Research classified by Journal of Economic Literature (JEL) codes

2007

• Taoufik Bouraoui, 2007, "The Impact of Stock Spam on Volumes," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 4, pages 411-425.
• Diego Garcia & Francesco Sangiorgi, 2007, "Information Sales and Strategic Trading," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 45.
• John K. Ashton & Khac Pham, 2007, "Efficiency and Price Effects of Horizontal Bank Mergers," Working Papers, Centre for Competition Policy, University of East Anglia, number 07-9, Jun.
• Ulrich Oberndorfer & Dirk Ulbricht & Janina Ketterer, 2007, "Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 41.
• Anna Obizhaeva, 2007, "Liquidity Estimates and Selection Bias," Working Papers, Center for Economic and Financial Research (CEFIR), number w0225, Dec.
• Dan Ladley & Klaus Reiner Schenk-Hoppe, 2007, "Do Stylised Facts of Order Book Markets Need Strategic Behaviour?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-20, Jun.
• Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
• Nicolas Melissas, 2007, "The Trader, the Market Maker, his Guru and her Information," Working Papers, Centro de Investigacion Economica, ITAM, number 0702, Jan.
• Cécile Carpentier & Jean-François L'Her & Stephan Smith & Jean-Marc Suret, 2007, "Risk, Timing and Overoptimism in Private Placements and Public Offerings," CIRANO Working Papers, CIRANO, number 2007s-27, Nov.
• Bernard De Meyer, 2007, "Price Dynamics on a Stock Market with Asymmetric Information," Levine's Bibliography, UCLA Department of Economics, number 321307000000000841, Mar.
• Richard C. Green & Burton Hollifield & Norman Schurhoff, undated, "Financial Intermediation and the Costs of Trading in an Opaque Market," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-11.
• Martin Cincibuch & Martina Hornikova, 2007, "Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/13, Dec.
• David Abad & Roberto Pascual, 2007, "Switching to a temporary call auction in times of high uncertainty," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 1.
• Juan Camilo Rojas, 2007, "En busca de algunos hechos estilizados del mercado financiero colombiano," Borradores de Investigación, Universidad del Rosario, number 4360, Aug.
• Jorge Mar�o Uribe Gil, 2007, "Caracterizaci�N Del Mercado Accionario Colombiano, 2001-2006: Un An�Lisis Comparativo," Borradores de Economia, Banco de la Republica, number 4025, Sep.
• Carolina Ramírez L., 2007, "Impacto de las noticias sobre el mercado de deuda pública interna en Colombia," Coyuntura Económica, Fedesarrollo.
• Nicolás Acevedo Vélez, 2007, "The cattle crush strategy: trading opportunities for cattle producers," Revista Ecos de Economía, Universidad EAFIT.
• AKTAS, Nihat & DE BODT, Eric & VAN OPPENS, Hervé, 2007, "Evidence of the contribution of legal insider trading to market efficiency," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007014, Feb.
• DURRE, Alain & GIOT, Pierre, 2007, "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1984, Jan, DOI: 10.1111/j.1468-5957.2007.02010.x.
• Hau, Harald, 2007, "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers, Centre for Economic Policy Research, number 6094, Feb.
• Pedersen, Lasse Heje & Mitchell, Mark & Pulvino, Todd, 2007, "Slow Moving Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 6117, Feb.
• Marín Vigueras, José Maria & Olivier, Jacques, 2007, "The Dog that Did Not Bark: Insider Trading and Crashes," CEPR Discussion Papers, Centre for Economic Policy Research, number 6244, Apr.
• Prat, Andrea & Dasgupta, Amil & Verardo, Michela, 2007, "Institutional Trade Persistence and Long-Term Equity Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6374, Jul.
• Campbell, John Y & Schwartz, Allie, 2007, "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, number 6390, Jul.
• Ivaldi, Marc & Motis, Jrissy, 2007, "Mergers as Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 6434, Aug.
• Hvide, Hans K. & Møen, Jarle, 2007, "Liquidity Constraints and Entrepreneurial Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 6495, Sep.
• Toxvaerd, Flavio & Gershkov, Alex, 2007, "On Seller Estimates and Buyer Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6503, Oct.
• Vitale, Paolo, 2007, "Optimal Informed Trading in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6553, Nov.
• Albuquerque, Rui & Miao, Jianjun, 2007, "Advance Information and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 6588, Nov.
• Schaefer, Stephen & Acharya, Viral & Zhang, Yili, 2007, "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," CEPR Discussion Papers, Centre for Economic Policy Research, number 6619, Dec.
• Acharya, Viral & Johnson, Tim, 2007, "More Insiders, More Insider Trading: Evidence from Private Equity Buyouts," CEPR Discussion Papers, Centre for Economic Policy Research, number 6622, Dec.
• Daniel Waldenstrom & Bruno S. Frey, 2007, "Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2007-18, Oct.
• Tristan Boyer & Elena CHANE-ALUNE, 2007, "Les IFRS et les besoins en informations non financières," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-06.
• Dikaios Tserkezos & Eleni Thanou, 2007, "Conventional Nonlinear Relationships between GDP, Inflation and Stock Market Returns. An Investigation for the Greek Economy," Working Papers, University of Crete, Department of Economics, number 0731, Jan.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2007, "Modelling and measuring price discovery in commodity markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb074510, May.
• Flores, Juan-Huitzi, 2007, "Information asymmetries and financial intermediation during the Baring crisis : 1880-1890," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number wp07-16, Oct.
• Hautsch, Nikolaus & Hess, Dieter, 2007, "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 1, pages 189-208, March.
• Ang, Andrew & Gu, Li & Hochberg, Yael V., 2007, "Is Ipo Underperformance a Peso Problem?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 3, pages 565-594, September.
• Bernard De Meyer, 2007, "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1604, Feb.
• Marc Feuilloley & Patrick Sentis, 2007, "Pertinence économique de la comptabilisation des dépréciations de goodwill:le cas français," Revue Finance Contrôle Stratégie, revues.org, volume 10, issue 1, pages 95-124, March.
• Maxime Merli & Alain Schatt, 2007, "Are there contagion or competition effects for non rated firms?The case of successive bond rating downgrades of Alcatel," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1070603, Jun.
• Gerard Gannon & Siu Pang Au-Yeung, 2007, "Modelling Regulatory Change V's Volume of Trade Effects in HSIF and HSI Volatility: A Note," Working Papers, Deakin University, Department of Economics, number 2007_06, Apr.
• Pullen, Daniel & Gannon, Gerard, 2007, "The index effect: an investigation of the price, volume and trading effects surrounding changes to the S & P Australian indices," Working Papers, Deakin University, Department of Economics, number aef_2007_07, Jan.
• Gerard Gannon & Yuwei Zhou, 2007, "Conflicts of Interest and China's A- Share Underpricing," Working Papers, Deakin University, Department of Economics, number 2007_09, May.
• Yap, Chee Jin & Gannon, Gerard, 2007, "Factors affecting the credit spreads behaviour of USD Malaysian bonds," Working Papers, Deakin University, Department of Economics, number aef_2007_10, Jan.
• Gannon, Gerard & Au-Yeung, Siu Pang, 2007, "Modelling regulatory change v's volume of trade effects in HSIF and HSI volatility: a note," Working Papers, Deakin University, Department of Economics, number aef_2007_06, Jan, DOI: 10.1142/S0219091508001258.
• Marie-Laure Breuillé, 2007, "Tradable deficit permits: a way to ensure sub-national fiscal discipline?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2007-17.
• Ouidad Yousfi, 2007, "Le rôle de la dette dans le LBO : une revue de la littérature," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2007-8.
• Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE, 2007, "The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• KIANI, Khurshid M., 2007, "Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 1, pages 103-118.
• Abdul Qayyum & Sajawal Khan, 2007, "X-efficiency, Scale Economies, Technological Progress and Competition : A Case of Banking Sector in Pakistan," Finance Working Papers, East Asian Bureau of Economic Research, number 22217, Jan.
• Cespa, Giovanni & Vives, Xavier, 2007, "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers, IESE Business School, number D/716, Nov.
• Mileva, Elitza & Siegfried, Nikolaus, 2007, "Oil market structure, network effects and the choice of currency for oil invoicing," Occasional Paper Series, European Central Bank, number 77, Dec.
• Andersson, Magnus, 2007, "Using intraday data to gauge financial market responses to Fed and ECB monetary policy decisions," Working Paper Series, European Central Bank, number 726, Feb.
• Cipriani, Marco & Guarino, Antonio, 2007, "Transaction costs and informational cascades in financial markets: Theory and experimental evidence," Working Paper Series, European Central Bank, number 736, Mar.
• Ehrmann, Michael & Fratzscher, Marcel, 2007, "Explaining monetary policy in press conferences," Working Paper Series, European Central Bank, number 767, Jun.
• Fahlenbrach, Rudiger & Minton, Bernadette A. & Pan, Carrie H., 2007, "The Market for Comeback CEOs," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2007-4, Feb.
• Chris Brooks & Xiafei Li & Joelle Miffre, 2007, "The Value Premium and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-03, Apr.
• Chris Brooks & Konstantina Kappou & Charles Ward, 2007, "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-05, May.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 05_13, Jan.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 75_12, Nov.
• Sergey Titov, 2007, "An Adaptive System of Decision Making for Financial Markets," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 7, issue 3, pages 27-43.
• Christos A. Alexakis & John M. Paleologos, 2007, "“An empirical investigation of the stock price dynamics between Athens, Istanbul and London," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 3, pages 293-304.
• Feride Ozturk & Macide Cicek, 2007, "Is Official Intervention Effective? The Case of Turkey," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 3, pages 343-353.
• Ben Marshall & Martin Young & Lawrence Rose, 2007, "Market timing with candlestick technical analysis," Journal of Financial Transformation, Capco Institute, volume 20, pages 18-25.
• Carmen-Loredana TOPALA, 2007, "Characteristics and Behaviors Types of Bank’s Clients and the Negotiation Tactics Adjusting (part II)," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 10, issue 1, pages 74-80, July.
• Jie Lu & Bruce Mizrach, 2007, "Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room," Departmental Working Papers, Rutgers University, Department of Economics, number 200701, Jan.
• Bruce Mizrach, 2007, "Recovering Probabilistic Information From Options Prices and the Underlying," Departmental Working Papers, Rutgers University, Department of Economics, number 200702, Jan.
• Luis Muga & Adriana Rodriguez & Rafael Santamaría, 2007, "Persistence in Mutual Funds in Latin American Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 1, pages 1-37, January, DOI: 10.1177/097265270700600101.
• K.A. Al–Abdulqader & G. Hannah & D.M. Power, 2007, "A Test of the Weak–form of the Efficient Markets Hypothesis for the Saudi Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 2, pages 167-190, May, DOI: 10.1177/097265270700600202.
• Christos Floros, 2007, "Price and Open Interest in Greek Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 2, pages 191-202, May, DOI: 10.1177/097265270700600203.
• Michail Koubouros & Ekaterini Panopoulou, 2007, "Intertemporal Market Risks and the Cross–Section of Greek Average Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 2, pages 203-227, May, DOI: 10.1177/097265270700600204.
• Georgia Siougle, 2007, "Earnings Forecasts Disclosed in SEO Prospectuses: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 3, pages 249-267, December, DOI: 10.1177/097265270700600302.
• Sanjay Sehgal & Meenakshi Gupta, 2007, "Tests of Technical Analysis in India," Vision, , volume 11, issue 3, pages 11-23, July, DOI: 10.1177/097226290701100303.
• Bernd Hüfner, 2007, "The SEC’S MD&A: Does it Meet the Informational Demands of Investors?– A Conceptual Evaluation –," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 59, issue 1, pages 58-84, January.
• Christian Langmann, 2007, "Stock Market Reaction and Stock Option Plans: Evidence from Germany," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 59, issue 1, pages 85-106, January.
• Giovanni Cespa, 2007, "Information Sales and Insider Trading with Long-lived Information," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 174, Jan.
• Andreas Zingg & Sebastian Lang & Daniela Wyttenbach, 2007, "Insider Trading in the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 143, issue 3, pages 331-362, September.
• Chia-Chang Chuang & Chung-Ming Kuan & Hsin-yi Lin, 2007, "Causality in Quantiles and Dynamic Stock Return-Volume Relations," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 07-A006, Jun.
• Mordecai Kurz & Maurizio Motolese, 2007, "Diverse Beliefs and Time Variability of Risk Premia," Discussion Papers, Stanford Institute for Economic Policy Research, number 06-044, Aug.
• Andreas M. Fischer & Ulan Termechikov, 2007, "Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views," Working Papers, Swiss National Bank, number 2007-01.
• Angelo Ranaldo, 2007, "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers, Swiss National Bank, number 2007-03.
• Mahmut YARDIMCIOĞLU, 2007, "Geçiş Ekonomilerinde Kamu Borçlarının Finansal Piyasalar Üzerindeki Etkileri: Türkiye Örneği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2007-2.
• António Miguel Martins & Ana Paula Serra, 2007, "Market Impact of International Sporting and Cultural Events," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0720, Jun.
• Henryk Gurgul & Paweł Majdosz, 2007, "The informational content of insider trading disclosures: empirical results for the Polish stock market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 15, issue 1, pages 1-19, March, DOI: 10.1007/s10100-006-0016-5.
• Monique Jeanblanc & Stoyan Valchev, 2007, "Default-risky bond prices with jumps, liquidity risk and incomplete information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 30, issue 2, pages 109-136, November, DOI: 10.1007/s10203-007-0070-z.
• Steven Petra, 2007, "The Effects of Corporate Governance on the Informativeness of Earnings," Economics of Governance, Springer, volume 8, issue 2, pages 129-152, February, DOI: 10.1007/s10101-006-0018-8.
• B. Tóth & E. Scalas & J. Huber & M. Kirchler, 2007, "The value of information in a multi-agent market model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 55, issue 1, pages 115-120, January, DOI: 10.1140/epjb/e2007-00046-2.
• Zhixiong Zeng, 2007, "The price of size and financial market allocations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 1, pages 21-48, January, DOI: 10.1007/s00199-005-0042-x.
• Dominique Dupont & Gabriel Lee, 2007, "Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 31, issue 2, pages 393-400, May, DOI: 10.1007/s00199-006-0097-3.
• Tilman Klumpp, 2007, "Communication in financial markets with several informed traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 33, issue 3, pages 437-456, December, DOI: 10.1007/s00199-006-0148-9.
• Kenton K. Yee, 2007, "Using accounting information for consumption planning and equity valuation," Review of Accounting Studies, Springer, volume 12, issue 2, pages 227-256, September, DOI: 10.1007/s11142-007-9026-3.
• Theodore E. Christensen, 2007, "Discussion of “another look at GAAP versus the Street: an empirical assessment of measurement error bias”," Review of Accounting Studies, Springer, volume 12, issue 2, pages 305-321, September, DOI: 10.1007/s11142-007-9036-1.
• Daniel Bartsch & Christoph J. Börner, 2007, "Werteffekte strategischer Desinvestitionen — Eine empirische Untersuchung am deutschen Kapitalmarkt," Schmalenbach Journal of Business Research, Springer, volume 59, issue 1, pages 2-34, February, DOI: 10.1007/BF03372779.
• Pilar Abad-Romero & M. Robles-Fernández, 2007, "Bond rating changes and stock returns: evidence from the Spanish stock market," Spanish Economic Review, Springer;Spanish Economic Association, volume 9, issue 2, pages 79-103, June, DOI: 10.1007/s10108-006-9020-0.
• Khurshid M. Kiani, 2007, "Stock Returns Predictability in Transition Economies," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 1, pages 93-104, May, DOI: 10.1007/s11300-007-0135-2.
• Carlos Vieira & Isabel Vieira, 2007, "Seasonalities in Eastern Foreign Exchange Markets: A Barrier to Euro Adoption?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 2, pages 283-294, November, DOI: 10.1007/s11300-007-0145-0.
• Erling Røed Larsen & Steffen Weum, 2007, "Home, Sweet Home or Is It - Always? Testing the Efficiency of the Norwegian Housing Market," Discussion Papers, Statistics Norway, Research Department, number 506, Jun.
• Erik Theissen, 2007, "An analysis of private investors' stock market return forecasts," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 1, pages 35-43, DOI: 10.1080/09603100600606172.
• Kurt Brannas & Ola Simonsen, 2007, "Discretized time and conditional duration modelling for stock transaction data," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 8, pages 647-658, DOI: 10.1080/09603100600690044.
• Christian Pierdzioch & Andrea Schertler, 2007, "Sources of Predictability of European Stock Markets for High-technology Firms," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 1, pages 1-27, DOI: 10.1080/13518470600762408.
• Johan Parmler & Andres Gonzalez, 2007, "Is Momentum Due to Data-snooping?," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 4, pages 301-318, DOI: 10.1080/13518470600880127.
• Nikita Ratanov, 2007, "A jump telegraph model for option pricing," Quantitative Finance, Taylor & Francis Journals, volume 7, issue 5, pages 575-583, DOI: 10.1080/14697680600991226.
• Luis Gutiérrez & Jesús Otero, 2007, "Testing for stock market integration in a developing economy: Colombia," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 4, pages 231-236, DOI: 10.1080/17446540600993860.
• Mubariz Hasanov & Tolga Omay, 2007, "Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 2, pages 1-12.
• ,, 2007, "Complementarities in information acquisition with short-term trades," Theoretical Economics, Econometric Society, volume 2, issue 4, December.
• Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007, "Macro News, Riskfree Rates, and the Intermediary," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-086/2, Nov.
• Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2007, "A Theory of Limited Liquidity and Large Investors Causing Spikes in Stock Market Volatility and Trading Volume," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 564-573, 04-05.
• John Ashton & Khac Pham, 2007, "Efficiency and Price Effects of Horizontal Bank Mergers," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2007-09, Jun.
• David Veredas, 2007, "Macro Surprises and short-term behavior in bond futures," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136236.
• Chancharat,Surachai & Valadkhani, Abbas, 2007, "Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-15.
• Ferré Carracedo, Montserrat & Manzano, Carolina, 2007, "When do central banks prefer to intervene secretly?," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/5317.
• Horace W. Brock, 2007, "The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 3, pages 365-402.
• Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2007, "Emerging market liquidity and crises," Policy Research Working Paper Series, The World Bank, number 4445, Dec.
• Sumon Bhaumik & Suchismita Bose, 2007, "Impact of Derivatives Trading on Emerging Capital Markets: A Note on Expiration Day Effects in India," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp863, Mar.
• Kenneth Kuttner & Adam Posen, 2007, "Do Markets Care Who Chairs the Central Bank?," Department of Economics Working Papers, Department of Economics, Williams College, number 2007-05, May.
• Charlotte Christiansen & Angelo Ranaldo, 2007, "Realized bond—stock correlation: Macroeconomic announcement effects," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 5, pages 439-469, May.
• Apostolos Serletis & Periklis Gogas, 2007, "The North American Natural Gas Liquids Markets are Chaotic," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Quantitative And Empirical Analysis Of Energy Markets".
• Jokivuolle, Esa & Vesala, Timo, 2007, "Portfolio effects and efficiency of lending under Basel II," Bank of Finland Research Discussion Papers, Bank of Finland, number 13/2007.
• Molnár, József, 2007, "Pre-emptive horizontal mergers: theory and evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2007.
• Heppke-Falk, Kirsten H. & Wolff, Guntram B., 2007, "Moral hazard and bail-out in fiscal federations: evidence for the German Länder," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,07.
• Dötz, Niko, 2007, "Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,08.
• Pausch, Thilo, 2007, "Endogenous credit derivatives and bank behavior," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,16.
• Nekat, Kai & Nippel, Peter, 2007, "The impact of a firm's payout policy on stock prices and shareholders' wealth in an inefficient market," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre, number 619.
• Kühl, Michael, 2007, "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 68.
• Hess, Dieter & Niessen, Alexandra, 2007, "The early news catches the attention: On the relative price impact of similar economic indicators," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-03.
• Agarwal, Vikas & Wang, Lingling, 2007, "Transaction costs and value premium," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-06.
• Betzer, André & Theissen, Erik, 2007, "Insider trading and corporate governance: The case of Germany," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-07.
• Canto, Bea & Kräussl, Roman, 2007, "Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/20.
• Hirsch, Christian & Bannier, Christina E., 2007, "The economics of rating watchlists: Evidence from rating changes," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/02.
• Muller, Alan & Kräussl, Roman, 2007, "Do markets love misery? Stock prices and corporate philanthropic disaster response," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/10.
• Hirsch, Christian & Bannier, Christina E., 2007, "The economics of rating watchlists: evidence from rating changes," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 88.
• Moser, Christoph, 2007, "The Impact of Political Risk on Sovereign Bond Spreads - Evidence from Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007, Verein für Socialpolitik, Research Committee Development Economics, number 24.
• Cuadro-Sáez, Lucía & Moreno, Manuel, 2007, "GARCH modeling of robust market returns," Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy, number 440.
• George Bulkley & Richard W P Holt, 2007, "Forecasting Cross-Section Stock Returns using The Present Value Model," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 163, Apr.
• Charitou, Andreas & Lambertides, Neophytos & Trigeorgis, Lenos, 2007, "Managerial discretion in distressed firms," The British Accounting Review, Elsevier, volume 39, issue 4, pages 323-346, DOI: 10.1016/j.bar.2007.08.003.
• Meenagh, David & Minford, Patrick & Peel, David, 2007, "Simulating stock returns under switching regimes - A new test of market efficiency," Economics Letters, Elsevier, volume 94, issue 2, pages 235-239, February.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007, "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 736-755, December.
• Bystrom, Hans & Kwon, Oh Kang, 2007, "A simple continuous measure of credit risk," International Review of Financial Analysis, Elsevier, volume 16, issue 5, pages 508-523.
• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007, "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, volume 10, issue 1, pages 26-47, February.

2006

• 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.
• Dirk Baur & Renee Fry, 2006, "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-09, Jan.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2006, "Are there Monday effects in stock returns: a stochastic dominance approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24520, Sep.
• Dante Mendes Aldrighi, 2006, "Uma avaliação das contribuições de Stiglitz à teoria dos mercados financeiros," Brazilian Journal of Political Economy, FGV EAESP, volume 26, issue 1, pages 137-157, March.
• Ansgar Belke & Thorsten Polleit, 2006, "Dividend Yields for Forecasting Stock Market Returns. An ARDL Cointegration Analysis for Germany," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 9, issue 1, pages 86-116, Summer.
• Parisi F., Antonino & Parisi F., Franco, 2006, "Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte," El Trimestre Económico, Fondo de Cultura Económica, volume 73, issue 290, pages 265-288, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v73i.
• Emiliano Grossman & Emilio Luque & Fabian Muniesa, 2006, "Economies through transparency," CSI Working Papers Series, Centre de Sociologie de l'Innovation (CSI), Mines ParisTech, number 003, Jan.
• Baquero, G. & Verbeek, M.J.C.M., 2006, "Do Sophisticated Investors Believe in the Law of Small Numbers?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-033-F&A, Jul.
• Jorge H. del Castillo-Spíndola, 2006, "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 21, issue 2, pages 275-297.
• Eleftherios Thalassinos & Theodoros Kyriazidis & John Thalassinos, 2006, "The Greek Capital Market: Caught in Between Poor Corporate Governance and Market Inefficiency," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 3-24.
• Eleftherios Thalassinos & Pantelis E. Thalassinos, 2006, "Stock Markets' Integration Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 3-14.
• Henryk Gurgul & Pawe³ Majdosz & Roland Mestel, 2006, "Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 1-2, pages 58-68, January.
• Haksoon KIM, 2006, "Which Explains Stock Return Co-movement better, Corporate Governance or Corporate Transparency? Evidence from R2 (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 11-12, pages 534-551, November.
• Filip Zikes & Vít Bubák, 2006, "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 5-6, pages 223-245, May.
• Henryk GURGUL & Tomasz WÓJTOWICZ, 2006, "Long Memory on the German Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 09-10, pages 447-468, September.
• Vít Bubák & Filip Žikeš, 2006, "The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/19, Apr, revised Apr 2006.
• Lukáš Vácha & Miloslav Vošvrda, 2006, "Wavelet Applications to Heterogeneous Agents Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/21, Apr, revised Apr 2006.
• Bernardo Bortolotti & Andrea Beltratti, 2006, "The Nontradable Share Reform in the Chinese Stock Market," Working Papers, Fondazione Eni Enrico Mattei, number 2006.131, Nov.
• Karen Watkins, 2006, "Crisis Anticipation at a Micro-Level: Mexico 1995-1996," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 1, pages 79-102, June.
• Gitit G. Gershgoren, Shmuel Hauser, 2006, "Stock Market Reaction to Unexpected Changes in Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 1-17, December.
• 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.