Research classified by Journal of Economic Literature (JEL) codes

2006

• 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.
• 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.
• 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.

2005

• Goldbaum, David, 2005, "Market efficiency and learning in an endogenously unstable environment," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 5, pages 953-978, May.
• van Baalen, Peter & Bloemhof-Ruwaard, Jacqueline & van Heck, Eric, 2005, "Knowledge Sharing in an Emerging Network of Practice:: The Role of a Knowledge Portal," European Management Journal, Elsevier, volume 23, issue 3, pages 300-314, June.
• Karuppiah, Jeyanthi & Los, Cornelis A., 2005, "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, volume 14, issue 2, pages 211-246.
• Fred Ramb & Markus Reitzig, 2005, "Who do you trust while Shares are on a Roler-Coaster Ride? Balance Sheet and Patent Data as Sources of Investor Information During Volatile Market Times," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 05-15.
• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005, "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, volume 95, issue 5, pages 1403-1426, December.
• Marco Cipriani & Antonio Guarino, 2005, "Herd Behavior in a Laboratory Financial Market," American Economic Review, American Economic Association, volume 95, issue 5, pages 1427-1443, December.
• Eskandar A. Tooma, 2005, "Evaluating the Peformance of Symmetric Price Limits: Evidence from the Egyptian Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 7, issue 2, pages 18-41.
• Lanfranco, Bruno A., 2005, "Cobertura del riesgo precios en los mercados de futuros para carne bovina en el marco de la experiencia uruguaya de 1993," Serie Tecnica, Instituto Nacional de Investigacion Agropecuaria (INIA), number 121755, Dec, DOI: 10.22004/ag.econ.121755.
• Lima, Roberto Arruda de Souza & Shirota, Ricardo, undated, "Influência do Capital Social no Mercado de Crédito Rural," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 43, issue 01, pages 1-18, DOI: 10.22004/ag.econ.156118.
• Rosemarie Bröker Bone, 2005, "A Importância Dos Fundamentos Nos Ratings Soberanos Brasileiros, 1994-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 037.
• Srecko Devjak & Andraz Grum, 2005, "Market Risk Control In Stable Paretian Markets," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 14, issue 2, pages 147-160, december.
• Orlin Todorov, 2005, "Certain Financial Problems the Small and Medium Enterprises Face in the Countries of the European Economic Area (EEA)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 103-123.
• Michael R. King & Rasmus Fatum, 2005, "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers, Bank of Canada, number 05-21, DOI: 10.34989/swp-2005-21.
• Michael R. King & Maksym Padalko, 2005, "Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Staff Working Papers, Bank of Canada, number 05-3, DOI: 10.34989/swp-2005-3.
• Marcello Pericoli, 2005, "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 545, Feb.
• Francesco Franzoni & José M. Marín, 2015, "Portable Alphas from Pension Mispricing," Working Papers, Barcelona School of Economics, number 227, Sep.
• Koresh Galil, 2005, "Ratings as Predictors of Default in the Long Term:an Empirical Investigation," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0505.
• Jeffery D Amato & Jacob Gyntelberg, 2005, "CDS index tranches and the pricing of credit risk correlations," BIS Quarterly Review, Bank for International Settlements, March.
• Fabio Fornari, 2005, "The rise and fall of US dollar interest rate volatility: evidence from swaptions," BIS Quarterly Review, Bank for International Settlements, September.
• Jeffery D Amato, 2005, "Risk aversion and risk premia in the CDS market," BIS Quarterly Review, Bank for International Settlements, December.
• Jacob Gyntelberg & Guonan Ma & Eli M Remolona, 2005, "Corporate bond markets in Asia," BIS Quarterly Review, Bank for International Settlements, December.
• Jeffery D. Amato & Eli M Remolona, 2005, "The pricing of unexpected credit losses," BIS Working Papers, Bank for International Settlements, number 190, Nov.
• Virginia Goday & Bertrand Gruss & Jorge Ponce, 2005, "Depositors’ Discipline in Uruguayan Banks," Documentos de trabajo, Banco Central del Uruguay, number 2005003, Jul.
• Rossitza B. Wooster & Craig A. Gallet, 2005, "Settling the Smoke: Public Policy and Shareholder Wealth in the Cigarette Industry," Contemporary Economic Policy, Western Economic Association International, volume 23, issue 2, pages 211-223, April, DOI: 10.1093/cep/byi016.
• William N. Goetzmann & Ning Zhu, 2005, "Rain or Shine: Where is the Weather Effect?," European Financial Management, European Financial Management Association, volume 11, issue 5, pages 559-578, November, DOI: 10.1111/j.1354-7798.2005.00298.x.
• Zoran Ivković & Scott Weisbenner, 2005, "Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments," Journal of Finance, American Finance Association, volume 60, issue 1, pages 267-306, February, DOI: 10.1111/j.1540-6261.2005.00730.x.
• Michael J. Fleming & Kenneth D. Garbade & Frank Keane, 2005, "Anomalous Bidding In Short‐Term Treasury Bill Auctions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 28, issue 2, pages 165-176, June, DOI: 10.1111/j.1475-6803.2005.00119.x.
• Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005, "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper, Norges Bank, number 2005/12, Nov.
• Panayiotis P. Athanasoglou & Ioannis G. Asimakopoulos & Evangelia A. Georgiou, 2005, "The effect of merger and acquisition announcement on Greek bank stock returns," Economic Bulletin, Bank of Greece, issue 24, pages 27-44, January.
• Asaf Zussman & Noam Zussman, 2005, "Targeted Killings: Evaluating the Effectiveness of a Counterterrorism Policy," Bank of Israel Working Papers, Bank of Israel, number 2005.02, Jan.
• Alba Regina Moretti & Beatriz Vaz de Melo Mendes, 2005, "Measuring the Influence of the US Market over Observed Interdependencies in Latin America," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 1, pages 123-137.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
• Tung Liu & Gary Santoni & Courtenay Cliff Stone, 2005, "Federal Securities Regulations and Stock Market Returns," Working Papers, Ball State University, Department of Economics, number 200501, Jan, revised Jan 2005.
• Hall, Bronwyn H. & Jaffe, A & Trajtenberg, M, 2005, "Market value and patent citations," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt0cs6v2w7, Jan.
• Rodolfo Apreda, 2005, "How trade splits up information sets and dealers carry out their brokerage of asymmetric information," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 288, Mar.
• Mariana Conte Grand & Vanesa V. D'Elia, 2005, "Environmental news and stock markets performance: Further evidence for Argentina," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 300, Aug.
• Carlo Rosa & Giovanni Verga, 2005, "The Importance of the Wording of the ECB," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0694, Jun.
• Jan Hanousek & Evzen Kocenda, 2005, "Learning by Bidding: Evidence from a Large-Scale Natural Experiment," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp247, Jan.
• Marc-Andreas Muendler, 2005, "Rational Information Choice in Financial Market Equilibrium," CESifo Working Paper Series, CESifo, number 1436.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005, "Advisors and Asset Prices: A Model of the Origins of Bubbles," Levine's Bibliography, UCLA Department of Economics, number 122247000000001003, Dec.
• Massa, Massimo & Locarno, Alberto, 2005, "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 4828, Jan.
• Voth, Hans-Joachim & Ferguson, Thomas, 2005, "Betting on Hitler - The Value of Political Connections in Nazi Germany," CEPR Discussion Papers, Centre for Economic Policy Research, number 5021, Apr.
• Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005, "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 5159, Aug.
• Acharya, Viral & Johnson, Tim, 2005, "Insider Trading in Credit Derivatives," CEPR Discussion Papers, Centre for Economic Policy Research, number 5180, Aug.
• Wilhelm Jr, William J & Chen, Zhaohui, 2005, "The Industrial Organization of Financial Market Information Production," CEPR Discussion Papers, Centre for Economic Policy Research, number 5314, Oct.
• Schotman, Peter C & Zalewska, Ania, 2005, "Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 5352, Nov.
• Klor, Esteban & Berrebi, Claude, 2005, "The Impact of Terrorism Across Industries: An Empirical Study," CEPR Discussion Papers, Centre for Economic Policy Research, number 5360, Nov.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan & ,, 2005, "Demand-Based Option Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 5420, Dec.
• Augustin Landier & David Sraer & David Thesmar, 2005, "Bottom-Up Corporate Governance," Working Papers, Center for Research in Economics and Statistics, number 2005-30.
• Jan Bo Jakobsen & Torben Voetmann, 2005, "A New Approach for Interpreting Long-Run Returns, Applied to IPO and SEO Stocks," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 337-363, November.
• Mark A. Carlson & Galina B. Hale, 2005, "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1506, Apr.
• Donald J. Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1518, Jun.
• Timo Baas & Mechthild Schrooten, 2005, "Theoretische Analyse der Gewinnsituation im deutschen Bankensektor: Kreditvergabestrategie sichert Sparkassen und Genossenschaftsbanken Vorteile," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 502.
• Jeanjean, Thomas & Cazavan-Jeny, Anne, 2005, "Levels of voluntary disclosure in IPO prospectuses : an empirical analysis," HEC Research Papers Series, HEC Paris, number 827, Dec.
• Tinn, Katrin, 2005, "Optimal research in financial markets with heterogeneous private information: a rational expectations model," Working Paper Series, European Central Bank, number 493, Jun.
• Durré, Alain & Giot, Pierre, 2005, "An international analysis of earnings, stock prices and bond yields," Working Paper Series, European Central Bank, number 515, Aug.
• Cappiello, Lorenzo & De Santis, Roberto A., 2005, "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series, European Central Bank, number 529, Sep.
• Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005, "Investor Overconfidence and the Forward Discount Puzzle," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-21, Oct.
• Hirshleifer, David & Teoh, Siew Hong, 2005, "Limited Investor Attention and Stock Market Misreactions to Accounting Information," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-24, Nov.
• Hail, Luzi & Leuz, Christian, 2005, "Cost of Capital and Cash Flow Effects of U.S. Cross Listings," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 05-2, Apr.
• Stéphanie Lavigne, 2005, "Modeling an Artificial Stock Market. When Cognitive Institutions Influence Market Dynamic," European Journal of Economic and Social Systems, Lavoisier, volume 18, issue 2, pages 201-232.
• Bronwyn H. Hall & Adam Jaffe & Manuel Trajtenberg, 2005, "Market Value and Patent Citations," RAND Journal of Economics, The RAND Corporation, volume 36, issue 1, pages 16-38, Spring.
• Giuseppe Garofalo & Alessandro Sansone, 2005, "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 88, Oct.
• Wolfgang Drobetz & Matthias Kammermann & Urs Wälchli, 2005, "Long-Run Performance of Initial Public Offerings: The Evidence for Switzerland," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 57, issue 3, pages 253-275, July.
• Wolfgang Schultze, 2005, "The Information Content of Goodwill-Impairments under FAS 142: Implications for External Analysis and Internal Control," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 57, issue 3, pages 276-297, July.
• C. Chiarella & C. Hsiao, 2005, "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005, Society for Computational Economics, number 168, Nov.
• Marcos Alvarez-Diaz And Alberto à Lvarez, 2005, "Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions," Computing in Economics and Finance 2005, Society for Computational Economics, number 217, Nov.
• Ryuichi YAMAMOTO, 2005, "Evolution with Individual and Social Learning in an Agent-Based Stock Market," Computing in Economics and Finance 2005, Society for Computational Economics, number 228, Nov.
• Egon Zakrajsek & Andrew Levin & Roberto Perli, 2005, "The Determinants of Market Frictions in the Corporate Market," Computing in Economics and Finance 2005, Society for Computational Economics, number 379, Nov.
• Sheri Markose & Amadeo Alentorn, 2005, "Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution," Computing in Economics and Finance 2005, Society for Computational Economics, number 397, Nov.
• Yang Yu, 2005, "Fundamental Uncertainties and Firm-level Stock Volatilities," Computing in Economics and Finance 2005, Society for Computational Economics, number 466, Nov.
• James Stodder, 2005, "Computational Efficiency and Macroeconomic Stability under Centralized Exchange: Evidence from Swiss and US Exchange Data," Computing in Economics and Finance 2005, Society for Computational Economics, number 64, Nov.
• İsmail Aktar, 2005, "A Comparison of the Effects of the Chernobyl and Three Mile Island Nuclear Accidents on the U.S. Electric Utility Industry," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2005-2.
• G. Lim, 2005, "Bounded dividends, earnings and fundamental stock values," Empirical Economics, Springer, volume 30, issue 2, pages 411-426, September, DOI: 10.1007/s00181-005-0240-1.
• H. Bakhshi & G. Kapetanios & T. Yates, 2005, "Rational expectations and fixed-event forecasts: An application to UK inflation," Empirical Economics, Springer, volume 30, issue 3, pages 539-553, October, DOI: 10.1007/s00181-005-0262-8.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2005, "Genetic multi-model composite forecast for non-linear prediction of exchange rates," Empirical Economics, Springer, volume 30, issue 3, pages 643-663, October, DOI: 10.1007/s00181-005-0249-5.
• Emanuela Sciubba, 2005, "Asymmetric information and survival in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 2, pages 353-379, February, DOI: 10.1007/s00199-003-0434-8.
• Giovanni Cespa, 2005, "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 4, pages 983-997, June, DOI: 10.1007/s00199-003-0461-5.
• Giulio Bottazzi & Giovanna Devetag, 2005, "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, Springer, in: Thomas Lux & Eleni Samanidou & Stefan Reitz, "Nonlinear Dynamics and Heterogeneous Interacting Agents", DOI: 10.1007/3-540-27296-8_2.
• Partha S. Mohanram, 2005, "Separating Winners from Losers among LowBook-to-Market Stocks using Financial Statement Analysis," Review of Accounting Studies, Springer, volume 10, issue 2, pages 133-170, September, DOI: 10.1007/s11142-005-1526-4.
• Joseph D. Piotroski, 2005, "Discussion of “Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis”," Review of Accounting Studies, Springer, volume 10, issue 2, pages 171-184, September, DOI: 10.1007/s11142-005-1527-3.
• Guohua Jiang & Charles M. C. Lee & Yi Zhang, 2005, "Information Uncertainty and Expected Returns," Review of Accounting Studies, Springer, volume 10, issue 2, pages 185-221, September, DOI: 10.1007/s11142-005-1528-2.
• Paul Schultz, 2005, "Discussion of “Information Uncertainty and Expected Returns”," Review of Accounting Studies, Springer, volume 10, issue 2, pages 223-226, September, DOI: 10.1007/s11142-005-1529-1.
• James A. Ohlson, 2005, "On Accounting-Based Valuation Formulae," Review of Accounting Studies, Springer, volume 10, issue 2, pages 323-347, September, DOI: 10.1007/s11142-005-1534-4.
• James A. Ohlson & Beate E. Juettner-Nauroth, 2005, "Expected EPS and EPS Growth as Determinantsof Value," Review of Accounting Studies, Springer, volume 10, issue 2, pages 349-365, September, DOI: 10.1007/s11142-005-1535-3.
• Rowland K. Atiase & Haidan Li & Somchai Supattarakul & Senyo Tse, 2005, "Market Reaction to Multiple Contemporaneous Earnings Signals: Earnings Announcements and Future Earnings Guidance," Review of Accounting Studies, Springer, volume 10, issue 4, pages 497-525, December, DOI: 10.1007/s11142-005-4211-8.
• André Güttler, 2005, "Wird die Ad-hoc-Publizität korrekt umgesetzt? Eine empirische Analyse unter Einbezug von Unternehmen des Neuen Markts," Schmalenbach Journal of Business Research, Springer, volume 57, issue 3, pages 237-259, May, DOI: 10.1007/BF03372765.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_9.
• Torben Lütje & Lukas Menkhoff, 2005, "Risk Management, Rational Herding and Institutional Investors: A Macro View," Springer Books, Springer, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel, "Risk Management", DOI: 10.1007/3-540-26993-2_40.
• Lukas Menkhoff & Ulrich Schmidt, 2005, "The use of trading strategies by fund managers: some first survey evidence," Applied Economics, Taylor & Francis Journals, volume 37, issue 15, pages 1719-1730, DOI: 10.1080/00036840500217606.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-62.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-97.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2005-025.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2005-016.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM, Tilburg University, School of Economics and Management, number 059428e3-2ed6-42e2-8d3c-2.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM, Tilburg University, School of Economics and Management, number 12ebc2dc-8f53-4136-b360-6.
• Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005, "Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1deb12a0-54a3-47f7-9626-5.
• Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R., 2005, "Insider Trading, News Releases and Ownership Concentration," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2cc19d5c-a469-4877-a6f4-a.
• Marco Cipriani & Antonio Guarino, 2005, "Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 315-321, 04/05.
• Kathy Yuan, 2005, "The Liquidity Service Of Benchmark Securities," Journal of the European Economic Association, MIT Press, volume 3, issue 5, pages 1156-1180, September.
• Robert P. Flood & Andrew K. Rose, 2005, "Financial Integration: A New Methodology And An Illustration," Journal of the European Economic Association, MIT Press, volume 3, issue 6, pages 1349-1359, December.
• Nöldeke, Georg & Tröger, Thomas, 2005, "A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 43, May.
• Giulio Bottazzi & Giovanna Devetag, 2005, "Expectations structure in asset pricing experiments," CEEL Working Papers, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia, number 0503.
• Alar Kein, 2005, "An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology, number 120.
• Pilar Abad Romero & M. Dolores Robles Fernández, 2005, "Risk and returns around bond rating changes: New evidence from the Spanish Stock Market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0505.
• Matthew C. Clayton & Jay C. Hartzell & Joshua Rosenberg, 2005, "The Impact of CEO Turnover on Equity Volatility," The Journal of Business, University of Chicago Press, volume 78, issue 5, pages 1779-1808, September, DOI: 10.1086/431442.
• Yanna Wu & Subhash C. Ray, 2005, "Technical Efficiency and Stock Market Reaction to Horizontal Mergers," Working papers, University of Connecticut, Department of Economics, number 2005-05, Mar.
• Luca Grilli & Angelo Sfrecola, 2005, "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 14-2005, Jun.
• David Veredas, 2005, "Macro surprises and short-term behavior in bond futures," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136194.
• Roland Gillet & Ariane Szafarz, 2005, "L'efficience informationnelle des marchés: une hypothèse, et au-delà?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/14397.
• Roland Gillet & Ariane Szafarz, 2005, "L’efficience informationnelle des marchés. Une hypothèse, et au-delà ?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/669.
• Antonio Gledson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos, 2005, "Venture capital as human resource management," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp470.
• Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005, "The weekend trading profitability: evidence from international mutual funds," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-10, Jan.
• Al-Zoubi, Haitham A. & Daal, Elton, 2005, "A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-06, Aug.
• Fernando Lago, 2005, "Tres ensayos sobre crisis financieras basadas en fundamentals," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 22, issue 45, pages 1-66, july-dece.
• Francesco Franzoni & José M. Marín, 2005, "Pension plan funding and stock market efficiency," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 871, Jun.
• José M. Marín & Francesco Franzoni, 2005, "Portable alphas from pension mispricing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 894, Oct.
• Flynn, Sean M., 2005, "Noise-trading, Costly Arbitrage, and Asset Prices: Evidence from US Closed-end Funds," Vassar College Department of Economics Working Paper Series, Vassar College Department of Economics, number 71, Sep.
• Laura Nyantung Beny, 2005, "Do Insider Trading Laws Matter? Some Preliminary Comparative Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp741, Jan.
• Solomon Tadesse, 2005, "Stock Markets Liquidity, Corporate Governance and Small Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp883, Jun.
• Stephan Schulmeister, 2005, "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," WIFO Working Papers, WIFO, number 264, Dec.
• Vadim Marmer, 2005, "Nonlinearity, Nonstationarity and Spurious Forecasts," Econometrics, University Library of Munich, Germany, number 0503002, Mar, revised 15 Dec 2005.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005, "Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks," Econometrics, University Library of Munich, Germany, number 0509006, Sep.
• Marco Cipriani & Antonio Guarino, 2005, "Herd Behavior in a Laboratory Financial Market," Experimental, University Library of Munich, Germany, number 0502002, Feb.
• Carl Plat, 2005, "A Double Auction Market with Signals of Varying Precision," Experimental, University Library of Munich, Germany, number 0508004, Aug.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance, University Library of Munich, Germany, number 0503014, Mar, revised 17 Jan 2006.
• Ulrich Pape & Stephan Schmidt-Tank, 2005, "Liquidity Effects of Changes in a Pan-European Stock Index," Finance, University Library of Munich, Germany, number 0503016, Mar.
• Silvio John Camilleri & Christopher J. Green, 2005, "An Analysis of the Impacts of Non-Synchronous Trading On," Finance, University Library of Munich, Germany, number 0504020, Apr.
• Sutthisit Jamdee & Cornelis A. Los, 2005, "Long Memory Options: LM Evidence and Simulations," Finance, University Library of Munich, Germany, number 0505003, May.
• Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005, "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance, University Library of Munich, Germany, number 0505009, May, revised 17 Jan 2006.
• Michael Kaestner, 2005, "Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?," Finance, University Library of Munich, Germany, number 0505018, May, revised 03 Oct 2005.
• Silvio John Camilleri & Christopher J. Green, 2005, "The Impact of the Suspension of Opening and Closing Call," Finance, University Library of Munich, Germany, number 0506006, Jun.
• Silvio John Camilleri, 2005, "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance, University Library of Munich, Germany, number 0507006, Jul.
• Manuel Ammann & Axel Kind & Christian Wilde, 2005, "Simulation-Based Pricing of Convertible Bonds," Finance, University Library of Munich, Germany, number 0507015, Jul.
• Bernard Paranque & Walter Baets & Henry Pruden, 2005, "Agent Behaviour, Financial Market and Welfare Theory," Finance, University Library of Munich, Germany, number 0508001, Aug, revised 02 Aug 2005.
• Cornelis A. Los, 2005, "The Degree of Stability of Price Diffusion," Finance, University Library of Munich, Germany, number 0508006, Aug.
• Michael Kaestner, 2005, "Prévisions de résultat et réactions : étude de deux sous- réactions sous l’angle du biais d’ancrage," Finance, University Library of Munich, Germany, number 0510002, Oct.
• Alessandro Sansone & Giuseppe Garofalo, 2005, "Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays," Finance, University Library of Munich, Germany, number 0510026, Oct.
• Dimitris Kenourgios & Nikolaos Pavlidis, 2005, "Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market," Finance, University Library of Munich, Germany, number 0512011, Dec.
• Dimitris Kenourgios, 2005, "Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market," Finance, University Library of Munich, Germany, number 0512014, Dec.
• Dimitris Kenourgios, 2005, "Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market," Finance, University Library of Munich, Germany, number 0512015, Dec.
• Stephan Schulmeister, 2005, "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," Finance, University Library of Munich, Germany, number 0512033, Dec.
• John Conlon, 2005, "Should Central Banks Burst Bubbles?," Game Theory and Information, University Library of Munich, Germany, number 0508007, Aug.
• Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005, "International equity flows and returns: a quantitative equilibrium approach," International Finance, University Library of Munich, Germany, number 0508006, Aug.
• Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable, 2005, "Price Adjustment at Multiproduct Retailers," Industrial Organization, University Library of Munich, Germany, number 0505005, May.
• Yanhua ZHANG, 2005, "Collusion and Commitment in Bank Bailout," Industrial Organization, University Library of Munich, Germany, number 0509011, Sep.
• Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable, 2005, "The Magnitude of Menu Costs: Direct Evidence from Large U.S. Supermarket Chains," Macroeconomics, University Library of Munich, Germany, number 0505012, May.
• Maurizio Bovi, 2005, "Book-Tax Gap. An Income Horse Race," Public Economics, University Library of Munich, Germany, number 0506009, Jun.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garcès, 2005, "The "Firm-Specific Return Variation": A Measure Of Price Informativeness Or Information Asymmetry?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-20, DOI: 10.1142/S2010495205500041.
• Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005, "Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005, "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• William N. Goetzmann & Stephen J. Brown, 2005, "Performance Persistence," Yale School of Management Working Papers, Yale School of Management, number ysm451, Apr.
• William N. Goetzmann & Massimo Massa & Andrei Simonov, 2005, "Portfolio Diversification, Proximity Investment and City Agglomeration," Yale School of Management Working Papers, Yale School of Management, number ysm452, Apr.
• Donald Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Yale School of Management Working Papers, Yale School of Management, number amz2581, Jun, revised 01 Jul 2005.
• Arturo Bris & Huseyin Gulen & Padmaja Kadiyala & Raghavendra Rau, 2005, "Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance," Yale School of Management Working Papers, Yale School of Management, number amz2658, Jul, revised 01 Sep 2006.
• Fabrizio Palmucci, 2005, "The Liquidity of a Hybrid Stock Exchange: The Italian Case of STAR," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 8, issue 1, pages 11-34, May.
• Anatolyev, Stanislav, 2005, "A Ten-year retrospection of the behavior of Russian stock returns," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2005.
• Nöldeke, Georg & Tröger, Thomas, 2005, "A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 9/2005.
• von Kalckreuth, Ulf, 2005, "A "wreckers theory" of financial distress," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,40.
• Koetter, Michael & Bos, Jaap W. B. & Heid, Frank & Kool, Clemens J. M. & Kolari, James W. & Porath, Daniel, 2005, "Accounting for distress in bank mergers," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,09.