Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading

2019

2018

• Erkan POYRAZ & Bilge TÜRKÜN KAYA, 2018. "Effects of Sovereign Credit Rate Announcements on Turkey Stock Exchange Market," Proceedings of International Academic Conferences 6508957, International Institute of Social and Economic Sciences.
• Kiran Kumar Kotha, 2018. "Mis-pricing in Single Stock Futures: Evidence from National Stock Exchange of India," Proceedings of International Academic Conferences 7310288, International Institute of Social and Economic Sciences.
• Cristiana Tudor, 2018. "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences 7508377, International Institute of Social and Economic Sciences.
• Utku Altunoz, 2018. "Does Herd Behaviour Exist In Turkish Stock Markets? The Case Of Borsa Istanbul," Proceedings of International Academic Conferences 8109857, International Institute of Social and Economic Sciences.
• Alina Klein & Rudolf Klein, 2018. "Mean Reversion and Momentum in Central and Eastern European Countries ? A Case Study on Poland and Romania," Proceedings of International Academic Conferences 8208378, International Institute of Social and Economic Sciences.
• FARUK DAYI & Ibrahim Yasar GOK & Tolga ULUSOY, 2018. "The Relationship Between Footballer and Head Coach Transfer News and Stock Prices of Sport Clubs," Proceedings of International Academic Conferences 8209526, International Institute of Social and Economic Sciences.
• Abdul Haque & Adeel Nasir, 2018. "The application of Value at Risk and Expected Shortfall as Controlling Mechanism of Systematic Risk of Pakistani Stock Market," Proceedings of Economics and Finance Conferences 7108551, International Institute of Social and Economic Sciences.
• Sophie van Huellen, 2018. "Too Much of a Good Thing? Speculative Effects on Commodity Futures Curves," Working Papers 211, Department of Economics, SOAS, University of London, UK.
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2018. "Individual Investors Look at Price Tags," Working Papers, Department of Economics 2018_17, University of São Paulo (FEA-USP).
• Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2015. "Short-Selling Bans and Bank Stability," CSEF Working Papers 423, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 15 Dec 2017.
  • Beber, Alessandro & Fabbri, Daniela & Pagano, Marco & Simonelli, Saverio, 2018. "Short-selling bans and bank stability," ESRB Working Paper Series 64, European Systemic Risk Board.
  • Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2016. "Short-Selling Bans and Bank Stability," EIEF Working Papers Series 1604, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2017.
  • Beber, Alessandro & Fabbri, Daniela & Pagano, Marco, 2016. "Short-Selling Bans and Bank Stability," CEPR Discussion Papers 11090, C.E.P.R. Discussion Papers.
• Perea, Maite De Sola & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018. "Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment," ESRB Working Paper Series 65, European Systemic Risk Board.
• Ellul, Andrew & Jotikasthira, Chotibhak & Kartasheva, Anastasia & Lundblad, Christian T. & Wagner, Wolf, 2018. "Insurers as asset managers and systemic risk," ESRB Working Paper Series 75, European Systemic Risk Board.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
  • Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CESifo Working Paper Series 7224, CESifo Group Munich.
  • Holger Breinlichy & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," School of Economics Discussion Papers 0918, School of Economics, University of Surrey.
  • Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CEPR Discussion Papers 13147, C.E.P.R. Discussion Papers.
  • Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence From the Stock Market," CEP Discussion Papers dp1570, Centre for Economic Performance, LSE.
  • Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Sampson, Thomas, 2018. "The Economic E¤ects of Brexit - Evidence from the Stock Market," CAGE Online Working Paper Series 388, Competitive Advantage in the Global Economy (CAGE).
• Theodoros Chatzivasileiadis & Richard S.J. Tol & Francisco Estrada & Marjan W. Hofkes, 2018. "The stock markets’ reflection on the IPCC’s findings," Working Paper Series 1118, Department of Economics, University of Sussex Business School.
• Michele Dell’Era, 2018. "Financial Transaction Taxes and Expert Advice," Working and Discussion Papers WP 4/2018, Research Department, National Bank of Slovakia.
• Katsutoshi Shimizu & Kim Cuong Ly, 2018. "Did Basel regulations cause a significant procyclicality?," Working Papers 2018-06, Swansea University, School of Management.
• Katsutoshi Shimizu & Kim Cuong Ly, 2018. "Bank lending behavior and business cycle under Basel regulations: Is there a significant procyclicality?," Working Papers 2018-06, Swansea University, School of Management.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Does connection with @realDonaldTrump affect stock prices?," Working Papers 2018-07, Swansea University, School of Management.
• Abu Chowdhury & Sabur Mollah & Mir A. Zaman, 2018. "What Motivates CEO and CFO Trading – Contrarian Beliefs or Superior Information?," Working Papers 2018-10, Swansea University, School of Management.
• Tim Mi Zhou, 2018. "Auctions of Failed Banks and the Impact on Losing Bidders," Working Papers 2018-20, Swansea University, School of Management.
• Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2018. "Multiple credit ratings and market heterogeneity," Working Papers 2018-26, Swansea University, School of Management.
• Konstantinos Gavriilidis & Dimos S. Kambouroudis & Katerina Tsakou & Dimitris S. Tsouknidis, 2018. "Volatility forecasting across tanker freight rates: the role of oil price shocks," Working Papers 2018-27, Swansea University, School of Management.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Social media bots and stock markets," Working Papers 2018-30, Swansea University, School of Management.
• Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Paper series 18-16, Rimini Centre for Economic Analysis.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 001-18 JEL Codes: E31, E3, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," MPRA Paper 85264, University Library of Munich, Germany.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 2018-01, Bar-Ilan University, Department of Economics.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," EconStor Preprints 175843, ZBW - Leibniz Information Centre for Economics.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Emory Economics 1802, Department of Economics, Emory University (Atlanta).
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018. "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers 2018-003/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers 18-003/III, Tinbergen Institute.
  • Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE 2018-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T., 2018. "Why did Warrant Markets Close in China but not Taiwan?," Econometric Institute Research Papers EI2018-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why did Warrant Markets Close in China but not Taiwan?," Tinbergen Institute Discussion Papers 18-051/III, Tinbergen Institute.
• Stan Olijslagers & Annelie Petersen & Nander de Vette & Sweder (S.J.G.) van Wijnbergen, 2018. "What Option Prices tell us about the ECB's Unconventional Monetary Policies," Tinbergen Institute Discussion Papers 18-096/VI, Tinbergen Institute.
• Renneboog, Luc & Goergen, M. & Zhao, Y., 2018. "Insider Trading and Networked Directors," Discussion Paper 2018-036, Tilburg University, Center for Economic Research.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018. "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers 2018-003/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE 2018-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers 18-003/III, Tinbergen Institute.
• Saker Sabkha & Christian De Peretti & Dorra Hmaied, 2018. "On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap," Working Papers hal-01698006, HAL.
• Serge REY & Ilyes GRITLI, 2017. "Quel impact de la libéralisation du compte capital sur le développement financier en Tunisie ? Les enseignements d'un modèle ARDL," Working Papers 2017-2018_1, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Sep 2017.
  • Ilyes Gritli & Serge Rey, 2018. "Quel impact de la libéralisation du compte capital sur le développement financier en Tunisie ? Les enseignements d'un modèle ARDL," Working Papers hal-01880318, HAL.
• Foucault, Thierry & Benamar, Hedi & Vega, Clara, 2018. "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," HEC Research Papers Series 1263, HEC Paris, revised 03 May 2018.
  • Hedi Benamar & Thierry Foucault & Clara Vega, 2018. "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," Working Papers hal-01933891, HAL.
• Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers 1825, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers halshs-01898435, HAL.
• Becker, Janis & Leschinski, Christian, 2018. "Directional Predictability of Daily Stock Returns," Hannover Economic Papers (HEP) dp-624, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Bryan Engelhardt & Victor Matheson & Alex Yen & Maxwell Chisholm, 2017. "The Economic Impact of Olympic Games: Effects of Host Country Announcements on Stock Market Returns," Working Papers 1704, College of the Holy Cross, Department of Economics.
  • Bryan Engelhardt & Victor Matheson & Alex Yen & Max Chisholm, 2018. "The Economic Impact of Olympic Games: Effects of Host Country Announcements on Stock Market Returns," Working Papers 1807, College of the Holy Cross, Department of Economics.
• Mukanjari, Samson & Sterner, Thomas, 2018. "Do Markets Trump Politics? Evidence from Fossil Market Reactions to the Paris Agreement and the U.S. Election," Working Papers in Economics 728, University of Gothenburg, Department of Economics.
• Gick, Wolfgang & Weissensteiner, Alex, 2018. "Analysts' Disagreement and Investor Decisions," Working Paper Series 1207, Research Institute of Industrial Economics.
• Sandström, Maria, 2018. "The impact of monetary policy on household borrowing - a high-frequency IV identification," Working Paper Series 351, Sveriges Riksbank (Central Bank of Sweden).
• Souza, Thiago de Oliveira, 2018. "Size-related premiums," Discussion Papers of Business and Economics 3/2018, University of Southern Denmark, Department of Business and Economics.
• Koichiro Kamada & Tetsuo Kurosaki & Ko Miura & Tetsuya Yamada, 2018. "Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data," IMES Discussion Paper Series 18-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
• Keiichi Goshima & Yusuke Kumano, 2018. "Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market," IMES Discussion Paper Series 18-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
• Loriana Pelizzon & Marti G. Subrahmanyam & Reiko Tobe & Jun Uno, 2018. "Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan," IMES Discussion Paper Series 18-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
• Utz Weitzel & Christoph Huber & Florian Lindner & Jürgen Huber & Julia Rose & Michael Kirchler, 2018. "Bubbles and financial professionals," Working Papers 2018-04, Faculty of Economics and Statistics, University of Innsbruck, revised Oct 2018.
• De Villeris, David & Apopo, Natalya & Phiri, Andrew, 2018. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," MPRA Paper 87963, University Library of Munich, Germany.
  • David De Villiers & Natalya Apopo & Andrew Phiri, 2018. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Working Papers 1826, Department of Economics, Nelson Mandela University.
• Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose, 2018. "Bubbles and Financial Professionals," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2018_09, Max Planck Institute for Research on Collective Goods.
• Bing Han & David Hirshleifer & Johan Walden, 2018. "Social Transmission Bias and Investor Behavior," NBER Working Papers 24281, National Bureau of Economic Research, Inc.
• Kenneth R. Ahern, 2018. "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," NBER Working Papers 24297, National Bureau of Economic Research, Inc.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," NBER Chapters,in: NBER Macroeconomics Annual 2018, volume 33 National Bureau of Economic Research, Inc.
  • Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers 1111, Society for Economic Dynamics.
  • Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," NBER Working Papers 24362, National Bureau of Economic Research, Inc.
• Kamiya, Shinichi & Kang, Jun-Koo & Kim, Jungmin & Milidonis, Andreas & Stulz, Rene M., 2018. "What Is the Impact of Successful Cyberattacks on Target Firms?," Working Paper Series 2018-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Shinichi Kamiya & Jun-Koo Kang & Jungmin Kim & Andreas Milidonis & René M. Stulz, 2018. "What is the Impact of Successful Cyberattacks on Target Firms?," NBER Working Papers 24409, National Bureau of Economic Research, Inc.
• Charles W. Calomiris & Harry Mamaysky, 2018. "How News and Its Context Drive Risk and Returns Around the World," NBER Working Papers 24430, National Bureau of Economic Research, Inc.
• Yong Chen & Bryan Kelly & Wei Wu, 2018. "Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment," NBER Working Papers 24552, National Bureau of Economic Research, Inc.
• George O. Aragon & Rajnish Mehra & Sunil Wahal, 2018. "Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets," NBER Working Papers 24575, National Bureau of Economic Research, Inc.
• Lester, Benjamin & Shourideh, Ali & Venkateswaran, Venky & Zetlin-Jones, Ariel, 2018. "Market-making with Search and Information Frictions," Working Papers 18-20, Federal Reserve Bank of Philadelphia.
  • Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," NBER Working Papers 24648, National Bureau of Economic Research, Inc.
• David Hirshleifer & Danling Jiang & Yuting Meng, 2018. "Mood Betas and Seasonalities in Stock Returns," NBER Working Papers 24676, National Bureau of Economic Research, Inc.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2018. "q 5," NBER Working Papers 24709, National Bureau of Economic Research, Inc.
• Pablo Kurlat, 2018. "How I Learned to Stop Worrying and Love Fire Sales," NBER Working Papers 24752, National Bureau of Economic Research, Inc.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang, 2018. "Do Foreign Investors Improve Market Efficiency?," NBER Working Papers 24765, National Bureau of Economic Research, Inc.
• Huaizhi Chen & Lauren Cohen & Umit Gurun & Dong Lou & Christopher Malloy, 2018. "IQ from IP: Simplifying Search in Portfolio Choice," NBER Working Papers 24801, National Bureau of Economic Research, Inc.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2016. "Asset Insulators," Working Paper 390221, Harvard University OpenScholar.
  • Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2018. "Asset Insulators," NBER Working Papers 24973, National Bureau of Economic Research, Inc.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series 7229, CESifo Group Munich.
  • Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," NBER Working Papers 25016, National Bureau of Economic Research, Inc.
  • Gürkaynak, Refet S. & Kisacikoglu, Burçin & Wright, Jonathan H., 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CEPR Discussion Papers 13153, C.E.P.R. Discussion Papers.
• Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Working Papers 25032, National Bureau of Economic Research, Inc.
• Efraim Benmelech & Nittai Bergman, 2018. "Debt, Information, and Illiquidity," NBER Working Papers 25054, National Bureau of Economic Research, Inc.
• Lauren Cohen & Christopher Malloy & Quoc Nguyen, 2018. "Lazy Prices," NBER Working Papers 25084, National Bureau of Economic Research, Inc.
• Usman Ali & David Hirshleifer, 2018. "Shared Analyst Coverage: Unifying Momentum Spillover Effects," NBER Working Papers 25201, National Bureau of Economic Research, Inc.
• Eduardo Dávila & Cecilia Parlatore, 2018. "Identifying Price Informativeness," NBER Working Papers 25210, National Bureau of Economic Research, Inc.
• Elisabeth Kempf & Margarita Tsoutsoura, 2018. "Partisan Professionals: Evidence from Credit Rating Analysts," NBER Working Papers 25292, National Bureau of Economic Research, Inc.
• Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018. "Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election," NBER Working Papers 25310, National Bureau of Economic Research, Inc.
• Fraiberger, Samuel & Lee, Do & Puy, Damien & Rancière, Romain, 2018. "Media Sentiment and International Asset Prices," CEPR Discussion Papers 13366, C.E.P.R. Discussion Papers.
  • Samuel P. Fraiberger & Do Lee & Damien Puy & Romain Rancière, 2018. "Media Sentiment and International Asset Prices," NBER Working Papers 25353, National Bureau of Economic Research, Inc.
  • Fraiberger,Samuel Paul & Lee,Do & Puy,Damien & Rancier,Romain, 2018. "Media Sentiment and International Asset Prices," Policy Research Working Paper Series 8649, The World Bank.
• Kenji Hatakenaka, 2018. "Relationship between tick size reduction and price information of open limit order book," Discussion Papers in Economics and Business 18-13, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
• Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017. "Predicting Bond Betas using Macro-Finance Variables," CREATES Research Papers 2017-01, Department of Economics and Business Economics, Aarhus University.
  • Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018. "Predicting Bond Betas using Macro-Finance Variables," Working Papers 2072/306546, Universitat Rovira i Virgili, Department of Economics.
• Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu, 2018. "Textual Sentiment, Option Characteristics, and Stock Return Predictability," Economics Working Paper Series 1808, University of St. Gallen, School of Economics and Political Science.
• Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2018. "Judgement Day: algorithmic trading around the Swiss franc cap removal," Bank of England working papers 711, Bank of England.
  • Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018. "Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal," Working Papers on Finance 1808, University of St. Gallen, School of Finance.
• Manuel Ammann & Sebastian Fischer & Florian Weigert, 2018. "Risk Factor Exposure Variation and Mutual Fund Performance," Working Papers on Finance 1817, University of St. Gallen, School of Finance, revised Nov 2018.
• Kirsten Tangaa Nielsen & Felix von Meyerinck, 2018. "Managerial Networks and Shareholder Value: Evidence from Sudden Deaths," Working Papers on Finance 1821, University of St. Gallen, School of Finance.
• Xue-Zhong He & Lei Shi & Marco Tolotti, 2018. "Are We Better-off for Working Hard?," Research Paper Series 391, Quantitative Finance Research Centre, University of Technology, Sydney.
• Dmitry Levando & Maxim Sakharov, 2018. "Natural Instability of Equilibrium Prices," Working Papers 2018:01, Department of Economics, University of Venice "Ca' Foscari".
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
• Fausto Corradin & Domenico Sartore, 2018. "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Working Papers 2018:24, Department of Economics, University of Venice "Ca' Foscari".
• Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018. "Momentum and contrarian effects on the cryptocurrency market," Working Papers 2018-09, Faculty of Economic Sciences, University of Warsaw.
• Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018. "Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions," Working Papers 2018-18, Faculty of Economic Sciences, University of Warsaw.
• Przemysław Ryś & Robert Ślepaczuk, 2018. "Machine learning in algorithmic trading strategy optimization - implementation and efficiency," Working Papers 2018-25, Faculty of Economic Sciences, University of Warsaw.
• Fraiberger, Samuel & Lee, Do & Puy, Damien & Rancière, Romain, 2018. "Media Sentiment and International Asset Prices," CEPR Discussion Papers 13366, C.E.P.R. Discussion Papers.
  • Fraiberger,Samuel Paul & Lee,Do & Puy,Damien & Rancier,Romain, 2018. "Media Sentiment and International Asset Prices," Policy Research Working Paper Series 8649, The World Bank.
  • Samuel P. Fraiberger & Do Lee & Damien Puy & Romain Rancière, 2018. "Media Sentiment and International Asset Prices," NBER Working Papers 25353, National Bureau of Economic Research, Inc.
• Ralf Fendel & Frederik Neugebauer, 2018. "Country-Specific Euro Area Government Bond Yield Reactions to ECB’s Non-Standard Monetary Policy Announcements," WHU Working Paper Series - Economics Group 18-02, WHU - Otto Beisheim School of Management.
• Sung Jun Park & Ki Young Park, 2018. "Can Investors Profit from Security Analyst Recommendations?," Working papers 2018rwp-131, Yonsei University, Yonsei Economics Research Institute.
• Klein, Arne C. & Pliszka, Kamil, 2018. "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers 14/2018, Deutsche Bundesbank.
• Félix, Luiz & Kräussl, Roman & Stork, Philip, 2018. "Predictable biases in macroeconomic forecasts and their impact across asset classes," CFS Working Paper Series 596, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018. "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series 616, Center for Financial Studies (CFS).
• Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Emory Economics 1802, Department of Economics, Emory University (Atlanta).
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," EconStor Preprints 175843, ZBW - Leibniz Information Centre for Economics.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," MPRA Paper 85264, University Library of Munich, Germany.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 001-18 JEL Codes: E31, E3, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 2018-01, Bar-Ilan University, Department of Economics.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Paper series 18-16, Rimini Centre for Economic Analysis.
• Shachmurove, Yochanan & Vulanovic, Milos, 2018. "SPAC IPOs," EconStor Preprints 177392, ZBW - Leibniz Information Centre for Economics.
• Benjamin R. Auer & Horst Rottmann, 2018. "Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?," CESifo Working Paper Series 7204, CESifo Group Munich.
  • Auer, Benjamin R. & Rottmann, Horst, 2018. "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Weidener Diskussionspapiere 64, University of Applied Sciences Amberg-Weiden (OTH).
• Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018. "The pitfalls of central clearing in the presence of systematic risk," ICIR Working Paper Series 31/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2018. "Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach," Economics Discussion Papers 2018-68, Kiel Institute for the World Economy (IfW).
• Warmdt, Luca & Užik, Martin & Löcher, Markus, 2018. "Financial signaling with open market share repurchases and private redemptions," Working Papers 93, Berlin School of Economics and Law, Institute of Management Berlin (IMB).
• Pelizzon, Loriana & Sottocornola, Matteo, 2018. "The impact of monetary policy iInterventions on the insurance industry," SAFE Working Paper Series 204, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2018. "Central bank-driven mispricing," SAFE Working Paper Series 226, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova, 2017. "Stock Price Crashes: Role of Slow-Moving Capital," NBER Working Papers 24098, National Bureau of Economic Research, Inc.
  • Getmansky, Mila & Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Yuferova, Darya, 2018. "Stock price crashes: Role of slow-moving capital," SAFE Working Paper Series 227, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2018. "Liquidity provider incentives in fragmented securities markets," SAFE Working Paper Series 231, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2018. "The pitfalls of central clearing in the presence of systematic risk," SAFE Working Paper Series 235, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Gross, Johannes & Rebeggiani, Luca, 2018. "Chance or Ability? The Efficiency of the Football Betting Market Revisited," MPRA Paper 87230, University Library of Munich, Germany.
  • Rebeggiani, Luca & Gross, Johannes, 2018. "Chance or Ability? The Efficiency of the Football Betting Market Revisited," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181563, Verein für Socialpolitik / German Economic Association.
• Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim, 2018. "The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy," ZEW Discussion Papers 18-024, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
• Carlos Francisco Alves & Duarte André de Castro Reis, 2018. "Evidence of Idiosyncratic Seasonality in ETFs Performance," FEP Working Papers 603, Universidade do Porto, Faculdade de Economia do Porto.
• Carlos Francisco Alves & Ana Luísa Nogueira Parada Ferreira e Silva, 2018. "Coverage news and companies’ stock abnormal returns," FEP Working Papers 608, Universidade do Porto, Faculdade de Economia do Porto.
• Pincheira, Pablo & Hardy, Nicolas, 2018. "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper 83564, University Library of Munich, Germany.
• Dominique, C-Rene, 2018. "Could Noise Spectra of Strange Attractors Better Explained Wealth and Income Inequalities? Evidence from the S&P-500 Index," MPRA Paper 84182, University Library of Munich, Germany.
• Kodila-Tedika, Oasis, 2018. "Natural Resource Governance: Does Social Media Matter?," MPRA Paper 84809, University Library of Munich, Germany.
• Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Paper series 18-16, Rimini Centre for Economic Analysis.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," MPRA Paper 85264, University Library of Munich, Germany.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 001-18 JEL Codes: E31, E3, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 2018-01, Bar-Ilan University, Department of Economics.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," EconStor Preprints 175843, ZBW - Leibniz Information Centre for Economics.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Emory Economics 1802, Department of Economics, Emory University (Atlanta).
• Omane-Adjepong, Maurice & Boako, Gidoen & Alagidede, Paul, 2018. "Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods," MPRA Paper 86617, University Library of Munich, Germany.
• Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
• Rebeggiani, Luca & Gross, Johannes, 2018. "Chance or Ability? The Efficiency of the Football Betting Market Revisited," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181563, Verein für Socialpolitik / German Economic Association.
  • Gross, Johannes & Rebeggiani, Luca, 2018. "Chance or Ability? The Efficiency of the Football Betting Market Revisited," MPRA Paper 87230, University Library of Munich, Germany.
• Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute. 18/007, African Governance and Development Institute..
  • Tchamyou, Vanessa & Asongu, Simplice & Nwachukwu, Jacinta, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," MPRA Paper 87870, University Library of Munich, Germany.
  • Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers 18/006, African Finance and Economic Association (AFEA).
• David De Villiers & Natalya Apopo & Andrew Phiri, 2018. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Working Papers 1826, Department of Economics, Nelson Mandela University.
  • De Villeris, David & Apopo, Natalya & Phiri, Andrew, 2018. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," MPRA Paper 87963, University Library of Munich, Germany.
• Wadhwa, Manick & Wadhwa, Ankit, 2018. "Differential Voting Right Shares in India - Legal and Valuation Perspective," MPRA Paper 87996, University Library of Munich, Germany.
• Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva & Morone, Andrea, 2018. "Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab," MPRA Paper 88866, University Library of Munich, Germany.
• Drivas, Kyriakos & Gounopoulos, Dimitrios & Konstantios, Dimitrios & Tsiritakis, Emmanuel, 2018. "Trademarks, Firm Longevity and IPO Underpricing," MPRA Paper 89430, University Library of Munich, Germany.
• Naser, Hanan, 2018. "Financial Development and Economic Growth in Oil-Dependent Economy: The case of Bahrain," MPRA Paper 89743, University Library of Munich, Germany, revised 04 Sep 2018.
• Condorelli, Stefano, 2018. "Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets," MPRA Paper 89888, University Library of Munich, Germany.
• Barnes, Paul, 2018. "Cryptocurrency and its susceptibility to speculative bubbles, manipulation, scams and fraud," MPRA Paper 90241, University Library of Munich, Germany.
• Cifarelli, Giulio & Paesani, Paolo, 2018. "Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing," MPRA Paper 90470, University Library of Munich, Germany.
• Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018. "Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 103-113.
  • Qiang Ji & Hardik A. Marfatia & Rangan Gupta, 2018. "Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis," Working Papers 201815, University of Pretoria, Department of Economics.
• Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018. "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers 201824, University of Pretoria, Department of Economics.
• Rangan Gupta & Vasilios Plakandaras, 2018. "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers 201836, University of Pretoria, Department of Economics.
• Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018. "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers 201863, University of Pretoria, Department of Economics.
• Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018. "Positive Stock Information In Out-Of-The-Money Option Prices," Working Papers 859, Queen Mary University of London, School of Economics and Finance.
• Lionel Page & Christoph Siemroth, 2018. "How much information is incorporated in financial asset prices? Experimental Evidence," QuBE Working Papers 054, QUT Business School.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," NBER Chapters,in: NBER Macroeconomics Annual 2018, volume 33 National Bureau of Economic Research, Inc.
  • Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," NBER Working Papers 24362, National Bureau of Economic Research, Inc.
  • Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018. "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers 1111, Society for Economic Dynamics.
• Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018. "An Auction-Based Test of Private Information in an Interdealer FX Market," Borradores de Economia 1049, Banco de la Republica de Colombia.
  • Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018. "An Auction-Based Test of Private Information in an Interdealer FX Market," Working papers 1, Red Investigadores de Economía.
• Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Emory Economics 1802, Department of Economics, Emory University (Atlanta).
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Paper series 18-16, Rimini Centre for Economic Analysis.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," MPRA Paper 85264, University Library of Munich, Germany.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 001-18 JEL Codes: E31, E3, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 2018-01, Bar-Ilan University, Department of Economics.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," EconStor Preprints 175843, ZBW - Leibniz Information Centre for Economics.
• Galvani, Valentina & Li, Lifang, 2018. "Asymmetric Information, Predictability and Momentum in the Corporate Bond Market," Working Papers 2018-17, University of Alberta, Department of Economics.
• Akari, Mohamed-Ali & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges, 2018. "The impact of central clearing on the market for single-name credit default swaps," Working Papers 18-1, HEC Montreal, Canada Research Chair in Risk Management.
• Lakdawala, Aeimit, 2018. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Working Papers 2018-9, Michigan State University, Department of Economics.
• Chiranjit Mukhopadhyay, 2018. "New More Powerful Likelihood Ratio Tests for Short Horizon Event Studies," Proceedings of International Academic Conferences 6408700, International Institute of Social and Economic Sciences.
• Hong Rim & Robert Setaputra, 2018. "Study on the Co-movement between Stock Markets in Asia, Europe and the North America," Proceedings of International Academic Conferences 6408852, International Institute of Social and Economic Sciences.
• Abed ALNasser Abdallah & Wissam Abdallah, 2018. "Does cross-listing mitigate sub-optimal corporate investment?," Proceedings of International Academic Conferences 6409230, International Institute of Social and Economic Sciences.
• VICTORIA NIKULINA & Maxim Bouev, 2018. "Measuring herding behavior in the Russian stock market," Proceedings of International Academic Conferences 6409412, International Institute of Social and Economic Sciences.
• Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Paper series 18-16, Rimini Centre for Economic Analysis.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Emory Economics 1802, Department of Economics, Emory University (Atlanta).
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," MPRA Paper 85264, University Library of Munich, Germany.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 001-18 JEL Codes: E31, E3, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 2018-01, Bar-Ilan University, Department of Economics.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," EconStor Preprints 175843, ZBW - Leibniz Information Centre for Economics.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers 18-003/III, Tinbergen Institute.
  • Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018. "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers 2018-003/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE 2018-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why did Warrant Markets Close in China but not Taiwan?," Tinbergen Institute Discussion Papers 18-051/III, Tinbergen Institute.
  • Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T., 2018. "Why did Warrant Markets Close in China but not Taiwan?," Econometric Institute Research Papers EI2018-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018. "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers 15-46, Eastern Mediterranean University, Department of Economics.
• Ladislav Kristoufek, 2018. "Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence," Working Papers IES 2018/07, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2018.
• Laure de Batz, 2018. "Financial Impact of Regulatory Sanctions on French Listed Companies," Working Papers IES 2018/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2018.
• Yao Wang & Zdenek Drabek & Zhengwei Wang, 2018. "The Predicting Power of Soft Information on Defaults in the Chinese P2P Lending Market," Working Papers IES 2018/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2018.
• Lunsford, Kurt Graden, 2018. "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series) 1815, Federal Reserve Bank of Cleveland.
• Bordeman, Adam & Kannan, Bharadwaj & Pinheiro, Roberto, 2016. "Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements," Working Papers (New Series) 161001, Federal Reserve Bank of Cleveland, revised 31 Aug 2018.
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018. "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series 2018-017, Board of Governors of the Federal Reserve System (US).
• Andrew C. Chang, 2018. "Nothing is Certain Except Death and Taxes : The Lack of Policy Uncertainty from Expiring "Temporary" Taxes," Finance and Economics Discussion Series 2018-041, Board of Governors of the Federal Reserve System (US).
• Song Han & Alan G. Huang & Madhu Kalimipalli & Ke Wang, 2018. "Information and Liquidity of OTC Securities : Evidence from Public Registration of Rule 144A Bonds," Finance and Economics Discussion Series 2018-061, Board of Governors of the Federal Reserve System (US).
• Scott Mixon & Tugkan Tuzun, 2018. "Price Pressure and Price Discovery in the Term Structure of Interest Rates," Finance and Economics Discussion Series 2018-065, Board of Governors of the Federal Reserve System (US).
• Andrew Phin & Todd Prono & Jonathan J. Reeves & Konark Saxena, 2018. "Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement," Finance and Economics Discussion Series 2018-081, Board of Governors of the Federal Reserve System (US).
• Bastian von Beschwitz & Donald B. Keim & Massimo Massa, 2018. "First to "Read" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers 1233, Board of Governors of the Federal Reserve System (U.S.).
• D'Amico, Stefania & Pancost, N. Aaron, 2018. "Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium," Working Paper Series WP-2018-21, Federal Reserve Bank of Chicago.
• Erol, Selman & Lee, Michael Junho, 2018. "Insider networks," Staff Reports 862, Federal Reserve Bank of New York.
• Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," NBER Working Papers 24648, National Bureau of Economic Research, Inc.
  • Lester, Benjamin & Shourideh, Ali & Venkateswaran, Venky & Zetlin-Jones, Ariel, 2018. "Market-making with Search and Information Frictions," Working Papers 18-20, Federal Reserve Bank of Philadelphia.
• Calem, Paul S. & Lambie-Hanson, Lauren & Nakamura, Leonard I., 2017. "Appraising Home Purchase Appraisals," Working Papers 17-23, Federal Reserve Bank of Philadelphia.
  • Calem, Paul S. & Lambie-Hanson, Lauren & Nakamura, Leonard I. & Kenney, Jeanna, 2018. "Appraising Home Purchase Appraisals," Working Papers 18-28, Federal Reserve Bank of Philadelphia.
• Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers halshs-01898435, HAL.
  • Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers 1825, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Sandrine Jacob Leal & Nobuyuki Hanaki, 2018. "Algorithmic Trading, What if It is Just an Illusion? Evidence from Experimental Financial Markets," GREDEG Working Papers 2018-31, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
• Stöckl, Thomas & Palan, Stefan, 2018. "Catch me if you can. Can human observers identify insiders in asset markets?," Journal of Economic Psychology, Elsevier, vol. 67(C), pages 1-17.
  • Thomas Stöckl & Stefan Palan, 2018. "Catch me if you can. Can human observers identify insiders in asset markets?," Working Paper Series, Social and Economic Sciences 2018-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
• Saptono, 2018. "Does The Stock of Indonesian Provider Tower Industry Have a Fair Value?," GATR Journals gjbssr520, Global Academy of Training and Research (GATR) Enterprise.
• Prince T. Medina, 2018. "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals jfbr148, Global Academy of Training and Research (GATR) Enterprise.
• Riko Hendrawan, 2018. "Assessing Banking Profit Efficiency Using Stochastic Frontier Analysis," GATR Journals jfbr149, Global Academy of Training and Research (GATR) Enterprise.
• Ferikawita M. Sembiring, 2018. "Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions," GATR Journals jfbr150, Global Academy of Training and Research (GATR) Enterprise.
• Bachar Fakhry & Christian Richter, 2018. "Does the Federal Constitutional Court Ruling mean the German Financial Market is Efficient?," Working Papers 46, The German University in Cairo, Faculty of Management Technology.
• Fernandez-Perez, Adrian & Frijns, Bart & Fuertes, Ana-Maria & Miffre, Joelle, 2018. "The skewness of commodity futures returns," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 143-158.
  • Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre, 2018. "The skewness of commodity futures returns," Post-Print hal-01678744, HAL.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018. "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, vol. 118(C), pages 182-198.
  • Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi, 2018. "Asymmetric risk spillovers between oil and agricultural commodities," Post-Print hal-01774528, HAL.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Hanif, Waqas & Kayani, Ghulam Mujtaba, 2018. "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 433-450.
  • Syed Jawad Hussain Shahzad & Jose Areola Hernandez & Waqas Hanif & Ghulam Mujtaba Kayani, 2018. "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Post-Print hal-01813245, HAL.
• Bouoiyour, Jamal & Selmi, Refk, 2018. "Are BRICS Markets Equally Exposed to Trump’s Agenda?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(2), pages 1203-1233.
  • Jamal Bouoiyour & Refk Selmi, 2018. "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print hal-01879666, HAL.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, vol. 26(C), pages 100-105.
  • Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print hal-01879668, HAL.
• Kentaro Iwatsubo & Clinton Watkins, 2018. "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers 1830, Graduate School of Economics, Kobe University.
• Cantillon, Estelle & Slechten, Aurélie, 2018. "Information Aggregation in Emissions Markets with Abatement," CEPR Discussion Papers 13343, C.E.P.R. Discussion Papers.
  • Estelle Cantillon & Aurelie Cecile Dominique Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," Working Papers 251505309, Lancaster University Management School, Economics Department.
  • Estelle Cantillon & Aurelie Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," Working Papers ECARES 2018-37, ULB -- Universite Libre de Bruxelles.
• Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018. "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center 2018-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Arnaud Bourgain & Luisito Bertinelli & Florian Leon, 2018. "Corruption and tax compliance: Evidence from small retailers in Bamako, Mali," CREA Discussion Paper Series 18-18, Center for Research in Economic Analysis, University of Luxembourg.
• Soraia de Sousa Bornett & Carlos Manuel Pinheiro, 2018. "O Mercado Segurador em Portugal: O Papel dos Gestores na Constituição de Provisões," GEE Papers 0112, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Oct 2018.
• Babus, Ana & Kondor, Peter, 2018. "Trading and information diffusion in OTC markets," LSE Research Online Documents on Economics 88050, London School of Economics and Political Science, LSE Library.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018. "The economic effects of Brexit- evidence from the stock market," LSE Research Online Documents on Economics 91692, London School of Economics and Political Science, LSE Library.
• Tchamyou, Vanessa & Asongu, Simplice & Nwachukwu, Jacinta, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," MPRA Paper 87870, University Library of Munich, Germany.
  • Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers 18/006, African Finance and Economic Association (AFEA).
  • Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute. 18/007, African Governance and Development Institute..
• Tchamyou, Vanessa & Asongu, Simplice & Nwachukwu, Jacinta, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," MPRA Paper 87870, University Library of Munich, Germany.
  • Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute. 18/007, African Governance and Development Institute..
  • Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers 18/006, African Finance and Economic Association (AFEA).
• Sara Negrelli, 2018. "Bubbles and Persuasion with Second Order Uncertainty," BAFFI CAREFIN Working Papers 1876, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Lisa Anderson & Emad Andrews & Baiju Devani & Michael Mueller & Adrian Walton, 2018. "Speed Segmentation on Exchanges: Competition for Slow Flow," Staff Working Papers 18-3, Bank of Canada.
• David Beers & Jamshid Mavalwalla, 2018. "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers 18-30, Bank of Canada.
• Marie Chen & Corey Garriott, 2018. "High-Frequency Trading and Institutional Trading Costs," Staff Working Papers 18-8, Bank of Canada.
• Guido Bulligan & Davide Delle Monache, 2018. "Financial markets effects of ECB unconventional monetary policy announcements," Questioni di Economia e Finanza (Occasional Papers) 424, Bank of Italy, Economic Research and International Relations Area.
• Guerino Ardizzi & Michele Savini Zangrandi, 2018. "The impact of the interchange fee regulation on merchants: evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 434, Bank of Italy, Economic Research and International Relations Area.
• Guido Bulligan, 2018. "The effect of the Eurosystem expanded Asset Purchase Programme on inflation expectations: evidence from the ECB Survey of Professional Forecasters," Questioni di Economia e Finanza (Occasional Papers) 455, Bank of Italy, Economic Research and International Relations Area.
• Antonio Di Cesare & Anna Rogantini Picco, 2018. "A Survey of Systemic Risk Indicators," Questioni di Economia e Finanza (Occasional Papers) 458, Bank of Italy, Economic Research and International Relations Area.
• Alessio Ciarlone & Andrea Colabella, 2018. "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers) 1175, Bank of Italy, Economic Research and International Relations Area.
• Pierluigi Bologna & Arianna Miglietta & Anatoli Segura, 2018. "Contagion in the CoCos market? A case study of two stress events," Temi di discussione (Economic working papers) 1201, Bank of Italy, Economic Research and International Relations Area.
• Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018. "An Auction-Based Test of Private Information in an Interdealer FX Market," Working papers 1, Red Investigadores de Economía.
  • Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018. "An Auction-Based Test of Private Information in an Interdealer FX Market," Borradores de Economia 1049, Banco de la Republica de Colombia.
• David Lagziel & Ehud Lehrer, 2018. "Transferable Deposits as a Screening Mechanism," Working Papers 1808, Ben-Gurion University of the Negev, Department of Economics.
• Kristyna Ters & Jörg Urban, 2018. "Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model," BIS Working Papers 689, Bank for International Settlements.
• Fabrizio Spargoli & Christian Upper, 2018. "Are banks opaque? Evidence from insider trading," BIS Working Papers 697, Bank for International Settlements.
• Güneş Kamber & Madhusudan Mohanty, 2018. "Do interest rates play a major role in monetary policy transmission in China?," BIS Working Papers 714, Bank for International Settlements.
• Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Paper series 18-16, Rimini Centre for Economic Analysis.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 2018-01, Bar-Ilan University, Department of Economics.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," MPRA Paper 85264, University Library of Munich, Germany.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers 001-18 JEL Codes: E31, E3, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Levy, Daniel & Snir, Avichai, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," EconStor Preprints 175843, ZBW - Leibniz Information Centre for Economics.
  • Daniel Levy & Avichai Snir, 2018. "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Emory Economics 1802, Department of Economics, Emory University (Atlanta).
• Bayer, Christian & Kim, Chi & Kriwoluzky, Alexander, 2018. "The term structure of redenomination risk," CEPR Discussion Papers 12965, C.E.P.R. Discussion Papers.
  • Christian Bayer & Chi Hyun Kim & Alexander Kriwoluzky, 2018. "The Term Structure of Redenomination Risk," Discussion Papers of DIW Berlin 1740, DIW Berlin, German Institute for Economic Research.
• Iman van Lelyveld & Sinziana Kroon, 2018. "Counterparty credit risk and the effectiveness of banking regulation," DNB Working Papers 599, Netherlands Central Bank, Research Department.
• Georges Prat & Remzi Uctum, 2015. "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print hal-01804144, HAL.
  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers 2018-25, University of Paris Nanterre, EconomiX.
• Hedi Benamar & Thierry Foucault & Clara Vega, 2018. "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," Working Papers hal-01933891, HAL.
  • Foucault, Thierry & Benamar, Hedi & Vega, Clara, 2018. "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," HEC Research Papers Series 1263, HEC Paris, revised 03 May 2018.
• Estelle Cantillon & Aurelie Cecile Dominique Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," Working Papers 251505309, Lancaster University Management School, Economics Department.
  • Estelle Cantillon & Aurelie Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," Working Papers ECARES 2018-37, ULB -- Universite Libre de Bruxelles.
  • Cantillon, Estelle & Slechten, Aurélie, 2018. "Information Aggregation in Emissions Markets with Abatement," CEPR Discussion Papers 13343, C.E.P.R. Discussion Papers.
• Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2018. "Motivating Factors," Working Paper Series 2018-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Shinichi Kamiya & Jun-Koo Kang & Jungmin Kim & Andreas Milidonis & René M. Stulz, 2018. "What is the Impact of Successful Cyberattacks on Target Firms?," NBER Working Papers 24409, National Bureau of Economic Research, Inc.
  • Kamiya, Shinichi & Kang, Jun-Koo & Kim, Jungmin & Milidonis, Andreas & Stulz, Rene M., 2018. "What Is the Impact of Successful Cyberattacks on Target Firms?," Working Paper Series 2018-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi, 2018. "Capital Market Anomalies and Quantitative Research," Working Paper Series 2018-07, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Ben-David, Itzhak & Li, Zhi & Wang, Zexi, 2018. "Financial Constraints and Industry Dynamics," Working Paper Series 2018-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2018. "Q5," Working Paper Series 2018-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Barth, Mary E. & Clinch, Greg & Ma, Paul, 2018. "Information in Mandatory and Voluntary Earnings Announcement Date Forecasts," Research Papers 3661, Stanford University, Graduate School of Business.
• Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018. "Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal," Working Papers on Finance 1808, University of St. Gallen, School of Finance.
  • Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2018. "Judgement Day: algorithmic trading around the Swiss franc cap removal," Bank of England working papers 711, Bank of England.
• Beers, David & Mavalwalla, Jamshid, 2018. "The BoC-BoE sovereign default database revisited: what’s new in 2018?," Bank of England working papers 739, Bank of England.
• Fullwood, Jonathan & Massacci, Daniele, 2018. "Liquidity resilience in the UK gilt futures market: evidence from the order book," Bank of England working papers 744, Bank of England.
• Brugler, James & Linton, Oliver & Noss, Joseph & Pedace, Lucas, 2018. "The cross-sectional spillovers of single stock circuit breakers," Bank of England working papers 759, Bank of England.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018. "The real value of China’s stock market," BOFIT Discussion Papers 2, Bank of Finland, Institute for Economies in Transition.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018. "The real value of China’s stock market," BOFIT Discussion Papers 2/2018, Bank of Finland, Institute for Economies in Transition.
• Bai, Yiyi & Dang, Vi Tri & He, Qing & Lu, Liping, 2018. "Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China," BOFIT Discussion Papers 13/2018, Bank of Finland, Institute for Economies in Transition.
• Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1/2018, Bank of Finland.
  • Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1, Bank of Finland.
• Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1, Bank of Finland.
  • Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1/2018, Bank of Finland.
• Ambrocio, Gene & Hasan, Iftekhar, 2018. "Private information and lender discretion across time and institutions," Research Discussion Papers 17/2018, Bank of Finland.
• Battaglia, Francesca & Buchanan, Bonnie G. & Fiordelisi, Franco & Ricci, Ornella, 2018. "Securitization and crash risk : Evidence from large European banks," Research Discussion Papers 26/2018, Bank of Finland.
• Cheolbeom Park & Suyeon Park, 2018. "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers 2018-8, Economic Research Institute, Bank of Korea.
• André Stenzel & Wolf Wagner, 2018. "Opacity, Liquidity and Disclosure Policies," CRC TR 224 Discussion Paper Series crctr224_065_2018, University of Bonn and University of Mannheim, Germany.
• André Stenzel & Wolf Wagner, 2018. "Opacity, Liquidity and Disclosure Policies," CRC TR 224 Discussion Paper Series crctr224_2018_065, University of Bonn and University of Mannheim, Germany.
• Winter, Christoph, 2018. "The Impact of Heterogeneous Signals on Stock Price Predictability in a Rational Expectations Model," Working papers 2018/21, Faculty of Business and Economics - University of Basel.
• Arthur Korus & Kaan Celebi, 2018. "The Impact of Brexit on the British Pound/Euro Exchange rate," EIIW Discussion paper disbei243, Universitätsbibliothek Wuppertal, University Library.
• Samir Kadiric & Arthur Korus, 2018. "Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets," EIIW Discussion paper disbei251, Universitätsbibliothek Wuppertal, University Library.
• De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018. "Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment," Research Technical Papers 3/RT/18, Central Bank of Ireland.
• Warwick Anderson & Wen Kang, 2018. "The Relative Announcement Effects of Ordinary Dividends, Special Dividends and Share Buybacks in New Zealand," Working Papers in Economics 18/02, University of Canterbury, Department of Economics and Finance.
• Glenn Boyle & Gerald Ward, 2018. "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Working Papers in Economics 18/06, University of Canterbury, Department of Economics and Finance.
• Moritz Wagner & John Byong-Tek Lee & Dimitris Margaritis, 2018. "Mutual Fund Flows and Seasonalities in Stock Returns," Working Papers in Economics 18/17, University of Canterbury, Department of Economics and Finance.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 208-220.
  • Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers E2018/6, Cardiff University, Cardiff Business School, Economics Section.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CEPR Discussion Papers 13147, C.E.P.R. Discussion Papers.
  • Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence From the Stock Market," CEP Discussion Papers dp1570, Centre for Economic Performance, LSE.
  • Holger Breinlichy & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," School of Economics Discussion Papers 0918, School of Economics, University of Surrey.
  • Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Sampson, Thomas, 2018. "The Economic E¤ects of Brexit - Evidence from the Stock Market," CAGE Online Working Paper Series 388, Competitive Advantage in the Global Economy (CAGE).
  • Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CESifo Working Paper Series 7224, CESifo Group Munich.
• Schmalz, Martin & Zhuk, Sergey, 2018. "Revealing Downturns," CEPR Discussion Papers 12597, C.E.P.R. Discussion Papers.
  • Martin C. Schmalz & Sergey Zhuk, 2018. "Revealing Downturns," CESifo Working Paper Series 6879, CESifo Group Munich.
• Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018. "Can there be a Market for Cheap-Talk Information? An Experimental Investigation," CESifo Working Paper Series 6975, CESifo Group Munich.
• Cristina Sattarhoff & Marc Gronwald, 2018. "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series 7102, CESifo Group Munich.
• Auer, Benjamin R. & Rottmann, Horst, 2018. "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Weidener Diskussionspapiere 64, University of Applied Sciences Amberg-Weiden (OTH).
  • Benjamin R. Auer & Horst Rottmann, 2018. "Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?," CESifo Working Paper Series 7204, CESifo Group Munich.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CEPR Discussion Papers 13147, C.E.P.R. Discussion Papers.
  • Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CESifo Working Paper Series 7224, CESifo Group Munich.
  • Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence From the Stock Market," CEP Discussion Papers dp1570, Centre for Economic Performance, LSE.
  • Holger Breinlichy & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," School of Economics Discussion Papers 0918, School of Economics, University of Surrey.
  • Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Sampson, Thomas, 2018. "The Economic E¤ects of Brexit - Evidence from the Stock Market," CAGE Online Working Paper Series 388, Competitive Advantage in the Global Economy (CAGE).
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," NBER Working Papers 25016, National Bureau of Economic Research, Inc.
  • Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series 7229, CESifo Group Munich.
  • Gürkaynak, Refet S. & Kisacikoglu, Burçin & Wright, Jonathan H., 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CEPR Discussion Papers 13153, C.E.P.R. Discussion Papers.
• Peter Kondor & Gabor Pinter, 2018. "Private Information and Client Connections in Government Bond Markets," Discussion Papers 1901, Centre for Macroeconomics (CFM).
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CEPR Discussion Papers 13147, C.E.P.R. Discussion Papers.
  • Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Sampson, Thomas, 2018. "The Economic E¤ects of Brexit - Evidence from the Stock Market," CAGE Online Working Paper Series 388, Competitive Advantage in the Global Economy (CAGE).
  • Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence From the Stock Market," CEP Discussion Papers dp1570, Centre for Economic Performance, LSE.
  • Holger Breinlichy & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," School of Economics Discussion Papers 0918, School of Economics, University of Surrey.
  • Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CESifo Working Paper Series 7224, CESifo Group Munich.
• Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory pricing of over-the-counter derivatives," ESRB Working Paper Series 61, European Systemic Risk Board.
  • Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2017. "Discriminatory Pricing of Over-the-Counter Derivatives," Swiss Finance Institute Research Paper Series 17-70, Swiss Finance Institute.
  • Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory Pricing of Over-The-Counter Derivatives," CEPR Discussion Papers 12525, C.E.P.R. Discussion Papers.
• Brice Corgnet & Mark DeSantis & David Porter, 2018. "The Distribution of Information and the Price Efficiency of Markets," Working Papers 18-09, Chapman University, Economic Science Institute.
• Diego A. Agudelo & Sergio Preciado & Carlos Castro, 2018. "Measuring the effectiveness of volatility auctions," DOCUMENTOS DE TRABAJO CIEF 016943, UNIVERSIDAD EAFIT.
• Erick Translateur, 2018. "Predicción del mercado de TES en el corto plazo," DOCUMENTOS DE TRABAJO QUANTIL 016556, QUANTIL.
• Martin C. Schmalz & Sergey Zhuk, 2018. "Revealing Downturns," CESifo Working Paper Series 6879, CESifo Group Munich.
  • Schmalz, Martin & Zhuk, Sergey, 2018. "Revealing Downturns," CEPR Discussion Papers 12597, C.E.P.R. Discussion Papers.
• Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2017. "Paths to Convergence: Stock Price Behavior after Donald Trump's Election," Working Paper Series rwp17-039, Harvard University, John F. Kennedy School of Government.
  • Wagner, Alexander F & Zeckhauser, Richard & Ziegler, Alexandre, 2018. "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," CEPR Discussion Papers 12657, C.E.P.R. Discussion Papers.
• Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers 12664, C.E.P.R. Discussion Papers.
• Asness, Clifford S. & Liew, John M. & Pedersen, Lasse Heje & Thapar, Ashwin K, 2018. "Deep Value," CEPR Discussion Papers 12685, C.E.P.R. Discussion Papers.
• Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2018. "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers 12686, C.E.P.R. Discussion Papers.
• Ulrike Malmendier & Enrico Moretti & Florian S. Peters, 2012. "Winning by Losing: Evidence on the Long-Run Effects of Mergers," NBER Working Papers 18024, National Bureau of Economic Research, Inc.
  • Malmendier, Ulrike & Moretti, Enrico & Peters, Florian, 2018. "Winning by Losing: Evidence on the Long-Run Effects of Mergers," CEPR Discussion Papers 12830, C.E.P.R. Discussion Papers.
• Chotibhak, Jotikasthira & Ellul, Andrew & Kartasheva, Anastasia & Lundblad, Christian & Wagner, Wolf, 2018. "Insurers as Asset Managers and Systemic Risk," CEPR Discussion Papers 12849, C.E.P.R. Discussion Papers.
• Breugem, Matthijs & Buss, Adrian, 2018. "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," CEPR Discussion Papers 12900, C.E.P.R. Discussion Papers.
• Christian Bayer & Chi Hyun Kim & Alexander Kriwoluzky, 2018. "The Term Structure of Redenomination Risk," Discussion Papers of DIW Berlin 1740, DIW Berlin, German Institute for Economic Research.
  • Bayer, Christian & Kim, Chi & Kriwoluzky, Alexander, 2018. "The term structure of redenomination risk," CEPR Discussion Papers 12965, C.E.P.R. Discussion Papers.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CESifo Working Paper Series 7224, CESifo Group Munich.
  • Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," CEPR Discussion Papers 13147, C.E.P.R. Discussion Papers.
  • Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence From the Stock Market," CEP Discussion Papers dp1570, Centre for Economic Performance, LSE.
  • Holger Breinlichy & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018. "The Economic Effects of Brexit - Evidence from the Stock Market," School of Economics Discussion Papers 0918, School of Economics, University of Surrey.
  • Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Sampson, Thomas, 2018. "The Economic E¤ects of Brexit - Evidence from the Stock Market," CAGE Online Working Paper Series 388, Competitive Advantage in the Global Economy (CAGE).
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," NBER Working Papers 25016, National Bureau of Economic Research, Inc.
  • Gürkaynak, Refet S. & Kisacikoglu, Burçin & Wright, Jonathan H., 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CEPR Discussion Papers 13153, C.E.P.R. Discussion Papers.
  • Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018. "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series 7229, CESifo Group Munich.
• Schoenmaker, Dirk & Schramade, Willem, 2018. "Investing for Long-Term Value Creation," CEPR Discussion Papers 13175, C.E.P.R. Discussion Papers.
• Cukierman, Alex & Lustenberger, Thomas & Meltzer, Allan H, 2018. "The permanent-transitory confusion: Implications for tests of market efficiency and for expected inflation during turbulent and tranquil times," CEPR Discussion Papers 13187, C.E.P.R. Discussion Papers.
• Ramelli, Stefano & Wagner, Alexander F & Zeckhauser, Richard & Ziegler, Alexandre, 2018. "Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election," CEPR Discussion Papers 13206, C.E.P.R. Discussion Papers.
• Farboodi, Maryam & Veldkamp, Laura, 2018. "Long Run Growth of Financial Data Technology," CEPR Discussion Papers 13278, C.E.P.R. Discussion Papers.
• Cestau, Dario & Hollifield, Burton & Li, Dan & Schürhoff, Norman, 2018. "Municipal Bond Markets," CEPR Discussion Papers 13301, C.E.P.R. Discussion Papers.
• Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2018. "Learning from Noise: Evidence from India's IPO Lotteries," CEPR Discussion Papers 13314, C.E.P.R. Discussion Papers.
• Estelle Cantillon & Aurelie Cecile Dominique Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," Working Papers 251505309, Lancaster University Management School, Economics Department.
  • Cantillon, Estelle & Slechten, Aurélie, 2018. "Information Aggregation in Emissions Markets with Abatement," CEPR Discussion Papers 13343, C.E.P.R. Discussion Papers.
  • Estelle Cantillon & Aurelie Slechten, 2018. "Information Aggregation in Emissions Markets with Abatement," Working Papers ECARES ECARES WP 2018-37, ULB -- Universite Libre de Bruxelles.
• de Vette, Nander & Petersen, Annelie & Stan Olijslager, Stan & van Wijnbergen, Sweder, 2018. "What Option Prices tell us about the ECB's Unconventional Monetary Policies," CEPR Discussion Papers 13371, C.E.P.R. Discussion Papers.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers 13396, C.E.P.R. Discussion Papers.
• Martin T. Bohl & Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2018. "Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896," CQE Working Papers 7618, Center for Quantitative Economics (CQE), University of Muenster.
• Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018. "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers 054, Centre for Econometric and Allied Research, University of Ibadan.
• Kazeem Isah & Ibrahim D. Raheem, 2018. "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers 056, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Ibrahim D. Raheem, 2018. "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers 057, Centre for Econometric and Allied Research, University of Ibadan.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2018. "Could crowdsourced financial analysis replace the equity research by investment banks?," Corvinus Economics Working Papers (CEWP) 2018/03, Corvinus University of Budapest.

2017

• Borochin, Paul & Yang, Jie, 2017. "Options, equity risks, and the value of capital structure adjustments," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 150-178.
• Choy, Siu Kai & Lai, Tat-Kei & Ng, Travis, 2017. "Do tax havens create firm value?," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 198-220.
  • Siu Kai Choy & Tat-Kei Lai & Travis Ng, 2017. "Do tax havens create firm value?," Post-Print hal-01533521, HAL.
• Santos, Francisco, 2017. "IPO market timing with uncertain aftermarket retail demand," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 247-266.
• Jiang, Fuxiu & Ma, Yunbiao & Shi, Beibei, 2017. "Stock liquidity and dividend payouts," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 295-314.
• Chen, Changling & Kim, Jeong-Bon & Yao, Li, 2017. "Earnings smoothing: Does it exacerbate or constrain stock price crash risk?," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 36-54.
• Mc Namara, Andrea & Murro, Pierluigi & O'Donohoe, Sheila, 2017. "Countries lending infrastructure and capital structure determination: The case of European SMEs," Journal of Corporate Finance, Elsevier, vol. 43(C), pages 122-138.
• Gounopoulos, Dimitrios & Kallias, Antonios & Kallias, Konstantinos & Tzeremes, Panayiotis G., 2017. "Political money contributions of U.S. IPOs," Journal of Corporate Finance, Elsevier, vol. 43(C), pages 19-38.
• Huseynov, Fariz & Sardarli, Sabuhi & Zhang, Wei, 2017. "Does index addition affect corporate tax avoidance?," Journal of Corporate Finance, Elsevier, vol. 43(C), pages 241-259.
• Anjos, Fernando & Kang, Chang-Mo, 2017. "Managerial myopia, financial expertise, and executive-firm matching," Journal of Corporate Finance, Elsevier, vol. 43(C), pages 464-479.
• Fang, Dawei & Holmén, Martin & Kleinlercher, Daniel & Kirchler, Michael, 2017. "How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 1-27.
• Berentsen, Aleksander & McBride, Michael & Rocheteau, Guillaume, 2017. "Limelight on dark markets: Theory and experimental evidence on liquidity and information," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 70-90.
  • Aleksander Berentsen & Michael McBride & Guillaume Rocheteau, 2013. "Limelight on dark markets: theory and experimental evidence on liquidity and information," ECON - Working Papers 126, Department of Economics - University of Zurich, revised Apr 2015.
• Xue, Wen-Jun & Zhang, Li-Wen, 2017. "Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models," Economic Modelling, Elsevier, vol. 60(C), pages 391-401.
• Liang, Hanchao & Yang, Chunpeng & Cai, Chuangqun, 2017. "Beauty contest, bounded rationality, and sentiment pricing dynamics," Economic Modelling, Elsevier, vol. 60(C), pages 71-80.
• Wei, Yu & Cao, Yang, 2017. "Forecasting house prices using dynamic model averaging approach: Evidence from China," Economic Modelling, Elsevier, vol. 61(C), pages 147-155.
• Leung, Henry & Schiereck, Dirk & Schroeder, Florian, 2017. "Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises," Economic Modelling, Elsevier, vol. 61(C), pages 169-180.
• Wang, Kun Tracy & Wang, Wanbin Walter, 2017. "Competition in the stock market with asymmetric information," Economic Modelling, Elsevier, vol. 61(C), pages 40-49.
• Wei, Yu-Chen & Lu, Yang-Cheng & Chen, Jen-Nan & Hsu, Yen-Ju, 2017. "Informativeness of the market news sentiment in the Taiwan stock market," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 158-181.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2017. "Does options trading convey information on futures prices?," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 182-196.
• Ryu, Doojin & Yang, Heejin, 2017. "Price disagreements and adjustments in index derivatives markets," Economics Letters, Elsevier, vol. 151(C), pages 104-106.
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• Andrikogiannopoulou, Angie & Papakonstantinou, Filippos, 2017. "Individual reaction to past performance sequences: evidence from a real marketplace," LSE Research Online Documents on Economics 87997, London School of Economics and Political Science, LSE Library.
• Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2018. "Asymmetric Information and Imperfect Competition in Lending Markets," American Economic Review, American Economic Association, vol. 108(7), pages 1659-1701, July.
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• Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017. "Predicting Bond Betas using Macro-Finance Variables," CREATES Research Papers 2017-01, Department of Economics and Business Economics, Aarhus University.
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• Kyle C. Meng, 2017. "Using a Free Permit Rule to Forecast the Marginal Abatement Cost of Proposed Climate Policy," American Economic Review, American Economic Association, vol. 107(3), pages 748-784, March.
• Tarek A. Hassan & Thomas M. Mertens, 2017. "The Social Cost of Near-Rational Investment," American Economic Review, American Economic Association, vol. 107(4), pages 1059-1103, April.
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• Tchamyou, Vanessa S. & Asongu, Simplice A., 2017. "Conditional market timing in the mutual fund industry," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1355-1366.
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• Silvia Miranda-Agrippino & Giovanni Ricco, 2015. "The Transmission of Monetary Policy Shocks," Discussion Papers 1711, Centre for Macroeconomics (CFM), revised Feb 2017.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," Economic Research Papers 269310, University of Warwick - Department of Economics.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2017. "The transmission of monetary policy shocks," Documents de Travail de l'OFCE 2017-15, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," LSE Research Online Documents on Economics 86163, London School of Economics and Political Science, LSE Library.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," The Warwick Economics Research Paper Series (TWERPS) 1136, University of Warwick, Department of Economics.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," Bank of England working papers 657, Bank of England.
• Ralph Sonenshine & Michael Cauvel, 2017. "Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and Volatility," Working Papers 2017-01, American University, Department of Economics.
• Ralph Sonenshine, 2017. "Effect of Utility Deregulation and Mergers on Consumer Welfare," Working Papers 2017-12, American University, Department of Economics.
• Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2016. "Crude Oil Market And Geopolitical Events: An Analysis Based On Information-Theory-Based Quantifiers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 41-51, May.
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• Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2017. "High-Frequency Jump Analysis of the Bitcoin Market," Swiss Finance Institute Research Paper Series 17-19, Swiss Finance Institute.
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• Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "On the existence of sure profits via flash strategies," Papers 1708.03099, arXiv.org, revised Oct 2018.
• Bariviera, Aurelio F., 2017. "The inefficiency of Bitcoin revisited: A dynamic approach," Economics Letters, Elsevier, vol. 161(C), pages 1-4.
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• Marios Panayides & Barbara Rindi & Ingrid M.Werner, 2017. "Trading Fees and Intermarket Competition," BAFFI CAREFIN Working Papers 1751, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
• David A. Cimon & Corey Garriott, 2017. "Banking Regulation and Market Making," Staff Working Papers 17-7, Bank of Canada.
• Marcello Pericoli & Giovanni Veronese, 2017. "Monetary policy surprises over time," Temi di discussione (Economic working papers) 1102, Bank of Italy, Economic Research and International Relations Area.
• Taneli Mäkinen & Francesco Palazzo, 2017. "The double bind of asymmetric information in over-the-counter markets," Temi di discussione (Economic working papers) 1128, Bank of Italy, Economic Research and International Relations Area.
• Maddalena Galardo & Cinzia Guerrieri, 2017. "The effects of central bank’s verbal guidance: evidence from the ECB," Temi di discussione (Economic working papers) 1129, Bank of Italy, Economic Research and International Relations Area.
• Karina Luján Temporelli & Pablo Daniel Monterubbianesi, 2017. "Aportes de la economía de la salud al estudio de la transición de riesgos sanitarios: el caso de la obesidad," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(81), April.
• Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," Working Papers 2017-07, Becker Friedman Institute for Research In Economics.
  • Ozdagli, Ali K. & Weber, Michael, 2017. "Monetary policy through production networks: evidence from the stock market," Working Papers 17-15, Federal Reserve Bank of Boston.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," NBER Working Papers 23424, National Bureau of Economic Research, Inc.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo Group Munich.
• Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Information aggregation in dynamic markets with adverse selection," Economics Working Papers 1573, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2017.
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• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
• Bas Bonekamp & Tom van Veen, 2017. "Terrorist Attacks and Financial Markets," CESifo Working Paper Series 6324, CESifo Group Munich.
• Ronald B. Davies & Zuzanna Studnicka, 2017. "The Heterogeneous Impact of Brexit: Early Indications from the FTSE," Working Papers 201708, School of Economics, University College Dublin.
  • Ronald B. Davies & Zuzanna Studnicka, 2017. "The Heterogeneous Impact of Brexit: Early Indications from the FTSE," CESifo Working Paper Series 6478, CESifo Group Munich.
• Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo Group Munich.
  • Ozdagli, Ali K. & Weber, Michael, 2017. "Monetary policy through production networks: evidence from the stock market," Working Papers 17-15, Federal Reserve Bank of Boston.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," NBER Working Papers 23424, National Bureau of Economic Research, Inc.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," Working Papers 2017-07, Becker Friedman Institute for Research In Economics.
• Florian Urbschat & Sebastian Watzka, 2017. "Quantitative Easing in the Euro Area - An Event Study Approach," CESifo Working Paper Series 6709, CESifo Group Munich.
• Suphi Sen & Marie-Theres von Schickfus, 2017. "Will Assets be Stranded or Bailed Out? Expectations of Investors in the Face of Climate Policy," ifo Working Paper Series 238, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Alexander Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," NBER Working Papers 23152, National Bureau of Economic Research, Inc.
  • Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," Swiss Finance Institute Research Paper Series 17-06, Swiss Finance Institute.
  • Wagner, Alexander F. & Zeckhauser, Richard J. & Siegler, Alexandre, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," Working Paper Series rwp17-005, Harvard University, John F. Kennedy School of Government.
• Marco Di Maggio & Francesco A. Franzoni & Amir Kermani & Carlo Sommavilla, 2017. "The Relevance of Broker Networks for Information Diffusion in the Stock Market," Swiss Finance Institute Research Paper Series 17-08, Swiss Finance Institute.
• Sascha KOLARIC & Florian KIESEL & Steven ONGENA, 2017. "Market Discipline Through Credit Ratings and Too-Big-To-Fail in Banking?," Swiss Finance Institute Research Paper Series 17-09, Swiss Finance Institute.
• Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk-Hoppé, 2017. "Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading," Swiss Finance Institute Research Paper Series 17-10, Swiss Finance Institute, revised Sep 2017.
• Michał Dzieliński & Alexander F. Wagner & Richard J. Zeckhauser, 2017. "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," NBER Working Papers 23425, National Bureau of Economic Research, Inc.
  • Michał DZIELINSKI & Alexander F. WAGNER & Richard J. ZECKHAUSER, 2017. "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," Swiss Finance Institute Research Paper Series 17-13, Swiss Finance Institute, revised Jun 2017.
  • Zeckhauser, Richard, 2017. "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," Working Paper Series rwp17-017, Harvard University, John F. Kennedy School of Government.
• Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2017. "High-Frequency Jump Analysis of the Bitcoin Market," Papers 1704.08175, arXiv.org, revised Jun 2017.
  • Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2017. "High-Frequency Jump Analysis of the Bitcoin Market," Swiss Finance Institute Research Paper Series 17-19, Swiss Finance Institute.
• Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Sch�rhoff, Norman, 2017. "Relationship Trading in OTC Markets," CEPR Discussion Papers 12472, C.E.P.R. Discussion Papers.
  • Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017. "Relationship Trading in OTC Markets," Swiss Finance Institute Research Paper Series 17-30, Swiss Finance Institute.
• Florian Eugster & Alexander F. Wagner, 2017. "Earning Investor Trust: The Role of Past Earnings Management," Swiss Finance Institute Research Paper Series 17-31, Swiss Finance Institute, revised Mar 2018.
• Per Östberg & Thomas Richter, 2017. "The Sovereign Debt Crisis: Rebalancing or Freezes?," Swiss Finance Institute Research Paper Series 17-32, Swiss Finance Institute.
• Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017. "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," Swiss Finance Institute Research Paper Series 17-36, Swiss Finance Institute, revised Feb 2018.
• Magdalena Tywoniuk, 2017. "CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series 17-45, Swiss Finance Institute.
• Biljana Seistrajkova, 2017. "Short Selling and the Subsequent Performance of Initial Public Offerings," Swiss Finance Institute Research Paper Series 17-49, Swiss Finance Institute.
• Alessio Ruzza & Wojciech Zurowski, 2017. "Corporate Bond Dealers' Inventory Risk and FOMC," Swiss Finance Institute Research Paper Series 17-68, Swiss Finance Institute.
• Tobias Dieler & Loriano Mancini, 2018. "Ignorance Is Bliss? Anonymous Lending with Roll over Risk," Swiss Finance Institute Research Paper Series 18-06, Swiss Finance Institute.
• Ying Liu, 2018. "Why Do Large Investors Disclose Their Information?," Swiss Finance Institute Research Paper Series 18-17, Swiss Finance Institute.
• Ying Liu & Sebastian Vogel & Yuan Zhang, 2018. "Electronic Trading in OTC Markets vs. Centralized Exchange," Swiss Finance Institute Research Paper Series 18-19, Swiss Finance Institute.
• Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina, 2017. "Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela," CID Working Papers 83a, Center for International Development at Harvard University.
• Aboura, Sofiane & Roye, Bjoern van, 2017. "Financial stress and economic dynamics: The case of France," International Economics, Elsevier, vol. 149(C), pages 57-73.
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• Julio A. Crego, 2017. "Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report," Working Papers wp2017_1714, CEMFI.
• Julio A. Crego, 2017. "Short Selling Ban and Intraday Dynamics," Working Papers wp2017_1715, CEMFI.
• Julio A. Crego & Jin Huang, 2017. "Early Birds and Second Mice in the Stock Market," Working Papers wp2017_1717, CEMFI.
• Julio A. Crego, 2017. "Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report," Working Papers wp2018_1714, CEMFI.
• Julio A. Crego, 2017. "Short Selling Ban and Intraday Dynamics," Working Papers wp2018_1715, CEMFI.
• Julio A. Crego & Jin Huang, 2017. "Early Birds and Second Mice in the Stock Market," Working Papers wp2018_1717, CEMFI.
• Carlos Castro & Diego Agudelo & Sergio Preciado, 2017. "Measuring the effectiveness of volatility call auctions," DOCUMENTOS DE TRABAJO 015498, UNIVERSIDAD DEL ROSARIO.
• Wagner, Alexander F & Zeckhauser, Richard & Ziegler, Alexandre, 2017. "Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade," CEPR Discussion Papers 11837, C.E.P.R. Discussion Papers.
• Kerry Back & Pierre Collin‐Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2018. "Activism, Strategic Trading, and Liquidity," Econometrica, Econometric Society, vol. 86(4), pages 1431-1463, July.
  • Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2016. "Activism, Strategic Trading, and Liquidity," NBER Working Papers 22893, National Bureau of Economic Research, Inc.
  • Back, Kerry E. & Collin-Dufresne, Pierre & Fos, Vyacheslav & Li, Tao & Ljungqvist, Alexander P., 2017. "Activism, Strategic Trading, and Liquidity," CEPR Discussion Papers 11843, C.E.P.R. Discussion Papers.
  • Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2018. "Activism, Strategic Trading, and Liquidity," Swiss Finance Institute Research Paper Series 18-42, Swiss Finance Institute.
  • Back, Kerry E. & Collin-Dufresne, Pierre & Fos, Vyacheslav & Li, Tao & Ljungqvist, Alexander P., 2017. "Activism, Strategic Trading, and Liquidity," CEPR Discussion Papers 12372, C.E.P.R. Discussion Papers.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018. "Bid-to-cover and yield changes around public debt auctions in the euro area," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 118-134.
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• Groen-Xu, Moqi & Massa, Massimo & Mataigne, Virginie & Vermaelen, Theo, 2017. "Choices in Equity Finance A Global Perspective," CEPR Discussion Papers 11987, C.E.P.R. Discussion Papers.
• Luo, Mancy & Manconi, Alberto & Massa, Massimo, 2017. "Much Ado About Nothing: Is the Market Affected by Political Bias?," CEPR Discussion Papers 11991, C.E.P.R. Discussion Papers.
• Altieri, Michela & Manconi, Alberto & Massa, Massimo, 2017. "Corporate Bond Guarantees and The Value of Financial Flexibility," CEPR Discussion Papers 11992, C.E.P.R. Discussion Papers.
• Kempf, Elisabeth & Manconi, Alberto & Massa, Massimo, 2017. "Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds," CEPR Discussion Papers 11993, C.E.P.R. Discussion Papers.
• Jagolinzer, Alan D. & Larcker, David F. & Ormazabal, Gaizka & Taylor, Daniel, 2017. "Political Connections and the Informativeness of Insider Trades," CEPR Discussion Papers 12153, C.E.P.R. Discussion Papers.
• Edmans, Alex & Fang, Vivian & Huang, Allen, 2017. "The Long-Term Consequences of Short-Term Incentives," CEPR Discussion Papers 12305, C.E.P.R. Discussion Papers.
• Kerry Back & Pierre Collin‐Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2018. "Activism, Strategic Trading, and Liquidity," Econometrica, Econometric Society, vol. 86(4), pages 1431-1463, July.
  • Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2016. "Activism, Strategic Trading, and Liquidity," NBER Working Papers 22893, National Bureau of Economic Research, Inc.
  • Back, Kerry E. & Collin-Dufresne, Pierre & Fos, Vyacheslav & Li, Tao & Ljungqvist, Alexander P., 2017. "Activism, Strategic Trading, and Liquidity," CEPR Discussion Papers 12372, C.E.P.R. Discussion Papers.
  • Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2018. "Activism, Strategic Trading, and Liquidity," Swiss Finance Institute Research Paper Series 18-42, Swiss Finance Institute.
  • Back, Kerry E. & Collin-Dufresne, Pierre & Fos, Vyacheslav & Li, Tao & Ljungqvist, Alexander P., 2017. "Activism, Strategic Trading, and Liquidity," CEPR Discussion Papers 11843, C.E.P.R. Discussion Papers.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
• Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017. "Relationship Trading in OTC Markets," Swiss Finance Institute Research Paper Series 17-30, Swiss Finance Institute.
  • Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Sch�rhoff, Norman, 2017. "Relationship Trading in OTC Markets," CEPR Discussion Papers 12472, C.E.P.R. Discussion Papers.
• Albuquerque, Rui & Song, Shiyun & Yao, Chen, 2017. "The Price Effects of Liquidity Shocks: A Study of SEC's Tick-Size Experiment," CEPR Discussion Papers 12486, C.E.P.R. Discussion Papers.
• Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory pricing of over-the-counter derivatives," ESRB Working Paper Series 61, European Systemic Risk Board.
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  • Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2017. "Discriminatory Pricing of Over-the-Counter Derivatives," Swiss Finance Institute Research Paper Series 17-70, Swiss Finance Institute.
• Jean-Philippe Bouchaud & Philipp Krueger & Augustin Landier & David Thesmar, 2016. "Sticky Expectations and the Profitability Anomaly," Swiss Finance Institute Research Paper Series 16-60, Swiss Finance Institute.
  • Bouchaud, Jean-Philippe & Krueger, Philipp & Landier, Augustin & Thesmar, David, 2017. "Sticky Expectations and the Profitability Anomaly," CEPR Discussion Papers 12528, C.E.P.R. Discussion Papers.
• Salmeron Garrido, Jose Antonio & García Martí, Dolores & D'Auria, Bernardo, 2017. "Optimal portfolio with insider information on the stochastic interest rate," DES - Working Papers. Statistics and Econometrics. WS 25819, Universidad Carlos III de Madrid. Departamento de Estadística.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2015. "The Transmission of Monetary Policy Shocks," Discussion Papers 1711, Centre for Macroeconomics (CFM), revised Feb 2017.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," Bank of England working papers 657, Bank of England.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," Economic Research Papers 269310, University of Warwick - Department of Economics.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2017. "The transmission of monetary policy shocks," Documents de Travail de l'OFCE 2017-15, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," LSE Research Online Documents on Economics 86163, London School of Economics and Political Science, LSE Library.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," The Warwick Economics Research Paper Series (TWERPS) 1136, University of Warwick, Department of Economics.
• Baranova, Yuliya & Coen, Jamie & Noss, Joseph & Lowe, Pippa & Silvestri, Laura, 2017. "Simulating stress across the financial system: the resilience of corporate bond markets and the role of investment funds," Bank of England Financial Stability Papers 42, Bank of England.
• Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Research Discussion Papers 4/2017, Bank of Finland.
• Vasilis Siakoulis, 2017. "Fiscal policy effects on non-performing loan formation," Working Papers 224, Bank of Greece.
• Evangelia Kasimati & Nikolaos Veraros, 2017. "Is there accuracy of forward freight agreements in forecasting future freight rates? An empirical investigation," Working Papers 230, Bank of Greece.
• Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
• Muhammad A. Cheema & Gilbert V. Nartea, 2017. "Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect," Working Papers in Economics 17/13, University of Canterbury, Department of Economics and Finance.
• Muhammad A. Cheema & Gilbert V. Nartea, 2017. "Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?," Working Papers in Economics 17/14, University of Canterbury, Department of Economics and Finance.
• Jędrzej Białkowski & Jacek Jakubowski, 2017. "Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange," Working Papers in Economics 17/16, University of Canterbury, Department of Economics and Finance.
• Jędrzej Białkowski & Jan Koeman, 2017. "Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures," Working Papers in Economics 17/18, University of Canterbury, Department of Economics and Finance.
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• Tatsuo Tanaka, 2017. "Effect of Flaming on Stock Price: Case of Japan," Keio-IES Discussion Paper Series 2017-003, Institute for Economics Studies, Keio University.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers 1715, Graduate School of Economics, Kobe University.
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• Paul-Olivier KLEIN & Rima TURK & Laurent WEILL, 2017. "How Religiosity Shapes Investor Behavior: Sukuk Issuances During Ramadan," Working Papers of LaRGE Research Center 2017-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Paul-Olivier KLEIN, 2017. "Do Shareholders Value Bond Offerings? A Meta-Analysis," Working Papers of LaRGE Research Center 2017-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Julio César Alonso Cifuentes & Andrés Mauricio Arcila Vásquez & Sebastián Montenegro Arana, 2017. "Internal price stabilization tools in the Colombian sugar market: Do they work?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 105-126, Enero - J.
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• Urbschat, Florian & Watzka, Sebastian, 2017. "Quantitative Easing in the Euro Area," Discussion Papers in Economics 37365, University of Munich, Department of Economics.
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• Clapham, Benjamin & Gomber, Peter & Haferkorn, Martin & Panz, Sven, 2017. "Managing excess volatility: Design and effectiveness of circuit breakers," SAFE Working Paper Series 195, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Clapham, Benjamin & Gomber, Peter & Panz, Sven, 2017. "Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets," SAFE Working Paper Series 196, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
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• Carlos J. Perez & Manuel Santos, 2017. "On the Dynamics of Speculation in a Model of Bubbles and Manias," Working Papers 2017-02, University of Miami, Department of Economics.
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• Xiao CHEN & Bihong HUANG & Dezhu YE, 2017. "The Role of Punctuation in P2P Lending: Evidence from China," Economic Growth Centre Working Paper Series 1707, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Emrah Arbak, 2017. "Identifying the provisioning policies of Belgian banks," Working Paper Research 326, National Bank of Belgium.
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• Maryam Farboodi & Laura Veldkamp, 2017. "Long Run Growth of Financial Technology," NBER Working Papers 23457, National Bureau of Economic Research, Inc.
• Marco Di Maggio & Francesco Franzoni & Amir Kermani & Carlo Sommavilla, 2017. "The Relevance of Broker Networks for Information Diffusion in the Stock Market," NBER Working Papers 23522, National Bureau of Economic Research, Inc.
• Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler, 2017. "Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications," NBER Working Papers 23557, National Bureau of Economic Research, Inc.
• Matthijs Breugem & Adrian Buss, 2017. "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," NBER Working Papers 23561, National Bureau of Economic Research, Inc.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2017. "The Economics of Value Investing," NBER Working Papers 23563, National Bureau of Economic Research, Inc.
• Alexander M. Chinco & Mao Ye, 2017. "Investment-Horizon Spillovers," NBER Working Papers 23650, National Bureau of Economic Research, Inc.
• Anisha Ghosh & George M. Constantinides, 2017. "What Information Drives Asset Prices?," NBER Working Papers 23689, National Bureau of Economic Research, Inc.
• Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017. "Anomalies Abroad: Beyond Data Mining," NBER Working Papers 23809, National Bureau of Economic Research, Inc.
• Samuel M. Hartzmark & Kelly Shue, 2017. "A Tough Act to Follow: Contrast Effects In Financial Markets," NBER Working Papers 23883, National Bureau of Economic Research, Inc.
• Andrei S. Gonçalves & Chen Xue & Lu Zhang, 2017. "Does the Investment Model Explain Value and Momentum Simultaneously?," NBER Working Papers 23910, National Bureau of Economic Research, Inc.
• Alexander M. Chinco & Adam D. Clark-Joseph & Mao Ye, 2017. "Sparse Signals in the Cross-Section of Returns," NBER Working Papers 23933, National Bureau of Economic Research, Inc.
• Christian Leuz & Steffen Meyer & Maximilian Muhn & Eugene Soltes & Andreas Hackethal, 2017. "Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation," NBER Working Papers 24083, National Bureau of Economic Research, Inc.
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• Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2017. "Brokers and Order Flow Leakage: Evidence from Fire Sales," NBER Working Papers 24089, National Bureau of Economic Research, Inc.
• Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova, 2017. "Stock Price Crashes: Role of Slow-Moving Capital," NBER Working Papers 24098, National Bureau of Economic Research, Inc.
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• Benjamin Bennett & René Stulz & Zexi Wang, 2017. "Does the Stock Market Make Firms More Productive?," NBER Working Papers 24102, National Bureau of Economic Research, Inc.
• Ming Dong & David Hirshleifer & Siew Hong Teoh, 2017. "Stock Market Overvaluation, Moon Shots, and Corporate Innovation," NBER Working Papers 24142, National Bureau of Economic Research, Inc.
• David Hirshleifer & Chong Huang & Siew Hong Teoh, 2017. "Model Uncertainty, Ambiguity Aversion, and Market Participation," NBER Working Papers 24143, National Bureau of Economic Research, Inc.
• Duffie, Darrell & Antill, Samuel, 2017. "Augmenting Markets with Mechanisms," Research Papers repec:ecl:stabus:3623, Stanford University, Graduate School of Business.
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• Kent Daniel & David Hirshleifer & Lin Sun, 2017. "Short- and Long-Horizon Behavioral Factors," NBER Working Papers 24163, National Bureau of Economic Research, Inc.
• Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2017. "The Cross-Section of Risk and Return," NBER Working Papers 24164, National Bureau of Economic Research, Inc.
• Eisdorfer, Assaf & Kohl, Elizabeth, 2017. "Corporate Sport Sponsorship and Stock Returns: Evidence from the NFL," Critical Finance Review, now publishers, vol. 7(1), pages 179-209, March.
• Christian Daude & Julien Pascal, 2017. "Efficiency and contestability in emerging market banking systems," OECD Journal: Economic Studies, OECD Publishing, vol. 2016(1), pages 151-182.
• Gamal Atallah & Yang Zhou, 2017. "Performance of Cross-Border Acquisitions: Evidence from Canadian Firms Acquired by Emerging Market Firms," Working Papers 1710E, University of Ottawa, Department of Economics.
• I Doun Kuo, 2017. "Irrationality and Term Structure Anomaly," Proceedings of Economics and Finance Conferences 4507033, International Institute of Social and Economic Sciences.
• Mark Iarovyi & sasson Bar Yosef & Itzhak Venezia, 2017. "Implied Maturity Mismatches and Investor Disagreement," Proceedings of Economics and Finance Conferences 4507072, International Institute of Social and Economic Sciences.
• Sana Tauseef, 2017. "Cross-Sectional Variation in Stock Returns: Evidence from an Emerging Market," Proceedings of Economics and Finance Conferences 4807087, International Institute of Social and Economic Sciences.
• Cheng-Te Lee & Deng-Sing Huang, 2017. "Asymmetric Globalization and Specialization," IEAS Working Paper : academic research 17-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan.
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• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017. "Uncovering Skilled Short-sellers," Working Papers, Department of Economics 2017_01, University of São Paulo (FEA-USP).
• Houdou Basse Mama & Alexander Bassen, 2017. "Neglected disciplinary effects of investor relations: evidence from corporate cash holdings," Journal of Business Economics, Springer, vol. 87(2), pages 221-261, February.
• Chih-Hsiang Chang, 2017. "Exploring stock recommenders’ behavior and recommendation receivers’ sophistication," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(1), pages 1-26, January.
• Javeria Farooqi & Surendranath Jory & Thanh Ngo, 2017. "Institutional investors’ activism and credit ratings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(1), pages 51-77, January.
• Laura A. Wellman, 2017. "Mitigating political uncertainty," Review of Accounting Studies, Springer, vol. 22(1), pages 217-250, March.
• Houdou Basse Mama, 2017. "The interaction between stock prices and corporate investment: is Europe different?," Review of Managerial Science, Springer, vol. 11(2), pages 315-351, March.
• Jan Diebecker & Friedrich Sommer, 2017. "The impact of corporate sustainability performance on information asymmetry: the role of institutional differences," Review of Managerial Science, Springer, vol. 11(2), pages 471-517, March.
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• Pan, Kevin & Zeng, Yao, 2017. "ETF arbitrage under liquidity mismatch," ESRB Working Paper Series 59, European Systemic Risk Board.
• Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2017. "Discriminatory Pricing of Over-the-Counter Derivatives," Swiss Finance Institute Research Paper Series 17-70, Swiss Finance Institute.
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• Julia Darby & Graeme Roy, 2017. "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Working Papers 1706, University of Strathclyde Business School, Department of Economics.
• Serge REY & Ilyes GRITLI, 2017. "Quel impact de la libéralisation du compte capital sur le développement financier en Tunisie ? Les enseignements d'un modèle ARDL," Working Papers 2017-2018_1, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Sep 2017.
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• Han, Jianlei & Pan, Zheyao & Zhang, Guangli, 2017. "Divergence of opinion and long-run performance of private placements: evidence from the auction market," Working Papers 2017-09, University of Tasmania, Tasmanian School of Business and Economics.
• Deng, Xiaohu & Gao, Lei & Kemme, David, 2017. "The information content of short selling and put option trading: When are they substitutes?," Working Papers 2017-13, University of Tasmania, Tasmanian School of Business and Economics.
• Margaryta Klymak, 2017. "The Trade Impacts of the Naming and Shaming of Forced and Child Labor," Trinity Economics Papers tep1517, Trinity College Dublin, Department of Economics.
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• Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017. "Collusive Benchmark Rates Fixing," Tinbergen Institute Discussion Papers 17-122/VII, Tinbergen Institute, revised 01 May 2018.
• Ginglinger, Edith & Hébert, Camille & Renneboog, Luc, 2017. "Connected Firms and Investor Myopia," Discussion Paper 2017-037, Tilburg University, Center for Economic Research.
• Luc Renneboog & Peter G. Szilagyi & Cara Vansteenkiste, 2017. "Creditor rights, claims enforcement, and bond performance in mergers and acquisitions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(2), pages 174-194, February.
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• Paul Hallwood, 2017. "Comment: Betting on Secession: Quantifying Political Events Surrounding Slavery and the Civil War," Working papers 2017-07, University of Connecticut, Department of Economics.
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• Bryan Engelhardt & Victor Matheson & Alex Yen & Maxwell Chisholm, 2017. "The Economic Impact of Olympic Games: Effects of Host Country Announcements on Stock Market Returns," Working Papers 1704, College of the Holy Cross, Department of Economics.
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• Feng, Xunan & Johansson, Anders C., 2017. "Top Executives on Social Media and Information in the Capital Market: Evidence from China," Stockholm School of Economics Asia Working Paper Series 2017-47, Stockholm School of Economics, Stockholm China Economic Research Institute.
• Hollifield, Burton & Sandås, Patrik & Todd, Andrew, 2017. "Latency Arbitrage When Markets Become Faster," Working Paper Series 338, Sveriges Riksbank (Central Bank of Sweden).
• Åhl, Magnus, 2017. "How big is the toolbox of a central banker? Managing expectations with policy-rate forecasts: Evidence from Sweden," Working Paper Series 339, Sveriges Riksbank (Central Bank of Sweden).
• Lundström, Christian, 2017. "On the Returns of Trend-Following Trading Strategies," Umeå Economic Studies 948, Umeå University, Department of Economics.
• Victoria Dobrynskaya, 2017. "Dynamic Momentum and Contrarian Trading," HSE Working papers WP BRP 61/FE/2017, National Research University Higher School of Economics.
• Davor Kunovac & Rafael Ravnik, 2017. "Are sovereign credit ratings overrated?," Working Papers 47, The Croatian National Bank, Croatia.
• Christophe Boya, 2017. "Testing capital market efficiency," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 19(2), pages 194-224.
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• Pierpaolo Battigalli & Carlo Chiarella & Stefano Gatti & Tommaso Orlando, 2017. "M&A negotiations with limited information: how do opaque firms buy and get bought?," Working Papers 596, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Sylvester Eijffinger & Ronald Mahieu & Louis Raes, 2017. "Can the Fed Talk the Hind Legs Off the Stock Market?," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 53-94, February.
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• Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Information Aggregation in Dynamic Markets with Adverse Selection," Working Papers 979, Barcelona Graduate School of Economics.
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• Manzano, Carolina & Vives, Xavier, 2016. "Market Power and Welfare in Asymmetric Divisible Good Auctions," CEPR Discussion Papers 11731, C.E.P.R. Discussion Papers.
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• Dare, Wale, 2017. "Testing efficiency in small and large financial markets," Economics Working Paper Series 1714, University of St. Gallen, School of Economics and Political Science.
• Dare, Wale, 2017. "Statistical arbitrage in the U.S. treasury futures market," Economics Working Paper Series 1716, University of St. Gallen, School of Economics and Political Science.
• Hoechle, Daniel & Karthaus, Larissa & Schmid, Markus, 2017. "The Long-Term Performance of IPO’s, Revisited," Working Papers on Finance 1706, University of St. Gallen, School of Finance.
• Adams, Zeno & Kartsakli, Maria, 2017. "Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization," Working Papers on Finance 1710, University of St. Gallen, School of Finance.
• Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2017. "Correcting Alpha Misattribution In Portfolio Sorts," Working Papers on Finance 1717, University of St. Gallen, School of Finance, revised Jun 2018.
• Ammann, Manuel & Bauer, Christopher & Fischer, Sebastian & Mueller, Philipp, 2017. "Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows," Working Papers on Finance 1718, University of St. Gallen, School of Finance, revised Nov 2017.
• Lijian Wei & Xiong Xiong & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2017. "The effect of genetic algorithm learning with a classifier system in limit order markets," Published Paper Series 2017-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Nihad Aliyev & Xue-Zhong He, 2017. "Ambiguous Market Making," Research Paper Series 383, Quantitative Finance Research Centre, University of Technology, Sydney.
• Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series 385, Quantitative Finance Research Centre, University of Technology, Sydney.
• Robson Glasscock & Korenok Oleg, 2017. "Earnings Volatility and Stock Returns: Event Study Evidence," Working Papers 1703, VCU School of Business, Department of Economics.
• Owen Powell & Natalia Shestakova, 2017. "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers 1702, University of Vienna, Department of Economics.
• Sutirtha Bagchi, 2017. "A Tale of Two Cities: An Examination of Medallion Prices in New York and Chicago," Villanova School of Business Department of Economics and Statistics Working Paper Series 33, Villanova School of Business Department of Economics and Statistics.
• Anginer, Deniz & Yildizhan, Celim & Han, Xue Snow, 2017. "Do Individual Investors Ignore Transaction Costs?," MPRA Paper 79358, University Library of Munich, Germany.
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• Silvia Miranda-Agrippino & Giovanni Ricco, 2015. "The Transmission of Monetary Policy Shocks," Discussion Papers 1711, Centre for Macroeconomics (CFM), revised Feb 2017.
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  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," Economic Research Papers 269310, University of Warwick - Department of Economics.
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  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," LSE Research Online Documents on Economics 86163, London School of Economics and Political Science, LSE Library.
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• Danilo Cascaldi-Garcia, 2017. "News Shocks and the Slope of the Term Structure of Interest Rates: Comment," American Economic Review, American Economic Association, vol. 107(10), pages 3243-3249, October.
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• Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2017. "On the Efficiency of Racetrack Betting Market: A New Test for the Favorite-Longshot Bias," Working papers 2017rwp-106, Yonsei University, Yonsei Economics Research Institute.
• Schmitt, Noemi & Westerhoff, Frank, 2017. "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 34-53.
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• Korn, Olaf & Kuntz, Laura-Chloé, 2017. "Low-beta strategies," CFR Working Papers 15-17 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Philip Stork & Luiz Felix & Roman Kraussl, 2017. "Implied Volatility Sentiment: A Tale of Two Tails," Tinbergen Institute Discussion Papers 17-002/IV, Tinbergen Institute, revised 26 Jan 2018.
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• Andersen, Torben G. & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2017. "Volatility, information feedback and market microstructure noise: A tale of two regimes," CFS Working Paper Series 569, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Horvath, Akos, 2017. "How effective are trading pauses?," CFS Working Paper Series 571, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Noé, Michael & Zhang, S. Sarah, 2017. "The ambivalent role of high-frequency trading in turbulent market periods," CFS Working Paper Series 580, Center for Financial Studies (CFS).
• Bannier, Christina E. & Pauls, Thomas & Walter, Andreas, 2017. "CEO-speeches and stock returns," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168192, Verein für Socialpolitik / German Economic Association.
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• Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers 1722, Graduate School of Economics, Kobe University.
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• Barbara Bedowska-Sojka, 2017. "How Jumps Affect Liquidity? The Evidence from Poland," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(1), pages 39-52, March.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2015. "The Transmission of Monetary Policy Shocks," Discussion Papers 1711, Centre for Macroeconomics (CFM), revised Feb 2017.
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  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," The Warwick Economics Research Paper Series (TWERPS) 1136, University of Warwick, Department of Economics.
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• Gospodinov, Nikolay, 2017. "Asset Co-movements: Features and Challenges," FRB Atlanta Working Paper 2017-11, Federal Reserve Bank of Atlanta.
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• Pinheiro, Roberto & de Carvalho, Antonio Gledson & Sampaio, Joelson Oliveira, 2017. "Dotcom Price Spiral," Working Papers (Old Series) 1713, Federal Reserve Bank of Cleveland.
• Pinheiro, Roberto & de Carvalho, Antonio Gledson & Sampaio, Joelson Oliveira, 2017. "Dotcom Extreme Underpricing," Working Papers (Old Series) 1714, Federal Reserve Bank of Cleveland.
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• Nathan Swem, 2017. "Information in Financial Markets : Who Gets It First?," Finance and Economics Discussion Series 2017-023, Board of Governors of the Federal Reserve System (US).
• Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler, 2017. "Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads," International Finance Discussion Papers 1212, Board of Governors of the Federal Reserve System (U.S.).
• Anene, Dominic & D'Amico, Stefania, 2017. "A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices," Working Paper Series WP-2017-26, Federal Reserve Bank of Chicago.
• Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan, 2017. "The response of multinationals’ foreign exchange rate exposure to macroeconomic news," Working Papers 2017-20, Federal Reserve Bank of St. Louis.
• Calem, Paul S. & Lambie-Hanson, Lauren & Nakamura, Leonard I., 2017. "Appraising Home Purchase Appraisals," Working Papers 17-23, Federal Reserve Bank of Philadelphia.
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• Bethune, Zachary & Sultanum, Bruno & Trachter, Nicholas, 2017. "Asset Issuance in Over-the-Counter Markets," Working Paper 17-13, Federal Reserve Bank of Richmond.
• Pawan Jain & Wen-Jun Xue, 2017. "Global Investigation of Return Autocorrelation and its Determinants," Working Papers 1704, Florida International University, Department of Economics.
• Eugster, Nicolas & Isakov, Dusan, 2017. "Founding family ownership,stock market returns, and agency problems," FSES Working Papers 490, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V. & Gurevich Vladimir, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V., 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017. "Where is the information on USD/Bitcoins hourly price movements?," CeBER Working Papers 2017-05, Centre for Business and Economics Research (CeBER), University of Coimbra.
• Sulaeman Rahman Nidar, 2017. "Overreaction Market Analysis, Dividend Policy, Firm Size, and Seasonality to Price Reversal Phenomena," GATR Journals afr136, Global Academy of Training and Research (GATR) Enterprise.
• Embun Prowanta, 2017. "The Impact of Macro Economy on Stock Price Index: An Empirical Study of Five ASEAN Countries," GATR Journals gjbssr467, Global Academy of Training and Research (GATR) Enterprise.
• Kui Ming Tiong, 2017. "Cross-cultural Adaptation Index of Chinese Expatriates in Malaysia: Extended Location-Specific Advantages," GATR Journals gjbssr474, Global Academy of Training and Research (GATR) Enterprise.
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• Raffestin, Louis, 2017. "Do bond credit ratings lead to excess comovement?," Journal of Banking & Finance, Elsevier, vol. 85(C), pages 41-55.
  • Louis Raffestin, 2017. "Do bond credit ratings lead to excess comovement?," Post-Print hal-01649992, HAL.
• Sébastien Pouget & Julien Sauvagnat & Stéphane Villeneuve, 2017. "A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets," Post-Print halshs-01698658, HAL.
• Luc Renneboog & Peter G. Szilagyi & Cara Vansteenkiste, 2017. "Creditor rights, claims enforcement, and bond performance in mergers and acquisitions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(2), pages 174-194, February.
  • Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017. "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Discussion Paper 2017-012, Tilburg University, Center for Economic Research.
• Paola Cerchiello & Giancarlo Nicola, 2017. "Assessing News Contagion in Finance," DEM Working Papers Series 139, University of Pavia, Department of Economics and Management.
• Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin, 2017. "Deep Learning Bank Distress from News and Numerical Financial Data," DEM Working Papers Series 140, University of Pavia, Department of Economics and Management.
• Proelss, Juliane & Schweizer, Denis & Seiler, Volker, 2018. "Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market," Energy Economics, Elsevier, vol. 73(C), pages 1-23.
  • Juliane Proelss & Denis Schweizer & Volker Seiler, 2017. "Do Announcements of WTO Dispute Resolution Cases Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE 103, Paderborn University, CIE Center for International Economics.
• Tomasz Sosnowski, 2017. "Earnings Management and the Floatation Structure: Empirical Evidence from Polish IPOs," Working Papers 119/2017, Institute of Economic Research, revised May 2017.
• Patrycja Chodnicka-Jaworska, 2017. "The reaction of the stock market on credit rating agencies’decisions," Working Papers 18/2017, Institute of Economic Research, revised May 2017.
• Tomas Meluzin & Marek Zinecker & doubravsky@fbm.vutbr.cz & Mirko Dohnal, 2017. "Effects of Rumours on IPO Success: A Qualitative Approach," Working Papers 79/2017, Institute of Economic Research, revised May 2017.
• Faria, Gonçalo & Verona, Fabio, 2018. "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 228-242.
  • Faria, Gonçalo & Verona, Fabio, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Research Discussion Papers 29/2016, Bank of Finland.
  • Gonçalo Faria & Fabio Verona, 2017. "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers 1702, Universidade do Porto, Faculdade de Economia do Porto.
  • Gonçalo Faria & Fabio Verona, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers) 05, Católica Porto Business School, Universidade Católica Portuguesa.
• José Couto & Paula Brito & António Cerqueira, 2017. "The Method of Market Multiples on the Valuation of Companies: A Multivariate Approach," FEP Working Papers 586, Universidade do Porto, Faculdade de Economia do Porto.
• Wittwer, Milena, 2017. "Centralizing Disconnected Markets? An Irrelevance Result," MPRA Paper 76534, University Library of Munich, Germany.
• Filipovski, Vladimir & Tevdovski, Dragan, 2017. "Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effects," MPRA Paper 76818, University Library of Munich, Germany.
• Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil prices," MPRA Paper 77531, University Library of Munich, Germany.
• Loh, Choon Zhee, 2017. "Specific risk factors and macroeconomic factor on profitability performance an empirical evidence of Top Glove Corporation Bhd," MPRA Paper 78339, University Library of Munich, Germany.
• Senarathne, Chamil W & Jayasinghe, Prabhath, 2017. "Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk," MPRA Paper 78771, University Library of Munich, Germany, revised 04 Apr 2017.
• Ogawa, Ryoh, 2017. "Using REIT Data to Assess the Economic Worth of Mega-Events: The Case of the 2020 Tokyo Olympics," MPRA Paper 78829, University Library of Munich, Germany.
• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018. "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 705-715, December.
  • Cheema, Muhammad A. & Nartea, Gilbert V & Man, Yimei, 2017. "Cross-Sectional and Time-Series Momentum Returns and Market States," MPRA Paper 78989, University Library of Munich, Germany.
• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017. "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series 8098, The World Bank.
  • Anginer, Deniz & Yildizhan, Celim & Han, Xue Snow, 2017. "Do Individual Investors Ignore Transaction Costs?," MPRA Paper 79358, University Library of Munich, Germany.
• OUATTARA, Aboudou, 2017. "Impact de la publication des notes financières sur les cours et les volume de transaction des sociétés cotées à la BRVM : Une analyse à partir des études d'évenement
  [Impact of Rating released on s," MPRA Paper 79837, University Library of Munich, Germany.
• Parker, Edgar, 2017. "The Entropic Linkage between Equity and Bond Market Dynamics," MPRA Paper 80036, University Library of Munich, Germany.
• Degiannakis, Stavros & Giannopoulos, George & Ibrahim, Salma & Rozic, Ivana, 2017. "Earnings Management to Avoid Losses and Earnings Declines in Croatia," MPRA Paper 80164, University Library of Munich, Germany.
• Chong, Terence Tai Leung & He, Qing & Ip, Hugo Tak Sang & Siu, Jonathan T., 2017. "Profitability of CAPM Momentum Strategies in the US Stock Market," MPRA Paper 80563, University Library of Munich, Germany.
• Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2017. "Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence," MPRA Paper 80658, University Library of Munich, Germany.
• Patir, Assaf, 2017. "Securitization, bank vigilance, leverage and sudden stops," MPRA Paper 81463, University Library of Munich, Germany.
• Daher, Wassim & Aydilek, Harun & Saleeby, Elias G., 2017. "Insider Trading With Different Risk Attitudes," MPRA Paper 81733, University Library of Munich, Germany.
• Hou, Yang & Nartea, Gilbert, 2017. "Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash," MPRA Paper 81995, University Library of Munich, Germany.
• Hou, Yang & Li, Steven, 2017. "Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets," MPRA Paper 81999, University Library of Munich, Germany.
• Tchamyou, Vanessa S. & Asongu, Simplice A., 2017. "Conditional market timing in the mutual fund industry," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1355-1366.
  • Vanessa Tchamyou & Simplice Asongu, 2017. "Conditional Market Timing in the Mutual Fund Industry," Working Papers of the African Governance and Development Institute. 17/028, African Governance and Development Institute..
  • Tchamyou, Vanessa & Asongu, Simplice, 2017. "Conditional Market Timing in the Mutual Fund Industry," MPRA Paper 82633, University Library of Munich, Germany.
• Giulio Cifarelli & Paolo Paesani, 2017. "On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016," Working Papers - Economics wp2017_16.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Cifarelli, Giulio & Paesani, Paolo, 2017. "On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016," MPRA Paper 84009, University Library of Munich, Germany.
• Mittal, Amit & Garg, Ajay Kumar, 2017. "Why do acquirers prefer M&A? Evidence from Banks in India," MPRA Paper 85354, University Library of Munich, Germany.
• Mittal, Amit & Garg, Ajay Kumar, 2017. "Private information implications for acquirers and targets in horizontal mergers," MPRA Paper 85355, University Library of Munich, Germany.
• Anginer, Deniz & Han, Xue Snow & Yildizhan, Celim, 2017. "Do Individual Investors Ignore Transaction Costs?," MPRA Paper 89941, University Library of Munich, Germany.
• Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017. "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 640-653.
  • Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017. "The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises," Working Papers 201712, University of Pretoria, Department of Economics.
• Gupta, Rangan & Yoon, Seong-Min, 2018. "OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 206-214.
  • Rangan Gupta & Seong-Min Yoon, 2017. "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201726, University of Pretoria, Department of Economics.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017. "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers 201749, University of Pretoria, Department of Economics.
• Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2017. "On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators," Working Papers 201752, University of Pretoria, Department of Economics.
• Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017. "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers 201754, University of Pretoria, Department of Economics.
• Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017. "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers 201755, University of Pretoria, Department of Economics.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017. "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers 201761, University of Pretoria, Department of Economics.
• Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018. "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, vol. 75(C), pages 239-248.
  • Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers 201762, University of Pretoria, Department of Economics.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers 201767, University of Pretoria, Department of Economics.
• Yo Jiang & Xianming Fang & Haofei Wang, 2017. "IPO Price, Heterogeneous Priors and Gradual Information Flows," Prague Economic Papers, University of Economics, Prague, vol. 2017(2), pages 188-197.
• Raphael Boleslavsky & Bruce I. Carlin & Christopher Cotton, 2017. "Competing for Capital: Auditing and Credibility in Financial Reporting," NBER Working Papers 23273, National Bureau of Economic Research, Inc.
  • Raphael Boleslavsky & Bruce Carlin & Christopher Cotton, 2017. "Competing for Capital: Auditing and Credibility in Financial Reporting," Working Papers 1377, Queen's University, Department of Economics.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017. "Bubbles for Fama," NBER Working Papers 23191, National Bureau of Economic Research, Inc.
  • Robin Greenwood & Andrei Shleifer & Yang You, 2017. "Bubbles for Fama," Working Paper 504391, Harvard University OpenScholar.
• Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago, 2017. "Trading under Market Impact," Rationality and Competition Discussion Paper Series 39, CRC TRR 190 Rationality and Competition.
• Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," NBER Working Papers 22461, National Bureau of Economic Research, Inc.
  • Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," 2017 Meeting Papers 808, Society for Economic Dynamics.
  • Boyarchenko, Nina & Lucca, David O & Veldkamp, Laura, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers 11518, C.E.P.R. Discussion Papers.
• Belke, Ansgar, 2017. "Central bank communication: Managing expectations through the monetary dialogue," Ruhr Economic Papers 692, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke, 2017. "Central Bank Communication: Managing Expectations through the Monetary Dialogue," ROME Working Papers 201704, ROME Network.
• Julia Mortera & A. Philip Dawid, 2017. "A Note on Prediction Markets," Departmental Working Papers of Economics - University 'Roma Tre' 0215, Department of Economics - University Roma Tre.
• Cyril May & Greg Farrell & Jannie Rossouw, 2017. "Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-frequency intra-day South African data," Working Papers 672, Economic Research Southern Africa.
• Trust R. Mpofu & Amos C. Peters, 2017. "The impact of Monetary Policy Announcements and Political Events on the Exchange Rate: The Case of South Africa," Working Papers 700, Economic Research Southern Africa.
• Scott McCarthy & Barry Oliver & Martie-Louise Verreynne, 2017. "Bank financing and credit rationing of Australian SMEs," Australian Journal of Management, Australian School of Business, vol. 42(1), pages 58-85, February.
• Millicent Chang & Xiaolin Qian & Jing Yu & Yvonne See, 2017. "Does director trading change the information environment?," Australian Journal of Management, Australian School of Business, vol. 42(2), pages 205-229, May.
• Ron Bird & Xiaojun Gao & Danny Yeung, 2017. "Time-series and cross-sectional momentum strategies under alternative implementation strategies," Australian Journal of Management, Australian School of Business, vol. 42(2), pages 230-251, May.
• Güne? Topçu, 2017. "Sovereign Credit Rating Changes and Stock Market Performances: Evidence from the Balkans," Proceedings of International Academic Conferences 5808229, International Institute of Social and Economic Sciences.
• David Yechiam Aharon & Mahmoud Qadan, 2017. "How Much Happiness can we find in the fear Index?," Proceedings of International Academic Conferences 5908141, International Institute of Social and Economic Sciences.

2016

• Chong, Terence Tai Leung & Tang, Alan Tsz Chung & Chan, Kwun Ho, 2016. "An Empirical Comparison of Fast and Slow Stochastics," MPRA Paper 80559, University Library of Munich, Germany.
• Zha Giedt, Jenny, 2016. "Economic Consequences of Announcing Strategic Alternatives," MPRA Paper 81356, University Library of Munich, Germany, revised 10 Sep 2017.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016. "Market Reaction to Actual Daily Share Repurchases in Greece," MPRA Paper 83039, University Library of Munich, Germany, revised 01 Aug 2017.
• Mittal, Amit & Garg, Ajay Kumar, 2016. "How do Indian firms cope with a crisis? Earnings management characteristics of CNX Nifty 100 companies," MPRA Paper 85353, University Library of Munich, Germany.
• Barrera Chaupis, Carlos, 2016. "Expectations' Dispersion & Convergence towards Central Banks' IR forecasts: Chile, Colombia, Mexico, Peru & United Kingdom, 2004-2014," MPRA Paper 85410, University Library of Munich, Germany, revised 12 Dec 2016.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016. "Market Reaction to Stock Repurchases in Greece," MPRA Paper 85610, University Library of Munich, Germany, revised 01 Mar 2018.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2016. "The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange," MPRA Paper 89023, University Library of Munich, Germany, revised 22 Dec 2016.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016. "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper 89919, University Library of Munich, Germany, revised 09 Nov 2018.
• Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017. "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 283-294.
  • Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016. "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers 201610, University of Pretoria, Department of Economics.
• Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017. "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 774-793, October.
  • Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016. "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers 201643, University of Pretoria, Department of Economics.
• Michael Princ, 2016. "Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets," European Financial and Accounting Journal, University of Economics, Prague, vol. 2016(3), pages 125-137.
• Tao Chen & Karen H. Y. Wong & Masayuki Susai, 2016. "Active Management and Price Efficiency of Exchange-traded Funds," Prague Economic Papers, University of Economics, Prague, vol. 2016(1), pages 3-18.
• Radoslaw Pastusiak & Monika Bolek & Maciej Malaczewski & Marta Kacprzyk, 2016. "Company Profitability Before and After IPO. Is it a Windows Dressing or Equity Dilution Effect?," Prague Economic Papers, University of Economics, Prague, vol. 2016(1), pages 112-124.
• Michal Plaček & Milan Půček & František Ochrana & Milan Křápek & Lenka Matějová, 2016. "Political Business Cycle in the Czech Republic: Case of Municipalities," Prague Economic Papers, University of Economics, Prague, vol. 2016(3), pages 304-320.
• Stanislav Hába, 2016. "Verbální intervence ČNB: reaguje devizový kurz na slova bankovní rady?
  [Czech National Bank Verbal Interventions: Does the Exchange Rate React to Words from CNB Bank Board?]," Politická ekonomie, University of Economics, Prague, vol. 2016(4), pages 405-419.
• Nasha Ananchotikul & Longmei Zhang, 2014. "Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets," IMF Working Papers 14/156, International Monetary Fund.
  • Nasha Ananchotikul & Longmei Zhang, 2016. "Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets," PIER Discussion Papers 36., Puey Ungphakorn Institute for Economic Research, revised Jul 2016.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2016. "Asset Insulators," Working Paper 390221, Harvard University OpenScholar.
  • Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2018. "Asset Insulators," NBER Working Papers 24973, National Bureau of Economic Research, Inc.
• Nick Baltas, 2016. "Multi-Asset Seasonality and Trend-Following Strategies," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 47-62, January-F.
• Wafa Kammoun Masmoudi, 2016. "Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 36-56, March-Apr.
• Peter De Goeij & Jiehui Hu, 2016. "Is Macroeconomic Announcement News Priced?," Bankers, Markets & Investors, ESKA Publishing, issue 143, pages 4-17, July-Augu.
• Anastasia Borisova & Michael Rockinger, 2016. "Violating United Nations Global Compact Principles: An Event Study," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 4-19, September.
• Kaouther Jouaber-Snoussi & Rim Tekaya, 2016. "Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model," Bankers, Markets & Investors, ESKA Publishing, issue 145, pages 14-25, November-.
• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016. "Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair," Dundee Discussion Papers in Economics 293, Economic Studies, University of Dundee.
  • Alasdair Brown & Dooruj Rambaccussing & James Reade & Giambattista Rossi, 2016. "Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair," Economics & Management Discussion Papers em-dp2016-01, Henley Business School, Reading University.
• Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
  • Ozdagli, Ali K. & Weber, Michael, 2017. "Monetary policy through production networks: evidence from the stock market," Working Papers 17-15, Federal Reserve Bank of Boston.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," NBER Working Papers 23424, National Bureau of Economic Research, Inc.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo Group Munich.
  • Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," Working Papers 2017-07, Becker Friedman Institute for Research In Economics.
• Bethune, Zachary & Sultanum, Bruno & Trachter, Nicholas, 2016. "Private Information in Over-the-Counter Markets," Working Paper 16-16, Federal Reserve Bank of Richmond.
  • Bruno Sultanum & Zachary Bethune, 2016. "Decentralized Trade with Private Values," 2016 Meeting Papers 1630, Society for Economic Dynamics.
• Sarah Auster & Piero Gottardi, 2016. "Competing Mechanisms in Markets for Lemons," Working Papers 568, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Piero Gottardi & Sarah Auster, 2016. "Competing Mechanisms in Markets for Lemons," 2016 Meeting Papers 264, Society for Economic Dynamics.
  • Auster, Sarah; Gottardi, Piero, 2016. "Competing Mechanisms in Markets for Lemons," Economics Working Papers ECO2016/01, European University Institute.
• Xavier Vives, 2017. "Endogenous Public Information and Welfare in Market Games," Review of Economic Studies, Oxford University Press, vol. 84(2), pages 935-963.
  • Xavier Vives, 2011. "Endogenous Public Information and Welfare in Market Games," CESifo Working Paper Series 3492, CESifo Group Munich.
  • Xavier Vives, 2016. "Endogenous Public Information and Welfare in Market Games," 2016 Meeting Papers 413, Society for Economic Dynamics.
• Foley-Fisher, Nathan & Narajabad, Borghan N. & Verani, Stephane, 2015. "Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry," Finance and Economics Discussion Series 2015-32, Board of Governors of the Federal Reserve System (US).
  • Stephane Verani & Borghan Narajabad & Nathan Foley-Fisher, 2016. "Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry," 2016 Meeting Papers 414, Society for Economic Dynamics.
• Kemal Eyuboglu & Sinem Eyuboglu & Rahmi Yamak, 2016. "Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(59), pages 73-94, March.
• R. Ferretti & P. Pattitoni & R. Patuelli, 2016. "Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers," Working Papers wp1071, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Riccardo Ferretti & Pierpaolo Pattitoni & Roberto Patuelli, 2016. "Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers," Working Paper series 16-16, Rimini Centre for Economic Analysis.
• Li, Jiahan & Tsiakas, Ilias, 2017. "Equity premium prediction: The role of economic and statistical constraints," Journal of Financial Markets, Elsevier, vol. 36(C), pages 56-75.
  • Jiahan Li & Ilias Tsiakas, 2016. "Equity Premium Prediction: The Role of Economic and Statistical Constraints," Working Paper series 16-25, Rimini Centre for Economic Analysis.
• Emekter, Riza & Jirasakuldech, Benjamas, 2016. "A Study of Nonlinear Dynamics in Equity Market Index: Evidence from Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(1), pages 1-19, January.
• Yergeau, Gabriel, 2016. "Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation," Working Papers 16-3, HEC Montreal, Canada Research Chair in Risk Management.
• Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou, 2016. "Asymmetric Effects of the Limit Order Book on Price Dynamics," Working Papers 16-5, HEC Montreal, Canada Research Chair in Risk Management.
• Moon, Seongman, 2016. "Are Korean Industry-Sorted Portfolios Mean Reverting?," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 20(2), pages 169-190, June.
• Liu, Cheng & Xia, Ningning & Yu, Jun, 2016. "Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data," Economics and Statistics Working Papers 14-2016, Singapore Management University, School of Economics.
• Lauenstein, Philipp & Küster Simic, André, 2016. "Information Processing in Freight and Freight Forward Markets: An Event Study on OPEC Announcements," Working Paper 172/2016, Helmut Schmidt University, Hamburg.
• Samet Günay & Yanlin Shi, 2016. "Long-Memory in Volatilities of CDS Spreads: Evidences from the Emerging Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 122-137, March.
• Elisabeta Jaba & Ioan-Bogdan Robu & Costel Istrate & Christiana Brigitte Balan & Mihai Roman, 2016. "Statistical Assessment of the Value Relevance of Financial Information Reported by Romanian Listed Companies," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 27-42, June.
• Lucian Liviu Albu & Radu Lupu & Adrian Cantemir Călin, 2016. "Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-12, June.
• Cheng-Yi CHIEN & Kuei-Yuan WANG & Chih-Hsiang HSU, 2016. "Whose Short Sales Are Informed? Institutions vs. Individuals," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 73-81, September.
• Chin Wen CHEONG & Lee Min CHERNG & Grace Lee Ching YAP, 2016. "Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 50-64, December.
• Ahmad, Khurshid & Han, JingGuang & Hutson, Elaine & Kearney, Colm & Liu, Sha, 2016. "Media-expressed negative tone and firm-level stock returns," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 152-172.
  • Khurshid Ahmad & JingGuang Han & Elaine Hutson & Colm Kearney & Sha Liu, 2016. "Media-expressed negative tone and firm-level stock returns," Open Access publications 10197/8208, Research Repository, University College Dublin.
• Alain Kabundi & NtuthukoTsokodibane, 2016. "Qualitative Guidance and Predictability of Monetary Policy in South Africa," Working Papers 626, Economic Research Southern Africa.
• Adam Zaremba & Przemys³aw Konieczka, 2016. "Paper profits from value, size and momentum: evidence from the Polish market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(3), pages 58-69, February.
• Jakub Keller, 2016. "Day-of-the-week effect among the smallest enterprises listed on WSE," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(3), pages 92-102, February.
• Zbigniew Korzeb, 2016. "The influence of currency risk upon the market value of commercial banks operating in the Polish banking sector," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 11(4), pages 57-63, March.
• Pawe³ Fiedor & Artur Ho³da, 2016. "The Effects Of Bankruptcy On The Predictability Of Price Formation Processes On Warsaw’S Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(1), pages 32-42, June.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016. "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(2), pages 23-35, October.
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• Stephen Gray & Iman Harymawan & John Nowland, 2016. "Political and government connections on corporate boards in Australia: Good for business?," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 3-26, February.
• Daniel Chai & Binh Do, 2016. "Co-existence of short-term reversals and momentum in the Australian equity market," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 55-76, February.
• John Watson & James Delaney & Michael Dempsey & J. Wickramanayake, 2016. "Australian superannuation (pension) fund product ratings and performance: A guide for fund managers," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 189-211, May.
• Peter M Clarkson & Shams Pathan & Andrew Tellam, 2016. "Do private equity target firms exhibit less effectual governance structures?," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 244-270, May.
• Andrew Ainsworth & Kingsley YL Fong & David R Gallagher & Graham Partington, 2016. "Institutional trading around the ex-dividend day," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 299-323, May.
• Xi He & Mingsheng Li & Jing Shi & Garry Twite, 2016. "Why do firms pay stock dividends: Is it just a stock split?," Australian Journal of Management, Australian School of Business, vol. 41(3), pages 508-537, August.
• Anna Loyeung & Zoltan Matolcsy & Joseph Weber & Peter Wells, 2016. "The cost of implementing new accounting standards: The case of IFRS adoption in Australia," Australian Journal of Management, Australian School of Business, vol. 41(4), pages 611-632, November.
• Camillo Lento & Julie Cotter & Irene Tutticci, 2016. "Does the market price the nature and extent of earnings management for firms that beat their earnings benchmark?," Australian Journal of Management, Australian School of Business, vol. 41(4), pages 633-655, November.
• Jyoti Gupta & Pramuan Bunkanwanicha & Sergey Khakimov & Philippe Spieser, 2016. "Do Financial Indicators Drive Market Value of Firms in the Transition Economies? The Russian Case," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(2), pages 225-268, August.
• Karin Jõeveer, 2016. "Does Bank Failure Affect Client Firms? Micro Evidence from Estonia," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(3), pages 310-332, December.
• Tanuj Nandan & Puja Agrawal, 2016. "Pricing Efficiency in CNX Nifty Index Options Using the Black–Scholes Model: A Comparative Study of Alternate Volatility Measures," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 10(2), pages 281-304, May.
• Dinu Octavian Nicolescu, 2016. "The implementation of the finacial-accounting information system," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 5(1), pages 13-17, April.
• ?skender Peker & Tarhan Okan & Emine Y?lmaz & ?erife Demirelli, 2016. "Board Structure and Financial Performance Efficiency of Turkish Business Groups with GRA and DEA methods," Proceedings of International Academic Conferences 3606206, International Institute of Social and Economic Sciences.
• Tarcisio da Graca, 2016. "Capturing The Elusive Convexity Of The Relationship Between Acquirer?s Announcement Returns And The Cash Porti," Proceedings of International Academic Conferences 5306913, International Institute of Social and Economic Sciences.
• Albert J. Menkveld & Marius A. Zoican, 2017. "Need for Speed? Exchange Latency and Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1188-1228.
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• Charles, Amelie & Darne, Olivier & Kim, Jae, 2016. "Stock Return Predictability: Evaluation based on Prediction Intervals," MPRA Paper 70143, University Library of Munich, Germany.
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• Galanti, Sébastien, 2016. "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 466-473.
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• Olivier Rousse & Benoît Sévi, 2016. "Informed Trading in Oil-Futures Market," Working Papers 2016.70, Fondazione Eni Enrico Mattei.
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• Thomas Bourveau & Renaud Coulomb & Marc Sangnier, 2016. "Political Connections and Insider Trading," AMSE Working Papers 1635, Aix-Marseille School of Economics, Marseille, France.
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• Bryan Engelhardt & Zachary Fernandes, 2016. "An Event Study of Patent Verdicts and Judicial Leakage," Working Papers 1602, College of the Holy Cross, Department of Economics.
• Mohammadi, Ali & Khashabi, Pooyan, 2016. "Embracing the sharks: The impact of information exposure on the likelihood and quality of CVC investments," Working Paper Series in Economics and Institutions of Innovation 428, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016. "Interactions among High-Frequency Traders," Working Papers in Economics 680, University of Gothenburg, Department of Economics.
• Feng, Xunan & Johansson, Anders C., 2016. "Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market," Stockholm School of Economics Asia Working Paper Series 2016-39, Stockholm School of Economics, Stockholm China Economic Research Institute.
• Simatele, Munacinga & Sjö, Bo & Sweeny, Richard, 2016. "Do Developing Countries Lose Money on Central Bank Intervention? The Case of Zambia in Copper-Market Boom and Bust," LiU Working Papers in Economics 2, Linköping University, Division of Economics, Department of Management and Engineering.
• Hjort, Ingrid, 2016. "Potential Climate Risks in Financial Markets: A Literature Overview," Memorandum 01/2016, Oslo University, Department of Economics.
• de Oliveira Souza, Thiago, 2016. "The size premium and intertemporal risk," Discussion Papers of Business and Economics 3/2016, University of Southern Denmark, Department of Business and Economics.
• Odegaard, Bernt Arne, 2016. "Oslo Stock Exchange and the Weather," UiS Working Papers in Economics and Finance 2016/12, University of Stavanger.
• Valseth, Siri, 2016. "Informed trading in Hybrid Bond Markets," UiS Working Papers in Economics and Finance 2016/13, University of Stavanger.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2016. "Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation," Umeå Economic Studies 923, Umeå University, Department of Economics.
• Liu, Yuna, 2016. "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies 926, Umeå University, Department of Economics.
• Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016. "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers WP BRP 54/FE/2016, National Research University Higher School of Economics.
• KIM, Hyonok & YASUDA, Yukihiro, 2016. "A new approach to identify the economic effects of disclosure: Information content of business risk disclosures in Japanese firms," Working Paper Series G-1-13, Hitotsubashi University Center for Financial Research.
• KIM, Hyonok & YASUDA, Yukihiro, 2016. "Mandatory adoption of business risk disclosure: evidence from Japanese firms," Working Paper Series G-1-14, Hitotsubashi University Center for Financial Research.
• Christopher Boortz, 2016. "Irrational Exuberance and Herding in Financial Markets," SFB 649 Discussion Papers SFB649DP2016-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Han-Ching Huang & Jyuan-Huei Lin, 2016. "The Impact Of Shanghai-Hong Kong Stock Connect Policy On Price Difference And Announcement Effects," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 10(3), pages 1-7.
• Freshia Mugo-Waweru & Pauline Atieno Otieno, 2016. "Cash Dividend Change Announcement Effect On Share Price Returns: Evidence From Nairobi Securities Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(3), pages 39-47.
• Tai-Yuan Chen & Ching-Hua Yu & Lie-Jane Kao, 2016. "Why Share Repurchases Are Not A Panacea For Increasing Share Prices," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(3), pages 61-73.
• Han-Ching Huang & Hsiu-Hsin Chiu, 2016. "Lot Winning Rate And The Classification Of Seasoned Equity Offerings: Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(3), pages 75-81.
• Faisal Alzaidi, 2016. "Newly Adopted Corporate Governance Mechanism Impact On The Performance Of Public Japanese Overseas Acquirers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(4), pages 19-28.
• Bala Arshanapalli & William Nelson, 2016. "Testing For Stock Price Bubbles: A Review Of Econometric Tools," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(4), pages 29-42.
• Migue Angel Latorre Guillem & Begona Herrero Piqueras & Jose Emilio Farinos Vinas, 2016. "Do Acquisitions Generate Long-Term Returns For Acquirer Companies?, ¿Generan Las Adquisiciones Rendimientos A Largo Plazo Para Las Empresas Adquirientes?," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(7), pages 1-18.
• Philipp Kallerhoff, 2016. "Style Investing with Machine Learning," International Business Research, Canadian Center of Science and Education, vol. 9(12), pages 13-22, December.
• Piero Gottardi & Sarah Auster, 2016. "Competing Mechanisms in Markets for Lemons," 2016 Meeting Papers 264, Society for Economic Dynamics.
  • Sarah Auster & Piero Gottardi, 2016. "Competing Mechanisms in Markets for Lemons," Working Papers 568, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Auster, Sarah; Gottardi, Piero, 2016. "Competing Mechanisms in Markets for Lemons," Economics Working Papers ECO2016/01, European University Institute.
• Joshua Aizenman & Mahir Binici & Michael M. Hutchison, 2016. "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 317-356, June.
  • Aizenman, Joshua & Binici, Mahir & Hutchison, Michael M, 2014. "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," Santa Cruz Department of Economics, Working Paper Series qt7n17z9km, Department of Economics, UC Santa Cruz.
  • Joshua Aizenman & Mahir Binici & Michael M. Hutchison, 2014. "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," NBER Working Papers 19980, National Bureau of Economic Research, Inc.
• Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016. "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series 16-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
• Kentaro Iwatsubo & Tomoki Taishi, 2018. "Quantitative Easing and Liquidity in the Japanese Government Bond Market," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 463-475, September.
  • Kentaro Iwatsubo & Tomoki Taishi, 2016. "Quantitative Easing and Liquidity in the Japanese Government Bond Market," IMES Discussion Paper Series 16-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014. "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 213-227.
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• Malit, Jr., Froilan T. & Naufal, George S, 2016. "Asymmetric Information under the Kafala Sponsorship System: Impacts on Foreign Domestic Workers' Income and Employment Status in the GCC Countries," IZA Discussion Papers 9941, Institute for the Study of Labor (IZA).
• Monia ANTAR, 2016. "Autosimilarité et mémoire longue : Les rendements des indices boursiers tunisiens sont-ils chaotiques ?," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 7(2), pages 1-32, November.
• Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang, 2016. "The impact of information-based familiarity on the stock market," Working Papers 2016/08, Economics Department, Universitat Jaume I, Castellón (Spain).
• Ikechukwu Kelikume, 2016. "New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(5), pages 185-197.
• Imre Ligeti & Zsolt Szõrfi, 2016. "Methodological issues of credit rating – Are sovereign credit rating actions reconstructible?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(1), pages 7-32.
• Elyas Elyasiani & Silvia Muzzioli & Alessio Ruggieri, 2016. "Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions," Department of Economics 0099, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2016. "Fear or greed? What does a skewness index measure?," Department of Economics 0102, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2016. "Moment Risk Premia and the Cross-Section of Stock Returns," Department of Economics 0103, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
• Elyas Elyasani & Luca Gambarelli & Silvia Muzzioli, 2016. "The risk asymmetry index," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0061, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Elyas Elyasani & Luca Gambarelli & Silvia Muzzioli, 2016. "The risk asymmetry index," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 16212, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Li, Yuanyuan & Wigniolle, Bertrand, 2017. "Endogenous information revelation in a competitive credit market and credit crunch," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 127-141.
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  • Yuanyuan Li & Bertrand Wigniolle, 2017. "Endogenous information revelation in a competitive credit market and credit crunch," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01509773, HAL.
• Yi-Fang Liu & Jørgen Vitting Andersen & Maxime Frolov & Philippe de Peretti, 2016. "Synchronization in human decision making," Documents de travail du Centre d'Economie de la Sorbonne 16035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Hsini Mosbeh & Kouki Mondher, 2016. "The Reversal of Stock Market Trends as a Behavioral Bias: Evidence from Tunisian Stock Exchange," Business and Economic Research, Macrothink Institute, vol. 6(2), pages 13-29, December.
• Marcin Koltuniak, 2016. "Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 251-266.
• Kent Daniel & David Hirshleifer, 2015. "Overconfident Investors, Predictable Returns, and Excessive Trading," Journal of Economic Perspectives, American Economic Association, vol. 29(4), pages 61-88, Fall.
  • Kent Daniel & David Hirshleifer, 2016. "Overconfident Investors, Predictable Returns, and Excessive Trading," NBER Working Papers 21945, National Bureau of Economic Research, Inc.
• Pablo Kurlat, 2016. "The Social Value of Financial Expertise," NBER Working Papers 22047, National Bureau of Economic Research, Inc.
• Itzhak Ben-David & Justin Birru & Andrea Rossi, 2016. "Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders," NBER Working Papers 22115, National Bureau of Economic Research, Inc.
• Campbell R. Harvey & Yan Liu, 2016. "Rethinking Performance Evaluation," NBER Working Papers 22134, National Bureau of Economic Research, Inc.
• Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016. "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers 22161, National Bureau of Economic Research, Inc.
• Kyle C. Meng, 2016. "Using a Free Permit Rule to Forecast the Marginal Abatement Cost of Proposed Climate Policy," NBER Working Papers 22255, National Bureau of Economic Research, Inc.
• Marco Di Maggio & Amir Kermani & Zhaogang Song, 2016. "The Value of Trading Relationships in Turbulent Times," NBER Working Papers 22332, National Bureau of Economic Research, Inc.
• Boyarchenko, Nina & Lucca, David O & Veldkamp, Laura, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers 11518, C.E.P.R. Discussion Papers.
  • Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," 2017 Meeting Papers 808, Society for Economic Dynamics.
  • Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2016. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," NBER Working Papers 22461, National Bureau of Economic Research, Inc.
• Darren J. Kisgen & Matthew Osborn & Jonathan Reuter, 2016. "Analyst Promotions within Credit Rating Agencies: Accuracy or Bias?," NBER Working Papers 22477, National Bureau of Economic Research, Inc.
• Weber, Michael, 2018. "Cash flow duration and the term structure of equity returns," Journal of Financial Economics, Elsevier, vol. 128(3), pages 486-503.
  • Michael Weber, 2016. "Cash Flow Duration and the Term Structure of Equity Returns," CESifo Working Paper Series 6043, CESifo Group Munich.
  • Michael Weber, 2016. "Cash Flow Duration and the Term Structure of Equity Returns," NBER Working Papers 22520, National Bureau of Economic Research, Inc.
• Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2016. "Impediments to Financial Trade: Theory and Applications," NBER Working Papers 22697, National Bureau of Economic Research, Inc.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2016. "Exchange Traded Funds (ETFs)," Swiss Finance Institute Research Paper Series 16-64, Swiss Finance Institute.
  • Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2017. "Exchange Traded Funds (ETFs)," Working Paper Series 2016-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2016. "Exchange Traded Funds (ETFs)," NBER Working Papers 22829, National Bureau of Economic Research, Inc.
• Juhani T. Linnainmaa & Michael R. Roberts, 2016. "The History of the Cross Section of Stock Returns," NBER Working Papers 22894, National Bureau of Economic Research, Inc.
• Gerakos, Joseph & Linnainmaa, Juhani T., 2016. "Market Reactions to Tangible and Intangible Information Revisited," Critical Finance Review, now publishers, vol. 5(1), pages 135-163, May.
• Daniel, Kent & Titman, Sheridan, 2016. "Another Look at Market Responses to Tangible and Intangible Information," Critical Finance Review, now publishers, vol. 5(1), pages 165-175, May.
• Robins, Russell P. & Smith, Geoffrey Peter, 2016. "No More Weekend Effect," Critical Finance Review, now publishers, vol. 5(2), pages 417-424, December.
• Jean Boissinot & Doryane Huber & Gildas Lame, 2016. "Finance and climate: The transition to a low-carbon and climate-resilient economy from a financial sector perspective," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2015(1), pages 7-23.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2018. "Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance," The European Journal of Finance, Taylor & Francis Journals, vol. 24(5), pages 391-412, March.
  • Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2016. "Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance," Working Papers 357, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
• Othman Yong, 2016. "Cheap IPO: Does it matter?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(5), pages 453-460.
• M. Thenmozhi & N. Srinivasan, 2016. "Co-movement of oil price, exchange rate and stock index of major oil importing countries: A wavelet coherence approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(5), pages 85-102.
• Malek Alsharairi & Wa’el Abubaker, 2016. "Does Arab spring have a spillover effect on Dubai financial market?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(6), pages 319-331.
• Cristhian Mellado & Surendranath R. Jory & Thanh N. Ngo, 2016. "Do Option Traders Target Firms With Poor Earnings Quality," 2016 Papers pme563, Job Market Papers.
• Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout, 2016. "On the impact of macroeconomic news surprises on Treasury-bond returns," Annals of Finance, Springer, vol. 12(1), pages 29-53, February.
  • Nicolas Boitout & Imane El Ouadghiri & Valérie Mignon, 2016. "On the impact of macroeconomic news surprises on Treasury-bond returns," Post-Print hal-01386014, HAL.
• Yuan Wu, 2016. "The Asymmetric Momentum Effect in the Chinese Class A Share Market Amid Market Swings," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(1), pages 107-136, March.
• Evelina Lazareva, 2016. "Do Rating Agencies Confirm or Surprise the Market?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(1), pages 133-134, March.
• Khurshid M. Kiani, 2016. "On Modelling and Forecasting Predictable Components in European Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 487-502, October.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
  • Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
  • Hans Degryse & Frank Jong & Jérémie Lefebvre, 2015. "Legal Insider Trading and Stock Market Liquidity," Post-Print hal-01563029, HAL.
  • Degryse, Hans & de Jong, Frank & Lefebvre, J.J.G., 2016. "Legal insider trading and stock market liquidity," Other publications TiSEM 1f14bad3-7bb3-4fd2-bb4d-b, Tilburg University, School of Economics and Management.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
  • Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
  • Hans Degryse & Frank Jong & Jérémie Lefebvre, 2015. "Legal Insider Trading and Stock Market Liquidity," Post-Print hal-01563029, HAL.
  • Degryse, Hans & de Jong, Frank & Lefebvre, J.J.G., 2016. "Legal insider trading and stock market liquidity," Other publications TiSEM 1f14bad3-7bb3-4fd2-bb4d-b, Tilburg University, School of Economics and Management.
• Kotaro Miwa & Kazuhiro Ueda, 2016. "Price distortion induced by a flawed stock market index," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(2), pages 137-160, May.
• Trevor Chamberlain & Hesam Shahriari, 2016. "Asset Prices and Taxes: A Cross-Country Perspective," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(1), pages 101-102, February.
• Konstantina Kappou & Ioannis Oikonomou, 2016. "Is There a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices," Journal of Business Ethics, Springer, vol. 133(3), pages 533-552, February.
  • Konstantina Kappou & Ioannis Oikonomou, 2012. "Is there a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices," ICMA Centre Discussion Papers in Finance icma-dp2012-10, Henley Business School, Reading University.
• Christos Kollias & Stephanos Papadamou, 2016. "Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis," Journal of Business Ethics, Springer, vol. 138(3), pages 493-505, October.
• Maximilian A. Müller & Denis Schweizer & Volker Seiler, 2016. "Wealth Effects of Rare Earth Prices and China’s Rare Earth Elements Policy," Journal of Business Ethics, Springer, vol. 138(4), pages 627-648, November.
  • Maximilian Mueller & Denis Schweizer & Volker Seiler, 2014. "Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy," Working Papers CIE 86, Paderborn University, CIE Center for International Economics.
  • Maximilian Mueller & Denis Schweizer & Volker Seiler, 2015. "Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy," Working Papers CIE 88, Paderborn University, CIE Center for International Economics.
  • Maximilian Mueller & Denis Schweizer & Volker Seiler, 2015. "Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy," Working Papers CIE 92, Paderborn University, CIE Center for International Economics.
• Kun Tracy Wang & Dejia Li, 2016. "Market Reactions to the First-Time Disclosure of Corporate Social Responsibility Reports: Evidence from China," Journal of Business Ethics, Springer, vol. 138(4), pages 661-682, November.
• Lee M. Dunham & Randy Jorgensen & Ken Washer, 2016. "Securities Lending Activities in Mutual Funds and ETFs: Ethical Considerations," Journal of Business Ethics, Springer, vol. 139(1), pages 21-28, November.
• David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering, 2016. "Real Estate Fund Flows and the Flow-Performance Relationship," The Journal of Real Estate Finance and Economics, Springer, vol. 52(4), pages 347-382, May.
• Heng An & Qun Wu & Zhonghua Wu, 2016. "REIT Crash Risk and Institutional Investors," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 527-558, November.
• Christoph Schmidhammer & Sebastian Lobe & Klaus Röder, 2016. "The day the index rose 11 %: a clinical study on price discovery reversal," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 79-106, January.
• Gary McCormick & Dan W. French, 2016. "Effects of frequent information disclosure: the case of daily net asset value reporting for closed-end investment companies," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 107-122, January.
• William Mingyan Cheung & Li Jiang, 2016. "Does free cash flow problem contribute to excess stock return synchronicity?," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 123-140, January.
• Gary McCormick & Dan French, 2016. "Effects of frequent information disclosure: the case of daily net asset value reporting for closed-end investment companies," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 107-122, January.
• William Cheung & Li Jiang, 2016. "Does free cash flow problem contribute to excess stock return synchronicity?," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 123-140, January.
• Christoph Schmidhammer & Sebastian Lobe & Klaus Röder, 2016. "The day the index rose 11 %: a clinical study on price discovery reversal," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 79-106, January.
• Jungshik Hur & Vivek Singh, 2016. "Reexamining momentum profits: Underreaction or overreaction to firm-specific information?," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 261-289, February.
• Jungshik Hur & Vivek Singh, 2016. "Reexamining momentum profits: Underreaction or overreaction to firm-specific information?," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 261-289, February.
• Yu-Lun Chen & Yin-Feng Gau & Wen-Ju Liao, 2016. "Trading activities and price discovery in foreign currency futures markets," Review of Quantitative Finance and Accounting, Springer, vol. 46(4), pages 793-818, May.
• Kun Yu, 2016. "Excess of the PBO over the ABO and hard pension freezes," Review of Quantitative Finance and Accounting, Springer, vol. 46(4), pages 819-846, May.
• Jonathan A. Milian, 2016. "Insider sales based on short-term earnings information," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 109-128, July.
• Aigbe Akhigbe & Anna D. Martin & Ann Marie Whyte, 2016. "Dodd–Frank and risk in the financial services industry," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 395-415, August.
• Jinliang Li, 2016. "When noise trading fades, volatility rises," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 475-512, October.
• Beng Soon Chong & Zhenbin Liu, 2016. "CAR associated with SEO share lockups: Real or illusionary?," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 513-541, October.
• Leonard L. Lundstrum, 2016. "Option listing: market quality revisited," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 565-578, October.
• Panayiotis C. Andreou & Christodoulos Louca & Christos S. Savva, 2016. "Short-horizon event study estimation with a STAR model and real contaminated events," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 673-697, October.
• R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016. "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 645-671, October.
• Chii-Shyan Kuo & Xu Wang & Shih-Ti Yu, 2016. "Investor perception of managerial discretion in valuing stock options: an empirical examination," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 733-773, October.
• Eunju Lee, 2016. "Short selling and market mispricing," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 797-833, October.
• Cedric L. Mbanga & Ali F. Darrat, 2016. "Fiscal policy and the US stock market," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 987-1002, November.
• Thomas C. Chiang & Lanjun Lao & Qingfeng Xue, 2016. "Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1003-1042, November.
• Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016. "Intraday jumps and trading volume: a nonlinear Tobit specification," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1167-1186, November.
• Thomas Pöppe & Michael Aitken & Dirk Schiereck & Ingo Wiegand, 2016. "A PIN per day shows what news convey: the intraday probability of informed trading," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1187-1220, November.
• Chuan-Hao Hsu & Hung-Gay Fung & Yi-Ping Chang, 2016. "The performance of Taiwanese firms after a share repurchase announcement," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1251-1269, November.
• Changwoo Nam, 2016. "The Effects of Financial Support Policies on Corporate Decisions by SMEs," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 38(3), pages 79-106, August.
• Takuji Arai, 2016. "Good deal bounds with convex constraints: --- examples and proofs ---," Keio-IES Discussion Paper Series 2016-017, Institute for Economics Studies, Keio University.
• Takahiro Hattori, 2016. "The predictive power of the implied volatility of interest rates: Evidence from US Dollar, Euro, and Japanese Yen," Keio-IES Discussion Paper Series 2016-018, Institute for Economics Studies, Keio University.
• Masahito Kato, 2016. "Analyst Recommendation Bias and Brokerage House Shareholding," Discussion Papers 1635, Graduate School of Economics, Kobe University.
• Taro Ikeda, 2016. "Relume: A fractal analysis for the US stock market," Discussion Papers 1637, Graduate School of Economics, Kobe University.
• Kenichi Mizobuchi & Kenji Takeuchi, 2016. "The Rebound Effect in Residential Electricity Use: Evidence from a Propensity Score Matching Estimator," Discussion Papers 1639, Graduate School of Economics, Kobe University.
• Lakatos, Máté, 2016. "A befektetői túlreagálás empirikus vizsgálata a Budapesti Értéktőzsdén
  [An empirical test for investor over-reaction on the Budapest stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 762-786.
• Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER, 2016. "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 350-376, June.
  • Maria do Rosario Correia & Christian Gokus & Andrew Hughes Hallett & Christian Richter, 2016. "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Working Papers 41, The German University in Cairo, Faculty of Management Technology.
• Christian Rudolf RICHTER & Bachar FAKHRY, 2016. "Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test," Journal of Economics and Political Economy, KSP Journals, vol. 3(3), pages 524-535, September.
• Bachar FAKHRY, 2016. "A Literature Review of the Efficient Market Hypothesis," Turkish Economic Review, KSP Journals, vol. 3(3), pages 431-442, September.
• Brent DAVIS, 2016. "Attitudes to Leadership and Voting: Finding the Efficient Frontier," Journal of Social and Administrative Sciences, KSP Journals, vol. 3(3), pages 248-258, September.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2016. "An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors," Journal of Economics Library, KSP Journals, vol. 3(2), pages 303-326, June.
• Bachar FAKHRY, 2016. "A Literature Review of Behavioural Finance," Journal of Economics Library, KSP Journals, vol. 3(3), pages 458-465, September.
• Prof. Dr. Christian Tallau & Prof. Dr. Rainer Baule, 2016. "Stock Returns Following Large Price Changes and News Releases – Evidence from Germany," Credit and Capital Markets, Credit and Capital Markets, vol. 49(1), pages 57-91.
• Klein, Paul-Olivier & Weill, Laurent, 2015. "Is it worth issuing bonds in China? Evidence from stock market reactions," BOFIT Discussion Papers 33/2015, Bank of Finland, Institute for Economies in Transition.
  • Paul-Olivier Klein & Laurent Weill, 2016. "Is It Worth Issuing Bonds in China? Evidence from Stock Market Reactions," Working Papers of LaRGE Research Center 2016-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Klein, Paul-Olivier & Weill, Laurent, 2016. "Why do companies issue sukuk?," Review of Financial Economics, Elsevier, vol. 31(C), pages 26-33.
  • Paul-Olivier KLEIN & Laurent WEILL, 2016. "Why Do Companies Issue Sukuk?," Working Papers of LaRGE Research Center 2016-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Galanti, Sébastien, 2016. "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 466-473.
  • Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Working Papers hal-01392253, HAL.
  • Sébastien GALANTI, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," LEO Working Papers / DR LEO 2413, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print hal-01724241, HAL.
• Muhammad Zubair Mumtaz & Zachary A. Smith & Ather Maqsood Ahmed, 2016. "The Aftermarket Performance of Initial Public Offerings in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(1), pages 23-68, Jan-June.
• Mushtaq Hussain Khan & Ahmad Fraz & Arshad Hassan, 2016. "The Diversification Puzzle: The Role of Asymmetric Information and Insider Trading in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(2), pages 97-119, July-Dec.
• Paul J. Bolster & Emery A. Trahan & Pinshuo Wang, 2016. "Assessing performance of Morningstar’s star rating system for equity investment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(1), pages 11-22, February.
• Aysegul Ates, 2016. "Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(1), pages 35-42, February.
• Anderson Darrell & Daniel K.N. Johnson, 2016. "When a mature technology company pivots: A case study of Logitech," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(4), pages 42-45, August.
• Fabrice Rousseau & Hervé Boco & Laurent Germain, 2016. "When Overconfident Traders Meet Feedback Traders," Economics, Finance and Accounting Department Working Paper Series n270-16.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
• Inês Pereira, 2016. "Is the ECB unconventional monetary policy effective?," GEE Papers 0061, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Sep 2016.
• Andre Kuster Simic & Philipp Lauenstein & Stefan Prigge, 2016. "Valuation Efficiency of Secondary Markets for Formerly Illiquid Assets: The Case of German KG Ship Funds," Multinational Finance Journal, Multinational Finance Journal, vol. 20(2), pages 127-179, June.
• Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," EconStor Preprints 146917, ZBW - Leibniz Information Centre for Economics.
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers 2061, Kiel Institute for the World Economy (IfW).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," MPRA Paper 74322, University Library of Munich, Germany.
• Altdörfer, Marc & de las Salas Vega, Carlos A. & Guettler, Andre & Löffler, Gunter, 2016. "European versus Anglo-Saxon credit view: Evidence from the eurozone sovereign debt crisis," IWH Discussion Papers 34/2016, Halle Institute for Economic Research (IWH).
• Holtemöller, Oliver, 2016. "Agrarrohstoffpreise und Lebensmittelpreise in armen Ländern," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 22(1), pages 5-8.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Uno, Jun & Yuferova, Darya, 2016. "Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods," SAFE Working Paper Series 144, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2016. "Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?," SAFE Working Paper Series 158, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Dilger, Alexander, 2016. "Bedingte Aktiengeschäfte," Discussion Papers of the Institute for Organisational Economics 08/2016, University of Münster, Institute for Organisational Economics.
• Arnold, Lutz Georg & Arnold, Lutz & Zelzner, Sebastian, 2016. "The Allocation of Talent to Financial Trading versus Production: Welfare and Employment Effects of Trading in General Equilibrium," Annual Conference 2016 (Augsburg): Demographic Change 145688, Verein für Socialpolitik / German Economic Association.
• Speck, Christian, 2016. "Inflation Anchoring in the Euro Area," Annual Conference 2016 (Augsburg): Demographic Change 145697, Verein für Socialpolitik / German Economic Association.
• Schäfer, Alexander, 2016. "A SIFI Badge for Banks in Europe: Reduction in Bail-Out Expectations or Monumental Heritage Protection?," Annual Conference 2016 (Augsburg): Demographic Change 145754, Verein für Socialpolitik / German Economic Association.
• Gelman, Sergey & Kliger, Doron, 2016. "Time-Induced Stress Effect on Financial Decision Making in Real Markets: The Case of Traffic Congestion," Annual Conference 2016 (Augsburg): Demographic Change 145915, Verein für Socialpolitik / German Economic Association.
• Jorge M. Andraz & Cristina M. Viegas & Nélia M. Norte, 2016. "On the relationship between sovereign bonds and credit default swaps in Portugal," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 5(1), pages 18-36, March.
• Zuñiga Feria, Laura G., 2016. "Análisis del desempeño de los fondos de inversión de renta variable en México / Performance analysis of the mexican equity mutual funds," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(2), pages 121-158, julio-dic.
• Piotr Mielus, 2016. "Dylematy reformy indeksów rynku finansowego," Gospodarka Narodowa, Warsaw School of Economics, issue 4, pages 91-114.
• Philippe de Brouwer, 2016. "Proposal for a Practical Implementation of Maslowian Portfolio Theory (Wniosek dotyczacy praktycznego wdrozenia Maslowian Portfolio Theory)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 14(63), pages 39-56.
• Teodor Sedlarski & Gergana Dimitrova, 2016. "The Global Financial Crisis from the perspective of Behavioral Finance," Yearbook of St Kliment Ohridski University of Sofia, Faculty of Economics and Business Administration, St Kliment Ohridski University of Sofia, Faculty of Economics and Business Administration, vol. 13(1), pages 247-268, September.
• Adrian Jäggi & Martin Schlegel & Attilio Zanetti, 2016. "Macroeconomic surprises, market environment and safe-haven currencies," Working Papers 2016-15, Swiss National Bank.
• Ali GÜVERCİN, 2016. "Sentimental Herding: The Role of Regional and Global Shocks in Egyptian and Saudi Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(27).
• Selcuk Kendirli & Aslıhan KAYA, 2016. "The Evaluation of Working Capital in Airline Companies Which Proceed in Bist," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, vol. 5(1), pages 39-51, March.
• Fabio Antonelli & Carlo Mancini, 2016. "Consumption optimization for recursive utility in a jump-diffusion model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 293-310, November.
• Sanjay Sehgal & Mala Dutt, 2016. "Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 43(3), pages 239-258, September.
• Klaus Grobys & Jesper Haga, 2016. "The market price of credit risk and economic states," Empirical Economics, Springer, vol. 50(3), pages 1111-1134, May.
• Esther B. Brio & Ilidio Lopes-e-Silva & Javier Perote, 2016. "Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 33(3), pages 379-402, December.
• Torsten Schöneborn, 2016. "Adaptive basket liquidation," Finance and Stochastics, Springer, vol. 20(2), pages 455-493, April.
• Ludwig Hausse & Martin Rohleder & Marco Wilkens, 2016. "Systemic interest rate and market risk at US banks," Journal of Business Economics, Springer, vol. 86(8), pages 933-961, November.
• Bill M. Woodland & Linda M. Woodland, 2016. "Additional evidence of heuristic-based inefficiency in season wins total betting markets: Major League Baseball," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 538-548, July.
• Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis, 2016. "The day-of-the-week effect is weak: Evidence from the European real estate sector," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 549-567, July.
  • Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis, 2015. "The Day-of-the-Week Effect is Weak: Evidence from the European Real Estate Sector," Working Paper series 15-19, Rimini Centre for Economic Analysis.
  • Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis, 2015. "The day-of-the-week effect is weak: Evidence from the European Real Estate Sector," Discussion Paper Series 2015_02, Department of Economics, University of Macedonia, revised May 2015.
• Jaideep Chowdhury & Gokhan Sonaer, 2016. "Ex-dividend day abnormal returns for special dividends," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(4), pages 631-652, October.
• Reiner Franke & Frank Westerhoff, 2016. "Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(1), pages 1-34, April.
  • Franke, Reiner & Westerhoff, Frank, 2011. "Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation," BERG Working Paper Series 83, Bamberg University, Bamberg Economic Research Group.
• Richard Bookstaber & Michael D. Foley & Brian F. Tivnan, 2016. "Toward an understanding of market resilience: market liquidity and heterogeneity in the investor decision cycle," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(2), pages 205-227, October.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 49-76, March.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 49-76, March.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the clock: an agent-based model of low- and high-frequency trading," Working Papers hal-01070542, HAL.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgo Fagiolo, 2014. "Rock around the clock :An agent-based model of low-and high frequency trading," Documents de Travail de l'OFCE 2014-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the clock: An agent-based model of low- and high-frequency trading," Post-Print hal-01515227, HAL.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Working Papers 02/2014, University of Verona, Department of Economics.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the clock: an agent-based model of low- and high-frequency trading," Sciences Po publications 2014-03, Sciences Po.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the Clock : An agent-based model of low- and high-frequency trading," Post-Print hal-01512863, HAL.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," GREDEG Working Papers 2014-21, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," LEM Papers Series 2014/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Papers 1402.2046, arXiv.org.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 49-76, March.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 49-76, March.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the clock: an agent-based model of low- and high-frequency trading," Working Papers hal-01070542, HAL.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgo Fagiolo, 2014. "Rock around the clock :An agent-based model of low-and high frequency trading," Documents de Travail de l'OFCE 2014-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the clock: An agent-based model of low- and high-frequency trading," Post-Print hal-01515227, HAL.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Working Papers 02/2014, University of Verona, Department of Economics.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the clock: an agent-based model of low- and high-frequency trading," Sciences Po publications 2014-03, Sciences Po.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016. "Rock around the Clock : An agent-based model of low- and high-frequency trading," Post-Print hal-01512863, HAL.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," GREDEG Working Papers 2014-21, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," LEM Papers Series 2014/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Papers 1402.2046, arXiv.org.
• Yaniv Konchitchki & Yan Luo & Mary L. Z. Ma & Feng Wu, 2016. "Accounting-based downside risk, cost of capital, and the macroeconomy," Review of Accounting Studies, Springer, vol. 21(1), pages 1-36, March.
• Danling Jiang & Alok Kumar & Kelvin K. F. Law, 2016. "Political contributions and analyst behavior," Review of Accounting Studies, Springer, vol. 21(1), pages 37-88, March.
• Qianyun Huang & Terrance R. Skantz, 2016. "The informativeness of pro forma and street earnings: an examination of information asymmetry around earnings announcements," Review of Accounting Studies, Springer, vol. 21(1), pages 198-250, March.
• Stephen Baginski & Elizabeth Demers & Chong Wang & Julia Yu, 2016. "Contemporaneous verification of language: evidence from management earnings forecasts," Review of Accounting Studies, Springer, vol. 21(1), pages 165-197, March.
• Thaddeus Neururer & George Papadakis & Edward J. Riedl, 2016. "Tests of investor learning models using earnings innovations and implied volatilities," Review of Accounting Studies, Springer, vol. 21(2), pages 400-437, June.
• Bok Baik & Kyonghee Kim & Richard Morton & Yongoh Roh, 2016. "Analysts’ pre-tax income forecasts and the tax expense anomaly," Review of Accounting Studies, Springer, vol. 21(2), pages 559-595, June.
• Bin Miao & Siew Hong Teoh & Zinan Zhu, 2016. "Limited attention, statement of cash flow disclosure, and the valuation of accruals," Review of Accounting Studies, Springer, vol. 21(2), pages 473-515, June.
• Jonathan L. Rogers & Douglas J. Skinner & Sarah L. C. Zechman, 2016. "The role of the media in disseminating insider-trading news," Review of Accounting Studies, Springer, vol. 21(3), pages 711-739, September.
• Emmanuel T. De George & Xi Li & Lakshmanan Shivakumar, 2016. "A review of the IFRS adoption literature," Review of Accounting Studies, Springer, vol. 21(3), pages 898-1004, September.
• Paul A. Griffin & Hyun A. Hong & Jeong-Bon Kim, 2016. "Price discovery in the CDS market: the informational role of equity short interest," Review of Accounting Studies, Springer, vol. 21(4), pages 1116-1148, December.
• Benjamin Segal & Dan Segal, 2016. "Are managers strategic in reporting non-earnings news? Evidence on timing and news bundling," Review of Accounting Studies, Springer, vol. 21(4), pages 1203-1244, December.
• Jonathan Lewellen & Robert J. Resutek, 2016. "The predictive power of investment and accruals," Review of Accounting Studies, Springer, vol. 21(4), pages 1046-1080, December.
• Jae B. Kim, 2016. "Accounting flexibility and managers’ forecast behavior prior to seasoned equity offerings," Review of Accounting Studies, Springer, vol. 21(4), pages 1361-1400, December.
• Karin Niehoff, 2016. "Price Discovery in Voting and Non-Voting Stocks," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 17(3), pages 285-307, December.
• Yuko Hashimoto & K. M. Wacker, 2016. "The role of information for international capital flows: new evidence from the SDDS," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(3), pages 529-557, August.
• Maximilian Gödl & Jörn Kleinert, 2016. "Interest rate spreads in the eurozone: Fundamentals or sentiments?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(3), pages 449-475, August.
• João Paulo Vieito & Wing-Keung Wong & Zhen-Zhen Zhu, 2016. "Could the global financial crisis improve the performance of the G7 stocks markets?," Applied Economics, Taylor & Francis Journals, vol. 48(12), pages 1066-1080, March.
  • Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper 66521, University Library of Munich, Germany.
• Hyunbae Chun & Jung-Wook Kim & Randall Morck, 2016. "Productivity growth and stock returns: firm- and aggregate-level analyses," Applied Economics, Taylor & Francis Journals, vol. 48(38), pages 3644-3664, August.
  • Hyunbae Chun & Jung-Wook Kim & Randall Morck, 2013. "Productivity Growth and Stock Returns: Firm- and Aggregate-Level Analyses," NBER Working Papers 19462, National Bureau of Economic Research, Inc.
• Álvaro Cartea & Dimitrios Karyampas, 2016. "The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 929-950, June.
  • Karyampas, Dimitrios & Cartea, Álvaro, 2009. "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB wb097508, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Álvaro Cartea & Dimitrios Karyampas, 2009. "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance 0914, Birkbeck, Department of Economics, Mathematics & Statistics.
• Fuchs, William & Öry, Aniko & Skrzypacz, Andrzej, 2016. "Transparency and distressed sales under asymmetric information," Theoretical Economics, Econometric Society, vol. 11(3), September.
  • William Fuchs & Aniko Ory & Andrzej Skrzypacz, 2015. "Transparency and Distressed Sales under Asymmetric Information," Cowles Foundation Discussion Papers 1986, Cowles Foundation for Research in Economics, Yale University.
  • Aniko Oery & Andrzej Skrzypacz & William Fuchs, 2015. "Transparency and Distressed Sales under Asymmetric Information," 2015 Meeting Papers 73, Society for Economic Dynamics.
• Roman Frydman & Joshua R. Stillwagon, 2016. "Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter," Working Papers Series 44, Institute for New Economic Thinking.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
  • Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016. "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, vol. 164(1), pages 83-104, March.
  • Hans Degryse & Frank Jong & Jérémie Lefebvre, 2015. "Legal Insider Trading and Stock Market Liquidity," Post-Print hal-01563029, HAL.
  • Degryse, Hans & de Jong, Frank & Lefebvre, J.J.G., 2016. "Legal insider trading and stock market liquidity," Other publications TiSEM 1f14bad3-7bb3-4fd2-bb4d-b, Tilburg University, School of Economics and Management.
• Andreas Haupenthal & Matthias Neuenkirch, 2017. "Grexit news and stock returns," Applied Economics, Taylor & Francis Journals, vol. 49(39), pages 3891-3898, August.
  • Andreas Haupenthal & Matthias Neuenkirch, 2016. "Grexit News and Stock Returns," Research Papers in Economics 2016-08, University of Trier, Department of Economics.
• Thomas Conlon & John Cotter & Chenglu Jin, 2016. "The Intervaling Effect on Higher-Order Co-Moments," Working Papers 201602, Geary Institute, University College Dublin.
• John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
• David E Allen & Michael McAleer & Abhay K Singh, 2017. "An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 677-692, February.
  • Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Econometric Institute Research Papers EI2016-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE 2017-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers 16-026/III, Tinbergen Institute.
• Muhammad Zubair Mumtaz & Zachary A. Smith & Ather Maqsood Ahmed, 2016. "An examination of short-run performance of IPOs using Extreme Bounds Analysis," Estudios de Economia, University of Chile, Department of Economics, vol. 43(1 Year 20), pages 71-95, June.
• C. José García Martín & Begoña Herrero Piqueras & Ana María Ibáñez Escribano, 2016. "The informational role of thin options markets: Empirical evidence from the Spanish case," Estudios de Economia, University of Chile, Department of Economics, vol. 43(2 Year 20), pages 233-263, December.
• Chao Gu & Han Han & Randall Wright, 2016. "The Effects of Monetary Policy and Other Announcements," Working Papers 1621, Department of Economics, University of Missouri.
• Catherine Araujo Bonjean & Catherine Simonet, 2016. "Are grain markets in Niger driven by speculation?," Oxford Economic Papers, Oxford University Press, vol. 68(3), pages 714-735.
  • Catherine ARAUJO BONJEAN & Catherine SIMONET, 2011. "Are grain markets in Niger driven by speculation?," Working Papers 201128, CERDI.
  • Catherine Araujo Bonjean & Catherine Simonet, 2016. "Are grain markets in Niger driven by speculation?," Post-Print halshs-01297294, HAL.
  • Catherine Araujo Bonjean & Catherine Simonet, 2016. "Are grain markets in Niger driven by speculation?," Post-Print hal-01687417, HAL.
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• Michael Ehrmann & David-Jan Jansen, 2016. "It Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match," Review of Finance, European Finance Association, vol. 20(3), pages 1215-1233.
  • Michael Ehrmann & David-Jan Jansen, 2014. "It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match," Staff Working Papers 14-2, Bank of Canada.
  • Michael Ehrmann & David-Jan Jansen, 2014. "It hurts (stock prices) when your team is about to lose a soccer match," DNB Working Papers 412, Netherlands Central Bank, Research Department.
• Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2016. "The "CAPS" Prediction System and Stock Market Returns," Review of Finance, European Finance Association, vol. 20(4), pages 1363-1381.
  • Avery, Christopher N. & Zeckhauser, Richard Jay, 2009. "The CAPS Prediction System and Stock Market Returns," Scholarly Articles 4415901, Harvard Kennedy School of Government.
  • Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard J., 2011. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp11-028, Harvard University, John F. Kennedy School of Government.
  • Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard, 2009. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp09-011, Harvard University, John F. Kennedy School of Government.
  • Christopher Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2011. "The "CAPS" Prediction System and Stock Market Returns," NBER Working Papers 17298, National Bureau of Economic Research, Inc.
  • Avery, Christopher N. & Chevalier, Judith & Zeckhauser, Richard Jay, 2011. "The "CAPS" Prediction System and Stock Market Returns," Scholarly Articles 5098427, Harvard Kennedy School of Government.
• Vicente Cuñat & Mireia Giné & Maria Guadalupe, 2016. "Say Pays! Shareholder Voice and Firm Performance," Review of Finance, European Finance Association, vol. 20(5), pages 1799-1834.
  • Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2013. "Say pays! Shareholder voice and firm performance," LSE Research Online Documents on Economics 55406, London School of Economics and Political Science, LSE Library.
  • Cuñat, Vicente & Gine, Mireia & Guadalupe, Maria, 2013. "Say Pays! Shareholder Voice and Firm Performance," MPRA Paper 48489, University Library of Munich, Germany.
  • Vicente Cuñat & Mireia Giné & Maria Guadalupe, 2013. "Say Pays! Shareholder Voice and Firm Performance," FMG Discussion Papers dp724, Financial Markets Group.
  • Vicente Cunat & Mireia Gine & Maria Guadalupe, 2013. "Say Pays! Shareholder Voice and Firm Performance," Upjohn Working Papers and Journal Articles 13-192, W.E. Upjohn Institute for Employment Research.
  • Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2014. "Say Pays! Shareholder Voice and Firm Performance," IZA Discussion Papers 8538, Institute for the Study of Labor (IZA).
  • Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2014. "Say Pays! Shareholder Voice and Firm Performance," CEPR Discussion Papers 10141, C.E.P.R. Discussion Papers.
  • Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2015. "Say pays! Shareholder voice and firm performance," LSE Research Online Documents on Economics 63331, London School of Economics and Political Science, LSE Library.
• Alex Edmans & Mirko S. Heinle & Chong Huang, 2016. "The Real Costs of Financial Efficiency When Some Information Is Soft," Review of Finance, European Finance Association, vol. 20(6), pages 2151-2182.
• Franco Fiordelisi & Ornella Ricci, 2016. "“Whatever it takes”: An Empirical Assessment of the Value of Policy Actions in Banking," Review of Finance, European Finance Association, vol. 20(6), pages 2321-2347.
• Pauline Shum & Walid Hejazi & Edgar Haryanto & Arthur Rodier, 2016. "Intraday Share Price Volatility and Leveraged ETF Rebalancing," Review of Finance, European Finance Association, vol. 20(6), pages 2379-2409.
• Hans B. Christensen & Luzi Hail & Christian Leuz, 2016. "Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement," Review of Financial Studies, Society for Financial Studies, vol. 29(11), pages 2885-2924.
  • Hans B. Christensen & Luzi Hail & Christian Leuz, 2011. "Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement," NBER Working Papers 16737, National Bureau of Economic Research, Inc.
• Alex Chinco & Christopher Mayer, 2016. "Misinformed Speculators and Mispricing in the Housing Market," Review of Financial Studies, Society for Financial Studies, vol. 29(2), pages 486-522.
  • Alex Chinco & Christopher Mayer, 2014. "Misinformed Speculators and Mispricing in the Housing Market," NBER Working Papers 19817, National Bureau of Economic Research, Inc.
• Aurora Murgea & Milena-Jana Schank, 2016. "Why do Goals Matter? Sport Events and Capital Market Returns," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 577-582, February.
• Peiran Jiao & Andre Veiga & Ansgar Walther, 2016. "Social Media, News Media and the Stock Market," Economics Series Working Papers Paper 805, University of Oxford, Department of Economics.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2016. "Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE 97, Paderborn University, CIE Center for International Economics.
  • Juliane Proelss & Denis Schweizer & Volker Seiler, 2016. "Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE 93, Paderborn University, CIE Center for International Economics.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2016. "Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE 93, Paderborn University, CIE Center for International Economics.
  • Juliane Proelss & Denis Schweizer & Volker Seiler, 2016. "Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE 97, Paderborn University, CIE Center for International Economics.
• Krzysztof Borowski, 2016. "Analysis Of Monthly Rates Of Return In April On The Example Of Selected World Stock Exchange Indices," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(2), pages 307-325, June.
• Magdalena Osinska & Andrzej Dobrzynski & Yochanan Shachmurove, 2016. "Performance Of American And Russian Joint Stock Companies On Financial Market. A Microstructure Perspective," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(4), pages 819-851, December.
• Artur Aiguzhinov & Ana Paula Serra & Carlos Soares, 2016. "Are rankings of financial analysts useful to investors?," CEF.UP Working Papers 1604, Universidade do Porto, Faculdade de Economia do Porto.
• Ana Isabel Ramos Domingues & António de Melo da Costa Cerqueira & Elísio Fernando Moreira Brandão, 2016. "Idiosyncratic Volatility and Earnings Quality: Evidence from United Kingdom," FEP Working Papers 579, Universidade do Porto, Faculdade de Economia do Porto.
• João Alberto Contim Martins & Francisco Vitorino da Silva Martins & Elísio Fernando Moreira Brandão, 2016. "Momentum: Strategies, Size and Risk Factor," FEP Working Papers 582, Universidade do Porto, Faculdade de Economia do Porto.
• Rafael Garcia & António Cerqueira & Elísio Brandão, 2016. "Determinants of capital structure of firms: an analysis on the Euro Zone and the U.K," FEP Working Papers 584, Universidade do Porto, Faculdade de Economia do Porto.
• Steve, Heinke & Niels, Warmuth, 2016. "A Rational Inattention Perspective on Equilibrium Asset Pricing under Heterogeneous Information with Structural Breaks and Market Efficiency," MPRA Paper 68715, University Library of Munich, Germany.
• Shaikh, Slam Ahmed, 2016. "Analysis & Test of Market Efficiency: A Case Study of KSE," MPRA Paper 68743, University Library of Munich, Germany.
• Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi, 2016. "Stock Market Liberalizations and Efficiency: The Case of Latin America," MPRA Paper 68949, University Library of Munich, Germany.
• Blanco, Iván & Wehrheim, David, 2017. "The bright side of financial derivatives: Options trading and firm innovation," Journal of Financial Economics, Elsevier, vol. 125(1), pages 99-119.
  • Blanco, Iván & Wehrheim, David, 2016. "The Bright Side of Financial Derivatives: Options Trading and Firm Innovation," MPRA Paper 69239, University Library of Munich, Germany.
• Gounopoulos, Dimitrios & Kallias, Konstantinos & Newton, David & Tzeremes, Nickolaos, 2016. "Political connections and IPO underpricing: An efficiency problem," MPRA Paper 69427, University Library of Munich, Germany.
• Issaoui, Fakhri & WASSIM, TOUILI & HASSEN, TOUMI, 2016. "The Effects of Money Laundering (ML) on Growth: Application to the Gulf Countries," MPRA Paper 69510, University Library of Munich, Germany.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2016. "Stock Return Predictability: Evaluation based on prediction intervals," Working Papers hal-01295037, HAL.
  • Charles, Amelie & Darne, Olivier & Kim, Jae, 2016. "Stock Return Predictability: Evaluation based on Prediction Intervals," MPRA Paper 70143, University Library of Munich, Germany.
• Yoshida, Yushi & Susai, Masayuki, 2016. "Stepping out of the limit order book: Empirical evidence from the EBS FX market," MPRA Paper 70291, University Library of Munich, Germany.
• Kim, Jae H., 2017. "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 94-103.
  • Kim, Jae, 2016. "Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?," MPRA Paper 70692, University Library of Munich, Germany.
• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018. "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1262-1281, October.
  • Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016. "Price Discovery in the Chinese Gold Market," MPRA Paper 71135, University Library of Munich, Germany.
• Bulut, Mustafa & Karasoy, Hatice Gökçe, 2016. "Para Politikası Belirsizliği Altında Aktarım Mekanizması: Türkiye Örneği
  [Transmission Mechanism Under Monetary Policy Uncertainty: The Case of Turkey]," MPRA Paper 71215, University Library of Munich, Germany.
• Ozcan Ceylan, 2017. "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 99-109, May.
  • Ceylan, Özcan, 2016. "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," MPRA Paper 71320, University Library of Munich, Germany.
• Chouliaras, Andreas, 2016. "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper 71396, University Library of Munich, Germany.
• Ganglmair, Bernhard & Holcomb, Alex & Myung, Noah, 2016. "Cutthroats or comrades: Information sharing among competing fund managers," MPRA Paper 71506, University Library of Munich, Germany.
• barnes, paul, 2016. "Stock market scams, shell companies, penny shares, boiler rooms and cold calling: the UK experience," MPRA Paper 71562, University Library of Munich, Germany.
• Halkos, George & Zisiadou, Argyro, 2016. "Exploring the effect of terrorist attacks on markets," MPRA Paper 71877, University Library of Munich, Germany.
• Stoian, Andreea & Iorgulescu, Filip, 2016. "Do Investors Listen to Fiscal Policy? – Study case Bucharest Stock Exchange," MPRA Paper 72458, University Library of Munich, Germany.
• Sinha, Pankaj & Mathur, Kritika, 2016. "Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market," MPRA Paper 72967, University Library of Munich, Germany.
• Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2016. "U.S. bank M&As in the post-Dodd-Frank Act era: Do they create value?," MPRA Paper 73290, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2016. "Particularitǎţi ale evoluţiei variabilelor financiare
  [Some particularities of the financial variables evolution]," MPRA Paper 73481, University Library of Munich, Germany, revised 02 Sep 2016.
• Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," EconStor Preprints 146917, ZBW - Leibniz Information Centre for Economics.
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," MPRA Paper 74322, University Library of Munich, Germany.
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers 2061, Kiel Institute for the World Economy (IfW).
• Chun-Kei Tsang & Wing-Keung Wong & Ira Horowitz, 2016. "Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market," Studies in Economics and Finance, Emerald Group Publishing, vol. 33(4), pages 735-754, October.
  • Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016. "Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market," MPRA Paper 74347, University Library of Munich, Germany.
• Batiston Marques, Thales & Seixas dos Santos, Nelson, 2016. "Do Political News Affect Financial Market Returns? Evidences from Brazil," MPRA Paper 75530, University Library of Munich, Germany.
• Valerio Filoso, Valerio & Panico, Carlo & Papagni, Erasmo & Francesco, Purificato & Vázquez Suarez, Marta, 2016. "Causes and timing of the European debt crisis: An econometric evaluation," MPRA Paper 75847, University Library of Munich, Germany.
  • Valerio Filoso & Carlo Panico & Erasmo Papagni & Francesco Purificato & Marta Vázquez Suarez, 2017. "Causes and timing of the European debt crisis: An econometric evaluation," EERI Research Paper Series EERI RP 2017/03, Economics and Econometrics Research Institute (EERI), Brussels.
• Mamatzakis, Emmanuel & Zhang, Xiaoxiang & Wang, Chaoke, 2016. "Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?," MPRA Paper 76215, University Library of Munich, Germany.
• Ben Yaala, sirine & Henchiri, jamel E., 2016. "Impact of Macroeconomic and Demographic Variables on the Stock Market: Evidence from Tunisian Crisis," MPRA Paper 76783, University Library of Munich, Germany.
• Širůček, Martin & Křen, Lukáš, 2016. "Tools and Techniques for Economic Decision Analysis," MPRA Paper 77516, University Library of Munich, Germany, revised 2016.
• Lakdawala, Aeimit & Schaffer, Matthew, 2016. "Federal Reserve Private Information and the Stock Market," MPRA Paper 77608, University Library of Munich, Germany.
• Parker, Edgar, 2016. "Flash Crashes: The Role of Information Processing Based Subordination and the Cauchy Distribution in Market Instability," MPRA Paper 80039, University Library of Munich, Germany.
• Ben Ammar, Semir, 2016. "Pricing of Catastrophe Risk and the Implied Volatility Smile," Working Papers on Finance 1617, University of St. Gallen, School of Finance.
• Goldbaum, David, 2017. "Divergent Behavior in Markets with Idiosyncratic Private Information," Review of Behavioral Economics, now publishers, vol. 4(2), pages 181-213, September.
  • David Goldbaum, 2016. "Divergent behavior in markets with idiosyncratic private information," Working Paper Series 34, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Nihad Aliyev & Xue-Zhong He, 2016. "Toward a General Model of Financial Markets," Research Paper Series 371, Quantitative Finance Research Centre, University of Technology, Sydney.
• Fausto Corradin & Domenico Sartore, 2016. "Non Central Moments of the Truncated Normal Variable," Working Papers 2016:17, Department of Economics, University of Venice "Ca' Foscari".
• Fausto Corradin & Domenico Sartore, 2016. "Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns," Working Papers 2016:18, Department of Economics, University of Venice "Ca' Foscari".
• Fausto Corradin & Domenico Sartore, 2016. "Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions," Working Papers 2016:30, Department of Economics, University of Venice "Ca' Foscari".
• Giulia Baschieri & Andrea Carosi & Stefano Mengoli, 2016. "Initial Public Offerings and the Firm Location," Working Papers 13, Department of Management, Università Ca' Foscari Venezia.
• Karanović Goran & Karanović Bisera, 2016. "IPOs Performance Analysis: Evidence from Emerging Markets in the Balkans," Scientific Annals of Economics and Business, Sciendo, vol. 63(3), pages 381-389, November.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study," Working Papers 2016-08, Faculty of Economic Sciences, University of Warsaw.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?," Working Papers 2016-09, Faculty of Economic Sciences, University of Warsaw.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 47.
  • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices," Working Papers 2016-10, Faculty of Economic Sciences, University of Warsaw.
• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016. "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 30-45, January.
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• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016. "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1113-1134, September.
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• Park, A. & Sgroi, D., 2009. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Cambridge Working Papers in Economics 0938, Faculty of Economics, University of Cambridge.
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  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Economic Research Papers 269716, University of Warwick - Department of Economics.
• Park, A. & Sgroi, D., 2009. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Cambridge Working Papers in Economics 0938, Faculty of Economics, University of Cambridge.
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  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis," The Warwick Economics Research Paper Series (TWERPS) 1109, University of Warwick, Department of Economics.
  • Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Economic Research Papers 269716, University of Warwick - Department of Economics.
• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26, March.
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• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26.
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• Song Han & Hao Zhou, 2016. "Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-49, September.
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• Anne-Laure Mention & Marko Torkkeli (ed.), 2016. "Open Innovation:A Multifaceted Perspective(In 2 Parts)," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9760, April.
• Leonid Chechurin, 2016. "Open Questions About Open Innovations," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 2, pages 19-31 World Scientific Publishing Co. Pte. Ltd..
• Vera Lipton, 2016. "Open Data For Open Science: Aspirations, Realities, Challenges And Opportunities," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 3, pages 33-65 World Scientific Publishing Co. Pte. Ltd..
• Karl Joachim Breunig & Tor Helge Aas & Katja Maria Hydle, 2016. "Open Innovation Or Innovation In The Open? An Exploration Of The Strategy–Innovation Link In Five Scale-Intensive Services," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 4, pages 67-85 World Scientific Publishing Co. Pte. Ltd..
• Antti Hautamäki & Kaisa Oksanen, 2016. "Sustainable Innovation: Solving Wicked Problems Through Innovation," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 5, pages 87-110 World Scientific Publishing Co. Pte. Ltd..
• Jari Kaivo-oja & Teemu Santonen, 2016. "Futures Of Innovation Systems And Innovation Management: Open Innovation Paradigm Analysed From Futures Perspectives," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 6, pages 111-158 World Scientific Publishing Co. Pte. Ltd..
• Denis Dennehy & Frederic Adam & Fergal Carton, 2016. "Leveraging Design Thinking To Innovate," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 7, pages 159-179 World Scientific Publishing Co. Pte. Ltd..
• Jarkko Pellikka & Miika Kajanus & Marko Seppänen, 2016. "Open Innovation Adoption Practices And Evaluation Methods In The Global Process Industry," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 8, pages 181-205 World Scientific Publishing Co. Pte. Ltd..
• Dimitri Schuurman & Bram Lievens & Carina Veeckman & Lieven De Marez & Pieter Ballon, 2016. "Open Innovation Networks: Exploring Actor Roles And Network Orchestration In Living Lab," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 9, pages 207-239 World Scientific Publishing Co. Pte. Ltd..
• Marcin Baron, 2016. "Open Innovation And Territory," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 10, pages 241-272 World Scientific Publishing Co. Pte. Ltd..
• Bror Salmelin, 2016. "Living Labs And Open Innovation In European Context," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part I, chapter 11, pages 273-285 World Scientific Publishing Co. Pte. Ltd..
• Tor Helge Aas & Per Egil Pedersen, 2016. "The Feasibility Of Open Service Innovation," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 12, pages 287-314 World Scientific Publishing Co. Pte. Ltd..
• Patrick Schueffel & Iustin Vadana, 2016. "Financial Services And Open Innovation," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 13, pages 315-346 World Scientific Publishing Co. Pte. Ltd..
• Maria Antikainen & Marketta Niemelä, 2016. "How To Motivate And Reward Customers In An O Nline Co-Creation Process?," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 14, pages 347-372 World Scientific Publishing Co. Pte. Ltd..
• Jaakko Paasi, 2016. "Customer Involvement In Innovation In Service Sector," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 15, pages 373-391 World Scientific Publishing Co. Pte. Ltd..
• Hannu Kärkkäinen & Jari Jussila & Jani Multasuo & Nina Helander, 2016. "Can Crowdsourcing Platforms Be Used In B2b Innovation?," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 16, pages 393-421 World Scientific Publishing Co. Pte. Ltd..
• Pia Erkinheimo & Hannu Kärkkäinen & Jari Jussila, 2016. "Crowdsourcing For Value Creation In Lean Start-Ups," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 17, pages 423-441 World Scientific Publishing Co. Pte. Ltd..
• Päivi Iskanius, 2016. "Open Innovation In University–Industry Collaboration: Communities Of Practice," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 18, pages 443-474 World Scientific Publishing Co. Pte. Ltd..
• Peter Prud'homme van Reine, 2016. "Characteristics Of Open Innovation Cultures In Different Regional Contexts," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 19, pages 475-516 World Scientific Publishing Co. Pte. Ltd..
• Joachim Hafkesbrink & Markus Schroll, 2016. "Ambidextrous Organisational And Individual Competencies In Oi: The Dawn Of A New Research Agenda," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 20, pages 517-570 World Scientific Publishing Co. Pte. Ltd..
• Wil Janssen & Timber Haaker & Harry Bouwman, 2016. "Understanding Open Service Innovation And The Role Of Intermediaries," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 21, pages 571-600 World Scientific Publishing Co. Pte. Ltd..
• Audrey Depeige & Stavros Sindakis, 2016. "Intra-Organisational Knowledge Flows: A Coopetition Perspective On Post-Acquisition And -Merger Activities," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 22, pages 601-629 World Scientific Publishing Co. Pte. Ltd..
• Teemu Santonen, 2016. "Management Of Diversity In Open Innovation Processes," World Scientific Book Chapters,in: Open Innovation A Multifaceted Perspective: Part II, chapter 23, pages 631-658 World Scientific Publishing Co. Pte. Ltd..
• Blaufus, Kay & Möhlmann, Axel & Schwäbe, Alexander, 2016. "Corporate tax minimization and stock price reactions," arqus Discussion Papers in Quantitative Tax Research 204, arqus - Arbeitskreis Quantitative Steuerlehre.
• Speck, Christian, 2016. "Inflation anchoring in the euro area," Discussion Papers 04/2016, Deutsche Bundesbank.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017. "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, vol. 29(C), pages 1-12.
  • Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016. "Credit risk interconnectedness: What does the market really know?," Discussion Papers 09/2016, Deutsche Bundesbank.
• Schlepper, Kathi, 2016. "High-frequency trading in the Bund futures market," Discussion Papers 15/2016, Deutsche Bundesbank.
• Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2016. "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Discussion Papers 25/2016, Deutsche Bundesbank.
• de Roure, Calebe, 2016. "Fire buys of central bank collateral assets," Discussion Papers 51/2016, Deutsche Bundesbank.
• Jaspersen, Stefan, 2016. "Market power in the portfolio: Product market competition and mutual fund performance," CFR Working Papers 16-07, University of Cologne, Centre for Financial Research (CFR).
• He, Qing & Lu, Liping & Ongena, Steven, 2015. "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," BOFIT Discussion Papers 1/2015, Bank of Finland, Institute for Economies in Transition.
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• Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Subrahmanyam, Marti G., 2016. "How do insiders trade?," CFS Working Paper Series 541, Center for Financial Studies (CFS).
• Buehlmaier, Matthias M. M. & Zechner, Josef, 2016. "Financial media, price discovery, and merger arbitrage," CFS Working Paper Series 551, Center for Financial Studies (CFS).
• Kräussl, Roman & Mirgorodskaya, Elizaveta, 2016. "The winner's curse on art markets," CFS Working Paper Series 564, Center for Financial Studies (CFS).
• Dumitru, Ana-Maria & Urga, Giovanni, 2016. "Jumps and Information Asymmetry in the US Treasury Market," EconStor Preprints 130148, ZBW - Leibniz Information Centre for Economics.
• Morone, Andrea & Nuzzo, Simone, 2016. "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers 2061, Kiel Institute for the World Economy (IfW).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," EconStor Preprints 146917, ZBW - Leibniz Information Centre for Economics.
  • Morone, Andrea & Nuzzo, Simone, 2016. "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," MPRA Paper 74322, University Library of Munich, Germany.
• Milos Vulanovic, 2017. "SPACs: post-merger survival," Managerial Finance, Emerald Group Publishing, vol. 43(6), pages 679-699, June.
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• Böing, Tobias & Stadtmann, Georg, 2016. "Money growth and aggregate stock returns," Discussion Papers 390, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Kristoufek, Ladislav & Vošvrda, Miloslav S., 2016. "Herding, minority game, market clearing and efficient markets in a simple spin model framework," FinMaP-Working Papers 68, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Hofmann, Maurice & Rottmann, Horst, 2016. "Die Bewertung von Aktienanleihen mit Barriere: Eine Fallstudie für die Easy-Aktienanleihe der Deutschen Bank," Weidener Diskussionspapiere 55, University of Applied Sciences Amberg-Weiden (OTH).
• Kubitza, Christian & Gründl, Helmut, 2016. "Systemic risk: Time-lags and persistence," ICIR Working Paper Series 20/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Ceballos Sanhueza, Luis, 2016. "Efectos de sorpresas económicas en la estructura de tasas de interés. Evidencia para Brasil, Chile y México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(331), pages .647-675, julio-sep.
• Gulten Mero & Serge Darollesa & Gaëlle Le Fol, 2016. "Financial Market Liquidity: Who Is Acting Strategically?," THEMA Working Papers 2016-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Raheel Safdar & Chen Yan, 2016. "Information risk, stock returns, and the cost of capital in China," China Finance Review International, Emerald Group Publishing, vol. 6(1), pages 77-95, February.
• Naseem Al Rahahleh & Iman Adeinat & Ishaq Bhatti, 2016. "On ethnicity of idiosyncratic risk and stock returns puzzle," Humanomics: The International Journal of Systems and Ethics, Emerald Group Publishing, vol. 32(1), pages 48-68, February.
• Tarek Eldomiaty & Ahmad Soliman & Ahmed Fikri & Marwa Anis, 2016. "The financial aspects of the Corporate Responsibility Index in Egypt: A quantitative approach to institutional economics," International Journal of Social Economics, Emerald Group Publishing, vol. 43(3), pages 284-307, March.
• Dionisis Chionis & Ioannis Pragidis & Panagiotis Schizas, 2016. "The determinants of Greek bond yields: an empirical study before and during the crisis," Journal of Economic Studies, Emerald Group Publishing, vol. 43(3), pages 504-519, August.
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• Armin Varmaz & Christian Fieberg & Jörg Prokop, 2016. "The value relevance of “too-big-to-fail” guarantees," Journal of Risk Finance, Emerald Group Publishing, vol. 16(5), pages 498-518, January.
• Christian Fieberg & Richard Lennart Mertens & Thorsten Poddig, 2016. "The relevance of credit ratings over the business cycle," Journal of Risk Finance, Emerald Group Publishing, vol. 17(2), pages 152-168, March.
• Eva Marie Ebach & Michael Hertel & Andreas Lindermeir & Timm Tränkler, 2016. "Toward an optimal hedging strategy considering earnings volatility through fair value accounted financial derivatives," Journal of Risk Finance, Emerald Group Publishing, vol. 17(3), pages 310-327, May.
• Mariluz Alverio & Javier Rodríguez, 2016. "Private firm pricing and propensity to go public: evidence from mutual funds holdings," Journal of Risk Finance, Emerald Group Publishing, vol. 17(3), pages 328-346, May.
• John D. Finnerty & Shantaram Hegde & Chris B Malone, 2016. "Fraud and firm performance: keeping the good times (apparently) rolling," Managerial Finance, Emerald Group Publishing, vol. 42(2), pages 151-172, February.
• Philip Blonski & Simon Christian Blonski, 2016. "Are individual investors dumb noise traders: An analysis of their cognitive competence based on expert assessments," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 8(1), pages 45-69, February.
• Albert Rapp, 2016. "Private investor extrapolation bias – evidence through qualitative content analysis (QCA)," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 8(2), pages 149-167, May.
• Muhammad Zubair Tauni & Hong Xing Fang & Amjad Iqbal, 2016. "Information sources and trading behavior: does investor personality matter?," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 8(2), pages 94-117, May.
• Zvika Afik & Yaron Lahav & Lior Mandelzweig, 2016. "The inverse of a terror event? Stock market response to pro-active action," Studies in Economics and Finance, Emerald Group Publishing, vol. 33(1), pages 91-105, March.
• Stoyu I. Ivanov, 2016. "Analysis of the factors impacting ETFs net fund flow changes," Studies in Economics and Finance, Emerald Group Publishing, vol. 33(2), pages 244-261, June.
• Fohlin, Caroline & Gehrig, Thomas & Haas, Marlene, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CEPR Discussion Papers 10497, C.E.P.R. Discussion Papers.
  • Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016. "Rumors and Runs in Opaque Markets: Evidence from the Panic in 1907," Emory Economics 1605, Department of Economics, Emory University (Atlanta).
  • Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CESifo Working Paper Series 6048, CESifo Group Munich.
  • Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," Emory Economics 1503, Department of Economics, Emory University (Atlanta).
• David E Allen & Michael McAleer & Abhay K Singh, 2017. "An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 677-692, February.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE 2017-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Econometric Institute Research Papers EI2016-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers 16-026/III, Tinbergen Institute.
• Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016. "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers 15-29, Eastern Mediterranean University, Department of Economics.
• Gaetano Gaballo & Ramon Marimon, 2016. "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," NBER Working Papers 22006, National Bureau of Economic Research, Inc.
  • Gaballo, Gaetano; Marimon, Ramon, 2016. "Breaking the spell with credit-easing : self-confirming credit crises in competitive search economies," Economics Working Papers ADE2016/01, European University Institute.
  • Gaballo, Gaetano & Marimon, Ramon, 2016. "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," CEPR Discussion Papers 11135, C.E.P.R. Discussion Papers.
• Jungherr, Joachim, 2016. "Bank opacity and financial crises," Economics Working Papers ADE2016/02, European University Institute.
• Sarah Auster & Piero Gottardi, 2016. "Competing Mechanisms in Markets for Lemons," Working Papers 568, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Auster, Sarah; Gottardi, Piero, 2016. "Competing Mechanisms in Markets for Lemons," Economics Working Papers ECO2016/01, European University Institute.
  • Piero Gottardi & Sarah Auster, 2016. "Competing Mechanisms in Markets for Lemons," 2016 Meeting Papers 264, Society for Economic Dynamics.
• Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2016. "Can there be a market for cheap-talk information? Some experimental evidence," CEPR Discussion Papers 11206, C.E.P.R. Discussion Papers.
  • Cabrales, Antonio; Feri, Francesco; Gottardi, Piero; Meléndez-Jiménez, Miguel A., 2016. "Can there be a market for cheap-talk information? Some experimental evidence," Economics Working Papers ECO2016/07, European University Institute.
• Krzysztof Drachal, 2016. "Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors?," Expert Journal of Economics, Sprint Investify, vol. 4(1), pages 24-33.
• Borja Amor-Tapia & Maria T. Tascon, 2016. "Separating Winners from Losers: Composite Indicators Based on Fundamentals in the European Context," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 70-94, February.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016. "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(2), pages 140-160, April.
• Mercedes Alda, 2016. "Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(2), pages 161-180, April.
• Paulo Pereira da Silva, 2016. "Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 322-353, August.
• Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz, 2016. "Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 405-425, October.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2018. "Endowment Effects in the Field: Evidence from India’s IPO Lotteries," Review of Economic Studies, Oxford University Press, vol. 85(4), pages 1971-2004.
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  • Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," Natural Field Experiments 00551, The Field Experiments Website.
• Rousse, O. & Sévi, B., 2016. "Informed trading in oil-futures market," Working Papers 2016-07, Grenoble Applied Economics Laboratory (GAEL).
  • Olivier Rousse & Benoît Sévi, 2016. "Informed Trading in Oil-Futures Market," Working Papers 2016.70, Fondazione Eni Enrico Mattei.
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  • Rousse, Olivier & Sévi, Benoît, 2016. "Informed Trading in Oil-Futures Market," ESP: Energy Scenarios and Policy 249788, Fondazione Eni Enrico Mattei (FEEM).
• Ozdagli, Ali K. & Velikov, Mihail, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston.
• Bordeman, Adam & Kannan, Bharadwaj & Pinheiro, Roberto, 2016. "Competitors' Stock Price Reaction to Mass Layoff Announcements," Working Papers (Old Series) 1610, Federal Reserve Bank of Cleveland, revised 31 Aug 2018.
• Pinheiro, Roberto & de Carvalho, Antonio Gledson & Sampaio, Joelson Oliveira, 2016. "The Dotcom Bubble and Underpricing: Conjectures and Evidence," Working Papers (Old Series) 1633, Federal Reserve Bank of Cleveland.
• Koch, Christoffer & Yung, Julieta, 2016. "Macroeconomic news and asset prices before and after the zero lower bound," Globalization Institute Working Papers 287, Federal Reserve Bank of Dallas.
• Pieters, Gina & Vivanco, Sofia, 2017. "Financial regulations and price inconsistencies across Bitcoin markets," Information Economics and Policy, Elsevier, vol. 39(C), pages 1-14.
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• Ricardo T. Fernholz & Christoffer Koch, 2016. "The Rank Effect for Commodities," Papers 1607.07510, arXiv.org.
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• Jack Bao & Maureen O'Hara & Xing Zhou, 2016. "The Volcker Rule and Market-Making in Times of Stress," Finance and Economics Discussion Series 2016-102, Board of Governors of the Federal Reserve System (US).
• Steven L. Heston & Nitish R. Sinha, 2016. "News versus Sentiment : Predicting Stock Returns from News Stories," Finance and Economics Discussion Series 2016-048, Board of Governors of the Federal Reserve System (US).
• Paul Borochin & Jie Yang, 2016. "The Effects of Institutional Investor Objectives on Firm Valuation and Governance," Finance and Economics Discussion Series 2016-088, Board of Governors of the Federal Reserve System (US).
• Fang Cai & Song Han & Dan Li & Yi Li, 2016. "Institutional Herding and Its Price Impact : Evidence from the Corporate Bond Market," Finance and Economics Discussion Series 2016-091, Board of Governors of the Federal Reserve System (US).
• Paul Borochin & Jie Yang, 2016. "Options, Equity Risks, and the Value of Capital Structure Adjustments," Finance and Economics Discussion Series 2016-097, Board of Governors of the Federal Reserve System (US).
• Anna Paulson & Richard Rosen, 2016. "The Life Insurance Industry and Systemic Risk: A Bond Market Perspective," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 155-174, October.
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• Mehran, Hamid & Tracy, Joseph, 2016. "Deferred cash compensation: enhancing stability in the financial services industry," Economic Policy Review, Federal Reserve Bank of New York, issue Aug, pages 61-75.
• Acharya, Viral V. & Mehran, Hamid & Sundaram, Rangarajan K., 2016. "Cash holdings and bank compensation," Economic Policy Review, Federal Reserve Bank of New York, issue Aug, pages 77-83.
• Boyarchenko, Nina & Haddad, Valentin & Plosser, Matthew, 2016. "The Federal Reserve and market confidence," Staff Reports 773, Federal Reserve Bank of New York, revised 01 Apr 2017.
• Bruno Sultanum & Zachary Bethune, 2016. "Decentralized Trade with Private Values," 2016 Meeting Papers 1630, Society for Economic Dynamics.
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• Wen-Jun Xue & Li-Wen Zhang, 2016. "Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models," Working Papers 1605, Florida International University, Department of Economics.
• Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2016. "Crude Oil Market And Geopolitical Events: An Analysis Based On Information-Theory-Based Quantifiers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 41-51, May.
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• Luca Iandoli & Cristina Ponsiglione & Giuseppe Zollo, 2016. "Modeling Naïve Causality In Everyday Reasonig With Fuzzy Logic," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 53-71, May.
• Rousse, Olivier & Sévi, Benoît, 2016. "Informed Trading in Oil-Futures Market," ESP: Energy Scenarios and Policy 249788, Fondazione Eni Enrico Mattei (FEEM).
  • Rousse, O. & Sévi, B., 2016. "Informed trading in oil-futures market," Working Papers 2016-07, Grenoble Applied Economics Laboratory (GAEL).
  • Olivier Rousse & Benoît Sévi, 2016. "Informed Trading in Oil-Futures Market," Working Papers 2016.70, Fondazione Eni Enrico Mattei.
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• Yi Huang & Jianjun Miao & Pengfei Wang, 2016. "Saving China's Stock Market," IHEID Working Papers 09-2016, Economics Section, The Graduate Institute of International Studies.
• Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER, 2016. "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 350-376, June.
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• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016. "Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair," Working Papers 2016-002, The George Washington University, Department of Economics, Research Program on Forecasting.
• Li, Yuanyuan & Wigniolle, Bertrand, 2017. "Endogenous information revelation in a competitive credit market and credit crunch," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 127-141.
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• Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016. "Bond market investor herding: Evidence from the European financial crisis," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 367-375.
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• Birru, Justin, 2016. "Day of the Week and the Cross-Section of Returns," Working Paper Series 2016-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Flavia BARNA & Ştefana Maria DIMA & Bogdan DIMA & Lucian PAŞCA, 2016. "Fractal Market Hypothesis: The Emergent Financial Markets Case," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(2), pages 137-150.
• Bogdan Alexandru DRĂGOI & Ion STANCU & Adrian MITROI & Andrei Tudor STANCU, 2016. "Financial Investment Companies (SIFS) Relative Valuation and Fundamentals," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(2), pages 25-40.
• Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN, 2016. "Quantitative Easing, Tapering And Stock Market Indices," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 5-23.

2015

• Andreas Roider & Andrea Voskort, 2015. "Reputational Herding in Financial Markets: A Laboratory Experiment," CESifo Working Paper Series 5162, CESifo Group Munich.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," Discussion Papers 15-004, Stanford Institute for Economic Policy Research.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," CESifo Working Paper Series 5252, CESifo Group Munich.
  • Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015. "Monetary Policy with Diverse Private Expectations," Working Papers 15-03, Utrecht School of Economics.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," DISCE - Working Papers del Dipartimento di Economia e Finanza def022, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Gianluca Cafiso, 2015. "Treasury Auctions and Secondary Market Dynamics. An Analysis Based on the MTS Market for Italy," CESifo Working Paper Series 5357, CESifo Group Munich.
• Qiubin Huang & Jakob de Haan & Bert Scholtens, 2015. "Analyzing Systemic Risk in the Chinese Banking System," CESifo Working Paper Series 5513, CESifo Group Munich.
• Silvia Miranda-Agrippino, 2015. "Unsurprising Shocks: Information, Premia, and the Monetary Transmission," Discussion Papers 1613, Centre for Macroeconomics (CFM), revised Apr 2016.
  • Miranda-Agrippino, Silvia, 2016. "Unsurprising shocks: information, Premia, and the Monetary Transmission," LSE Research Online Documents on Economics 86234, London School of Economics and Political Science, LSE Library.
  • Miranda-Agrippino, Silvia, 2016. "Unsurprising shocks: information, premia, and the monetary transmission," Bank of England working papers 626, Bank of England.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2015. "The Transmission of Monetary Policy Shocks," Discussion Papers 1711, Centre for Macroeconomics (CFM), revised Feb 2017.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," Economic Research Papers 269310, University of Warwick - Department of Economics.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2017. "The transmission of monetary policy shocks," Documents de Travail de l'OFCE 2017-15, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," LSE Research Online Documents on Economics 86163, London School of Economics and Political Science, LSE Library.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The Transmission of Monetary Policy Shocks," The Warwick Economics Research Paper Series (TWERPS) 1136, University of Warwick, Department of Economics.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017. "The transmission of monetary policy shocks," Bank of England working papers 657, Bank of England.
• Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2018. "Asymmetric Information and Imperfect Competition in Lending Markets," American Economic Review, American Economic Association, vol. 108(7), pages 1659-1701, July.
  • Crawford, Gregory S. & Pavanini, Nicola & Schivardi, Fabiano, 2015. "Asymmetric Information and Imperfect Competition in Lending Markets," CEPR Discussion Papers 10473, C.E.P.R. Discussion Papers.
  • Crawford, Gregory S. & Pavanini, Nicola & Schivardi, Fabiano, 2015. "Asymmetric Information and Imperfect Competition in Lending Markets," CAGE Online Working Paper Series 227, Competitive Advantage in the Global Economy (CAGE).
  • Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2017. "Asymmetric Information and Imperfect Competition in Lending Markets," EIEF Working Papers Series 1712, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.
  • Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2015. "Asymmetric information and imperfect competition in lending markets," ECON - Working Papers 192, Department of Economics - University of Zurich.
• Marina Druz & Alexander F. Wagner & Richard J. Zeckhauser, 2015. "Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls," NBER Working Papers 20991, National Bureau of Economic Research, Inc.
  • Marina DRUZ & Alexander F. WAGNER & Alexander Richard J. ZECKHAUSER, 2015. "Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls," Swiss Finance Institute Research Paper Series 15-02, Swiss Finance Institute.
  • Druz, Marina & Wagner, Alexander F. & Zeckhauser, Richard, 2015. "Tips and Tells from Managers: How Analysts and the Market Read between the Lines of Conference Calls," Working Paper Series rwp15-006, Harvard University, John F. Kennedy School of Government.
• Semyon MALAMUD, 2015. "Noisy Arrow-Debreu Equilibria," Swiss Finance Institute Research Paper Series 15-09, Swiss Finance Institute.
• Jakub ROJCEK & Alexandre ZIEGLER, 2015. "High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation," Swiss Finance Institute Research Paper Series 15-23, Swiss Finance Institute, revised Jul 2015.
• Rajna GIBSON BRANDON & Christopher HEMMENS & Mathieu TRÉPANIER, 2015. "Does Market Irrationality in the Media Affect Stock Returns?," Swiss Finance Institute Research Paper Series 15-25, Swiss Finance Institute.
• Johannes Muhle-Karbe & Kevin Webster, 2015. "Information and Inventories in High-Frequency Trading," Swiss Finance Institute Research Paper Series 15-35, Swiss Finance Institute.
• Eric JONDEAU & Qunzi ZHANG, 2015. "Average Skewness Matters!," Swiss Finance Institute Research Paper Series 15-47, Swiss Finance Institute.
• Carlo Sala & Giovanni Barone-Adesi, 2015. "Conditioning the Information in Portfolio Optimization," Swiss Finance Institute Research Paper Series 15-50, Swiss Finance Institute, revised Apr 2016.
• Marco LISSANDRIN & Donnacha DALY & Didier SORNETTE, 2015. "Statistical Testing of DeMark Technical Indicators on Commodity Futures," Swiss Finance Institute Research Paper Series 15-56, Swiss Finance Institute.
• Brice Corgnet & Mark DeSantis & David Porter, 2015. "Revisiting Information Aggregation in Asset Markets: Reflective Learning & Market Efficiency," Working Papers 15-15, Chapman University, Economic Science Institute.
• Vince Bourke & David Porter, 2015. "The Effects of Make and Take Fees in Experimental Markets," Working Papers 15-19, Chapman University, Economic Science Institute.
• Amengual, Dante & Sentana, Enrique, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
  • Dante Amengual & Enrique Sentana, 2015. "Is a Normal Copula the Right Copula?," Working Papers wp2015_1504, CEMFI.
• Dumitru-Cristian OANEA & Ștefan-Bogdan VASILESCU, 2015. "Impact Of Fsa Decision No. 23 From 5th February, 2014: Event Study Approach," Network Intelligence Studies, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 6, pages 109-116, December.
• Diana MURESAN, 2015. "The Mishkin Test: An Analysis Of Model Extensions," SEA - Practical Application of Science, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 7, pages 393-400, April.
• Luisella Bosetti & Pietro Gottardo & Maurizio Murgia & Andrea Pinna, 2014. "The Impact of Large Orders in Electronic Markets," BEMPS - Bozen Economics & Management Paper Series BEMPS15, Faculty of Economics and Management at the Free University of Bozen.
  • L. Bosetti & P. Gottardo & M. Murgia & A. Pinna, 2015. "The Impact of Large Orders in Electronic Markets," Working Paper CRENoS 201510, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• A. Pinna, 2015. "Price Formation of Pledgeable Securities," Working Paper CRENoS 201511, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 917, Banco de la Republica de Colombia.
  • Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," BORRADORES DE ECONOMIA 014080, BANCO DE LA REPÚBLICA.
• Lina M. Cortés & John J. García & David Agudelo, 2015. "Effects of Mergers and Acquisitions on Shareholder Wealth: Event Study for Latin American Airlines," DOCUMENTOS DE TRABAJO CIEF 012453, UNIVERSIDAD EAFIT.
• Diego A. Agudelo & James E. Byder & Paula Yepes, 2015. "Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals," DOCUMENTOS DE TRABAJO CIEF 014255, UNIVERSIDAD EAFIT.
• Katherine Julieth Sierra Sua?rez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015. "Predictibilidad de los retornos en el mercado de Colombia e hipo?tesis de mercado adaptativo," ESTUDIOS GERENCIALES, UNIVERSIDAD ICESI, vol. 31(137), pages 411-418, November.
• Katherine Julieth Sierra Sua?rez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015. "Predictibilidad de los retornos en el mercado de Colombia e hipo?tesis de mercado adaptativo," ESTUDIOS GERENCIALES, UNIVERSIDAD ICESI, vol. 31(137), pages 411-418, November.
• Julio C. Alonso & Andrés M. Arcila & Sebastián Montenegro, 2015. "¿Estabiliza el FEPA los precios locales del azúcar?," ESTUDIOS GERENCIALES, UNIVERSIDAD ICESI, issue 04, June.
  • Julio C. Alonso & Andrés M. Arcila & Sebastián Montenegro, 2015. "¿Estabiliza el FEPA los precios locales del azúcar?," ICESI ECONOMICS WORKING PAPERS 014581, UNIVERSIDAD ICESI.
• Rojas, Emilio & Kristjanpoller, Werner, 2015. "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," REVISTA LECTURAS DE ECONOMÍA, UNIVERSIDAD DE ANTIOQUIA - CIE, issue 83, pages 9-31, January.
• Eduardo Fajnzylber & Gonzalo Reyes, 2015. "Knowledge, Information, and Retirement Saving Decisions: Evidence from a Large-Scale Intervention in Chile," ECONOMIA JOURNAL, THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION - LACEA, vol. 0(Spring 20), pages 83-117, February.
  • Eduardo Fajnzylber & Gonzalo Reyes, 2011. "Knowledge, Information and retirement saving decisions: Evidence from a large scale intervention in Chile," Working Papers wp_011, Adolfo Ibáñez University, School of Government.
• Gabriel Moreno, 2015. "Leverage, Risk and Regulatory Capital in Latin American Banks," COYUNTURA ECONÓMICA, FEDESARROLLO, vol. 45(1), pages 91-130, June.
• Andrés A. Acuña & Cristián F. Pinto, 2015. "Efectos de las decisiones de política del Banco Central sobre los retornos de la Bolsa de Comercio en Chile," REVISTA ECOS DE ECONOMÍA, UNIVERSIDAD EAFIT, vol. 19(40), pages 48-65, June.
• Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez, 2015. "Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, vol. 7(1), pages 109-129, January.
• Juan Benjamín Duarte Duarte & Katherine Julieth Sierra Suárez & Víctor Alfonso Rueda Ortiz, 2015. "Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, vol. 7(2), pages 341-357, July.
• Julio C. Alonso & Andrés M. Arcila & Sebastián Montenegro, 2015. "¿Estabiliza el FEPA los precios locales del azúcar?," ESTUDIOS GERENCIALES, UNIVERSIDAD ICESI, issue 04, June.
  • Julio C. Alonso & Andrés M. Arcila & Sebastián Montenegro, 2015. "¿Estabiliza el FEPA los precios locales del azúcar?," ICESI ECONOMICS WORKING PAPERS 014581, UNIVERSIDAD ICESI.
• Mazza, Paolo & Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, vol. 15(C), pages 18-30.
  • Paolo Mazza & Mikael Petitjean, 2015. "How integrated is the European carbon derivatives market?," Post-Print hal-01526028, HAL.
  • Paolo MAZZA & Mikael PETITJEAN, 2015. "How integrated is the European carbon derivatives market?," CORE Discussion Papers RP 2777, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Agnieszka Kapecka, 2015. "Comparative analysis of mature and emerging markets\' stock market indices using Hurst exponents," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 46(1), pages 59-75.
• Jadwiga Glanc & Piotr Osiewacz, 2015. "The second-generation informational problem in the financial markets," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 14(3), pages 341-350, September.
• Druz, Marina & Wagner, Alexander F. & Zeckhauser, Richard J., 2015. "Reading Managerial Tone: How Analysts and the Market Respond to Conference Calls," Working Paper Series 16-004, Harvard University, John F. Kennedy School of Government.
  • Druz, Marina & Wagner, Alexander F & Zeckhauser, Richard, 2015. "Reading Managerial Tone: How Analysts and the Market Respond to Conference Calls," CEPR Discussion Papers 10364, C.E.P.R. Discussion Papers.
• Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
  • Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers 10436, C.E.P.R. Discussion Papers.
  • Gromb, Denis & Vayanos, Dimitri, 2018. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 84081, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 62007, London School of Economics and Political Science, LSE Library.
• Massa, Massimo & Schmidt, Daniel, 2015. "Insider Trading in the Bond Market: Evidence from Loan Sale Events," CEPR Discussion Papers 10446, C.E.P.R. Discussion Papers.
• Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T & Wang, Yihui, 2015. "Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading," CEPR Discussion Papers 10450, C.E.P.R. Discussion Papers.
• Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2018. "Asymmetric Information and Imperfect Competition in Lending Markets," American Economic Review, American Economic Association, vol. 108(7), pages 1659-1701, July.
  • Crawford, Gregory S. & Pavanini, Nicola & Schivardi, Fabiano, 2015. "Asymmetric Information and Imperfect Competition in Lending Markets," CAGE Online Working Paper Series 227, Competitive Advantage in the Global Economy (CAGE).
  • Crawford, Gregory S. & Pavanini, Nicola & Schivardi, Fabiano, 2015. "Asymmetric Information and Imperfect Competition in Lending Markets," CEPR Discussion Papers 10473, C.E.P.R. Discussion Papers.
  • Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2017. "Asymmetric Information and Imperfect Competition in Lending Markets," EIEF Working Papers Series 1712, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.
  • Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2015. "Asymmetric information and imperfect competition in lending markets," ECON - Working Papers 192, Department of Economics - University of Zurich.
• Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," Emory Economics 1503, Department of Economics, Emory University (Atlanta).
  • Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CESifo Working Paper Series 6048, CESifo Group Munich.
  • Fohlin, Caroline & Gehrig, Thomas & Haas, Marlene, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CEPR Discussion Papers 10497, C.E.P.R. Discussion Papers.
  • Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016. "Rumors and Runs in Opaque Markets: Evidence from the Panic in 1907," Emory Economics 1605, Department of Economics, Emory University (Atlanta).
• Keim, Donald B & Massa, Massimo & von Beschwitz, Bastian, 2015. "First to “Read” the News: News Analytics and Institutional Trading," CEPR Discussion Papers 10534, C.E.P.R. Discussion Papers.
• Massa, Massimo & von Beschwitz, Bastian, 2015. "Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect," CEPR Discussion Papers 10535, C.E.P.R. Discussion Papers.
• Lehmann, Sibylle & Streb, Jochen, 2015. "The Berlin Stock Exchange in Imperial Germany – a Market for New Technology?," CEPR Discussion Papers 10558, C.E.P.R. Discussion Papers.
• Jacobs, Heiko & Regele, Tobias & Weber, Martin, 2015. "Expected Skewness and Momentum," CEPR Discussion Papers 10601, C.E.P.R. Discussion Papers.
  • Jacobs, Heiko & Regele, Tobias & Weber, Martin, 2016. "Expected skewness and momentum," CEPR Discussion Papers 11455, C.E.P.R. Discussion Papers.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015. "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers 21224, National Bureau of Economic Research, Inc.
  • Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri, 2015. "Financial Markets where Traders Neglect the Informational Content of Prices," CEPR Discussion Papers 10629, C.E.P.R. Discussion Papers.
• Horváth, Bálint & Huizinga, Harry & Ioannidou, Vasso, 2015. "Determinants and Valuation Effects of the Home Bias in European Banks' Sovereign Debt Portfolios," CEPR Discussion Papers 10661, C.E.P.R. Discussion Papers.
• Stenzel, André & Wagner, Wolf, 2015. "Opacity and Liquidity," CEPR Discussion Papers 10665, C.E.P.R. Discussion Papers.
• Lars E.O. Svensson, 2014. "Forward Guidance," NBER Working Papers 20796, National Bureau of Economic Research, Inc.
  • Svensson, Lars E O, 2015. "Forward Guidance," CEPR Discussion Papers 10669, C.E.P.R. Discussion Papers.
• Babus, Ana & Hu, Tai-Wei, 2017. "Endogenous intermediation in over-the-counter markets," Journal of Financial Economics, Elsevier, vol. 125(1), pages 200-215.
  • Babus, Ana & Hu, Tai-Wei, 2015. "Endogenous Intermediation in Over-the-Counter Markets," CEPR Discussion Papers 10708, C.E.P.R. Discussion Papers.
• Dante Amengual & Enrique Sentana, 2015. "Is a Normal Copula the Right Copula?," Working Papers wp2015_1504, CEMFI.
  • Amengual, Dante & Sentana, Enrique, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
• Barrot, Jean-Noel & Kaniel, Ron & Sraer, David, 2016. "Are retail traders compensated for providing liquidity?," Journal of Financial Economics, Elsevier, vol. 120(1), pages 146-168.
  • Barrot, Jean-Noël & Kaniel, Ron & Sraer, David, 2014. "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers 10285, C.E.P.R. Discussion Papers.
  • Barrot, Jean-Noël & Kaniel, Ron & Sraer, David, 2015. "Are retail traders compensated for providing liquidity?," CEPR Discussion Papers 10820, C.E.P.R. Discussion Papers.
• Barillas, Francisco & Nimark, Kristoffer P, 2015. "Speculation and the Bond Market: An Empirical No-arbitrage Framework," CEPR Discussion Papers 10892, C.E.P.R. Discussion Papers.
• Kaniel, Ron & Parham, Robert, 2017. "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, vol. 123(2), pages 337-356.
  • Kaniel, Ron & Parham, Robert, 2015. "WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions," CEPR Discussion Papers 10923, C.E.P.R. Discussion Papers.
• Breinlich, Holger, 2015. "The Effect of Trade Liberalization on Firm-Level Profits: An Event-Study Approach," CEPR Discussion Papers 11011, C.E.P.R. Discussion Papers.
  • Holger Breinlich, 2016. "The Effect of Trade Liberalization on Firm-Level Profits: An Event-Study Approach," CEP Discussion Papers dp1401, Centre for Economic Performance, LSE.
  • Breinlich, Holger, 2016. "The effect of trade liberalization on firm-level profits:an event-study approach," LSE Research Online Documents on Economics 66412, London School of Economics and Political Science, LSE Library.
• Jensen, Mads Vestergaard & Pedersen, Lasse Heje, 2016. "Early option exercise: Never say never," Journal of Financial Economics, Elsevier, vol. 121(2), pages 278-299.
  • Pedersen, Lasse Heje & Vestergaard Jensen, Mads, 2015. "Early Option Exercise: Never Say Never," CEPR Discussion Papers 11019, C.E.P.R. Discussion Papers.
• Herve Alexandre & François Guillemin & Catherine Refait-Alexandre, 2015. "Disclosure, banks CDS spreads and the European sovereign crisis," Working Papers hal-01376916, HAL.
  • Hervé ALEXANDRE & François GUILLEMIN & Catherine Refait-Alexandre, 2015. "Disclosure, banks CDS spreads and the European sovereign crisis," Working Papers 2015-10, CRESE.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," Discussion Papers 15-004, Stanford Institute for Economic Policy Research.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," DISCE - Working Papers del Dipartimento di Economia e Finanza def022, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  • Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015. "Monetary Policy with Diverse Private Expectations," Working Papers 15-03, Utrecht School of Economics.
  • Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015. "Monetary Policy with Diverse Private Expectations," CESifo Working Paper Series 5252, CESifo Group Munich.
• Veiga, Helena & Ramos, Sofía B. & Galán, Jorge, 2015. "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS ws1517, Universidad Carlos III de Madrid. Departamento de Estadística.
• Ting Luo & Zhiguo Xiao, 2015. "Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 515-542, November.
• Dimitrios I. Vortelinos, 2015. "The Effect of Macro News on Volatility and Jumps," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 425-447, November.
• Fuchs, William & Öry, Aniko & Skrzypacz, Andrzej, 2016. "Transparency and distressed sales under asymmetric information," Theoretical Economics, Econometric Society, vol. 11(3), September.
  • Aniko Oery & Andrzej Skrzypacz & William Fuchs, 2015. "Transparency and Distressed Sales under Asymmetric Information," 2015 Meeting Papers 73, Society for Economic Dynamics.
  • William Fuchs & Aniko Ory & Andrzej Skrzypacz, 2015. "Transparency and Distressed Sales under Asymmetric Information," Cowles Foundation Discussion Papers 1986, Cowles Foundation for Research in Economics, Yale University.
• Jesper Rudiger & Adrien Vigier, 2015. "Pundits and Quacks," Cowles Foundation Discussion Papers 1997, Cowles Foundation for Research in Economics, Yale University.
• Leung, Henry & Ton, Thai, 2015. "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 37-55.
  • Leung, H. & Ton, T., 2015. "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 85516, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Cumming, Douglas & Dannhauser, Robert & Johan, Sofia, 2015. "Financial market misconduct and agency conflicts: A synthesis and future directions," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 150-168.
• Agrawal, Anup & Cooper, Tommy, 2015. "Insider trading before accounting scandals," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 169-190.
• Bernile, Gennaro & Sulaeman, Johan & Wang, Qin, 2015. "Institutional trading during a wave of corporate scandals: “Perfect Payday”?," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 191-209.
• Atanasov, Vladimir & Davies, Ryan J. & Merrick, John J., 2015. "Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 210-234.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015. "Exchange trading rules, surveillance and suspected insider trading," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 311-330.
• De Cesari, Amedeo & Huang-Meier, Winifred, 2015. "Dividend changes and stock price informativeness," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 1-17.
• Wang, Qin & Zhang, Jun, 2015. "Does individual investor trading impact firm valuation?," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 120-135.
• Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015. "Endogenous leverage and asset pricing in double auctions," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 144-160.
  • Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht, 2013. "Endogenous Leverage and Asset Pricing in Double Auctions," Working Papers 184, Oesterreichische Nationalbank (Austrian Central Bank).
• Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier, 2015. "Super-exponential growth expectations and the global financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 1-13.
• Wang, Jianxin & Yang, Minxian, 2015. "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 113-129.
• Figueroa, Nicolás & Leukhina, Oksana, 2015. "Lending terms and aggregate productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 1-21.
• Lo, Danny K. & Hall, Anthony D., 2015. "Resiliency of the limit order book," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 222-244.
• Chiarella, Carl & He, Xue-Zhong & Wei, Lijian, 2015. "Learning, information processing and order submission in limit order markets," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 245-268.
• Gradojevic, Nikola & Lento, Camillo, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, vol. 47(C), pages 156-165.
  • Nikola Gradojevic & Camillo Lento, 2012. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series 31_12, Rimini Centre for Economic Analysis.
  • Nikola Gradojevic & Camillo Lento, 2015. "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print hal-01563053, HAL.
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• Bojan Tomic, 2015. "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, vol. 2(1), pages 45-60.
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• Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015. "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207264, Italian Association of Agricultural and Applied Economics (AIEAA).
• Ivkov, Milan & Blešić, Ivana & Popov Raljić, Jovanka & Ivkov Džigurski, Anđelija & Pivac, Tatjana & Jovanović, Tamara, 2015. "Visitors’ Motives For Attending A Hybrid Event: A Case Study Of Agricultural Fair," Economics of Agriculture, Institute of Agricultural Economics, vol. 62(1), pages 1-20, March.
• Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke, 2016. "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 623-639.
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• Nicoleta Mihaela FLOREA & Stelian SELISTEANU & Radu BUZIERNESCU, 2015. "Approaching Performance Audit in Public Institutions," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 74-79, December.
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• Robert A. Jarrow, 2015. "Asset Price Bubbles," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 201-218, December.
• Mihaela Brindusa Tudose & Valentina Diana Rusu, 2015. "Global Competitiveness Of The European Union Member States: Evolution And Perspectives," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 22.
• Ralph Sonenshine & Evan Kraft, 2015. "What Motivates Banks and Other Financial Services Firms to Merge? An Empirical Analysis of Economic and Institutional Factors," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 66-82, August.
• Vladimir Tsenkov, 2015. "Crisis Influences between Developed and Developing Capital Markets – The Case of Central and Eastern European Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 71-107.
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• Josef Schroth, 2015. "Managerial Compensation Duration and Stock Price Manipulation," Staff Working Papers 15-25, Bank of Canada.
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• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015. "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers) 277, Bank of Italy, Economic Research and International Relations Area.
• Marcello Pericoli & Giovanni Veronese, 2015. "Forecaster heterogeneity, surprises and financial markets," Temi di discussione (Economic working papers) 1020, Bank of Italy, Economic Research and International Relations Area.
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• Lauren Stagnol, 2015. "Designing a corporate bond index on solvency criteria," EconomiX Working Papers 2015-39, University of Paris Nanterre, EconomiX.
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• Martin , Thorsten & Sonnenburg , Florian, 2015. "Managerial Ownership Changes and Mutual Fund Performance," HEC Research Papers Series 1102, HEC Paris.
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• Marina DRUZ & Alexander F. WAGNER & Alexander Richard J. ZECKHAUSER, 2015. "Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls," Swiss Finance Institute Research Paper Series 15-02, Swiss Finance Institute.
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• Birru, Justin, 2015. "Psychological Barriers, Expectational Errors, and Underreaction to News," Working Paper Series 2014-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Chen, Jia & Hou, Kewei & Stulz, Rene M., 2015. "Are Firms in 'Boring' Industries Worth Less?," Working Paper Series 2015-02, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina, 2015. "Tick Size: Theory and Evidence," Working Paper Series 2015-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Hou, Kewei & Xue, Chen & Zhang, Lu, 2015. "A Comparison of New Factor Models," Working Paper Series 2015-05, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Birru, Justin & Wang, Baolian, 2015. "The Nominal Price Premium," Working Paper Series 2015-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Zhang, Lu, 2015. "The Investment CAPM," Working Paper Series 2015-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Israeli, Doron & Lee, Charles M. C. & Sridharan, Suhas A., 2015. "Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective," Research Papers 3322, Stanford University, Graduate School of Business.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2015. "Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry," Working Papers 15-07, University of Pennsylvania, Wharton School, Weiss Center.
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• Aabo, Tom & Pantzalis, Christos & Park, Jung Chul, 2015. "Multinationality and opaqueness," Journal of Corporate Finance, Elsevier, vol. 30(C), pages 65-84.
• Amin, Abu S. & Dutta, Shantanu & Saadi, Samir & Vora, Premal P., 2015. "Institutional shareholding and information content of dividend surprises: Re-examining the dynamics in dividend-reappearance era," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 152-170.
• Bradley, Daniel & Kim, Incheol & Krigman, Laurie, 2015. "Top VC IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 186-202.
• Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015. "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 203-219.
• Xiao, Gang, 2015. "Trading and earnings management: Evidence from China's non-tradable share reform," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 67-90.
• Li, Shan & Brockman, Paul & Zurbruegg, Ralf, 2015. "Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares," Journal of Corporate Finance, Elsevier, vol. 32(C), pages 347-362.
• OPREAN Camelia, 2015. "Theoretical And Methodological Proposals Regarding The Informational Efficiency Of Financial Markets," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(6), pages 66-80, December.
• Sumit Agarwal & Artashes Karapetyan, 2015. "Salience of debt and homebuyers' credit decisions," Working Paper 2015/21, Norges Bank, revised 20 Nov 2016.
• Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe, 2015. "Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?," Boston College Working Papers in Economics 881, Boston College Department of Economics, revised 29 Jul 2015.
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• Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip, 2015. "Interactions among high-frequency traders," Bank of England working papers 523, Bank of England.
• Brugler, James, 2015. "Into the light: dark pool trading and intraday market quality on the primary exchange," Bank of England working papers 545, Bank of England.
• Anderson, Nicola & Webber, Lewis & Noss, Joseph & Beale, Daniel & Crowley-Reidy, Liam, 2015. "Financial Stability Paper 34: The resilience of financial market liquidity," Bank of England Financial Stability Papers 34, Bank of England.
• He, Qing & Lu, Liping & Ongena, Steven, 2015. "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," BOFIT Discussion Papers 1/2015, Bank of Finland, Institute for Economies in Transition.
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• Klein, Paul-Olivier & Weill, Laurent, 2015. "Is it worth issuing bonds in China? Evidence from stock market reactions," BOFIT Discussion Papers 33/2015, Bank of Finland, Institute for Economies in Transition.
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• Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015. "Which financial stocks did short sellers target in the subprime crisis?," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 87-103.
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• Laakkonen, Helinä, 2015. "Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market," Research Discussion Papers 4/2015, Bank of Finland.
• Francis, Bill & Hasan, Iftekhar & Li, Lingxiang, 2015. "Evidence for the existence of downward real earnings management," Research Discussion Papers 13/2015, Bank of Finland.
• Zuzana FUNGACOVA & Christophe J. GODLEWSKI & Laurent WEILL, 2015. "Does the Type of Debt Matter? Stock Market Perception in Europe," Working Papers of LaRGE Research Center 2015-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  • Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2015. "Does the type of debt matter? Stock market perception in Europe," Research Discussion Papers 19/2015, Bank of Finland.
• Ambrocio, Gene, 2015. "Rational exuberance booms and asymmetric business cycles," Research Discussion Papers 24/2015, Bank of Finland.
• Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano, 2015. "Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series 15-E-2, Bank of Japan.
• Jieun Lee, 2015. "The Effects of Monetary Policy Announcements on Stock Market Liquidity (in Korean)," Working Papers 2015-6, Economic Research Institute, Bank of Korea.
• Park, Cyn-Young & Mercado, Rogelio & Choi, Jaehun & Lim, Hosung, 2015. "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series 427, Asian Development Bank.
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• Rahmi Erdem Aktug, 2015. "Empirical dynamics of emerging financial markets during the global mortgage crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(1), pages 17-36, March.
• Imlak Shaikh & Puja Padhi, 2015. "The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(1), pages 44-52, March.
• Nasif Ozkan & Mustafa Mesut Kayali, 2015. "The accrual anomaly: Evidence from Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(2), pages 115-125, June.
• Eyup Kadioðluu & Guray Kuçukkocaoglu & Saim Kilic, 2015. "Closing price manipulation in Borsa Istanbul and the impact of call auction sessions," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(3), pages 213-221, September.
• Walid Mensi & Shawkat Hammoudeh & Ahmet Sensoy & Seong-Min Yoon, 2015. "Dynamic Correlations and Portfolio Diversification between Islamic and Conventional Sector Equity Indexes," Working Paper 31, Research and Business Development Department, Borsa Istanbul.
• Richard Saito & Marco Tulio Clivati Padilha, 2015. "Por que as empresas fecham o capital no Brasil?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(2), pages 200-250.
• Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015. "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(3), pages 365-393.
• Antonio Zoratto Sanvicente, 2015. "The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(4), pages 631-649.
• Andrea Pinna, 2015. "Price Formation of Pledgeable Securities," BEMPS - Bozen Economics & Management Paper Series BEMPS26, Faculty of Economics and Management at the Free University of Bozen.
• Fany Declerck & Laurence Lescourret, 2015. "Dark pools et trading haute fréquence : une évolution utile ?," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 113-126.
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• Meredith A. Crowley & Huasheng Song, 2015. "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," Cambridge Working Papers in Economics 1529, Faculty of Economics, University of Cambridge.
• Volha Audzei, 2015. "Information Acquisition and Excessive Risk: Impact of Policy Rate and Market Volatility," ACTA VSFS, University of Finance and Administration, vol. 9(2), pages 115-135.
  • Volha Audzei, 2015. "Information Acquisition and Excessive Risk: Impact of Policy Rate and Market Volatility," CERGE-EI Working Papers wp536, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Gabriela Kuvikova, 2015. "Loans for Better Living: The Role of Informal Collateral," CERGE-EI Working Papers wp541, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Xiaobao Song, 2015. "Monitoring or tunneling by large shareholders: evidence from China private listed companies," China Finance Review International, Emerald Group Publishing, vol. 5(2), pages 187-211, May.
• François Aubert & Waël Louhichi, 2015. "Analyst earnings forecast revision activity around profit warnings across four European countries," Journal of Applied Accounting Research, Emerald Group Publishing, vol. 16(1), pages 58-87, May.
• Wasim Ahmad & Sanjay Sehgal, 2015. "The investigation of destabilization effect in India’s agriculture commodity futures market: An alternative viewpoint," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 7(2), pages 122-139, May.
• Maria Chiara Amadori & Lamia Bekkour & Thorsten Lehnert, 2015. "The relative informational efficiency of stocks, options and credit default swaps during the financial crisis," Journal of Risk Finance, Emerald Group Publishing, vol. 15(5), pages 510-532, January.
• Christian Fieberg & Finn Marten Körner & Jörg Prokop & Armin Varmaz, 2015. "Big is beautiful: the information content of bank rating changes," Journal of Risk Finance, Emerald Group Publishing, vol. 16(3), pages 233-252, May.
  • Christian Fieberg & Armin Varmaz & Jörg Prokop & Finn Marten Körner, 2013. "The News Content of Bank Rating Changes - Evidence from a Global Event Study," ZenTra Working Papers in Transnational Studies 24 / 2013, ZenTra - Center for Transnational Studies, revised Dec 2013.
• Armin Varmaz & Christian Fieberg & Jörg Prokop, 2015. "The value relevance of “too-big-to-fail” guarantees: Evidence from the 2008-2009 banking crisis," Journal of Risk Finance, Emerald Group Publishing, vol. 16(5), pages 498-518, November.
• Krishna Kumar & Lucy Lim, 2015. "Was Andersen’s audit quality lower than its peers?: A comparative analysis of audit quality," Managerial Auditing Journal, Emerald Group Publishing, vol. 30(8/9), pages 911-962, October.
• Thanh T. Nguyen & Ninon K. Sutton & Dung (June) Pham, 2015. "The post-repurchase announcement drift: an anomaly in disguise?," Managerial Finance, Emerald Group Publishing, vol. 41(2), pages 205-224, February.
• Rahul Ravi & Youna Hong, 2015. "Information asymmetry around S&P 500 index changes," Review of Accounting and Finance, Emerald Group Publishing, vol. 14(2), pages 106-127, May.
• Fabrizio Ferriani, 2015. "Traders and time: who moves the market?," Studies in Economics and Finance, Emerald Group Publishing, vol. 32(1), pages 74-97, March.
• Fohlin, Caroline & Gehrig, Thomas & Haas, Marlene, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CEPR Discussion Papers 10497, C.E.P.R. Discussion Papers.
  • Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CESifo Working Paper Series 6048, CESifo Group Munich.
  • Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," Emory Economics 1503, Department of Economics, Emory University (Atlanta).
  • Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016. "Rumors and Runs in Opaque Markets: Evidence from the Panic in 1907," Emory Economics 1605, Department of Economics, Emory University (Atlanta).
• David E. Allen & Michael McAleer & Abhay K. Singh, 2015. "Daily Market News Sentiment and Stock Prices," Documentos de Trabajo del ICAE 2015-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Allen, D.E. & McAleer, M.J. & Singh, A.K., 2015. "Daily Market News Sentiment and Stock Prices," Econometric Institute Research Papers EI2015-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2015. "Daily Market News Sentiment and Stock Prices," Tinbergen Institute Discussion Papers 15-090/III, Tinbergen Institute.
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015. "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers EI2015-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 08/2015, Stellenbosch University, Department of Economics.
  • Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
  • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 201544, University of Pretoria, Department of Economics.
• Paul Tucker & Michael Haliassos & Theodor Kockelkoren & Juan Carlos Ureta & José Manuel González-Páramo & Lori J. Schock & Colin Mayer & Eddy Wymeersch, 2015. "Challenges in Securities Markets Regulation: Investor Protection and Corporate Governance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/1 edited by Pablo Gasós & Ernest Gnan & Morten Balling.
• Peter Fisher & Petri Jylhä & Jussi Keppo & Erkki Liikanen & George G. Pennacchi, 2015. "Liquidity and Market Efficiency – Alive and well?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/3 edited by Esa Jokivuolle & Jouko Vilmunen.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan, 2015. "Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets," International Econometric Review (IER), Econometric Research Association, vol. 7(1), pages 13-33, April.
• Lyudmila N. Rodionova & Olga G. Kantor & Natalia O. Ruhlyada & Svetlana A. Karpovskaya, 2015. "Optimization of Shareholders's Incomes with Investments into Production Reforming," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 101-114.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015. "Option prices and model-free measurement of implied herd behavior in stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-35.
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• Fu, Jiangtao & Shimamoto, Daichi & Todo, Yasuyuki, 2017. "Can firms with political connections borrow more than those without? Evidence from firm-level data for Indonesia," Journal of Asian Economics, Elsevier, vol. 52(C), pages 45-55.
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• Elena Moreno García. & Daniel Vázquez Cotera. & Sergio Hernández Mejía & Luis Alberto Larios Ojeda, 2015. "Interdependencia de los mercados de valores en el mundo," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 43(2), pages 155-181, Julio-Dic.
• Ferran Armada Ramírez, 2015. "European Energy Market Integration: Efficiency Improvements in Electricity Producing Firms," UB Economics Working Papers 2015/331, Universitat de Barcelona, Facultat d'Economia i Empresa, UB Economics.
• Ion-Iulian MARINESCU & Alexandra HOROBET, 2015. "Rules and Discretion in Monetary Policy: Is the Response of the Stock Market Rational?," Expert Journal of Economics, Sprint Investify, vol. 3(1), pages 50-62.
• Lubomira Gertler, 2015. "Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 106-126, March.
• Jiri Novak, 2015. "Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 167-190, April.
• Ales Cornanic & Jiri Novak, 2015. "Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(4), pages 307-335, August.
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• David Court & Benjamin Gillen & Jordi McKenzie & Charles R. Plott, 2018. "Two information aggregation mechanisms for predicting the opening weekend box office revenues of films: Boxoffice Prophecy and Guess of Guesses," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(1), pages 25-54, January.
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• An, Li & Wang, Huijun & Wang, Jian & Yu, Jianfeng, 2015. "Lottery-related anomalies: the role of reference-dependent preferences," Globalization Institute Working Papers 259, Federal Reserve Bank of Dallas.
• Foley-Fisher, Nathan & Narajabad, Borghan N. & Verani, Stephane, 2015. "Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry," Finance and Economics Discussion Series 2015-32, Board of Governors of the Federal Reserve System (US).
  • Stephane Verani & Borghan Narajabad & Nathan Foley-Fisher, 2016. "Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry," 2016 Meeting Papers 414, Society for Economic Dynamics.
• Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics 874, Boston College Department of Economics, revised 23 Apr 2015.
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  • Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016. "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series 1882, European Central Bank.
• Brownlees, Christian & Chabot, Benjamin & Ghysels, Eric & Kurz, Christopher J., 2015. "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series WP-2015-9, Federal Reserve Bank of Chicago.
• Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2018. "Informational Contagion in the Laboratory," Review of Finance, European Finance Association, vol. 22(3), pages 877-904.
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• Garratt, Rod & Zimmerman, Peter, 2015. "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports 717, Federal Reserve Bank of New York.
• Acharya,Sushant & Pedraza Morales,Alvaro Enrique, 2015. "Asset price effects of peer benchmarking : evidence from a natural experiment," Policy Research Working Paper Series 7239, The World Bank.
  • Acharya, Sushant & Pedraza, Alvaro, 2015. "Asset price effects of peer benchmarking: evidence from a natural experiment," Staff Reports 727, Federal Reserve Bank of New York.
• Flannery, Mark & Hirtle, Beverly & Kovner, Anna, 2017. "Evaluating the information in the federal reserve stress tests," Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 1-18.
  • Flannery, Mark J. & Hirtle, Beverly & Kovner, Anna, 2015. "Evaluating the information in the Federal Reserve stress tests," Staff Reports 744, Federal Reserve Bank of New York, revised 01 Aug 2016.
• Calem, Paul S. & Lambie-Hanson, Lauren & Nakamura, Leonard I., 2015. "Information losses in home purchase appraisals," Working Papers 15-11, Federal Reserve Bank of Philadelphia.
• Douglas Davis & Edward Simpson Prescott, 2017. "Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 33-71, June.
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• Sheng Guo & William Hardin, 2015. "Financial and Housing Wealth, Expenditures and the Dividend to Ownership," Working Papers 1506, Florida International University, Department of Economics.
• Ravioli, Mario & Fabregat-Aibar, Laura, 2015. "Analysis Of Recommendations About Expected Prices Of Ibex 35 Using Fuzzy Numbers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 51-70, May.
• Nuno Silva, 2015. "Industry based equity premium forecasts," GEMF Working Papers 2015-19, GEMF, Faculty of Economics, University of Coimbra.
• Jen-Je Su & Eduardo Roca & Victor SH Wong, 2015. "The efficiency of Asian stock markets: Fresh evidence based on new tests," Discussion Papers in Finance finance:201507, Griffith University, Department of Accounting, Finance and Economics.
• Robert J Bianchi & Michael E Drew & John Hua Fan, 2015. "Microscopic momentum in commodity futures," Discussion Papers in Finance finance:201510, Griffith University, Department of Accounting, Finance and Economics.
• Abbas Valadkhani & Andrew C Worthington & Russell Smyth, 2015. "Seasonality in Australian capital city house and unit prices," Discussion Papers in Finance finance:201512, Griffith University, Department of Accounting, Finance and Economics.
• Hentati-Kaffel, Rania & de Peretti, Philippe, 2015. "Generalized runs tests to detect randomness in hedge funds returns," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 608-615.
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• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Documents de travail du Centre d'Economie de la Sorbonne 14030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01215755, HAL.
• Bernard De Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Documents de travail du Centre d'Economie de la Sorbonne 15054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard De Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169563, HAL.
• Boubaker, Sabri & Farag, Hisham & Nguyen, Duc Khuong, 2015. "Short-term overreaction to specific events: Evidence from an emerging market," Research in International Business and Finance, Elsevier, vol. 35(C), pages 153-165.
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• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015. "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 284-291.
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• Sandrine Jacob Leal, 2015. "Fundamentalists, Chartists and Asset Pricing Anomalies," Post-Print hal-01369851, HAL.
• Nicolas Huck, 2015. "Pairs trading: does volatility timing matter?," Post-Print hal-01370246, HAL.
• Georges Prat & Remzi Uctum, 2015. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3673-3695, July.
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