and Regulation in Network Industries, Intersentia, volume 7, issue 4, pages 471-486, December.
• Claudio Loderer & Marc-André Mittermayer, 2006, "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue I, pages 79-114, March.
• Manuel Ammann & Ralf Seiz & Martin Zulauf, 2006, "Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue IV, pages 447-477, December.
• Andreas M. Fischer, 2006, "Measuring Income Elasticity for Swiss Money Demand: What do the Cantons say about Financial Innovation?," Working Papers, Swiss National Bank, number 2006-01.
• Charlotte Christiansen & Angelo Ranaldo, 2006, "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Working Papers, Swiss National Bank, number 2006-02.
• Angelo Ranaldo, 2006, "Intraday Market Dynamics Around Public Information Arrivals," Working Papers, Swiss National Bank, number 2006-11.
• Marie Briere & Aurélie Cohen, 2006, "A quoi réagit le marchés des obligations privées?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-003.RS.
• Marie Briere, 2006, "Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 38.
• Georg Stadtmann, 2006, "Frequent News and Pure Signals: The Case of a Publicly Traded Football Club," IASE Conference Papers, International Association of Sports Economists, number 0625, May.
• Georg Stadtmann, 2006, "Frequent News and Pure Signals: The Case of a Publicly Traded Football Club," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0603, Jun.
• John D. Burger & Richard D. Grayson & Stephen J.K. Walters, 2006, "Initial Public Offerings of Ballplayers," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0624, Oct.
• Westerhoff, Frank H. & Dieci, Roberto, 2006, "The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 2, pages 293-322, February.
• Menkhoff, Lukas & Schmeling, Maik, 2006, "A prospect-theoretical interpretation of momentum returns," Economics Letters, Elsevier, volume 93, issue 3, pages 360-366, December.
• Menkhoff, Lukas & Schmidt, Ulrich & Brozynski, Torsten, 2006, "The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence," European Economic Review, Elsevier, volume 50, issue 7, pages 1753-1766, October.
• Schulmeister, Stephan, 2006, "The interaction between technical currency trading and exchange rate fluctuations," Finance Research Letters, Elsevier, volume 3, issue 3, pages 212-233, September.
• Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2006, "Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts," Journal of Financial Stability, Elsevier, volume 2, issue 1, pages 28-54, April.
• De Broeck, Mark & Slok, Torsten, 2006, "Interpreting real exchange rate movements in transition countries," Journal of International Economics, Elsevier, volume 68, issue 2, pages 368-383, March.

2005

• Goldbaum, David, 2005, "Market efficiency and learning in an endogenously unstable environment," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 5, pages 953-978, May.
• van Baalen, Peter & Bloemhof-Ruwaard, Jacqueline & van Heck, Eric, 2005, "Knowledge Sharing in an Emerging Network of Practice:: The Role of a Knowledge Portal," European Management Journal, Elsevier, volume 23, issue 3, pages 300-314, June.
• Karuppiah, Jeyanthi & Los, Cornelis A., 2005, "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, volume 14, issue 2, pages 211-246.
• Manganelli, Simone, 2005, "Duration, volume and volatility impact of trades," Journal of Financial Markets, Elsevier, volume 8, issue 4, pages 377-399, November.
• Fred Ramb & Markus Reitzig, 2005, "Who do you trust while Shares are on a Roler-Coaster Ride? Balance Sheet and Patent Data as Sources of Investor Information During Volatile Market Times," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 05-15.
• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005, "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, volume 95, issue 5, pages 1403-1426, December.
• Marco Cipriani & Antonio Guarino, 2005, "Herd Behavior in a Laboratory Financial Market," American Economic Review, American Economic Association, volume 95, issue 5, pages 1427-1443, December.
• Eskandar A. Tooma, 2005, "Evaluating the Peformance of Symmetric Price Limits: Evidence from the Egyptian Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 7, issue 2, pages 18-41.
• Lanfranco, Bruno A., 2005, "Cobertura del riesgo precios en los mercados de futuros para carne bovina en el marco de la experiencia uruguaya de 1993," Serie Tecnica, Instituto Nacional de Investigacion Agropecuaria (INIA), number 121755, Dec, DOI: 10.22004/ag.econ.121755.
• Lima, Roberto Arruda de Souza & Shirota, Ricardo, None, "Influência do Capital Social no Mercado de Crédito Rural," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 43, issue 01, pages 1-18, DOI: 10.22004/ag.econ.156118.
• Rosemarie Bröker Bone, 2005, "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 037.
• Srecko Devjak & Andraz Grum, 2005, "Market Risk Control In Stable Paretian Markets," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 14, issue 2, pages 147-160, december.
• Orlin Todorov, 2005, "Certain Financial Problems the Small and Medium Enterprises Face in the Countries of the European Economic Area (EEA)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 103-123.
• Michael R. King & Rasmus Fatum, 2005, "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers, Bank of Canada, number 05-21, DOI: 10.34989/swp-2005-21.
• Michael R. King & Maksym Padalko, 2005, "Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Staff Working Papers, Bank of Canada, number 05-3, DOI: 10.34989/swp-2005-3.
• Marcello Pericoli, 2005, "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 545, Feb.
• Francesco Franzoni & José M. Marín, 2015, "Portable Alphas from Pension Mispricing," Working Papers, Barcelona School of Economics, number 227, Sep.
• Koresh Galil, 2005, "Ratings as Predictors of Default in the Long Term:an Empirical Investigation," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0505.
• Jeffery D Amato & Jacob Gyntelberg, 2005, "CDS index tranches and the pricing of credit risk correlations," BIS Quarterly Review, Bank for International Settlements, March.
• Fabio Fornari, 2005, "The rise and fall of US dollar interest rate volatility: evidence from swaptions," BIS Quarterly Review, Bank for International Settlements, September.
• Jeffery D Amato, 2005, "Risk aversion and risk premia in the CDS market," BIS Quarterly Review, Bank for International Settlements, December.
• Jacob Gyntelberg & Guonan Ma & Eli M Remolona, 2005, "Corporate bond markets in Asia," BIS Quarterly Review, Bank for International Settlements, December.
• Jeffery D. Amato & Eli M Remolona, 2005, "The pricing of unexpected credit losses," BIS Working Papers, Bank for International Settlements, number 190, Nov.
• Virginia Goday & Bertrand Gruss & Jorge Ponce, 2005, "Depositors’ Discipline in Uruguayan Banks," Documentos de trabajo, Banco Central del Uruguay, number 2005003, Jul.
• Rossitza B. Wooster & Craig A. Gallet, 2005, "Settling the Smoke: Public Policy and Shareholder Wealth in the Cigarette Industry," Contemporary Economic Policy, Western Economic Association International, volume 23, issue 2, pages 211-223, April, DOI: 10.1093/cep/byi016.
• William N. Goetzmann & Ning Zhu, 2005, "Rain or Shine: Where is the Weather Effect?," European Financial Management, European Financial Management Association, volume 11, issue 5, pages 559-578, November, DOI: 10.1111/j.1354-7798.2005.00298.x.
• Zoran Ivković & Scott Weisbenner, 2005, "Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments," Journal of Finance, American Finance Association, volume 60, issue 1, pages 267-306, February, DOI: 10.1111/j.1540-6261.2005.00730.x.
• Michael J. Fleming & Kenneth D. Garbade & Frank Keane, 2005, "Anomalous Bidding In Short‐Term Treasury Bill Auctions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 28, issue 2, pages 165-176, June, DOI: 10.1111/j.1475-6803.2005.00119.x.
• Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005, "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper, Norges Bank, number 2005/12, Nov.
• Panayiotis P. Athanasoglou & Ioannis G. Asimakopoulos & Evangelia A. Georgiou, 2005, "The effect of merger and acquisition announcement on Greek bank stock returns," Economic Bulletin, Bank of Greece, issue 24, pages 27-44, January.
• Asaf Zussman & Noam Zussman, 2005, "Targeted Killings: Evaluating the Effectiveness of a Counterterrorism Policy," Bank of Israel Working Papers, Bank of Israel, number 2005.02, Jan.
• Alba Regina Moretti & Beatriz Vaz de Melo Mendes, 2005, "Measuring the Influence of the US Market over Observed Interdependencies in Latin America," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 1, pages 123-137.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
• Tung Liu & Gary Santoni & Courtenay Cliff Stone, 2005, "Federal Securities Regulations and Stock Market Returns," Working Papers, Ball State University, Department of Economics, number 200501, Jan, revised Jan 2005.
• Hall, Bronwyn H. & Jaffe, A & Trajtenberg, M, 2005, "Market value and patent citations," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt0cs6v2w7, Jan.
• Rodolfo Apreda, 2005, "How trade splits up information sets and dealers carry out their brokerage of asymmetric information," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 288, Mar.
• Mariana Conte Grand & Vanesa V. D'Elia, 2005, "Environmental news and stock markets performance: Further evidence for Argentina," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 300, Aug.
• Carlo Rosa & Giovanni Verga, 2005, "The Importance of the Wording of the ECB," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0694, Jun.
• Jan Hanousek & Evzen Kocenda, 2005, "Learning by Bidding: Evidence from a Large-Scale Natural Experiment," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp247, Jan.
• Marc-Andreas Muendler, 2005, "Rational Information Choice in Financial Market Equilibrium," CESifo Working Paper Series, CESifo, number 1436.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005, "Advisors and Asset Prices: A Model of the Origins of Bubbles," Levine's Bibliography, UCLA Department of Economics, number 122247000000001003, Dec.
• Massa, Massimo & Locarno, Alberto, 2005, "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4828, Jan.
• Voth, Hans-Joachim & Ferguson, Thomas, 2005, "Betting on Hitler - The Value of Political Connections in Nazi Germany," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5021, Apr.
• Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005, "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5159, Aug.
• Acharya, Viral & Johnson, Tim, 2005, "Insider Trading in Credit Derivatives," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5180, Aug.
• Wilhelm Jr, William J & Chen, Zhaohui, 2005, "The Industrial Organization of Financial Market Information Production," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5314, Oct.
• Schotman, Peter C & Zalewska, Ania, 2005, "Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5352, Nov.
• Klor, Esteban & Berrebi, Claude, 2005, "The Impact of Terrorism Across Industries: An Empirical Study," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5360, Nov.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan & ,, 2005, "Demand-Based Option Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5420, Dec.
• Augustin Landier & David Sraer & David Thesmar, 2005, "Bottom-Up Corporate Governance," Working Papers, Center for Research in Economics and Statistics, number 2005-30.
• Jan Bo Jakobsen & Torben Voetmann, 2005, "A New Approach for Interpreting Long-Run Returns, Applied to IPO and SEO Stocks," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 337-363, November.
• Mark A. Carlson & Galina B. Hale, 2005, "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1506, Apr.
• Donald J. Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1518, Jun.
• Timo Baas & Mechthild Schrooten, 2005, "Theoretische Analyse der Gewinnsituation im deutschen Bankensektor: Kreditvergabestrategie sichert Sparkassen und Genossenschaftsbanken Vorteile," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 502.
• Jeanjean, Thomas & Cazavan-Jeny, Anne, 2005, "Levels of voluntary disclosure in IPO prospectuses : an empirical analysis," HEC Research Papers Series, HEC Paris, number 827, Dec.
• Tinn, Katrin, 2005, "Optimal research in financial markets with heterogeneous private information: a rational expectations model," Working Paper Series, European Central Bank, number 493, Jun.
• Durré, Alain & Giot, Pierre, 2005, "An international analysis of earnings, stock prices and bond yields," Working Paper Series, European Central Bank, number 515, Aug.
• Cappiello, Lorenzo & De Santis, Roberto A., 2005, "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series, European Central Bank, number 529, Sep.
• Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005, "Investor Overconfidence and the Forward Discount Puzzle," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-21, Oct.
• Hirshleifer, David & Teoh, Siew Hong, 2005, "Limited Investor Attention and Stock Market Misreactions to Accounting Information," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-24, Nov.
• Hail, Luzi & Leuz, Christian, 2005, "Cost of Capital and Cash Flow Effects of U.S. Cross Listings," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 05-2, Apr.
• G. Lim, 2005, "Bounded dividends, earnings and fundamental stock values," Empirical Economics, Springer, volume 30, issue 2, pages 411-426, September, DOI: 10.1007/s00181-005-0240-1.
• H. Bakhshi & G. Kapetanios & T. Yates, 2005, "Rational expectations and fixed-event forecasts: An application to UK inflation," Empirical Economics, Springer, volume 30, issue 3, pages 539-553, October, DOI: 10.1007/s00181-005-0262-8.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2005, "Genetic multi-model composite forecast for non-linear prediction of exchange rates," Empirical Economics, Springer, volume 30, issue 3, pages 643-663, October, DOI: 10.1007/s00181-005-0249-5.
• Emanuela Sciubba, 2005, "Asymmetric information and survival in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 2, pages 353-379, February, DOI: 10.1007/s00199-003-0434-8.
• Giovanni Cespa, 2005, "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 4, pages 983-997, June, DOI: 10.1007/s00199-003-0461-5.
• Giulio Bottazzi & Giovanna Devetag, 2005, "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, Springer, in: Thomas Lux & Eleni Samanidou & Stefan Reitz, "Nonlinear Dynamics and Heterogeneous Interacting Agents", DOI: 10.1007/3-540-27296-8_2.
• Partha S. Mohanram, 2005, "Separating Winners from Losers among LowBook-to-Market Stocks using Financial Statement Analysis," Review of Accounting Studies, Springer, volume 10, issue 2, pages 133-170, September, DOI: 10.1007/s11142-005-1526-4.
• Joseph D. Piotroski, 2005, "Discussion of “Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis”," Review of Accounting Studies, Springer, volume 10, issue 2, pages 171-184, September, DOI: 10.1007/s11142-005-1527-3.
• Guohua Jiang & Charles M. C. Lee & Yi Zhang, 2005, "Information Uncertainty and Expected Returns," Review of Accounting Studies, Springer, volume 10, issue 2, pages 185-221, September, DOI: 10.1007/s11142-005-1528-2.
• Paul Schultz, 2005, "Discussion of “Information Uncertainty and Expected Returns”," Review of Accounting Studies, Springer, volume 10, issue 2, pages 223-226, September, DOI: 10.1007/s11142-005-1529-1.
• James A. Ohlson, 2005, "On Accounting-Based Valuation Formulae," Review of Accounting Studies, Springer, volume 10, issue 2, pages 323-347, September, DOI: 10.1007/s11142-005-1534-4.
• James A. Ohlson & Beate E. Juettner-Nauroth, 2005, "Expected EPS and EPS Growth as Determinantsof Value," Review of Accounting Studies, Springer, volume 10, issue 2, pages 349-365, September, DOI: 10.1007/s11142-005-1535-3.
• Rowland K. Atiase & Haidan Li & Somchai Supattarakul & Senyo Tse, 2005, "Market Reaction to Multiple Contemporaneous Earnings Signals: Earnings Announcements and Future Earnings Guidance," Review of Accounting Studies, Springer, volume 10, issue 4, pages 497-525, December, DOI: 10.1007/s11142-005-4211-8.
• André Güttler, 2005, "Wird die Ad-hoc-Publizität korrekt umgesetzt? Eine empirische Analyse unter Einbezug von Unternehmen des Neuen Markts," Schmalenbach Journal of Business Research, Springer, volume 57, issue 3, pages 237-259, May, DOI: 10.1007/BF03372765.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_9.
• Torben Lütje & Lukas Menkhoff, 2005, "Risk Management, Rational Herding and Institutional Investors: A Macro View," Springer Books, Springer, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel, "Risk Management", DOI: 10.1007/3-540-26993-2_40.
• Lukas Menkhoff & Ulrich Schmidt, 2005, "The use of trading strategies by fund managers: some first survey evidence," Applied Economics, Taylor & Francis Journals, volume 37, issue 15, pages 1719-1730, DOI: 10.1080/00036840500217606.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-62.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-97.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2005-025.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2005-016.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM, Tilburg University, School of Economics and Management, number 059428e3-2ed6-42e2-8d3c-2.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM, Tilburg University, School of Economics and Management, number 12ebc2dc-8f53-4136-b360-6.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1deb12a0-54a3-47f7-9626-5.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2cc19d5c-a469-4877-a6f4-a.
• Marco Cipriani & Antonio Guarino, 2005, "Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 315-321, 04/05.
• Kathy Yuan, 2005, "The Liquidity Service Of Benchmark Securities," Journal of the European Economic Association, MIT Press, volume 3, issue 5, pages 1156-1180, September.
• Robert P. Flood & Andrew K. Rose, 2005, "Financial Integration: A New Methodology And An Illustration," Journal of the European Economic Association, MIT Press, volume 3, issue 6, pages 1349-1359, December.
• Nöldeke, Georg & Tröger, Thomas, 2005, "A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 43, May.
• Giulio Bottazzi & Giovanna Devetag, 2005, "Expectations structure in asset pricing experiments," CEEL Working Papers, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia, number 0503.
• Alar Kein, 2005, "An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology, number 120.
• Pilar Abad Romero & M. Dolores Robles Fernández, 2005, "Risk and returns around bond rating changes: New evidence from the Spanish Stock Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0505.
• Matthew C. Clayton & Jay C. Hartzell & Joshua Rosenberg, 2005, "The Impact of CEO Turnover on Equity Volatility," The Journal of Business, University of Chicago Press, volume 78, issue 5, pages 1779-1808, September, DOI: 10.1086/431442.
• Yanna Wu & Subhash C. Ray, 2005, "Technical Efficiency and Stock Market Reaction to Horizontal Mergers," Working papers, University of Connecticut, Department of Economics, number 2005-05, Mar.
• Luca Grilli & Angelo Sfrecola, 2005, "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 14-2005, Jun.
• David Veredas, 2005, "Macro surprises and short-term behavior in bond futures," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136194.
• Roland Gillet & Ariane Szafarz, 2005, "L'efficience informationnelle des marchés: une hypothèse, et au-delà?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/14397.
• Roland Gillet & Ariane Szafarz, 2005, "L’efficience informationnelle des marchés. Une hypothèse, et au-delà ?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/669.
• Antonio Gledson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos, 2005, "Venture capital as human resource management," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp470.
• Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005, "The weekend trading profitability: evidence from international mutual funds," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-10, Jan.
• Al-Zoubi, Haitham A. & Daal, Elton, 2005, "A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-06, Aug.
• Fernando Lago, 2005, "Tres ensayos sobre crisis financieras basadas en fundamentals," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 22, issue 45, pages 1-66, july-dece.
• Francesco Franzoni & José M. Marín, 2005, "Pension plan funding and stock market efficiency," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 871, Jun.
• José M. Marín & Francesco Franzoni, 2005, "Portable alphas from pension mispricing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 894, Oct.
• Flynn, Sean M., 2005, "Noise-trading, Costly Arbitrage, and Asset Prices: Evidence from US Closed-end Funds," Vassar College Department of Economics Working Paper Series, Vassar College Department of Economics, number 71, Sep.
• Laura Nyantung Beny, 2005, "Do Insider Trading Laws Matter? Some Preliminary Comparative Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp741, Jan.
• Solomon Tadesse, 2005, "Stock Markets Liquidity, Corporate Governance and Small Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp883, Jun.
• Stephan Schulmeister, 2005, "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," WIFO Working Papers, WIFO, number 264, Dec.
• Vadim Marmer, 2005, "Nonlinearity, Nonstationarity and Spurious Forecasts," Econometrics, University Library of Munich, Germany, number 0503002, Mar, revised 15 Dec 2005.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005, "Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks," Econometrics, University Library of Munich, Germany, number 0509006, Sep.
• Marco Cipriani & Antonio Guarino, 2005, "Herd Behavior in a Laboratory Financial Market," Experimental, University Library of Munich, Germany, number 0502002, Feb.
• Carl Plat, 2005, "A Double Auction Market with Signals of Varying Precision," Experimental, University Library of Munich, Germany, number 0508004, Aug.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance, University Library of Munich, Germany, number 0503014, Mar, revised 17 Jan 2006.
• Ulrich Pape & Stephan Schmidt-Tank, 2005, "Liquidity Effects of Changes in a Pan-European Stock Index," Finance, University Library of Munich, Germany, number 0503016, Mar.
• Silvio John Camilleri & Christopher J. Green, 2005, "An Analysis of the Impacts of Non-Synchronous Trading On," Finance, University Library of Munich, Germany, number 0504020, Apr.
• Sutthisit Jamdee & Cornelis A. Los, 2005, "Long Memory Options: LM Evidence and Simulations," Finance, University Library of Munich, Germany, number 0505003, May.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance, University Library of Munich, Germany, number 0505009, May, revised 17 Jan 2006.
• Michael Kaestner, 2005, "Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?," Finance, University Library of Munich, Germany, number 0505018, May, revised 03 Oct 2005.
• Silvio John Camilleri & Christopher J. Green, 2005, "The Impact of the Suspension of Opening and Closing Call," Finance, University Library of Munich, Germany, number 0506006, Jun.
• Silvio John Camilleri, 2005, "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance, University Library of Munich, Germany, number 0507006, Jul.
• Manuel Ammann & Axel Kind & Christian Wilde, 2005, "Simulation-Based Pricing of Convertible Bonds," Finance, University Library of Munich, Germany, number 0507015, Jul.
• Bernard Paranque & Walter Baets & Henry Pruden, 2005, "Agent Behaviour, Financial Market and Welfare Theory," Finance, University Library of Munich, Germany, number 0508001, Aug, revised 02 Aug 2005.
• Cornelis A. Los, 2005, "The Degree of Stability of Price Diffusion," Finance, University Library of Munich, Germany, number 0508006, Aug.
• Michael Kaestner, 2005, "Prévisions de résultat et réactions : étude de deux sous- réactions sous l’angle du biais d’ancrage," Finance, University Library of Munich, Germany, number 0510002, Oct.
• Alessandro Sansone & Giuseppe Garofalo, 2005, "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance, University Library of Munich, Germany, number 0510026, Oct.
• Dimitris Kenourgios & Nikolaos Pavlidis, 2005, "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance, University Library of Munich, Germany, number 0512011, Dec.
• Dimitris Kenourgios, 2005, "Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market," Finance, University Library of Munich, Germany, number 0512014, Dec.
• Dimitris Kenourgios, 2005, "Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market," Finance, University Library of Munich, Germany, number 0512015, Dec.
• Stephan Schulmeister, 2005, "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," Finance, University Library of Munich, Germany, number 0512033, Dec.
• John Conlon, 2005, "Should Central Banks Burst Bubbles?," Game Theory and Information, University Library of Munich, Germany, number 0508007, Aug.
• Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005, "International equity flows and returns: a quantitative equilibrium approach," International Finance, University Library of Munich, Germany, number 0508006, Aug.
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 2005, "Price Adjustment at Multiproduct Retailers," Industrial Organization, University Library of Munich, Germany, number 0505005, May.
• Yanhua ZHANG, 2005, "Collusion and Commitment in Bank Bailout," Industrial Organization, University Library of Munich, Germany, number 0509011, Sep.
• Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 2005, "The Magnitude of Menu Costs: Direct Evidence from Large U.S. Supermarket Chains," Macroeconomics, University Library of Munich, Germany, number 0505012, May.