Research classified by Journal of Economic Literature (JEL) codes

2006

• 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.
• Ari Hyytinen & Lotta Väänänen, 2006, "Where Do Financial Constraints Originate from? An Empirical Analysis of Adverse Selection and Moral Hazard in Capital Markets," Small Business Economics, Springer, volume 27, issue 4, pages 323-348, December, DOI: 10.1007/s11187-005-0610-2.
• Kenji Kutsuna & Janet Kiholm Smith & Richard L. Smith, 2006, "Public Information, IPO Price Formation, and Long-run Returns: Japanese Evidence," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2006-22, May.
• Takashi Hatakeda, 2006, "Share Repurchase Behavior of Japanese Banks," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2006-27, May.
• Frank Gerhard & Nikolaus Hautsch, 2006, "A Dynamic Semiparametric Proportional Hazard Model," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/05, Oct.
• Igor Evstigneev & Dhruv Kapoor, 2006, "Arbitrage in stationary markets," Economics Discussion Paper Series, Economics, The University of Manchester, number 0619.
• Patarick Leoni, 2006, "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1701106.
• Robin Boadway & Michael Keen, 2006, "Financing and Taxing New Firms under Asymmetric Information," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 62, issue 4, pages 471-502, December, DOI: 10.1628/001522106X172661.
• Péter Banczúr & Cosmin Ilut, 2006, "Determinants of Spreads on Sovereign Bank Loans: The Role of Credit History," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/1.
• Heng Chen & Dietrich K. Fausten & Wing-Keung Wong, 2006, "Evolution Of Dollar/Euro Exchange Rate Before And After The Birth Of Euro And Policy Implications," Monash Economics Working Papers, Monash University, Department of Economics, number 14/06, Jul.
• Param Silvapulle & Xibin Zhang, 2006, "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/06, May.
• Paul Gompers & Josh Lerner, 2006, "The Venture Capital Cycle, 2nd Edition," MIT Press Books, The MIT Press, number 0262572389, edition 1, ISBN: ARRAY(0x79a514e8), December.
• Justin Wolfers, 2006, "Diagnosing Discrimination: Stock Returns and CEO Gender," NBER Working Papers, National Bureau of Economic Research, Inc, number 11989, Jan.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006, "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," NBER Working Papers, National Bureau of Economic Research, Inc, number 12073, Mar.
• Justin Wolfers & Eric Zitzewitz, 2006, "Prediction Markets in Theory and Practice," NBER Working Papers, National Bureau of Economic Research, Inc, number 12083, Mar.
• Andrew Ang & Li Gu & Yael V. Hochberg, 2006, "Is IPO Underperformance a Peso Problem?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12203, May.
• James Dow & Gary Gorton, 2006, "Noise Traders," NBER Working Papers, National Bureau of Economic Research, Inc, number 12256, May.
• Michelle Lowry & Micah S. Officer & G. William Schwert, 2006, "The Variability of IPO Initial Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12295, Jun.
• Josef Lakonishok & Louis Chan & Stephen G. Dimmock, 2006, "Benchmarking Money Manager Performance: Issues and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12461, Aug.
• Michael W. Brandt & David A. Chapman, 2006, "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12513, Sep.
• Hamid Mehran & Rene M. Stulz, 2006, "The Economics of Conflicts of Interest in Financial Institutions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12695, Nov.
• Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2006, "Security Issue Timing: What Do Managers Know, and When Do They Know It?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12724, Dec.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006, "Party Influence in Congress and the Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 12751, Dec.
• Jonathan E. Alevy & Michael S. Haigh & John List, 2006, "Information Cascades: Evidence from An Experiment with Financial Market Professionals," NBER Working Papers, National Bureau of Economic Research, Inc, number 12767, Dec.
• Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje, 2006, "Liquidity and Asset Prices," Foundations and Trends(R) in Finance, now publishers, volume 1, issue 4, pages 269-364, February, DOI: 10.1561/0500000003.
• Jeremy Large, 2006, "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W08, Jul.
• Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006, "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-09, Mar.
• Yasuo Takatsuki, 2006, "The formation of the efficient market in Tokugawa Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-28-Rev, Nov, revised May 2007.
• Yasuo Takatsuki, 2006, "The formation of the efficient market in Tokugawa Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-28-Rev.2, Nov, revised Jun 2007.
• Paul Hughes, 2006, "Do EPA Defendants Prefer Republicans? Evidence from the 2000 Election," Economic Inquiry, Western Economic Association International, volume 44, issue 3, pages 579-585, July.
• Thomas Gehrig & Caroline Fohlin, 2006, "Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange 1880–1910," Review of Finance, European Finance Association, volume 10, issue 4, pages 587-612, December, DOI: 10.1007/s10679-006-9010-y.
• Massimo Massa & Andrei Simonov, 2006, "Hedging, Familiarity and Portfolio Choice," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 2, pages 633-685.
• Jon Wongswan, 2006, "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1157-1189.
• Michael Lemmon & Evgenia Portniaguina, 2006, "Consumer Confidence and Asset Prices: Some Empirical Evidence," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1499-1529.
• Khurshid M. Kiani, 2006, "Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 45, issue 3, pages 369-381.
• Jorge Farinha & Nuno Filipe Basílio, 2006, "Stock Splits: Real Effects or Just a Question of Maths? An Empirical Analysis of the Portuguese Case," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0608, Oct.
• Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp152006, Jul.
• Pagliacci, Carolina, 2006, "The Venezuelan Overnight Fund Market: Understanding a Credit Constraint Limit Order Market," MPRA Paper, University Library of Munich, Germany, number 106541, Oct.
• Pires Gonçalves, Ricardo, 2006, "Management Quality Measurement: Using Data Envelopment Analysis (DEA) Estimation Approach for Banks in Brazil," MPRA Paper, University Library of Munich, Germany, number 11143.
• Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2006, "The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis," MPRA Paper, University Library of Munich, Germany, number 13155, Sep, revised 26 Oct 2008.
• Guttler, Caio & Meurer, Roberto & Da Silva, Sergio, 2006, "Informational inefficiency of the Brazilian stockmarket," MPRA Paper, University Library of Munich, Germany, number 1980.
• Bond, Derek & Dyson, Kenneth, 2006, "Long memory and non-linearity in Stock Markets," MPRA Paper, University Library of Munich, Germany, number 252, Sep.
• Igan, Deniz & de Paula, Aureo & Pinheiro, Marcelo, 2006, "Liquidity and Dividend Policy," MPRA Paper, University Library of Munich, Germany, number 29409, revised 2010.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006, "Stock market volatiltity around national elections," MPRA Paper, University Library of Munich, Germany, number 302, Jan, revised Nov 2006.
• Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006, "Political orientation of government and stock market returns," MPRA Paper, University Library of Munich, Germany, number 307, Jul, revised Nov 2006.
• Hirshleifer, David & Lim, Sonya Seongyeon & Teoh, Siew Hong, 2006, "Driven to distraction: Extraneous events and underreaction to earnings news," MPRA Paper, University Library of Munich, Germany, number 3110, Mar, revised 16 Apr 2007.
• Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael, 2006, "The value of information in a multi-agent market model," MPRA Paper, University Library of Munich, Germany, number 341, Oct.
• Semenova, Maria, 2006, "Information sharing in credit markets: incentives for incorrect information reporting," MPRA Paper, University Library of Munich, Germany, number 359, Jan.
• Spanos, Loukas & Mylonakis, John, 2006, "Internet corporate reporting in Greece," MPRA Paper, University Library of Munich, Germany, number 42997.
• Cole, Rebel & Fatemi, Ali & Vu, Joseph, 2006, "Do mergers create or destroy value? Evidence from unsuccessful mergers," MPRA Paper, University Library of Munich, Germany, number 4717, Oct.
• Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006, "Calendar anomalies in the Malaysian stock market," MPRA Paper, University Library of Munich, Germany, number 516, Sep.
• Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália, 2006, "Institutional investors and stock market efficiency: The case of the January anomaly," MPRA Paper, University Library of Munich, Germany, number 677, Mar, revised Nov 2006.
• De Marchi, Raffaele, 2006, "La persistance des performances des OPCVM actions françaises
  [The persistence of French equity mutual funds]," MPRA Paper, University Library of Munich, Germany, number 92549.
• Nguyen The Hung, 2006, "Determination of risk factors of stock returns in Central Europe
  [Determinace rizikových faktorů při tvorbě akciových výnosů v střední Evropě]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2006, issue 1, pages 179-192, DOI: 10.18267/j.aop.530.
• Dana Kovanicová, 2006, "About Problem of Economic Responsibility of an Entity
  [K problému ekonomické odpovědnosti podniku]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2006, issue 4, pages 125-131, DOI: 10.18267/j.cfuc.200.
• Miloslav Vošvrda, 2006, "Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2006, issue 3, pages 231-242, DOI: 10.18267/j.pep.286.
• Jean-Pierre Pinatton, 2006, "L'évolution du marché : des agents de change à Euronext," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 17-26, DOI: 10.3406/ecofi.2006.4030.
• Patrick Artus & Jean-François Théodore, 2006, "La place des marchés d'actions dans le financement de l'économie : Interview à deux voix," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 67-83, DOI: 10.3406/ecofi.2006.4036.
• Gianluca Garbi & Philippe Rakotovao, 2006, "Titres obligataires : une tendance nouvelle à la centralisation des transactions sur les Bourses ?," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 85-97, DOI: 10.3406/ecofi.2006.4037.
• Emmanuel Boutron & Jean-François Gajewski & Carole Gresse & Florence Labégorre, 2006, "Les procédures d’introduction en Bourse en Europe : évolution des pratiques et perspectives," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 99-115, DOI: 10.3406/ecofi.2006.4038.
• Thierry Foucault, 2006, "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 123-138, DOI: 10.3406/ecofi.2006.4041.
• James Newsome, 2006, "La criée ou le tout électronique : le marché décide," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 147-151, DOI: 10.3406/ecofi.2006.4043.
• Benn Steil, 2006, "Réglementer les marchés financiers de demain," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 153-156, DOI: 10.3406/ecofi.2006.4044.
• Joël Mérère, 2006, "Infrastructures de marché : harmonisation des pratiques de marché et intégration des systèmes," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 201-211, DOI: 10.3406/ecofi.2006.4049.
• Christophe Hémon, 2006, "Alliances, nouveaux marchés et nouveaux produits des contreparties centrales : risques et enjeux," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 213-220, DOI: 10.3406/ecofi.2006.4050.
• Jean-Pierre Pinatton, 2006, "A history of the market, from « agents de change » to Euronext," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 17-26, DOI: 10.3406/ecofi.2006.4431.
• Patrick Artus & Jean-François Théodore, 2006, "The role of equity markets in financing economic activity," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 61-76, DOI: 10.3406/ecofi.2006.4437.
• Gianluca Garbi & Philippe Rakotovao, 2006, "Fixed income : a new trend towards centralisation of trading on exchanges?," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 77-87, DOI: 10.3406/ecofi.2006.4438.
• Emmanuel Boutron & Jean-François Gajewski & Carole Gresse & Florence Labégorre, 2006, "IPO procedures in Europe : the development of practices and perspectives," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 89-105, DOI: 10.3406/ecofi.2006.4439.
• Thierry Foucault, 2006, "Liquidity, cost of capital and the organization of trading in stock markets," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 113-123, DOI: 10.3406/ecofi.2006.4442.
• James Newsome, 2006, "Open outcry or electronic : it’s the market’s choice," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 133-137, DOI: 10.3406/ecofi.2006.4444.
• Benn Steil, 2006, "Regulating for tomorrow’s equity markets," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 139-142, DOI: 10.3406/ecofi.2006.4445.
• Joël Mérère, 2006, "Market infrastructures : harmonisation of market practices and integration of systems," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 185-194, DOI: 10.3406/ecofi.2006.4450.
• Christophe Hémon, 2006, "Alliances, new markets and new products from central counterparties : risks and challenges," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 195-201, DOI: 10.3406/ecofi.2006.4451.
• Bagnoli, Mark & Watts, Susan G., 2006, "Financial Reporting and Supplemental Voluntary Disclosures," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1186, Jan.
• Robin Boadway & Motohiro Sato, 2006, "Entrepreneurship And Asymmetric Information In Input Markets," Working Paper, Economics Department, Queen's University, number 1069, May.
• Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2006, "Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts," Journal of Financial Stability, Elsevier, volume 2, issue 1, pages 28-54, April.
• De Broeck, Mark & Slok, Torsten, 2006, "Interpreting real exchange rate movements in transition countries," Journal of International Economics, Elsevier, volume 68, issue 2, pages 368-383, March.
• Bohl, Martin T. & Brzeszczynski, Janusz, 2006, "Do institutional investors destabilize stock prices? evidence from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 4, pages 370-383, October.
• Jin, Li & Merton, Robert C. & Bodie, Zvi, 2006, "Do a firm's equity returns reflect the risk of its pension plan?," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 1-26, July.
• Bailey, Warren & Andrew Karolyi, G. & Salva, Carolina, 2006, "The economic consequences of increased disclosure: Evidence from international cross-listings," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 175-213, July.
• Dominguez, Kathryn M.E., 2006, "When do central bank interventions influence intra-daily and longer-term exchange rate movements?," Journal of International Money and Finance, Elsevier, volume 25, issue 7, pages 1051-1071, November.
• Aguiar, Mark & Broner, Fernando A., 2006, "Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?," Journal of Monetary Economics, Elsevier, volume 53, issue 4, pages 699-724, May.
• Beber, Alessandro & Brandt, Michael W., 2006, "The effect of macroeconomic news on beliefs and preferences: Evidence from the options market," Journal of Monetary Economics, Elsevier, volume 53, issue 8, pages 1997-2039, November.
• Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing, 2006, "Persistence characteristics of Latin American financial markets," Journal of Multinational Financial Management, Elsevier, volume 16, issue 3, pages 269-290, July.
• Daher, Wassim & Mirman, Leonard J., 2006, "Cournot duopoly and insider trading with two insiders," The Quarterly Review of Economics and Finance, Elsevier, volume 46, issue 4, pages 530-551, September.
• Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006, "Corporate Reputation and Stock Returns; are good firm good for investors?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-05, Jul.
• Xiafei Li & Chris Brooks & Joelle Miffre, 2006, "Momentum Profits and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-09, Aug, revised Sep 2006.
• Martin Lettau & Stijn Van Nieuwerburgh, 2006, "Reconciling the Return Predictability Evidence," 2006 Meeting Papers, Society for Economic Dynamics, number 29.
• Toni M. Whited & Lu Zhang, 2006, "Testing the q-Theory of Anomalies," 2006 Meeting Papers, Society for Economic Dynamics, number 380.
• Pamela Labadie, 2006, "Allocation of Individual Risks in a Market Economy," 2006 Meeting Papers, Society for Economic Dynamics, number 672.
• Makoto Nirei, 2006, "Herd Behavior and Fat Tails in Financial Markets," 2006 Meeting Papers, Society for Economic Dynamics, number 879.
• Hyytinen, Ari & Maliranta, Mika, 2006, "When Do Employees Leave Their Job for Entrepreneurship: Evidence from Linked Employer-Employee Data," Discussion Papers, The Research Institute of the Finnish Economy, number 1023.
• Hamish Anderson & Lawrence Rose, 2006, "Pricing effects of private seasoned equity issues in New Zealand's laissez-faire regulatory environment," Journal of Financial Transformation, Capco Institute, volume 18, pages 71-78.
• Paul Zarembka, 2006, "Initiation of the 9-11 Operation, with Evidence of Insider Trading Beforehand," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, chapter 2, in: Paul Zarembka, "THE HIDDEN HISTORY OF 9-11-2001".
• Paul Zarembka (ed.), 2006, "The Hidden History Of 9-11-2001," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm23a, ISBN: ARRAY(0xa2384b40), June.
• J. Annaert & W. Van Hyfte, 2006, "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/376, Mar.
• Bruce Mizrach, 2006, "Does SIZE Matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility," Departmental Working Papers, Rutgers University, Department of Economics, number 200602, Jan.
• Bruce Mizrach & Chris Neely, 2006, "The Transition to Electronic Trading in the Secondary Treasury Market," Departmental Working Papers, Rutgers University, Department of Economics, number 200603, Jan.
• Bruce Mizrach & Susan Weerts, 2006, "Highs and Lows: A Behavioral and Technical Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 200610, Aug.
• Cemal Berk OÄŸuzsoy & Sibel Güven, 2006, "Turn of the Month and Turn of the Month Surrounding Days Effects in Istanbul Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 1, pages 1-13, April, DOI: 10.1177/097265270500500101.
• George Filis, 2006, "Testing for Market Efficiency in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 2, pages 121-133, August, DOI: 10.1177/097265270600500201.
• Jangkoo Kang & Chang Joo Lee & Soonhee Lee, 2006, "An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 3, pages 235-261, December, DOI: 10.1177/097265270600500303.
• Holger Daske & Günther Gebhardt & Stefan Klein, 2006, "Estimating the Expected Cost of Equity Capital Usind Analysts’ Consensus Forecasts," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 58, issue 1, pages 2-36, January.
• Geraldine Ryan, 2006, "The predictive power of the present value model of stock prices," Computing in Economics and Finance 2006, Society for Computational Economics, number 102, Jul.
• Panayiotis C. Andreou & Chris Charalambous & Spiros H. Martzoukos, 2006, "Artificial Neural Network Enhanced Parametric Option Pricing," Computing in Economics and Finance 2006, Society for Computational Economics, number 118, Jul.
• Daxue Wang, 2006, "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006, Society for Computational Economics, number 182, Jul.
• Kyriacos Kyriacou & Bryan Mase, 2006, "The Information Contained in the Exercise of Executive Stock Options," Computing in Economics and Finance 2006, Society for Computational Economics, number 193, Jul.
• Olivier Brandouy & Philippe Mathieu, 2006, "A Broad-Spectrum Computational Approach for Market Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 492, Jul.
• B. Mizrach, 2006, "Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility," Competition and Regulation in Network Industries, Intersentia, volume 7, issue 4, pages 471-486, December.
• Claudio Loderer & Marc-André Mittermayer, 2006, "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue 1, pages 79-114, March.
• Manuel Ammann & Ralf Seiz & Martin Zulauf, 2006, "Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue 4, pages 447-477, December.
• Andreas M. Fischer, 2006, "Measuring Income Elasticity for Swiss Money Demand: What do the Cantons say about Financial Innovation?," Working Papers, Swiss National Bank, number 2006-01.
• Charlotte Christiansen & Angelo Ranaldo, 2006, "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Working Papers, Swiss National Bank, number 2006-02.
• Angelo Ranaldo, 2006, "Intraday Market Dynamics Around Public Information Arrivals," Working Papers, Swiss National Bank, number 2006-11.
• Marie Briere & Aurélie Cohen, 2006, "A quoi réagit le marchés des obligations privées?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-003.RS.
• Marie Briere, 2006, "Market Reactions to Central Bank Communication Policies :Reading Interest Rate Options Smiles," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 38.
• Georg Stadtmann, 2006, "Frequent News and Pure Signals: The Case of a Publicly Traded Football Club," IASE Conference Papers, International Association of Sports Economists, number 0625, May.
• Georg Stadtmann, 2006, "Frequent News and Pure Signals: The Case of a Publicly Traded Football Club," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0603, Jun.
• John D. Burger & Richard D. Grayson & Stephen J.K. Walters, 2006, "Initial Public Offerings of Ballplayers," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0624, Oct.