Research classified by Journal of Economic Literature (JEL) codes

2006

• Abdullah Iqbal, Susanne Espenlaub, Norman Strong, 2006, "The Long-Run Performance of UK Rights Issuers," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 18-54, December.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006, "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-08, DOI: 10.24148/wp2006-08.
• Tim Bollerslev & Hao Zhou, 2006, "Expected stock returns and variance risk premia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-11.
• David W. Berger & Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Jonathan H. Wright, 2006, "Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 830.
• Gregory H. Bauer & Clara Vega, 2006, "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 872.
• Erik Hjalmarsson & Randi Hjalmarsson, 2006, "Efficiency in Housing Markets: Do Home Buyers Know how to Discount?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 879.
• Massimo Guidolin & Eliana La Ferrara, 2006, "Diamonds are forever, wars are not. Is conflict bad for private firms?," Working Papers, Federal Reserve Bank of St. Louis, number 2005-004, DOI: 10.20955/wp.2005.004.
• Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton, 2006, "Are there Monday effects in Stock Returns: A Stochastic Dominance Approach," FMG Discussion Papers, Financial Markets Group, number dp568, Sep.
• Gunther Capelle-Blancard & Nicolas Couderc, 2006, "What drives the market value of firms in the defense industry?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00115655, Apr.
• Thierry Foucault, 2006, "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Post-Print, HAL, number hal-00459793.
• Philippe Mathieu & Olivier Brandouy, 2006, "A Broad-Spectrum Computational Approach for Market Efficiency," Post-Print, HAL, number hal-00731962.
• Francesco Franzoni & J. M. Marin, 2006, "Pension Plan Funding and Stock Market Efficiency," Post-Print, HAL, number halshs-00009850.
• Gunther Capelle-Blancard & Nicolas Couderc, 2006, "What drives the market value of firms in the defense industry?," Post-Print, HAL, number halshs-00115655, Apr.
• Francesco Franzoni & J. M. Marin, 2006, "Portable Alphas from Pension Mispricing," Post-Print, HAL, number halshs-00119546, Jul.
• Thierry Foucault, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00121054, Oct.
• Jacques Olivier & J. M. Marin, 2006, "The dog that did not bark: insider trading and crashes," Post-Print, HAL, number halshs-00121093, Aug.
• Thierry Foucault & T. Gehrig, 2006, "Stock Price Informativeness, Cross-Listings and Investment Decisions," Post-Print, HAL, number halshs-00125690.
• Sebastián Nieto Parra & Javier Santiso, 2006, "The usual suspects: Investment Banks' Recommendations and Emerging Markets," Working Papers, HAL, number hal-01065636, Jun.
• Fredj Jawadi & Slim Chaouachi, 2006, "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," Working Papers, HAL, number hal-04138865.
• Emiliano Grossman & Fabian Muniesa & Emilio Luque, 2006, "Economies through transparency," Working Papers, HAL, number halshs-00087886.
• Menkhoff, Lukas & Schmeling, Maik, 2006, "A Prospect-Theoretical Interpretation of Momentum Returns," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-335, May.
• Schmeling, Maik, 2006, "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-337, May.
• Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006, "Price Discovery in Currency Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-351, Nov.
• Lidén, Erik R. & Rosenberg, Markus, 2006, "Ten Years of Misleading Information - Investment Advice in Printed Media," Working Papers in Economics, University of Gothenburg, Department of Economics, number 230, Nov.
• Hjalmarsson, Erik & Hjalmarsson, Randi, 2006, "Efficiency In Housing Markets: Do Home Buyers Know How To Discount?," Working Papers in Economics, University of Gothenburg, Department of Economics, number 232, Sep.
• Salomonsson, Marcus, 2006, "Endogenous Noise Traders," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 644, Dec.
• Waldenström, Daniel & Frey, Bruno S., 2006, "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries Facing World War II," Working Paper Series, Research Institute of Industrial Economics, number 676, Nov.
• Fridolfsson, Sven-Olof & Stennek, Johan, 2006, "Industry Concentration and Welfare - On the Use of Stock Market Evidence from Horizontal Mergers," Working Paper Series, Research Institute of Industrial Economics, number 682, Dec.
• Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2006, "Pricing Implications of Shared Variance in Liquidity Measures," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/9, Aug, revised 21 Jun 2007.
• Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006, "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series, Institute for Financial Research, number 42, Feb.
• Quoreshi, Shahiduzzaman, 2006, "LongMemory, Count Data, Time Series Modelling for Financial Application," Umeå Economic Studies, Umeå University, Department of Economics, number 673, Apr.
• Quoreshi, Shahiduzzaman, 2006, "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 674, Apr.
• Quoreshi, Shahiduzzaman, 2006, "Time Series Modelling Of High Frequency Stock Transaction Data," Umeå Economic Studies, Umeå University, Department of Economics, number 675, Apr.
• Hellström, Jörgen & Simonsen, Ola, 2006, "Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements?," Umeå Economic Studies, Umeå University, Department of Economics, number 687, Aug.
• Simonsen, Ola, 2006, "The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden," Umeå Economic Studies, Umeå University, Department of Economics, number 688, Aug.
• Simonsen, Ola, 2006, "Stock Data, Trade Durations, And Limit Order Book Information," Umeå Economic Studies, Umeå University, Department of Economics, number 689, Aug.
• Du, Yan & Liu, Qianqiu & Rhee, S. Ghon, 2006, "An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2005-17, Mar.
• Paul D. McNelis & Salih N. Neftci, 2006, "Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?," Working Papers, Hong Kong Institute for Monetary Research, number 012006, Jan.
• Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006, "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers, Hong Kong Institute for Monetary Research, number 102006, Mar.
• Carlos Forner Rodríguez & Joaquín Marhuenda Fructuoso, 2006, "Análisis del origen de los beneficios del momentum en el mercado de valores español," Investigaciones Economicas, Fundación SEPI, volume 30, issue 3, pages 401-439, September.
• Nihal Y. MIZRAK, 2006, "Finansal Piyasalara İlişkin Potikalar Açısından Sanal Ortamda Deneme Modellerinin Değerlendirilmesi Ve Uygulanabilirliği: Sanal Ortamda Etkileşen Ekonomik Birimler Modeli," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 239, pages 70-81.
• Sadık ÇUKUR & Resul ERYİĞİT, 2006, "Banka birleşme ve devralma olaylarının borsadaki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 243, pages 96-107.
• Halil ALTINTAŞ & Rahmi ÇETİN, 2006, "Şeffaflık artışı bankacılık sektöründe istikrar için yeterli bir araç mıdır? Türkiye’de bankacılık krizlerinin şeffaflık çerçevesinde değerlendirilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 245, pages 138-159.
• M.Mete DOĞANAY, 2006, "Fama-French üç faktör varlık fiyatlama modelinin İMKB’de uygulanması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 249, pages 61-71.
• Hakan AYGÖREN, 2006, "İstanbul Menkul Kıymetler Borsasında değişkenlik (oynaklık) davranışı üzerine bir ampirik çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 249, pages 95-110.
• Dirk Baur & Brian M. Lucey, 2006, "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp122, Apr.
• Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006, "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp123, Apr.
• Kim-Leng Goh & Kim-Lian Kok, 2006, "Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 1, pages 41-59, April.
• Gene C. Lai & Keith M. Moore & Henry R. Oppenheimer, 2006, "Shall One Invest in Cancelled Targets after the Termination of Mergers and Acquisitions?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 2, pages 93-110, August.
• Jonathan Kearns & Phil Manners, 2006, "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 4, December.
• Steven Li, 2006, "The Arbitrage Efficiency of the Nikkei 225 Options Market: A Put-Call Parity Analysis," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 24, issue 2, pages 33-54, November.
• Michael Ehrmann & Marcel Fratzscher & Mr. Helge Berger, 2006, "Forecasting ECB Monetary Policy: Accuracy is (Still) a Matter of Geography," IMF Working Papers, International Monetary Fund, number 2006/041, Feb.
• Bidisha Chakrabarty & Zhaohui Han & Konstantin Tyurin & Xiaoyong Zheng, 2006, "A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2006-015, Oct.
• Antonino Parisini & Franco Parisini & David Díaz, 2006, "Modelos de Algoritmos Genéticos y Redes Neuronales en la Predicción de Índices Bursátiles Asiáticos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 43, issue 128, pages 251-284.
• Salvatore Zecchini & Marco Ventura, 2006, "Public Credit Guarantees and SME Finance," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 73, Dec.
• Victor Mendes & Margarida Abreu, 2006, "Cultura Financeira dos Investidores e Diversificação das Carteiras," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/10.
• Ana María Sabater & Joaquina Laffarga, 2006, "Divulgación Voluntaria Estratégica Ante Un Nuevo Evento Laboral: Evidencia Empírica Para El Mercado Continuo Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-01, Feb.
• Juan A. Lafuente & Manuel Illueca Muñoz, 2006, "New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-05, Feb.
• Fulgencio López Martínez & José Yagüe & Pedro Martínez Solano, 2006, "Titulización De Activos: Efectos Sobre El Valor De Las Entidades Bancarias," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-10, Sep.
• Wolfers, Justin, 2006, "Diagnosing Discrimination: Stock Returns and CEO Gender," IZA Discussion Papers, IZA Network @ LISER, number 1944, Jan.
• Wolfers, Justin & Zitzewitz, Eric, 2006, "Prediction Markets in Theory and Practice," IZA Discussion Papers, IZA Network @ LISER, number 1991, Mar.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006, "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," IZA Discussion Papers, IZA Network @ LISER, number 1996, Mar.
• Paxton, Julia A., 2006, "Technical efficiency in the rural financial sector: evidence from Mexico," Journal of Developing Areas, Tennessee State University, College of Business, volume 39, issue 2, pages 101-119, January-M.
• Ching-Chung Lin & Min-Hsien Chiang & Shih-Ju Chan & Chao-Hsien Lin, 2006, "Impact of Taiwan Top 50 ETF on the Liquidity of the Constituents of the Taiwan 50 Index," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 2, pages 187-205, July.
• Andrew C. Worthington & Helen Higgs, 2006, "Evaluating Financial Development In Emerging Capital Markets With Efficiency Benchmarks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 31, issue 1, pages 17-44, June.
• Carmen Bachmann & Wolfgang Schultze, 2006, "Einfluss der Besteuerung auf die Bewertung ausländischer Kapitalgesellschaften," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 25/2006, Oct.
• Dan Bernhardt & Bart Taub, 2006, "Kyle v. Kyle (’85 v. ’89)," Annals of Finance, Springer, volume 2, issue 1, pages 23-38, January, DOI: 10.1007/s10436-005-0031-x.
• Georg Nöldeke & Thomas Tröger, 2006, "A characterization of the distributions that imply existence of linear equilibria in the Kyle-model," Annals of Finance, Springer, volume 2, issue 1, pages 73-85, January, DOI: 10.1007/s10436-005-0024-9.
• Martin Dierker, 2006, "Endogenous Information Acquisition with Cournot Competition," Annals of Finance, Springer, volume 2, issue 4, pages 369-395, October, DOI: 10.1007/s10436-006-0045-z.
• Steven Li & Elia Alfay, 2006, "Evidence on the arbitrage efficiency of SPI index futures and options markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 13, issue 1, pages 71-93, March, DOI: 10.1007/s10690-007-9035-z.
• Bappaditya Mukhopadhyay, 2006, "Existence of Unsolicited Ratings," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 13, issue 3, pages 207-233, September, DOI: 10.1007/s10690-007-9040-2.
• R. Doeswijk & H. Hemmes & R. Venekamp, 2006, "25 Years of Dutch Ipos: An Examination of Frequently Cited Ipo Anomalies Within Main Sectors and During Hot- and Cold-Issue Periods," De Economist, Springer, volume 154, issue 3, pages 405-427, September, DOI: 10.1007/s10645-006-9017-y.
• Gerhard Kling, 2006, "Does the merger paradox exist even without any regulations? Evidence from Germany in the pre-1914 period," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 33, issue 5, pages 315-328, December, DOI: 10.1007/s10663-006-9019-7.
• Yakov Amihud & Haim Mendelson, 2006, "Stock and Bond Liquidity and its Effect on Prices and Financial Policies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 1, pages 19-32, April, DOI: 10.1007/s11408-006-0001-y.
• Andreas Hackethal & Alexandre Zdantchouk, 2006, "Signaling Power of Open Market Share Repurchases in Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 2, pages 123-151, June, DOI: 10.1007/s11408-006-0011-9.
• Bogdan Stacescu, 2006, "Dividend Policy in Switzerland," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 2, pages 153-183, June, DOI: 10.1007/s11408-006-0013-7.
• Manuel Ammann & Michael Verhofen, 2006, "The Effect of Market Regimes on Style Allocation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 3, pages 309-337, September, DOI: 10.1007/s11408-006-0018-2.
• Shuhong Kong & Majid Taghavi, 2006, "The Effect of Annual Earnings Announcements on the Chinese Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 318-326, August, DOI: 10.1007/s11294-006-9020-8.
• Linda Allen & Aron Gottesman, 2006, "The Informational Efficiency of the Equity Market As Compared to the Syndicated Bank Loan Market," Journal of Financial Services Research, Springer;Western Finance Association, volume 30, issue 1, pages 5-42, August, DOI: 10.1007/s10693-006-8738-z.
• Shaun Bond & Mardi Dungey & Renée Fry, 2006, "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 32, issue 3, pages 253-274, May, DOI: 10.1007/s11146-006-6800-0.
• Neil Hartnett, 2006, "Management disclosure bias and audit services," Review of Quantitative Finance and Accounting, Springer, volume 26, issue 4, pages 369-390, June, DOI: 10.1007/s11156-006-7438-y.
• F. DePenya & L. Gil-Alana, 2006, "Testing of nonstationary cycles in financial time series data," Review of Quantitative Finance and Accounting, Springer, volume 27, issue 1, pages 47-65, August, DOI: 10.1007/s11156-006-8542-8.
• Owen A. Lamont & Jeremy C. Stein, 2006, "Investor Sentiment and Corporate Finance: Micro and Macro," American Economic Review, American Economic Association, volume 96, issue 2, pages 147-151, May, DOI: 10.1257/000282806777212143.
• Philippe Bacchetta & Eric Van Wincoop, 2006, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, volume 96, issue 3, pages 552-576, June.
• Laura L. Veldkamp, 2006, "Media Frenzies in Markets for Financial Information," American Economic Review, American Economic Association, volume 96, issue 3, pages 577-601, June.
• Mohamed Chikhi & Claude Diebolt, 2006, "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers, Association Française de Cliométrie (AFC), number 06-11.
• Charles Adjasi & Nicholas Biekpe, 2006, "Interest Rate and Stock Market Returns in Africa," The African Finance Journal, Africagrowth Institute, volume 8, issue 2, pages 12-30.
• Boadway, Robin & Sato, Motohiro, 2006, "Entrepreneurship and Asymmetric Information in Input Markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273545, May, DOI: 10.22004/ag.econ.273545.
• Chen, Kim Heng & Han, Li-Ming, 2006, "Efficiency in Information Processing: A Study of Non-Nearby Currency Futures and Relationships with Nearby Counterparts," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 01, pages 1-29, DOI: 10.22004/ag.econ.50279.
• DE SCHEPPER, Ann & HEIJNEN, Bart, 2006, "Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006019, Aug.
• DE SCHEPPER, Ann & HEIJNEN, Bart, 2006, "Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006020, Aug.
• Pedro Elosegui & Paula Español & Demian Panigo & Juan Sotes Paladino, 2006, "Methodological Alternatives for the Analysis of Financial Constraints in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200602, Apr.
• Antonio Di Cesare, 2006, "Do market-based indicators anticipate rating agencies? Evidence for international banks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 593, May.
• Humberto Mora & Hernán Rincón, 2006, "Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries?," Borradores de Economia, Banco de la Republica de Colombia, number 364, Jan, DOI: 10.32468/be.364.
• Lagerblom, A. & Levy-Rueff, G., 2006, "La gestion des réserves de change et ses conséquences pour les marchés," Bulletin de la Banque de France, Banque de France, issue 148, pages 39-50.
• Jacques Olivier & José M. Marín, 2015, "The Dog That Did Not Bark: Insider Trading and Crashes," Working Papers, Barcelona School of Economics, number 241, Sep.
• Nikola Tarashev & Kostas Tsatsaronis, 2006, "Risk premia across asset markets: information from option prices," BIS Quarterly Review, Bank for International Settlements, March.
• Maurizio Luisi & Jeffery D. Amato, 2006, "Macro factors in the term structure of credit spreads," BIS Working Papers, Bank for International Settlements, number 203, Mar.
• Marian Micu & Eli M Remolona & Philip D. Wooldridge, 2006, "The price impact of rating announcements: which announcements matter?," BIS Working Papers, Bank for International Settlements, number 207, Jun.
• Antonio, DI Cesare, 2006, "Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 35, issue 1, pages 121-150, February, DOI: 10.1111/j.0391-5026.2006.00161.x.
• David J. Beggs & Christopher L. Skeels, 2006, "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, volume 82, issue 258, pages 239-252, September, DOI: 10.1111/j.1475-4932.2006.00337.x.
• Joshua Kirkwood & Daehoon Nahm, 2006, "Australian Banking Efficiency and Its Relation to Stock Returns," The Economic Record, The Economic Society of Australia, volume 82, issue 258, pages 253-267, September, DOI: 10.1111/j.1475-4932.2006.00338.x.
• Pilar Abad‐Romero & M. Dolores Robles‐Fernandez, 2006, "Risk and Return Around Bond Rating Changes: New Evidence From the Spanish Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 5‐6, pages 885-908, June, DOI: 10.1111/j.1468-5957.2006.00608.x.
• Peter‐Jan Engelen & Rezaul Kabir, 2006, "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 7‐8, pages 1142-1167, September, DOI: 10.1111/j.1468-5957.2006.00597.x.
• Francesco Franzoni & José M. Marín, 2006, "Pension Plan Funding and Stock Market Efficiency," Journal of Finance, American Finance Association, volume 61, issue 2, pages 921-956, April, DOI: 10.1111/j.1540-6261.2006.00859.x.
• Jana P. Fidrmuc & Marc Goergen & Luc Renneboog, 2006, "Insider Trading, News Releases, and Ownership Concentration," Journal of Finance, American Finance Association, volume 61, issue 6, pages 2931-2973, December, DOI: 10.1111/j.1540-6261.2006.01008.x.
• Alexandros E. Milionis, 2006, "An Alternative Definition of Market Efficiency and some Comments on its Empirical Testing," Working Papers, Bank of Greece, number 50, Nov.
• Asaf Zussman & Noam Zussman & Morten Nielsen, 2006, "Asset Market Perspectives on the Israeli-Palestinian Conflict," Bank of Israel Working Papers, Bank of Israel, number 2006.02, Feb.
• Wook Sohn & Yunsung Eom, 2006, "Monetary Policy and the Stock Market: Intraday Transaction Data Analysis (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 3, pages 38-78, September.
• Sangwon Suh, 2006, "The Stabilizing Effects of Active KRW-JPY Transactions on KRW Exchange Rate Movements (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 3, pages 79-115, September.
• Zeynel Abidin Ozdemir, 2006, "Persistence in Emerging Market Stock Returns: Empirical Evidence from Six Stock Markets," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 8, issue 31, pages 19-30.
• Richard Saito & José André C. M. Pereira, 2006, "Bookbuilding and Strategic Allocation: Evidence from the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 1, pages 33-53.
• Jairo Laser Procianoy & Rodrigo S. Verdi, 2006, "The Market Reaction to Changes in the Brazilian Stock Exchange Indexes," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 141-167.
• Marcos Roberto Gois de Oliveira & Charles Ulises de Montreuil Carmona & José Lamartine Távora Junior, 2006, "Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 181-202.
• Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006, "Threshold Random Walks in the U.S. Stock Market," Working Papers, Brock University, Department of Economics, number 0602, May, revised May 2006.
• Mailath, George J. & Nöldeke, Georg, 2006, "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Working papers, Faculty of Business and Economics - University of Basel, number 2006/09.
• Pensa, Pascal, 2006, "Nomen est Omen: How Company Names Influence Short- and Long-Run Stock Market Performance," Working papers, Faculty of Business and Economics - University of Basel, number 2006/13.
• Schlumpf, Philipp M. & Schmid, Markus M. & Zimmermann, Heinz, 2006, "The First- and Second-Hand Effect of Analysts' Stock Recommendations - Evidence from the Swiss Stock Market," Working papers, Faculty of Business and Economics - University of Basel, number 2006/14.
• Alan Hughes & Jaeho Lee, 2006, "What's in a name and when does it matter? The hot and cold market impacts on underpricing of certification, reputation and conflicts of interest in venture capital backed Korean IPOs," Working Papers, Centre for Business Research, University of Cambridge, number wp336, Dec.
• Andrea Buffa & Giovanna Nicodano, 2006, "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 16.
• Christopher Knittel & Catherine Wolfram & James Bushnell & Severin Borenstein, 2006, "Inefficiencies and Market Power in Financial Arbitrage: A Study of California?s Electricity Markets," Working Papers, University of California, Davis, Department of Economics, number 105, Nov.
• Meenagh, David & Minford, Patrick & Peel, David, 2006, "Simulating Stock Returns under switching regimes - a new test of market efficiency," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/13, Feb.
• Carlo Rosa & Giovanni Verga, 2006, "The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0764, Dec.
• Dirk Hackbarth & Erwan Morellec, 2006, "Stock Returns in Mergers and Acquisitions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-01, Oct.
• Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006, "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-15, Mar, revised Jun 2006.
• Miguel Vidal González, 2006, "Gestión conjunta de la calidad en grupos empresariales de la economía social," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 54, pages 53-72, April.
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