Research classified by Journal of Economic Literature (JEL) codes

2008

• Nawazish Mirza & Saima Shahid, 2008, "Size and Value Premium inKarachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 2, pages 1-26, Jul-Dec.
• Nawazish Mirza, 2008, "Size and value premium in Karachi stock exchange," CREB Working papers, Centre for Research in Economics and Business, The Lahore School of Economics, number 1-2008, revised 2008.
• Abul Shamsuddin & Jae H. Kim, 2008, "Short-Horizon Return Predictability in International Equity Markets," Working Papers, School of Economics, La Trobe University, number 1837-2198/978-0-9807041-0.
• Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2008, "Financial Market Reaction to Federal Reserve Communications: Does the Crisis Make a Difference?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200808.
• Bernd Hayo & Matthias Neuenkirch, 2008, "Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200823.
• Philippe Bacchetta & Eric Van Wincoop, 2008, "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 5, pages 837-866, August.
• Catherine Kyrtsou & Michel Terraza, 2008, "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_09, Sep, revised Sep 2008.
• Naoto Isaka & Hiroshi Yoshikawa, 2008, "The Effect of Reductions in Minimum Trading Units on Equity Premiums," Discussion Papers, Meisei University, School of Economics, number 10, Jan.
• Raj Aggarwal & Winston T. Lin & Sunil K. Mohanty, 2008, "Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 1-20, March-Jun.
• David Michayluk & Laurie Prather, 2008, "A Liquidity Motivated Algorithm for Discerning Trade Direction," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 45-66, March-Jun.
• Raj Aggarwal & Sijing Zong, 2008, "Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 241-277, September.
• Judit Páles & Lóránt Varga, 2008, "Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 3, issue 1, pages 44-51, April.
• Csaba Csávás & Lóránt Varga & Csaba Balogh, 2008, "The forint interest rate swap market and the main drivers of swap spreads," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/64.
• Glaser, Markus & López de Silanes, Florencio & Sautner, Zacharias, 2008, "Looking inside a conglomerate : efficiency of internal capital allocation and managerial power within a firm," Papers, Sonderforschungsbreich 504, number 08-24.
• Riccardo Ferretti & Francesco Pattarin, 2008, "Is public information really public? The role of newspapers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0008, Jan.
• Silvia Muzzioli, 2008, "Option based forecasts of volatility: An empirical study in the DAX index options market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0011, May.
• Coluzzi, Chiara & Ginebri, Sergio, 2008, "Order Dynamics in the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp08050, Nov.
• Vinod Mishra & Russell Smyth, 2008, "An Examination Of The Impact Of India'S Performance In One-Day Cricket Internationals On The Indian Stock Market," Monash Economics Working Papers, Monash University, Department of Economics, number 09/08, Apr.
• Mathieu Gatumel & Dominique Guegan, 2008, "Towards an understanding approach of the insurance linked securities market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08006, Jan.
• Mathieu Gatumel & Dominique Guegan, 2008, "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08049, Sep.
• Alexander Subbotin, 2008, "A multi-horizon scale for volatility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08020, Mar.
• Emmanuel F. Jurczenko & Bertrand Maillet & Paul M. Merlin, 2008, "Efficient frontier for robust higher-order moment portfolio selection," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08062, Oct.
• Yong U. Glasure & Massoud Metghalchi, 2008, "Comovement in Equity Price Indexes of the EU Stock Markets: The Information Contents of Samples of Different Frequency," Journal of Economic Insight, Missouri Valley Economic Association, volume 34, issue 2, pages 11-22.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2008, "Information Acquisition and Under-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 13904, Mar.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "Sell Side School Ties," NBER Working Papers, National Bureau of Economic Research, Inc, number 13973, May.
• Ulrike Malmendier & Geoffrey Tate, 2008, "Superstar CEOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 14140, Jun.
• Jon Faust & Jonathan H. Wright, 2008, "Efficient Prediction of Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14169, Jul.
• Gerard Hoberg & Gordon M. Phillips, 2008, "Real and Financial Industry Booms and Busts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14290, Aug.
• Dongmei Li & Lu Zhang, 2008, "Costly External Finance: Implications for Capital Markets Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 14342, Sep.
• Amir E. Khandani & Andrew W. Lo, 2008, "What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14465, Nov.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008, "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14500, Nov.
• Thomas J. Brennan & Andrew W. Lo, 2008, "Impossible Frontiers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14525, Dec.
• Kurt Dew, 2008, "The Definition of Bank and the Subprime Mortgage Crisis: Tying Bank Regulation to Banks’ Risk-Return Trade-offs in the 21st Century," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-17B, Feb.
• Edward J. Kane, 2008, "Ethical Failures in Regulating and Supervising The Pursuit of Safety Net Subsidies," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2008-WP-12, Sep.
• Sebastián Nieto Parra, 2008, "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers, OECD Publishing, number 274, Nov, DOI: 10.1787/227642504346.
• Yoshiro Tsutsui & Kenjiro Hirayama, 2008, "How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 08-32, Sep.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008, "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 2, pages 171-207, Spring.
• Thomas Ferguson & Hans-Joachim Voth, 2008, "Betting on Hitler—The Value of Political Connections in Nazi Germany," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 123, issue 1, pages 101-137.
• Andrea M. Buffa & Giovanna Nicodano, 2008, "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Review of Finance, European Finance Association, volume 12, issue 4, pages 735-765.
• Daniel J. Bradley & Bradford D. Jordan & Jay R. Ritter, 2008, "Analyst Behavior Following IPOs: The 'Bubble Period' Evidence," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 101-133, January.
• Ivo Welch & Amit Goyal, 2008, "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1455-1508, July.
• Martin Lettau & Stijn Van Nieuwerburgh, 2008, "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1607-1652, July.
• Matti Keloharju & Samuli Knüpfer & Sami Torstila, 2008, "Do Retail Incentives Work in Privatizations?," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 5, pages 2061-2095, September.
• Nevzat Eren & Han N. Ozsoylev, 2008, "Hype and Dump Manipulation," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe08, Jan.
• Gabriel Desgranges & Celine Rochon, 2008, "Conformism, Public News and Market Efficiency," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe16, Jan.
• Tim Jenkinson & Tarun Ramadorai, 2008, "Do Investors Value High Levels of Regulation?," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe18, Jan.
• Maria Semenova, 2008, "Information Sharing in Credit Markets: Incentives for Incorrect Information Reporting," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 50, issue 3, pages 381-415, September.
• Jim Wong & Tom Pak-Wing Fong & Eric Tak-Chuen Wong & Ka-Fai Choi, 2008, "Determinants of the Performance of Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 4, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_4.
• Francis X. Diebold & Georg H. Strasser, 2008, "On the Correlation Structure of Microstructure Noise in Theory and Practice," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-038, Oct.
• José Eduardo Correia & João Duque, 2008, "Dilution and Dividend Effects on the Portuguese Equity Warrants Market," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 2, pages 161-192.
• Cristea, Mirela, 2008, "Can Insurance Companies Control their financial stability? Practical Solutions," MPRA Paper, University Library of Munich, Germany, number 10067, Aug.
• Rosenthal, Dale W.R., 2008, "Modeling Trade Direction," MPRA Paper, University Library of Munich, Germany, number 10209, Aug.
• Baptista, Ricardo F. de F. & Valls Pereira, Pedro L., 2008, "Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
  [Analysis of the performance of Technical Analysis startegies applied to Intraday Market for the Future Contract of Ibovespa In," MPRA Paper, University Library of Munich, Germany, number 10351, Sep.
• Canegrati, Emanuele, 2008, "Testing the CAPM: Evidences from Italian Equity Markets," MPRA Paper, University Library of Munich, Germany, number 10407, Sep.
• Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008, "Algorithmic complexity theory and the relative efficiency of financial markets - Updated," MPRA Paper, University Library of Munich, Germany, number 11150, Oct.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from Asian Markets," MPRA Paper, University Library of Munich, Germany, number 11246, Oct.
• Canegrati, Emanuele, 2008, "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper, University Library of Munich, Germany, number 11292, Oct.
• Werner, Arndt, 2008, "Do Credit Constraints Matter more for College Dropout Entrepreneurs?," MPRA Paper, University Library of Munich, Germany, number 11867, Nov.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 11918, Nov, revised 31 Nov 2008.
• Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S., 2008, "Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia," MPRA Paper, University Library of Munich, Germany, number 11925, Feb.
• Ye, Maoliang & Nikolov, Plamen & Casaburi, Lorenzo & Asher, Sam, 2008, "Do threshold patterns matter in public good provision?," MPRA Paper, University Library of Munich, Germany, number 12029, Dec.
• Canegrati, Emanuele, 2008, "New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case," MPRA Paper, University Library of Munich, Germany, number 12166, Dec.
• Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal, 2008, "Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 12445, Jun.
• Mirjalili, Seyed hossein, 2008, "نقد و بررسی کتاب: اطلاعات نامتقارن در بازارهای مالی؛ مقدمه و کاربردها
  [Review of Asymmetric Information in Financial Market by Ricardo Rebczuk]," MPRA Paper, University Library of Munich, Germany, number 125778, Jan, revised 04 Apr 2008.
• Gray, Wesley & Kern, Andrew, 2008, "Fundamental Value Investors: Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 12620, Dec.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 12621, Dec.
• Radam, Alias & Baharom, A.H. & Dayang-Afizzah, A.M., 2008, "Effect of mergerson efficiency and productivity: Some evidence for banks in Malaysia," MPRA Paper, University Library of Munich, Germany, number 12726, Jun.
• Alexandru, Ciprian Antoniade, 2008, "Trust and Loss Aversion in Romanian Capital Market," MPRA Paper, University Library of Munich, Germany, number 12778, Dec.
• Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008, "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper, University Library of Munich, Germany, number 12788, Dec.
• Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily, 2008, "The Efficiency of Trading Halts; Evidence from Bursa Malaysia," MPRA Paper, University Library of Munich, Germany, number 13077, Mar.
• Steinbacher, Matjaz, 2008, "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper, University Library of Munich, Germany, number 13603.
• Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008, "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper, University Library of Munich, Germany, number 14814.
• Kaizoji, Taisei & Sornette, Didier, 2008, "Market Bubbles and Chrashes," MPRA Paper, University Library of Munich, Germany, number 15204, Dec.
• Doran, James & Jiang, Danling & Peterson, David, 2008, "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper, University Library of Munich, Germany, number 15463, Apr, revised 10 Mar 2009.
• Suk-Joong, Kim & Do Quoc Tho, Nguyen, 2008, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," MPRA Paper, University Library of Munich, Germany, number 17213, Dec.
• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008, "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
  [THE efficient portfolio construction: an empirical investigation based on some listed shares in cas," MPRA Paper, University Library of Munich, Germany, number 19681, May.
• Emenike, Kalu O., 2008, "Efficiency across Time: Evidence from the Nigerian Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 22901, Aug.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [One is able again to speak of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 25443.
• Murhadi, Werner-Ria, 2008, "Study On Dividend Policy: Antecedent and Its Impact On Share Price," MPRA Paper, University Library of Munich, Germany, number 25596, Mar.
• Klinedinst, Mark, 2008, "A strength of credit unions: employee productivity of credit unions versus banks in the U.S.?," MPRA Paper, University Library of Munich, Germany, number 26296, Aug.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 26751, Mar.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008, "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
  [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 27731, May.
• Cavalcante, Mileno, 2008, "Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI
  [Crude oil prices and speculative bubbles: evidence from the WTI market]," MPRA Paper, University Library of Munich, Germany, number 28582, Aug.
• Rashid, Abdul & Ahmad, Shabbir, 2008, "Badla Financing, Stock Returns and Volatility: The Case Study of Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 30487, Jan.
• Ntim, Collins G & Opong, Kwaku K & Danbolt, Jo & Dewotor, Frank, 2008, "Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?," MPRA Paper, University Library of Munich, Germany, number 32289, Jul, revised 14 Jul 2011.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Caratelli, Massimo, 2008, "Information needs and efficiency in banking services. A 'demand-side' approach," MPRA Paper, University Library of Munich, Germany, number 37105, Sep.
• Rossi, Francesco, 2008, "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper, University Library of Munich, Germany, number 40183, Dec.
• Lee, Chin & Lee, Weng Hong, 2008, "Can financial ratios predict the Malaysian stock return?," MPRA Paper, University Library of Munich, Germany, number 59170.
• Camilleri, Silvio John, 2008, "Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 62493.
• Ahmad, Mashood & Ali, Syed Babar, 2008, "Technical Analysis in the Stock Markets of Pakistan: A Case of Commercial Banks," MPRA Paper, University Library of Munich, Germany, number 64521, Jun.
• Fagan, Stephen & Gencay, Ramazan, 2008, "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 6677, Jan.
• Trabelsi, Mohamed Ali, 2008, "Sur-réaction sur le marché tunisien des actions : une investigation empirique
  [Overreaction on the Tunisian stock market: an empirical test]," MPRA Paper, University Library of Munich, Germany, number 76925, Mar.
• Trabelsi, Mohamed Ali, 2008, "Peut-on encore parler des mesures de performance ?
  [Can we still talk of performance measures?]," MPRA Paper, University Library of Munich, Germany, number 77288, revised 2008.
• Repkine, Alexandre, 2008, "Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market," MPRA Paper, University Library of Munich, Germany, number 7849, Feb.
• Qiao, Yongyuan, 2008, "Analysis into IPO underpricing and clustering in Hong Kong equity market," MPRA Paper, University Library of Munich, Germany, number 7876, Feb.
• Castillo-Maldonado, Carlos Eduardo, 2008, "Intervención cambiaria en Guatemala: ¿Ha sido efectiva?
  [Foreign Exchange Market Intervention in Guatemala: Has it been Effective?]," MPRA Paper, University Library of Munich, Germany, number 79038, Jun.
• Jiang, Danling, 2008, "Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 8325, Apr.
• Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008, "Algorithmic complexity theory and the relative efficiency of financial markets," MPRA Paper, University Library of Munich, Germany, number 8704, May.
• Amaral, Hudson & Iquiapaza, Robert & Tomaz, Wesley & Bertucci, Luiz, 2008, "Governança corporativa e divulgação de relatórios financeiros anuais
  [Corporate governance and release of annual financial statements]," MPRA Paper, University Library of Munich, Germany, number 9068, Jan.
• Inchauspe, Julian, 2008, "Modeling currency instability: The 1997 Asian crisis re-examined," MPRA Paper, University Library of Munich, Germany, number 93050, Aug.
• Strawinski, Pawel & Slepaczuk, Robert, 2008, "Analysis of HF data on the WSE in the context of EMH," MPRA Paper, University Library of Munich, Germany, number 9532, Jun.
• Mierzejewski, Fernando, 2008, "The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates," MPRA Paper, University Library of Munich, Germany, number 9827, Jul.
• Canegrati, Emanuele, 2008, "A Non-Random Walk down Canary Wharf," MPRA Paper, University Library of Munich, Germany, number 9871, Aug.
• Tomáš Buus, 2008, "Performance of Quoted and Non-quoted Companies in the Europe," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2008, issue 4, pages 45-69, DOI: 10.18267/j.efaj.89.
• Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub, 2008, "Economic value added (eva) as a performance measurement for glcs vs non-glcs: evidence from bursa malaysia," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 2, pages 168-179, DOI: 10.18267/j.pep.328.
• Giovanni Cespa & Thierry Foucault, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers, Queen Mary University of London, School of Economics and Finance, number 628, Apr.
• Ralf Becker & Adam Clements & Andrew McClelland, 2008, "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series, National Centre for Econometric Research, number 24, Mar.
• Claude Berrebi & Esteban F. Klor, 2008, "The Impact of Terrorism on the Defense Industry," Working Papers, RAND Corporation, number WR-597, Jul.

2007

• Thomas Zellweger & Roger Meister & Urs Fueglistaller, 2007, "The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 2, pages 203-220, June, DOI: 10.1007/s11408-007-0045-7.
• Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007, "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 353-379, September, DOI: 10.1007/s11408-007-0050-x.
• Juan Rendon & William Ziemba, 2007, "Is the January effect still alive in the futures markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 381-396, September, DOI: 10.1007/s11408-007-0049-3.
• Stefan Neher, 2007, "Distribution of the shareholder base of Swiss cantonal banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 471-485, December, DOI: 10.1007/s11408-007-0063-5.
• Maria Borges, 2007, "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 1, pages 65-80, February, DOI: 10.1007/s11294-006-9064-9.
• WaQar Ghani & Samuel Szewczyk & Tayyeb Shabbir, 2007, "Financial Analysts’ Forecasts and Unprecedented Events: The Case of German Reunification," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 2, pages 123-138, May, DOI: 10.1007/s11294-007-9076-0.
• Vijay Gondhalekar & Sonia Dalmia, 2007, "Examining the Stock Market Response: A Comparison of Male and Female CEOs," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 3, pages 395-396, August, DOI: 10.1007/s11294-007-9104-0.
• Anthony Herbst, 2007, "Lunacy in the Stock Market—What is the Evidence?," Journal of Bioeconomics, Springer, volume 9, issue 1, pages 1-18, April, DOI: 10.1007/s10818-007-9016-3.
• James Pesando & Pauline Shum, 2007, "The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 31, issue 4, pages 263-277, December, DOI: 10.1007/s10824-007-9046-7.
• Shinhua Liu, 2007, "Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 3, pages 161-176, December, DOI: 10.1007/s10693-007-0018-z.
• Brian Ciochetti & James Shilling, 2007, "Loss Recoveries, Realized Excess Returns, and Credit Rationing in the Commercial Mortgage Market," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 4, pages 425-445, May, DOI: 10.1007/s11146-007-9021-2.
• William Hardin & Kartono Liano & Gow-Cheng Huang & Gregory Nagel, 2007, "REITs, Decimalization, and Ex-dividend Stock Prices," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 4, pages 499-511, May, DOI: 10.1007/s11146-007-9024-z.
• Manfen Chen & Rohan Christie-David & William Moore, 2007, "Deregulation, news releases, and price discovery," Journal of Regulatory Economics, Springer, volume 31, issue 3, pages 289-312, June, DOI: 10.1007/s11149-006-9017-5.
• James Linck & Thomas Lopez & Lynn Rees, 2007, "The valuation consequences of voluntary accounting changes," Review of Quantitative Finance and Accounting, Springer, volume 28, issue 4, pages 327-352, May, DOI: 10.1007/s11156-007-0016-0.
• Howard Chan & Robert Faff & Philip Gharghori & Yew Ho, 2007, "The relation between R&D intensity and future market returns: does expensing versus capitalization matter?," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 25-51, July, DOI: 10.1007/s11156-007-0023-1.
• Hamish Anderson & Ben Marshall, 2007, "Takeover motives in a weak regulatory environment surrounding a market shock: a case study of New Zealand with a comparison of Gondhalekar and Bhagwat’s (2003) US findings," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 53-67, July, DOI: 10.1007/s11156-007-0021-3.
• Robin Wilber, 2007, "Why do firms repurchase stock to acquire another firm?," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 2, pages 155-172, August, DOI: 10.1007/s11156-007-0027-x.
• Carole Comerton-Forde & James Rydge & Hayley Burridge, 2007, "Not all call auctions are created equal: evidence from Hong Kong," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 4, pages 395-413, November, DOI: 10.1007/s11156-007-0036-9.
• Christoph Moser & Axel Dreher, 2007, "Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-177, Oct, DOI: 10.3929/ethz-a-005474690.
• Bethlendi, András, 2007, "A hazai bankok hitelezésiveszteség-elszámolásának vizsgálata
  [Examination of loan-loss allowance practices by Hungarian banks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 67-93.
• Patrick Roger, 2007, "Does the consciousness of the disposition effect increase the equity premium?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2007-01.
• Rudolph, Bernd & Scholz, Julia, 2007, "Pooling und Tranching im Rahmen von ABS-Transaktionen," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1884.
• Rudolph, Bernd, 2007, "Kreditrisikotransfer – Abbau alter gegen den Aufbau neuer Risiken?," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1897, Apr.
• Irwan Adi Ekaputra & Basharat Ahmad, 2007, "The Impact of Tick Size Reduction on Liquidity and Order Strategy : Evidence from the Jakarta Stock Exchange (JSX)," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 55, pages 89-104, April.
• George Milunovich & Roselyne Joyeux, 2007, "Testing Market Efficiency and Price Discovery in European Carbon Markets," Research Papers, Macquarie University, Department of Economics, number 0701, Mar.
• Antje Henne & Sebastian Ostrowski & Peter Reichling, 2007, "Dividend Yield and Stability versus Performance at the German Stock Market," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 07017, Jul.
• 井坂 直人 & 吉川 浩史, 2007, "投資家の認知度と資本コスト：日本における最低投資金額引下げからの証左," Discussion Papers, Meisei University, School of Economics, number 4, Jan.
• Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007, "Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 0707, Dec, revised Dec 2007.
• Pascal Alphonse, 2007, "Mispricing Persistence and the Effectiveness of Arbitrage Trading," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 1-2, pages 123-156, March-Jun.
• Antonis Demos & George Vasillelis, 2007, "U.K. Stock Market Inefficiencies and the Risk Premium," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 1-2, pages 97-122, March-Jun.
• Erik R. Lidén, 2007, "Swedish Stock Recommendations: Information Content or Price Pressure?," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 253-285, September.
• Henryk Gurgul & Pawel Majdosz, 2007, "Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 5, issue 2, pages 179-192.
• Paulo Maio, 2007, "ICAPM with time-varying risk aversion," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 111, Feb.
• Rafael R. Rebitzky, 2007, "Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 118, Feb.
• Burcu Hacibedel & Jos van Bommel, 2007, "Do emerging markets benefit from index inclusion?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 128, Feb.
• Andros Gregoriou, 2007, "The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 76, Feb.
• Norbert Kiss M. & Klára Pintér, 2007, "How do macroeconomic announcements and FX market transactions affect exchange rates?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 2, issue 1, pages 22-30, June.
• Maug, Ernst & Halteren, Jörn van & Ackerman, Abraham, 2007, "Insider trading legislation and acquisition announcements : do laws matter?," Papers, Sonderforschungsbreich 504, number 07-34.
• Silvia Muzzioli, 2007, "The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0004, Oct.
• Dominique Guegan & Florian Ielpo, 2007, "Further evidence on the impact of economic news on interest rates," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07062, Oct.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007, "The determinants of stock and bond return comovements," Working Paper Research, National Bank of Belgium, number 119, Oct.
• Narasimhan Jegadeesh & Woojin Kim, 2007, "Do Analysts Herd? An Analysis of Recommendations and Market Reactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12866, Jan.
• Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino, 2007, "Slow Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 12877, Jan.
• T. Clifton Green & Narasimhan Jegadeesh & Yue Tang, 2007, "Gender and Job Performance: Evidence from Wall Street," NBER Working Papers, National Bureau of Economic Research, Inc, number 12897, Feb.
• Kathryn M.E. Dominguez & Freyan Panthaki, 2007, "The Influence of Actual and Unrequited Interventions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12953, Mar.
• Jonathan B. Berk & Ian Tonks, 2007, "Return Persistence and Fund Flows in the Worst Performing Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 13042, Apr.
• William Adams & Liran Einav & Jonathan Levin, 2007, "Liquidity Constraints and Imperfect Information in Subprime Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 13067, Apr.
• Owen Lamont & Andrea Frazzini, 2007, "The Earnings Announcement Premium and Trading Volume," NBER Working Papers, National Bureau of Economic Research, Inc, number 13090, May.
• Kenneth N. Kuttner & Adam S. Posen, 2007, "Do Markets Care Who Chairs the Central Bank?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13101, May.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007, "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13121, May.
• Ulrike Malmendier & Devin Shanthikumar, 2007, "Do Security Analysts Speak in Two Tongues?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13124, May.
• Martin D. D. Evans & Richard K. Lyons, 2007, "Exchange Rate Fundamentals and Order Flow," NBER Working Papers, National Bureau of Economic Research, Inc, number 13151, Jun.
• Malcolm Baker & Jeffrey Wurgler, 2007, "Investor Sentiment in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 13189, Jun.
• Long Chen & Lu Zhang, 2007, "Neoclassical Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 13282, Jul.
• Stefano DellaVigna & Eliana La Ferrara, 2007, "Detecting Illegal Arms Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 13355, Aug.
• Stijn Van Nieuwerburgh & Laura Veldkamp, 2007, "Information Immobility and the Home Bias Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 13366, Sep.
• Harrison Hong & Jose A. Scheinkman & Wei Xiong, 2007, "Advisors and Asset Prices: A Model of the Origins of Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 13504, Oct.
• Jin Ginger Wu & Lu Zhang & X. Frank Zhang, 2007, "Understanding the Accrual Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 13525, Oct.
• Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007, "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13625, Nov.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2007, "Party Influence in Congress and the Economy," Quarterly Journal of Political Science, now publishers, volume 2, issue 3, pages 277-286, August, DOI: 10.1561/100.00006060.
• Sebastián Nieto Parra & Javier Santiso, 2007, "The Usual Suspects: A Primer on Investment Banks' Recommendations and Emerging Markets," OECD Development Centre Working Papers, OECD Publishing, number 258, Jan, DOI: 10.1787/243333743053.
• Stefan Ide & Jens Høj & Patrick Lenain, 2007, "Enhancing the Benefits of Financial Liberalisation in Belgium," OECD Economics Department Working Papers, OECD Publishing, number 588, Dec, DOI: 10.1787/034117657485.
• Pirmin Fessler & Martin Schürz & Karin Wagner & Beat Weber, 2007, "Financial Capability of Austrian Households," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 50-67.
• Yasuo Takatsuki, 2007, "The formation of a market mechanism in Tokugawa Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-19, Jun.
• Yasuo Takatsuki, 2007, "Traditional financing and distant trades during modernization process of financial industry: a case of Yamaguchi prefecture in the 1870s," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-19-Rev, Jun, revised Dec 2007.
• Yasuo Takatsuki, 2007, "The rice price co-movement in Tokugawa Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-21, Jun.
• Tatsuyoshi Junji Shimada & Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi, 2007, "Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the U.S.:EGARCH vs. SV Models," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-23, Jun.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2007, "The Effects of IMF Supported-Program on the Asian Crisis," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-24, Jun.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2007, "Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation: Linking Investor Behaviors to EGARCH," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-30, Aug.
• Kazuhiro Takino, 2007, "Utility Indifference Pricing in an Incomplete Market Model with Incomplete Information," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-46, Dec.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2007, "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 122, issue 2, pages 807-829.
• Michael A. Goldstein & Edith S. Hotchkiss & Erik R. Sirri, 2007, "Transparency and Liquidity: A Controlled Experiment on Corporate Bonds," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 235-273.
• Paolo Pasquariello, 2007, "Imperfect Competition, Information Heterogeneity, and Financial Contagion," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 2, pages 391-426.
• Qi Chen & Itay Goldstein & Wei Jiang, 2007, "Price Informativeness and Investment Sensitivity to Stock Price," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 619-650.
• Paul Irvine & Marc Lipson & Andy Puckett, 2007, "Tipping," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 741-768.