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

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Most recent items first, undated at the end.

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2016 The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective
by Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta

2016 The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches
by Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar

2016 Stock Returns Following Large Price Changes and News Releases – Evidence from Germany
by Prof. Dr. Christian Tallau & Prof. Dr. Rainer Baule

2016 Efectos de sorpresas económicas en la estructura de tasas de interés. Evidencia para Brasil, Chile y México
by Ceballos Sanhueza, Luis

2016 Systemic risk: Time-lags and persistence
by Kubitza, Christian & Gründl, Helmut

2016 Die Bewertung von Aktienanleihen mit Barriere: Eine Fallstudie für die Easy-Aktienanleihe der Deutschen Bank
by Hofmann, Maurice & Rottmann, Horst

2016 Jumps and Information Asymmetry in the US Treasury Market
by Dumitru, Ana-Maria & Urga, Giovanni

2016 Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China
by He, Qing & Lu, Liping & Ongena, Steven

2016 Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices
by Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad

2016 High-frequency trading in the Bund futures market
by Schlepper, Kathi

2016 Credit risk interconnectedness: What does the market really know?
by Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia

2016 Inflation anchoring in the euro area
by Speck, Christian

2016 Corporate tax minimization and stock price reactions
by Blaufus, Kay & Möhlmann, Axel & Schwäbe, Alexander

2016 Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis
by Park, Andreas & Sgroi, Daniel

2016 Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2016 Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2016 Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2016 Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns
by Fausto Corradin & Domenico Sartore

2016 Non Central Moments of the Truncated Normal Variable
by Fausto Corradin & Domenico Sartore

2016 Toward a General Model of Financial Markets
by Nihad Aliyev & Xue-Zhong He

2016 Pricing of Catastrophe Risk and the Implied Volatility Smile
by Ben Ammar, Semir

2016 The Intervaling Effect on Higher-Order Co-Moments
by Thomas Conlon & John Cotter & Chenglu Jin

2016 Grexit News and Stock Returns
by Andreas Haupenthal & Matthias Neuenkirch

2016 Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter
by Roman Frydman & Joshua R. Stillwagon

2016 Board Structure and Financial Performance Efficiency of Turkish Business Groups with GRA and DEA methods
by İskender Peker & Tarhan Okan & Emine Yılmaz & Şerife Demirelli

2016 Qualitative Guidance and Predictability of Monetary Policy in South Africa
by Alain Kabundi & NtuthukoTsokodibane

2016 Information Processing in Freight and Freight Forward Markets: An Event Study on OPEC Announcements
by Lauenstein, Philipp & Küster Simic, André

2016 Equity Premium Prediction: The Role of Economic and Statistical Constraints
by Jiahan Li & Ilias Tsiakas

2016 Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers
by Riccardo Ferretti & Pierpaolo Pattitoni & Roberto Patuelli

2016 Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair
by Alasdair Brown & Dooruj Rambaccussing & James Reade & Giambattista Rossi

2016 Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets
by Nasha Ananchotikul & Longmei Zhang

2016 Particularitǎţi ale evoluţiei variabilelor financiare
by Stefanescu, Razvan & Dumitriu, Ramona

2016 U.S. bank M&As in the post-Dodd-Frank Act era: Do they create value?
by Leledakis, George N. & Pyrgiotakis, Emmanouil G.

2016 Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market
by Sinha, Pankaj & Mathur, Kritika

2016 Do Investors Listen to Fiscal Policy? – Study case Bucharest Stock Exchange
by Stoian, Andreea & Iorgulescu, Filip

2016 Exploring the effect of terrorist attacks on markets
by Halkos, George & Zisiadou, Argyro

2016 Stock market scams, shell companies, penny shares, boiler rooms and cold calling: the UK experience
by barnes, paul

2016 Cutthroats or comrades: Information sharing among competing fund managers
by Ganglmair, Bernhard & Holcomb, Alex & Myung, Noah

2016 The Effect of Infomation on Financial Markets: A Survey
by Chouliaras, Andreas

2016 Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation
by Ceylan, Özcan

2016 Para Politikası Belirsizliği Altında Aktarım Mekanizması: Türkiye Örneği
by Bulut, Mustafa & Karasoy, Hatice Gökçe

2016 Price Discovery in the Chinese Gold Market
by Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang

2016 Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?
by Kim, Jae

2016 Stepping out of the limit order book: Empirical evidence from the EBS FX market
by Yoshida, Yushi & Susai, Masayuki

2016 Stock Return Predictability: Evaluation based on Prediction Intervals
by Charles, Amelie & Darne, Olivier & Kim, Jae

2016 The Effects of Money Laundering (ML) on Growth: Application to the Gulf Countries
by Issaoui, Fakhri & WASSIM, TOUILI & HASSEN, TOUMI

2016 Political connections and IPO underpricing: An efficiency problem
by Gounopoulos, Dimitrios & Kallias, Konstantinos & Newton, David & Tzeremes, Nickolaos

2016 The Bright Side of Financial Derivatives: Options Trading and Firm Innovation
by Blanco, Iván & Wehrheim, David

2016 Stock Market Liberalizations and Efficiency: The Case of Latin America
by Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi

2016 Analysis & Test of Market Efficiency: A Case Study of KSE
by Shaikh, Slam Ahmed

2016 A Rational Inattention Perspective on Equilibrium Asset Pricing under Heterogeneous Information with Structural Breaks and Market Efficiency
by Steve, Heinke & Niels, Warmuth

2016 Are rankings of financial analysts useful to investors?
by Artur Aiguzhinov & Ana Paula Serra & Carlos Soares

2016 Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market
by Juliane Proelss & Denis Schweizer & Volker Seiler

2016 Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market
by Juliane Proelss & Denis Schweizer & Volker Seiler

2016 Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance
by Roman Horváth & Štefan Lyócsa & Eduard Baumöhl

2016 Cash Flow Duration and the Term Structure of Equity Returns
by Michael Weber

2016 Analyst Promotions within Credit Rating Agencies: Accuracy or Bias?
by Darren J. Kisgen & Matthew Osborn & Jonathan Reuter

2016 Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets
by Nina Boyarchenko & David O. Lucca & Laura Veldkamp

2016 The Value of Trading Relationships in Turbulent Times
by Marco Di Maggio & Amir Kermani & Zhaogang Song

2016 Using a Free Permit Rule to Forecast the Marginal Abatement Cost of Proposed Climate Policy
by Kyle C. Meng

2016 Coordinated Noise Trading: Evidence from Pension Fund Reallocations
by Zhi Da & Borja Larrain & Clemens Sialm & José Tessada

2016 Rethinking Performance Evaluation
by Campbell R. Harvey & Yan Liu

2016 Trading Skill: Evidence from Trades of Corporate Insiders in Their Personal Portfolios
by Itzhak Ben-David & Justin Birru & Andrea Rossi

2016 The Social Value of Financial Expertise
by Pablo Kurlat

2016 Overconfident Investors, Predictable Returns, and Excessive Trading
by Kent Daniel & David Hirshleifer

2016 Synchronization in human decision making
by Yi-Fang Liu & Jørgen Vitting Andersen & Maxime Frolov & Philippe de Peretti

2016 Endogenous information revelation in a competitive credit market and credit crunch
by Yuanyuan Li & Bertrand Wigniolle

2016 Is the ECB unconventional monetary policy effective?
by Inês Pereira

2016 When Overconfident Traders Meet Feedback Traders
by Fabrice Rousseau & Hervé Boco & Laurent Germain

2016 Why Do Companies Issue Sukuk?
by Paul-Olivier KLEIN & Laurent WEILL

2016 Is It Worth Issuing Bonds in China? Evidence from Stock Market Reactions
by Paul-Olivier Klein & Laurent Weill

2016 The predictive power of the implied volatility of interest rates: Evidence from US Dollar, Euro, and Japanese Yen
by Takahiro Hattori

2016 Do Option Traders Target Firms With Poor Earnings Quality
by Cristhian Mellado & Surendranath R. Jory & Thanh N. Ngo

2016 The impact of information-based familiarity on the stock market
by Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang

2016 Asymmetric Information under the Kafala Sponsorship System: Impacts on Foreign Domestic Workers' Income and Employment Status in the GCC Countries
by Malit, Jr., Froilan T. & Naufal, George S

2016 The Intraday Market Liquidity of Japanese Government Bond Futures
by Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba

2016 Irrational Exuberance and Herding in Financial Markets
by Christopher Boortz & & &

2016 Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model
by Alexander Porshnev & Valeria Lakshina & Ilya Redkin

2016 Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
by Liu, Yuna

2016 Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation
by Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas

2016 The size premium and intertemporal risk
by de Oliveira Souza, Thiago

2016 Potential Climate Risks in Financial Markets: A Literature Overview
by Hjort, Ingrid

2016 Do Developing Countries Lose Money on Central Bank Intervention? The Case of Zambia in Copper-Market Boom and Bust
by Simatele, Munacinga & Sjö, Bo & Sweeny, Richard

2016 Embracing the sharks: The impact of information exposure on the likelihood and quality of CVC investments
by Mohammadi, Ali & Khashabi, Pooyan

2016 An Event Study of Patent Verdicts and Judicial Leakage
by Bryan Engelhardt & Zachary Fernandes

2016 Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair
by Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi

2016 A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps
by Maria do Rosario Correia & Christian Gokus & Andrew Hughes Hallett & Christian Richter

2016 Saving China's Stock Market
by Yi Huang & Jianjun Miao & Pengfei Wang

2016 The Federal Reserve and market confidence
by Boyarchenko, Nina & Haddad, Valentin & Plosser, Matthew

2016 The Life Insurance Industry and Systemic Risk: A Bond Market Perspective
by Paulson, Anna L. & Rosen, Richard J.

2016 News versus Sentiment : Predicting Stock Returns from News Stories
by Heston, Steven L. & Sinha, Nitish R.

2016 The rank effect for commodities
by Fernholz, Ricardo T. & Koch, Christoffer

2016 Competitors' Stock Price Reaction to Mass Layoff Announcements
by Bordeman, Adam & Kannan, Bharadwaj & Pinheiro, Roberto

2016 Can there be a market for cheap-talk information? Some experimental evidence
by Cabrales, Antonio; Feri, Francesco; Gottardi, Piero; Meléndez-Jiménez, Miguel A.

2016 Competing Mechanisms in Markets for Lemons
by Auster, Sarah; Gottardi, Piero

2016 Bank opacity and financial crises
by Jungherr, Joachim

2016 Does speculation in the oil market drive investor herding in net exporting nations?
by Mehmet Balcilar & Riza Demirer & Talat Ulussever

2016 If you’re so smart: John Maynard Keynes and currency speculation in the interwar years
by Olivier Accominotti & David Chambers

2016 Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles
by Eddie Gerba & Dawid Zochowski

2016 The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate
by Alberto Caruso

2016 Sticky Expectations and Stock Market Anomalies
by Thesmar , David & Bouchaud, Jean-Philippe & Krueger , Philipp & Landier , Augustin

2016 The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly
by Thesmar , David & Bouchaud , Jean-Philippe & Stefano , Ciliberti & Landier , Augustin & Simon , Guillaume

2016 Earnings Increases as a Type-Revealing Signal
by Capkun, Vedran & Beneish , Messod Daniel

2016 Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair
by Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi

2016 Do markets learn to rationally expect US interest rates? evidence from survey data
by Georges Prat & Remzi Uctum

2016 Monetary Policy and Mispricing in Stock Markets
by Benjamin Beckers & Kerstin Bernoth

2016 The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets
by Martin T. Bohl & Christian Gross & Waldemar Souza

2016 Who is afraid of BlackRock?
by Massa, Massimo & Schumacher, David & Wang, Yan

2016 Expected skewness and momentum
by Jacobs, Heiko & Regele, Tobias & Weber, Martin

2016 Blockholders: A Survey of Theory and Evidence
by Edmans, Alex & Holderness, Clifford

2016 Endowment Effects in the Field: Evidence from India's IPO Lotteries
by Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun

2016 Liquidity, Information Aggregation, and Market-Based Pay in an Efficient Market
by Calcagno, Riccardo & Heider, Florian

2016 Can there be a market for cheap-talk information? Some experimental evidence
by Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A.

2016 Anomalous Trading Prior to Lehman Brothers' Failure
by Gehrig, Thomas & Haas, Marlene

2016 Securitisation Bubbles: Structured finance with disagreement about default correlations
by Broer, Tobias

2016 Short-Selling Bans and Bank Stability
by Beber, Alessandro & Fabbri, Daniela & Pagano, Marco

2016 Ripple Effects of Noise on Corporate Investment
by Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent & Matray, Adrien

2016 The Impact of Expropriations on the Stock Prices of the Parent Companies: Sell on the rumor, buy on the news?
by Diana Constanza Restrepo Ochoa & Juan Ignacio Peña

2016 Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion
by Lubos Komarek & Kristyna Ters & Jorg Urban

2016 Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907
by Caroline Fohlin & Thomas Gehrig & Marlene Haas

2016 Cash Flow Duration and the Term Structure of Equity Returns
by Michael Weber

2016 A Neglected Semi-Stylized Fact of Daily Stock Returns
by Walter Kraemer

2016 A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
by Christiane Baumeister & Lutz Kilian

2016 The Effect of Trade Liberalization on Firm-Level Profits: An Event-Study Approach
by Holger Breinlich

2016 Dynamic Efficiency of Stock Markets and Exchange Rates
by Ahmet Sensoy & Benjamin M. Tabak

2016 Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers
by R. Ferretti & P. Pattitoni & R. Patuelli

2016 When did the stock market start to react less to downgrades by Moody’s, S&P and Fitch?
by G. Marandola & R. Mossucca

2016 How large banks use CDS to manage risks: bank-firm-level evidence
by Hasan, Iftekhar & Wu, Deming

2016 Credit default swaps and bank loan sales: evidence from bank syndicated lending
by Hasan, Iftekhar & Wu, Deming

2016 In search of concepts : The effects of speculative demand on returns and volume
by Gwilym, Owain Ap & Wang, Qvigwei & Hasan, Iftekhar & Xie, Ru

2016 Liquidity determinants in the UK gilt market
by Benos, Evangelos & Zikes, Filip

2016 Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act
by Benos, Evangelos & Payne, Richard & Vasios, Michalis

2016 Disclosure of Corporate Tax Reports, Tax Enforcement, and Insider Trading
by Jordi Caballé & Ariadna Dumitrescu

2016 Bank Opacity and Financial Crises
by Joachim Jungherr

2016 Information Spillovers in Asset Markets with Correlated Values
by Vladimir Asriyan & William Fuchs & Brett Green

2016 Informational contagion in the laboratory
by Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer

2016 Retail Order Flow Segmentation
by Corey Garriott & Adrian Walton

2016 A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
by Christiane Baumeister & Lutz Kilian

2016 Improving on daily measures of price discovery
by Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer

2016 Arbitrage without borrowing or short selling?
by Mikko S. Pakkanen & Jani Lukkarinen

2016 Management Of Diversity In Open Innovation Processes
by Teemu Santonen

2016 Intra-Organisational Knowledge Flows: A Coopetition Perspective On Post-Acquisition And -Merger Activities
by Audrey Depeige & Stavros Sindakis

2016 Understanding Open Service Innovation And The Role Of Intermediaries
by Wil Janssen & Timber Haaker & Harry Bouwman

2016 Ambidextrous Organisational And Individual Competencies In Oi: The Dawn Of A New Research Agenda
by Joachim Hafkesbrink & Markus Schroll

2016 Characteristics Of Open Innovation Cultures In Different Regional Contexts
by Peter Prud'homme van Reine

2016 Open Innovation In University–Industry Collaboration: Communities Of Practice
by Päivi Iskanius

2016 Crowdsourcing For Value Creation In Lean Start-Ups
by Pia Erkinheimo & Hannu Kärkkäinen & Jari Jussila

2016 Can Crowdsourcing Platforms Be Used In B2b Innovation?
by Hannu Kärkkäinen & Jari Jussila & Jani Multasuo & Nina Helander

2016 Customer Involvement In Innovation In Service Sector
by Jaakko Paasi

2016 How To Motivate And Reward Customers In An O Nline Co-Creation Process?
by Maria Antikainen & Marketta Niemelä

2016 Financial Services And Open Innovation
by Patrick Schueffel & Iustin Vadana

2016 The Feasibility Of Open Service Innovation
by Tor Helge Aas & Per Egil Pedersen

2016 Living Labs And Open Innovation In European Context
by Bror Salmelin

2016 Open Innovation And Territory
by Marcin Baron

2016 Open Innovation Networks: Exploring Actor Roles And Network Orchestration In Living Lab
by Dimitri Schuurman & Bram Lievens & Carina Veeckman & Lieven De Marez & Pieter Ballon

2016 Open Innovation Adoption Practices And Evaluation Methods In The Global Process Industry
by Jarkko Pellikka & Miika Kajanus & Marko Seppänen

2016 Leveraging Design Thinking To Innovate
by Denis Dennehy & Frederic Adam & Fergal Carton

2016 Futures Of Innovation Systems And Innovation Management: Open Innovation Paradigm Analysed From Futures Perspectives
by Jari Kaivo-oja & Teemu Santonen

2016 Sustainable Innovation: Solving Wicked Problems Through Innovation
by Antti Hautamäki & Kaisa Oksanen

2016 Open Innovation Or Innovation In The Open? An Exploration Of The Strategy–Innovation Link In Five Scale-Intensive Services
by Karl Joachim Breunig & Tor Helge Aas & Katja Maria Hydle

2016 Open Data For Open Science: Aspirations, Realities, Challenges And Opportunities
by Vera Lipton

2016 Open Questions About Open Innovations
by Leonid Chechurin

2016 Open Innovation:A Multifaceted Perspective(In 2 Parts)
by

2016 Agrarrohstoffpreise und Lebensmittelpreise in armen Ländern
by Holtemöller, Oliver

2016 An examination of short-run performance of IPOs using Extreme Bounds Analysis
by Muhammad Zubair Mumtaz & Zachary A. Smith & Ather Maqsood Ahmed

2016 Transparency and distressed sales under asymmetric information
by Fuchs, William & Öry, Aniko & Skrzypacz, Andrzej

2016 Interest rate spreads in the eurozone: Fundamentals or sentiments?
by Maximilian Gödl & Jörn Kleinert

2016 The role of information for international capital flows: new evidence from the SDDS
by Yuko Hashimoto & K. M. Wacker

2016 Rock around the clock: An agent-based model of low- and high-frequency trading
by Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo

2016 Toward an understanding of market resilience: market liquidity and heterogeneity in the investor decision cycle
by Richard Bookstaber & Michael D. Foley & Brian F. Tivnan

2016 Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation
by Reiner Franke & Frank Westerhoff

2016 Ex-dividend day abnormal returns for special dividends
by Jaideep Chowdhury & Gokhan Sonaer

2016 The day-of-the-week effect is weak: Evidence from the European real estate sector
by Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis

2016 Additional evidence of heuristic-based inefficiency in season wins total betting markets: Major League Baseball
by Bill M. Woodland & Linda M. Woodland

2016 Adaptive basket liquidation
by Torsten Schöneborn

2016 The market price of credit risk and economic states
by Klaus Grobys & Jesper Haga

2016 Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India
by Sanjay Sehgal & Mala Dutt

2016 The Evaluation of Working Capital in Airline Companies Which Proceed in Bist
by Selcuk Kendirli & Aslıhan KAYA

2016 On the relationship between sovereign bonds and credit default swaps in Portugal
by Jorge M. Andraz & Cristina M. Viegas & Nélia M. Norte

2016 The implementation of the finacial-accounting information system
by Dinu Octavian Nicolescu

2016 Why do firms pay stock dividends: Is it just a stock split?
by Xi He & Mingsheng Li & Jing Shi & Garry Twite

2016 Institutional trading around the ex-dividend day
by Andrew Ainsworth & Kingsley YL Fong & David R Gallagher & Graham Partington

2016 Do private equity target firms exhibit less effectual governance structures?
by Peter M Clarkson & Shams Pathan & Andrew Tellam

2016 Australian superannuation (pension) fund product ratings and performance: A guide for fund managers
by John Watson & James Delaney & Michael Dempsey & J. Wickramanayake

2016 Co-existence of short-term reversals and momentum in the Australian equity market
by Daniel Chai & Binh Do

2016 Political and government connections on corporate boards in Australia: Good for business?
by Stephen Gray & Iman Harymawan & John Nowland

2016 The Effects Of Bankruptcy On The Predictability Of Price Formation Processes On Warsaw’S Stock Market
by Pawe³ Fiedor & Artur Ho³da

2016 The influence of currency risk upon the market value of commercial banks operating in the Polish banking sector
by Zbigniew Korzeb

2016 Day-of-the-week effect among the smallest enterprises listed on WSE
by Jakub Keller

2016 Paper profits from value, size and momentum: evidence from the Polish market
by Adam Zaremba & Przemys³aw Konieczka

2016 Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets
by Lucian Liviu Albu & Radu Lupu & Adrian Cantemir Călin

2016 Statistical Assessment of the Value Relevance of Financial Information Reported by Romanian Listed Companies
by Elisabeta Jaba & Ioan-Bogdan Robu & Costel Istrate & Christiana Brigitte Balan & Mihai Roman

2016 Long-Memory in Volatilities of CDS Spreads: Evidences from the Emerging Markets
by Samet Günay & Yanlin Shi

2016 A Study of Nonlinear Dynamics in Equity Market Index: Evidence from Turkey
by Emekter, Riza & Jirasakuldech, Benjamas

2016 Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market
by Kemal Eyuboglu & Sinem Eyuboglu & Rahmi Yamak

2016 Violating United Nations Global Compact Principles: An Event Study
by Anastasia Borisova & Michael Rockinger

2016 Is Macroeconomic Announcement News Priced?
by Peter De Goeij & Jiehui Hu

2016 Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality
by Wafa Kammoun Masmoudi

2016 Multi-Asset Seasonality and Trend-Following Strategies
by Nick Baltas

2016 Verbální intervence ČNB: reaguje devizový kurz na slova bankovní rady?
by Stanislav Hába

2016 Political Business Cycle in the Czech Republic: Case of Municipalities
by Michal Plaček & Milan Půček & František Ochrana & Milan Křápek & Lenka Matějová

2016 Company Profitability Before and After IPO. Is it a Windows Dressing or Equity Dilution Effect?
by Radoslaw Pastusiak & Monika Bolek & Maciej Malaczewski & Marta Kacprzyk

2016 Active Management and Price Efficiency of Exchange-traded Funds
by Tao Chen & Karen H. Y. Wong & Masayuki Susai

2016 Analysis Of Monthly Rates Of Return In April On The Example Of Selected World Stock Exchange Indices
by Krzysztof Borowski

2016 Another Look at Market Responses to Tangible and Intangible Information
by Daniel, Kent & Titman, Sheridan

2016 Market Reactions to Tangible and Intangible Information Revisited
by Gerakos, Joseph & Linnainmaa, Juhani T.

2016 Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis
by Marcin Koltuniak

2016 Methodological issues of credit rating – Are sovereign credit rating actions reconstructible?
by Imre Ligeti & Zsolt Szõrfi

2016 The Aftermarket Performance of Initial Public Offerings in Pakistan
by Muhammad Zubair Mumtaz & Zachary A. Smith & Ather Maqsood Ahmed

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
by Jaydip SEN & Tamal DATTA CHAUDHURI

2016 A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps
by Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER

2016 A befektetői túlreagálás empirikus vizsgálata a Budapesti Értéktőzsdén
by Lakatos, Máté

2016 Short selling and market mispricing
by Eunju Lee

2016 Investor perception of managerial discretion in valuing stock options: an empirical examination
by Chii-Shyan Kuo & Xu Wang & Shih-Ti Yu

2016 The dynamic relation between options trading, short selling, and aggregate stock returns
by R. Jared DeLisle & Bong Soo Lee & Nathan Mauck

2016 Short-horizon event study estimation with a STAR model and real contaminated events
by Panayiotis C. Andreou & Christodoulos Louca & Christos S. Savva

2016 Option listing: market quality revisited
by Leonard L. Lundstrum

2016 CAR associated with SEO share lockups: Real or illusionary?
by Beng Soon Chong & Zhenbin Liu

2016 When noise trading fades, volatility rises
by Jinliang Li

2016 Dodd–Frank and risk in the financial services industry
by Aigbe Akhigbe & Anna D. Martin & Ann Marie Whyte

2016 Insider sales based on short-term earnings information
by Jonathan A. Milian

2016 Excess of the PBO over the ABO and hard pension freezes
by Kun Yu

2016 Trading activities and price discovery in foreign currency futures markets
by Yu-Lun Chen & Yin-Feng Gau & Wen-Ju Liao

2016 Reexamining momentum profits: Underreaction or overreaction to firm-specific information?
by Jungshik Hur & Vivek Singh

2016 Does free cash flow problem contribute to excess stock return synchronicity?
by William Mingyan Cheung & Li Jiang

2016 Effects of frequent information disclosure: the case of daily net asset value reporting for closed-end investment companies
by Gary McCormick & Dan W. French

2016 The day the index rose 11 %: a clinical study on price discovery reversal
by Christoph Schmidhammer & Sebastian Lobe & Klaus Röder

2016 Real Estate Fund Flows and the Flow-Performance Relationship
by David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering

2016 Is There a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices
by Konstantina Kappou & Ioannis Oikonomou

2016 Asset Prices and Taxes: A Cross-Country Perspective
by Trevor Chamberlain & Hesam Shahriari

2016 Price distortion induced by a flawed stock market index
by Kotaro Miwa & Kazuhiro Ueda

2016 Legal Insider Trading and Stock Market Liquidity
by Hans Degryse & Frank Jong & Jérémie Lefebvre

2016 On Modelling and Forecasting Predictable Components in European Stock Markets
by Khurshid M. Kiani

2016 The Asymmetric Momentum Effect in the Chinese Class A Share Market Amid Market Swings
by Yuan Wu

2016 On the impact of macroeconomic news surprises on Treasury-bond returns
by Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout

2016 Does Arab spring have a spillover effect on Dubai financial market?
by Malek Alsharairi & Wa’el Abubaker

2016 Co-movement of oil price, exchange rate and stock index of major oil importing countries: A wavelet coherence approach
by M. Thenmozhi & N. Srinivasan

2016 Cheap IPO: Does it matter?
by Othman Yong

2016 New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach
by Ikechukwu Kelikume

2016 The Transmission of Federal Reserve Tapering News to Emerging Financial Markets
by Joshua Aizenman & Mahir Binici & Michael M. Hutchison

2016 Cash holdings and bank compensation
by Acharya, Viral V. & Mehran, Hamid & Sundaram, Rangarajan K.

2016 Deferred cash compensation: enhancing stability in the financial services industry
by Mehran, Hamid & Tracy, Joseph

2016 Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?
by Paulo Pereira da Silva

2016 Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected?
by Mercedes Alda

2016 Estimating Probability of Informed Trading on the Bucharest Stock Exchange
by Cosmin Octavian Cepoi & Filip Mihai Toma

2016 Separating Winners from Losers: Composite Indicators Based on Fundamentals in the European Context
by Borja Amor-Tapia & Maria T. Tascon

2016 Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors?
by Krzysztof Drachal

2016 Price formation, market quality and the effects of reduced latency in the very short run
by Bank, Matthias & Baumann, Ralf H.

2016 Foreign news and the structure of co-movement in European equity markets: An intraday analysis
by Ben Omrane, Walid & Hussain, Syed Mujahid

2016 The Halloween effect in European sectors
by Carrazedo, Tiago & Curto, José Dias & Oliveira, Luís

2016 Idiosyncratic volatility and stock returns: Evidence from the MILA
by Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio

2016 Do cross-border and domestic bidding firms perform differently? New evidence from continental Europe and the UK
by Mateev, Miroslav & Andonov, Kristiyan

2016 Analysis of market quality before and during short-selling bans
by Alves, Carlos & Mendes, Victor & Silva, Paulo Pereira da

2016 Are foreign earnings disclosures value-relevant?
by Joliet, Robert & Muller, Aline

2016 Why do companies transfer the trading compartment of their common stocks
by Cissé, Abdoul Karim & Fontaine, Patrice

2016 Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention
by Kitamura, Yoshihiro

2016 Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
by Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric

2016 Investor sentiment and local bias in extreme circumstances: The case of the Blitz
by Urquhart, Andrew & Hudson, Robert

2016 MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008
by Assaf, Ata

2016 Microstructures, financial reforms and informational efficiency in an emerging market
by Arjoon, Vaalmikki

2016 Can stochastic discount factor models explain the cross-section of equity returns?
by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R.

2016 Trading behavior in S&P 500 index futures
by Smales, Lee A.

2016 What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads
by Cui, Jin & In, Francis & Maharaj, Elizabeth Ann

2016 Do analysts cater to investor beliefs via target prices
by Chen, An-Sing & Chang, Chong-Chuo & Cheng, Lee-Young & Tu, Hsing-Yu

2016 Using VIX futures to hedge forward implied volatility risk
by Lin, Yueh-Neng & Lin, Anchor Y.

2016 Systematic risk and volatility skew
by Tzang, Shyh-Weir & Wang, Chou-Wen & Yu, Min-Teh

2016 The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?
by Hao, Ying & Chu, Hsiang-Hui & Ho, Keng-Yu & Ko, Kuan-Cheng

2016 Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces
by Chiang, Thomas C. & Chen, Xiaoyu

2016 Derivative markets in emerging economies: A survey
by Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D.

2016 Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach
by Shi, Yanlin & Ho, Kin-Yip & Liu, Wai-Man

2016 Global financial crisis and spillover effects among the U.S. and BRICS stock markets
by Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon

2016 Political connection, government policy, and investor trading: Evidence from an emerging market
by Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun

2016 Global risk spillover and the predictability of sovereign CDS spread: International evidence
by Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen

2016 The impact of short sale restrictions on informed trading in the stock and options markets
by Le, Van & Zurbruegg, Ralf

2016 Ex day effects of the 2003 dividend tax cut
by Bali, Rakesh & Francis, Jack Clark

2016 Technological acquisitions: The impact of geography on post-acquisition innovative performance
by McCarthy, Killian J. & Aalbers, Hendrik Leendert

2016 How does divergence of opinions affect the relative trading activity and information content in option and stock prior to takeover announcement?
by Huang, H.C. & Tung, P.S.

2016 Does market microstructure matter for corporate finance? Theory and evidence on seasoned equity offering decisions
by Cheung, William & Fung, Scott & Tam, Lewis

2016 Realized correlation analysis of contagion
by Vortelinos, Dimitrios I.

2016 Stock market efficiency in China: Evidence from the split-share reform
by Beltratti, Andrea & Bortolotti, Bernardo & Caccavaio, Marianna

2016 The fair value option for liabilities and stock returns during the financial crisis
by Couch, Robert & Wu, Wei

2016 Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets
by Ng, Chi Cheong Allen & Shen, Jianfu

2016 Market dynamics and momentum in the Taiwan stock market
by Lin, Chaonan & Ko, Kuan-Cheng & Feng, Zhi-Xiang & Yang, Nien-Tzu

2016 Information content of directors' trading around acquisitions
by Shams, Syed M.M. & Duong, Huu Nhan & Singh, Harminder

2016 Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market
by Suh, Sangwon & Kim, Young Ju

2016 Investor sentiment, accounting information and stock price: Evidence from China
by Zhu, Bo & Niu, Feng

2016 Foreign investors and the delay of information dissemination in the Korean stock market
by Kang, Jangkoo & Kwon, Kyung Yoon & Park, Hyoung-jin

2016 Information discreteness, price limits and earnings momentum
by Lin, Chaonan & Ko, Kuan-Cheng & Chen, Yu-Lin & Chu, Hsiang-Hui

2016 Information asymmetry and the information content of insider trades: Evidence from the Indian stock market
by Chauhan, Yogesh & Kumar, K. Kiran & Chaturvedula, Chakrapani

2016 The market reaction to Yankee and Rule 144A bond offerings
by Cai, Kelly Nianyun & Zhu, Hui

2016 Steel scrap and equity market in Japan
by Omura, Akihiro & Todorova, Neda & Li, Bin & Chung, Richard

2016 The efficiency of the stock market in Serbia
by Stakić, Nikola & Jovancai, Ana & Kapor, Predrag

2016 The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market
by Drago, Danilo & Gallo, Raffaele

2016 Cross-asset return predictability: Carry trades, stocks and commodities
by Lu, Helen & Jacobsen, Ben

2016 Forward looking behavior in ECB liquidity auctions: Evidence from the pre-crisis period
by Vogel, Edgar

2016 Comovement revisited
by Chen, Honghui & Singal, Vijay & Whitelaw, Robert F.

2016 Shorting at close range: A tale of two types
by Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J.

2016 Capitalizing on Capitol Hill: Informed trading by hedge fund managers
by Gao, Meng & Huang, Jiekun

2016 Can information be locked up? Informed trading ahead of macro-news announcements
by Bernile, Gennaro & Hu, Jianfeng & Tang, Yuehua

2016 Short interest and aggregate stock returns
by Rapach, David E. & Ringgenberg, Matthew C. & Zhou, Guofu

2016 Have we solved the idiosyncratic volatility puzzle?
by Hou, Kewei & Loh, Roger K.

2016 Liquidity, resiliency and market quality around predictable trades: Theory and evidence
by Bessembinder, Hendrik & Carrion, Allen & Tuttle, Laura & Venkataraman, Kumar

2016 Why does the option to stock volume ratio predict stock returns?
by Ge, Li & Lin, Tse-Chun & Pearson, Neil D.

2016 Revolving doors on Wall Street
by Cornaggia, Jess & Cornaggia, Kimberly J. & Xia, Han

2016 Asset allocation and monetary policy: Evidence from the eurozone
by Hau, Harald & Lai, Sandy

2016 Discerning information from trade data
by Easley, David & de Prado, Marcos Lopez & O'Hara, Maureen

2016 Using options to measure the full value-effect of an event: Application to Obamacare
by Borochin, Paul & Golec, Joseph

2016 Are retail traders compensated for providing liquidity?
by Barrot, Jean-Noel & Kaniel, Ron & Sraer, David

2016 Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
by Loon, Yee Cheng & Zhong, Zhaodong (Ken)

2016 Debt-equity choices, R&D investment and market timing
by Lewis, Craig M. & Tan, Yongxian

2016 Nominal price illusion
by Birru, Justin & Wang, Baolian

2016 Institutional investors and stock return anomalies
by Edelen, Roger M. & Ince, Ozgur S. & Kadlec, Gregory B.

2016 Can analysts pick stocks for the long-run?
by Altınkılıç, Oya & Hansen, Robert S. & Ye, Liyu

2016 Optimal inside debt compensation and the value of equity and debt
by Campbell, T. Colin & Galpin, Neal & Johnson, Shane A.

2016 Target revaluation after failed takeover attempts: Cash versus stock
by Malmendier, Ulrike & Opp, Marcus M. & Saidi, Farzad

2016 Public information and uninformed trading: Implications for market liquidity and price efficiency
by Han, Bing & Tang, Ya & Yang, Liyan

2016 Politics matters: Regulatory events as catalysts for price formation under cap-and-trade
by Koch, Nicolas & Grosjean, Godefroy & Fuss, Sabine & Edenhofer, Ottmar

2016 Monetary policy regimes and the forward bias for foreign exchange
by Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús

2016 Past returns and the perceived Sharpe ratio
by Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia

2016 Information stages in efficient markets
by AitSahlia, Farid & Yoon, Joon-Hui

2016 Out of sight, out of mind? On the risk of sub-custodian structures
by Droll, Thomas & Podlich, Natalia & Wedow, Michael

2016 Early-stage entrepreneurial financing: A signaling perspective
by Kim, Jin-Hyuk & Wagman, Liad

2016 Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests
by Choudhry, Taufiq & Papadimitriou, Fotios I. & Shabi, Sarosh

2016 Financial distress and the Malaysian dual baking system: A dynamic slacks approach
by Wanke, Peter & Azad, Md. Abul Kalam & Barros, Carlos Pestana

2016 When does the stock market listen to economic news? New evidence from copulas and news wires
by Medovikov, Ivan

2016 Adverse selection, market access, and inter-market competition
by Hoffmann, Peter

2016 A test of efficiency for the S&P 500 index option market using the generalized spectrum method
by Huang, Henry H. & Wang, Kent & Wang, Zhanglong

2016 Assessing the information content of short-selling metrics using daily disclosures
by Comerton-Forde, Carole & Do, Binh Huu & Gray, Philip & Manton, Tom

2016 Forecasting realized volatility in a changing world: A dynamic model averaging approach
by Wang, Yudong & Ma, Feng & Wei, Yu & Wu, Chongfeng

2016 Do hedge funds dynamically manage systematic risk?
by Namvar, Ethan & Phillips, Blake & Pukthuanthong, Kuntara & Raghavendra Rau, P.

2016 Why do carbon prices and price volatility change?
by Ibrahim, Boulis Maher & Kalaitzoglou, Iordanis Angelos

2016 Fragility, stress, and market returns
by Berger, Dave & Pukthuanthong, Kuntara

2016 Magnitudes of Market Inefficiency: Theory and Application
by Miyakoshi, Tatsuyoshi & Tsukuda, Yoshihiko & Shimada, Junji

2016 Beliefs-driven price association
by Fischer, Paul E. & Heinle, Mirko S. & Verrecchia, Robert E.

2016 On the persistence and pricing of industry-wide and firm-specific earnings, cash flows, and accruals
by Hui, Kai Wai & Nelson, Karen K. & Yeung, P. Eric

2016 Reforming private securities litigation in China: The stock market has already cast its vote
by Xu, Wenming

2016 Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange
by Koulakiotis, Athanasios & Babalos, Vassilios & Papasyriopoulos, Nicholas

2016 The wealth effects of oil-related name changes on stock prices: Evidence from the U.S. and Canadian stock markets
by Lin, Hsiao-Mei & Fok, Robert (Chi-Wing) & Yang, Shih-An & Chang, Yuanchen

2016 Stock returns and economic forces—An empirical investigation of Chinese markets
by Chen, Xiaoyu & Chiang, Thomas C.

2016 Investor response to online value line rank changes: Foreign versus local stocks
by Prombutr, Wikrom & Lockwood, Jimmy & Zhang, Ying & Le, Steven V.

2016 More on intangibles: Do stockholders benefit from brand values?
by Chehab, Adham & Liu, Jeanny & Xiao, Yibo

2016 Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks
by Li, Hui & Liu, Hong & Siganos, Antonios & Zhou, Mingming

2016 Credit rating agency downgrades and the Eurozone sovereign debt crises
by Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas

2016 The effects of margin changes on commodity futures markets
by Daskalaki, Charoula & Skiadopoulos, George

2016 Liquidity, style investing and excess comovement of exchange-traded fund returns
by Broman, Markus S.

2016 Time series momentum and volatility scaling
by Kim, Abby Y. & Tse, Yiuman & Wald, John K.

2016 Network externalities in mutual funds
by Blocher, Jesse

2016 Cross-sectional return dispersion and the equity premium
by Maio, Paulo

2016 Return predictability in the corporate bond market along the supply chain
by Chen, Long & Zhang, Gaiyan & Zhang, Weina

2016 What explains the orange juice puzzle: Sentiment, smart money, or fundamentals?
by Chou, Pin-Huang & Hsieh, Chia-Hsun & Shen, Carl Hsin-Han

2016 Limited cognition and clustered asset prices: Evidence from betting markets
by Brown, Alasdair & Yang, Fuyu

2016 Earnings news, expected earnings, and aggregate stock returns
by Choi, Jung Ho & Kalay, Alon & Sadka, Gil

2016 Liquidity cost vs. real investment efficiency
by Bade, Marco & Hirth, Hans

2016 Pricing errors and the geography of trade in the foreign exchange market
by Piccotti, Louis R.

2016 Market size matters: A model of excess volatility in large markets
by Kawakami, Kei

2016 On variance bounds for asset price changes
by Lansing, Kevin J.

2016 Market quality breakdowns in equities
by Gao, Cheng & Mizrach, Bruce

2016 Is there information leakage prior to share repurchase announcements? Evidence from daily options trading
by Hao, (Grace) Qing

2016 Trading activities of short-sellers around index deletions: Evidence from the Nikkei 225
by Takahashi, Hidetomo & Xu, Peng

2016 Reducing opacity in over-the-counter markets
by Zhong, Zhuo

2016 Testing for herding in the Athens Stock Exchange during the crisis period
by Economou, Fotini & Katsikas, Epameinondas & Vickers, Gregory

2016 Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels
by Kolaric, Sascha & Schiereck, Dirk

2016 The systemic importance of banks – name and shame seems to work
by Bańbuła, Piotr & Iwanicz-Drozdowska, Małgorzata

2016 Monetary policy statements, treasury yields, and private yields: Before and after the zero lower bound
by Kiley, Michael T.

2016 The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan
by Chen, Chien-Hua & Su, Xuan-Qi & Lin, Jun-Biao

2016 Momentum: Further Evidence from Australia
by Ji, Xiuqing

2016 The informativeness of non-GAAP earnings after Regulation G?
by Shiah-Hou, Shin-Rong & Teng, Yi-Yun

2016 Does frequency matter for intraday technical trading?
by Frömmel, Michael & Lampaert, Kevin

2016 Is there a credit risk anomaly in FX markets?
by Grobys, Klaus & Heinonen, Jari-Pekka

2016 Identifying portfolio-based systematic risk factors in equity markets
by Grobys, Klaus & Haga, Jesper

2016 A test of the adaptive market hypothesis using a time-varying AR model in Japan
by Noda, Akihiko

2016 Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games
by CURATOLA, Giuliano & DONADELLI, Michael & KIZYS, Renatas & RIEDEL, Max

2016 The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry
by Apergis, Emmanuel & Apergis, Nicholas

2016 The effect of internal control weakness on firm valuation: Evidence from SOX Section 404 disclosuresAuthor-Name: Li, Yingqi
by Yu, Junli & Zhang, Zhou & Zheng, Steven Xiaofan

2016 The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach
by Jin, Xiaoye

2016 Tsallis entropy: Do the market size and liquidity matter?
by Gurdgiev, Constantin & Harte, Gerard

2016 Value creation by block acquisitions and the importance of block owner identity
by Mietzner, Mark & Schiereck, Dirk

2016 Global Merger and Acquisition (M&A) activity: 1992–2011
by Yılmaz, Işıl Sevilay & Tanyeri, Başak

2016 Nonrandom price movements
by Madan, Dilip B. & Wang, King

2016 A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns
by Zhang, Yan & Ikeda, Shin S.

2016 A comparison of investors’ sentiments and risk premium effects on valuing shares
by Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias

2016 The effect of CEO departure on target firms’ post-takeover performance: Evidence from not-delisting target firms
by Demirtas, Gul & Simsir, Serif Aziz

2016 Echo effects and the returns from 52-week high strategies
by Chen, An-Sing & Yang, Wayne

2016 The channels of monetary policy triggered by central bank actions and statements in the Australian equity market
by McCredie, Bronwyn & Docherty, Paul & Easton, Steve & Uylangco, Katherine

2016 Analyst coverage: Does the listing location really matter?
by Hassan, Omaima A.G. & Skinner, Frank S.

2016 Is idiosyncratic volatility priced in commodity futures markets?
by Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle

2016 The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange
by Tolikas, Konstantinos

2016 The tone of financial news and the perceptions of stock and CDS traders
by Liebmann, Michael & Orlov, Alexei G. & Neumann, Dirk

2016 An unreliable canary: Insider trading, the cash flow hypothesis and the financial crisis
by Lambe, Brendan J.

2016 Cash holdings and bond returns around takeovers
by Podolski, Edward J. & Truong, Cameron & Veeraraghavan, Madhu

2016 Ownership, analyst coverage, and stock synchronicity in China
by Feng, Xunan & Hu, Na & Johansson, Anders C.

2016 Are Japanese margin buyers informed?
by Lee, Bong-Soo & Ko, Kwangsoo

2016 The nature and determinants of disclosure practices in the insurance industry: Evidence from European insurers
by Malafronte, Irma & Porzio, Claudio & Starita, Maria Grazia

2016 A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: Do they differ?
by Li, Hui & Liu, Hong & Siganos, Antonios

2016 The modified dividend–price ratio
by Polimenis, Vassilis & Neokosmidis, Ioannis M.

2016 Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs
by Gupta, Rakesh & Yuan, Tian & Roca, Eduardo

2016 Return predictability following different drivers of large price changes
by Patel, Vinay & Michayluk, David

2016 A review of behavioural and management effects in mutual fund performance
by Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall

2016 Another January effect—Evidence from stock split announcements
by Beladi, Hamid & Chao, Chi Chur & Hu, May

2016 Short selling, margin trading, and the incorporation of new information into prices
by Chen, Jun & Kadapakkam, Palani-Rajan & Yang, Ting

2016 The roles of past returns and firm fundamentals in driving US stock price movements
by Hong, KiHoon & Wu, Eliza

2016 The Christmas effect—Special dividend announcements
by Beladi, Hamid & Chao, Chi Chur & Hu, May

2016 Diamonds vs. precious metals: What shines brightest in your investment portfolio?
by Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert

2016 Variance risk premia in CO2 markets: A political perspective
by Reckling, Dennis

2016 Do OPEC announcements influence oil prices?
by Loutia, Amine & Mellios, Constantin & Andriosopoulos, Kostas

2016 Influences from the European Parliament on EU emissions prices
by Deeney, Peter & Cummins, Mark & Dowling, Michael & Smeaton, Alan F.

2016 Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?
by Berk, Istemi & Rauch, Jannes

2016 Market-specific news and its impact on forward premia on electricity markets
by Lazarczyk, Ewa

2016 An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments
by Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Wang, Tianyang

2016 Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets
by Rannou, Yves & Barneto, Pascal

2016 Is efficiency of crude oil market affected by multifractality? Evidence from the WTI crude oil market
by Gu, Rongbao & Zhang, Bing

2016 Testing the martingale hypothesis for gross returns
by Linton, Oliver & Smetanina, Ekaterina

2016 A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
by Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke

2016 Tests for explosive financial bubbles in the presence of non-stationary volatility
by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert

2016 Location and excess comovement
by Kaul, Aditya & Mehrotra, Vikas & Stefanescu, Carmen

2016 Public news arrival and the idiosyncratic volatility puzzle
by Shi, Yanlin & Liu, Wai-Man & Ho, Kin-Yip

2016 Is there a bubble in the art market?
by Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas

2016 Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
by Tu, Anthony H. & Hsieh, Wen-Liang G. & Wu, Wei-Shao

2016 Air pollution and stock returns: Evidence from a natural experiment
by Lepori, Gabriele M.

2016 Board structure, controlling ownership, and business groups: Evidence from India
by Chauhan, Yogesh & Dey, Dipanjan Kumar & Jha, Rajneesh Ranjan

2016 Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring
by Ormos, Mihály & Timotity, Dusan

2016 Detecting structural changes under nonstationary volatility
by Wu, Jilin

2016 Herding among local individual investors: Evidence from online and offline trading
by Choi, Sujung

2016 A test for changing trends with monotonic power
by Wu, Jilin

2016 Walking on thin ice: Market quality around FOMC announcements
by Rosa, Carlo

2016 Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity
by Lim, Kian-Ping & Hooy, Chee-Wooi & Chang, Kwok-Boon & Brooks, Robert

2016 Do foreign institutions outperform in the Taiwan options market?
by Lin, William T. & Tsai, Shih-Chuan & Chiu, Peter

2016 Strategic noise trading of later-informed traders in a multi-market framework
by Hsu, Chih-Hsiang

2016 Volatile oil and the U.S. economy
by Gormus, N. Alper & Atinc, Guclu

2016 Institutional trading, information production, and corporate spin-offs
by Chemmanur, Thomas J. & He, Shan

2016 IPO pricing as a function of your investment banks' past mistakes: The case of Facebook
by Krigman, Laurie & Jeffus, Wendy

2016 Industry IPOs, growth opportunities, and private target acquisitions
by Aktas, Nihat & Cousin, Jean-Gabriel & Ozdakak, Ali & Zhang, Junyao

2016 Directors' and officers' liability insurance and stock price crash risk
by Yuan, Rongli & Sun, Jian & Cao, Feng

2016 Media-expressed negative tone and firm-level stock returns
by Ahmad, Khurshid & Han, JingGuang & Hutson, Elaine & Kearney, Colm & Liu, Sha

2016 Discussion of “Security Returns and Volume Responses around International Financial Reporting Standards (IFRS) Earnings Announcements”
by Perkins, Jon D.

2016 Fiscal Support and Earnings Management
by He, Guanming

2016 Firma Büyüklüðü Anomalisinin Varlýðýnýn BÝST’te Test Edilmesi
by Murat UÐURLU & Yusuf DEMÝR

2016 The Impact of the (2011) Devaluation of the Swiss Franc on Eurozone Equity Benchmark Diversification
by Daniel Broby & Raphael Faessler & Milenko Josavac & Christophe Dehut

2016 Share Price and Trading Volume Reactions to Lockup Expiration in Malaysian IPOs
by Shamsul Bahrain Mohamed-Arshad & Kamarun Nisham Taufil-Mohd & Nurwati Ashikkin Ahmad-Zaluki

2016 Market Efficiency of Commercial Bank in Financial Crisis
by Han-Ching Huang & Yong-Chern Su & Tze-Yi Lin

2016 A Generalized Autoregressive Conditional Heteroscedastic Approach for the Assessment of Weak-form-efficiency and Seasonality Effect: Evidence from Mauritius
by Sheereen Fauzel

2016 Wealth Effects from Banks Mergers and Acquisitions in Eastern Europe
by Georgios Kyriazopoulos

2016 The Effect of Earnings Recognition on Firm-Specific Information Variation
by Ji-Hye Park & Joong-Seok Cho

2016 An Examination of the Month-of-the-year Effect at Damascus Securities Exchange
by Sulaiman Mouselli & Hazem Al-Samman

2016 Cash Flow Sensitivity of Cash: A Cross Country Analysis
by Syed Manzur Quader & Mohammed Nayeem Abdullah

2016 Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria
by Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode

2016 Innovation Networks Modeling Within the Concept of Open Innovations
by Irina A. Zaraychenko & Aleksey I. Shinkevich & Mikhail Y. Shvetsov & Klavdiya G. Erdyneyeva & Lidiya A. Bordonskaya & Aleksandra E. Persidskaya & Sofya A. Rozhkova & Aleksandr A. Afanasyev

2016 Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market
by Monira Essa Aloud

2016 Time Series Analysis Indicators under Directional Changes: The Case of Saudi Stock Market
by Monira Essa Aloud

2016 ¿Crean valor los fondos de inversión colectiva colombianos enfocados en acciones?
by Juan David Monsalve & Nicolas Arango Toro

2016 For love or for money? A study of the marriage wage premium in Colombia
by Laura Gómez Duarte & Sami Gabriel Coavas Blanquicett

2016 Análisis del Comportamiento Manada en los sectores bursátiles de América Latina
by Juan Benjamín Duarte Duarte & Laura Daniela Garcés Carreño & Katherine Julieth Sierra Suárez

2016 Precios de los activos bajo ambigüedad estructural: portafolios cautelosos, prudenciales y conservadores
by Jimmy Melo

2016 Mandelbrot, Fama and the emergence of econophysics
by Boris Salazar

2016 Crise de la dette souveraine dans l’Union européenne : transparence des banques et spreads de CDS
by Hervé Alexandre & François Guillemin & Catherine Refait-Alexandre

2016 Persistence in Mutual Fund Performance in Brazil
by João Nascimento Nerasti & Claudio Ribeiro Lucinda

2016 Determinants of Foreign Investment in the Brazilian Stock Market
by Walter Gonçalves Junior & William Eid Junior

2016 The Cross-Section of Expected Stock Returns in Brazil
by Gyorgy Varga & Ricardo Dias de Oliveira Brito

2016 Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios
by Ricardo Pereira Câmara Leal & Carlos Heitor Campani

2016 Behavioural finance perspectives on Malaysian stock market efficiency
by Jasman Tuyon & Zamri Ahmada

2016 Precios de los activos bajo ambigüedad estructural: portafolios cautelosos, prudenciales y conservadores
by Jimmy Melo

2016 Efficient Market Hypothesis and Fundamental Analysis: An Empirical Test in the European Securities Market
by Francesco Campanella & Mario Mustilli & Eugenio D¡¯Angelo

2016 Pairs Trading and Market Efficiency Using an Adaptive Market Hypothesis Framework: A Pitch
by Hossein Rad

2016 Is refined economic value added more associated with stock return than accounting measures? The Malaysian evidence
by Habibollah Nakhaei & Nik Intan Norhan Hamid & Melati Ahmad Anuar & Karim Nakhaei

2016 The Other Month Effect: Some Evidence from the Central and Eastern European Markets
by Yi-Chieh Wen & Bin Li

2016 Insider Trading Law and Illegal Insider Trading in South Africa's Equity Market: Lessons from Corporate Takeovers
by Justin Mitchell & Odongo Kodongo

2016 The Response of Tail Risk Perceptions to Unconventional Monetary Policy
by Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko

2016 Does the Market Value CEO Styles?
by Antoinette Schoar & Luo Zuo

2016 Betting on Secession: Quantifying Political Events Surrounding Slavery and the Civil War
by Charles W. Calomiris & Jonathan Pritchett

2015 Identifying Periods of US Housing Market Explosivity
by Mehmet Balcilar & Nico Katzke & Rangan Gupta

2015 Modeling Persistence of Carbon Emission Allowance Prices
by Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta

2015 Investigating Persistence in the US Mutual Fund Market: A Mobility Approach
by Konstantinos Drakos & Nicholas Giannakopoulos & Panagiotis Theodore Konstantinou

2015 Cointegration analysis of tourism demand by Mainland China in Taiwan and stock investment strategy
by Yu-Wei Lan & Dan Lin & Lu Lin

2015 Ay’ın Pay Getirileri Üzerindeki Etkisinin İncelenmesi: BİST’de Ampirik Bir Uygulama
by İbrahim BOZKURT

2015 Analysis Of Recommendations About Expected Prices Of Ibex 35 Using Fuzzy Numbers
by Ravioli, Mario & Fabregat-Aibar, Laura

2015 Stock liquidity in forefront of anticipated announcements
by Gelman, Sergey & Lushchikov, Roman

2015 Are GARCH innovations independent - a long term assessment for the S&P 500
by Herwartz, Helmut

2015 Advertising, Attention, and Financial Markets
by Focke, Florens & Ruenzi, Stefan & Ungeheuer, Michael

2015 Liquidty Freezes and Market Runs; Evidencefrom the Panic of 1907
by Gehrig, Thomas Paul & Fohlin, Caroline & Haas, Marlene

2015 Who trades on momentum?
by Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad

2015 Regional Economic Activity and Stock Returns
by Smajlbegovic, Esad

2015 Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?
by Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun

2015 Leaning against the wind: Debt financing in the face of adversity
by Brennan, Michael J. & Kraft, Holger

2015 Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100
by Krauss, Christopher & Stübinger, Johannes

2015 Modeling and predicting the market volatility index: The case of VKOSPI
by Han, Heejoon & Kutan, Ali M. & Ryu, Doojin

2015 Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective
by Marczak, Martyna & Beissinger, Thomas

2015 Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression
by Barunik, Jozef & Barunikova, Michaela

2015 Do investors rely too much on public information to be justified by its accuracy? An experimental study
by Alfarano, Simone & Camacho, Eva & Morone, Andrea

2015 The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
by Huerta, Daniel & Egly, Peter V. & Escobari, Diego

2015 Evidences of Efficient Investment Portfolio in Indian Capital Markets - An Analysis Based on BSE and NSE Indices
by Mehta, Deepshikha

2015 Euro crash risk
by Kräussl, Roman & Lehnert, Thorsten & Senulyte, Sigita

2015 Managerial ownership changes and mutual fund performance
by Martin, Thorsten & Sonnenburg, Florian

2015 Low-beta investment strategies
by Korn, Olaf & Kuntz, Laura-Chloé

2015 Dissecting short-sale performance: Evidence from large position disclosures
by Jank, Stephan & Smajlbegovic, Esad

2015 Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil
by Doumet, Markus & Limbach, Peter & Theissen, Erik

2015 Dealer spreads in the corporate bond market: Agent vs. market-making roles
by Ederington, Louis & Guan, Wei & Yadav, Pradeep K.

2015 Resiliency: A dynamic view of liquidity
by Kempf, Alexander & Mayston, Daniel & Gehde-Trapp, Monika & Yadav, Pradeep K.

2015 Who trades on momentum?
by Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad

2015 The liquidity premium in CDS transaction prices: Do frictions matter?
by Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia

2015 Informationsbeschaffung durch Crowdfunding-Vorverkäufe
by Greggers, Timo

2015 Out of sight, out of mind? On the risk of sub-custodian structures
by Droll, Thomas & Podlich, Natalia & Wedow, Michael

2015 Small Business Borrowing and Peer-to-Peer Lending: Evidence from Lending Club
by Adam Nowak & Amanda Ross & Christopher Yencha

2015 The effect of index futures trading on volatility: Three markets for Chinese stocks
by Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos

2015 Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices
by Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał

2015 Rational learning for risk-averse investors by conditioning on behavioral choices
by Michele Costola & Massimiliano Caporin

2015 Optimal Time Series Momentum
by Xue-Zhong He & Kai Li & Youwei Li

2015 Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry
by Ammann, Manuel & Blickle, Kristian & Ehmann, Christian

2015 Does Foreign Information Predict the Returns of Multinational Firms Worldwide?
by Finke, Christian & Weigert, Florian

2015 Something in the Air: Information Density, News Surprises, and Price Jumps
by Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael

2015 Competition in the Credit Rating Industry: Benefits for Investors and Issuers
by Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone

2015 Information spillovers in asset markets with correlated values
by Vladimir Asriyan & William Fuchs & Brett Green

2015 Daily Market News Sentiment and Stock Prices
by David E. Allen & Michael McAleer & Abhay K. Singh

2015 Equity Prices and Cartel Activity
by Dan Richards & Heng Yuan & Marcelo Bianconi

2015 The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine
by Manuel Hoffmann & Matthias Neuenkirch

2015 Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate
by Giovanni Ferri & Angelo Leogrande

2015 Innovation strategies and stock price informativeness
by Ding, Haina

2015 The relationship between distance-to-default and CDS spreads as measures of default risk for European banks
by Kim Ristolainen

2015 Business Networks and Crisis Performance: Professional, Political, and Family Ties
by Richard W. Carney & Travers Barclay Child

2015 Daily Market News Sentiment and Stock Prices
by David E. Allen & Michael McAleer & Abhay K. Singh

2015 Why do Pit-Hours outlive the Pit?
by Sait R. Ozturk & Michel van der Wel & Dick van Dijk

2015 Banks and Market Liquidity
by Stefan Arping

2015 Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets
by Daniël Linders & Jan Dhaene & Wim Schoutens

2015 New Evidence for the Present-Value Model of Stock Prices: Why the REH Version Failed Empirically
by Roman Frydman & Michael Goldberg & Nicholas Mangee

2015 The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements
by Yao, Wenying & Tian, Jing

2015 Identifying Periods of US Housing Market Explosivity
by Mehmet Balcilar & Nico Katzke & Rangan Gupta

2015 Risk Shifting with Fuzzy Capital Constraints
by Simon Dubecq & Xavier Ragot & Benoit Mojon

2015 Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater
by Ariane Szafarz

2015 Private information, capital flows, and exchange rates
by Jacob Gyntelberg & Mico Loretan & Tientip Subhanij

2015 Monetary Policy with Diverse Private Expectations
by Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu

2015 Evaluattion the Impacts of Market Orientation on Export Efficiency of lateral Industries of Fishery Sector through Structural Equation Modeling
by Mosayeb Pahlavani & Mandana Zanganeh Soroush

2015 Testing Day-Of-The-Week Effect Asymmetry In Borsa Istanbul (Bist)
by Serkan Erkam & Ugur Ilker Erdogan

2015 Short-Selling Bans and Bank Stability
by Alessandro Beber & Daniela Fabbri & Marco Pagano

2015 Testing the Link between Accessible Export Finance and Insurance, and Regional Trade Growth in Africa and Asia: A Role for Regional Export Credit and Investment Guarantee Agency ECIGA)
by Brunner, Hans-Peter

2015 Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets
by Park, Cyn-Young & Mercado, Rogelio & Choi, Jaehun & Lim, Hosung

2015 Calendar Effects in Latin American Stock Markets
by Iberico, Luis Antonio & Winkelried, Diego

2015 The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance
by Marcelo Fernandes & Walter Novaes

2015 March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?
by Marcelo Fernandes & Deniz Igan & Marcelo Pinheiro

2015 Carry Trades, Order Flow and the Forward Bias Puzzle
by Francis Breedon & Dagfinn Rime & Paolo Vitale

2015 A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
by Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu

2015 Overconfident investors, predictable returns, and excessive trading
by Hirshleifer, David & Daniel, Kent

2015 Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures
by Phélippé-Guinvarc'h, Martial & Cordier, Jean

2015 The Impact Of Macroeconomic Indicators On The Movement Of Crobex
by Tomić, Bojan

2015 The model of financing of Euro 2012 in Poland and in other UEFA European Championships hosts – comparative analysis
by Ferrir, Richard

2015 The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
by Huerta, Daniel & Egly, Peter V. & Escobari, Diego

2015 Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets
by Hertrich, Markus

2015 Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market
by Morone, Andrea & Nuzzo, Simone

2015 Empirical Analysis of Yield Determinants in Japan’s Municipal Bond Market: Does Credit Risk Premium Exist?
by Hattori, Takahiro & Miyake, Hiroki

2015 Could the global financial crisis improve the performance of the G7 stocks markets?
by Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen

2015 Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices
by Mehta, Deepshikha

2015 Forecasting stock market returns over multiple time horizons
by Kroujiline, Dimitri & Gusev, Maxim & Ushanov, Dmitry & Sharov, Sergey V. & Govorkov, Boris

2015 Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms
by Chouliaras, Andreas

2015 Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması
by Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural

2015 Failed bank auctions and externalities
by Zhou, Tim

2015 The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns
by Chouliaras, Andreas

2015 Testing for the Presence of Asymmetric Information in the Oil Market: A VAR Approach
by Troug, Haytem Ahmed & Sbia, Rashid

2015 Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms
by Da Silva, Sergio

2015 Bubbles, Bluffs, and Greed
by Harashima, Taiji

2015 Dynamic Trading When You May Be Wrong
by Remorov, Alexander

2015 Optimal design and consequences of financial disclosure regulation: a real options approach
by Waters, James

2015 High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis
by Chouliaras, Andreas

2015 Profiting from Mimicking Strategies in Non-Anonymous Markets
by Vasios, Michalis & Payne, Richard & Nolte, Ingmar

2015 Price Discovery in the Dual-Platform US Treasury Market
by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei

2015 As crises financeiras
by Estrada, Fernando

2015 The unintended consequences and challenges of the Basel III Leverage Ratio: supplementary leverage ratios
by Ojo, Marianne

2015 Economic consequences of the adoption of the International Financial Reporting Standards: evidences in the research literature
by Irina-Doina Pãºcan & Ramona Neag

2015 Analysis of monthly rates of return in April and correlation analysis of monthly rates of return in April on the example of selected world stock exchange indices
by Krzysztof Borowski

2015 Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy
by Maximilian Mueller & Denis Schweizer & Volker Seiler

2015 Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy
by Maximilian Mueller & Denis Schweizer & Volker Seiler

2015 Los Conflictos Socio-Ambientales y el Valor de las Acciones de las Grandes Empresas Mineras en el Perú: Evaluando la Teoría de las Opciones Reales
by César Huaroto De la Cruz & Arturo Leonardo Vásquez Cordano

2015 Impact of a Financial Transaction Tax on a Financial Market
by Roman Šperka & Irena Szarowská

2015 Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data
by Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu

2015 An Empirical Analysis of a Crowdfunding Platform
by Jin-Hyuk Kim & Peter Newberry & Calvin Qiu

2015 Momentum in Imperial Russia
by William Goetzmann & Simon Huang

2015 Size Discovery
by Darrell Duffie & Haoxiang Zhu

2015 Bubble Investing: Learning from History
by William N. Goetzmann

2015 Insider Trading and Innovation
by Ross Levine & Chen Lin & Lai Wei

2015 Efficiently Inefficient Markets for Assets and Asset Management
by Nicolae B. Gârleanu & Lasse H. Pedersen

2015 Mispricing Factors
by Robert F. Stambaugh & Yu Yuan

2015 Public Audit Oversight and Reporting Credibility: Evidence from the PCAOB Inspection Regime
by Brandon Gipper & Christian Leuz & Mark Maffett

2015 Efficiency and Information Transmission in Bilateral Trading
by Robert Shimer & Iván Werning

2015 Comovement Revisited
by Honghui Chen & Vijay Singal & Robert F. Whitelaw

2015 Financial Markets where Traders Neglect the Informational Content of Prices
by Erik Eyster & Matthew Rabin & Dimitri Vayanos

2015 High-frequency, Algorithmic Spillovers Between NASDAQ and Forex
by Takatoshi Ito & Masahiro Yamada

2015 Liquidity as Social Expertise
by Pablo Kurlat

2015 Social Trust and Differential Reactions of Local and Foreign Investors to Public News
by Chunxin Jia & Yaping Wang & Wei Xiong

2015 The CAPM Strikes Back? An Investment Model with Disasters
by Hang Bai & Kewei Hou & Howard Kung & Lu Zhang

2015 Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls
by Marina Druz & Alexander F. Wagner & Richard J. Zeckhauser

2015 The Dynamics of Financially Constrained Arbitrage
by Denis Gromb & Dimitri Vayanos

2015 Are Firms in "Boring" Industries Worth Less?
by Jia Chen & Kewei Hou & René M. Stulz

2015 The relation between sovereign credit default swap premium and banking sector risk in Poland
by Å ukasz GÄ…tarek & Marcin Wojtowicz

2015 On the integration of China's main stock exchange with the international financial market
by Zhenxi Chen & Jan F. Kiviet & Weihong Huang

2015 Price dynamics on a risk averse market with asymmetric information
by Bernard De Meyer & Gaëtan Fournier

2015 The Financial Econometrics of Price Discovery and Predictability
by Seema Narayan & Russell Smyth

2015 The effectiveness of insider trading regulations: The case of the Italian tender offers
by Riccardo Ferretti & Pierpaolo Pattitoni & Anna Salinas

2015 Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time
by Yuri Biondi & Simone Righi

2015 Towards a skewness index for the Italian stock market
by Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli

2015 Welfare Consequences of Information Aggregation and Optimal Market Size
by Kei Kawakami

2015 Sentiment of a society and large-cap stock liquidity
by Jaroslav Bukovina

2015 Sentiment and blue-chip returns. Firm level evidence from a dynamic threshold model
by Jaroslav Bukovina

2015 How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices
by Heather D. Gibson & Stephen G. Hall & George S. Tavlas

2015 How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices
by Heather D. Gibson & Stephen G. Hall, & George S. Tavlas

2015 How Sukuk Shapes Firm Performance
by Paul-Olivier KLEIN & Laurent WEILL & Christophe J. GODLEWSKI

2015 Does the Type of Debt Matter? Stock Market Perception in Europe
by Zuzana FUNGACOVA & Christophe J. GODLEWSKI & Laurent WEILL

2015 Unique Dividends for Retail Shareholders: Evidence from Shareholder Perks
by Katsushi Suzuki

2015 Regional Economic Activity and Stock Returns
by Esad Smajlbegovic

2015 R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?
by Wei Zhang & Xiao Li & Dehua Shen & Andrea Teglio

2015 Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics
by Ahmed El-Masry & Dalia El-Mosallamy & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina

2015 The informational role of algorithmic traders in the option market
by Rohini Grover

2015 Limits to arbitrage: The case of single stock futures and spot prices
by Nidhi Aggarwal

2015 The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises
by Azusa Takeyama & Naoshi Tsuchida

2015 Mean Ratio Statistic for measuring predictability
by Oliver Linton & Katja Smetanina

2015 Distillation of News Flow into Analysis of Stock Reactions
by Junni L. Zhang & Wolfgang K. Härdle & Cathy Y. Chen & Elisabeth Bommes

2015 Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock
by Xi Li & Mingyi Hung & Shiheng Wang

2015 Upside and Downside Risks in Momentum Returns
by Victoria Dobrynskaya

2015 Puzzle of Corporate Diversification Efficiency in Bric Countries
by Svetlana Grigorieva & Georgii Gorbatov

2015 Probable Oil and Gas Reserves and Shareholder Returns: The Impact of Shale Gas
by Misund, Bård & Osmundsen, Petter

2015 The Spot-Forward Relationship in the Atlantic Salmon Market
by Asche, Frank & Misund, Bard & Oglend, Atle

2015 Production Risk and the Futures Price Risk Premium?
by Asche, Frank & Misund, Bard & Oglend, Atle

2015 Hedging Efficiency of Atlantic Salmon Futures
by Asche, Frank & Misund, Bard

2015 Searching for Information
by Han, Jungsuk & Sangiorgi, Francesco

2015 The Effect of Pessimism and Doubt on the Equity Premium
by Alfranseder, Emanuel & zhang, Xiang

2015 Private and Public Information on the Nordic Intra-Day Electricity Market
by Lazarczyk, Ewa

2015 Ownership, Analyst Coverage, and Stock Synchronicity in China
by Feng, Xunan & Hu, Na & Johansson, Anders C.

2015 Seasonality in Australian capital city house and unit prices
by Abbas Valadkhani & Andrew C Worthington & Russell Smyth

2015 Microscopic momentum in commodity futures
by Robert J Bianchi & Michael E Drew & John Hua Fan

2015 The efficiency of Asian stock markets: Fresh evidence based on new tests
by Jen-Je Su & Eduardo Roca & Victor SH Wong

2015 Industry based equity premium forecasts
by Nuno Silva

2015 Financial and Housing Wealth, Expenditures and the Dividend to Ownership
by Sheng Guo & William Hardin

2015 Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination
by Davis, Douglas & Prescott, Edward Simpson

2015 Information losses in home purchase appraisals
by Calem, Paul S. & Lambie-Hanson, Lauren & Nakamura, Leonard I.

2015 Evaluating the information in the Federal Reserve stress tests
by Flannery, Mark J. & Hirtle, Beverly & Kovner, Anna

2015 Asset price effects of peer benchmarking: evidence from a natural experiment
by Acharya, Sushant & Pedraza, Alvaro

2015 Does central clearing reduce counterparty risk in realistic financial networks?
by Garratt, Rod & Zimmerman, Peter

2015 Informational contagion in the laboratory
by Cipriani, Marco & Guarino, Antonio & Guazzarotti, Giovanni & Tagliati, Federico & Fischer, Sven

2015 Backtesting Systemic Risk Measures During Historical Bank Runs
by Brownlees, Christian & Chabot, Benjamin & Ghysels, Eric & Kurz, Christopher J.

2015 Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?
by Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara

2015 Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry
by Foley-Fisher, Nathan & Narajabad, Borghan N. & Verani, Stephane

2015 Lottery-related anomalies: the role of reference-dependent preferences
by An, Li & Wang, Huijun & Wang, Jian & Yu, Jianfeng

2015 European Energy Market Integration: Efficiency Improvements in Electricity Producing Firms
by Ferran Armada Ramírez

2015 Identifying Periods of US Housing Market Explosivity
by Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke

2015 Informatics, Data Mining, Econometrics and Financial Economics: A Connection
by Chang, C-L. & McAleer, M.J. & Wong, W-K.

2015 Daily Market News Sentiment and Stock Prices
by Allen, D.E. & McAleer, M.J. & Singh, A.K.

2015 What drives the comparability effect of mandatory IFRS adoption?
by Stefano Cascino & Joachim Gassen

2015 Food Price Bubbles and Government Intervention: Is China Different?
by Li, Jian & Li, Chongguang & Chavas, Jean-Paul

2015 Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry
by Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M.

2015 A Comparison of New Factor Models
by Hou, Kewei & Xue, Chen & Zhang, Lu

2015 Tick Size: Theory and Evidence
by Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina

2015 Are Firms in 'Boring' Industries Worth Less?
by Chen, Jia & Hou, Kewei & Stulz, Rene M.

2015 Understanding the Variation in the Information Content of Earnings: A Return Decomposition Analysis
by Hou, Kewei & Zhang, Yinglei & Zhuang, Zili

2015 Psychological Barriers, Expectational Errors, and Underreaction to News
by Birru, Justin

2015 Managerial Ownership Changes and Mutual Fund Performance
by Martin , Thorsten & Sonnenburg , Florian

2015 Revisiting Shiller’s excess volatility hypothesis
by Dooruj Rambaccussing

2015 Designing a corporate bond index on solvency criteria
by Lauren Stagnol

2015 Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis
by Imane El Ouadghiri

2015 Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets
by Imane El Ouadghiri & Remzi Uctum

2015 Médias et sentiment sur les marchés actions européens - Impact of sentiment media on European stock markets
by Nicolas Boitout & Fabrice Hervé & Mohamed Zouaoui

2015 Pundits and Quacks
by Jesper Rudiger & Adrien Vigier

2015 Transparency and Distressed Sales under Asymmetric Information
by William Fuchs & Aniko Ory & Andrzej Skrzypacz

2015 An analysis of the dynamics of efficiency of mutual funds
by Veiga, Helena & Ramos, Sofía B. & Galán, Jorge

2015 Monetary Policy with Diverse Private Expectations
by Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu

2015 Disclosure, banks CDS spreads and the European sovereign crisis
by Hervé ALEXANDRE & François GUILLEMIN & Catherine Refait-Alexandre

2015 Early Option Exercise: Never Say Never
by Pedersen, Lasse Heje & Vestergaard Jensen, Mads

2015 The Effect of Trade Liberalization on Firm-Level Profits: An Event-Study Approach
by Breinlich, Holger

2015 WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions
by Kaniel, Ron & Parham, Robert

2015 Speculation and the Bond Market: An Empirical No-arbitrage Framework
by Barillas, Francisco & Nimark, Kristoffer P

2015 Are retail traders compensated for providing liquidity?
by Barrot, Jean-Noël & Kaniel, Ron & Sraer, David

2015 Is a normal copula the right copula?
by Amengual, Dante & Sentana, Enrique

2015 Endogenous Intermediation in Over-the-Counter Markets
by Babus, Ana & Hu, Tai-Wei

2015 Forward Guidance
by Svensson, Lars E O

2015 Opacity and Liquidity
by Stenzel, André & Wagner, Wolf

2015 Determinants and Valuation Effects of the Home Bias in European Banks' Sovereign Debt Portfolios
by Horváth, Bálint & Huizinga, Harry & Ioannidou, Vasso

2015 Financial Markets where Traders Neglect the Informational Content of Prices
by Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri

2015 Expected Skewness and Momentum
by Jacobs, Heiko & Regele, Tobias & Weber, Martin

2015 The Berlin Stock Exchange in Imperial Germany – a Market for New Technology?
by Lehmann, Sibylle & Streb, Jochen

2015 Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect
by Massa, Massimo & von Beschwitz, Bastian

2015 First to “Read” the News: News Analytics and Institutional Trading
by Keim, Donald B & Massa, Massimo & von Beschwitz, Bastian

2015 Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907
by Fohlin, Caroline & Gehrig, Thomas & Haas, Marlene

2015 Asymmetric Information and Imperfect Competition in Lending Markets
by Crawford, Gregory S. & Pavanini, Nicola & Schivardi, Fabiano

2015 Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
by Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T & Wang, Yihui

2015 Insider Trading in the Bond Market: Evidence from Loan Sale Events
by Massa, Massimo & Schmidt, Daniel

2015 The Dynamics of Financially Constrained Arbitrage
by Gromb, Denis & Vayanos, Dimitri

2015 Reading Managerial Tone: How Analysts and the Market Respond to Conference Calls
by Druz, Marina & Wagner, Alexander F & Zeckhauser, Richard

2015 ¿Estabiliza el FEPA los precios locales del azúcar?
by Julio C. Alonso & Andrés M. Arcila & Sebastián Montenegro

2015 Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals
by Diego A. Agudelo & James E. Byder & Paula Yepes

2015 Effects of Mergers and Acquisitions on Shareholder Wealth: Event Study for Latin American Airlines
by Lina M. Cortés & John J. García & David Agudelo

2015 Monitoring the Unsecured Interbank Funds Market
by Miguel Sarmiento & Jorge Cely & Carlos León

2015 Price Formation of Pledgeable Securities
by A. Pinna

2015 The Impact of Large Orders in Electronic Markets
by L. Bosetti & P. Gottardo & M. Murgia & A. Pinna

2015 The Effects of Make and Take Fees in Experimental Markets
by Vince Bourke & David Porter

2015 Revisiting Information Aggregation in Asset Markets: Reflective Learning & Market Efficiency
by Brice Corgnet & Mark DeSantis & David Porter

2015 Unsurprising Shocks: Information, Premia, and the Monetary Transmission
by Silvia Miranda-Agrippino

2015 Analyzing Systemic Risk in the Chinese Banking System
by Qiubin Huang & Jakob de Haan & Bert Scholtens

2015 Treasury Auctions and Secondary Market Dynamics. An Analysis Based on the MTS Market for Italy
by Gianluca Cafiso

2015 Monetary Policy with Diverse Private Expectations
by Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu

2015 Reputational Herding in Financial Markets: A Laboratory Experiment
by Andreas Roider & Andrea Voskort

2015 Loans for Better Living: The Role of Informal Collateral
by Gabriela Kuvikova

2015 Information Acquisition and Excessive Risk: Impact of Policy Rate and Market Volatility
by Volha Audzei

2015 Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels
by Meredith A. Crowley & Huasheng Song

2015 Price Formation of Pledgeable Securities
by Andrea Pinna

2015 Dynamic Correlations and Portfolio Diversification between Islamic and Conventional Sector Equity Indexes
by Walid Mensi & Shawkat Hammoudeh & Ahmet Sensoy & Seong-Min Yoon

2015 Liquidity in JGB Markets: An Evaluation from Transaction Data
by Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano

2015 Rational exuberance booms and asymmetric business cycles
by Ambrocio, Gene

2015 Does the type of debt matter? Stock market perception in Europe
by Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent

2015 Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market
by Laakkonen, Helinä

2015 Which financial stocks did short sellers target in the subprime crisis?
by Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke

2015 Is it worth issuing bonds in China? Evidence from stock market reactions
by Klein, Paul-Olivier & Weill, Laurent

2015 Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China
by He, Qing & Lu, Liping & Ongena, Steven

2015 Financial Stability Paper 34: The resilience of financial market liquidity
by Anderson, Nicola & Webber, Lewis & Noss, Joseph & Beale, Daniel & Crowley-Reidy, Liam

2015 Into the light: dark pool trading and intraday market quality on the primary exchange
by Brugler, James

2015 Interactions among high-frequency traders
by Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip

2015 Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?
by Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe

2015 Salience of debt and homebuyers' credit decisions
by Sumit Agarwal & Artashes Karapetyan

2015 Forecaster heterogeneity, surprises and financial markets
by Marcello Pericoli & Giovanni Veronese

2015 Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets
by Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale

2015 Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach
by Verónica Balzarotti & Alejandra Anastasi

2015 Managerial Compensation Duration and Stock Price Manipulation
by Josef Schroth

2015 Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects
by Sharon Kozicki & Eric Santor & Lena Suchanek

2015 Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate
by Giovanni Ferri & Angelo Leogrande

2015 Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
by Hyeongwoo Kim & Deockhyun Ryu

2015 Challenges in Securities Markets Regulation: Investor Protection and Corporate Governance
by Paul Tucker & Michael Haliassos & Theodor Kockelkoren & Juan Carlos Ureta & José Manuel González-Páramo & Lori J. Schock & Colin Mayer & Eddy Wymeersch

2015 Effects of the US stock market return and volatility on the VKOSPI
by Han, Heejoon & Kutan, Ali M. & Ryu, Doojin

2015 Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically
by Frydman, Roman & Goldberg, Michael D. & Mangee, Nicholas

2015 Interdependencies of Markets in Southeastern Europe and Buyback of Shares on Shallow Capital Markets: The Application of Cointegration and Causality Tests
by Đorđe Đukić & Mališa Đukić

2015 The Relationship Between Price-Trade Volume And Weather Effect In Istanbul Stock Exchange: Asymmetric Causality Test Analysis
by TUNA, Gülfen & BEKTUR, Çisem

2015 The Effects Of The Federal Reserve’S Tapering Announcements On The Us Real Estate Market
by CĂLIN, Adrian Cantemir

2015 Liquidity And Informational Inefficiency. The Case Of Romania
by CIOACĂ, Sorin-Iulian

2015 Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location
by Samuele Murtinu & Vittoria Giada Scalera

2015 Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market
by Pando Sohn & Ji-Yong Seo

2015 Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012
by Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas

2015 Bubbles, Bluffs and Greed
by Taiji HARASHIMA

2015 Revisit The Ar(1) Model For The Returns From Djia
by PETER REN

2015 The validity and time-horizon of the Fed model for equity valuation: a co-integration approach
by Fabien Mercier

2015 Empirical Analysis of Herd Behavior in Borsa Istanbul
by Hilal Hümeyra Özsu

2015 The impact of Securities Transaction Tax on market quality: Evidence from France and Italy
by Filip Å ramko

2015 Does Bitcoin follow the hypothesis of efficient market?
by Jakub Bartos

2015 The National Football League season wins total betting market: The impact of heuristics on behavior
by Linda M. Woodland & Bill M. Woodland

2015 Voluntary disclosure and the cost of capital
by Greg Clinch & Robert E Verrecchia

2015 The Momentum Effect Exemplifies The Influence Of Investors’ Irrational Behaviour On Changing Prices Of Shares And Stocks: An Analysis Of The Momentum Effect On The Warsaw Stock Exchange
by Pawe³ Mer³o & Patryk Konarzewski

2015 Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets
by Altaf Muhammad & Zhang Shuguang

2015 A Different Statistic for the Management of Portfolios - the Hurst Exponent: Persistent, Antipersistent or Random Time Series?
by Ana-Maria CALOMFIR (METESCU)

2015 The Diagnosis of the Insider Trading During the Conflict of Shareholders of “VimpelCom” in 2005-2013
by Chirkova, Elena & Petrov, Vladislav

2015 The Impact Of Financial News And Press Freedom On Abnormal Returns Around Earnings Announcement Periods In The Shanghai, Shenzhen And Taiwan Stock Markets
by Yu-Chen WEI & Yang-Cheng LU & I-Chi LIN

2015 Financial Market Reaction To Changes In The Volatilities Of Cds Returns
by Gheorghe HURDUZEU & Radu Cristian MUSETESCU & Georgeta Madalina MEGHISAN

2015 The Impact of Trade Announcements on Financial Markets. An Event Study Analysis
by Adrian Cantemir CALIN

2015 Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis
by Murad A.Bein & Gulcay TUNA

2015 Modeling Portfolio Returns On Bucharest Stock Exchange Using The Fama-French Multifactor Model
by Andrei ANGHEL & Dalina DUMITRESCU & Cristiana TUDOR

2015 Analysis Of Relative Return Behaviour Of Borsa Istanbul Reit And Borsa Istanbul 100 Index
by Mine AKSOY & Veysel ULUSOY

2015 Analysis Of The Capital Market In Croatia
by Buljat, Maja & Ivanovic, Zoran & Baresa, Suzana

2015 The Link Class Project: Collaborative virtual teams between Peru and The Netherlands
by OLIVOS, MARIELLA & Rincón , Sandra & Rutkowski, Anne-Francoise

2015 Training and development as a tool for improving basic service delivery; the case of a selected municipality
by Mpofu, Mthokozisi & Kendrick Hlatywayo, Clifford

2015 Malaysian Finance Sector Weak-Form Efficiency: Heterogeneity, Structural Breaks, and Cross-Sectional Dependence
by Ching Kok, Sook & Munir, Qaiser

2015 Time-Varying Bond Market Integration in EMU
by Gupta, Priyanshi & Sehgal, Sanjay & Deisting, Florent

2015 An Empirical Test of Efficiency of Exchange-Traded Currency Options in India
by Bhat, Aparna & Arekar, Kirti

2015 Intraday Lead-Lag Relationship between Stock Index and Stock Index Futures Markets: Evidence from Turkey
by Ersoy, Ersan & Çıtak, Levent

2015 Analysis of Forecasting Performance of Investors in Turkey Within Framework of the Random Walk Model (Türkiye’de Yatırımcıların Öngörü Performanslarının Rassal Yürüyüş Modeli Çerçevesinde Analizi)
by Tanrıöver, Banu & Çöllü, Duygu Arslantürk

2015 Variance Ratio Tests of the Random Walk in the BRVM
by Konan L¨¦on N'DRI

2015 Eloquence is The Key – the Impact of Monetary Policy Speeches on Exchange Rate Volatility
by Adrian Cantemir Călin

2015 Testing the Weak-Form Market Eficiency of the Euronext Wheat
by Mihai Cristian Dinică & Erica Cristina (Balea) Dinică

2015 Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey
by Halime Temel Nalın & Sevinç Güler

2015 La titularización en Colombia: veinte años de regulación, 1993-2013
by Constanza Blanco Barón

2015 Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater
by Ariane Szafarz

2015 Consequences of Voluntary Stock Exchange Section Switching on Stock Prices, Liquidity and Volatility
by Abdoul K. Cissé & Patrice Fontaine

2015 Radiografía del costo del crédito en el Perú
by Choy, Marylin & Costa, Eduardo & Churata, Eloy

2015 Accounting Accruals and Information Asymmetry in Europe
by Antonio Cerqueira & Claudia Pereira

2015 An Analysis of Expenses for the Outsourcing of Policy Advice on the Level of the Ministries of the Czech Republic
by Arnošt Veselý & František Ochrana & Stanislav Klazar

2015 An Empirical Analysis of the Diffusion of Information across Stock Markets of Central and Eastern Europe
by Ovidiu Stoica & Mark J. Perry & Seyed Mehdian

2015 Informational Content of Open-to-Close Stock Returns
by Andrey Kudryavtsev

2015 Information Acquisition and Excessive Risk: Impact of Policy Rate and Market Volatility
by Volha Audzei

2015 Achieving Competitive Advantage Of A Company Through Efficient Management Of Wages And Employee Rewards
by Tihomir Zec & Vice Mihanovic & Jerko Zunic

2015 Finance and climate: The transition to a low-carbon and climate-resilient economy from a financial sector perspective
by Jean Boissinot & Doryane Huber & Gildas Lame

2015 A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate
by Greene, Jason T. & Rakowski, David

2015 The turn of the month effect still exists in the main Latin American stock markets, including the level of individual stocks
by Kristjanpoller Rodríguez Werner & Arenas Yáñez Teresita

2015 Human Capital Reorganizations and Market Performance: U.S. Firms
by Anne Anderson & E. James Cowan & Karen C. Denning

2015 Bank controlling with a marketing attitude – applied statistics in the service of controlling
by Péter Kalmár & Zoltán Zéman & János Lukács

2015 Analysis methodology of interbank reference rates - International trends and the results of the first Hungarian annual statistical analysis for 2014
by Dániel Horváth & Eszter Makay

2015 Four hours is actually how many hours? – The actual time required for intraday transfers
by Péter Császár

2015 Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests
by Andrew Phiri

2015 Trading Volume and Momentum: The International Evidence
by Graham Bornholt & Paul Dou & Mirela Malin

2015 Dividends and Foreign Performance Signaling
by Robert Joliet & Aline Muller

2015 Media Content and Stock Returns: The Predictive Power of Press
by Nicky J. Ferguson & Dennis Philip & Herbert Y. T. Lam & Jie Michael Guo

2015 Efficiency in Pension Funds Management in a QE Environment: The Case of Spain/Eficiencia en la gestión de los fondos de pensiones en un entorno de QE: El caso de España
by SANTACRUZ CANO, JAVIER & BERNAL ALONSO, MIGUEL ÁNGEL

2015 Innovation and technical efficiency in Malaysian family manufacturing industries
by Susila Munisamy & Edward Wong Sek Khin & Chia Zi Fon

2015 Are investors rational, irrational or normal?
by Md. Al Mamun & Md. Abu Syeed & Farida Yasmeen

2015 Price impact of informed trades in the U.S. treasury markets
by Onem Ozocak

2015 The response of stock prices to dividend news on the Ghana stock market: An empirical assessment
by Gideon Boako

2015 Stock price reaction to share repurchase announcements by banks in normal and crisis times
by Jijun Niu

2015 Underpricing and voluntary disclosure: The case of mining IPOs in Australia
by Laura Bottazzi

2015 Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets
by Emilio Rojas Olea & Werner Kristjanpoller Rodríguez

2015 Quantitative Easingand U.S. Financial Asset Returns
by Joanne GUO

2015 The Effects of Sporting Success on Stock Returns: An Application in Istanbul Stock Exchange
by Alper Veli ÇAM

2015 Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája
by Havran, Dániel & Erb, Tamás

2015 Spanish SOCIMI (REIT) Funds and Efficiency of the Real Estate Capital Market
by Piotr Kasprzak

2015 The Importance of Intermediaries in Stock Transaction
by Roxana Ionescu

2015 Unit-Linked Life Insurance Products Versus Other Alternative Investments
by Cristina Ciumas & Diana-Maria Chis

2015 Averaging Across Asset Allocation Models
by Peter Schanbacher

2015 Impact of Foreign Direct Investment (FDI) In Select Indian Retail Companies - With Respect to Equity Investment
by Ponsabariraj Nagalingam

2015 Volatility and co-movement: an analysis of stock markets behavior of selected emerging and developed countries
by Sarod Khandaker & Silvia Zia Islam

2015 Market efficiency in developing African stock markets: what do we know?
by Pyemo N. Afego

2015 Day One Keynote Address: Forward Guidance
by Lars E.O. Svensson

2015 Risk Shifting with Fuzzy Capital Constraints
by Simon Dubecq & Benoit Mojon & Xavier Ragot

2015 Secured Loans In Mexico And Its Effects, Prestamos Prendarios En Mexico Y Sus Efectos
by Rufina Georgina Hernandez Contreras & Rosa Maria Medina Hernandez & Rosa Maria Solis Salazar

2015 The Trading Costs Of Early Earnings Release: The Case Of Hewlett-Packard Company
by Jeng-Hong Chen

2015 Investor Reaction In Stock Market Crashes And Post-Crash Market Reversals
by Daniel Folkinshteyn & Gulser Meric & Ilhan Meric

2015 Bank Stock And Option Transmissions In Financial Crisis
by Han-Ching Huang & Yong-Chern Su & Sheng-Jung Wu

2015 Stock Price Discovery In Earnings Season
by Qi Sun

2015 Ipo Initial Returns And Volatility: A Study In An Emerging Market
by Mike Siew Wei Leong & Sheela Devi Sundarasen

2015 The Impact Of Diversifying Acquisitions On Shareholder Wealth: Evidence From Turkish Acquirers
by Elif Akben Selcuk & Halil Kiymaz

2015 Announcement Effect of Cash Dividend Changes around Ex-Dividend Days: Evidence from Taiwan
by Jack J.W. Yang & Tsung-Hsin Wu

2015 Market Efficiency around the Announcement Day of Self-Tender Offers
by Han-Ching Huang & Yong-Chern Su & Hsin-Ying Wang

2015 The Effect of Limit Order Book Information on Investors with Different Risk Attitudes
by Ya-Hui Wang & Chien-Chih Lai

2015 Seasonality in the Vietnam Stock Index
by H. Swint Friday & Nhung Hoang

2015 Evidence On The Speed Of Convergence To Market Efficiency: Evidence From Stock Spin-Offs
by Han-Ching Huang & Yong-Chern Su & Chun-E Shih

2015 Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market
by Tarek Bouchaddekh & Abdelfatteh Bouri & Makram Nouaili

2015 Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market
by Ales Cornanic & Jiri Novak

2015 Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta
by Jiri Novak

2015 Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve
by Lubomira Gertler

2015 Rules and Discretion in Monetary Policy: Is the Response of the Stock Market Rational?
by Ion-Iulian MARINESCU & Alexandra HOROBET

2015 Interdependencia de los mercados de valores en el mundo
by Elena Moreno García. & Daniel Vázquez Cotera. & Sergio Hernández Mejía & Luis Alberto Larios Ojeda

2015 Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
by Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan

2015 The Impact Of Macroeconomic Indicators On The Movement Of Crobex
by Bojan Tomic

2015 Short-term overreaction to specific events: Evidence from an emerging market
by Boubaker, Sabri & Farag, Hisham & Nguyen, Duc Khuong

2015 New evidence on determinants of price momentum in the Japanese stock market
by Teplova, Tamara & Mikova, Evgeniya

2015 The effects of M&As in highly concentrated domestic vis-à-vis export markets: By the example of Russian metal industries
by Avdasheva, Svetlana & Tsytsulina, Dina

2015 Investor sentiment and the underperformance of technology firms initial public offerings
by Saade, Samer

2015 Do DOW returns really influence the intraday Spanish stock market behavior?
by Miralles-Quirós, José Luis & Daza-Izquierdo, Julio

2015 A comparison of buy-side and sell-side analysts
by Hobbs, Jeffrey & Singh, Vivek

2015 Split ratings and debt-signaling in bond markets: A note
by Ismail, Ashraf & Oh, Seunghack & Arsyad, Nuruzzaman

2015 Market conditions, governance and the information content of insider trades
by Bhabra, Harjeet S. & Hossain, Ashrafee T.

2015 The time-varying causality between spot and futures crude oil prices: A regime switching approach
by Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat

2015 Model-free volatility indexes in the financial literature: A review
by Gonzalez-Perez, Maria T.

2015 Commonality in liquidity in emerging markets: Another supply-side explanation
by Bai, Min & Qin, Yafeng

2015 MA trading rules, herding behaviors, and stock market overreaction
by Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu

2015 Determinants of systemic risk and information dissemination
by Bianconi, Marcelo & Hua, Xiaxin & Tan, Chih Ming

2015 Exchange listing type and firm financial reporting behavior
by Lin, Wen-Chun & Liao, Tsai-Ling

2015 The small-cap effect in the predictability of individual stock returns
by Semenov, Andrei

2015 The impact of the economic crisis on the financial performance of multinational corporations
by Zhao, Xin & Jiang, Xianling & Li, Zhaoyang

2015 A new method of measuring herding in stock market and its empirical results in Chinese A-share market
by Xie, Tian & Xu, Yi & Zhang, Xinsheng

2015 The friction-free weighted price contribution
by Abad, David & Pascual, Roberto

2015 The effects and applicability of financial media reports on corporate default ratings
by Lu, Yang-Cheng & Wei, Yu-Chen & Chang, Tsang-Yao

2015 Do more foreign strategic investors and more directors improve the earnings smoothing? The case of China
by Wu, Meng-Wen & Shen, Chung-Hua & Lu, Chin-Hwa

2015 Opinion divergence, unexpected trading volume and stock returns: Evidence from China
by Chen, Lin & Qin, Lu & Zhu, Hongquan

2015 Liquidity, delistings, and credit risk premium
by Kuo, Su-Wen & Huang, Chin-Sheng & Jhang, Guan-Cih

2015 Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country
by Katusiime, Lorna & Shamsuddin, Abul & Agbola, Frank W.

2015 Analyst valuation and corporate value discovery
by Laih, Yih-Wenn & Lai, Hung-Neng & Li, Chun-An

2015 Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
by Chang, Charles & Lin, Emily

2015 Sentiment-prone investors and volatility dynamics between spot and futures markets
by Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael

2015 Toward a theory of responsible investing: On the economic foundations of corporate social responsibility
by Dam, Lammertjan & Scholtens, Bert

2015 Islamic calendar anomalies: Evidence from Pakistani firm-level data
by Halari, Anwar & Tantisantiwong, Nongnuch & Power, David. M. & Helliar, Christine

2015 The influence of price limits on overreaction in emerging markets: Evidence from the Egyptian stock market
by Farag, Hisham

2015 The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach
by Zheng, Yao

2015 Herding where retail investors dominate trading: The case of Saudi Arabia
by Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M.

2015 Stock price effects of asset securitization: The case of liquidity facility providers
by Hollander, Hilke & Prokop, Jörg

2015 Betting on presidential elections: Should we buy stocks connected with the winning party?
by Shen, Chung-Hua & Lin, Chih-Yung

2015 Price dynamics and market liquidity: An intraday event study on Euronext
by Mazza, Paolo

2015 Signalling the Dotcom bubble: A multiple changes in persistence approach
by Leone, Vitor & de Medeiros, Otavio Ribeiro

2015 Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector
by Agiakloglou, Christos & Gkouvakis, Michail

2015 Percent accruals and the accrual anomaly: Korean evidence
by Kim, Young Jun & Kim, Jung Hoon & Kwon, Sewon & Lee, Su Jeong

2015 Acquirer performance when founders remain in the firm
by Xie, Yamin

2015 Delayed disclosure of insider trades: Incentives for and indicators of future performance?
by Chang, Millicent & Watson, Iain

2015 Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence
by Maderitsch, R.

2015 The impact of foreign institutional traders on price efficiency: Evidence from the Taiwan futures market
by Hao, Ying & Chou, Robin K. & Ho, Keng-Yu & Weng, Pei-Shih

2015 Sharia compliant gold investment in Malaysia: Hedge or safe haven?
by Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria

2015 Do order imbalances predict Chinese stock returns? New evidence from intraday data
by Narayan, Paresh Kumar & Narayan, Seema & Westerlund, Joakim

2015 Common deviation and regime-dependent dynamics in the index derivatives markets
by Lee, Jaeram & Kang, Jangkoo & Ryu, Doojin

2015 Industry herding and momentum strategies
by Demirer, Rıza & Lien, Donald & Zhang, Huacheng

2015 Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market
by Wang, Shu-Feng & Lee, Kuan-Hui

2015 Size and price-to-book effects: Evidence from the Chinese stock markets
by Hilliard, Jitka & Zhang, Haoran

2015 Information asymmetry and capital structure around the world
by Gao, Wenlian & Zhu, Feifei

2015 The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors
by Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi

2015 Investor characteristics and the disposition effect
by Frino, Alex & Lepone, Grace & Wright, Danika

2015 A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy
by Daugherty, Mary Schmid & Jithendranathan, Thadavillil

2015 M&A operations: Further evidence of informed trading in the CDS market
by Pereira da Silva, Paulo & Vieira, Isabel & Vieira, Carlos

2015 The informational content of ADR mispricing
by Beckmann, Klaus S. & Ngo, Thanh & Wang, Daphne

2015 The role of internal and external certification mechanisms in seasoned equity offerings
by Koerniadi, Hardjo & Krishnamurti, Chandrasekhar & Lau, Sie Ting & Tourani-Rad, Alireza & Yang, Ting

2015 Behavioral influences in non-ferrous metals prices
by Cummins, Mark & Dowling, Michael & Lucey, Brian M.

2015 Investor mood and demand for stocks: Evidence from popular TV series finales
by Lepori, Gabriele M.

2015 Intraday return and volatility spillover mechanism from Chinese to Japanese stock market
by Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro

2015 What do Chinese macro announcements tell us about the world economy?
by Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova

2015 Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
by Fatum, Rasmus

2015 Spurious long memory, uncommon breaks and the implied–realized volatility puzzle
by Kellard, Neil M. & Jiang, Ying & Wohar, Mark

2015 Worth the hype? The effect of G20 summits on global financial markets
by Lo Duca, Marco & Stracca, Livio

2015 The side effects of quantitative easing: Evidence from the UK bond market
by Steeley, James M.

2015 Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium
by Levi, Shai & Zhang, Xiao-Jun

2015 Smart money, dumb money, and capital market anomalies
by Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar

2015 Volatility and mutual fund manager skill
by Jordan, Bradford D. & Riley, Timothy B.

2015 Competition of the informed: Does the presence of short sellers affect insider selling?
by Massa, Massimo & Qian, Wenlan & Xu, Weibiao & Zhang, Hong

2015 Wealth transfers via equity transactions
by Sloan, Richard G. & You, Haifeng

2015 Dark trading and price discovery
by Comerton-Forde, Carole & Putniņš, Tālis J.

2015 Signal or noise? Uncertainty and learning about whether other traders are informed
by Banerjee, Snehal & Green, Brett

2015 Are institutions informed about news?
by Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman

2015 When firms talk, do investors listen? The role of trust in stock market reactions to corporate earnings announcements
by Pevzner, Mikhail & Xie, Fei & Xin, Xiangang

2015 Market-wide attention, trading, and stock returns
by Yuan, Yu

2015 The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
by Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis

2015 Extraordinary acquirers
by Golubov, Andrey & Yawson, Alfred & Zhang, Huizhong

2015 High-frequency quoting, trading, and the efficiency of prices
by Conrad, Jennifer & Wahal, Sunil & Xiang, Jin

2015 High frequency market microstructure
by O’Hara, Maureen

2015 Commonality in news around the world
by Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui

2015 Trade credit and cross-country predictable firm returns
by Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu W.

2015 Impact of the Dodd-Frank act on credit ratings
by Dimitrov, Valentin & Palia, Darius & Tang, Leo

2015 Monetary policy and long-term real rates
by Hanson, Samuel G. & Stein, Jeremy C.

2015 Corporate goodness and shareholder wealth
by Krüger, Philipp

2015 The “greatest” carry trade ever? Understanding eurozone bank risks
by Acharya, Viral V. & Steffen, Sascha

2015 Attentive insider trading
by Alldredge, Dallin M. & Cicero, David C.

2015 End-of-the-year economic growth and time-varying expected returns
by Møller, Stig V. & Rangvid, Jesper

2015 Reprint of: Information percolation in segmented markets
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo

2015 Investment horizons and asset prices under asymmetric information
by Albagli, Elias

2015 Market composition and price informativeness in a large market with endogenous order types
by Challe, Edouard & Chrétien, Edouard

2015 Liquid bundles
by Farhi, Emmanuel & Tirole, Jean

2015 Private information and sunspots in sequential asset markets
by Benhabib, Jess & Wang, Pengfei

2015 Information and strategic behavior
by Rostek, Marzena & Weretka, Marek

2015 Financial reporting and market efficiency with extrapolative investors
by Bianchi, Milo & Jehiel, Philippe

2015 Stock market and deterrence effect: A mid-run analysis of major environmental and non-environmental accidents
by Carpentier, Cécile & Suret, Jean-Marc

2015 Revealing climate change opinions through investment behavior: Evidence from Fukushima
by Lei, Zhen & Shcherbakova, Anastasia V.

2015 Market structure, institutional framework and bank efficiency in ASEAN 5
by Chan, Sok-Gee & Koh, Eric H.Y. & Zainir, Fauzi & Yong, Chen-Chen

2015 The optimal corridor for implied volatility: From periods of calm to turmoil
by Muzzioli, Silvia

2015 The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?
by Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes

2015 Factor models for binary financial data
by Perez, M. Fabricio & Shkilko, Andriy & Sokolov, Konstantin

2015 Yes, one-day international cricket ‘in-play’ trading strategies can be profitable!
by Norton, Hugh & Gray, Steve & Faff, Robert

2015 The impact of assets-in-place on corporate financing and investment decisions
by Clausen, Saskia & Flor, Christian Riis

2015 The liquidity premium in CDS transaction prices: Do frictions matter?
by Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia

2015 As told by the supplier: Trade credit and the cross section of stock returns
by Goto, Shingo & Xiao, Gang & Xu, Yan

2015 Managerial overconfidence and corporate risk management
by Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia

2015 Informed trading around earnings and mutual fund alphas
by Cai, Yu & Lau, Sie Ting

2015 On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly
by Chung, Dennis Y. & Hrazdil, Karel & Trottier, Kim

2015 Riding the swaption curve
by Duyvesteyn, Johan & de Zwart, Gerben

2015 Combining momentum with reversal in commodity futures
by Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua

2015 What determines the exit decision for leveraged buyouts?
by Jenkinson, Tim & Sousa, Miguel

2015 What explains the value premium? The case of adjustment costs, operating leverage and financial leverage
by Cao, Viet Nga

2015 High frequency trading and end-of-day price dislocation
by Aitken, Michael & Cumming, Douglas & Zhan, Feng

2015 Stock market dispersion, the business cycle and expected factor returns
by Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos

2015 Information environment and investor behavior
by Chang, Yen-Cheng & Cheng, Hung-Wen

2015 What explains the dynamics of 100 anomalies?
by Jacobs, Heiko

2015 A new approach to measuring riskiness in the equity market: Implications for the risk premium
by Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni

2015 The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks
by Leung, Henry & Ton, Thai

2015 The market valuation of share repurchases in Europe
by Andriosopoulos, Dimitris & Lasfer, Meziane

2015 Size and value risk in financial firms
by Baek, Seungho & Bilson, John F.O.

2015 Executive compensation and informed trading in acquiring firms around merger announcements
by Ordu, Umut & Schweizer, Denis

2015 Oil prices, US stock return, and the dependence between their quantiles
by Sim, Nicholas & Zhou, Hongtao

2015 Which financial stocks did short sellers target in the subprime crisis?
by Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke

2015 (How) has the market become more efficient?
by Bertone, Stephen & Paeglis, Imants & Ravi, Rahul

2015 The costs and benefits of short sale disclosure
by Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi

2015 The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe
by Godlewski, Christophe J.

2015 Credit default swaps and the market for sovereign debt
by Ismailescu, Iuliana & Phillips, Blake

2015 The impact of monetary policy announcements on the stock price of large European banks during the financial crisis
by Ricci, Ornella

2015 The performance of US equity mutual funds
by Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman

2015 Why do options prices predict stock returns? Evidence from analyst tipping
by Lin, Tse-Chun & Lu, Xiaolong

2015 Retail clientele and option returns
by Choy, Siu-Kai

2015 Brothers from different mothers how distribution fees change investment behavior
by Navone, Marco & Pagani, Marco

2015 Generalized runs tests to detect randomness in hedge funds returns
by Hentati-Kaffel, Rania & de Peretti, Philippe

2015 The importance of being systemically important financial institutions
by Bongini, Paola & Nieri, Laura & Pelagatti, Matteo

2015 The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis
by Kosmidou, Kyriaki V. & Kousenidis, Dimitrios V. & Negakis, Christos I.

2015 The prediction of fund failure through performance diagnostics
by Cogneau, Philippe & Hübner, Georges

2015 The information content of option-implied information for volatility forecasting with investor sentiment
by Seo, Sung Won & Kim, Jun Sik

2015 National culture and corporate cash holdings around the world
by Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu

2015 Delegated trade and the pricing of public and private information
by Taylor, Daniel J. & Verrecchia, Robert E.

2015 What is the value of sell-side analysts? Evidence from coverage changes – A discussion
by Hansen, Robert S.

2015 In short supply: Short-sellers and stock returns
by Beneish, M.D. & Lee, C.M.C. & Nichols, D.C.

2015 On guidance and volatility
by Billings, Mary Brooke & Jennings, Robert & Lev, Baruch

2015 What is the value of sell-side analysts? Evidence from coverage initiations and terminations
by Li, Kevin K. & You, Haifeng

2015 Discussion of delegated trade and the pricing of public and private information
by Bloomfield, Matthew J. & Bloomfield, Robert

2015 Signaling through corporate accountability reporting
by Lys, Thomas & Naughton, James P. & Wang, Clare

2015 CEO opportunism?: Option grants and stock trades around stock splits
by Devos, Erik & Elliott, William B. & Warr, Richard S.

2015 Do scaling and selection explain earnings discontinuities?
by Burgstahler, David & Chuk, Elizabeth

2015 Why do analysts revise their stock recommendations after earnings announcements?
by Yezegel, Ari

2015 Strategic silence, insider selling and litigation risk
by Billings, Mary Brooke & Cedergren, Matthew C.

2015 The effect of security and market order flow shocks on co-movement
by Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S.

2015 Investor attention and FX market volatility
by Goddard, John & Kita, Arben & Wang, Qingwei

2015 Industry long-term return reversal
by Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela

2015 Market perceptions of US and European policy actions around the subprime crisis
by Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi

2015 Business cycle variation in positive feedback trading: Evidence from the G-7 economies
by Chau, Frankie & Deesomsak, Rataporn

2015 Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul
by Fung, Ka Wai Terence & Demir, Ender & Lau, Chi Keung Marco & Chan, Kwok Ho

2015 Opening and closing price efficiency: Do financial markets need the call auction?
by Ibikunle, Gbenga

2015 Foreigners’ trading and stock returns in Spain
by Porras, Eva & Ülkü, Numan

2015 Price discovery in the dual-platform US Treasury market
by Sun, Zhuowei & Dunne, Peter G. & Li, Youwei

2015 Liquidity and stock returns: Evidence from international markets
by Chiang, Thomas C. & Zheng, Dazhi

2015 Does stealth trading coexist with high levels of insider trading? Evidence from Kuwait
by Alhashel, Bader

2015 Specified purpose acquisition companies in shipping
by Shachmurove, Yochanan & Vulanovic, Milos

2015 An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market
by Sayim, Mustafa & Rahman, Hamid

2015 The determinants of CDS open interest dynamics
by Silva, Paulo Pereira da & Vieira, Carlos & Vieira, Isabel

2015 The effects of government capital and liquidity support programs on bank lending: Evidence from the syndicated corporate credit market
by Wu, Deming

2015 Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis
by Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M.

2015 Short sales and the weekend effect—Evidence from a natural experiment
by Gao, Pengjie & Hao, Jia & Kalcheva, Ivalina & Ma, Tongshu

2015 Informed trading in parallel bond markets
by Paiardini, Paola

2015 Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm
by Chakrabarty, Bidisha & Pascual, Roberto & Shkilko, Andriy

2015 Equity volatility as a determinant of future term-structure volatility
by Bansal, Naresh & Connolly, Robert A. & Stivers, Chris

2015 Information and accuracy in pricing: Evidence from the NCAA men׳s basketball betting market
by Berkowitz, Jason P. & Depken, Craig A. & Gandar, John M.

2015 On the determinants of pairs trading profitability
by Jacobs, Heiko & Weber, Martin

2015 Options market makers׳ hedging and informed trading: Theory and evidence
by Huh, Sahn-Wook & Lin, Hao & Mello, Antonio S.

2015 Style representation and portfolio choice
by Massa, Massimo & Simonov, Andrei & Stenkrona, Anders

2015 Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?
by Luo, Xingguo & Ye, Zinan

2015 Intermediate-term momentum and credit rating
by Haga, Jesper

2015 Stock return predictability in South Africa: The role of major developed markets
by Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo

2015 Credit contagion and competitive effects of bond rating downgrades along the supply chain
by Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse

2015 The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China
by Xu, Feng & Wan, Difang

2015 How integrated is the European carbon derivatives market?
by Mazza, Paolo & Petitjean, Mikael

2015 Technology upgrades in emerging equity markets: Effects on liquidity and trading activity
by Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren

2015 The benefits of combining seasonal anomalies and technical trading rules
by Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V.

2015 Role of single largest investors: Examples of mutual funds and acquisitions
by Bi, XiaoGang & Wang, Danni

2015 Revisiting the earnings–price effect: The importance of future earnings
by Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei

2015 Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
by Neaime, Simon

2015 Net payout return: An alternative to the traditional returns approach based on dividends and share repurchases
by Brawn, Derek & Sevǐc, Aleksandar

2015 A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles
by Godek, Paul E.

2015 The similarity of ECB’s communication
by Amaya, Diego & Filbien, Jean-Yves

2015 Security analysts’ target prices and takeover premiums
by Gerritsen, Dirk F.

2015 Political risk, investor attention and the Scottish Independence referendum
by Acker, Daniella & Duck, Nigel W.

2015 Player absence and betting lines in the NBA
by Dare, William H. & Dennis, Steven A. & Paul, Rodney J.

2015 Rational speculative bubbles in the US stock market and political cycles
by Wang, Miao & Wong, M. C. Sunny

2015 Long memory and the relation between options and stock prices
by Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih

2015 The benefits of international diversification: market development, corporate governance, market cap, and structural change effects
by Switzer, Lorne N. & Tahaoglu, Cagdas

2015 The long-term performance of index additions and deletions: Evidence from the Hang Seng Index
by Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N.

2015 The financial econometrics of price discovery and predictability
by Narayan, Seema & Smyth, Russell

2015 Order imbalance and selling aggression under a shorting ban: Evidence from the UK
by Sifat, Imtiaz Mohammad & Mohamad, Azhar

2015 Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market
by Bai, Min & Qin, Yafeng

2015 Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
by López, Raquel

2015 Commonality on Euronext: Do location and account type matter?
by D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo

2015 The importance of belief dispersion in the response of gold futures to macroeconomic announcements
by Smales, Lee A. & Yang, Yi

2015 Will precious metals shine? A market efficiency perspective
by Charles, Amélie & Darné, Olivier & Kim, Jae H.

2015 On the efficiency of the global gold markets
by Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan

2015 Takeover rumors: Returns and pricing of rumored targets
by Chou, Hsin-I & Tian, Gloria Y. & Yin, Xiangkang

2015 Earnings forecasts and idiosyncratic volatilities
by Kryzanowski, Lawrence & Mohsni, Sana

2015 Price adjustment method and ex-dividend day returns in a different institutional setting
by Asimakopoulos, Panagiotis N. & Tsangarakis, Nickolaos V. & Tsiritakis, Emmanuel D.

2015 The effects of institutional ownership on the value and risk of diversified firms
by Jafarinejad, Mohammad & Jory, Surendranath R. & Ngo, Thanh N.

2015 Momentum and default risk. Some results using the jump component
by González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael

2015 War and stock markets: The effect of World War Two on the British stock market
by Hudson, Robert & Urquhart, Andrew

2015 Does the stock market drive herd behavior in commodity futures markets?
by Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald

2015 Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data
by Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay

2015 Comparing U.S. and European market volatility responses to interest rate policy announcements
by Krieger, Kevin & Mauck, Nathan & Vazquez, Joseph

2015 Sell in May and Go Away: Still good advice for investors?
by Dichtl, Hubert & Drobetz, Wolfgang

2015 Liquidity and resolution of uncertainty in the European carbon futures market
by Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher

2015 Time-variation in the impact of news sentiment
by Smales, Lee A.

2015 Science and the stock market: Investors' recognition of unburnable carbon
by Griffin, Paul A. & Jaffe, Amy Myers & Lont, David H. & Dominguez-Faus, Rosa

2015 Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities
by Hitzemann, Steffen & Uhrig-Homburg, Marliese & Ehrhart, Karl-Martin

2015 Trading on mean-reversion in energy futures markets
by Lubnau, Thorben & Todorova, Neda

2015 Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?
by Le, Thai-Ha & Chang, Youngho

2015 A unit root model for trending time-series energy variables
by Narayan, Paresh Kumar & Liu, Ruipeng

2015 Do oil spot and futures prices move together?
by Chang, Chun-Ping & Lee, Chien-Chiang

2015 Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min

2015 Do industries lead stock markets? A reexamination
by Tse, Yiuman

2015 The information content of R&D reductions
by Chan, Konan & Lin, Yueh-hsiang & Wang, Yanzhi

2015 Adverse selection and the presence of informed trading
by Chang, Sanders S. & Wang, F. Albert

2015 Information shares of two parallel currency options markets: Trading costs versus transparency/tradability
by Piccotti, Louis R. & Schreiber, Ben Z.

2015 The impact of ECB macro-announcements on bid–ask spreads of European blue chips
by Rühl, Tobias R. & Stein, Michael

2015 Measuring private information in a specialist market
by Lamoureux, Christopher G. & Wang, Qin

2015 Heuristic learning in intraday trading under uncertainty
by Bekiros, Stelios D.

2015 Bond and stock market response to unexpected dividend changes
by Tsai, Hui-Ju & Wu, Yangru

2015 Impact of changes in the CSI 300 Index constituents
by Wang, Chuan & Murgulov, Zoltan & Haman, Janto

2015 Pricing, dynamics, and determinants of illiquidity risks: International evidence
by Saad, Mohsen & Samet, Anis

2015 Investor heterogeneity and commonality in stock return and liquidity
by Pan, Deng & Shi, Jing & Wu, Fei & Zhang, Bohui

2015 Position limit for the CSI 300 stock index futures market
by Wei, Lijian & Zhang, Wei & Xiong, Xiong & Shi, Lei

2015 Divided governments and futures prices
by Sojli, Elvira & Tham, Wing Wah

2015 Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
by Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert

2015 Asset-pricing anomalies at the firm level
by Cederburg, Scott & O’Doherty, Michael S.

2015 On the computation of LOT liquidity measure
by Zhao, Wandi & Wang, Mingjin

2015 Market sentiment and the Fama–French factor premia
by Shamsuddin, Abul & Kim, Jae H.

2015 Are volatility spillovers between currency and equity market driven by economic states? Evidence from the US economy
by Grobys, Klaus

2015 Informational efficiency of the clandestine and official gold markets in Paris
by Gallais-Hamonno, Georges & Hoang, Thi-Hong-Van & Oosterlinck, Kim

2015 Time varying price discovery
by Avino, Davide & Lazar, Emese & Varotto, Simone

2015 Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions
by Kuck, Konstantin & Maderitsch, Robert & Schweikert, Karsten

2015 Multiple directorships and the performance of mergers & acquisitions
by Chen, Li-Yu & Lai, Jung-Ho & Chen, Carl R.

2015 Improving international diversification benefits for US investors
by Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis

2015 Securitization and credit risk: Empirical evidence from an emerging economy
by de Mendonça, Helder Ferreira & Barcelos, Vívian Íris

2015 Predictability dynamics of Islamic and conventional equity markets
by Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk

2015 Nonlinearities and financial contagion in Latin American stock markets
by Romero-Meza, Rafael & Bonilla, Claudio & Benedetti, Hugo & Serletis, Apostolos

2015 Learning, information processing and order submission in limit order markets
by Chiarella, Carl & He, Xue-Zhong & Wei, Lijian

2015 Resiliency of the limit order book
by Lo, Danny K. & Hall, Anthony D.

2015 Lending terms and aggregate productivity
by Figueroa, Nicolás & Leukhina, Oksana

2015 How well does the weighted price contribution measure price discovery?
by Wang, Jianxin & Yang, Minxian

2015 Super-exponential growth expectations and the global financial crisis
by Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier

2015 Endogenous leverage and asset pricing in double auctions
by Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim

2015 Does individual investor trading impact firm valuation?
by Wang, Qin & Zhang, Jun

2015 Dividend changes and stock price informativeness
by De Cesari, Amedeo & Huang-Meier, Winifred

2015 Exchange trading rules, surveillance and suspected insider trading
by Aitken, Michael & Cumming, Douglas & Zhan, Feng

2015 Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?
by Atanasov, Vladimir & Davies, Ryan J. & Merrick, John J.

2015 Institutional trading during a wave of corporate scandals: “Perfect Payday”?
by Bernile, Gennaro & Sulaeman, Johan & Wang, Qin

2015 Insider trading before accounting scandals
by Agrawal, Anup & Cooper, Tommy

2015 Financial market misconduct and agency conflicts: A synthesis and future directions
by Cumming, Douglas & Dannhauser, Robert & Johan, Sofia

2015 Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares
by Li, Shan & Brockman, Paul & Zurbruegg, Ralf

2015 Trading and earnings management: Evidence from China's non-tradable share reform
by Xiao, Gang

2015 Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales
by Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay

2015 Top VC IPO underpricing
by Bradley, Daniel & Kim, Incheol & Krigman, Laurie

2015 Institutional shareholding and information content of dividend surprises: Re-examining the dynamics in dividend-reappearance era
by Amin, Abu S. & Dutta, Shantanu & Saadi, Samir & Vora, Premal P.

2015 Multinationality and opaqueness
by Aabo, Tom & Pantzalis, Christos & Park, Jung Chul

2015 The impact of personal attributes on corporate insider trading
by Hillier, David & Korczak, Adriana & Korczak, Piotr

2015 The effect of index futures trading on volatility: Three markets for Chinese stocks
by Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L.

2015 Fair value measurement capabilities, disclosure, and the perceived reliability of fair value estimates: A discussion of Bhat and Ryan (2015)
by McDonough, Ryan P. & Shakespeare, Catherine M.

2015 The Impact of Accounting Disclosures and the Regulatory Environment on the Information Content of Earnings Announcements
by Eiler, Lisa A. & Miranda-Lopez, Jose & Tama-Sweet, Isho

2015 Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns
by Samet Günay

2015 A Test of the Market Efficiency of the Integrated Latin American Market (MILA) Index in Relation to Changes in the Price of Oil
by Katerin Hernández-Gamarra & Julio Sarmiento-Sabogal & Edgardo Cayon-Fallon

2015 Flight to Liquidity on the Tokyo Stock Exchange during the 2008 Share Market Crashes
by Brooke Alexandra Maeda

2015 Testing for the Presence of Asymmetric Information in the Oil Market: A Vector Autoregression Approach
by Haytem Ahmed Troug & Rashid Sbia

2015 A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm
by Fethi Belhaj & Ezzeddine Abaoub

2015 The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey
by Serhan Cevik & Joshua Charap

2015 Effectiveness of technical analysis indicators over stock return: A Panel Data Approach
by Kutluk Kaðan SÜMER

2015 The Effect of Macro News on Volatility and Jumps
by Dimitrios I. Vortelinos

2015 Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market
by Ting Luo & Zhiguo Xiao

2015 The second-generation informational problem in the financial markets
by Jadwiga Glanc & Piotr Osiewacz

2015 Comparative analysis of mature and emerging markets\' stock market indices using Hurst exponents
by Agnieszka Kapecka

2015 Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos
by Juan Benjamín Duarte Duarte & Katherine Julieth Sierra Suárez & Víctor Alfonso Rueda Ortiz

2015 Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters
by Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez

2015 Efectos de las decisiones de política del Banco Central sobre los retornos de la Bolsa de Comercio en Chile
by Andrés A. Acuña & Cristián F. Pinto

2015 Leverage, Risk and Regulatory Capital in Latin American Banks
by Gabriel Moreno

2015 Knowledge, Information, and Retirement Saving Decisions: Evidence from a Large-Scale Intervention in Chile
by Eduardo Fajnzylber & Gonzalo Reyes

2015 Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos
by Rojas, Emilio & Kristjanpoller, Werner

2015 ¿Estabiliza el FEPA los precios locales del azúcar?
by Julio C. Alonso & Andrés M. Arcila & Sebastián Montenegro

2015 Predictibilidad de los retornos en el mercado de Colombia e hipo?tesis de mercado adaptativo
by 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
by Katherine Julieth Sierra Sua?rez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z

2015 The Mishkin Test: An Analysis Of Model Extensions
by Diana MURESAN

2015 Impact Of Fsa Decision No. 23 From 5th February, 2014: Event Study Approach
by Dumitru-Cristian OANEA & Ștefan-Bogdan VASILESCU

2015 Dark pools et trading haute fréquence : une évolution utile ?
by Fany Declerck & Laurence Lescourret

2015 The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis
by Antonio Zoratto Sanvicente

2015 Sell-side analysts make good predictions in Brazil?
by Melquiades Pereira Lima & Vinicio de Souza Almeida

2015 Por que as empresas fecham o capital no Brasil?
by Richard Saito & Marco Tulio Clivati Padilha

2015 Closing price manipulation in Borsa Istanbul and the impact of call auction sessions
by Eyup Kadioðluu & Guray Kuçukkocaoglu & Saim Kilic

2015 The accrual anomaly: Evidence from Borsa Istanbul
by Nasif Ozkan & Mustafa Mesut Kayali

2015 The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?
by Imlak Shaikh & Puja Padhi

2015 Empirical dynamics of emerging financial markets during the global mortgage crisis
by Rahmi Erdem Aktug

2015 Theoretical And Methodological Proposals Regarding The Informational Efficiency Of Financial Markets
by OPREAN Camelia

2015 Shifting tides - market liquidity and market-making in fixed income instruments
by Ingo Fender & Ulf Lewrick

2015 Crisis Influences between Developed and Developing Capital Markets – The Case of Central and Eastern European Countries
by Vladimir Tsenkov

2015 What Motivates Banks and Other Financial Services Firms to Merge? An Empirical Analysis of Economic and Institutional Factors
by Ralph Sonenshine & Evan Kraft

2015 Global Competitiveness Of The European Union Member States: Evolution And Perspectives
by Mihaela Brindusa Tudose & Valentina Diana Rusu

2015 Asset Price Bubbles
by Robert A. Jarrow

2015 Efficient capital markets and their influence on national economies
by Vasile CIOLPAN

2015 Short And Long-Term Dynamics Of Herd Behaviour At The Johannesburg Stock Exchange
by Olivier Niyitegeka & Devi Datt Tewari

2015 Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses
by Aurélien Baillon & Han Bleichrodt

2015 The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
by Jordi Galí & Luca Gambetti

2015 Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal
by Marco Ottaviani & Peter Norman Sørensen

2015 Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage
by Alex Edmans & Itay Goldstein & Wei Jiang

2015-03 Does rating shopping exist in spanish securitization issues?
by Peña Cerezo, Miguel A. & Rodríguez Castellanos, Arturo & Ibáñez Hernández, Francisco J.

2014 Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes
by John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta

2014 Investors' Reaction to Environmental Performance: A Global Perspective of the Newsweek's 'Green Rankings'
by Murguia, Juan Manuel & Lence, Sergio H.

2014 Wspolczesne wyzwania rynku finansowego (Contemporary challenges of the financial market)
by

2014 The Banking Regulatory Bubble and How to Get out of It
by Giovanni Ferri & Doris Neuberger

2014 Subjective Image of the Forthcoming — How FX Market Participants Construct Their Prospects on the Nearest Future
by V. Evstigneev.

2014 Financial Markets Efficiency (Nobel Memorial Prize in Economics 2013)
by R. Sverchkov & K. Sonin.

2014 Committee Bias and Market Inefficiency, Evidence from the NCAA Men’s Basketball Tournament
by Christopher C. Douglas

2014 Empirical Evidence on the Efficiency of Agricultural Commodity Markets
by Naveen Musunuru

2014 Das Google-Suchvolumen als Liquiditätsindikator des Aktienhandels: Evidenz vom weltweiten Agrarsektor
by Thomas Pöppe & Dirk Schiereck & Frank Zielinski

2014 Trading Puzzle, Puzzling Trade
by Orhan ERDEM & Evren ARIK & Serkan YÜKSEL

2014 Recreating the South Sea Bubble: Lessons from an Experiment in Financial History
by Giovanni Giusti & Charles Noussair & Hans-Joachim Voth

2014 Asymmetric Information and International Corporate Social Responsibility
by Kerstin Lopatta & Frerich Buchholz & Thomas Kaspereit

2014 The effects of corporate and country sustainability characteristics on the cost of debt: An international investigation
by Hoepner, Andreas & Oikonomou, Ioannis & Scholtens, Bert & Schröder, Michael

2014 Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings
by Lang, Gunnar & Shen, Yu & Xu, Xian

2014 The Value of the Revolving Door: Political Appointees and the Stock Market
by Moser, Christoph & Lüchinger, Simon

2014 Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets
by Fricke, Daniel & Gerig, Austin

2014 Do SEC Detections Deter Insider Trading? Evidence from Earnings Announcements
by Gider, Jasmin

2014 The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach
by Leppin, Julian Sebstian

2014 The impact of the financial crisis on transatlantic information flows: An intraday analysis
by Dimpfl, Thomas & Peter, Franziska J.

2014 Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
by Beckmann, Joscha & Berger, Theo & Czudaj, Robert

2014 Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets
by Rühl, Tobias R. & Stein, Michael

2014 Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis
by El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor

2014 Financial literacy and its consequences in the emerging middleclass
by Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas

2014 Market reaction to transparency: An empirical study on life insurance demand in Europe
by Dong, Ming

2014 The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon
by Leppin, Julian Sebastian

2014 Geldpolitik und Behavioural Finance
by Seitz, Franz

2014 The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches
by Alfarano, Simone & Camacho, Eva & Petrovic, Marko & Provenzano, Giulia

2014 SPACs with focus on China
by Shachmurove, Yochanan & Vulanovic, Milos

2014 Making the market: Trading debt at the Eighteenth-Century Bank of England
by Murphy, Anne L.

2014 Is there a bubble in the art market?
by Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas

2014 Advertising arbitrage
by Kovbasyuk, Sergei & Pagano, Marco

2014 A general approach to recovering market expectations from futures prices with an application to crude oil
by Baumeister, Christiane & Kilian, Lutz

2014 To disclose or not to disclose: Transparency and liquidity in the structured product market
by Friewald, Nils & Jankowitsch, Rainer & Subrahmanyam, Marti G.

2014 Estimation of trading costs: Trade indicator models revisited
by Theissen, Erik & Zehnder, Lars Simon

2014 Informational asymmetries in laboratory asset markets with state-dependent fundamentals
by Keser, Claudia & Markstädter, Andreas

2014 Who trades on momentum?
by Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad

2014 Do correlated defaults matter for CDS premia? An empirical analysis
by Koziol, Christian & Koziol, Philipp & Schön, Thomas

2014 Análisis del comportamiento imitador intradía en el mercado de valores español durante el periodo de crisis 2008-2009
by Alicia Marín Solano & Sandra Ferreruela Garcés

2014 The Relationship Between Stock Returns and Investor Sentiment: Evidence from Social Media
by Zachary McGurk & Adam Nowak

2014 Repeat Sales Methods for Growing Cities and Short Horizons
by Karl L. Guntermann & Crocker Liu & Adam Nowak

2014 Bubbles, Post-Crash Dynamics, and the Housing Market
by Crocker H. Liu & Adam Nowak & Stuart Rosenthal

2014 Generalized Momentum Asset Allocation Model
by Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski

2014 Options delta hedging with no options at all
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

2014 Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

2014 Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?
by Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik

2014 Measuring mispricing in experimental markets
by Owen Powell

2014 Fund Ratings: The method reconsidered
by Fausto Corradin & Domenico Sartore

2014 Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney
by Anastasia Klimova & Adrian D. Lee

2014 The Stock Market, the Real Economy and Contagion
by Dirk G Baur & Isaac Miyakawa

2014 Position-Limit Design for the CSI 300 Futures Markets
by Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi

2014 Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements?
by KiHoon Jimmy Hong & Eliza Wu

2014 Automated Liquidity Provision
by Austin Gerig & David Michayluk

2014 Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney
by Anastasia Klimova & Adrian D. Lee

2014 Sovereign Risk and the Pricing of Corporate Credit Default Swaps
by Haerri, Matthias & Morkoetter, Stefan & Westerfeld, Simone

2014 Shareholder Voting and Merger Returns
by Henning, Laura Sophie

2014 Beauty Contests and Fat Tails in Financial Markets
by Makoto Nirei & Tsutomu Watanabe

2014 The Risk-Return binomial after rating changes
by Pilar Abad Romero & Maria Dolores Robles Fernández

2014 Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series
by David E. Allen & Michael McAleer & Abhay K. Singh

2014 Can housing risk be diversified? A cautionary tale from the housing boom and bust
by John Cotter & Stuart Gabriel & Richard Roll

2014 Sovereign and bank CDS spreads: two sides of the same coin?
by John Cotter & Davide Avino

2014 Hurting without Hitting: The Economic Cost of Political Tension
by He, Yinghua & Nielsson, Ulf & Wang, Yonglei

2014 Information Mirages and Financial Contagion in Asset Market Experiment
by Noussair, C.N. & Xu, Yilong

2014 The Determinants of CDS Bid-ask Spreads
by Marcin Wojtowicz

2014 Capital Structure Arbitrage revisited
by Marcin Wojtowicz

2014 Need for Speed? Exchange Latency and Liquidity
by Albert J. Menkveld & Marius A. Zoican

2014 Intraday Price Discovery in Fragmented Markets
by Sait Ozturk & Michel van der Wel

2014 Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series
by David E. Allen & Michael McAleer & Abhay K. Singh

2014 Investment Grade, Asset Prices and Changes in the Source of Systematic Risk
by Bruno Giovannetti & Mauro Rodrigues, Eduardo Ros

2014 The Collateral Costs of Clearing
by Cyril Monnet & Thomas Nellen

2014 Market Inefficiencies and Forecastability of Spot Rates in the Shipping Sector
by Nils Wittmann & Eppinger Marcus

2014 Using Grey Relational Analysis to Determine the Financial Performance of Turkish Football Clubs
by Ä°lker Sakinc

2014 Trying to Predict Opening Stock Returns
by Andrey Kudryavtsev

2014 The Beauty Contest and Short-Term Trading
by Giovanni Cespa & Xavier Vives

2014 Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
by Andrew Ellul & Chotibhak Jotikasthira & Christian T. Lundblad & Yihui Wang

2014 Low Frequency Effects of Macroeconomic News on Government Bond Yields
by Carlo Altavilla & Domenico Giannone & Michele Modugno

2014 Advertising Arbitrage
by Sergei Kovbasyuk & Marco Pagano

2014 Timing a Hedge Decision: The Development of a Composite Technical Indicator for White Maize
by Susari Geldenhuys, Frans Dreyer and Chris van Heerden

2014 Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
by Joscha Beckmann & Theo Berger & Robert Czudaj

2014 Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets
by Tobias R. Rühl & Michael Stein

2014 The Law of one Price in Global Natural Gas Markets - A Threshold Cointegration Analysis
by Nick, Sebastian & Tischler, Benjamin

2014 Liquidity Risk Premia in the International Shipping Derivatives Market
by Amir Alizadeh & Konstantina Kappou & Dimitris Tsouknidis & Ilias Visvikis

2014 The Effects of Corporate and Country Sustainability Characteristics on the Cost of Debt: An International Investigation
by Andreas Hoepner & Ioannis Oikonomou & Bert Scholtens & Michael Schroder

2014 Prediction Markets, Twitter and Bigotgate
by Leighton Vaughan Williams & James Reade

2014 The impact of information flow and trading activity on gold and oil futures volatility
by Adam Clements & Neda Todorova

2014 The Effects of Margin Changes on Commodity Futures Markets
by Charoula Daskalaki & George Skiadopoulos

2014 Livin' on the Edge with Ratings: Liquidity, Efficiency and Stability
by Jonathan Chiu & Thorsten Koeppl

2014 Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting
by Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong

2014 Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği
by Cevik, Emrah Ismail & Topaloğlu, Gültekin

2014 Essai sur l'efficience informationnelle du marché boursier marocain
by Moudine, Chourouk & El Khattab, Younes

2014 Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study South Africa & U.S. -
by Emara, Noha

2014 Another reason why the efficient market hypothesis is fuzzy
by Muteba Mwamba, John

2014 Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods
by Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent

2014 Futures Commodities Prices and Media Coverage
by Almanzar, Miguel & Torero, Maximo & von Grebmer, Klaus

2014 The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study
by Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat

2014 Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns
by Hirshleifer, David & hsu, po-hsuan & li, dongmei

2014 The evolution of common law: revisiting Posner, Hayek & the economic analysis of Law
by Ojo, Marianne

2014 Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks
by Lean, Hooi Hooi & Smyth, Russell

2014 Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America
by Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell

2014 Rescue costs and financial risk
by Estrada, Fernando

2014 Behavioral Finance
by Hirshleifer, David

2014 Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009
by Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna

2014 How public information affects asymmetrically informed lenders: evidence from credit registry reform
by Choudhary, M. Ali & Jain, Anil

2014 Rescate y costos del riesgo financiero
by Estrada, Fernando

2014 Superstition and financial decision making
by Hirshleifer, David & Jian, Ming & Zhang, Huai

2014 Financial crisis in The Arcades Project of Walter Benjamin
by Estrada, Fernando

2014 Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India
by Hiremath, Gourishankar S & Kumari, Jyoti

2014 Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly
by Wisniewski, Tomasz Piotr & Yekini, Liafisu Sina

2014 Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds
by Chang, Chia-Lin & Ke, Yu-Pei

2014 Analysis of the Lead-Lag Relationship on South Africa capital market
by Rešovský, Marcel & Gróf, Marek & Horváth, Denis & Gazda, Vladimír

2014 Sovereign and bank CDS spreads: two sides of the same coin?
by Avino, Davide & Cotter, John

2014 The Illiquidity of Water Markets
by Donna, Javier & Espin-Sanchez, Jose

2014 Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution
by Kamal, Mona

2014 Revisiting the Performance of MACD and RSI Oscillators
by Chong, Terence Tai-Leung & Ng, Wing-Kam & Liew, Venus Khim-Sen

2014 Firm Complexity and Post-Earnings-Announcement Drift
by Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim

2014 Determinants of financial distress in u.s. large bank holding companies
by zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang

2014 Banks as Secret Keepers
by Tri Vi Dang & Gary Gorton & Beng Holmstrom & Guillermo Ordonez

2014 Do Election Results Affect the Value of Politically Connected Firms? - The Effect of the Schroeder-Merkel Change of Government on German Prime Standard Firms
by Elmar A. Janssen

2014 Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy
by Maximilian Mueller & Denis Schweizer & Volker Seiler

2014 Destructive Agents, Finance Firms, and Systemic Risk
by Natasa Bilkic & Thomas Gries

2014 Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market
by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

2014 Trade Credit and Cross-country Predictable Firm Returns
by Rui Albuquerque & Tarun Ramadorai & Sumudu W. Watugala

2014 Partial Adjustment Toward Equilibrium Mutual Fund Allocations: Evidence from U.S.-based Equity Mutual Funds
by M. Kabir Hassan & William J. Hippler III

2014 Forward Guidance
by Lars E.O. Svensson

2014 A Taxonomy of Anomalies and their Trading Costs
by Robert Novy-Marx & Mihail Velikov

2014 A Welfare Criterion for Models with Distorted Beliefs
by Markus K. Brunnermeier & Alp Simsek & Wei Xiong

2014 A Comparison of New Factor Models
by Kewei Hou & Chen Xue & Lu Zhang

2014 Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes
by Anisha Ghosh & George M. Constantinides

2014 Momentum Trading, Return Chasing, and Predictable Crashes
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan

2014 Benchmarks in Search Markets
by Darrell Duffie & Piotr Dworczak & Haoxiang Zhu

2014 Welfare and Optimal Trading Frequency in Dynamic Double Auctions
by Songzi Du & Haoxiang Zhu

2014 Robust Benchmark Design
by Darrell Duffie & Piotr Dworczak

2014 Strategic Trading in Informationally Complex Environments
by Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov

2014 Asset Management Contracts and Equilibrium Prices
by Andrea M. Buffa & Dimitri Vayanos & Paul Woolley

2014 Strategic News Releases in Equity Vesting Months
by Alex Edmans & Luis Goncalves-Pinto & Yanbo Wang & Moqi Xu

2014 Understanding Uncertainty Shocks and the Role of Black Swans
by Anna Orlik & Laura Veldkamp

2014 Keynes, King's and Endowment Asset Management
by David Chambers & Elroy Dimson & Justin Foo

2014 Evidence for Relational Contracts in Sovereign Bank Lending
by Peter Benczur & Cosmin L. Ilut

2014 Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013
by Oliver D. Bunn & Robert J. Shiller

2014 The Shorting Premium and Asset Pricing Anomalies
by Itamar Drechsler & Qingyi Freda Drechsler

2014 Banks as Secret Keepers
by Tri Vi Dang & Gary Gorton & Bengt Holmström & Guillermo Ordonez

2014 Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations
by Raymond Fisman & Yasushi Hamao & Yongxiang Wang

2014 Do ETFs Increase Volatility?
by Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi

2014 Private Information and Sunspots in Sequential Asset Markets
by Jess Benhabib & Pengfei Wang

2014 The Transmission of Federal Reserve Tapering News to Emerging Financial Markets
by Joshua Aizenman & Mahir Binici & Michael M. Hutchison

2014 One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?
by Yongheng Deng & Xin Liu & Shang-Jin Wei

2014 Testing for Information Asymmetries in Real Estate Markets
by Pablo Kurlat & Johannes Stroebel

2014 How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation
by Alexander Ljungqvist & Wenlan Qian

2014 Misinformed Speculators and Mispricing in the Housing Market
by Alex Chinco & Christopher Mayer

2014 Credit rating agency downgrades and the Eurozone sovereign debt crises
by Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen

2014 Hong Kong: A Bridge Connecting Mainland China and the International Market
by Zhenxi CHEN & Jan F. KIVIET & Weihong Huang

2014 Impact of information cost and switching of trading strategies in an artificial stock market
by Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu

2014 Financial Symmetry and Moods in the Market
by Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen

2014 The Random-Walk Hypothesis on the Indian Stock Market
by Ankita Mishra & Vinod Mishra & Russell Smyth

2014 An Event Study Analysis of ECB Unconventional Monetary Policy
by Giulia RIVOLTA

2014 Effects of the Limit Order Book on Price Dynamics
by Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou

2014 Stock Market Overreaction to Management Earnings Forecasts
by Jean-Sébastien Michel

2014 The Banking Regulatory Bubble and How to Get out of It
by Giovanni Ferri & Doris Neuberger

2014 Determinants of Capital Structure in Non-Financial Companies
by Kühnhausen, Fabian & Stieber, Harald W.

2014 How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices
by Heather D. Gibson & Stephen G. Hall & George S. Tavlas

2014 What Influences Stock Market Reaction to Sukuk Issues? The Impact of Scholars and Sukuk Types
by Christophe Godlewski & Rima Turk-Ariss & Laurent Weill

2014 What drives the dynamics of bank debt renegotiation in Europe? A survival analysis approach
by Christophe Godlewski

2014 The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses
by Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz

2014 Financial Literacy and Its Consequences in the Emerging Middle Class
by Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff

2014 The Illiquidity of Water Markets
by José-Antonio Espín-Sánchez & Javier Donna

2014 Corporate Efficiency, Credit Status and Investment
by Quader, Manzur & Taylor, Karl

2014 Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis
by Makram El-Shagi & Axel Lindner & Gregor von Schweinitz

2014 Information and consumer fraud in a signalling model
by Silvia Martínez-Gorricho

2014 Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance
by Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut

2014 IFRS and the need for non-financial information
by Tristan Boyer & Elena Chane-Alune

2014 Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
by Georges Prat & Remzi Uctum

2014 Dynamic spillovers among major energy and cereal commodity prices
by Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon

2014 Do global factors impact BRICS stock markets? A quantile regression approach
by Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen

2014 Market Perceptions of US and European Policy Actions Around the Subprime Crisis
by Theoharry Grammatikos & Thorsten Lehnert & Yoichi Otsubo

2014 Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets
by Raj Aggarwal & Brian M. Lucey & Fergal A. O'Connor

2014 Behavioral Influences in Non-Ferrous Metals Prices
by Mark Cummins & Brian M. Lucey & Michael M. Dowling

2014 Costs of power supply flexibility: the indirect impact of a Spanish policy change
by Ronald Huisman & Elisa Trujillo-Baute

2014 Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model
by Christopher Boortz & Stephanie Kremer & Simon Jurkatis & Dieter Nautz

2014 Sovereign Credit Ratings, Transparency and International Portfolio Flows
by Amar Gande & David Parsley

2014 The Effects Of Competition Policy: Merger Approval, Entry Barrier Removal, Antitrust Enforcement Compared
by Svetlana B. Avdasheva & Dina V. Tsytsulina

2014 Money management with optimal stopping of losses for maximizing the returns of futures trading
by Lundström, Christian

2014 Discount rates, market frictions, and the mystery of the size premium
by de Oliveira Souza, Thiago

2014 Does Trading Anonymously Enhance Liquidity?
by Dennis, Patrick J. & Sandås, Patrik

2014 On the Challenge to Competitive Authoritarianism and Political Patronage in Malaysia
by Johansson, Anders C.

2014 Public Enforcement of Securities Market Rules: Resource-based evidence from the Securities Exchange Commission
by Lohse, Tim & Pascalau, Razvan & Thomann, Christian

2014 Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data
by Quoreshi, A.M.M. Shahiduzzaman

2014 How did the capital market evaluate Germany’s prospects for winning World War I? Evidence from the Amsterdam market for government bonds
by Tobias A. Jopp

2014 Pertinence des mesures non-GAAP pour les marchés boursiers : le cas des firmes du CAC 40
by Denis Cormier & Samira Demaria

2014 The Impact of Expectations, Match Importance and Results in the Stock Prices of European Football Teams
by Pedro Godinho & Pedro Cerqueira

2014 Using bankruptcy to reduce foreclosures: does strip-down of mortgages affect the supply of mortgage credit?
by Li, Wenli & Tewari, Ishani & White, Michelle J.

2014 Counterparty risk in material supply contracts
by Boyarchenko, Nina & Costello, Anna M.

2014 Can risk explain the profitability of technical trading in currency markets?
by Ivanova, Yuliya & Neely, Christopher J. & Rapach, David E. & Weller, Paul A.

2014 Momentum Trading, Return Chasing and Predictable Crashes
by Chabot, Benjamin & Ghysels, Eric & Jagannathan, Ravi

2014 Mandatory Disclosure and Financial Contagion
by Alvarez, Fernando & Barlevy, Gadi

2014 How Public Information Affects Asymmetrically Informed Lenders: Evidence from a Credit Registry Reform
by Choudhary, M. Ali & jain, Anil K.

2014 Generating Options-Implied Probability Densities to Understand Oil Market Events
by Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J

2014 Returns to Active Management: The Case of Hedge Funds
by Kazemi, Maziar & Islamaj, Ergys

2014 Dealer Networks
by Li, Dan & Schurhoff, Norman

2014 The Low Frequency Effects of Macroeconomic News on Government Bond Yields
by Altavilla, Carlo & Giannone, Domenico & Modugno, Michele

2014 The allocation of talent: finance versus entrepreneurship
by Shakhnov, Kirill

2014 Impact of International Oil Price Shocks on Consumption Expenditures in ASEAN and East Asia
by Dayong ZHANG & David C. Broadstock

2014 Forensic Finance
by Verwijmeren, P.

2014 The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
by Bodeutsch, D.S. & Franses, Ph.H.B.F.

2014 Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
by Sebastien Lleo & Bill Ziemba

2014 Multi-asset noisy rational expectations equilibrium with contingent claims
by Georgy Chabakauri & Kathy Yuan & Konstantinos Zachariadis

2014 Insurgent capitalism: Island, bricolage and the re-making of finance
by Donald MacKenzie & Juan Pablo Pardo-Guerra

2014 Those Who Know Most: Insider Trading in 18th c. Amsterdam
by Koudijs, Peter

2014 Benchmarks in Search Markets
by Duffie, Darrell & Dworczak, Piotr & Zhu, Haoxiang

2014 Evaluating Firm-Level Expected-Return Proxies
by Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y.

2014 The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment
by Koudijs, Peter

2014 Robust Benchmark Design
by Duffie, Darrell & Dworczak, Piotr

2014 In Short Supply: Short-Sellers and Stock Returns
by Beneish, M. D. & Lee, C. M. C. & Nichols, D. C.

2014 Low Frequency Effects of Macroeconomic News on Government Bond Yields
by Carlo Altavilla & Domenico Giannone & Michèle Modugno

2014 On the Possibility of Informationally Efficient Markets
by Vives, Xavier

2014 False News, Informational Efficiency, and Price Reversals
by FOUCAULT, Thierry & DUGAST, Jérôme

2014 On the impact of macroeconomic news surprises on Treasury-bond yields
by Imane El Ouadghiri & Valerie Mignon & Nicolas Boitout

2014 Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
by Georges Prat & Remzi Uctum

2014 It hurts (stock prices) when your team is about to lose a soccer match
by Michael Ehrmann & David-Jan Jansen

2014 Adaptive learning and survey data
by Agnieszka Markiewicz & Andreas Pick

2014 Market Efficiency in Asian and Australasian Stock Markets: A Fresh Look at the Evidence
by Jae Kim & Hristos Doucouliagos & Hendrix College

2014 The Global Crisis and Equity Market Contagion
by Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl

2014 Loan officers' screening with credit scores
by Vicente, Sergio

2014 Is there a Bubble in the Art Market?
by Roman Kräussl & Thorsten Lehnert & Nicolas Martelin

2014 The 2011 European Short Sale Ban: An Option Market Perspective
by Roman Kräussl & Luiz Félix & Philip Stork

2014 The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks
by Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos

2014 Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach
by Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling

2014 Man or machine? Rational trading without information about fundamentals
by Rossi, Stefano & Tinn, Katrin

2014 Feedback Effects and the Limits to Arbitrage
by Edmans, Alex & Goldstein, Itay & Jiang, Wei

2014 Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
by Campbell, John Y & Ramadorai, Tarun & Ranish, Benjamin

2014 Lehman Brothers: What Did Markets Know?
by Gehrig, Thomas & Haas, Marlene

2014 Are Retail Traders Compensated for Providing Liquidity?
by Barrot, Jean-Noël & Kaniel, Ron & Sraer, David

2014 Dealer Networks
by Li, Dan & Schürhoff, Norman

2014 Momentum Trading, Return Chasing, and Predictable Crashes
by Chabot, Benjamin & Ghysels, Eric & Jagannathan, Ravi

2014 A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil
by Baumeister, Christiane & Kilian, Lutz

2014 Asset Management Contracts and Equilibrium Prices
by Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul

2014 The Impact of Hedge Funds on Asset Markets
by Kruttli, Mathias & Patton, Andrew J & Ramadorai, Tarun

2014 Collateralisation bubbles when investors disagree about risk
by Broer, Tobias & Kero, Afroditi

2014 Strategic News Releases in Equity Vesting Months
by Edmans, Alex & Goncalves-Pinto, Luis & Wang, Yanbo & Xu, Moqi

2014 Distressed Acquisitions
by Meier, Jean-Marie A. & Servaes, Henri

2014 The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru
by Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón

2014 Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado
by Javier Eliecer Pirateque Niño

2014 La inclusión y la estabilidad financieras
by María José Roa

2014 Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals
by Claudia Keser & Andreas Markstädter

2014 Asset Allocation and Monetary Policy: Evidence from the Eurozone
by Harald Hau & Sandy Lai

2014 The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
by Yin-Wong Cheung & Dagfinn Rime

2014 Dynamics of Consumption and Dividends over the Business Cycle
by Myroslav Pidkuyko

2014 Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series
by David E. Allen & Michael McAleer & Abhay K. Singh

2014 ECB Monetary Operations and the Interbank Repo Market
by Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey

2014 Circuit Breakers on the London Stock Exchange: Do they improve subsequent market quality?
by James Brugler & Oliver Linton

2014 The Impact of Large Orders in Electronic Markets
by Luisella Bosetti & Pietro Gottardo & Maurizio Murgia & Andrea Pinna

2014 A Compound Multifractal Model for High-Frequency Asset Returns
by Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin

2014 Open Market Share Repurchases in Germany - A Conditional Event Study Approach
by Christian Andres & André Betzer & Markus Doumet & Erik Theissen

2014 Asset Prices and Asymmetric Reasoning
by Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame

2014 Impact Of Short Selling Activity On Market Dynamics: Evidence From An Emerging Market
by Cihat Sobaci & Ahmet Sensoy & Mutahhar Erturk

2014 Do the type of sukuk and choice of shari’a scholar matter?
by Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent

2014 The offshore renminbi exchange rate: Microstructure and links to the onshore market
by Cheung, Yin-Wong & Rime, Dagfinn

2014 False News, Informational Efficiency, and Price Reversals
by J. Dugast & T. Foucault

2014 The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings
by A. Bernales

2014 Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis
by Juan R. Hernández

2014 Informed trading and stock market efficiency
by Taneli M�kinen

2014 Stock market efficiency in China: evidence from the split-share reform
by Andrea Beltratti & Bernardo Bortolotti & Marianna Caccavaio

2014 Short-sale constraints and financial stability: Evidence from the Spanish market
by Óscar Arce & Sergio Mayordomo

2014 High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market
by George J. Jiang & Ingrid Lo & Giorgio Valente

2014 The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets
by Vikram Rai1 & Lena Suchanek

2014 It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match
by Michael Ehrmann & David-Jan Jansen

2014 High-Frequency Trading Competition
by Jonathan Brogaard & Corey Garriott & Anna Pomeranets

2014 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
by Christiane Baumeister & Pierre Guérin & Lutz Kilian

2014 Database of Sovereign Defaults, 2015 (Revised May 2015)
by David Beers & Jean-Sébastien Nadeau

2014 Informational and Allocative Efficiency in Financial Markets with Costly Information
by Arina Nikandrova

2014 Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals
by Vivien Lespagnol & Juliette Rouchier

2014 The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?
by Renaud Coulomb & Marc Sangnier

2014 Cross listing: price discovery dynamics and exchange rate effects
by Cristina M. Scherrer

2014 Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors
by Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva

2014 Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets
by Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor

2014 Towards contemporary issues in the financial system
by

2014 Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht?
by El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor

2014 Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
by da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina

2014 The real versus the financial economy: A global tale of stability versus volatility
by Mundt, Philipp & Förster, Niels & Alfarano, Simone & Milakovi?, Mishael

2014 Using Grey Relational Analysis to Determine the Financial Performance of Turkish Football Clubs
by Sakınç, İlker

2014 The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method
by Sakinç, İlker & Gülen, Merve

2014 The Activity Of Institutional Investors On The Securities Market Of The Republic Of Moldova
by IORDACHI, Victoria

2014 Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements
by LUPU, Radu & CALIN, Adrian Cantemir

2014 The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model
by Eleftherios Giovanis

2014 Tests of Rationality in Turkish Foreign Exchange Market
by Neslihan Topbas

2014 Differential Effects Of Target Price Releases On Stock Prices: Psychological Aspects
by Andrey KUDRYAVTSEV & Shosh SHAHRABANI & Aviad DIDI & Eyal GESUNDHEIT

2014 Effect Of Inlation On Nominal And Real Stock Returns: A Behavioral View
by Andrey KUDRYAVTSEV & Eyal LEVAV & Shosh SHAHRABANI

2014 A Tale Of Two Euro-Zones. Banks' Funding, Sovereign Risk And Unconventional Monetary Policies
by Nicolas FULLI-LEMAIRE

2014 Differential Effects Of Target Price Releases On Stock Prices: Psychological Aspects
by Andrey KUDRYAVTSEV & Shosh SHAHRABANI & Aviad DIDI & Eyal GESUNDHEIT

2014 The interpretative ability of coefficient R2 to calculate the firm value
by Chara Theodoraki

2014 Performance of Polish IPO Firms: Size and Profitability Effect
by Joanna Lizińska & Leszek Czapiewski

2014 Empresas exitosas y no exitosas que cotizan en la BMV del Sector Comercial: Una clasificación con Análisis Discriminante Múltiple, Modelos Logit y Redes Neuronales Artificiales
by Oswaldo García Salgado & Arturo Morales Castro

2014 Are ethical investments good?
by Gariet WS Chow & Robert B Durand & SzeKee Koh

2014 Explaining the bid-ask spread in the foreign exchange market: A test of alternate models
by Sirimon Treepongkaruna & Tim Brailsford & Stephen Gray

2014 Influence Of The Economic And Financial Condition Of Strategic Shareholders Upon The Market Value Of Commercial Banks In The Polish Banking Sector
by Zbigniew Korzeb

2014 Estimation Of Risk Neutral Measure For Polish Stock Market
by Pawe³ Kliber

2014 The Low Price Effect On The Polish Market
by Adam Zaremba & Rados³aw ¯mudziñski

2014 Institutional Investor Sentiment and Market Returns: Evidence from the Taiwan Futures Market
by Ralph Yang-Cheng Lu & Hsiu-Chuan Lee & Peter Chiu

2014 Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model
by Lucian Liviu Albu & Radu Lupu & Cantemir Adrian Călin & Oana Cristina Popovici

2014 Month Related Seasonality on the Macedonian Stock Market
by Angelovska, Julijana

2014 Long-run equilibrium relationships in the international stock market factor systems
by Hyung-Suk Choi

2014 Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound
by Samih Antoine Azar

2014 On Chaotic Nature of the Emerging European Forex Markets
by S. Anoop Kumar & B. Kamaiah

2014 Efficient Market Hypothesis: Some Evidences from Emerging European Forex Markets
by S. Anoop Kumar & Bandi Kamaiah

2014 Brand Capital and Firm Value
by Frederico Belo & Xiaoji Lin & Maria Ana Vitorino

2014 Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis
by Matthieu Duvinage & Paolo Mazza

2014 In which Media are Analysts’ Recommendations most Followed?
by Nadine Galy & Laurent Germain & Denis Hilton & Rainer Mathes

2014 How does the Market Price of the Corporate Sponsor React to Socially Responsible Fund Introductions?
by Jonathan Peillex & Loredana Ureche-Rangau

2014 HFT and Market Quality
by Bruno Biais & Thierry Foucault

2014 On the Financial Performance of Socially Responsible Investments
by Sébastien Pouget

2014 Asset Class Liquidity Risk
by Ronnie Sadka

2014 An Examination of Adverse Selection Risk in Indian IPO After-Markets using High Frequency Data
by Arnab Bhattacharya & Binay Bhushan Chakrabarti

2014 Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets
by Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka

2014 The Momentum Effect In The Chilean Stock Market
by ESPINOZA, NICOLÁS & ESPINOZA, TOMÁS

2014 Linkages between Public Sentiments and Stock Market Dynamics in the Context of the Efficient Market Hypothesis
by Anton Gerunov

2014 Seasonal Effect for Explaining Price Momentum Failure in the Japanese Stock Market
by Evgeniya Mikova & Tamara Teplova

2014 The Empirical Analysis of Liquidity
by Craig W. Holden & Stacey Jacobsen & Avanidhar Subrahmanyam

2014 Una medida de eficiencia de mercado: Un enfoque de teoría de la información
by García Ruiz Reyna Susana & Cruz Aké Salvador & Venegas Martínez Francisco

2014 Stock Market Consequences of the Suspension of the Central Bank of Nigeria’s Governor
by Ibrahim Mohammed & Chioma Nwafor

2014 Impact of Financial Crisis on Firms’ Capital Structure in UK, France, and Germany
by Abdullah Iqbal & Ortenca Kume

2014 The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis
by Sha Liu

2014 Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data
by Frédéric Délèze & Syed Mujahid Hussain

2014 Mutual fund flows: Where does the money go?
by Harlan Platt, Licheng Cai & Licheng Cai & Marjorie Platt

2014 Reasons of 2008 Global Economic Crisis, Measures Taken and Recommendations for Turkey
by Mustafa METE & Filiz Sanal Çevik & M. Vahit Eren

2014 Defragmenting the effect of major news announcements on financial markets
by Ikhlaas Gurrib

2014 Public Sector Financial Management and Output Growth in Nigeria: A Predictive Causality Test and Two-stage Least Square Approach
by Raymond Osi Alenoghena & Ernest Simeon Odior

2014 Can Analysts Really Forecast? Evidence from the Karachi Stock Exchange
by Haris Bin Jamil & Aisha Ghazi Aurakzai & Muhammad Subayyal

2014 Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach
by Emilio Rojas & Werner Kristjanpoller

2014 Financial bubbles and recent behaviour of the Latin American stock markets
by Jorge Uribe & Julián Fernández

2014 Export Price Stability and Compatibility of Euro under the Export- Biased Productivity Growth in Turkey: A Criticism against the Maastricht Inflation Criterion
by Ýlker SAKINÇ

2014 The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method
by Ýlker SAKINÇ & Merve GÜLEN

2014 The Impact of XBRL Adoption on the Information Environment: Evidence from Japan
by Zhenyang Bai & Manabu Sakaue & Fumiko Takeda

2014 Modelling the Efficent Frontier of Investments Portfolio
by Maria Dimitriu & Maria-Ramona Dinu & Razvan Constantin Caracota

2014 Testing the Market Model – A Case Study of Fondul Proprietatea (FP)
by Sorin Claudiu Radu

2014 Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht?
by Makram El-Shagi & Axel Lindner & Gregor von Schweinitz

2014 Comparando con las grandes. Retos para las aseguradoras en reducción de costos
by Fuentes-Castro, Hugo Javier. & Reyna-Bernal, Ana María.

2014 Una aplicación de la teoría de matrices aleatorias para analizar la variación del rendimiento de diferentes commodities a lo largo del periodo 2000-2012
by Núñez-Mora, José Antonio & Mata-Mata, Leovardo

2014 Does Human Psychology Drive Financial Markets? Evidence from International Markets
by Abderrazak Dhaoui & Naceur Khraief

2014 Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
by Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak

2014 The Performance Comparison of the Participation Banks Acting In Turkey Grey Relations Analysis Method
by Ilker SAKINC & Merve GULEN

2014 The Conceptual Model of the Credit Information Exchange System in Global Terms
by Vladimir Simovic & Marko Rankovic

2014 Challenges Of The Colombian Banking System In Order To Improve The Financial Deepening, Retos De La Banca Colombiana Para Mejorar La Profundizacion Financiera
by Jose Rodrigo Catica Barbosa & Mercedes Parra Alviz & Oscar Hernan Lopez Montoya

2014 Evaluation Of Long-Term Memory In Colombian Stock Market By Hurst Coefficient, Evaluacion De La Memoria De Largo Plazo Del Mercado Bursatil Colombiano Mediante El Coeficiente De Hurst
by Juan Benjamin Duarte Duarte & Katherine Julieth Sierra Suarez & Juan Manuel Mascarenas Perez-Inigo

2014 Price and Volume Reactions to Cash Dividend Announcements: Evidence from Taiwan
by Jack J.W. Yang & Tsung-Shin Wu

2014 The Effect of Regulation Fair Disclosure on Market Integration
by Surya Chelikani & Frank P. D'Souza

2014 Return Volatility Movements in Spot and Futures Markets: Evidence from Intraday Behavior of the S&P 500 Index
by Jeng-Hong Chen

2014 Tests of Equity Market Anomalies for Select Emerging Markets
by Sanjay Sehgal & Srividya Subramaniam & Florent Deisting

2014 New Evidence from S&P 500 Index Deletions
by Rashiqa Kamal

2014 Does the Appointment of Independent Directors Drive Multiple Effects?
by Yung-Chuan Lee & Ming-Chang Wang

2014 Can Technical Analysis Signals Detect Price Reactions Around Earnings Announcement?: Evidence from Indonesia
by Dedhy Sulistiawan & Jogiyanto Hartono

2014 Dynamic Return-Order Imbalance Relationship Response To Leveraged Buyout Announcements
by Han-Ching Huang & Yong-Chern Su & Yao-Hsuan Chang

2014 To QE or Not to QE? The Japanese Experience
by Radu Lupu & Adrian Cantemir Calin

2014 Does Investor Sentiment Matter in Post-Communist East European Stock Markets?
by Dragos Stefan Oprea

2014 The Halloween Effect Evidence from Romania
by Dragos Stefan Oprea

2014 The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices
by Fawley, Brett W. & Neely, Christopher J.

2014 Productivity and Efficiency Evaluation of US Mutual Funds
by Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR

2014 Strategy of Sustainable Development in Investment Portfolio Case
by Alfredas Lukasevicius & Indre Lapinskaite

2014 How is Moral Hazard Related to Financing R&D and Innovations?
by Ozgur Arslan-Ayaydin & Darold Barnum & Mehmet Baha Karan & Atilla Hakan Ozdemir

2014 Looking for Synergy with Momentum in Main Asset Classes
by Lukas Macijauskas & Dimitrios I. Maditinos

2014 Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests
by Amira Akl Ahmed

2014 Stock Market Efficiency and Size of the Firm: Empirical Evidence from Pakistan
by Ikram ul Haq & Kashif Rashid

2014 The Effects of Terrorism on Turkish Stock Market
by Mine AKSOY

2014 Una medida de estrés financiero para México y su relación con la actividad económica
by Yahir López Chuken

2014 Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup
by Kaplanski, Guy & Levy, Haim

2014 Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange
by Mirzaee Ghazani, Majid & Khalili Araghi, Mansour

2014 Non-scheduled news arrival and high-frequency stock market dynamics
by Smales, Lee A.

2014 Value versus growth in IPOs: New evidence from Finland
by Hahl, Teemu & Vähämaa, Sami & Äijö, Janne

2014 Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets
by Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa

2014 The prospects of BRIC countries: Testing weak-form market efficiency
by Mobarek, Asma & Fiorante, Angelo

2014 Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence
by Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E.

2014 IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors
by Aissia, Dorsaf Ben

2014 Liquidity and capital under uncertainty and changing market sentiment: A simple analysis
by Bossone, Biagio

2014 Predictability of the simple technical trading rules: An out-of-sample test
by Fang, Jiali & Jacobsen, Ben & Qin, Yafeng

2014 Multi-period sentiment asset pricing model with information
by Li, Jinfang

2014 Internet, noise trading and commodity futures prices
by Peri, Massimo & Vandone, Daniela & Baldi, Lucia

2014 Information arrival, changes in R-square and pricing asymmetry of corporate news
by Cheng, Louis T.W. & Leung, T.Y. & Yu, Wayne

2014 The importance of using a test of weak-form market efficiency that does not require investigating the data first
by Aumeboonsuke, Vesarach & Dryver, Arthur L.

2014 The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns
by Hou, Yang & Li, Steven

2014 Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market
by Abad, Pilar & Robles, M. Dolores

2014 The valuation effect of corporate governance on stakeholder wealth: Evidence from strategic alliances
by Lai, Jung-Ho & Chen, Li-Yu

2014 The informational efficiency of bonds and stocks: The role of institutional sized bond trades
by Tsai, Hui-Ju

2014 Causes and consequences of corporate asset exchanges by listed companies in China
by Lou, Fang & Wang, Jiwei & Yuan, Hongqi

2014 Do ADR investors herd?: Evidence from advanced and emerging markets
by Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng

2014 Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements
by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min

2014 IPO price discovery efficiency under alternative regulatory constraints: Taiwan, Hong Kong and the U.S
by Chang, Hsiu-Hua & Chen, Anlin & Kao, Lanfeng & Wu, Chin-Shun

2014 Pecking order, access to public debt market, and information asymmetry
by Shen, Carl Hsin-han

2014 The effects of monetary policy on stock returns: Financing constraints and “informative” and “uninformative” FOMC statements
by Tsai, Chun-Li

2014 How does retail sentiment affect IPO returns? Evidence from the internet bubble period
by Chan, Yue-Cheong

2014 Investor herding behaviour of Chinese stock market
by Yao, Juan & Ma, Chuanchan & He, William Peng

2014 Chinese Lunar New Year effect in Asian stock markets, 1999–2012
by Yuan, Tian & Gupta, Rakesh

2014 Do investments in intangible customer assets affect firm value?
by Golec, Joseph & Gupta, Neeraj J.

2014 Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil
by Marzo, Massimiliano & Zagaglia, Paolo

2014 Implications of limited investor attention to customer–supplier information transfers
by Zhu, Hui

2014 Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises
by Marfatia, Hardik A.

2014 Technology transactions, announcement effect, and reversal: Dissecting an anomaly
by Chazi, Abdelaziz & Khallaf, Ashraf & Liu, Yi & Zantout, Zaher

2014 Asset pricing for inefficient markets: Evidence from China and India
by Majumder, Debasish

2014 How entrenched managers beat earnings expectations before and after SOX
by Wang, Weishen & Graefe-Anderson, Rachel & Pyles, Mark K. & Kim, Dongnyoung

2014 The value of the revolving door: Political appointees and the stock market
by Luechinger, Simon & Moser, Christoph

2014 The impact of political majorities on firm value: Do electoral promises or friendship connections matter?
by Coulomb, Renaud & Sangnier, Marc

2014 How profitable is the Indian stock market?
by Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh

2014 Investor attention, information diffusion and industry returns
by Wu, Qiongbing & Shamsuddin, Abul

2014 Information effect of involuntary delisting and informed trading
by Park, Jinwoo & Lee, Posang & Park, Yun W.

2014 The differential impact of the bank–firm relationship on IPO underpricing: evidence from China
by Hao, Xiangchao & Shi, Jing & Yang, Jian

2014 Momentum returns and information uncertainty: Evidence from China
by Cheema, Muhammad A. & Nartea, Gilbert V.

2014 Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange
by He, William Peng & Lepone, Andrew

2014 An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand
by Judge, Amrit & Reancharoen, Tipprapa

2014 Volatile market condition and investor clientele effects on mutual fund flow performance relationship
by Jun, Xiao & Li, Mingsheng & Shi, Jing

2014 Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market
by Yeh, Chung-Ying & Yeh, Shih-Kuo & Chen, Ren-Raw

2014 The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market
by McCredie, Bronwyn & Docherty, Paul & Easton, Steve & Uylangco, Katherine

2014 The central bank in market efficiency: The case of Taiwan
by Chen, Pei-wen & Huang, Han-ching & Su, Yong-chern

2014 Who mimics whom in the equity fund market? Evidence from the Korean equity fund market
by Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min

2014 Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation
by Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Melvin, Michael

2014 The information content of analyst recommendation revisions — Evidence from the Chinese stock market
by Jiang, George J. & Lu, Liangliang & Zhu, Dongming

2014 Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach
by Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis

2014 Predicting future price volatility: Empirical evidence from an emerging limit order market
by Jain, Pawan & Jiang, Christine

2014 Do foreign investors improve informational efficiency of stock prices? Evidence from Japan
by He, Wen & Shen, Jianfeng

2014 Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors
by Li, Bob & Stork, Thomas & Chai, Daniel & Ee, Mong Shan & Ang, Hong Nee

2014 Google search intensity and its relationship with returns and trading volume of Japanese stocks
by Takeda, Fumiko & Wakao, Takumi

2014 Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market
by Bai, Min & Qin, Yafeng

2014 The profitability of candlestick charting in the Taiwan stock market
by Lu, Tsung-Hsun

2014 Why are rights offers in Hong Kong so different?
by Lee, Chin-Chong & Poon, Wai-Ching & Sinnakkannu, Jothee

2014 Information attributes, information asymmetry and industry sector returns
by Gordon, Narelle & Watts, Edward & Wu, Qiongbing

2014 Value investing and technical analysis in Taiwan stock market
by Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua

2014 What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand
by Vithessonthi, Chaiporn

2014 Corporate diversification, real activities manipulation, and firm value
by Farooqi, Javeria & Harris, Oneil & Ngo, Thanh

2014 Are Japanese short sellers information detectives?
by Lee, Bong-Soo & Ko, Kwangsoo

2014 The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?
by Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno

2014 ‘Too systemically important to fail’ in banking – Evidence from bank mergers and acquisitions
by Molyneux, Philip & Schaeck, Klaus & Zhou, Tim Mi

2014 The offshore renminbi exchange rate: Microstructure and links to the onshore market
by Cheung, Yin-Wong & Rime, Dagfinn

2014 The exchange rate effect of multi-currency risk arbitrage
by Hau, Harald

2014 Stocks for the long run? Evidence from emerging markets
by Spierdijk, Laura & Umar, Zaghum

2014 Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures
by Cakici, Nusret & Tan, Sinan

2014 Washington meets Wall Street: A closer examination of the presidential cycle puzzle
by Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B.

2014 Bubbles in food commodity markets: Four decades of evidence
by Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip

2014 Currency devaluation and stock market response: An empirical analysis
by Patro, Dilip K. & Wald, John K. & Wu, Yangru

2014 Currency jumps, cojumps and the role of macro news
by Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Villupuram, Sriram

2014 On the persistence and volatility in European, American and Asian stocks bull and bear markets
by Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S.

2014 The long of it: Odds that investor sentiment spuriously predicts anomaly returns
by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu

2014 Fails-to-deliver, short selling, and market quality
by Fotak, Veljko & Raman, Vikas & Yadav, Pradeep K.

2014 Price pressures
by Hendershott, Terrence & Menkveld, Albert J.

2014 Dispersion in beliefs among active mutual funds and the cross-section of stock returns
by Jiang, Hao & Sun, Zheng

2014 Access to management and the informativeness of analyst research
by Green, T. Clifton & Jame, Russell & Markov, Stanimir & Subasi, Musa

2014 The death of the deal: Are withdrawn acquisition deals informative of CEO quality?
by Jacobsen, Stacey

2014 Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings
by Chan, Kalok & Chan, Yue-Cheong

2014 News-driven return reversals: Liquidity provision ahead of earnings announcements
by So, Eric C. & Wang, Sean

2014 Uncertainty, market structure, and liquidity
by Chung, Kee H. & Chuwonganant, Chairat

2014 Distracted directors: Does board busyness hurt shareholder value?
by Falato, Antonio & Kadyrzhanova, Dalida & Lel, Ugur

2014 Tailspotting: Identifying and profiting from CEO vacation trips
by Yermack, David

2014 Asset pricing: A tale of two days
by Savor, Pavel & Wilson, Mungo

2014 Comovement and investment banking networks
by Grullon, Gustavo & Underwood, Shane & Weston, James P.

2014 Winners in the spotlight: Media coverage of fund holdings as a driver of flows
by Solomon, David H. & Soltes, Eugene & Sosyura, Denis

2014 The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market
by Loon, Yee Cheng & Zhong, Zhaodong Ken

2014 Fund Manager Allocation
by Fang, Jieyan & Kempf, Alexander & Trapp, Monika

2014 Does option trading convey stock price information?
by Hu, Jianfeng

2014 Did CDS trading improve the market for corporate bonds?
by Das, Sanjiv & Kalimipalli, Madhu & Nayak, Subhankar

2014 Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?
by Xia, Han

2014 Betting against beta
by Frazzini, Andrea & Pedersen, Lasse Heje

2014 Information percolation in segmented markets
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo

2014 Prospect Theory and market quality
by Pasquariello, Paolo

2014 Advance information and asset prices
by Albuquerque, Rui & Miao, Jianjun

2014 Counterparty risk externality: Centralized versus over-the-counter markets
by Acharya, Viral & Bisin, Alberto

2014 Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries
by Aristei, David & Martelli, Duccio

2014 Dynamic effects of financial stress on the U.S. real estate market performance
by Sum, Vichet

2014 Does relationship matter? The choice of financial advisors
by Francis, Bill B. & Hasan, Iftekhar & Sun, Xian

2014 Glamour brands and glamour stocks
by Billett, Matthew T. & Jiang, Zhan & Rego, Lopo L.

2014 Investor sentiment from internet message postings and the predictability of stock returns
by Kim, Soon-Ho & Kim, Dongcheol

2014 Adaptive learning and survey data
by Markiewicz, Agnieszka & Pick, Andreas

2014 The role of surprise: Understanding overreaction and underreaction to unanticipated events using in-play soccer betting market
by Choi, Darwin & Hui, Sam K.

2014 The meerkat effect: Personality and market returns affect investors’ portfolio monitoring behaviour
by Gherzi, Svetlana & Egan, Daniel & Stewart, Neil & Haisley, Emily & Ayton, Peter

2014 Long term savings decisions: Financial reform, peer effects and ethnicity
by Mugerman, Yevgeny & Sade, Orly & Shayo, Moses

2014 Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission
by Lohse, Tim & Pascalau, Razvan & Thomann, Christian

2014 Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory
by Fellner, Gerlinde & Theissen, Erik

2014 Financial structure, productivity, and risk of foreign direct investment
by ZHANG, Jiarui & HOU, Lei

2014 Institutional development and stock price synchronicity: Evidence from China
by Hasan, Iftekhar & Song, Liang & Wachtel, Paul

2014 The q-theory explanation for the external financing effect: New evidence
by Huang, Yuan & Lam, F.Y. Eric C. & Wei, K.C. John

2014 Sell-side analysts’ career concerns during banking stresses
by Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis

2014 The impact of economic news on bond prices: Evidence from the MTS platform
by Paiardini, Paola

2014 News sentiment in the gold futures market
by Smales, Lee A.

2014 Options resilience during extreme volatility: Evidence from the market events of May 2010
by Cakici, Nusret & Goswami, Gautam & Tan, Sinan

2014 Time-varying expected momentum profits
by Kim, Dongcheol & Roh, Tai-Yong & Min, Byoung-Kyu & Byun, Suk-Joon

2014 Exploiting commodity momentum along the futures curves
by de Groot, Wilma & Karstanje, Dennis & Zhou, Weili

2014 Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan

2014 Do Japanese candlesticks help solve the trader’s dilemma?
by Detollenaere, Benoit & Mazza, Paolo

2014 Discretionary ratings and the pricing of subprime mortgage-backed securities
by Lugo, Stefano

2014 Information asymmetry around operational risk announcements
by Barakat, Ahmed & Chernobai, Anna & Wahrenburg, Mark

2014 Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?
by Jung, R.C. & Maderitsch, R.

2014 Private information flow and price discovery in the U.S. treasury market
by Jiang, George J. & Lo, Ingrid

2014 Religious holidays, investor distraction, and earnings announcement effects
by Pantzalis, Christos & Ucar, Erdem

2014 Forecasting volatility of the U.S. oil market
by Haugom, Erik & Langeland, Henrik & Molnár, Peter & Westgaard, Sjur

2014 Press freedom, externally-generated transparency, and stock price informativeness: International evidence
by Kim, Jeong-Bon & Zhang, Hao & Li, Liuchuang & Tian, Gaoliang

2014 Liquidity risk in stock returns: An event-study perspective
by Cao, Charles & Petrasek, Lubomir

2014 Do regulatory changes affect the underpricing of European IPOs?
by Akyol, Ali C. & Cooper, Tommy & Meoli, Michele & Vismara, Silvio

2014 Systematic liquidity and the funding liquidity hypothesis
by Qian, Xiaolin & Tam, Lewis H.K. & Zhang, Bohui

2014 Learning and incentive: A study on analyst response to pension underfunding
by Chen, Xuanjuan & Yao, Tong & Yu, Tong & Zhang, Ting

2014 Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality
by Rösch, Christoph G. & Kaserer, Christoph

2014 Liquidity provision and stock return predictability
by Hendershott, Terrence & Seasholes, Mark S.

2014 The impact of competition and information on intraday trading
by Malinova, Katya & Park, Andreas

2014 How does public information affect the frequency of trading in airline stocks?
by Nowak, Sylwia & Anderson, Heather M.

2014 Firm quality or market sentiment: What matters more for IPO investors?
by Neupane, Suman & Paudyal, Krishna & Thapa, Chandra

2014 Subscribing to transparency
by He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong

2014 Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers
by Chan, Pak To & Walter, Terry

2014 Do leveraged exchange-traded products deliver their stated multiples?
by Loviscek, Anthony & Tang, Hongfei & Xu, Xiaoqing Eleanor

2014 The information content of option ratios
by Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J.

2014 Quality of PIN estimates and the PIN-return relationship
by Yan, Yuxing & Zhang, Shaojun

2014 Large versus small foreign exchange interventions
by Fatum, Rasmus & Yamamoto, Yohei

2014 Corporate social responsibility and stock price crash risk
by Kim, Yongtae & Li, Haidan & Li, Siqi

2014 Are unsolicited ratings biased? Evidence from long-run stock performance
by Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S.

2014 Limited attention, share repurchases, and takeover risk
by Lin, Ji-Chai & Stephens, Clifford P. & Wu, YiLin

2014 SEC enforcement in the PIPE market: Actions and consequences
by Bengtsson, Ola & Dai, Na & Henson, Clifford

2014 Investor sentiment and return predictability of disagreement
by Kim, Jun Sik & Ryu, Doojin & Seo, Sung Won

2014 Unveiling the embedded coherence in divergent performance rankings
by Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia

2014 Catalysts for price discovery in the European Union Emissions Trading System
by Schultz, Emma & Swieringa, John

2014 The impacts of Gramm–Leach–Bliley bank diversification on value and risk
by Filson, Darren & Olfati, Saman

2014 Competition, premature trading and excess volatility
by Deb, Pragyan & Koo, Bonsoo & Liu, Zijun

2014 Investor attention, index performance, and return predictability
by Vozlyublennaia, Nadia

2014 Underwriter reputation and the quality of certification: Evidence from high-yield bonds
by Andres, Christian & Betzer, André & Limbach, Peter

2014 Large controlling shareholders and stock price synchronicity
by Boubaker, Sabri & Mansali, Hatem & Rjiba, Hatem

2014 Does gold offer a better protection against losses in sovereign debt bonds than other metals?
by Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa

2014 The rise and fall of technical trading rule success
by Taylor, Nick

2014 Default prediction with dynamic sectoral and macroeconomic frailties
by Chen, Peimin & Wu, Chunchi

2014 Dynamic prediction of hedge fund survival in crisis-prone financial markets
by Lee, Hee Soo & Kim, Tae Yoon

2014 Does a leverage ratio requirement increase bank stability?
by Kiema, Ilkka & Jokivuolle, Esa

2014 Speed, algorithmic trading, and market quality around macroeconomic news announcements
by Scholtus, Martin & van Dijk, Dick & Frijns, Bart

2014 Volatility spreads and earnings announcement returns
by Atilgan, Yigit

2014 Does revenue momentum drive or ride earnings or price momentum?
by Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few

2014 Industry co-movement and cross-listing: Do home country factors matter?
by Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung

2014 Broker-hosted investor conferences
by Green, T. Clifton & Jame, Russell & Markov, Stanimir & Subasi, Musa

2014 Macro to micro: Country exposures, firm fundamentals and stock returns
by Li, Ningzhong & Richardson, Scott & Tuna, İrem

2014 The role of aviation laws and legal liability in aviation disasters: A financial market perspective
by Walker, Thomas John & Walker, Marcus Glenn & Thiengtham, Dolruedee Nuttanontra & Pukthuanthong, Kuntara

2014 Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe
by Bernal, Oscar & Herinckx, Astrid & Szafarz, Ariane

2014 Does high-quality corporate communication reduce insider trading profitability?
by Van Geyt, Debby & Van Cauwenberge, Philippe & Vander Bauwhede, Heidi

2014 Corporate bond prices and idiosyncratic risk: Evidence from Australia
by Fang, Victor & Hung, Chi-Hsiou D.

2014 Stock market efficiency and international shipping-market information
by Alizadeh, Amir H. & Muradoglu, Gulnur

2014 Oil price shocks and stock market returns: New evidence from the United States and China
by Broadstock, David C. & Filis, George

2014 Sovereign and bank CDS spreads: Two sides of the same coin?
by Avino, Davide & Cotter, John

2014 Measuring mutual fund herding – A structural approach
by Frey, Stefan & Herbst, Patrick & Walter, Andreas

2014 Can international LETFs deliver their promised exposure to foreign markets?
by Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui

2014 Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market
by Hsieh, Wen-liang G. & He, Huei-Ru

2014 What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem
by Chen, Cathy Yi-Hsuan & Kuo, I-Doun & Chiang, Thomas C.

2014 Bank earnings forecasts, risk and the crisis
by Anolli, Mario & Beccalli, Elena & Molyneux, Philip

2014 Bidder country characteristics and informed trading in U.S. targets
by Madura, Jeff & Marciniak, Marek

2014 Momentum profits and conditional time-varying systematic risk
by Morelli, David

2014 Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks
by Li, Huimin & Zheng, Dazhi & Chen, Jun

2014 Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand
by Vithessonthi, Chaiporn

2014 Bond futures, inflation-indexed bonds, and inflation risk premium
by Kanas, Angelos

2014 Shareholder wealth effects of stock dividends in a unique environment
by Al-Yahyaee, Khamis Hamed

2014 How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh

2014 Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI
by Azevedo, Alcino & Karim, Mohamad & Gregoriou, Andros & Rhodes, Mark

2014 Bank loans and borrower value during the global financial crisis: Empirical evidence from France
by Godlewski, Christophe J.

2014 Heterogeneous firm-level responses to trade liberalization: A test using stock price reactions
by Breinlich, Holger

2014 Volatility transmission between energy-related asset classes
by Gormus, N. Alper & Soytas, Ugur & Diltz, J. David

2014 Foreign capital raising by Indian firms: An examination of domestic stock price response
by Meisami, Alex & Misra, Lalatendu & Mehran, Jamshid & Shi, Yilun

2014 The microstructure of fear, the Fama–French factors and the global financial crisis of 2007 and 2008
by Lim, Dominic & Durand, Robert B. & Yang, Joey Wenling

2014 Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds
by Hilliard, Jitka

2014 Volatility linkage across global equity markets
by Ding, Liang & Huang, Yirong & Pu, Xiaoling

2014 Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis
by Kuttu, Saint

2014 Markets for information: Of inefficient firewalls and efficient monopolies
by Cabrales, Antonio & Gottardi, Piero

2014 Impact of short selling activity on market dynamics: Evidence from an emerging market
by Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar

2014 Partial credit guarantees and SMEs financing
by Boschi, Melisso & Girardi, Alessandro & Ventura, Marco

2014 The impact of the French Tobin tax
by Becchetti, L. & Ferrari, M. & Trenta, U.

2014 The (un)informative value of credit rating announcements in small markets
by Afik, Zvika & Feinstein, Itai & Galil, Koresh

2014 Pension funds and stock market volatility: An empirical analysis of OECD countries
by Thomas, Ashok & Spataro, Luca & Mathew, Nanditha

2014 Liquidity risk and institutional ownership
by Cao, Charles & Petrasek, Lubomir

2014 Who trades with whom? Individuals, institutions, and returns
by Stoffman, Noah

2014 Macroeconomic uncertainty and the cross-section of option returns
by Aramonte, Sirio

2014 Predictions of corporate bond excess returns
by Lin, Hai & Wang, Junbo & Wu, Chunchi

2014 Trading anonymity and order anticipation
by Friederich, Sylvain & Payne, Richard

2014 Short sales and class-action lawsuits
by Blau, Benjamin M. & Tew, Philip L.

2014 On the relation between forecast precision and trading profitability of financial analysts
by Marinelli, Carlo & Weissensteiner, Alex

2014 The delta- and vega-related information content of near-the-money option market trading activity
by Rourke, Thomas

2014 Are trading imbalances indicative of private information?
by Kim, Sukwon Thomas & Stoll, Hans R.

2014 The relative contribution of ask and bid quotes to price discovery
by Pascual, Roberto & Pascual-Fuster, Bartolomé

2014 Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia
by Ainsworth, Andrew & Lee, Adrian D.

2014 Information disclosure and price discovery
by Tang, Ya

2014 Small investor sentiment, differences of opinion and stock overvaluation
by Qian, Xiaolin

2014 Investor ignorance in markets for worthless stocks
by Kadapakkam, Palani-Rajan & Zhang, Hongxian

2014 Delta and vega exposure trading in stock and option markets
by Maraachlian, Hilda & Rourke, Thomas

2014 Ambiguity aversion, funding liquidity, and liquidation dynamics
by Oh, Ji Yeol Jimmy

2014 Hedging costs, liquidity, and inventory management: The evidence from option market makers
by Wu, Wei-Shao & Liu, Yu-Jane & Lee, Yi-Tsung & Fok, Robert C.W.

2014 Informed trading around acquisitions: Evidence from corporate bonds
by Kedia, Simi & Zhou, Xing

2014 Leveling the trading field
by Easley, David & Hendershott, Terrence & Ramadorai, Tarun

2014 Reflecting on the VPIN dispute
by Andersen, Torben G. & Bondarenko, Oleg

2014 VPIN and the Flash Crash: A rejoinder
by Easley, David & López de Prado, Marcos M. & O'Hara, Maureen

2014 Aggregate short selling, commonality, and stock market returns
by Lynch, Andrew & Nikolic, Biljana & Yan, Xuemin (Sterling) & Yu, Han

2014 Market transparency, market quality, and sunshine trading
by de Frutos, M. Ángeles & Manzano, Carolina

2014 Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
by Boudt, Kris & Petitjean, Mikael

2014 VPIN and the flash crash
by Andersen, Torben G. & Bondarenko, Oleg

2014 Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
by Onan, Mustafa & Salih, Aslihan & Yasar, Burze

2014 European business cycles and stock return predictability
by Zhu, Yanjian & Zhu, Xiaoneng

2014 The structure of equity markets across countries: Scarcity and stock valuations
by Braun, Matías

2014 Sell in May and Go Away: Evidence from China
by Guo, Biao & Luo, Xingguo & Zhang, Ziding

2014 The value premium, aggregate risk innovations, and average stock returns
by Lindaas, Knut F. & Simlai, Prodosh

2014 Shortage function and portfolio selection: On some special cases and extensions
by Briec, Walter & Oms, Laurence & Paget-Blanc, Eric

2014 Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era
by Chionis, Dionysios & Pragidis, Ioannis & Schizas, Panagiotis

2014 Stabilizing the market with short sale constraint? New evidence from price jump activities
by Yeh, Jin-Huei & Chen, Lien-Chuan

2014 Overconfidence, risk perception and the risk-taking behavior of finance professionals
by Broihanne, M.H. & Merli, M. & Roger, P.

2014 Testing excess returns on event days: Log returns vs. dollar returns
by Duarte-Silva, Tiago & Tripolski Kimel, Maria

2014 News sentiment and the investor fear gauge
by Smales, Lee A.

2014 Are stock markets really so inefficient? The case of the “Halloween Indicator”
by Dichtl, Hubert & Drobetz, Wolfgang

2014 Gender heterogeneity in the sell-side analyst recommendation issuing process
by Bosquet, Katrien & de Goeij, Peter & Smedts, Kristien

2014 Estimation accuracy of high–low spread estimator
by Lin, Chien-Chih

2014 Country world betas: The link between the stock market beta and macroeconomic beta
by Ülkü, Numan & Baker, Saleh

2014 The effect of antidumping and countervailing investigations on the market value of firms
by Li, Wanli & Yan, Ziqiao & Sun, Wei

2014 Corporate governance and the information environment: Evidence from Chinese stock markets
by Haß, Lars Helge & Vergauwe, Skrålan & Zhang, Qiyu

2014 Speculative bubbles and the cross-sectional variation in stock returns
by Anderson, Keith & Brooks, Chris

2014 What impact does a change of fund manager have on mutual fund performance?
by Clare, Andrew & Motson, Nick & Sapuric, Svetlana & Todorovic, Natasa

2014 Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data
by Urquhart, Andrew & McGroarty, Frank

2014 The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion
by Horta, Paulo & Lagoa, Sérgio & Martins, Luís

2014 Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index
by De Winne, Rudy & Gresse, Carole & Platten, Isabelle

2014 Investor attention and information diffusion from analyst coverage
by Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti

2014 A microstructure analysis of the carbon finance market
by Bredin, Don & Hyde, Stuart & Muckley, Cal

2014 Speculate against speculative demand
by ap Gwilym, O. & Kita, A. & Wang, Q.

2014 Is the accrual anomaly robust to firm-level analysis?
by Strydom, Maria & Skully, Michael & Veeraraghavan, Madhu

2014 Sovereign rating actions and the implied volatility of stock index options
by Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain

2014 Persistence of ex-ante volatility and the cross-section of stock returns
by Simlai, Prodosh

2014 Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective
by Smimou, K.

2014 Textual sentiment in finance: A survey of methods and models
by Kearney, Colm & Liu, Sha

2014 Revisiting fast profit investor sentiment and stock returns during Ramadan
by Al-Khazali, Osamah

2014 Crossborder financial contagion to Germany: How important are OTC dealers?
by Podlich, Natalia & Wedow, Michael

2014 Monetary policy and stock returns under the MPC and inflation targeting
by Chortareas, Georgios & Noikokyris, Emmanouil

2014 Regulating IPOs: Evidence from going public in London, 1900–1913
by Burhop, Carsten & Chambers, David & Cheffins, Brian

2014 Energy futures prices and commodity index investment: New evidence from firm-level position data
by Sanders, Dwight R. & Irwin, Scott H.

2014 Macro determinants of volatility and volatility spillover in energy markets
by Karali, Berna & Ramirez, Octavio A.

2014 Time-varying long range dependence in energy futures markets
by Sensoy, Ahmet & Hacihasanoglu, Erk

2014 Price discovery in energy markets
by Shrestha, Keshab

2014 Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration
by Castagneto-Gissey, G. & Chavez, M. & De Vico Fallani, F.

2014 Crude oil moments and PNG stock returns
by Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay

2014 Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
by Weron, Rafał & Zator, Michał

2014 Dynamic spillovers among major energy and cereal commodity prices
by Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min

2014 The relationship between spot and futures oil prices: Do structural breaks matter?
by Chen, Pei-Fen & Lee, Chien-Chiang & Zeng, Jhih-Hong

2014 Commodity futures and market efficiency
by Kristoufek, Ladislav & Vosvrda, Miloslav

2014 How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process
by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min

2014 Time-varying Granger causality tests for applications in global crude oil markets
by Lu, Feng-bin & Hong, Yong-miao & Wang, Shou-yang & Lai, Kin-keung & Liu, John

2014 The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi
by Lopatta, Kerstin & Kaspereit, Thomas

2014 A dynamic intraday measure of the probability of informed trading and firm-specific return variation
by Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert

2014 The dispersion effect in international stock returns
by Leippold, Markus & Lohre, Harald

2014 Hedging the time-varying risk exposures of momentum returns
by Martens, Martin & van Oord, Arco

2014 Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach
by Jiang, Danling & Peterson, David R. & Doran, James S.

2014 Price and earnings momentum: An explanation using return decomposition
by Mao, Mike Qinghao & Wei, K.C. John

2014 A frequency-domain alternative to long-horizon regressions with application to return predictability
by Sizova, Natalia

2014 Consumer confidence or the business cycle: What matters more for European expected returns?
by Møller, Stig V. & Nørholm, Henrik & Rangvid, Jesper

2014 Order flow and volatility: An empirical investigation
by Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick

2014 The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange
by Rose, Annica

2014 Market states and the risk-based explanation of the size premium
by Hur, Jungshik & Pettengill, Glenn & Singh, Vivek

2014 Trading activity in the equity market and its contingent claims: An empirical investigation
by Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar

2014 International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares
by Otsubo, Yoichi

2014 How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?
by Hung, Chi-Hsiou D. & Banerjee, Anurag N.

2014 Does investor recognition matter for asset pricing?
by Hacıbedel, Burcu

2014 Do global factors impact BRICS stock markets? A quantile regression approach
by Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong

2014 Venture capital, corporate governance, and financial stability of IPO firms
by Liao, Woody M. & Lu, Chia-Chi & Wang, Hsuan

2014 Who benefits from regional trade agreements? The view from the stock market
by Moser, Christoph & Rose, Andrew K.

2014 Sectoral and industrial performance during a stock market crisis
by Ranjeeni, Kumari

2014 The nonlinear price dynamics of U.S. equity ETFs
by Caginalp, Gunduz & DeSantis, Mark & Sayrak, Akin

2014 A nonlinear panel data model of cross-sectional dependence
by Kapetanios, George & Mitchell, James & Shin, Yongcheol

2014 When R2 meets the short-sales constraints
by Cai, Jinghan & Xia, Le

2014 Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day
by Cohen, Gil

2014 The negative value of public information in the Glosten–Milgrom model
by Pancs, Romans

2014 Momentum in global equity markets in times of troubles: Does the economic state matter?
by Grobys, Klaus

2014 The asymmetric predictability of high-yield bonds
by Zhang, Tai-Wei & Wu, Wei-Hwa

2014 Impact of leveraged ETF trading on the market quality of component stocks
by Li, Mingsheng & Zhao, Xin

2014 Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan
by Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan

2014 Distribution of stock ratings and analyst recommendation revision
by Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru

2014 Institutional changes of Specified Purpose Acquisition Companies (SPACs)
by Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos

2014 Excess volatility and the cross-section of stock returns
by Wang, Yuming & Ma, Jinpeng

2014 New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
by Tiwari, Aviral Kumar & Kyophilavong, Phouphet

2014 Regime-dependent adjustment in energy spot and futures markets
by Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert

2014 Higher order expectations in sentiment asset pricing model
by Yang, Chunpeng & Cai, Chuangqun

2014 Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests
by Gozbasi, Onur & Kucukkaplan, Ilhan & Nazlioglu, Saban

2014 Dynamic sentiment asset pricing model
by Yang, Chunpeng & Zhang, Rengui

2014 Volatility transmission in agricultural futures markets
by Beckmann, Joscha & Czudaj, Robert

2014 Two-period trading sentiment asset pricing model with information
by Yang, Chunpeng & Li, Jinfang

2014 Corporate liquidity and the contingent nature of bank credit lines: Evidence on the costs and consequences of bank default
by May, Anthony D.

2014 State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization
by Ben-Nasr, Hamdi & Cosset, Jean-Claude

2014 Corporate culture and CEO turnover
by Fiordelisi, Franco & Ricci, Ornella

2014 Director networks and takeovers
by Renneboog, Luc & Zhao, Yang

2014 Merger arbitrage short selling and price pressure
by Liu, Tingting & Wu, Juan (Julie)

2014 Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity
by Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis

2014 The stock market speaks: How Dr. Alchian learned to build the bomb
by Newhard, Joseph Michael

2014 Acquisition finance and market timing
by Vermaelen, Theo & Xu, Moqi

2014 Credit ratings and the choice of payment method in mergers and acquisitions
by Karampatsas, Nikolaos & Petmezas, Dimitris & Travlos, Nickolaos G.

2014 Excess perks and stock price crash risk: Evidence from China
by Xu, Nianhang & Li, Xiaorong & Yuan, Qingbo & Chan, Kam C.

2014 Exploitation of the internal capital market and the avoidance of outside monitoring
by Cline, Brandon N. & Garner, Jacqueline L. & Yore, Adam S.

2014 Investor recognition and seasoned equity offers
by Autore, Don M. & Kovacs, Tunde

2014 Can firms learn by observing? Evidence from cross-border M&As
by Francis, Bill B. & Hasan, Iftekhar & Sun, Xian & Waisman, Maya

2014 In- and out-of-the-money convertible bond calls: Signaling or price pressure?
by Bechmann, Ken L. & Lunde, Asger & Zebedee, Allan A.

2014 The Real and Accrual-based Earnings Management Behaviors: Evidence from the Split Share Structure Reform in China
by Kuo, Jing-Ming & Ning, Lutao & Song, Xiaoqi

2014 Information Content of Internal Control Weaknesses: The Evidence from Japan
by Nishizaki, Riku & Takano, Yudai & Takeda, Fumiko

2014 Mersin’in XVII. Akdeniz Oyunlarý’ndan Beklentileri Üzerine Bir Araþtýrma
by Gulser YAVUZ & Celil CAKICI

2014 Behavioral Finance: An Empirical Study of the Tunisian Stock Market
by Mustapha Chaffai & Imed Medhioub

2014 Can Bank be a Cause of Contagion during the Global Financial Crisis?
by Nadhem Selm & Nejib Hachicha

2014 Price Limit and Financial Contagion: Protection or Illusion? The Tunisian Stock Exchange Case
by Halim DABBOU & Ahmed SILEM

2014 Stock Prices and Implied Abnormal Earnings Growth
by Hafiz Imtiaz AHMAD & Pascal ALPHONSE

2014 Quand la psychologie et la linguistique rencontrent la finance:le cas de la France
by Fabrice Hervé & Mohamed Zouaoui

2014 Does historical VIX term structure contain valuable information for predicting VIX futures?
by Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik

2014 Prediction Markets as an Example of Crowdsourcing
by Michal Grela

2014 Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni
by Rojas, Emilio & Kristjanpoller, Werner

2014 Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina
by Uribe, Jorge & Fernández, Julián

2014 ¿Han sido los mercados bursátiles eficientes informacionalmente?
by Juan Benjamín Duarte Duarte & Juan Manuel Mascareñas Pérez-Iñigo

2014 Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos
by Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas Pérez-Iñigo

2014 Cuantificación de la importancia del Fondo Nacional de Garantías en la movilización de créditos a las pymes
by José Augusto Castillo Bonilla & Luis Eduardo Girón

2014 Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
by José E. Gómez-González & Luis Fernando Melo Velandia

2014 Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados
by Andrés Murcia & Diego Rojas

2014 Análisis del impacto de los cambios del control corporativo sobre el valor de las empresas en América Latina
by Germán Horacio Cardona Vélez

2014 Eficiencia semifuerte del mercado internacional del azúcar entre los años 2001 y 2011
by Julio C. Alonso & Andrés M. Arcila

2014 Organizational Systems Of Internal Financial Control In The World
by Mihaela – Lavinia CIOBĂNICĂ

2014 Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods
by Walid Mensi & Makram Beljid & Shunsuke Managi

2014 Stock dividend ex-day effect and market microstructure in a unique environment
by Khamis Hamed Al-Yahyaee

2014 Actif sous-jacent et produits dérivés financiers de la Compagnie des Mers du Sud. La rationalité de la bulle reconsidérée
by Nesrine Bentemessek Kahia

2014 Testing the Adaptive Markets Hypothesis for Brazil
by Glener de Almeida Dourado & Benjamin Miranda Tabak

2014 Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?
by Regis Augusto Ely

2014 Event studies in Turkey
by Ulkem Basdas & Adil Oran

2014 Technical Trading and Testing of Intra-day Market Efficiency in the Foreign Exchange Market
by Petr Zeman

2014 International workshop on algorithmic and high-frequency trading:a brief summary
by A. Bernales. & J. Dugast.

2014 Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013
by Bernales, A. & Dugast, J.

2014 Testing For Long Memory In Volatility In The Indian Forex Market
by Anoop S. Kumar

2014 Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
by José E. Gómez-González & Luis Fernando Melo Velandia

2014 Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados
by Andrés Murcia & Diego Rojas

2014 Efficiency Analysis in Islamic Banks: A Study for Malaysia and Turkey
by Aysen ALTUN ADA & Nilufer DALKILIC

2014 Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries
by Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh

2014 An analysis on the difference between bank index-linked bonds’ prices and their fair-value
by Michele Leonardo Bianchi

2014 The media effect on investors behaviour: the publication of spin-off news
by Elvira Anna Graziano

2014 Security Market Manipulation
by Chester Spatt

2014 Insider Trading Controversies: A Literature Review
by Utpal Bhattacharya

2014 Information Transmission in Finance
by Paul C. Tetlock

2014 Blockholders and Corporate Governance
by Alex Edmans

2014 The Value Relevance of Financial Distress Risk in the Case of RASDAQ Companies
by Ioan-Bogdan Robu & Mihaela-Alina Robu & Marilena Mironiuc & Florentina Olivia Balu

2014 Does Volatility Respond Asymmetric To Past Shocks?
by Claudiu Botoc

2014 A Way To Determine Chaotic Behaviour In Romanian Stock Market
by Emilian Lucian NEACSU & Marcela Daniela TODONI

2014 Accounting for Crises
by Venky Nagar & Gwen Yu

2014 Speculative Asset Prices
by Robert J. Shiller

2014 Two Pillars of Asset Pricing
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2014 Stock Prices, News, and Economic Fluctuations: Comment
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2014 Estimating a Structural Model of Herd Behavior in Financial Markets
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2013 Art Market Inefficiency
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2013 Short Selling and Inside Information
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2013 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
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2013 ECB monetary operations and the interbank repo market
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2013 Are Short-Selling Bans Effective? Evidence from the Summer 2011 European Bans on Net Short Sales
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2013 Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds
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2013 The strategy approval decision: A Sharpe ratio indifference curve approach
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2013 The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data
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2013 Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization
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2013 Are there rational speculative bubbles in the Philippine stock market?
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2013 Rating-Meldungen europäischer Staaten und Werteffekte bei US-Banken: Eine Note zur Interdependenz globaler Kapitalmärkte
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2013 Herd behavior in world stock markets: Evidence from quantile regression analysis
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2013 Dinámica de la frecuencia de impago de los créditos de consumo en cuotas
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2013 Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina
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2013 Comportamiento no lineal en series de productos primarios
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2013 Limelight on dark markets: theory and experimental evidence on liquidity and information
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2013 Liquidity, Market Efficiency and the Influence of Noise Traders: Quasi-Experimental Evidence from the Betting Industry
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2013 The News Content of Bank Rating Changes - Evidence from a Global Event Study
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2013 Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies
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2013 The light and dark side of TARP
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2013 How Stale Central Bank Interest Rate Projections Affect Interest Rate Uncertainty
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2013 Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis
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2013 Financing asset growth
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2013 The Cost of New Information – ECB Macro Announcement Impacts on Bid-Ask Spreads of European Blue Chips
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2013 The microstructure of exchange rate management: FX intervention and capital controls in Brazil
by de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan

2013 Financial stress and economic dynamics: An application to France
by Aboura, Sofiane & van Roye, Björn

2013 The real versus the financial economy: A global tale of stability versus volatility
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2013 Sentiment indices on financial markets: What do they measure?
by Bormann, Sven-Kristjan

2013 Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
by da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina

2013 Environmental impact of the 2008 Beijing Olympic Games
by Huijuan, Cao & Fujii, Hidemichi & Managi, Shunsuke

2013 Is the market held by institutional investors? The disposition effect revisited
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2013 US Corporate Bond Yield Spread. A default risk debate
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2013 Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz

2013 High frequency trading and end-of-day price dislocation
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2013 Exchange trading rules, surveillance and insider trading
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2013 Which beta is best? On the information content of option-implied betas
by Baule, Rainer & Korn, Olaf & Saßning, Sven

2013 Open market share repurchases in Germany: A conditional event study approach
by Andres, Christian & Betzer, André & Doumet, Markus & Theissen, Erik

2013 Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis
by Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M.

2013 The price impact of CDS trading
by Gündüz, Yalin & Nasev, Julia & Trapp, Monika

2013 Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation
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2013 The Number of State Variables for CDS Pricing
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2013 Non-parametric Tests for the Martingale Restriction: A New Approach
by Biao Guo & Qian Han & Doojin Ryu

2013 Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions
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2013 中国股市价格的跳跃行为：基于上证综指高频数据的参数分析
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2013 The 2000 presidential election and the information cost of sensitive versus
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2013 Sentiment Bias and Asset Prices: Evidence from Sports Betting Markets and Social Media
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2013 Sentiment Bias in National Basketball Association Betting
by Arne Feddersen & Brad Humphreys & Brian Soebbing

2013 Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
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2013 Learning and Evolution of Trading Strategies in Limit Order Markets
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2013 Learning and Information Dissemination in Limit Order Markets
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2013 Learning and Adaptation as a Source of Market Failure
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2013 Say Pays! Shareholder Voice and Firm Performance
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2013 Recreating the South Sea bubble: Lessons from an experiment in financial history
by Giovanni Giusti & Charles Noussair & Joachim Voth

2013 Credit in the Structure of the Market Quotation of Financial Assets in Relation to the Islamic Financial Laws
by Magomet Yandiev & Renat Bekkin

2013 The relationship between stock market parameters and interbank lending market: an empirical evidence
by Magomet Yandiev & Alexander Pakhalov

2013 FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11
by Bos J.W.B. & Frömmel M. & Lamers M.A.J.

2013 On guidance and volatility
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2013 Herding, Information Cascades and Volatility Spillovers in Futures Markets
by Michael McAleer & Kim Radalj

2013 Changes in Corporate Debt Ratings and Stock Liquidity: Evidence from the Spanish Market
by Pilar Abad & M. Dolores Robles & Gare Cuervo

2013 Determinants of Systemic Risk and Information Dissemination
by Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan

2013 Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets
by Josh Stillwagon

2013 Incentive Compatibility and Differentiability New Results and Classic Applications
by Mailath, George J. & Thadden, Ernst-Ludwig von

2013 Recreating the South Sea Bubble : Lessons from an Experiment in Financial History
by Giusti, G. & Noussair, C.N. & Voth, H-J.

2013 Director Networks and Takeovers
by Renneboog, L.D.R. & Zhao, Y.

2013 Central Clearing and Asset Prices
by Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican

2013 Identifying Cross-Sided Liquidity Externalities
by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham

2013 Herding, Information Cascades and Volatility Spillovers in Futures Markets
by Michael McAleer & Kim Radalj

2013 Central Bank Communication Affects Long-Term Interest Rates
by Fernando D. Chague & Rodrigo De-Losso, Bruno C. Giovannetti, Paulo Manoel

2013 Short-Sellers: Informed but Restricted
by Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti

2013 State intervention and the (micro)credit market in developed countries: loan guarantee and business development services
by Renaud Bourlès & Anastasia Cozarenco

2013 Art Market Inefficiency
by Geraldine David & Kim Oosterlinck & Ariane Szafarz

2013 Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe
by Oscar Bernal Diaz & Astrid Herinckx & Ariane Szafarz

2013 Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum
by Sophie van Huellen

2013 Time variation in asset price responses to macro announcements
by Linda S. Goldberg & Christian Grisse

2013 Providing Financial Education: A General Equilibrium Approach
by Mario Padula & Yuri Pettinicchi

2013 Bubbles, Crashes and Risk
by William A. Branch & George W. Evans

2013 Adaptive Learning and Survey Data
by Agnieszka Markiewicz & Andreas Pick

2013 Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets
by Pei Kuang & M. Schröder & Q. Wang

2013 Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies
by Alexander Zimper

2013 The Cost of New Information – ECB Macro Announcement Impacts on Bid-Ask Spreads of European Blue Chips
by Tobias R. Rühl & Michael Stein

2013 An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books
by Huimin Chung & Cheng Gao & Jie Lu & Bruce Mizrach

2013 Strategic Interaction in A Stock Trading Chat Room
by Jie Lu & Bruce Mizrach

2013 FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11
by J. W.B. BOS & M. FRÖMMEL & M. LAMERS

2013 The impact of the French Tobin tax
by Leonardo Becchetti & Massimo Ferrari & Ugo Trenta

2013 Price Formation and Intertemporal Arbitrage within a Low-Liquidity Framework: Empirical Evidence from European Natural Gas Markets
by Nick, Sebastian

2013 The Determinants of Greek Bond Yields: An Empirical Study Before and During the Crisis
by Chionis, Dionisios & Pragidis, Ioannis & Schizas, Panagiotis

2013 The impact of the French Tobin tax
by Becchetti, Leonardo & Ferrari, Massimo & Trenta, Ugo

2013 Supply Chains and Credit-Market Shocks: Some Implications for Emerging Markets
by Jinjarak, Yothin

2013 Determinants of Systemic Risk and Information Dissemination
by Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan

2013 Are Investors Guided by the News Disclosed by Companies or by Journalists?
by Zilu Shang & Chris Brooks & Rachel McCloy

2013 Central Counterparty Links and Clearing System Exposures
by Nathanael Cox & Nicholas Garvin & Gerard Kelly

2013 Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets
by Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor

2013 On the Welfare Equivalence of Asset Markets and Banking in Diamond Dybvig Economies
by Alexander Zimper

2013 Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies
by Alexander Zimper

2013 Competition between high-frequency traders, and market quality
by Breckenfelder, Johannes

2013 Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -
by Genest, Benoit & Rego, David & Freon, Helene

2013 Share repurchases, signaling effect and implications for corporate governance: Evidence from India
by Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat

2013 Force-majeure events and financial market’s behavior
by Plastun, Alex & Plastun, Vyacheslav

2013 The Overreaction Hypothesis: The Case of Ukrainian Stock Market
by Mynhardt, H. R. & Plastun, Alex

2013 Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?
by Avino, Davide & Cotter, John

2013 Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa
by Cheteni, Priviledge

2013 An Analysis of Withdrawn Shareholder Proposals
by Foley, Maggie & Cebula, Richard & Jun, Chulhee

2013 Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence
by Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan

2013 Investment Decisions by Analysts: A Case Study of KSE
by Shaikh, Salman

2013 Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games
by Rietz, Thomas & Sheremeta, Roman & Shields, Timothy & Smith, Vernon

2013 Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union
by Stefanescu, Razvan & Dumitriu, Ramona

2013 An Examination of Sports Event Sentiment: Microeconomic Evidence from Borsa Istanbul
by Fung, Ka Wai Terence & Demir, Ender & Lau, Marco Chi Keung & Chan, Kwok Ho

2013 Predation Due to Bargaining Power Difference in Financial Contracting
by Chan, Kwok Ho & Lu, Zhou & Fung, Ka Wai Terence

2013 Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India
by Hiremath, Gourishankar S & Kumari, Jyoti

2013 Le Processus d’Investissement En Présence Du Risque : Quel Enchainement Suivre ?
by Chiny, Faycal

2013 MOY effects in returns and in volatilities of the Romanian capital market
by Stefanescu, Razvan & Dumitriu, Ramona

2013 Efecte Gone Fishin’ la Bursa de Valori din Bucureşti
by Dumitriu, Ramona & Stefanescu, Razvan

2013 International Financial Integration and The Nigerian Economic Performance: a Var Modeling Approach
by Evans, Olaniyi

2013 Growth Effects of Financial Integration and Financial Deepening in Selected Sub-Saharan African Economies: a Panel-Data Approach
by Evans, Olaniyi

2013 Financial Experts, Asset Prices and Reputation
by Rudiger, Jesper & Vigier, Adrien

2013 Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2013 Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes
by Mamatzakis, E & Babalos, Vassilios & filipas, n

2013 The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis
by Nath, Golaka

2013 News Flow, Web Attention and Extreme Returns in the European Financial Crisis
by Chouliaras, Andreas & Grammatikos, Theoharry

2013 Relative Performance Concerns, Attention Allocation and Complementarities in Information Acquisition
by Niu, Zilong

2013 Intraday analysis of the limit order bias at the ex-dividend day of U.S. common stocks
by Efthymiou, Vassilis A. & Leledakis, George N.

2013 Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index
by Akber, Ushna & Muhammad, Nabeel

2013 A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies
by Fulli-Lemaire, Nicolas

2013 The causal effect of venture capital backing on the underpricing of Italian IPOs
by Pennacchio, Luca

2013 What Causes the Favorite-Longshot Bias? Further Evidence from Tennis
by Lahvicka, Jiri

2013 Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN
by Rendón, Stephanie

2013 The Fibonacci Strategy Revisited: Can You Really Make Money by Betting on Soccer Draws?
by Lahvicka, Jiri

2013 DOW effects in returns and in volatility of stock markets during quiet and turbulent times
by Dumitriu, Ramona & Stefanescu, Razvan

2013 Long-Run Risk and Hidden Growth Persistence
by Pakos, Michal

2013 Day-of-the-Week Effects in the Indian stock market
by P., Srinivasan & M., Kalaivani

2013 New Testing Procedures to Assess Market Efficiency with Trading Rules
by Bell, Peter N

2013 Loss Given Default Modelling: Comparative Analysis
by Yashkir, Olga & Yashkir, Yuriy

2013 Long Memory Analysis: An Empirical Investigation
by Nazarian, Rafik & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan

2013 US Corporate Bond Yield Spread: A default risk debate
by SHAH, Syed Muhammad Noaman Ahmed & KEBEWAR, mazen

2013 Do ambiguity effects survive in experimental asset markets?
by Füllbrunn, Sascha & Rau, Holger & Weitzel, Utz

2013 The impact of mega sports events on the stock markets
by Zawadzki, Krystian

2013 Corporate governance and abnormal returns from M&A: A structural analysis
by Tarcisio da Graca & Robert Masson

2013 Pension funds and Stock Market Volatility: An Empirical Analysis of OECD countries
by Ashok Thomas & Luca Spataro & Nanditha Mathew

2013 On Mergers, Acquisitions and Liquidation Using Specified Purpose Acquisition Companies (SPACs)
by Milan Lakicevic & Yochanan Shachmurove & Milos Vulanovic

2013 Endogenous Leverage and Asset Pricing in Double Auctions
by Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht

2013 On the persistence and volatility in European, American and Asian stocks bull and bear markets
by Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya

2013 Individual Investors Repurchasing Behavior: Preference for Stocks Previously Owned
by Cristiana Cerqueira Leal & Manuel J. Rocha Armada & Gilberto Loureiro

2013 Parameter Learning in General Equilibrium: The Asset Pricing Implications
by Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer

2013 The Value of Connections in Turbulent Times: Evidence from the United States
by Daron Acemoglu & Simon Johnson & Amir Kermani & James Kwak & Todd Mitton

2013 Buffett's Alpha
by Andrea Frazzini & David Kabiller & Lasse H. Pedersen

2013 Moral Hazard, Informed Trading, and Stock Prices
by Pierre Collin-Dufresne & Vyacheslav Fos

2013 The Joint Cross Section of Stocks and Options
by Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici

2013 Time Variation in Asset Price Responses to Macro Announcements
by Linda S. Goldberg & Christian Grisse

2013 Productivity Growth and Stock Returns: Firm- and Aggregate-Level Analyses
by Hyunbae Chun & Jung-Wook Kim & Randall Morck

2013 Playing Favorites: How Firms Prevent the Revelation of Bad News
by Lauren Cohen & Dong Lou & Christopher Malloy

2013 The Effects of Mandatory Transparency in Financial Market Design: Evidence from the Corporate Bond Market
by Paul Asquith & Thom Covert & Parag Pathak

2013 Financial Market Shocks and the Macroeconomy
by Avanidhar Subrahmanyam & Sheridan Titman

2013 The Twilight Zone: OTC Regulatory Regimes and Market Quality
by Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner

2013 Asset Pricing in the Dark: The Cross Section of OTC Stocks
by Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock

2013 Patents as Signals for Startup Financing
by Annamaria Conti & Jerry Thursby & Marie C. Thursby

2013 Flights to Safety
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei

2013 Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files
by Nicole M. Aulerich & Scott H. Irwin & Philip Garcia

2013 The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks
by Viral V. Acharya & Sascha Steffen

2013 Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
by Malcolm Baker & Jeffrey Wurgler

2013 R-squared and the Economy
by Randall Morck & Bernard Yeung & Wayne Yu

2013 No News is News: Do Markets Underreact to Nothing?
by Stefano Giglio & Kelly Shue

2013 Informational Frictions and Commodity Markets
by Michael Sockin & Wei Xiong

2013 'Those Who Know Most': Insider Trading in 18th c. Amsterdam
by Peter Koudijs

2013 Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market
by Tomasz Piskorski & Amit Seru & James Witkin

2013 The boats that did not sail: Asset Price Volatility and Market Efficiency in a Natural Experiment
by Peter Koudijs

2013 Which News Moves Stock Prices? A Textual Analysis
by Jacob Boudoukh & Ronen Feldman & Shimon Kogan & Matthew Richardson

2013 Expectations of Returns and Expected Returns
by Robin Greenwood & Andrei Shleifer

2013 Does it pay to invest in IPOs? Evidence from the Warsaw Stock Exchange
by Rafał Sieradzki

2013 The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods
by Silvia Muzzioli

2013 Option Implied Trees and Implied Moments
by silvia Muzzioli & Alessio Ruggieri

2013 Nonparametric tests for event studies under cross-sectional dependence
by Matteo Pelagatti

2013 Selloffs, Bailouts, and Feedback: Can Asset Markets Inform Policy
by Raphael Boleslavsky & David L Kelly & Curtis R Taylor

2013 Irrational Market Makers
by Fabrice Rousseau & Laurent Germain & Anne Vanhems

2013 Why Do Analysts Disagree ?
by Jean-Sébastien Michel & J. Ari Pandes

2013 Macroeconomic determinants of European stock and government bond relations: a tale of two regions
by Erica Perego & Wessel N. Vermeulen

2013 Born in the USA? Contagious investor sentiment and UK equity returns
by Yawen Hudson & Christopher J. Green

2013 Does renegotiation of financial contracts matter for shareholders? Empirical evidence from Europe
by Christophe Godlewski

2013 Herding, Information Cascades and Volatility Spillovers in Futures Markets
by Michael McAleer & Kim Radalj

2013 Liquidity Shocks and Stock Market Reactions
by Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang

2013 The Microstructure of Exchange Rate Management: FX Intervention and Capital Controls in Brazil
by Calebe de Roure & Steven Furnagiev & Stefan Reitz

2013 Financial stress and economic dynamics: an application to France
by Sofiane Aboura & Björn van Roye

2013 Management Forecasts, Idiosyncratic Risk, and Information Environment
by Norio Kitagawa & Shin' ya Okuda

2013 Discount rates, market frictions and the mystery of the size premium
by Thiago de Oliveira Souza

2013 Bank Bailouts and Market Discipline: How Bailout Expectations Changed During the Financial Crisis
by Florian Hett & Alexander Schmidt

2013 Groupthink: Collective Delusions in Organizations and Markets
by Benabou, Roland

2013 Vantagens da concentração geográfica da produção: o caso da indústria corticeira de Santa Maria da Feira
by Amélia Branco & João Carlos Lopes

2013 Price efficiency and trading behavior in limit order markets with competing insiders
by Thomas Stoeckl

2013 The Stock Market Reaction to Changes to Credit Ratings of US-Listed Banks
by Edward Jones & Quentin Mulet-Marquis

2013 Asset Allocation and Monetary Policy: Evidence from the Eurozone
by Harald Hau & Sandy Lai

2013 The effects of mergers on sellers, customers, and competitors in Russia’s ferrous and non-ferrous metal industries: the application of financial event study
by Dina Tsytsulina

2013 Day Trading Profitability across Volatility States
by Lundström, Christian

2013 Predicting the Spread of Financial Innovations: An Epidemiological Approach
by Hull, Isaiah

2013 Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises
by Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas

2013 Market Specific News and Its Impact on Electricity Prices – Forward Premia
by Lazarczyk, Ewa

2013 Information Environment and The Cost of Capital
by Orie Barron & Xuguang Sheng & Maya Thevenot

2013 The GST and mortgage costs: Australian evidence
by Allen Huang & Benjamin Liu

2013 The impact of the Goods and Services Tax on mortgage costs of Australian credit unions
by Benjamin Liu & Allen Huang

2013 Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis
by Rui Pascoal & Ana Margarida Monteiro

2013 Order flow segmentation and the role of dark trading in the price discovery of U.S. treasury securities
by Fleming, Michael J. & Nguyen, Giang

2013 Not so fast: high-frequency financial data for macroeconomic event studies
by Ozdagli, Ali K.

2013 Monetary policy surprises, positions of traders, and changes in commodity futures prices
by Gospodinov, Nikolay & Jamali, Ibrahim

2013 Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries
by Michael Princ

2013 Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market
by Ales Cornanic & Jiri Novak

2013 Do Sound Public Finances Require Fiscal Rules Or Is Market Pressure Enough?
by Michael Bergman & Michael M. Hutchison & Svend E. Hougaard Jensen

2013 The impact of the French Tobin tax
by Leonardo Becchetti & Massimo Ferrari

2013 Herding, Information Cascades and Volatility Spillovers in Futures Markets
by McAleer, M.J. & Radalj, K.

2013 Impact of Macroeconomic Factors on Stock Exchange Prices: Evidence from USA Japan and China
by Mondher bellalah & Umie Habiba

2013 Mark-to-market accounting and systemic risk: evidence from the insurance industry
by Andrew Ellul & Chotibhak Jotikasthira & Christian T. Lundblad & Yihui Wang

2013 Rights offerings, trading, and regulation: a global perspective
by Massimo Massa & Theo Vermaelen & Moqi Xu

2013 Attracting investor attention through advertising
by Dong Lou

2013 Impact of Political Regime Shift on Stock Returns of Oligarch Firms
by Zadorozhna Olha & Zaderey Natalia

2013 The Euro exchange rate during the European sovereign debt crisis – dancing to its own tune?
by Michael Ehrmann & Chiara Osbat & Jan Strasky & Lenno Uusküla

2013 Is Sell-Side Research More Valuable in Bad Times?
by Loh, Roger & Stulz, Rene M.

2013 Sub-Penny and Queue-Jumping
by Buti, Sabrina & Consonni, Francesco & Rindi, Barbara & Werner, Ingrid M.

2013 Comovement of Corporate Bonds and Equities
by Bao, Jack & Hou, Kewei

2013 The Twilight Zone: OTC Regulatory Regimes and Market Quality
by Bruggemann, Ulf & Kaul, Aditya & Leuz, Christian & Werner, Ingrid M.

2013 Discount Rates, Market Frictions and the Mystery of the Size Premium
by Thiago De Oliveira Souza

2013 Defying Gravity: Costly Signaling to Mislead or to Inform?
by Beneish, Messod Daniel & Capkun, Vedran & Fridson, Martin S.

2013 News Trading and Speed
by Foucault , Thierry & Hombert , Johan & Rosu, Ioanid

2013 Supply Chains and Credit-Market Shocks : Some Implications for Emerging Markets
by Yothin Jinjarak

2013 Supply Chains and Credit-Market Shocks : Some Implications for Emerging Markets
by Yothin Jinjarak

2013 The Impact of Hedge Funds on Asset Markets
by Matthias Kruttli & Andrew J. Patton & Tarun Ramadorai

2013 Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data
by Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum

2013 Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis
by Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan

2013 Reviewing the Leverage Cycle
by Ana Fostel & John Geanakoplos

2013 Macroeconomic determinants of European stock and government bond correlations: A tale of two regions
by Erica R. PEREGO & Wessel N. VERMEULEN

2013 On the inefficiency of Brownian motions and heavier tailed price processes
by Balbás, Raquel & Balbás, Beatriz & Balbás, Alejandro

2013 Non Linear Diachronic Interaction Between The Advance / Decline Ratio Index And The Returns Of The Market'S General Index: Empirical Evidence From The Athens Stock Exchange
by Eleni Thanou & Dikaios Tserkezos

2013 Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle
by Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt

2013 Carry
by Koijen, Ralph & Moskowitz, Tobias J & Pedersen, Lasse Heje & Vrugt, Evert B.

2013 Buffett’s Alpha
by Frazzini, Andrea & Kabiller, David & Pedersen, Lasse Heje

2013 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz

2013 Speculation, Risk Premia and Expectations in the Yield Curve
by Barillas, Francisco & Nimark, Kristoffer P

2013 The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes
by Peress, Joël

2013 Recreating the South Sea Bubble: Lessons from an Experiment in Financial History
by Giusti, Giovanni & Noussair, Charles & Voth, Hans-Joachim

2013 Asset Allocation and Monetary Policy: Evidence from the Eurozone
by Hau, Harald & Lai, Sandy

2013 Providing financial education: a general equilibrium approach
by Padula, Mario & Pettinicchi, Yuri

2013 The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks
by Acharya, Viral V & Steffen, Sascha

2013 Identification and Inference Using Event Studies
by Gürkaynak, Refet S. & Wright, Jonathan

2013 A Theory of Asset Prices based on Heterogeneous Information
by Albagli, Elias & Hellwig, Christian & Tsyvinski, Aleh

2013 The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World
by Farmer, Roger E A & Nourry, Carine & Venditti, Alain

2013 Trading and information diffusion in OTC markets
by Babus, Ana & Kondor, Péter

2013 Can geography lock a society in stagnation?
by DAO, Nguyen-Thang & DAVILA, Julio

2013 Can federal reserve policy deviation explain response patterns of financial markets over time?
by WANG, Kent & WANG, Shin-Huei & PAN, Zheyao

2013 Testing for multiple bubbles with daily data
by Uribe Gil, Jorge Mario

2013 European energy industry shocks, corporate control and firms' value
by John J. García & Francesc Trillas

2013 Monetary Policy Shifts and the Forward Discount Puzzle
by Michael Jetter & Alex Nikolsko-Rzhevskyy

2013 Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados
by Andrés Murcia & Diego Rojas

2013 Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
by José E. Gómez-González & Luis Fernando Melo Velandia

2013 Financial liberalization and the development of microcredit
by JJ. Cao-Alvira & LG. Deidda

2013 The Influence of Country- and Firm-Level Governance on Financial Reporting Quality: Revisiting the Evidence
by Pierre Bonetti & Antonio Parbonetti & Michel Magnan

2013 Contagion Effects in the European Nyse Euronext Stock Markets in the Context of the 2010 Sovereign Debt Crisis
by Paulo Horta

2013 The Micro Dynamics of Macro Announcements
by Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe

2013 Greenspan Shrugs: Central Bank Communication, Formal Pronouncements and Bond Market Volatility
by Robert S. Chirinko & Christopher Curran

2013 Financial Signaling and Earnings Forecasts
by Iuliia Brushko

2013 Herding, Information Cascades and Volatility Spillovers in Futures Markets
by Michael McAleer & Kim Radalj

2013 Buybacks versus Ordinary Dividends: Marginal Investor Reactions to Cash-return Announcements
by Warwick Anderson & Samuel McLaughlin

2013 Event Studies in thinly-traded markets: An improvement to the market model
by Warwick Anderson

2013 The Role of mid-year dividends as predictors of yearly earnings
by Warwick Anderson

2013 Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields?
by Doran, David & Dunne, Peter & Monks, Allen & O'Reilly, Gerard

2013 European spin-offs Origin, value creation, and long-term performance
by Dmitri Boreiko & Maurizio Murgia

2013 Underwriter Reputation and the Quality of Certification: Evidence from High-Yield Bonds
by Christian Andres & André Betzer & Peter Limbach

2013 Efficiency of stock markets and exchange rates: Emerging vs.developed countries
by Ahmet Sensoy

2013 Casual Link Between Islamic and Conventional Banking: Evidence From Turkish Banking Sector
by Serkan Yuksel & Mutahhar Erturk

2013 Trading Puzzle, Puzzling Trade
by Orhan Erdem & Evren Arik & Serkan Yüksel

2013 Determining Systemic Risk Factors in Borsa Istanbul
by Serkan Yuksel

2013 Institutional development and stock price synchronicity : Evidence from China
by Hasan, Iftekhar & Song, Liang & Wachtel, Paul

2013 What determines stock market behavior in Russia and other emerging countries?
by Korhonen, Iikka & Peresetsky, Anatoly

2013 Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
by Christopher F. Baum & Dorothea Schäfer & Andreas Stephan

2013 What do Chinese Macro Announcements Tell Us About the World Economy?
by Christopher F Baum & Alexander Kurov & Marketa W. Halova

2013 A Note on Learning in a Credit Economy
by Pei Kuang

2013 Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets
by P Kuang & M Schroder & Q Wang

2013 Recreating the South Sea Bubble: Lessons from an Experiment in Financial History
by Giovanni Giusti & Charles Noussair & Hans-Joachim Voth

2013 Speculation, Risk Premia and Expectations in the Yield Curve
by Francisco Barillas & Kristoffer Nimark

2013 Limited attention and news arrival in limit order markets
by Dugast, J.

2013 The procyclicality of foreign bank lending: evidence from the global financial crisis
by Ugo Albertazzi & Margherita Bottero

2013 High frequency trading: an overview
by Alfonso Puorro

2013 Trading patterns at the Tokyo Stock Exchange, 1931-1940
by Jean-Pascal Bassino & Thomas Lagoarde-Segot

2013 The Impact of Monetary Policy Surprises on Australian Financial Futures Markets
by Xinsheng Lu & Ying Zhou & Mingting Kou

2013 State Intervention and the (Micro) Credit Market in Developed Countries: Loan Guarantee and Business Development Services
by Renaud Bourlès & Anastasia Cozarenco

2013 Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
by Hyeongwoo Kim & Deockhyun Ryu

2013 Assessing Measures of Order Flow Toxicity via Perfect Trade Classification
by Torben G. Andersen & Oleg Bondarenko

2013 Reflecting on the VPIN Dispute
by Torben G. Andersen & Oleg Bondarenko

2013 Behavioral Corporate Finance: An Updated Survey
by Baker, Malcolm & Wurgler, Jeffrey

2013 Investissement optimal et évaluation d'actifs sous certaines imperfections de marché
by Benedetti, Giuseppe

2013 Financial Intermediation and Economic Growth
by Bogdan DIMA & Petru-Eugen OPRIȘ

2013 Are the Global REIT Markets Efficient by a New Approach?
by Hao Fang & Yen-Hsien Lee

2013 Efficiency of the Albanian banking system: Traditional approach and Stochastic Frontier Analysis
by Suela Kristo

2013 Stock Market Reaction to Patent Value in Japan: an Event Study Analysis
by Nahoko Mitsuyama

2013 Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011
by Argiro Svingou

2013 Impact Of Hartal On Stock Return And Turnover: Evidence From Bangladesh
by BOKHTIAR HASAN & A. F. M. MAINUL AHSAN & AFZALUR RAHAMAN

2013 The Impact Of Investor Psychology On Stock Markets: Evidence From France
by ABDERRAZAK DHAOUI & SAAD BOUROUIS & MELEK ACAR BOYACIOGLU

2013 A Study On Efficiency Of Steel Futures Market In India
by SURESH CHANDRA BIHARI & JAYASHREE KOTAGI

2013 Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices / Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores
by Santillan-Salgado, Roberto J. & Fonseca Ramírez, Alejandro

2013 The Validity of the Halloween Effect in the Istanbul Stock Exchange
by Veli Yilanci

2013 Disclosure quality, diversification and the cost of capital
by Greg Clinch

2013 Chief Executive Officer departures and market uncertainty
by W Jane Cheung & Andrew B Jackson

2013 Utilizarea comparata a modelelor CAPM si APT in analizele bursiere
by Florin PIELEANU & Diana COCONOIU

2013 Factorii care influenteaza investitiile
by Dragos Gabriel MECU

2013 Model de analiza SWOT a pietei de capital din Romania
by Madalina Gabriela ANGHEL & Zoica NICOLA

2013 Exploring the Relationship between Human Capital Investment and Corporate Financial Performance of Jordanian Industrial Sectors
by Faris Nasif ALSHUBIRI

2013 Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests
by Shu-Ching Cheng & Tsung-Pao Wu

2013 Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market
by Hao FANG & Yang-Cheng Lu & Hwey-Yun Yau & Yen-Hsien Lee

2013 The Chinese News Sentiment around Earnings Announcements
by Yang-Cheng Lu & Yu-Chen Wei

2013 A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania
by Acatrinei, Marius & Gorun, Adrian & Marcu, Nicu

2013 Estudio del efecto tamaño en el mercado bursátil colombiano
by Duarte, Juan & Ramirez, Zulay & Mascareñas, Juan

2013 Seasonal Anomalies in Istanbul Stock Exchange
by Abdioglu, Zehra & Degirmenci, Nurdan

2013 Think About Tomorrow Morning: Opening Stock Returns May Show Reversals
by Andrey Kudryavtsev

2013 Investigate sport clothing’s market segmentation in public sport based on demographic variables
by Saeed Sadeghi Boroujerdi & Kaveh Hasani

2013 Optimal Asset Taxes in Financial Markets with Aggregate Uncertainty
by Florian Scheuer

2013 Macroeconomic News Effects on the Stock Markets in Intraday Data
by Barbara Będowska-Sójka

2013 Do E-Auctions Realy Improve the Efficiency of Public Procurement? The Case of the Slovak Municipalities
by Jan Pavel & Emilia Sičáková-Beblavá

2013 Definition, Benefits and Risks of High-Frequency Trading
by Jakub Kučera

2013 Comparative Analysis and the Place of Romania on Insurance Global Market
by Ana Preda & Mirela Monea

2013 How Affected Was World Insurance Market by Global Crisis?
by Ana Preda & Mirela Monea

2013 Gone Fishin’ Effects on the Bucharest Stock Exchange
by Ramona Dumitriu & Razvan Stefanescu

2013 Bank Loans to Newly Public Firms
by Sherrill Shaffer & Tatyana Sokolyk

2013 Company size, book-to-market and momentum effects, and other deviations from the CAPM - evidence from the Warsaw stock exchange
by Leszek Czapiewski

2013 Closing the value gap by the means of stock repurchase announcement – the case of Warsaw Stock Exchange
by Tomasz Slonski & Bartosz Zawadzki

2013 An Empirical Study of Consumer Behavior in the Cuban Mobile Phone Market
by Oncioiu Ionica

2013 The Effects of Risk Events on the Efficiency of Financial Market
by Sãveanu Cristina

2013 The Current Status of Financing Public Higher Education Institutions in Romania – The Case of The University of Craiova
by Avram Marioara & Drãguºin Cristina-Petrina

2013 Investors' Dividend Preference On The Romanian Equity Market: A Cross-Sectional Empirical Investigation
by Andrei Anghel & Tudor Cristiana

2013 Weak Efficiency And Linear Regression Of Central And Eastern European Markets
by Davtyan Azat & & &

2013 Testing The Long Range-Dependence For The Central Eastern European And The Balkans Stock Markets
by Pece Andreea Maria & Ludusan (Corovei) Emilia Anuta & Mutu Simona &

2013 New Opportunities On The Market Of Mergers And Acquisitions For 2014
by Alina MOLDOVAN-MADAN

2013 El sistema financiero y su efecto en la dinámica del sector privado
by Rivas Aceves Salvador & Martínez Pérez Juan Froilán

2013 Anomalías en la autocorrelación de rendimientos y la importancia de los periodos de no transacción en mercados latinoamericanos
by Kristjanpoller Rodríguez Werner

2013 The Great East Japan Earthquake and Investor Behavior in Japan's Equity Markets
by Akiko Kamesaka

2013 Is the CDS spread still a reliable risk indicator? The impact of the European regulation on uncovered CDS positions on market developments in the Central and Eastern European region
by Dániel Horváth & Zsolt Kuti & Imre Ligeti

2013 Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications
by Thomas Chiang & Lin Tan & Jiandong Li & Edward Nelling

2013 No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index
by RICO BELDA, PAZ

2013 Capturing volatility and its spillover in South Asian countries
by Ruchika Gahlota

2013 Market power consolidation and M&A success: A study of US-American and German utility takeovers
by Robert Fraunhoffer & Andreas Freytag & Dirk Schiereck

2013 Investigating smooth breaks in real exchange rates
by Ching-Mei Chu

2013 Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas
by Nipun Agarwal

2013 Herding, Information Cascades and Volatility Spillovers in Futures Markets
by Michael McAleer & Kim Radalj

2013 Impact of Fuel Prices on Daily Used Commodities: Evidence from Pakistan (2008-2012)
by Malik Abdul Rab Muhammad Abubakar

2013 Eficiencia de las principales acciones de la bolsa mexicana de valores: 2001-2012
by Morales-Pelagio, Ricardo Cristhian & López-Herrera, Francisco & Cabrera-Llanos, Agustín Ignacio

2013 The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis
by Alan M. Rai

2013 Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton
by Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta

2013 Effect On D&S Shareholdersâ´ Wealth And Chilean Retail Companies Due To The Announcement Of Public Offering Shares Adquisition, Efecto Sobre La Riqueza De Los Accionistas De D&S Y Empresas Del Sector Retail Chileno Producto Del Anuncio De Oferta Publica De Adquisicion De Sus Acciones
by Eduardo Sandoval

2013 Presidential Elections And Stock Returns In Egypt
by Yvan Nezerwe

2013 Market REsponse to the Composition Change of Islamic Index: Evidence from Indonesia
by Erie Febrian & Aldrin Herwany & Adi Primadhi

2013 Variations in Retirement Account Holdings: Evidence from Native and Immigrant Women in the U.S
by Yoku Mimura

2013 Analysis of the Effects of Pre Announcement of S&P 500 Index Changes
by Stoyu I. Ivanov

2013 Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets
by Sanjay Sehgal & Namita Rajput & Florent Deisting

2013 Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets
by Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere

2013 Pre-close Transparency and Price Efficiency at Market Closing: Evidence from the Taiwan Stock Exchange
by Cheng-Yi Chien

2013 This paper empirically tests the relation between a firm’s degree of accounting conservatism and its level of operating risk. This paper constitutes the first empirical study in the accounting literature to test the risk signaling theory of accounting conservatism which is recently proposed by Wang, O hOgartaigh and van Zijl (2010), who argue that a firm optimally selects a degree of accounting conservatism in order to signal its own operating risk to the capital market. Consistent with the signaling theory, this paper reports empirical evidence that US firms with a lower level of operating risk are more likely to adopt a higher level of accounting conservatism than are firms with a higher level of operating risk. This finding indicates that a signaling separating equilibrium indeed exists in the capital market, where firms use accounting conservatism as a signaling device. The findings of this paper highlights the important economic role that accounting conservatism plays in reducing the capital market’s information asymmetry with regard to the firm’s operating risk
by Richard Zhe Wang

2013 Do Neglected Firms Suffer from an Information Deficit?
by Kenneth Yung & Hamid Rahman & Qian Sun

2013 Cross-Border Mergers and Acquisitions and Country Risk Ratings: Evidence From U.S. Financials
by Halil Kiymaz

2013 The Effect of Investor Bias and Gender on Portfolio Performance and Risk
by Kevin Lee & Scott Miller & Nicole Velasquez & Christi Wann

2013 The Efficiency Of Emerging Stock Markets: Evidence From Asia And Africa
by Abdelmoneim Youssef & Giuseppe Galloppo

2013 Share Repurchases Announcement Effect On Earnings: Evidence From South Africa
by L.W. Makasi & J. W. Kruger

2013 Employee Benefits And Stock Returns: A Look At Health Care Benefits
by Vichet Sum

2013 The month-of-the-year effect on Bucharest Stock Exchange
by Iulian Panait

2013 Option-Implied Risk Aversion Anomalies: Evidence From Japanese Market
by TAKKABUTR, NATTAPOL

2013 2012: A Year of the State’s Increasing Presence in the Stock Market
by Alexandr Abramov

2013 Which Chinese Markets to Diversify into?
by Leo H. Chan

2013 Transaction fees and trading strategies in financial markets
by Alex Frino & Vito Mollica & Maria Grazia Romano

2013 Forecast Bias and Analyst Independence
by Phillip J. McKnight & Steven K. Todd

2013 Effects of differences of opinions and short-sale constraints on the dual listed Chinese shares
by Zhenmin Fang & Xin Jiang

2013 Overconfidence and endogenous information acquisition
by Tian Liang

2013 The Risk of not Being Normal in Finance: An Essay on the Leptokurtic Behavior of Stock Series in Colombia
by José Carlos Ramírez & Olga Chacón Arias

2013 Can relationship banking survive the Spanish economic crisis?
by Gary A. Dymski

2013 Assessment of the Impact of Trade Partner’s Cross-Country Sovereign Rating on the Financial Market of Selected Emerging Market Economies
by Hesam Aldin SHAHRIVAR & Nwin Anefo Fru ASABA

2013 The autumn effect of gold
by Baur, Dirk G.

2013 Irrational fads, short-term memory emulation, and asset predictability
by Bekiros, Stelios D.

2013 An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
by Huffman, Stephen P. & Moll, Cliff R.

2013 Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?
by Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael

2013 An analysis of stock repurchase in Taiwan
by Wang, Li-Hsun & Lin, Chu-Hsiung & Fung, Hung-Gay & Chen, Hsien-Ming

2013 Irrational confidence, imperfect and long-lived information
by Zhou, Deqing

2013 The impact of transparency on market quality for the Taiwan Stock Exchange
by Ke, Mei-Chu & Huang, Yen-Sheng & Liao, Tung Liang & Wang, Ming-Hui

2013 Causality between trading volume and returns: Evidence from quantile regressions
by Gebka, Bartosz & Wohar, Mark E.

2013 Does payment method matter in cross-border acquisitions?
by Dutta, Shantanu & Saadi, Samir & Zhu, PengCheng

2013 Futures mispricing, order imbalance, and short-selling constraints
by Lin, Emily & Lee, Cheng-Few & Wang, Kehluh

2013 Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets
by Yu, Hao & Nartea, Gilbert V. & Gan, Christopher & Yao, Lee J.

2013 Orthogonalized factors and systematic risk decomposition
by Klein, Rudolf F. & Chow, Victor K.

2013 Insider trading in a two-tier real market structure model
by Karam, Fida & Daher, Wassim

2013 Wealth transfer effects between stockholders and bondholders
by Imbierowicz, Björn & Wahrenburg, Mark

2013 Investor participation and underpricing in lottery-allocated Chinese IPOs
by Shen, Zhe & Coakley, Jerry & Instefjord, Norvald

2013 Tax reform and the identity of marginal traders around ex-dividend days
by Tseng, Yun-lan & Hu, Shing-yang

2013 Investor heterogeneity and the cross-sectional stock returns in China
by Opie, Wei & Zhang, Hong Feng

2013 Does the organisational form of the target influence market reaction to acquisition announcements? Australian evidence
by Shams, Syed M.M. & Gunasekarage, Abeyratna & Colombage, Sisira R.N.

2013 The quality of securities firms' earnings forecasts and stock recommendations: Do informational advantages, reputation and experience matter in China?
by Bartholdy, Jan & Feng, Tiyi

2013 What affects the cool-off duration under price limits?
by Chou, Pin-Huang & Chou, Robin K. & Ko, Kuan-Cheng & Chao, Chun-Yi

2013 An analysis of the impact of media coverage on stock price crashes and jumps: Evidence from Japan
by Aman, Hiroyuki

2013 Short sales, margin purchases and bid–ask spreads
by Zhao, Yan & Cheng, Lee-Young & Chang, Chong-Chuo & Ni, Cih-Ying

2013 Insider trading, accrual abuse, and corporate governance in emerging markets — Evidence from Taiwan
by Tang, Hui-wen & Chen, Anlin & Chang, Chong-Chuo

2013 Revisiting early warning signals of corporate credit default using linguistic analysis
by Lu, Yang-Cheng & Shen, Chung-Hua & Wei, Yu-Chen

2013 The venture capital certification role in R&D: Evidence from IPO underpricing in Korea
by Cho, Jaemin & Lee, Jaeho

2013 Investor sentiment and IPO pricing during pre-market and aftermarket periods: Evidence from Hong Kong
by Jiang, Li & Li, Gao

2013 Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market
by Baik, Bok & Kang, Hyoung-Goo & Kim, Young Jun

2013 Does having a credit rating leave less money on the table when raising capital? A study of credit ratings and seasoned equity offerings in China
by Poon, Winnie P.H. & Chan, Kam C. & Firth, Michael A.

2013 Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market
by Gu, Li & McNelis, Paul D.

2013 The price impact of options and futures volume in after-hours stock market trading
by Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng

2013 Measuring the effect of postal saving privatization on the Japanese banking industry: Evidence from the 2005 general election
by Sawada, Michiru

2013 Investors' information advantage and order choices in an order-driven market
by Tsai, Shih-Chuan

2013 Corporate governance, violations and market reactions
by Kouwenberg, Roy & Phunnarungsi, Visit

2013 Short selling by individual investors: Destabilizing or price discovering?
by Jung, Chan Shik & Kim, Woojin & Lee, Dong Wook

2013 Weekly momentum by return interval ranking
by Pan, Li & Tang, Ya & Xu, Jianguo

2013 Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities
by Wang, Ming-Chieh

2013 Information asymmetry, price discovery, and the Chinese B-share discount puzzle
by Doukas, John A. & Wang, Liu

2013 Is transaction price more value relevant compared to accounting information? An investigation of a time-series approach
by Tswei, Keshin

2013 Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand
by Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk

2013 Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange
by Chien, Cheng-Yi & Lee, Hsiu-Chuan & Tai, Shih-Wen & Liao, Tzu-Hsiang

2013 The choice between rights and underwritten equity offerings: Evidence from Chinese stock markets
by Dang, Li & Yang, J. Jimmy

2013 An empirical investigation of mergers and acquisitions by Chinese listed companies, 1997–2007
by Bhabra, Harjeet S. & Huang, Jiayin

2013 Fund ownership and stock price informativeness of Chinese listed firms
by Ding, Rong & Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward

2013 Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S
by Kryzanowski, Lawrence & Zhang, Ying

2013 The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities: The case of Germany
by Koulakiotis, Athanasios & Kartalis, Nikos & Lyroudi, Katerina & Papasyriopoulos, Nicholas

2013 An empirical approach to determine specific weights of driving factors for the price of commodities—A contribution to the measurement of the economic scarcity of minerals and metals
by Gleich, Benedikt & Achzet, Benjamin & Mayer, Herbert & Rathgeber, Andreas

2013 Towards an efficient stock market: Empirical evidence from the Indian market
by Majumder, Debasish

2013 Is market integration associated with informational efficiency of stock markets?
by Hooy, Chee-Wooi & Lim, Kian-Ping

2013 Volatility expectations and the reaction to analyst recommendations
by Kliger, Doron & Kudryavtsev, Andrey

2013 Market efficiency broadcasted live: ECB code words and euro exchange rates
by Rosa, Carlo

2013 How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s
by Chen, Sichong

2013 The investment technology of foreign and domestic institutional investors in an emerging market
by Patnaik, Ila & Shah, Ajay

2013 Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
by Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio

2013 Contagion during the Greek sovereign debt crisis
by Mink, Mark & de Haan, Jakob

2013 Footprints in the market: Hedge funds and the carry trade
by Fong, Wai Mun

2013 How smooth is price discovery? Evidence from cross-listed stock trading
by Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao

2013 Word power: A new approach for content analysis
by Jegadeesh, Narasimhan & Wu, Di

2013 How do staggered boards affect shareholder value? Evidence from a natural experiment
by Cohen, Alma & Wang, Charles C.Y.

2013 Legislating stock prices
by Cohen, Lauren & Diether, Karl & Malloy, Christopher

2013 Are small firms less vulnerable to overpriced stock offers?
by Vijh, Anand M. & Yang, Ke

2013 Undisclosed orders and optimal submission strategies in a limit order market
by Buti, Sabrina & Rindi, Barbara

2013 Controlling shareholders and market timing in share issuance
by Larrain, Borja & Urzúa I., Francisco

2013 The dividend month premium
by Hartzmark, Samuel M. & Solomon, David H.

2013 Trading frenzies and their impact on real investment
by Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy

2013 IPO first-day returns, offer price revisions, volatility, and form S-1 language
by Loughran, Tim & McDonald, Bill

2013 Firm characteristics and long-run stock returns after corporate events
by Bessembinder, Hendrik & Zhang, Feng

2013 Acquisitions driven by stock overvaluation: Are they good deals?
by Fu, Fangjian & Lin, Leming & Officer, Micah S.

2013 Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis
by Anand, Amber & Irvine, Paul & Puckett, Andy & Venkataraman, Kumar

2013 A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?
by So, Eric C.

2013 Are there too many safe securities? Securitization and the incentives for information production
by Hanson, Samuel G. & Sunderam, Adi

2013 The asset growth effect: Insights from international equity markets
by Watanabe, Akiko & Xu, Yan & Yao, Tong & Yu, Tong

2013 Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply
by D’Amico, Stefania & King, Thomas B.

2013 Risk and return: Long-run relations, fractional cointegration, and return predictability
by Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George

2013 Real effects of stock underpricing
by Hau, Harald & Lai, Sandy

2013 Connecting two markets: An equilibrium framework for shorts, longs, and stock loans
by Blocher, Jesse & Reed, Adam V. & Van Wesep, Edward D.

2013 Anomalies and financial distress
by Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander

2013 The earnings announcement premium around the globe
by Barber, Brad M. & De George, Emmanuel T. & Lehavy, Reuven & Trueman, Brett

2013 Innovative efficiency and stock returns
by Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei

2013 Is there price discovery in equity options?
by Muravyev, Dmitriy & Pearson, Neil D. & Paul Broussard, John

2013 Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions
by Duchin, Ran & Schmidt, Breno

2013 The market for borrowing corporate bonds
by Asquith, Paul & Au, Andrea S. & Covert, Thomas & Pathak, Parag A.

2013 Style investing, comovement and return predictability
by Wahal, Sunil & Yavuz, M. Deniz

2013 Incentive compatibility and differentiability: New results and classic applications
by Mailath, George J. & von Thadden, Ernst-Ludwig

2013 Behavioral aspects of arbitrageurs in timing games of bubbles and crashes
by Matsushima, Hitoshi

2013 Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency
by Shynkevich, Andrei

2013 Liquidity provision in a limit order book without adverse selection
by Bayar, Onur

2013 Transparency, efficiency and the distribution of economic welfare in pass-through investment trust games
by Rietz, Thomas A. & Sheremeta, Roman M. & Shields, Timothy W. & Smith, Vernon L.

2013 Operational and reputational risk in the European banking industry: The market reaction to operational risk events
by Sturm, Philipp

2013 Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
by Calice, Giovanni & Chen, Jing & Williams, Julian

2013 Sukuk vs. conventional bonds: A stock market perspective
by Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent

2013 Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings
by Milidonis, Andreas

2013 Does the forward premium puzzle disappear over the horizon?
by Snaith, Stuart & Coakley, Jerry & Kellard, Neil

2013 Insiders’ incentives for asymmetric disclosure and firm-specific information flows
by Jiang, Li & Kim, Jeong-Bon & Pang, Lei

2013 ETF arbitrage: Intraday evidence
by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat

2013 Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
by Weiß, Gregor N.F. & Supper, Hendrik

2013 The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions
by Chalmers, John & Kaul, Aditya & Phillips, Blake

2013 Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
by Kalimipalli, Madhu & Nayak, Subhankar & Perez, M. Fabricio

2013 Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation
by Baltzer, Markus & Stolper, Oscar & Walter, Andreas

2013 Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
by Ülkü, Numan & Weber, Enzo

2013 Capturing the risk premium of commodity futures: The role of hedging pressure
by Basu, Devraj & Miffre, Joëlle

2013 Sudden crash or long torture: The timing of market reactions to operational loss events
by Biell, Lis & Muller, Aline

2013 The light and dark side of TARP
by Farruggio, Christian & Michalak, Tobias C. & Uhde, Andre

2013 Availability, recency, and sophistication in the repurchasing behavior of retail investors
by Nofsinger, John R. & Varma, Abhishek

2013 Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality
by Rösch, Christoph G. & Kaserer, Christoph

2013 Access to information and international portfolio allocation
by Thapa, Chandra & Paudyal, Krishna & Neupane, Suman

2013 Board composition and operational risk events of financial institutions
by Wang, Tawei & Hsu, Carol

2013 Changing the rules again: Short selling in connection with public equity offers
by Autore, Don M. & Gehy, Dominique

2013 Why does shareholder protection matter for abnormal returns after reported insider purchases and sales?
by Fidrmuc, Jana P. & Korczak, Adriana & Korczak, Piotr

2013 Revisiting mutual fund performance evaluation
by Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos

2013 The disposition effect and investor experience
by Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio

2013 Information transfers and learning in financial markets: Evidence from short selling around insider sales
by Chakrabarty, Bidisha & Shkilko, Andriy

2013 Trading on inside information: Evidence from the share-structure reform in China
by Tong, Wilson H.S. & Zhang, Shaojun & Zhu, Yanjian

2013 Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading
by Levy, Ariel & Lieberman, Offer

2013 Value creation in banking through strategic alliances and joint ventures
by Amici, Alessandra & Fiordelisi, Franco & Masala, Francesco & Ricci, Ornella & Sist, Federica

2013 The determinants of reputational risk in the banking sector
by Fiordelisi, Franco & Soana, Maria-Gaia & Schwizer, Paola

2013 When active fund managers deviate from their peers: Implications for fund performance
by Gupta-Mukherjee, Swasti

2013 Public information arrival: Price discovery and liquidity in electronic limit order markets
by Riordan, Ryan & Storkenmaier, Andreas & Wagener, Martin & Sarah Zhang, S.

2013 Impact of macro-economic surprises on carry trade activity
by Hutchison, Michael & Sushko, Vladyslav

2013 The structure and degree of dependence: A quantile regression approach
by Baur, Dirk G.

2013 Valuation and systemic risk consequences of bank opacity
by Jones, Jeffrey S. & Lee, Wayne Y. & Yeager, Timothy J.

2013 US presidential elections and implied volatility: The role of political uncertainty
by Goodell, John W. & Vähämaa, Sami

2013 Commonalities in investment strategy and the determinants of performance in mutual fund mergers
by Namvar, Ethan & Phillips, Blake

2013 Impact of FDICIA internal controls on bank risk taking
by Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mathieu, Robert

2013 Do star analysts know more firm-specific information? Evidence from China
by Xu, Nianhang & Chan, Kam C. & Jiang, Xuanyu & Yi, Zhihong

2013 Information disclosure, CEO overconfidence, and share buyback completion rates
by Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Hoque, Hafiz

2013 Supervisors as information producers: Do stress tests reduce bank opaqueness?
by Petrella, Giovanni & Resti, Andrea

2013 Pricing deviation, misvaluation comovement, and macroeconomic conditions
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan

2013 Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations
by Löffler, Gunter & Posch, Peter N

2013 A comprehensive long-term analysis of S&P 500 index additions and deletions
by Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N.

2013 Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks
by Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J.

2013 Why do companies delist voluntarily from the stock market?
by Kashefi Pour, Eilnaz & Lasfer, Meziane

2013 The intraday impact of company responses to exchange queries
by Drienko, Jozef & Sault, Stephen J.

2013 Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news
by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar

2013 Pricing innovations in consumption growth: A re-evaluation of the recursive utility model
by Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu

2013 Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price
by Chang, Eric C. & Luo, Yan & Ren, Jinjuan

2013 VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation
by Lin, Yueh-Neng

2013 The efficacy of regulatory intervention: Evidence from the distribution of informed option trading
by Anderson, Ronald C. & Reeb, David M. & Zhang, Yuzhao & Zhao, Wanli

2013 Predicting forecast errors through joint observation of earnings and revenue forecasts
by Henderson, Brian J. & Marks, Joseph M.

2013 Returns and option activity over the option-expiration week for S&P 100 stocks
by Stivers, Chris & Sun, Licheng

2013 The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading
by Sankaraguruswamy, Srinivasan & Shen, Jianfeng & Yamada, Takeshi

2013 Stock market reaction to fed funds rate surprises: State dependence and the financial crisis
by Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman

2013 The second moment matters! Cross-sectional dispersion of firm valuations and expected returns
by Jiang, Danling

2013 Lessons from the evolution of foreign exchange trading strategies
by Neely, Christopher J. & Weller, Paul A.

2013 Credit default swap spreads and variance risk premia
by Wang, Hao & Zhou, Hao & Zhou, Yi

2013 Did the SEC impact banks' loan loss reserve policies and their informativeness?
by Beck, Paul J. & Narayanamoorthy, Ganapathi S.

2013 Market reaction to earnings news: A unified test of information risk and transaction costs
by Zhang, Qi & Cai, Charlie X. & Keasey, Kevin

2013 Mandatory IFRS reporting and changes in enforcement
by Christensen, Hans B. & Hail, Luzi & Leuz, Christian

2013 Boardroom centrality and firm performance
by Larcker, David F. & So, Eric C. & Wang, Charles C.Y.

2013 Bundled forecasts in empirical accounting research
by Rogers, Jonathan L. & Van Buskirk, Andrew

2013 The information content of open-market repurchase announcements in Taiwan
by Cheng, Su-Yin & Hou, Han

2013 Informed options trading prior to takeovers – Does the regulatory environment matter?
by Podolski, Edward J. & Truong, Cameron & Veeraraghavan, Madhu

2013 Changing the methodology of equity indices—The case of the Tel-Aviv Stock Exchange
by Levy, Tamir & Yagil, Joseph

2013 Time-variations in herding behavior: Evidence from a Markov switching SUR model
by Klein, Arne C.

2013 The information content of stock markets around the world: A cultural explanation
by Nguyen, Nhut H. & Truong, Cameron

2013 The stock market reaction to the public announcement of a supranational list of too-big-to-fail banks during the financial crisis
by Abreu, José Filipe & Gulamhussen, Mohamed Azzim

2013 Long-term return reversal: Evidence from international market indices
by Malin, Mirela & Bornholt, Graham

2013 Trade momentum
by Rizova, Savina

2013 The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market
by Kishor, N. Kundan & Marfatia, Hardik A.

2013 International herding: Does it differ across sectors?
by Gębka, Bartosz & Wohar, Mark E.

2013 Unremunerated reserve requirements, exchange rate volatility, and firm value
by Vithessonthi, Chaiporn & Tongurai, Jittima

2013 Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data
by Prat, Georges & Uctum, Remzi

2013 Price impact of block trades in the Saudi stock market
by Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert

2013 The perils of a central bank's capital control: How substantial is the effect on firm value?
by Vithessonthi, Chaiporn & Tongurai, Jittima

2013 Analysis of DJIA, S&P 500, S&P 400, NASDAQ 100 and Russell 2000 ETFs and their influence on price discovery
by Ivanov, Stoyu I. & Jones, Frank J. & Zaima, Janis K.

2013 Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets
by Farag, Hisham

2013 An empirical study of multiple direct international listings
by You, Leyuan & Lucey, Brian M. & Shu, Yan

2013 Information efficiency of the U.S. credit default swap market: Evidence from earnings surprises
by Zhang, Gaiyan & Zhang, Sanjian

2013 Financial derivatives, opacity, and crash risk: Evidence from large US banks
by Dewally, Michaël & Shao, Yingying

2013 Are short sellers positive feedback traders? Evidence from the global financial crisis
by Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L.

2013 The diversity of high-frequency traders
by Hagströmer, Björn & Nordén, Lars

2013 Noise and aggregation of information in large markets
by García, Diego & Urošević, Branko

2013 Short-term residual reversal
by Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno

2013 Rational expectations equilibrium with uncertain proportion of informed traders
by Gao, Feng & Song, Fengming & Wang, Jun

2013 The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
by Chang, Chuang-Chang & Hsieh, Pei-Fang & Tang, Chih-Wei & Wang, Yaw-Huei

2013 A call auction's impact on price formation and order routing: Evidence from the NASDAQ stock market
by Pagano, Michael S. & Peng, Lin & Schwartz, Robert A.

2013 Short sales and put options: Where is the bad news first traded?
by Hao, Xiaoting & Lee, Eunju & Piqueira, Natalia

2013 Microstructure-based manipulation: Strategic behavior and performance of spoofing traders
by Lee, Eun Jung & Eom, Kyong Shik & Park, Kyung Suh

2013 The options market maker exception to SEC Regulation SHO
by Stratmann, Thomas & Welborn, John W.

2013 Investing in Chapter 11 stocks: Trading, value, and performance
by Li, Yuanzhi & Zhong, Zhaodong (Ken)

2013 Price discovery in government bond markets
by Valseth, Siri

2013 Liquidity, volume and price efficiency: The impact of order vs. quote driven trading
by Malinova, Katya & Park, Andreas

2013 Insured uncovered interest parity
by Tse, Yiuman & Wald, John K.

2013 Mean–variance dominant trading strategies
by Galvani, Valentina & Gubellini, Stefano

2013 Information risk and credit contagion
by Huang, Alex YiHou & Cheng, Chiao-Ming

2013 The over-optimism of financial analysts and the long-run performance of firms following private placements of equity
by Lin, Wen-Chun & Chang, Shao-Chi & Chen, Sheng-Syan & Liao, Tsai-Ling

2013 Transfer of information by an informed trader
by Dev, Pritha

2013 Assessing the profitability of intraday opening range breakout strategies
by Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian

2013 Idiosyncratic volatility and the pricing of poorly-diversified portfolios
by Miffre, Joëlle & Brooks, Chris & Li, Xiafei

2013 The January effect for individual corporate bonds
by Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence

2013 European Sovereign Debt Crisis and the performance of Dutch IPOs
by Dorsman, André & Gounopoulos, Dimitrios

2013 Price discovery of credit spreads in tranquil and crisis periods
by Avino, Davide & Lazar, Emese & Varotto, Simone

2013 Drivers of technical trend-following rules' profitability in world stock markets
by Ülkü, Numan & Prodan, Eugeniu

2013 Investigating the role of illiquidity in explaining the UK closed-end country fund discount
by Davies, Richard & Fletcher, Mary & Marshall, Andrew

2013 The determinants of quantile autocorrelations: Evidence from the UK
by Gębka, Bartosz & Wohar, Mark E.

2013 Short sale restrictions, differences of opinion, and single-country, closed-end fund discount
by Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla

2013 Exchange rate determination and dynamics in China: A market microstructure analysis
by Zhang, Zhichao & Chau, Frankie & Zhang, Wenting

2013 Revisiting the merger and acquisition performance of European banks
by Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P.

2013 Google attention and target price run ups
by Siganos, Antonios

2013 Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market
by Hsieh, Shu-Fan

2013 Short sales constraint and SEO pricing
by Charoenwong, Charlie & Ding, David K. & Wang, Ping

2013 Do broker/analyst conflicts matter? Detecting evidence from internet trading platforms
by Hanousek, Jan & Kopřiva, František

2013 The long run performance of UK firms making multiple rights issues
by Iqbal, Abdullah & Akbar, Saeed & Shiwakoti, Radha K.

2013 Efficient or adaptive markets? Evidence from major stock markets using very long run historic data
by Urquhart, Andrew & Hudson, Robert

2013 Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique
by Alexakis, Christos & Dasilas, Apostolos & Grose, Chris

2013 The determinants of share repurchases in Europe
by Andriosopoulos, Dimitris & Hoque, Hafiz

2013 A leader of the world commodity futures markets in the making? The case of China's commodity futures
by Fung, Hung-Gay & Tse, Yiuman & Yau, Jot & Zhao, Lin

2013 A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations
by Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin

2013 Do efforts on energy saving enhance firm values? Evidence from China's stock market
by Ye, Dezhu & Liu, Shasha & Kong, Dongmin

2013 The liquidity of energy stocks
by Sklavos, Konstantinos & Dam, Lammertjan & Scholtens, Bert

2013 Hurricane forecast revisions and petroleum refiner equity returns
by Fink, Jason D. & Fink, Kristin E.

2013 An empirical study of the information premium on electricity markets
by Benth, Fred Espen & Biegler-König, Richard & Kiesel, Rüdiger

2013 Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany
by Kalantzis, Fotis G. & Milonas, Nikolaos T.

2013 Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
by Awartani, Basel & Maghyereh, Aktham Issa

2013 The high-frequency asymmetric response of stock returns to monetary policy for high oil price events
by Tsai, Chun-Li

2013 Autocorrelation and partial price adjustment
by Anderson, Robert M. & Eom, Kyong Shik & Hahn, Sang Buhm & Park, Jong-Ho

2013 Estimating PIN for firms with high levels of trading
by Jackson, David

2013 An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC
by Miller, Thomas W. & Rapach, David E.

2013 Detecting synchronous cycles in financial time series of unequal length
by Reschenhofer, Erhard & Lingler, Michaela

2013 Stakeholder relations and stock returns: On errors in investors' expectations and learning
by Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke

2013 On detection of volatility spillovers in overlapping stock markets
by Kohonen, Anssi

2013 What do the Fama–French factors add to C-CAPM?
by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R.

2013 An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions
by Cheng, Teng Yuan & Lee, Chun I & Lin, Chao Hsien

2013 Are short sellers incrementally informed prior to earnings announcements?
by Blau, Benjamin M. & Pinegar, J. Michael

2013 The issuance of callable bonds under information asymmetry
by Choi, Seungmook & Jameson, Mel & Jung, Mookwon

2013 Do strategic alliances in a developing country create firm value? Evidence from Korean firms
by Lee, Hyunchul & Cho, Euije & Cheong, Chongcheul & Kim, Jinsu

2013 What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?
by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas

2013 Duration, trading volume and the price impact of trades in an emerging futures market
by Bowe, Michael & Hyde, Stuart & McFarlane, Lavern

2013 Financial liberalization and stock markets efficiency: New evidence from emerging economies
by Ben Rejeb, Aymen & Boughrara, Adel

2013 Size, value, and momentum in emerging market stock returns
by Cakici, Nusret & Fabozzi, Frank J. & Tan, Sinan

2013 The volatility effect in emerging markets
by Blitz, David & Pang, Juan & van Vliet, Pim

2013 The market response of insider transferring trades and firm characteristics in Taiwan
by Chang, Chiao-Yi

2013 Which firms are more prone to stock market manipulation?
by Imisiker, Serkan & Tas, Bedri Kamil Onur

2013 Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey
by Białkowski, Jędrzej & Bohl, Martin T. & Kaufmann, Philipp & Wisniewski, Tomasz P.

2013 The method of simulated quantiles
by Dominicy, Yves & Veredas, David

2013 On the welfare equivalence of asset markets and banking in Diamond Dybvig economies
by Zimper, Alexander

2013 Art market inefficiency
by David, Géraldine & Oosterlinck, Kim & Szafarz, Ariane

2013 Do financial markets learn from ECB monetary policy?
by Filbien, Jean-Yves & Labondance, Fabien

2013 Bubbles, crashes and risk
by Branch, William A. & Evans, George W.

2013 The impact of a sustainability constraint on the mean-tracking error efficient frontier
by Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe

2013 Stock price reversals following end-of-the-day price moves
by Kudryavtsev, Andrey

2013 Decomposing abnormal returns in stochastic linear models
by Lin, Carl

2013 Do airlines always suffer from crashes?
by Ho, Jerry C. & Qiu, Mei & Tang, Xiaojun

2013 How do investors respond to Green Company Awards in China?
by Lyon, Thomas & Lu, Yao & Shi, Xinzheng & Yin, Qie

2013 High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables
by Araújo Santos, Paulo & Fraga Alves, Isabel & Hammoudeh, Shawkat

2013 Shouldn't all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking
by Xie, Jun & Yang, Chunpeng

2013 Investor attention and stock market activity: Evidence from France
by Aouadi, Amal & Arouri, Mohamed & Teulon, Frédéric

2013 Price and volatility dynamics between securitized real estate spot and futures markets
by Shi, Jing & Xu, Tracy

2013 Investor sentiment, information and asset pricing model
by Yang, Chunpeng & Li, Jinfang

2013 Sentiment approach to negative expected return in the stock market
by Yang, Chunpeng & Yan, Wei & Zhang, Rengui

2013 Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market
by Yang, Linghubo & Zhang, Dongxiang

2013 An empirical analysis of the Shanghai and Shenzhen limit order books
by Chung, Huimin & Gao, Cheng & Lu, Jie & Mizrach, Bruce

2013 Open source information, investor attention, and asset pricing
by Zhang, Wei & Shen, Dehua & Zhang, Yongjie & Xiong, Xiong

2013 Credit and bank opaqueness: How to avoid financial crises?
by de Mendonça, Helder Ferreira & Galvão, Délio José Cordeiro & Loures, Renato Falci Villela

2013 Stochastic dominance relationships between stock and stock index futures markets: International evidence
by Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W.

2013 Dynamic asset pricing model with heterogeneous sentiments
by Yang, Chunpeng & Zhang, Rengui

2013 Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
by Ahmad, Wasim & Sehgal, Sanjay & Bhanumurthy, N.R.

2013 Estimating inflation compensation for Turkey using yield curves
by Duran, Murat & Gülşen, Eda

2013 Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets
by Witte, Björn-Christopher

2013 The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets
by Akarim, Yasemin Deniz & Sevim, Serafettin

2013 Macroeconomic Variables and South African Stock Return Predictability
by Gupta, Rangan & Modise, Mampho P.

2013 Has the structural break slowed down growth rates of stock markets?
by Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika

2013 Sentiment asset pricing model with consumption
by Yang, Chunpeng & Zhang, Rengui

2013 Long-run risk and hidden growth persistence
by Pakoš, Michal

2013 Modeling diverse expectations in an aggregated New Keynesian Model
by Kurz, Mordecai & Piccillo, Giulia & Wu, Howei

2013 The bull and bear market model of Huang and Day: Some extensions and new results
by Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura

2013 Preferred stock: Some insights into capital structure
by Kallberg, Jarl & Liu, Crocker H. & Villupuram, Sriram

2013 The effect of stock misvaluation and investment opportunities on the method of payment in mergers
by Di Giuli, Alberta

2013 Deal size, acquisition premia and shareholder gains
by Alexandridis, George & Fuller, Kathleen P. & Terhaar, Lars & Travlos, Nickolaos G.

2013 SEO timing and liquidity risk
by Lin, Ji-Chai & Wu, YiLin

2013 Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology
by Gu, Lulu & Reed, W. Robert

2013 The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context
by Cheung, Adrian (Wai Kong) & Roca, Eduardo

2013 Legal Institutions, Ownership Concentration, and Stock Repurchases Around the World: Signal Mimicking?
by Haw, In-Mu & Ho, Simon S.M. & Hu, Bingbing & Zhang, Xu

2013 Mandatory Earnings Disaggregation and the Persistence and Pricing of Earnings Components
by Venter, Elmar R. & Cahan, Steven F. & Emanuel, David

2013 A Comparison of the Effects of Earnings Disclosures on Information Asymmetry: Evidence from France and the U.S
by Gajewski, Jean-François & Quéré, Bertrand ¨P.

2013 Speed of Convergence to Market Efficiency: Example of Top loser Stocks
by Han-Ching Huang & Yong-Chern Su & Chun-Chi Shih

2013 Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies
by Samih Antoine Azar

2013 Oil Prices and the Kuwaiti and the Saudi Stock Markets:The Contrast
by Samih Antoine Azar & Loucine Basmajian

2013 Herding Behavior under Markets Condition: Empirical Evidence on the European Financial Markets
by Moatemri Ouarda & Abdelfatteh El Bouri & Olivero Bernard

2013 Rating-Agenturen: fehlbar und überfordert
by Hans-Helmut Kotz & Dorothea Schäfer

2013 Stock Market Manipulation in the Presence of Fund Flows
by Xiangbo Liu & Zijun Liu & Zhigang Qiu

2013 Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads
by Agata Kliber & Barbara Bedowska-Sojka

2013 Fractal Analysis of Financial Time Series Using Fractal Dimension and Pointwise Hölder Exponents
by Agnieszka Kapecka

2013 Ciclo económico y prima por riesgo en el mercado accionario colombiano
by Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez

2013 Evaluación del efecto tamaño de empresa en los mercados bursátiles de América Latina
by Juan Benjamín Duarte Duarte & Zulay Yesenia Ramírez León & Katherine Julieth Sierra Suárez

2013 Análisis multivariado de la productividad y rendimientos financieros de empresas industriales en Cartagena, Colombia
by José Morelos Gómez & Fabián Gazabón Arrieta & Roberto Enrique Gómez Fernández

2013 Reforma regulatoria energética en Europa: impacto de los cambios de control corporativo sobre el valor de las empresas
by John García & Luis Gutiérrez & Francesc Trillas

2013 A Survey On Bank Efficiency Research With Data Envelopment Analysis And Stochastic Frontier Analysis
by Mihăiță-Cosmin M. POPOVICI

2013 L'impact des annonces de notation de crédit sur les valeurs européennes : une comparaison avant et pendant la crise de 2008
by Ali Dardour

2013 Fusions-acquisitions et efficience allocationnelle
by Éric De Bodt & Jean-Gabriel Cousin & Gaël Imad’Eddine

2013 Influence of the information technology on the world economy
by Leonid Raneta & Denys Braga

2013 The effects of the introduction of market makers in the Brazilian equity market
by Marcelo Perlin

2013 The probability of informed trading in the Brazilian stock market
by Orleans Silva Martins & Edilson Paulo

2013 Market Efficiency and Performance of Multimarket Funds
by Rodrigo Fernandes Malaquias & William Eid Junior

2013 Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level
by Kate Phylaktis & Gikas Manalis

2013 Are Islamic bonds different from conventional bonds? International evidence from capital market tests
by Nafis Alam & M. Kabir Hassan & Mohammad Aminul Haque

2013 An Empirical Investigation of the Uncertain Information Hypothesis: Evidence From Borsa Istanbul
by Soner AKKOC & Nasif OZKAN

2013 The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex
by Hasibe OZGUMUS & Turhan KORKMAZ & Emrah Ismail CEVIK

2013 Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach
by Verónica Balzarotti & Alejandra Anastasi

2013 Stock Market Indices and Sentiment Indicators: Correlations and Causality
by Jordan Jordanov & Marco Valentini

2013 The Spurious Relation between Inflation Uncertainty and Stock Returns: Evidence from the U.S
by Samih Antoine Azar

2013 Disclosure: determinants and critical issues for European insurance industry
by Irma Malafronte & Maria Grazia Starita

2013 Short Selling
by Adam V. Reed

2013 R 2 and the Economy
by Randall Morck & Bernard Yeung & Wayne Yu

2013 Decomposição do Spread Bancário no Brasil: Uma Análise do Período Recente
by Henrique O. Massena Reis Júnior & Luiz Fernando de Paula & Rodrigo Mendes Leal

2013 Assuming the Worst: The Shifting Sands of Pension Accounting
by Alistair BYRNE & Iain CLACHER & David HILLIER & Allan HODGSON

2013 The Role of Management as a User of Accounting Information: Implications for Standard Setting
by Brigitte EIERLE & Wolfgang SCHULTZE

2013 Stylized Facts Of The Daily, Weekly And Monthly Returns On Bucharest Stock Exchange During 2007-2012
by Corina Maria Ene & Carmen Marilena Uzlau & Iulian Panait

2013 Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns
by Andrey KUDRYAVTSEV

2013 Profiting from Regulation: Evidence from the European Carbon Market
by James B. Bushnell & Howard Chong & Erin T. Mansur

2013 Crises and Recoveries in an Empirical Model of Consumption Disasters
by Emi Nakamura & Jón Steinsson & Robert Barro & José Ursúa

2013 Dynamic Deception
by Axel Anderson & Lones Smith

2013 News Shocks and the Slope of the Term Structure of Interest Rates
by Andr? Kurmann & Christopher Otrok

2013 3Month: March Financial Analysis From An Accounting Point Of View
by Mihaela Ungureanu

2012 Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe
by Astrid Herinckx & Ariane Szafarz

2012 Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies
by de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F.

2012 ILLIX - A New Index for Quantifying Illiquidity
by Friederich, Tim & Kraus, Carolin & Zagst, Rudi

2012 Die Konstruktion eines Performanceindexes für geschlossene Schiffsfonds
by Wolfgang Drobetz & Lars Tegtmeier & Mihail Topalov

2012 Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt Eine empirische Analyse der Beziehung zwischen dem Deutschen Aktienindex DAX und dem Volatilitätsindex VDAX
by Hubert Dichtl & Wolfgang Drobetz

2012 Index warrant trading and the underlying index volatility: The case of Istanbul Stock Exchange
by Yusuf I. MUGALOĞLU

2012 Vadeli Finansal Piyasaların para politikası sürprizlerine tepkisi: Türkiye için bir T-GARCH uygulaması
by Macide ÇİÇEK

2012 Los convenios colectivos y la cotización a corto plazo de las empresas en la bolsa española
by Gutiérrez, Carlos & Sabater, Ana María

2012 On the use of event studies to evaluate economic policy decisions: A note of caution
by Haji Ali Beigi, Maryam & Budzinski, Oliver

2012 Stock return autocorrelations revisited: A quantile regression approach
by Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C.

2012 The market effects of the German two-tier enforcement of financial reporting
by Hecker, Renate & Wild, Andreas

2012 Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sector
by Agiakloglou, Christos & Gkouvakis, Michalis

2012 Carbon price dynamics: Evidence from Phase II of the European Emission Trading Scheme
by Rickels, Wilfried & Görlich, Dennis & Oberst, Gerrit & Peterson, Sonja

2012 On the power and weakness of rational expectations: Logical fallacies, periodic bubbles and business cycles
by Gracia, Eduard

2012 Political rights, taxation, and firm valuation: Evidence from Saxony around 1900
by Lehmann, Sibylle H. & Hauber, Philipp & Opitz, Alexander

2012 Does Danish football club Brøndby swim with the fishes? An application of the reversed news model
by Croonenbroeck, Carsten & Monaco, Fabrizio Leonardo & Christensen, Mads Julius

2012 The news model of asset price determination: An empirical examination of the Danish football club Brøndby IF
by Jørgensen, Casper W. & Moritzen, Mark R. & Stadtmann, Georg

2012 On the dark side of the market: Identifying and analyzing hidden order placements
by Hautsch, Nikolaus & Huang, Ruihong

2012 A partially linear approach to modelling the dynamics of spot and futures prices
by Gaul, Jürgen & Theissen, Erik

2012 Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability
by Jank, Stephan

2012 Credit risk connectivity in the financial industry and stabilization effects of government bailouts
by Bosma, Jakob & Koetter, Michael & Wedow, Michael

2012 Investment strategies beating the market. What can we squeeze from the market?
by Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski

2012 Tactical allocation in falling stocks: Combining momentum and solvency ratio signals
by Piotr Arendarski

2012 Financial Reporting for Joint ventures and Capital Markets Reactions
by Stefana Maria Dima & Chiara Saccon

2012 Financial press and stock markets in times of crisis
by Roberto Casarin & Flaminio Squazzoni

2012 The Structure and Degree of Dependence - A Quantile Regression Approach
by Dirk G Baur

2012 Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets
by Xue-Zhong He

2012 Decomposing Performance
by Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz

2012 Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions
by Hoechle, Daniel & Schaub, nic & Schmid, Markus

2012 Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity
by Mancini Griffoli, Tommaso & Ranaldo, Angelo

2012 Fragmentation in European Equity Markets and Market Quality – Evidence from the Analysis of Trade-Throughs
by Kohler, Alexander & von Wyss, Rico

2012 Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID
by Kohler, Alexander & von Wyss, Rico

2012 An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union
by Ammann, Manuel & Odoni, Sandro & Oesch, David

2012 Speculation, risk premia and expectations in the yield curve
by Francisco Barillas & Kristoffer Nimark

2012 Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban
by Óscar Arce & Sergio Mayordomo

2012 Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis
by Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña

2012 Credit rating agencies and unsystematic risk: Is there a linkage?
by Pilar Abad Romero & María Dolores Robles Fernández

2012 Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust
by John Cotter & Stuart Gabriel & Richard Roll

2012 Subscribing to Transparency
by He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong

2012 Liquid Bundles
by Farhi, Emmanuel & Tirole, Jean

2012 Path-Dependent Behavior with Asymmetric Information about Traders' Types
by Testa, Alessia

2012 How Insiders Traded before Rules
by Braggion, F. & Moore, L.

2012 Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D.

2012 Sunshine Trading: Flashes of Trading Intent at the NASDAQ
by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham

2012 Aggregate Stock Market Illiquidity and Bond Risk Premia
by Kees E. Bouwman & Elvira Sojli & Wing Wah Tham

2012 Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements
by Martin L. Scholtus & Dick van Dijk & Bart Frijns

2012 Why is Price Discovery in Credit Default Swap Markets News-Specific?
by Ian W. Marsh & Wolf Wagner

2012 High-Frequency Technical Trading: The Importance of Speed
by Martin Scholtus & Dick van Dijk

2012 Individual Expectations, Limited Rationality and Aggregate Outcomes
by Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra

2012 Are Swap and Bond Markets Alternatives to Each Other in Turkey?
by Murat Duran & Doruk Kucuksarac

2012 What Drives Target2 Balances? Evidence From a Panel Analysis
by Raphael Anton Auer

2012 Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence
by Alex Frino & Vito Mollica & Maria Grazia Romano

2012 The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?
by Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia

2012 Price convergence and information efficiency in German natural gas markets
by Growitsch, Christian & Stronzik, Marcus & Nepal, Rabindra

2012 Who Participates in Risk Transfer Markets? The Role of Transaction Costs and Counterparty Risk
by Stephens, Eric & Thompson, James

2012 The Overpricing Problem: Moral Hazard and Franchises
by Eckert, Heather & van Egteren, Henry & Hannweber, Troy

2012 Determinants of Local Currency Bonds and Foreign Holdings: Implications for Bond Market Development in the People’s Republic of China
by Bae, Kee-Hong

2012 Effective Trade Execution
by Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia

2012 Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability
by Nikola Gradojevic & Camillo Lento

2012 The Informational Role of Spot Prices and Inventories
by Smith, James L. & Thompson, Rex

2012 Speculative Bubbles and the Cross-Sectional Variation in Stock Returns
by Chris Brooks & Keith Anderson

2012 Is there a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices
by Konstantina Kappou & Ioannis Oikonomou

2012 Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement
by Jean Cordier & Alexandre Gohin

2012 Could regulator materialize potential demand for Islamic securities? Evidence from Indonesia
by Kariastanto, Bayu & Ihsanin, Aulia

2012 Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options
by Avino, Davide & Lazar, Emese & Varotto, Simone

2012 Re-examining Turkey's trade deficit with structural breaks: Evidence from 1989-2011
by Erten, Irem & Okay, Nesrin

2012 Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach
by Erten, Irem & Tuncel, Murat B. & Okay, Nesrin

2012 Prolonged holiday effects on Romanian capital market before and after the adhesion to EU
by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel

2012 Estimation of the Day of the Week Effect on Stock Market Volatility in the U.S. Manufacturing Sector using GARCH and EGARCH models
by Kasai, Katsuya

2012 Volatility Impact of Stock Index Futures Trading - A Revised Analysis
by Wagner, Helmut & Matanovic, Eva

2012 The necessity of stock markets information incorporation into the methodology of credit rating agencies
by Kozmenko, Serhiy & Plastun, Oleksiy

2012 The Optimal Order Execution Problem within the Framework of a High-Frequency Trading - Sample Model
by Bławat, Bogusław

2012 Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns
by Hiremath, Gourishankar S & Bandi, Kamaiah

2012 Oferta Pública Inicial (IPO) de ações no Brasil: uma análise dos retornos da IPO de ações com baixo Índice Preço/Lucro (P/L)
by Saturnino, Odilon & Saturnino, Valéria & Lucena, Pierre & Caetano, Marcelino & Florencio dos Santos, Josete

2012 Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica
by Saturnino, Odilon & Saturnino, Valéria & Gois de Oliveira, Marcos Roberto & Lucena, Pierre & Araújo, Luiz Fernando

2012 Comparative study of static and dynamic neural network models for nonlinear time series forecasting
by Abounoori, Abbas Ali & Mohammadali, Hanieh & Gandali Alikhani, Nadiya & Naderi, Esmaeil

2012 Why African Stock Markets Should Formally Harmonise and Integrate their Operations
by Ntim, Collins G

2012 Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers
by Blake, David & Biffs, Enrico

2012 The nature of volatility in temporal profit with in Ethiopian commodity exchange: The case of washed export coffee modelled using ARFIMA-M-HYGARCH model
by Mezgebo, Taddese

2012 A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate
by Muto, Ichiro

2012 Why Do Financial Intermediaries Buy Put Options from Companies?
by Gyoshev, Stanley & Kaplan, Todd R. & Szewczyk, Samuel & Tsetsekos, George

2012 The United States: An Economic Balance Sheet Analysis
by De Koning, Kees

2012 Rethinking Capital Structure Arbitrage
by Avino, Davide & Lazar, Emese

2012 Price Discovery of Credit Spreads in Tranquil and Crisis Periods
by Avino, Davide & Lazar, Emese & Varotto, Simone

2012 Securities transaction tax and the stock market– an Indian experience
by Sinha, Pankaj & Mathur, Kritika

2012 The dynamic relation between short sellers, option traders, and aggregate returns
by Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan

2012 Short term momentum and contrarian profits on the Bucharest Stock Exchange before and during the global crisis
by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel

2012 Duration dependence test for rational speculative bubble: the strength and weakness
by Ahmad, Mahyudin

2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
by Ardliansyah, Rifqi

2012 Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency
by Lim Kai Jie, Shawn & Chadha, Pavneet & Lau, Joshua & Potdar, Nishad

2012 Holiday effects during quiet and turbulent times
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2012 Orphan versus non-orphan IPOs: the difference analyst coverage makes
by Boissin, Romain

2012 Overreaction and underreaction on the BUCHAREST STOCK EXCHANGE
by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel

2012 Long-run performance of IPOs and the role of financial analysts: some French evidence
by Boissin, Romain & Sentis, Patrick

2012 Orphan versus non-orphan IPOs: the difference analyst coverage makes
by Boissin, Romain

2012 Reactions of the capital markets to the shocks before and during the global crisis
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2012 The Halloween effect during quiet and turbulent times
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2012 Could Investors’ Expectations Explain Temporal Variations in Hurst’s Exponent, Loci of Multifractal Spectra, and Statistical Prediction Errors? The Case of the S&P 500 Index
by Dominique, C-Rene & Rivera-Solis, Luis Eduardo

2012 Respuesta del retorno accionario a la politica monetaria: Evidencia para el mercado chileno
by Acuña, Andres A. & Pinto, Cristian F.

2012 Performances of Socially Responsible Investment and Environmentally Friendly Funds
by Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi

2012 The Budapest liquidity measure and the price impact function
by Gyarmati, Ákos & Lublóy, Ágnes & Váradi, Kata

2012 Overvalued equity and financing decisions
by Dong, Ming & Hirshleifer, David & Teoh, Siew Hong

2012 Evolution of security transaction tax in India
by Sinha, Pankaj & Mathur, Kritika

2012 Effective Trade Execution
by Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo

2012 Asymmetric information and financial markets
by Estrada, Fernando

2012 Indian corporate bonds market –an analytical prospective
by Nath, Golaka

2012 Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011
by Panait, Iulian & Slavescu, Ecaterina Oana

2012 Going forward financially: credit unions as an alternative to commercial banks
by Klinedinst, Mark

2012 Applying an alternative test of herding behavior: a case study of the Indian stock market
by Saumitra, Bhaduri & Sidharth, Mahapatra

2012 Efficiency evaluation of Greek equity funds
by Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos

2012 On detection of volatility spillovers in simultaneously open stock markets
by Kohonen, Anssi

2012 The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data
by Bicchetti, David & Maystre, Nicolas

2012 Consumer protection and contingent charges
by Armstrong, Mark & Vickers, John

2012 Are financial analysts of IPO firms under pressure: the European evidence
by Boissin, Romain

2012 Triffin’s Dilemma Again and the Efficient Level of U.S. Government Debt
by Abel L. Costa Fernandes & Paulo R. Mota

2012 Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data
by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

2012 Public Disclosure by ‘Small’ Traders
by Luca Gelsomini

2012 Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble
by Otavio Ribeiro de Medeiros and Vitor Leone

2012 The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World
by Roger E.A. Farmer & Carine Nourry & Alain Venditti

2012 Disagreement and Asset Prices
by Bruce I. Carlin & Francis A. Longstaff & Kyle Matoba

2012 Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan

2012 Building Castles in the Air: Evidence from Industry IPO Waves
by Zhi Da & Ravi Jagannathan & Jianfeng Shen

2012 Empirical Cross-Sectional Asset Pricing
by Stefan Nagel

2012 Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets
by Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu

2012 Do prices reveal the presence of informed trading?
by Pierre Collin-Dufresne & Vyacheslav Fos

2012 Insider Trading, Stochastic Liquidity and Equilibrium Prices
by Pierre Collin-Dufresne & Vyacheslav Fos

2012 Digesting Anomalies: An Investment Approach
by Kewei Hou & Chen Xue & Lu Zhang

2012 Adverse Selection In Credit Markets and Regressive Profit Taxation
by Florian Scheuer

2012 Resident Networks and Firm Trade
by Lauren Cohen & Umit G. Gurun & Christopher J. Malloy

2012 Legislating Stock Prices
by Lauren Cohen & Karl B. Diether & Christopher Malloy

2012 Market Liquidity -- Theory and Empirical Evidence
by Dimitri Vayanos & Jiang Wang

2012 The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan

2012 Prediction Markets for Economic Forecasting
by Erik Snowberg & Justin Wolfers & Eric Zitzewitz

2012 Target Revaluation after Failed Takeover Attempts – Cash versus Stock
by Ulrike Malmendier & Marcus Matthias Opp & Farzad Saidi

2012 Tail Risk in Momentum Strategy Returns
by Kent Daniel & Ravi Jagannathan & Soohun Kim

2012 Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
by Martijn Cremers & Antti Petajisto & Eric Zitzewitz

2012 Winning by Losing: Evidence on the Long-Run Effects of Mergers
by Ulrike Malmendier & Enrico Moretti & Florian S. Peters

2012 How much do firms pay as bribes and what benefits do they get? Evidence from corruption cases worldwide
by Yan Leung Cheung & P. Raghavendra Rau & Aris Stouraitis

2012 Tailspotting: Identifying and profiting from CEO vacation trips
by David Yermack

2012 Dynamic Adverse Selection: A Theory of Illiquidity, Fire Sales, and Flight to Quality
by Veronica Guerrieri & Robert Shimer

2012 Does Shareholder Proxy Access Improve Firm Value? Evidence from the Business Roundtable Challenge
by Bo Becker & Daniel Bergstresser & Guhan Subramanian

2012 Technological Innovation, Resource Allocation, and Growth
by Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman

2012 Flights to Safety
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei

2012 The Uptick Rule and Short-Selling Strategies
by Kevin (Min) Zhao

2012 Learning by Trading in Infinite Horizon Strategic Market Games with Default
by Sonja Brangewitz & Gaël Giraud

2012 Learning by Trading in Infinite Horizon Strategic Market Games with Default
by Sonja Brangewitz & Gaël Giraud

2012 Insider trading with product differentiation
by Wassim Daher & Harun Aydilek & Fida Karam & Asiye Adydilek

2012 The dollar squeeze of the financial crisis
by Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan

2012 Internet, noise trading and commodity prices
by Massimo PERI & Daniela VANDONE & Lucia BALDI

2012 Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
by Theologos Dergiades

2012 Are private banks the better banks? An insight into the principal-agent structure and risk-taking behavior of German banks
by Frank Schmielewski & Thomas Wein

2012 Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008
by Frank Schmielewski

2012 Consumer reaction on tumbling funds - Evidence from retail fund outflows during the financial crisis 2007/2008
by Daniel Schmidt & Frank Schmielewski

2012 A Nonlinear Panel Data Model of Cross-Sectional Dependence
by James Mitchell & George Kapetanios & Yongcheol Shin

2012 Are bank loans still “special” (especially during a crisis)? Empirical evidence from a European country
by Christophe Godlewski

2012 Portfolio diversification dynamics of individual investors: a new measure of investor sentiment
by Patrick Roger

2012 Central bank interventions and limit order behavior in the foreign exchange market
by Masayuki Susai & Yushi Yoshida

2012 Does Foreign Exchange Intervention Volume Matter?
by Rasmus Fatum & Yohei Yamamoto

2012 The Value of the Revolving Door: Political Appointees and the Stock Market
by Christoph Moser & Simon Luechinger

2012 Sustainability membership and stock price: an empirical study using the Morningstar-SRI Index
by Miwa Nakai & Keiko Yamaguchi & Kenji Takeuchi

2012 The Puzzle of Index Option Returns
by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov

2012 Carbon Price Dynamics – Evidence from Phase II of the European Emission Trading Scheme
by Wilfried Rickels & Dennis Görlich & Gerrit Oberst & Sonja Peterson

2012 Martingales, Nonlinearity, And Chaos
by William Barnett & Apostolos Serletis

2012 Market efficiency of commodity futures in India
by Inoue, Takeshi & Hamori, Shigeyuki

2012 Prediction Markets for Economic Forecasting
by Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

2012 Less Myth, More Measurement: Decomposing Excess Returns from the 1989 Minimum Wage Hike
by Lin, Carl

2012 Less Myth, More Measurement: Decomposing Excess Returns from the 1989 Minimum Wage Hike
by Lin, Carl

2012 No linealidad y asimetría en el proceso generador del Índice IBEX35
by Paz Rico Belda

2012 Beneficial consumer fraud
by Silvia Martínez-Gorricho

2012 Do changes in distance-to-default anticipate changes in the credit rating?
by Nidhi Aggarwal & Manish Singh & Susan Thomas

2012 Psychological Barriers and Price Clustering in Energy Futures
by Brian Lucey & Michael Dowling

2012 Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study
by Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang

2012 Liquid Bundles
by Farhi, Emmanuel & Tirole, Jean

2012 Generalized Tests of Investment Fund Performance
by Márcio Laurini

2012 Hidden Liquidity: Determinants and Impact
by Gökhan Cebiroglu & Ulrich Horst

2012 Why Do Firms Engage in Selective Hedging?
by Tim R. Adam & Chitru S. Fernando & Jesus M. Salas

2012 Managerial Overconfidence and Corporate Risk Management
by Tim R. Adam & Chitru S. Fernando & Evgenia Golubeva

2012 On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements
by Nikolaus Hautsch & Ruihong Huang

2012 Fair Value Reclassifications of Financial Assets during the Financial Crisis
by Jannis Bischof & Ulf Brüggemann & Holger Daske

2012 Comparability Effects of Mandatory IFRS Adoption
by Stefano Cascino & Joachim Gassen

2012 Assessing the profitability of intraday opening range breakout strategies
by Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian

2012 The news model of asset price determination - An empirical examination of the Danish football club Brøndby IF
by Jørgensen, Casper W. & Moritzen, Mark R. & Stadtmann, Georg

2012 Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects
by Fricke, Christoph

2012 The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS
by Yuko Hashimoto & Konstantin M. Wacker

2012 The Relative Contemporaneous Information Response. A New Cointegration-Based Measure of Price Discovery
by Helder Sebastião

2012 Stock market reaction to fed funds rate surprises: state dependence and the financial crisis
by Alexandros Kontonikas & Ronald MacDonald & Aman Saggu

2012 Value Relevance of the Fair Value Hierarchy of IFRS 7 in Europe - How reliable are mark-to-model Fair Values ?
by Bosch, Patrick

2012 Bezahlte Freiwilligenarbeit - ein Widerspruch ?
by Gmür, Markus & Gmür, Markus

2012 A Note on the Impact of Portfolio Overlapping in Tests of the Fama and French Three-Factor Model
by Wallmeier, Martin & Tauscher, Kathrin

2012 Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility
by Wallmeier, Martin

2012 A Relative Efficiency Measure Based on Stock Market Index Data
by Kristýna Ivanková

2012 Channeling the final Say in Politics
by Peter S. Schmidt & Therese Werner

2012 What lies behind credit rationing? A survey of the literature
by Annie bellier & Wafa Sayeh & Stéphanie Serve

2012 Have We Solved the Idiosyncratic Volatility Puzzle?
by Hou, Kewei & Loh, Roger

2012 Digesting Anomalies: An Investment Approach
by Hou, Kewei & Xue, Chen & Zhang, Lu

2012 Reverse Mergers: The Chinese Experience
by Jindra, Jan & Voetmann, Torben & Walkling, Ralph A.

2012 Does Aggregate Riskiness Predict Future Economic Downturns?
by Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni

2012 Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session
by Lescourret, Laurence

2012 Modeling the horizon-dependent risk premium in the forex market: evidence from survey data
by Georges Prat & Remzi Uctum

2012 The pitch rather than the pit: investor inattention during FIFA World Cup matches
by Michael Ehrmann & David-Jan Jansen

2012 Contagion during the Greek Sovereign Debt Crisis
by Mark Mink & Jakob de Haan

2012 Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests
by Christos Kollias & Stephanos Papadamou

2012 Simple Agents, Intelligent Markets
by Karim Jamal & Michael Maier & Shyam Sunder

2012 Decoupling Markets and Individuals: Rational Expectations Equilibrium Outcomes from Information Dissemination among Boundedly-Rational Traders
by Karim Jamal & Michael Maier & Shyam Sunder

2012 Endogenous bourse structures
by Luque, Jaime & Faias, Marta

2012 The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets
by Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang

2012 Price Discovery of Tokyo-New York Cross-listed Stocks
by Yoichi Otsubo

2012 Market Perceptions of US and European Policy Actions Around the Subprime Crisis
by Yoichi Otsubo & Theoharry Grammatikos & Thorsten Lehnert

2012 Empirical Cross-Sectional Asset Pricing
by Nagel, Stefan

2012 Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition
by Chen, Zhihua & Lookman, Aziz & Schürhoff, Norman & Seppi, Duane J

2012 Prediction Markets for Economic Forecasting
by Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

2012 Change You Can Believe In? Hedge Fund Data Revisions
by Patton, Andrew J & Ramadorai, Tarun & Streatfield, Michael

2012 Real Effects of Stock Underpricing
by Hau, Harald & Lai, Sandy

2012 The Role of Equity Funds in the Financial Crisis Propagation
by Hau, Harald & Lai, Sandy

2012 Sovereign Debt Rating Changes and the Stock Market
by Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George & Papakyriacou, Panayiotis

2012 Señales de política monetaria y movimientos en la estructura a plazo de la tasa de interés en Colombia
by Freddy H. CASTRO

2012 Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence
by Carlos León & Karen Leiton & Alejandro Reveiz

2012 Informational Contagion and the Entrepreneurial Production of Informational Remedies
by Mathieu Bédard

2012 Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
by Paulo Ferreira

2012 The Value of the Revolving Door: Political Appointees and the Stock Market
by Simon Luechinger & Christoph Moser

2012 Prediction Markets for Economic Forecasting
by Erik Snowberg & Justin Wolfers & Eric Zitzewitz

2012 Weather Shocks, Spot and Futures Agricultural Commodity Prices- An Analysis for India
by N. R. BHANUMURTHY & PAMI DUA & LOKENDRA KUMAWAT

2012 Dealing with Trading Thinness in Event Studies: An Improved Trade-to-Trade Model
by Warwick Anderson

2012 Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology
by Lulu Gu & W. Robert Reed

2012 Asset price manipulation with several traders
by Walther, A.

2012 Effective Trade Execution
by R. Cesari & M. Marzo & P. Zagaglia

2012 Event Clustering and Abnormal Returns: Reassessing the Informational Value of Bets
by M. Castellani & P. Pattitoni & R. Patuelli

2012 A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate
by Ichiro Muto

2012 What determines bank stock price synchronicity? : Global evidence
by Francis, Bill & Hasan, Iftekhar & Song, Liang & Yeung, Bernard

2012 Identifying cross-sided liquidity externalities
by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham

2012 The hidden costs of hidden debt
by Johan Almenberg & Artashes Karapetyan

2012 Comment on Assenza and Berardi "Learning in a Credit Economy" (2009, JEDC)
by Pei Kuang

2012 Speculative Dynamics in the Term Structure of Interest Rates
by Kristoffer Nimark

2012 On Derivatives Markets and Social Welfare: A Theory of Empty Voting and Hidden Ownership
by John Hatfield & Scott Duke Kominers & Jordan M. Barry

2012 Health Care Reform and Health Care Stocks: Evidence from the Supreme Court Ruling
by Jonathan Hartley

2012 The role of financial investments in agricultural commodity derivatives markets
by Alessandro Borin & Virginia Di Nino

2012 How much do the neighbors pay? Economic costs of international gas disputes
by Olha Zadorozhna

2012 Central Bank Communication or the Media’s Interpretation: What Moves Markets?
by Scott Hendry

2012 Is Rational Speculation in the Presence of Positive Feedback Traders Destabilizing?
by Lutz G. Arnold & Stephan Brunner

2012 On the Obligation to Provide Environmental Information in the 21st Century – Empirical Evidence from Germany
by Massier, Philipp & Römer, Daniel

2012 Information Environment and the Cost of Capital: A New Approach
by Xuguang Sheng & Orie Barron & Maya Thevenot

2012 Genetic algorithm for arbitrage with more than three currencies
by Adrián Fernández-Pérez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero

2012 And Now, The Rest of the News: Volatility and Firm Specific News Arrival
by Robert F. Engle & Martin Klint Hansen & Asger Lunde

2012 End-of-the-year economic growth and time-varying expected returns
by Stig V. Møller & Jesper Rangvid

2012 On the Effects of Private Information on Volatility
by Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor

2012 Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia
by Leonardo Fernandez

2012 L'Efficience informationnelle du marché des paris sportifs : un parallèle avec les marchés boursiers
by Barraud, Christophe

2012 Caractéristiques statistiques et dynamique de prix des produits dérivés immobiliers
by Drouhin, Pierre-Arnaud

2012 Predicting the unpredictable: Forecastable bubbles and business cycles under rational expectations
by Gracia, Eduard

2012 Modelling trades-through in a limit order book using hawkes processes
by Toke, Ioane Muni & Pomponio, Fabrizio

2012 Evolution of Shares Market Price During the Company’s Financial Results Announcement. Event Study Approach
by Marianna BOTIKA

2012 Do M&A Enhance Values? Mixed Methods And Evidence
by Amporn SOONGSWANG

2012 Testing Weak Form Market Efficiency Of Emerging Markets: A Nonlinear Approach
by Ece C. KARADAGLI & Nazlı C. OMAY

2012 Financial Deepening And Economic Growth In The European Transition Economies
by Rajmund MIRDALA

2012 Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets
by P. Srinivasan & P. Ibrahim

2012 Short-Term Stock Price Reversals May Be Reversed
by Andrey Kudryavtsev

2012 The implications of chaos theory on Bucharest stock exchange
by Felicia Ramona BIRAU

2012 Stochastic Volatility Models For Financial Time Series Analysis
by FELICIA RAMONA BIRĂU

2012 Moody’S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms
by Luís Pacheco

2012 Overnight Stock Price Reversals
by Andrey KUDRYAVTSEV

2012 Analysis On Runs Of Daily Returns In Istanbul Stock Exchange
by Ahmet SENSOY

2012 Characteristics Of The Chinese Bourses (Stock Markets)
by Jeffrey E. Jarrett, Ph.D. & Eric Kyper, Ph.D.

2012 Intraday Price Discovery In Emerging Equity Market: Analysis Of Set50 Index, Set50 Index Futures And Thaidex Set50 (Tdex)
by Chiraphol N. CHIYACHANTANA & Julaluck CHOOCHUAY & Tanakorn LIKITAPIWAT

2012 Under-Reaction Of S&P 500 Implied Volatility To Relevant Information
by Andrey KUDRYAVTSEV

2012 Impact Of Mergers On Corporate Performance: A Sample Study Of Indian Textile Industry
by AMARJIT SAINI & RAVI SINGLA

2012 Examining Agency Conflict in Horse Racing
by Alasdair Brown

2012 Federal Reserve Communications and Emerging Equity Markets
by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch

2012 Empirical Test of the Strong Form Efficiency of the Warsaw Stock Exchange: The Analysis of WIG 20 Index Shares
by Tomasz Potocki & Tomasz Swist

2012 The Misinformation Effect In Financial Markets – An Emerging Issue In Behavioural Finance
by Mateusz Polak

2012 Foreign Exchange Market Efficiency. Empirical Results For The Usd/Eur Market
by Katarzyna Anna Czech, & Adam Waszkowski

2012 The Analysis of the Capital Market Efficiency
by Gabriela-Victoria ANGHELACHE & Andreea NEGRU (CIOBANU) & Catalina Claudia SAVA

2012 Testing the financial market informational efficiency in emerging states
by Camelia Oprean

2012 Rendimiento ex-dividendo como indicador de eficiencia en un mercado emergente:caso colombiano 1999-2007
by Arroyave C., Elizabeth T. & Agudelo R., Diego A.

2012 Testing Efficiency of Derivative Markets: ISE30, ISE100, USD and EURO
by Akal, Mustafa & Birgili, Erhan & Durmuskaya, Sedat

2012 Validity of Fama-French Three-Factor Model In Asset Pricing: An Application In Istanbul Stock Exchange
by Guzeldere, , Harun & Sarioglu, Serra Eren

2012 The expected influence of Russian and foreign mergers on competition in metal industry 1999–2011
by Tsytsulina, Dina

2012 Long memory in the Croatian and Hungarian stock market returns
by Mejra Festic & Alenka Kavkler & Silvo Dajcman

2012 The business cycles and the influence of economic confidence indicators in the European region
by Alexandru Constantinescu

2012 Information Technology and the Rise of Household Bankruptcy
by Borghan Nezami Narajabad

2012 From Efficient Market Hypothesis To Behavioural Finance: Can Behavioural Finance Be The New Dominant Model For Investing?
by Anastasios KONSTANTINIDIS & Androniki KATARACHIA & George BOROVAS & Maria Eleni VOUTSA

2012 Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie
by Ladislav Krištoufek & Miloslav Vošvrda

2012 The Macroeconomic Effects of Information Asymmetry in the Capital Markets
by Robert G. Kuklik

2012 Romanian Insurance Market-Road to Recovery after Financial Crisis
by Gheorghe Matei & Ana Preda

2012 Qualitative Marketing Research Regarding The Impact of The Crisis on The Activity of The Leasing Companies
by Cristina Bălteanu & Oana Bărbulescu (Şeitan)

2012 Incomplete Markets and Financial Instability. The Role of Information
by Cristian Ionescu

2012 Testing for Sibex Market’s Long-Term Memory
by Pochea Maria-Miruna

2012 Considerations about the Informational Efficiency of Financial Markets
by Oprean Camelia & Bratu Renate

2012 Global Financial Crisis And Unit-Linked Insurance Markets Efficiency: Empirical Evidence From Central And Eastern European Countries
by Ciumas Cristina & Chis Diana-Maria & Botos Horia Mircea

2012 Speculative Bubbles - A Behavioral Approach
by Dedu Vasile & Turcan Ciprian Sebastian & Turcan Radu

2012 The Causes Of Economic Crisis. A Behavioral Foundation
by Soim Horatiu Florin

2012 Banking in a challenging environment: Business models, ethics and approaches towards risks
by Gert Wehinger

2012 Effects of Dividends on Stock Prices in Nepal
by Rabindra Joshi

2012 Theories of Liquidity
by Vayanos, Dimitri & Wang, Jiang

2012 The design and implementation of the MNB’s euro sale programme introduced in relation to early repayments
by György Pulai & Zoltán Reppa

2012 International Cross-Listing and Shareholders’ Wealth
by Olga Dodd & Christodoulos Louca

2012 What are the Causes and Effects of M&As? The UK Evidence
by Jie (Michael) Guo & Dimitris Petmezas

2012 Fractal Measures in Market Microstructure Research
by Rossitsa Yalamova

2012 Information Content of Analysts' Stock Ratings and Earnings Forecasts in the Presence of Management Earnings Forecasts
by Koji Ota

2012 What Do Smoothed Earnings Tell Us about the Future?
by Yusuke Takasu & Makoto Nakano

2012 Testing the Monday Effect using High-frequency Intraday Returns: A Spatial Dominance Approach
by Sungro Lee, Chang Sik Kim, In-Moo Kim & Chang Sik Kim & In-Moo Kim

2012 L’Impact De L’Application Des Reformes Bale Iii Sur L’Industrie Bancaire Roumaine
by Maria Halep & Gabriela Dragan

2012 Why is the Cost of Financial Intermediation Rising in Botswana?
by Sylvanus Ikhide & Olalekan Yinusa

2012 Dependencia de largo plazo en los rendimientos de acciones mexicanas selectas
by Caberra-Llanos, Agustín Ignacio. & López-Gil, Samantha Sofía. & López-Herrera, Francisco.

2012 Day of the Week Effect in Latin American Stock Markets
by Werner Kristjanpoller Rodriguez

2012 The Determinants of Household Debt Default
by Rodrigo Alfaro & Natalia Gallardo

2012 The News Content of Macroeconomic Announcements: What if Central Bank Communication Becomes Stale?
by Michael Ehrmann & David Sondermann

2012 Does Momentum Still Exist in the Australian Stock-Market?
by Imroze Nandha & Harminder Singh & Randy Silvers

2012 The Weak Form Of The Efficient Market In The Spanish Stock Market: A Study Based On Use Of Active Strategies Management High Frequency Data, La Hipotesis Debil De Eficiencia En El Mercado Bursatil Espanol: Uso De Estrategias Activas De Inversion Con Datos De Alta Frecuencia
by Vicente Ruiz Herran & Miguel Angel Perez Martinez & Aitziber Olasolo Sogorb

2012 Convenience Yields in Bulk Commodities: The Case of Thermal Coal
by Jason West

2012 The Consolidation Of The Global Brewing Industry And Wealth Effects From Mergers And Acquisitions
by Ramit Mehta & Dirk Schiereck

2012 Impact Of Divestiture Activities On Corporate Performance: Evidence From Listed Firms In Taiwan
by Meijui Sun

2012 Do Investors Use Customer Metrics To Value High Growth Service Firms?
by Neeraj J. Gupta & Joseph Golec

2012 Information Content Of Changes In Pension Plan Funding Status And Long-Term Debt
by Karen C. Castro-González

2012 The Role Of Technical Analysis In The Foreign Exchange Market
by Bernardo Quintanilla García & Jesús Cuauhtémoc Téllez Gaytán & Lawrence A. Wolfskill

2012 A Test Of The Ohlson Model On The Italian Stock Exchange
by Antonella Silvestri & Stefania Veltri

2012 The Impact of Capital Structure and Liquidity on Corporate Returns in Nigeria: Evidence from Manufacturing Firms
by Sebastian Ofumbia Uremadu & Rapuluchukwu Uchenna Efobi

2012 Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System
by Sebastian Ofumbia Uremadu

2012 IPO1-SPO2 problems of the Russian companies
by Alexandr Abramov

2012 Central Bank Forecasts as a Coordination Device: Evidence from the Czech Republic
by Jan Filáček & Branislav Saxa

2012 Does Inflation Targeting Reduce Pass-Through Effect?
by Murat Karagoz & Baki Demirel & Emre Guneser Bozdag

2012 An empirical analysis of dynamic relationship between stock market and bond market based on information shocks
by Qiang Chen & Daolun Chen & YuTing Gong

2012 An empirical analysis of corporate insiders' trading performance
by Qin Lei & Murli Rajan & Xuewu Wang

2012 Momentum and asymmetric information
by Tian Liang

2012 Yin-yang volatility in scale space of price-time: a core structure of financial market risk
by Heping Pan

2012 Does attention affect individual investors' investment return?
by Rongsheng Shi & Zhi Xu & Zhengrong Chen & Jing Huang

2012 Technology spillovers of FDI in ASEAN sourcing from local and abroad
by Yonghong Tu & Xiao Tan

2012 The shape of option implied volatility: a study based on market net demand pressure
by Tianyu Mo & Zhenlong Zheng & William T. Lin

2012 Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market
by Rodolfo Cermeño Bazán & M. Pavel Solís Montes

2012 Estimación del coeficiente de Hurst con wavelets de índices accionarios de Turquía, Indonesia, México y Corea del Sur
by Stephanie Rendón de la Torre

2012 Cyclical behavior of crude oil markets and economic recessions in the period 1986–2010
by Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Martina, Esteban & Ibarra-Valdez, Carlos

2012 Efficiency evaluation of Greek equity funds
by Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos

2012 What determines the stock market's reaction to monetary policy statements?
by Kurov, Alexander

2012 Volume, volatility and information linkages in the stock and option markets
by Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong

2012 Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis
by Liu, Shinhua & Stowe, John D. & Hung, Ken

2012 Volatility risk premium decomposition of LIFFE equity options
by Lin, Bing-Huei & Lin, Yueh-Neng & Chen, Yin-Jung

2012 Do investors value REITs and Non-REITs differently?
by Wei, Peihwang & Yang, Xiaolou

2012 Inside trading, public disclosure and imperfect competition
by Gong, Fuzhou & Liu, Hong

2012 Insider trading with different market structures
by Daher, Wassim & Karam, Fida & Mirman, Leonard J.

2012 Technical analyses and order submission behaviors: Evidence from an emerging market
by Wang, Zi-Mei & Chiao, Chaoshin & Chang, Ya-Ting

2012 The predictability of aggregate Japanese stock returns: Implications of dividend yield
by Chen, Sichong

2012 Firm Market Performance and Volatility in a National Real Estate Sector
by Bianconi, Marcelo & Yoshino, Joe A.

2012 Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon
by Khan, Walayet & Vieito, João Paulo

2012 U.S. industry-level returns and oil prices
by Fan, Qinbin & Jahan-Parvar, Mohammad R.

2012 R&D, risks and overreaction in a market with the absence of the book-to-market effect
by Hung, Weifeng & Chiao, Chaoshin & Liao, Tung Liang & Huang, Sheng-Tang

2012 The Thursday effect of the forward premium puzzle
by Ding, Liang

2012 Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes
by Al-Khazali, Osamah M. & Pyun, Chong Soo & Kim, Daewon

2012 Consistent winners and losers
by Alwathainani, Abdulaziz M.

2012 Intraday trading activities and volatility in round-the-clock futures markets
by Kao, Erin H. & Fung, Hung-Gay

2012 Do short selling restrictions destabilize stock markets? Lessons from Taiwan
by Bohl, Martin T. & Essid, Badye & Siklos, Pierre L.

2012 Does the use of stock incentives influence the payout policy of financial institutions?
by Akhigbe, Aigbe & Whyte, Ann Marie

2012 Economic conditions, lending competition, and evaluation effect of credit line announcements on borrowers
by Liu, Yong-Chin & Chen, Hsiang-Ju

2012 The investment value of the value premium
by Brailsford, Tim & Gaunt, Clive & O'Brien, Michael A.

2012 Pricing and information content of block trades on the Shanghai Stock Exchange
by Fan, Longzhen & Hu, Bill & Jiang, Christine

2012 Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China
by Gao, Fox & Faff, Robert & Navissi, Farshid

2012 How do investors react under uncertainty?
by Bird, Ron & Yeung, Danny

2012 Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
by Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid

2012 Evaluating asset pricing models in the Korean stock market
by Kim, Soon-Ho & Kim, Dongcheol & Shin, Hyun-Soo

2012 IPO lockup expiration in the Middle East and North Africa
by Hakim, Tatiana & Lypny, Gregory & Bhabra, Harjeet S.

2012 Hot and cold IPO markets: The case of the Stock Exchange of Mauritius
by Subadar Agathee, Ushad & Brooks, Chris & Sannassee, Raja Vinesh

2012 Current account adjustments in OECD countries revisited: The role of the fiscal stance
by Theofilakou, Nancy & Stournaras, Yannis

2012 Information, overconfidence and trading: Do the sources of information matter?
by Abreu, Margarida & Mendes, Victor

2012 Information contagion within small worlds and changes in kurtosis and volatility in financial prices
by Bowden, Mark P.

2012 Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
by Charles, Amélie & Darné, Olivier & Kim, Jae H.

2012 Foreign exchange market efficiency under recent crises: Asia-Pacific focus
by Ahmad, Rubi & Rhee, S. Ghon & Wong, Yuen Meng

2012 Short-selling constraints as cause for price distortions: An experimental study
by Hauser, Florian & Huber, Jürgen

2012 The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis
by In, Francis & Cui, Jin & Maharaj, Elizabeth Ann

2012 What determines mutual fund trading in foreign stocks?
by Chan, Kalok & Covrig, Vicentiu

2012 Price adjustment to news with uncertain precision
by Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph

2012 Country-specific equity market characteristics and foreign equity portfolio allocation
by Thapa, Chandra & Poshakwale, Sunil S.

2012 The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand
by Liu, Peng & Lu, Xiaomeng & Tang, Ke

2012 The impact of joint participation on liquidity in equity and syndicated bank loan markets
by Allen, Linda & Gottesman, Aron A. & Peng, Lin

2012 The effect of a closing call auction on market quality and trading strategies
by Kandel, Eugene & Rindi, Barbara & Bosetti, Luisella

2012 Stock returns after major price shocks: The impact of information
by Savor, Pavel G.

2012 Multifactor models and their consistency with the ICAPM
by Maio, Paulo & Santa-Clara, Pedro

2012 Geographic dispersion and stock returns
by García, Diego & Norli, Øyvind

2012 Technical trading revisited: False discoveries, persistence tests, and transaction costs
by Bajgrowicz, Pierre & Scaillet, Olivier

2012 Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban
by Grundy, Bruce D. & Lim, Bryan & Verwijmeren, Patrick

2012 The option to stock volume ratio and future returns
by Johnson, Travis L. & So, Eric C.

2012 Political geography and stock returns: The value and risk implications of proximity to political power
by Kim, Chansog (Francis) & Pantzalis, Christos & Chul Park, Jung

2012 Sell-order liquidity and the cross-section of expected stock returns
by Brennan, Michael J. & Chordia, Tarun & Subrahmanyam, Avanidhar & Tong, Qing

2012 How are shorts informed?
by Engelberg, Joseph E. & Reed, Adam V. & Ringgenberg, Matthew C.

2012 Understanding commonality in liquidity around the world
by Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A.

2012 Pricing of commercial real estate securities during the 2007–2009 financial crisis
by Driessen, Joost & Van Hemert, Otto

2012 Do foreigners facilitate information transmission in emerging markets?
by Bae, Kee-Hong & Ozoguz, Arzu & Tan, Hongping & Wirjanto, Tony S.

2012 Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises
by Friewald, Nils & Jankowitsch, Rainer & Subrahmanyam, Marti G.

2012 Investor attention, psychological anchors, and stock return predictability
by Li, Jun & Yu, Jianfeng

2012 Complicated firms
by Cohen, Lauren & Lou, Dong

2012 Measuring investor sentiment with mutual fund flows
by Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi

2012 IQ, trading behavior, and performance
by Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T.

2012 Chasing noise
by Mendel, Brock & Shleifer, Andrei

2012 The short of it: Investor sentiment and anomalies
by Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu

2012 Global, local, and contagious investor sentiment
by Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu

2012 Local investors, price discovery, and market efficiency
by Shive, Sophie

2012 Endogenous liquidity in credit derivatives
by Qiu, Jiaping & Yu, Fan

2012 Do arbitrageurs amplify economic shocks?
by Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal

2012 Delegated trading and the speed of adjustment in security prices
by Edelen, Roger M. & Kadlec, Gregory B.

2012 The high volume return premium: Cross-country evidence
by Kaniel, Ron & Ozoguz, Arzu & Starks, Laura

2012 Optimal clearing arrangements for financial trades
by Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted

2012 Forecasting the forecasts of others: Implications for asset pricing
by Makarov, Igor & Rytchkov, Oleg

2012 Conservative traders, natural selection and market efficiency
by Luo, Guo Ying

2012 Real aggregate activity and stock returns
by Du, Ding & Denning, Karen & Zhao, Xiaobing

2012 Market linkage and information spillover: Evidence from pre-crisis, crisis, and recovery periods
by Ding, Liang & Pu, Xiaoling

2012 The information content of the Banking Regulatory Agencies and the Depository Credit Intermediation Institutions
by Elshahat, A. & Parhizgari, Ali & Hong, Liang

2012 Are under- and over-reaction the same matter? Experimental evidence
by Lin, Shengle & Rassenti, Stephen

2012 Heterogeneous gain learning and the dynamics of asset prices
by LeBaron, Blake

2012 Tax evasion, the underground economy and financial development
by Blackburn, Keith & Bose, Niloy & Capasso, Salvatore

2012 Derivatives traders’ reaction to mispricing in the underlying equity
by Hayunga, Darren K. & Holowczak, Richard D. & Lung, Peter P. & Nishikawa, Takeshi

2012 Option trading: Information or differences of opinion?
by Choy, Siu Kai & Wei, Jason

2012 Volatility spillovers and the effect of news announcements
by Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George

2012 Are corporate bond market returns predictable?
by Hong, Yongmiao & Lin, Hai & Wu, Chunchi

2012 Informed trading, information uncertainty, and price momentum
by Chen, Yifan & Zhao, Huainan

2012 Banning short sales and market quality: The UK’s experience
by Marsh, Ian W. & Payne, Richard

2012 The week-of-the-year effect: Evidence from around the globe
by Levy, Tamir & Yagil, Joseph

2012 An alternative three-factor model for international markets: Evidence from the European Monetary Union
by Ammann, Manuel & Odoni, Sandro & Oesch, David

2012 Asymmetric dynamics of stock price continuation
by Huang, Alex YiHou

2012 Information demand and stock market volatility
by Vlastakis, Nikolaos & Markellos, Raphael N.

2012 The home-institution bias
by McQueen, Grant & Stenkrona, Anders

2012 Cojumping: Evidence from the US Treasury bond and futures markets
by Dungey, Mardi & Hvozdyk, Lyudmyla

2012 Are good-news firms riskier than bad-news firms?
by Min, Byoung-Kyu & Kim, Tong Suk

2012 Do investment banks listen to their own analysts?
by Jordan, Bradford D. & Liu, Mark H. & Wu, Qun

2012 Acquisition valuations of withdrawn IPOs: When IPO plans turn into mergers
by Lian, Qin & Wang, Qiming

2012 Earnings conference calls and stock returns: The incremental informativeness of textual tone
by Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A.

2012 Institutional investment horizon and investment–cash flow sensitivity
by Attig, Najah & Cleary, Sean & El Ghoul, Sadok & Guedhami, Omrane

2012 Modeling and measuring intraday overreaction of stock prices
by Klößner, Stefan & Becker, Martin & Friedmann, Ralph

2012 Cross-sectional performance and investor sentiment in a multiple risk factor model
by Berger, Dave & Turtle, H.J.

2012 Exploring the role of the realized return distribution in the formation of the implied volatility smile
by Chalamandaris, Georgios & Rompolis, Leonidas S.

2012 The cross-section of mutual fund fee dispersion
by Iannotta, Giuliano & Navone, Marco

2012 Fast profits: Investor sentiment and stock returns during Ramadan
by Białkowski, Jędrzej & Etebari, Ahmad & Wisniewski, Tomasz Piotr

2012 Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis
by Rittler, Daniel

2012 The role of time value in convertible bond call policy
by Bajo, Emanuele & Barbi, Massimiliano

2012 An improved estimation method and empirical properties of the probability of informed trading
by Yan, Yuxing & Zhang, Shaojun

2012 Another look at trading costs and short-term reversal profits
by de Groot, Wilma & Huij, Joop & Zhou, Weili

2012 Impact of macroeconomic news on metal futures
by Elder, John & Miao, Hong & Ramchander, Sanjay

2012 Distress risk premia in expected stock and bond returns
by Zhang, Andrew Jianzhong

2012 Performance of technical analysis in growth and small cap segments of the US equity market
by Shynkevich, Andrei

2012 Informed or speculative: Short selling analyst recommendations
by Blau, Benjamin M. & Wade, Chip

2012 Libor manipulation?
by Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S.

2012 Financial crises in efficient markets: How fundamentalists fuel volatility
by Szafarz, Ariane

2012 Firm growth type and capital structure persistence
by Wu, Xueping & Au Yeung, Chau Kin

2012 Financial literacy, information flows, and caste affiliation: Empirical evidence from India
by Bönte, Werner & Filipiak, Ute

2012 Stock salience and the asymmetric market effect of consumer sentiment news
by Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar

2012 Are there arbitrage gaps in the UK gilt strips market?
by Armitage, Seth & Chakravarty, Shanti P. & Hodgkinson, Lynn & Wells, Jo

2012 Mutual fund flows, expected returns, and the real economy
by Jank, Stephan

2012 Intraday technical analysis of individual stocks on the Tokyo Stock Exchange
by Yamamoto, Ryuichi

2012 Do return prediction models add economic value?
by Cenesizoglu, Tolga & Timmermann, Allan

2012 Overnight public information, order placement, and price discovery during the pre-opening period
by Moshirian, Fariborz & Nguyen, Huong Giang (Lily) & Pham, Peter Kien

2012 Day and night returns of Chinese ADRs
by He, Hui & Yang, Jiawen

2012 Daily pricing of emerging market sovereign CDS before and during the global financial crisis
by Fender, Ingo & Hayo, Bernd & Neuenkirch, Matthias

2012 Momentum, contrarian, and the January seasonality
by Yao, Yaqiong

2012 Financial contagion and the real economy
by Baur, Dirk G.

2012 Financial reporting frequency, information asymmetry, and the cost of equity
by Fu, Renhui & Kraft, Arthur & Zhang, Huai

2012 Earnings announcements and attention constraints: The role of market design
by Chakrabarty, Bidisha & Moulton, Pamela C.

2012 The implied cost of capital: A new approach
by Hou, Kewei & van Dijk, Mathijs A. & Zhang, Yinglei

2012 The information content of annual earnings announcements and mandatory adoption of IFRS
by Landsman, Wayne R. & Maydew, Edward L. & Thornock, Jacob R.

2012 14-Week quarters
by Johnston, Rick & Leone, Andrew J. & Ramnath, Sundaresh & Yang, Ya-wen

2012 Does Regulation FD work? Evidence from analysts' reliance on public disclosure
by Kross, William J. & Suk, Inho

2012 Who, if anyone, reacts to accrual information?
by Battalio, Robert H. & Lerman, Alina & Livnat, Joshua & Mendenhall, Richard R.

2012 Corporate governance and the information environment: Evidence from state antitakeover laws
by Armstrong, Christopher S. & Balakrishnan, Karthik & Cohen, Daniel

2012 Earnings dispersion and aggregate stock returns
by Jorgensen, Bjorn & Li, Jing & Sadka, Gil

2012 Arbitrage and the Law of One Price in the market for American depository receipts
by Alsayed, Hamad & McGroarty, Frank

2012 A multidimensional classification of market anomalies: Evidence from 76 price indices
by Doyle, John R. & Chen, Catherine Huirong

2012 Selectivity and timing performance of UK investment trusts
by Bangassa, Kenbata & Su, Chen & Joseph, Nathan L.

2012 Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
by Christopher, Rachel & Kim, Suk-Joong & Wu, Eliza

2012 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements
by Smales, Lee A.

2012 The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks
by Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil

2012 Do momentum-based trading strategies work in emerging currency markets?
by Tajaddini, Reza & Crack, Timothy Falcon

2012 The impact of monetary policy decisions on stock returns: Evidence from Thailand
by Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk

2012 The relationship between aggregate managed fund flows and share market returns in Australia
by Watson, John & Wickramanayake, J.

2012 The options market response to accounting earnings announcements
by Truong, Cameron & Corrado, Charles & Chen, Yangyang

2012 Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market
by Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki

2012 The efficiency of the buy-write strategy: Evidence from Australia
by Mugwagwa, Tafadzwa & Ramiah, Vikash & Naughton, Tony & Moosa, Imad

2012 When bank loans are bad news: Evidence from market reactions to loan announcements under the risk of expropriation
by Huang, Weihua & Schwienbacher, Armin & Zhao, Shan

2012 The impact of capital account liberalization measures
by Vithessonthi, Chaiporn & Tongurai, Jittima

2012 Market response to policy initiatives during the global financial crisis
by Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia

2012 Value relevance of earnings, book value and dividends in an emerging capital market: Kuwait evidence
by Al-Hares, Osama M. & AbuGhazaleh, Naser M. & Haddad, Ayman E.

2012 Market reaction to the merger announcements of US banks: A non-parametric X-efficiency framework
by Al-Khasawneh, Jamal Ali & Essaddam, Naceur

2012 An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
by Siriopoulos, Costas & Fassas, Athanasios

2012 Institutional investors' holdings surrounding equity rights offerings
by De Ridder, Adri & Burnie, David A. & Råsbrant, Jonas

2012 Primary market characteristics and secondary market frictions of stocks
by Boehme, Rodney & Çolak, Gönül

2012 Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion
by Rhee, S. Ghon & Wu, Feng

2012 Stock option contract adjustments: The case of special dividends
by Barraclough, Kathryn & Stoll, Hans R. & Whaley, Robert E.

2012 Buy-side trades and sell-side recommendations: Interactions and information content
by Busse, Jeffrey A. & Clifton Green, T. & Jegadeesh, Narasimhan

2012 Do expected business conditions explain the value premium?
by Fong, Wai Mun

2012 Anatomy of a meltdown: The risk neutral density for the S&P 500 in the fall of 2008
by Birru, Justin & Figlewski, Stephen

2012 Order revelation at market openings
by Chakraborty, Archishman & Pagano, Michael S. & Schwartz, Robert A.

2012 The impact of naked short selling on the securities lending and equity market
by Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben

2012 An improved test for statistical arbitrage
by Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch

2012 Noise-trading, costly arbitrage, and asset prices: Evidence from US closed-end funds
by Flynn, Sean Masaki

2012 Measuring economic uncertainty and its impact on the stock market
by Dzielinski, Michal

2012 Can dual-currency sovereign CDS predict exchange rate returns?
by Pu, Xiaoling & Zhang, Jianing

2012 Rational expectations equilibrium with transaction costs in financial markets
by Chong, Zhiwei

2012 Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory
by Jarrow, Robert & Protter, Philip

2012 Google Internet search activity and volatility prediction in the market for foreign currency
by Smith, Geoffrey Peter

2012 Investor sentiment and stock returns: Wenchuan Earthquake
by Shan, Liwei & Gong, Stephen X.

2012 Wealth dynamics and a bias toward momentum trading
by LeBaron, Blake

2012 When the market becomes inefficient: Comparing BRIC markets with markets in the USA
by Majumder, Debasish

2012 Competitive valuation effects of Australian IPOs
by McGilvery, Andrew & Faff, Robert & Pathan, Shams

2012 Reputational damage of operational loss on the bond market: Evidence from the financial industry
by Plunus, Séverine & Gillet, Roland & Hübner, Georges

2012 Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis
by Tao, Juan & Green, Christopher J.

2012 Short-sale constraints and efficiency of the spot–futures dynamics
by McMillan, David G. & Philip, Dennis

2012 How do skilled traders change the structure of the market
by Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav

2012 A multiscale entropy approach for market efficiency
by Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Alvarez, Jesus

2012 Mandatory IFRS adoption and its impact on analysts' forecasts
by Jiao, Tao & Koning, Miriam & Mertens, Gerard & Roosenboom, Peter

2012 An analysis of intraday market behaviour before takeover announcements
by Rodrigues, Bruno Dore & Souza, Reinaldo Castro & Stevenson, Maxwell J.

2012 Switching to floating exchange rates, devaluations, and stock returns in MENA countries
by Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz

2012 Price discovery and sentiment
by Jacoby, Gady & Liao, Rose C.

2012 The role of the media in a bubble
by Campbell, Gareth & Turner, John D. & Walker, Clive B.

2012 Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain
by Furió, Dolores & Chuliá, Helena

2012 Market efficiency and risk premia in short-term forward prices
by Haugom, Erik & Ullrich, Carl J.

2012 Modeling and explaining the dynamics of European Union Allowance prices at high-frequency
by Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar

2012 Testing the Masters Hypothesis in commodity futures markets
by Irwin, Scott H. & Sanders, Dwight R.

2012 Short-term predictability of equity returns along two style dimensions
by Shynkevich, Andrei

2012 Drug approval decisions: A note on stock liquidity effects
by Himmelmann, Achim & Schiereck, Dirk

2012 The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
by Gospodinov, Nikolay & Jamali, Ibrahim

2012 Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis
by Chang, Shao-Chi & Chen, Sheng-Syan & Chou, Robin K. & Lin, Yueh-Hsiang

2012 Credit ratings and excess value of diversification
by Chou, Ting-Kai & Cheng, Jia-Chi

2012 When does investor sentiment predict stock returns?
by Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying

2012 Cross-listing and subsequent delisting in foreign markets
by You, Leyuan & Parhizgari, Ali M. & Srivastava, Suresh

2012 Does information vault Niagara Falls? Cross-listed trading in New York and Toronto
by Chen, Haiqiang & Choi, Paul Moon Sub

2012 The investment value of the frequency of analyst recommendation changes for the ordinary investor
by Hobbs, Jeffrey & Kovacs, Tunde & Sharma, Vivek

2012 Does the weather have impacts on returns and trading activities in order-driven stock markets? Evidence from China
by Lu, Jing & Chou, Robin K.

2012 Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
by Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung

2012 Real estate prices: An international study of seasonality's sentiment effect
by Kaplanski, Guy & Levy, Haim

2012 Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market
by Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert

2012 Herding, contrarianism and delay in financial market trading
by Park, Andreas & Sgroi, Daniel

2012 Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets
by Lazăr, Dorina & Todea, Alexandru & Filip, Diana

2012 Jumps in equilibrium prices and market microstructure noise
by Lee, Suzanne S. & Mykland, Per A.

2012 Asymmetric extreme tails and prospective utility of momentum returns
by Gregory-Allen, Russell & Lu, Helen & Stork, Philip

2012 Communication matters: US monetary policy and commodity price volatility
by Hayo, Bernd & Kutan, Ali M. & Neuenkirch, Matthias

2012 Overconfidence, public disclosure and long-lived information
by Zhou, Deqing

2012 A comparative analysis of the informational efficiency of the fixed income market in seven European countries
by Bariviera, A.F. & Guercio, M. Belén & Martinez, Lisana B.

2012 Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy
by Dergiades, Theologos

2012 Bank of Canada communication, media coverage, and financial market reactions
by Hayo, Bernd & Neuenkirch, Matthias

2012 Tournament incentives and asset price bubbles: Evidence from a field experiment
by Berlemann, Michael & Vöpel, Henning

2012 South African stock return predictability in the context data mining: The role of financial variables and international stock returns
by Gupta, Rangan & Modise, Mampho P.

2012 Are securitised real estate markets efficient?
by Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo

2012 Testing conditional asymmetry: A residual-based approach
by Lambert, Philippe & Laurent, Sébastien & Veredas, David

2012 Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
by Franke, Reiner & Westerhoff, Frank

2012 Individual expectations, limited rationality and aggregate outcomes
by Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan

2012 Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
by He, Xue-Zhong & Li, Kai

2012 The market impact of a limit order
by Hautsch, Nikolaus & Huang, Ruihong

2012 Dividend reductions, the timing of dividend payments and information content
by Balachandran, Balasingham & Krishnamurti, Chandrasekhar & Theobald, Michael & Vidanapathirana, Berty

2012 Insider trading in takeover targets
by Agrawal, Anup & Nasser, Tareque

2012 Information precision and IPO pricing
by Zhang, Feng

2012 Risk dynamics surrounding the issuance of convertible bonds
by Zeidler, Felix & Mietzner, Mark & Schiereck, Dirk

2012 Do they do it for the money?
by Bhattacharya, Utpal & Marshall, Cassandra D.

2012 The effects of venture capital syndicate diversity on earnings management and performance of IPOs in the US and UK: An institutional perspective
by Chahine, Salim & Arthurs, Jonathan D. & Filatotchev, Igor & Hoskisson, Robert E.

2012 Bias in estimating the systematic risk of extreme performers: Implications for financial analysis, the leverage effect, and long-run reversals
by Jones, Steven L. & Yeoman, John C.

2012 Chinese block transactions and the market reaction
by Bian, Jiangze & Wang, Jun & Zhang, Ge

2012 Do accounting standards matter to financial analysts? An empirical analysis of the effect of cross-listing from different accounting standards regimes on analyst following and forecast error
by Abdallah, Abed AL-Nasser & Abdallah, Wissam & Ismail, Ahmad

2012 Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009)
by Pyemo Afego

2012 Efficiency Tests in Foreign Exchange Market
by Hsien-Yi Lee & Khatanbaatar Sodoikhuu

2012 Oil and Cars: The Impact of Crude Oil Prices on the Stock Returns of Automotive Companies
by Bettina Lis & Christian Neßler & Jan Retzmann

2012 Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical
by Seyyed Ali Paytakhti Oskooe

2012 Enracinement des actionnaires de contrôle et performance à court terme des fusions-acquisitions en France - The entrenchment of controlling shareholders and the short term performance of mergers and acquisitions in France
by Mohamed Firas Thraya & Michel M. Albouy

2012 The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective
by Tianyi Wang & Zhuo Huang

2012 Desarrollo financiero y crecimiento económico en Venezuela: un modelo econométrico para el período 1963-2008
by Martínez Gámez, Ángel E.

2012 Gestión de riesgos financieros. Experiencia en un banco latinoamericano
by Edmundo R. Lizarzaburu & Luis Berggrun & Julio Quispe

2012 Crude oil market efficiency: An empirical investigation via the Shannon entropy
by Walid Mensi & Chaker Alaoui & Khuong Nguyen

2012 Technical analysis of stock prices using Elliot wave theory and Fibonacci number
by Rattana Charussaengsuriya & Tawewan Tharnpipat

2012 Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement
by Fabrice Riva

2012 Reactions Des Marches D’Actions De La Zone Euro Aux Annonces Non Anticipees De La Bce
by Jean-Yves Filbien & Fabien Labondance

2012 Endogenous Information, Risk Characterization, and the Predictability of Average Stock Returns
by Pradosh Simlai

2012 Abnormal Returns in the Ibovespa Using Models for High-Frequency Data
by Nelson Ferreira Fonseca & Wagner Moura Lamounier & Aureliano Angel Bressan

2012 An Analysis of Manipulation Strategies in Stock Markets
by Rasim Ozcan

2012 Using Various Portfolio Formation and Test Periods: An Examination of Overreaction in ISE
by Hatice Dogukanli & Gamze Vural & Bahadir Ergun

2012 Financial Market Tests Of Informational Efficiency: The Case Of Emergent Markets
by OPREAN Camelia & BRATIAN Vasile

2012 Determinants of Cyclical Aggregate Dividend Behavior
by Samih Antoine Azar

2012 Distribution of Underpricing in Privatization Auctions: Evidence from an Event Study
by Tarcisio da Gra?a

2012 Asset-backed securitisation and financial stability: the downgrading delay effect
by Mario La Torre & Fabiomassimo Mango

2012 The impact of market fragmentation on the liquidity of European Stock Exchanges
by Simone Francesco Fioravanti & Monica Gentile

2012 Equity prices, corporate information or random walk?
by Roberto Ruozi

2012 The long-run performance of Italian Ipos: the case of banking firms
by Gino Gandolfi & Massimo Regalli & Maria Cristina Arcuri

2012 The Impacts of Automation and High Frequency Trading on Market Quality
by Robert Litzenberger & Jeff Castura & Richard Gorelick

2012 Closed-End Funds: A Survey
by Martin Cherkes

2012 Corporate Governance of Financial Institutions
by Hamid Mehran & Lindsay Mollineaux

2012 Efficient Markets and the Law: A Predictable Past and an Uncertain Future
by Henry T.C. Hu

2012 Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond
by Roberto Tatiwa Ferreira & Savio de Melo Zachis

2012 Does intrinsic value still have a role in capital market pricing?
by Iván Bélyácz

2012 The Implications Of Liquidity Crises In The Context Of Emerging Capital Market
by Felicia Ramona Birău

2012 Stock markets liberalization affects volatility?
by Ioan Alin NISTOR & Maria-Lenuta CIUPAC-ULICI & Mircea-Cristian GHERMAN

2012 Financial contagion on the Romanian stock market
by Ioan TRENCA & Eva DEZSI

2012 Do structural break tests identify capital increase?
by Maria-Lenuta CIUPAC-ULICI

2012 Gauging the Impact of a Low Interest Rate Environment on German Life Insurers
by Anke Kablau & Michael Wedow

2012 Price Reactions to the Announcement of the Cross-Strait Economic Cooperation Framework Agreement
by Li-Chiu Chi

2012 Evolving Market Efficiency of Thailand’s Stock Market (in Thai)
by Anya Khanthavit & Natachai Boonyaprapatsara & Arunsri Saechung

2012 Contagious Adverse Selection
by Stephen Morris & Hyun Song Shin

2011 A Structural Approach To Information Shares
by Oleg Korenok & Bruce Mizrach & Stanislav Radchenko

2011 Macroeconomic Variables and South African Stock Return Predictability
by Rangan Gupta & Mampho P. Modise

2011 Investment Recommendations Made by Financial Analysts and Their Impact upon the Price Evolution of the Shares Listed on the Bucharest Stock Exchange
by Carmen LIPARA

2011 Economists’ Hubris – The Case of Award Winning Finance Literature
by Shojai, Shahin & Feiger, George

2011 Hedging Effectiveness in Energy Market during Economic Crisis : Better Way to Integration
by Samitas, Aristeidis & Tsakalos, Ioannis

2011 Extreme Börsenbewegung und Intraday-Preisstellung von Open-End-Turbo-Zertifikaten auf den DAX: Der Fall Kerviel
by Sebastian Lobe & Klaus Röder

2011 Der Erfolg von Insidertransaktionen – Timing oder Fundamentalbewertung?
by Cetin-Behzet Cengiz & Marc Emanuel Schüssler & Rüdiger von Nitzsch

2011 Noise Trading in Stamm- und Vorzugsaktien
by Martin Jaron

2011 Efficiency and hedging effectiveness in the NYMEX crude oil futures market
by Tarkan ÇAVUŞOĞLU & Soner GÖKTEN

2011 Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler
by Rasim ÖZCAN

2011 Survey on Ipo underpricing in the Istanbul Stock Exchange
by Metin ERCAN & Serhat ÇEVİKEL

2011 Finansal Piyasalarda Gürültücüler
by Suat AYDIN

2011 Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers'Event
by Leonardo Becchetti & Rocco Ciciretti

2011 La calidad e importancia de las utilidades contables para las empresas cotizadas en los mercados de capitales chilenos
by Jara Bertin, Mauricio & López Iturriaga, Félix J.

2011 Testing for monotonicity in expected asset returns
by Joseph P. Romano & Michael Wolf

2011 Can Internet search queries help to predict stock market volatility?
by Dimpfl, Thomas & Jank, Stephan

2011 Information value, export and hedging
by Broll, Udo & Eckwert, Bernhard

2011 Financial stress and economic activity in Germany and the Euro Area
by van Roye, Björn

2011 Modelling trades-through in a limited order book using Hawkes processes
by Toke, Ioane Muni & Pomponio, Fabrizio

2011 News reaction in financial markets within a behavioral finance model with heterogeneous agents
by Fischer, Thomas

2011 The trend is not your friend! Why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant
by Scholz, Peter & Walther, Ursula

2011 Do firms buy their stock at bargain prices? Evidence from actual stock repurchase disclosure
by Ben-Rephael, Azi & Oded, Jacob & Wohl, Avi

2011 Limit order books and trade informativeness
by Beltran-Lopez, Hélena & Grammig, Joachim G. & Menkveld, Albert J.

2011 Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory
by Fellner, Gerline & Theissen, Erik

2011 Strategic trading and trade reporting by corporate insiders
by Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik

2011 Market response to investor sentiment
by Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian

2011 Can internet search queries help to predict stock market volatility?
by Dimpfl, Thomas & Jank, Stephan

2011 Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test
by Hess, Dieter & Orbe, Sebastian

2011 Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions
by Heinrichs, Nicolas & Hess, Dieter & Homburg, Carsten & Lorenz, Michael & Sievers, Soenke

2011 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
by Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David

2011 Mutual fund flows, expected returns, and the real economy
by Jank, Stephan

2011 Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory
by Fellner, Gerlinde & Theissen, Erik

2011 Market response to investor sentiment
by Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian

2011 Projected earnings accuracy and the profitability of stock recommendations
by Hess, Dieter & Kreutzmann, Daniel & Pucker, Oliver

2011 The impact of investor sentiment on the German stock market
by Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan

2011 Price discovery in spot and futures markets: A reconsideration
by Theissen, Erik

2011 Price adjustment to news with uncertain precision
by Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph

2011 Credit contagion between financial systems
by Podlich, Natalia & Wedow, Michael

2011 Gauging the impact of a low-interest rate environment on German life insurers
by Kablau, Anke & Wedow, Michael

2011 Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors
by Baltzer, Markus & Stolper, Oscar & Walter, Andreas

2011 Ökonomische Analyse europäischer Bankenregulierung: Verbriefung und Interbankenmarkt im Fokus
by Bobek, Andreas & Bohm, Thomas & Neuner, Stefan & Paintner, Sandra & Schmeußer, Stefanie & Waldvogel, Felix

2011 Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation
by Franke, Reiner & Westerhoff, Frank

2011 Removing systematic patterns in returns in a financial market model by artificially intelligent traders
by Witte, Björn-Christopher

2011 On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets
by Dieci, Roberto & Westerhoff, Frank

2011 Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
by Franke, Reiner & Westerhoff, Frank

2011 Taxes and the valuation of dividends: a study of dividend announcements in Germany
by Haesner, Christian & Schanz, Deborah

2011 Is Regulation Essential to Stock Market Development? Going Public in London and Berlin, 1900-1913
by Carsten Burhop & David Chambers & Brian Cheffins

2011 An Experimental Analysis of Contingent Capital with Market-Price Triggers
by Douglas D. Davis & Korenok Oleg & Edward S. Prescott

2011 Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model
by Xue-Zhong He & Kai Li

2011 Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift
by Ron Bird & Daniel Choi & Danny Yeung

2011 The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?
by Ron Bird & Krishna Reddy & Danny Yeung

2011 Performance Implications of Active Management of Institutional Mutual Funds
by Ron Bird & Paolo Pellizzari & Danny Yeung

2011 Private Equity: Strategies for Improving Performance
by Ron Bird & Harry Liem & Susan Thorp

2011 Infrastructure: Real Assets and Real Returns
by Ron Bird & Harry Liem & Susan Thorp

2011 The Damped Fluctuations as a Base of Market Quotations
by Magomet Yandiev

2011 Determinants of trading activity after rating actions in the Corporate Debt Market
by Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez

2011 Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence
by Pilar Abad & Antonio Diaz & M. Dolores Robles-Fernandez

2011 Integration and Contagion in US Housing Markets
by John Cotter & Stuart Gabriel & Richard Roll

2011 Insider Trading, Traded Volume and Returns
by Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano

2011 The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)
by Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L.

2011 High Frequency Trading, Information, and Takeovers
by Humphery-Jenner, M.

2011 Winning by Losing: Evidence on Overbidding in Mergers
by Ulrike Malmendier & Enrico Moretti & Florian Peters

2011 On the Effects of Private Information on Volatility
by Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor

2011 Comment on "Investigating Allegations of Pointshaving in NCAA Basketball Using Actual Sportsbook Betting Percentages"
by George Diemer

2011 Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi
by Murat Duran & Eda Gulsen & Refet Gurkaynak

2011 The Extrapolative Component in Exchange Rate Expectations and the Not-So-Puzzling Interest Parity: The Case of Uruguay
by Gonzalo Varela

2011 Bargaining Power in the Repo Market
by Sébastien Philippe Kraenzlin & Benedikt von Scarpatetti

2011 Out of Sight, Out of Mind:The Value of Political Connections in Social Networks
by Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen

2011 The Forward Discount Puzzle: Identi cation of Economic Assumptions
by Seongman Moon & Carlos Velasco

2011 The Certification Role of Listings
by Sarah Draus

2011 Learning from Prices, Liquidity Spillovers, and Market Segmentation
by Giovanni Cespa & Thierry Focault

2011 Higher Order Expectations, Illiquidity, and Short-term Trading
by Giovanni Cespa & Xavier Vives

2011 The Impact of the Financial Crisis on Insider Trading Profitability in Belgium
by D. VAN GEYT & P. VAN CAUWENBERGE & H. VANDER BAUWHEDE

2011 Rolul supra-creditarii în criza economica a tarilor europene
by OLTEANU, Dan

2011 Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011
by Thoenes, Stefan

2011 Moody’s credit ratings and the stock market performance of Portuguese rated firms
by Pacheco, Luis

2011 The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?
by Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink

2011 Abnormal Returns of Soccer Teams: Reassessing the Informational Value of Betting Odds
by Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli

2011 Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run
by Massimiliano Marzo & Paolo Zagaglia

2011 The Greek Sovereign Debt Crisis: Testing for Regime Changes
by N. Apergis & E. Mamatzakis & C. Staikuras

2011 Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options
by Davide Avino & Emese Lazar & Simone Varotto

2011 Firm Reputation and Cost of Debt Capital
by Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim

2011 The aftermarket pricing performance of initial public offers: Insights from India
by Reddy, K. Srinivasa

2011 Weather and stock markets: empirical evidence from Portugal
by Silva, Pedro & Almeida, Liliana

2011 Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices
by Konchitchki, Yaniv

2011 Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
by Dergiades, Theologos

2011 Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading
by Kozmenko, Serhiy & Plastun, Oleksiy

2011 Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test
by Krishnankutty, Raveesh & Tiwari, Aviral Kumar

2011 Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence
by Hiremath, Gourishankar S & Bandi, Kamaiah

2011 Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms
by Douch, Mohamed & Essaddam, Naceur

2011 The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange
by Çankaya, Serkan & Eken, Hasan/M. & Ulusoy, Veysel

2011 The SAD cycle for the Bucharest Stock Exchange
by Stefanescu, Razvan & Dumitriu, Ramona

2011 Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011
by Panait, Iulian & Slavescu, Ecaterina Oana

2011 Holiday effect on the Romanian stock market
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2011 The US macroeconomic news announcements and the within-month effects on the Bucharest Stock Exchange
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2011 Impact of the domestic and the US macroeconomic news on the Romanian stock market
by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel

2011 Monthly seasonality in the Bucharest stock exchange
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2011 What determines the behavior of the Russian stock market
by Peresetsky, A. A.

2011 U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters
by Rossi, Francesco

2011 Testing for weak form market efficiency in Indian foreign exchange market
by Sasikumar, Anoop

2011 Financial Integration and Economic Growth in the European Transition Economies
by Mirdala, Rajmund

2011 The case for higher frequency inflation expectations
by Guzman, Giselle C.

2011 Analysis of within – month effects on the Bucharest stock exchange
by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel

2011 Shocks on the Romanian foreign exchange market before and after the global crisis
by Dumitriu, Ramona & Stefanescu, Razvan

2011 Moody’s credit ratings and the stock market performance of Portuguese rated firms
by Pacheco, Luís

2011 Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-
by Constantinescu, Radu

2011 Mainstream si keynesism: -două doctrine, două metode,aceleaşi idei-
by Constantinescu, Radu

2011 Linkages among the non-genetically modified soybean, conventional soybean, and corn futures markets in the Tokyo Grain Exchange
by Aruga, Kentaka

2011 Linkage among the U.S. Energy Futures Markets
by Aruga, Kentaka & Managi, Shunsuke

2011 Testing weak-form efficiency of exchange traded funds market
by Rompotis, Gerasimos G.

2011 Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation
by Pfau, Wade Donald

2011 Are oil, gold and the euro inter-related? time series and neural network analysis
by Malliaris, A.G. & Malliaris, Mary

2011 Financial crises, asymmetric information and argumentation
by Estrada, Fernando

2011 Календарні Ефекти Та Аномалії На Українському Фондовому Ринку: Теорія І Практика
by Petrushchak, Bohdan

2011 Going forward financially: credit unions as an alternative to commercial banks
by Klinedinst, Mark

2011 Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market
by Afego, Pyemo

2011 Ndikimi i informacionit asimetrik në tregjet financiare
by Govori, Fadil

2011 Financial Deepening and Economic Growth in the European Transition Economies
by Mirdala, Rajmund

2011 Commodity investments: opportunities for Indian institutional investors
by Mukherjee, Dr. Kedar nath

2011 Get rid of banks and build up a modern financial world
by Lenz, Rainer

2011 Clustering on the same news sources in an asset market
by Larson, Nathan

2011 The impact of oil price fluctuations on stock markets in developed and emerging economies
by Le, Thai-Ha & Chang, Youngho

2011 White-collar crime and stock return: Empirical study from announcement effect
by Puah, Chin-Hong & Liew, Samuel Wei-Siew

2011 The calendar regularity of earnings and volatility distribution on the Ukrainian stock market
by Petrushchak, Bohdan

2011 Stock price reaction to earnings announcement: the case of an emerging market
by Iqbal, Javed & Farooqi, Faraz Ahmed

2011 Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans
by Estrada, Fernando

2011 Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
by Petrushchak, Bohdan

2011 Revisiting the Fisher and Statman Study on Market Timing
by Pfau, Wade Donald

2011 Impact of Futures Trading on Indian Agricultural Commodity Market
by Mukherjee, Dr. Kedar nath

2011 The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks
by Efthymiou, Vassilis A. & Leledakis, George N.

2011 Modellierung von Aktienkursen im Lichte der Komplexitätsforschung
by Benjamin Kauper & Karl-Kuno Kunze

2011 Is there an accruals or a cash flow anomaly in UK stock returns?
by Nuno Soares & Andrew W. Stark

2011 How to measure Corporate Social Responsibility
by Marco Nicolosi & Stefano Grassi & Elena Stanghellini

2011 Stock Split Bubble and Livedoor-Shock
by Youki Kohsaka

2011 Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?
by Stefan Kerbl

2011 Fluctuations in the international prices of oil, dairy products, beef and lamb between 2000 and 2008: A review of market-specific demand and supply factors
by Phil Briggs & Carly Harker & Tim Ng & Aidan Yao

2011 Information Aggregation and Innovation in Market Design
by Mariann Ollar & Marzena Rostek

2011 The Real Effects of Financial Markets
by Philip Bond & Alex Edmans & Itay Goldstein

2011 Feedback Effects and the Limits to Arbitrage
by Alex Edmans & Itay Goldstein & Wei Jiang

2011 The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
by Arvind Krishnamurthy & Annette Vissing-Jorgensen

2011 A Theory of Asset Pricing Based on Heterogeneous Information
by Elias Albagli & Christian Hellwig & Aleh Tsyvinski

2011 Mutual Fund Performance and the Incentive to Generate Alpha
by Diane Del Guercio & Jonathan Reuter

2011 Who Benefits from Regional Trade Agreements? The View from the Stock Market
by Christoph Moser & Andrew K. Rose

2011 Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
by Marcin Kacperczyk & Philipp Schnabl

2011 The "CAPS" Prediction System and Stock Market Returns
by Christopher Avery & Judith A. Chevalier & Richard J. Zeckhauser

2011 Information Percolation in Segmented Markets
by Darrell Duffie & Semyon Malamud & Gustavo Manso

2011 Covariances versus Characteristics in General Equilibrium
by Xiaoji Lin & Lu Zhang

2011 Global Asset Pricing
by Karen K. Lewis

2011 Performance Evaluation of Zero Net-Investment Strategies
by Òscar Jordà & Alan M. Taylor

2011 Counterparty Risk Externality: Centralized Versus Over-the-counter Markets
by Viral V. Acharya & Alberto Bisin

2011 Coups, Corporations, and Classified Information
by Arindrajit Dube & Ethan Kaplan & Suresh Naidu

2011 How Prediction Markets Can Save Event Studies
by Erik Snowberg & Justin Wolfers & Eric Zitzewitz

2011 The Short of It: Investor Sentiment and Anomalies
by Robert F. Stambaugh & Jianfeng Yu & Yu Yuan

2011 Cream Skimming in Financial Markets
by Patrick Bolton & Tano Santos & Jose A. Scheinkman

2011 Speculators and Middlemen: The Strategy and Performance of Investors in the Housing Market
by Patrick Bayer & Christopher Geissler & Kyle Mangum & James W. Roberts

2011 A Model of Momentum
by Laura Xiaolei Liu & Lu Zhang

2011 Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement
by Hans B. Christensen & Luzi Hail & Christian Leuz

2011 The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies
by Thai-Ha LE & Youngho CHANG

2011 Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices
by Yin Liao & Heather M. Anderson

2011 Insider trading in a two-tier real market structure model
by Fida Karam & Wassin Daher

2011 Insider trading with different market structures
by Wassim Daher & Fida Karam & Leonard J. Mirman

2011 Do Stock Market Risk Premiums Respond to Consumer Confidence?
by Chowdhury, Abdur

2011 Liquidity measures, liquidity drivers and expected returns on an early call auction market
by Carsten Burhop & Sergey Gelman

2011 Is Regulation Essential to Stock Market Development? Going Public in London and Berlin, 1900-1913
by Carsten Burhop & David Chambers & Brian Cheffins

2011 Corridor implied volatility and the variance risk premium in the Italian market
by Silvia Muzzioli

2011 Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination
by Enrico Maria Cervellati & Riccardo Ferretti & Pierpaolo Pattitoni

2011 Spot and future prices of agricultural commodities: fundamentals and speculation
by Lucia BALDI & Massimo PERI & Daniela VANDONE

2011 Rushing to Overpay: The REIT Premium Revisited
by S. Nuray Akin & Val E. Lambson & Grant R. McQueen & Brennan Platt & Barrett A. Slade & Justin Wood

2011 Daily CDS pricing in emerging markets before and during the global financial crisis
by Ingo Fender & Bernd Hayo & Matthias Neuenkirch

2011 Does the Stock Market Value the Inclusion in a Sustainability Stock Index? An Event Study Analysis for German Firms
by Ulrich Oberndorfer & Marcus Wagner & Andreas Ziegler

2011 Communication Matters: U.S. Monetary Policy and Commodity Price Volatility
by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch

2011 Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements
by Madhuri Malhotra & M. Thenmozhi & Arun Kumar Gopalaswamy

2011 Book Review of : The Theory of Corporate Finance
by Georges Dionne

2011 The Financial Crisis Viewed from the Perspective of the “Social Costs” Theory
by L. Randall Wray

2011 Keynes after 75 Years: Rethinking Money as a Public Monopoly
by L. Randall Wray

2011 Money in Finance
by L. Randall Wray

2011 Entrepreneurial Overconfidence, Self-Financing and Capital Market Efficiency
by Michele Dell'Era & Luis Santos-Pinto

2011 Reuters Sentiment and Stock Returns
by Matthias Uhl

2011 Economics in the Kingdom of Loathing: Analysis of Virtual Market Data
by Christoph Safferling & Aaron Lowen

2011 Tranching and Pricing in CDO-Transactions
by Günter Franke & Thomas Weber

2011 Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets
by Ferdinand Graf

2011 The Puzzle of Index Option Returns
by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov

2011 Financial stress and economic activity in Germany and the Euro Area
by Björn van Roye

2011 The Calendar Structure of the Japanese Stock Market: ``Sell in May Effect" versus ``Dekansho-bushi Effect"
by Shigeki Sakakibara & Takashi Yamasaki & Katsuhiko Okada

2011 Decomposing Excess Returns in Stochastic Linear Models
by Lin, Carl

2011 Decomposing Excess Returns in Stochastic Linear Models
by Lin, Carl

2011 How Prediction Markets Can Save Event Studies
by Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

2011 How Prediction Markets Can Save Event Studies
by Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

2011 The role of public and private information in a laboratory financial market
by Simone Alfarano & Andrea Morone & Eva Camacho

2011 Is Momentum Really Momentum? International Evidence
by Qiang Gong & Ming Liu & Qianqiu Liu

2011 Securitization and Lending Competition
by Frankel, David M. & Jin, Yu

2011 Stock Return Predictability and Oil Prices
by Jaime Casassus & Freddy Higuera

2011 When do stock futures dominate price discovery
by Nidhi Aggarwal & Susan Thomas

2011 Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information
by Masazumi Hattori & Kazuhiko Ohashi

2011 Give me your wired and your highly skilled: measuring the impact of immigration policy on employers and shareholders
by Carl Lin

2011 Linking corporate reputation and shareholder value using the publication of reputation rankings
by Sven Tischer & Lutz Hildebrandt

2011 Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data
by Nikolaus Hautsch & Ruihong Huang

2011 Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models
by Axel Groß-Klußmann & Nikolaus Hautsch

2011 Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan
by Martin T. Bohl & Badye Essid & Pierre L. Siklos

2011 Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
by Song Han & Hao Zhou

2011 Back on the Map - Essays on Financial Markets in the Baltic States
by Soultanaeva, Albina

2011 A Reflection of History: Fluctuations in Greek Sovereign Risk between 1914 and 1929
by Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz

2011 Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests
by Francesco Guidi & Rakesh Gupta

2011 As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação
by Ana Rita Gonzaga & Helder Sebastião

2011 Is there an S&P 500 index effect?
by Kasch, Maria & Sarkar, Asani

2011 A sentiment-based explanation of the forward premium puzzle
by Yu, Jianfeng

2011 A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929
by Olga Christodoulaki & Haeran Cho & Piotr Fryzlewicz

2011 How Prediction Markets can Save Event Studies
by Erik Snowberg & Justin Wolfers & Eric Zitzewitz

2011 Do Mean Reverting based trading strategies outperform Buy and Hold?
by Dooruj Rambaccussing

2011 Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?
by Ben-David, Itzhak & Hirshleifer, David

2011 Higher order expectations, illiquidity, and short-term trading
by Cespa, Giovanni & Vives, Xavier

2011 The economic consequences of increasing the international visibility of financial reports
by Stolowy, Hervé & Jeanjean, Thomas & Erkens, Michael

2011 Media Sentiment and UK Stock Returns
by Nicky J. Ferguson & Jie Michael Guo & Nicky Herbert Y.T. Lam & Dennis Philip

2011 Evidence for Dynamic Contracts in Sovereign Bank Lending
by Peter Benczur & Cosmin Ilut

2011 Informational Efficiency in Futures Markets for Crude Oil
by Andreas Fritz & Christoph Weber

2011 The impact of oil price fluctuations on stock markets in developed and emerging economies
by Thai-Ha Le & Youngho Chang

2011 Has the structural break slowed down growth rates of stock markets?
by Paresh Kumar Narayan & Seema Narayan

2011 Measuring investor sentiment in the stock market
by Francisca Beer & Mohamed Zouaoui

2011 Is Sentiment Risk Priced by Stock Market?
by Francisca Beer & Mohamed Wafta & Mohamed Zouaoui

2011 How does investor sentiment affect stock market crises?Evidence from panel data
by Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer

2011 A Theory of Asset Prices Based on Heterogeneous Information
by Elias Albagli & Christian Hellwig & Aleh Tsyvinski

2011 The dollar squeeze of the financial crisis
by Sundaresan, Suresh & Pascoa, Mario R. & Luque, Jaime & Bottazzi, Jean-Marc

2011 The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets
by Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang

2011 Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra
by Jos van Bommel & Peter Hoffmann

2011 The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
by Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadori

2011 The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
by Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadari

2011 Optimal contract under asymmetric information: the role of options on futures
by Andrea Beccarini

2011 Hope, Change, and Financial Markets: Can Obama's Words Drive the Market?
by Sazedj, Sharmin & Tavares, José

2011 Endogenous Information Flows and the Clustering of Announcements
by Acharya, Viral V & DeMarzo, Peter & Kremer, Ilan

2011 The impact of dark trading and visible fragmentation on market quality
by de Jong, Frank & Degryse, Hans & van Kervel, Vincent

2011 Heterogeneous Firm-Level Responses to Trade Liberalization: A Test Using Stock Price Reactions
by Breinlich, Holger

2011 Learning From Stock Prices and Economic Growth
by Peress, Joël

2011 Who Benefits from Regional Trade Agreements? The View from the Stock Market
by Moser, Christoph & Rose, Andrew K

2011 Information Aggregation, Investment, and Managerial Incentives
by Albagli, Elias & Hellwig, Christian & Tsyvinski, Aleh

2011 Can the Fed talk the hind legs off the stock market?
by Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis

2011 Global crises and equity market contagion
by Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud

2011 A Large-Market Rational Expectations Equilibrium Model
by Vives, Xavier

2011 How Prediction Markets Can Save Event Studies
by Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

2011 Learning from Prices, Liquidity Spillovers, and Market Segmentation
by Cespa, Giovanni & Foucault, Thierry

2011 Cross-Listing, Investment Sensitivity to Stock Price and the Learning Hypothesis
by Foucault, Thierry & Frésard, Laurent

2011 Expectations, Liquidity, and Short-term Trading
by Cespa, Giovanni & Vives, Xavier

2011 Individual Investor Trading and Return Patterns around Earnings Announcements
by Kaniel, Ron & Liu, Shuming & Saar, Gideon & Titman, Sheridan

2011 Control corporativo y riqueza de los accionistas en el sector eléctrico europeo (2000-2007)
by John J. García & Francesc Trillas

2011 Validez del Supuesto de Neutralidad del Horizonte de Tiempo en el CAPM y la Metodología del Rango Reescalado: Aplicación a Colombia
by Karen Juliet Leiton Rodríguez

2011 Montecarlo simulation of long-term dependent processes: a primer
by Carlos León Rincón & Alejandro Reveiz

2011 A Simple Test of Momentum in Foreign Exchange Markets
by Andres Felipe Garcia-Suaza & Jose Eduardo Gómez

2011 A simple test of momentum in foreign exchange markets
by Andres Felipe García-Suaza & José E. Gómez González

2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti

2011 Transparency, Efficiency and the Distribution of Economic Welfare in Pass-Through Investment Trust Games
by Thomas A. Rietz & Roman M. Sheremeta & Timothy W. Shields & Vernon L. Smith

2011 Are analysts misleading investors? The case of goingconcern opinions
by Ruben M.T. Peixinho & Richard J. Taffler

2011 Does gradual diffusion of information really matters: The bankruptcy case
by Luís M. S. Coelho

2011 Do analysts know but not say? The case of goingconcern opinions
by Rúben Peixinho & Richard Taffler

2011 Gambling on the stock market: the case of bankrupt companies
by Luís Miguel Serra Coelho & Kose John & Richard J. Taffler

2011 Endogenous Public Information and Welfare in Market Games
by Xavier Vives

2011 A Large-Market Rational Expectations Equilibrium Model
by Xavier Vives

2011 How Prediction Markets can Save Event Studies
by Erik Snowberg & Justin Wolfers & Eric Zitzewitz

2011 Expectations, Liquidity, and Short-term Trading
by Giovanni Cespa & Xavier Vives

2011 Heterogeneous Firm-Level Responses to Trade Liberalisation: A Test Using Stock Price Reactions
by Holger Breinlich

2011 Internal Rationality, Imperfect Market Knowledge and Asset Prices
by Klaus Adam & Albert Marcet

2011 Are grain markets in Niger driven by speculation?
by Catherine ARAUJO BONJEAN & Catherine SIMONET

2011 One For All or All For One? Using Multiple-listing Information in Event Studies
by Lulu Gu & W. Robert Reed

2011 The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance
by Liebermann, Joelle

2011 The Value Relevance of Sentiment
by Dunne, Peter & Forker, John & Zholos, Andrey

2011 Strategic Trading and Trade Reporting by Corporate Insiders
by André Betzer & Jasmin Gider & Daniel Metzger & Erik Theissen

2011 Financial Investments, Information Flows, and Caste Affiliation - Empirical Evidence from India
by Werner Boente & Ute Filipiak

2011 Disentangling the Link Between Stock and Accounting Performance in Acquisitions
by Andre Betzer & Marc Goergen

2011 Are Forced Turnovers Good or Bad News?
by Axel Kind & Yves Schläpfer

2011 Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics
by Pavel Bandarchuk & Jens Hilscher

2011 Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns
by Alexandros E. Milionis & Evangelia Papanagiotou

2011 Leverage ratio requirement and credit allocation and bank stability
by Kiema, Ilkka & Jokivuolle, Esa

2011 Sunshine trading: Flashes of trading intent at the NASDAQ
by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham

2011 ‘Too Systemically Important to Fail’ in Banking
by Phil Molyneux & Klaus Schaeck & Tim Zhou

2011 Exchange vs Dealers: A High-Frequency Analysis of In-Play Betting Prices
by Karen Croxson & J. James Reade

2011 Information and Efficiency: Goal Arrival in Soccer Betting
by Karen Croxson & J. James Reade

2011 Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information
by Sonja Brangewitz & Gael Giraud

2011 Stock Prices and the Doctor Supply: Effect of Medicare Residency Policy on Healthcare Industry Firms
by Jonathan Hartley

2011 The sovereign credit default swap market: price discovery, volumes and links with banks' risk premia
by Alessandro Carboni

2011 Macroeconomic determinants of carry trade activity
by Alessio Anzuini & Fabio Fornari

2011 The Allocative Efficiency of the Italian Banking System, 1936-2011
by Stefano Battilossi & Alfredo Gigliobianco & Giuseppe Marinelli

2011 Where is the value in high frequency trading?
by Álvaro Cartea & José Penalva

2011 Private Information Flow and Price Discovery in the U.S. Treasury Market
by George J. Jiang & Ingrid Lo

2011 The Impact of Operational Events on the Network Structure of the LVTS
by Tom Roberts

2011 Lessons from International Central Counterparties: Benchmarking and Analysis
by Alexandre Lazarow

2011 The Hidden Costs of Hidden Debt
by Johan Almenberg & Artashes Karapetyan

2011 Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability
by Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen

2011 VPIN and the Flash Crash
by Torben G. Andersen & Oleg Bondarenko

2011 Conservatism in Corporate Valuation
by Christian Bach

2011 Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach
by Christian Bach & Bent Jesper Christensen

2011 Testing the Weak-Form Informational Efficiency of United Kingdom, United States of America and Japan’s Capital Markets
by Otilia SARAMAT & Bogdan DIMA

2011 Credit Rating Agencies and Moral Hazard
by Miloš Božovic & Branko Uroševic & Boško Živkovic

2011 Financial Market Simulation Based On Intelligent Agents €“ Case Study
by Marek SPIÅ Ã K & Roman Å PERKA

2011 The Index Effect - Is It Possible To Predict?
by Tchai Tavor

2011 Financial Integration And Economic Growth In The European Transition Economies
by Rajmund Mirdala

2011 Ambiguity, Analyst Forecast Incentives And Abnormal Stock Returns
by Xiaolou YANG

2011 Theoretical Analysis Of Firm And Market-Specific Proxies Of Information Asymmetry On Equity Prices In The Stock Markets
by ABOSEDE, A. J. & OSENI, Jimoh Ezekiel

2011 Sentimental Preferences and the Organizational Regime of Betting Markets
by Egon Franck & Erwin Verbeek & Stephan Nüesch

2011 Intra-Industry Effects of Shareholder Activism in Germany - Is there a Difference between Hedge Fund and Private Equity Investments?
by Mark Mietzner & Denis Schweizer & Marcel Tyrell

2011 Impacts and Losses Caused By the Fraudulent and Manipulated Financial Information on Economic Decisions
by Tak ISA

2011 Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia
by Mansor, Ibrahim H.

2011 Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market
by Todea, Alexandru & Zoicas Ienciu, Adrian

2011 Measuring the Economic Gains of Mergers and Acquisitions: Is it Time for a Change?
by Antoniou, Antonios & Arbour, Philippe & Zhao, Huainan

2011 The Role of Investment Funds in Romania
by Delia-Elena Diaconasu & Alexandru Asavoaei

2011 Study of the Correlation between the Romanian Stock Market and S&P500 Index during 2007-2009
by Iulian Panait

2011 Control corporativo y riqueza de los accionistas en el sector eléctrico europeo (2000-2007)
by John García & Francesc Trillas

2011 La crisi della macroeconomia
by Terenzio Cozzi

2011 Možnosti identifikace bublin cen aktiv v české ekonomice
by Luboš Komárek & Ivana Kubicová

2011 Empirical Test of the Efficiency of Currency Investments
by Svend Reuse & Martin Svoboda

2011 Portfolio Theory and Electricity Forward Markets
by Michal Michalovský & Igor Paholok

2011 The Impact Of Financial Reporting Upon Stock Prices Evolution - An Aproach Based On Financial Contagion
by Ioan-Ovidiu SPATACEAN

2011 Profitability – Economic and Financial Performance of the Efficient Usage of Production Costs
by Cãruntu Roxana Corina & Lãpãduºi Mihaela Loredana

2011 Financial Innovation and Its Effects on Financial Stability and Efficiency
by ªargu Alina Camelia & Roman Angela

2011 The Necessity of the European Capital Markets Development in the Current Economic Environment
by ªargu Alina Camelia & Chirleºan Dan & Potlog Dorian

2011 Financial Innovations
by Piciu Gabriela Cornelia & Chiþiga Georgiana

2011 Intellectual Capital Reporting And Disclosure In The Annual Reports Of Romanian Manufacturing Listed Companies €" Theoretical Framework
by Bogdan Victoria & Platon Judit & Farcas Mariana

2011 Intellectual Capital Reporting And Disclosure In The Annual Reports Of Romanian Manufacturing Listed Companies €" Methodology And Discussion Of Results
by Bogdan Victoria & Platon Judit & Popa Dorina Nicoleta

2011 Bank Runs and Costly Information
by Semenova, M.

2011 Adverse Selection and Risk Aversion in Capital Markets
by Luis H. B. Braido & Carlos E. da Costa & Bev Dahlby

2011 Safer Margins for Option Trading: How Accuracy Promotes Efficiency
by Rafi Eldor & Shmuel Hauser & Uzi Yaari

2011 The Predictability of Non-Overlapping Forecasts: Evidence from a New Market
by Manolis G. Kavussanos & Ilias D. Visvikis

2011 Arbitrage Pricing Theory Applied to the Chilean Stock Market
by Werner Kristjanpoller & Mauricio Morales

2011 Diszpozíciós hatás a magyar tőkepiacon
by Ormos, Mihály & Joó, István

2011 Borok mint alternatív befektetési lehetőségek
by Ormos, Mihály & Erdős, Péter

2011 Who Benefits from the Adoption of IFRS?
by Shin'ya Okuda

2011 Empirical Analysis on the Dividend Life-Cycle Theory: Evidence from Japan
by Hiroyuki Ishikawa

2011 Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach
by Keiichi Kubota & Hitoshi Takehara

2011 Institutional Investors and Stock Return Synchronicity: Evidence from Market, Industry, and Firm-Specific Information
by Hsiu-I Ting & Ming-Chun Wang

2011 The Impact of the Relaxation of Visits by Mainland China Tourists to Taiwan on Stock Returns and Financial Performance: The Case of Listed Tourism Industry Firms
by Erin H. Kao & You-De Dai

2011 Applications of Parametric and Nonparametric Tests for Event Studies on ISE
by Handan YOLSAL

2011 A Fresh Look at Seasonal Anomalies: An International Perspective
by Ali F. Darrat & Bin Li & Benjamin Liu & Jen Je Su

2011 The Role Of Long Returns In Security Valuation: International Empirical Evidence
by Melita Charitou

2011 Equity Market Timing And Subsequent Delisting Likelihood
by Frank D’Souza & Harold Fletcher & Octavian Ionici

2011 The Long-Term Wealth Effect Of Share Repurchases Evidence From Taiwan
by Tai-Yuan Chen & Lie-Jane Kao & Hsing-Yu Lin

2011 Implied Index And Option Pricing Errors: Evidence From The Taiwan Option Market
by Ching-Ping Wang & Hung-Hsi Huang & Chien-Chia Hung

2011 Determinants Of Ipo Underpricing: Evidence From Tunisia
by Sarra Ben Slama Zouari & Abdelkader Boudriga & Neila Boulila Taktak

2011 Transaction Cost Discovery By Decomposition Of The Error Term: A Bootstrapping Approach
by Ariful Hoque

2011 On The Pricing Of Dual Class Stocks: Evidence From Berkshire Hathaway
by Ling T. He & K. Michael Casey

2011 Stock Repurchase Announcements And Stock Prices Evidence From Taiwan
by Li-Hua, Lin & Szu-Hsien Lin & Ya-Chiu Angela Liu

2011 Economic Sanctions And The Source Country: How Economic Sanctions Imposed On China Affect The U.S
by John Shon

2011 Value Relevance Of Accounting Information Using An Error Correction Model
by Luciana Spica Almilia

2011 Revisiting The Relationship Between Option Expensing And Stock Returns
by Rogelio J. Cardona

2011 Do Changes In Pension Plan Accounting Standards Result In Better Market Valuation?
by Karen C. Castro-González,

2011 Fund Performance Robustness An Evaluation Using European Large-Cap Equity Funds
by Kenneth Högholm1, Johan Knif, Seppo Pynnönen

2011 Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul
by Numan Ülkü

2011 Detecting Information-Driven Trading in a Dealers Market
by Jan Hanousek & František Kopøiva

2011 Size and Value Premium in International Portfolios: Evidence from 15 European Countries
by Ayesha Afzal & Nawazish Mirza

2011 The Classification and Identification of Asset Price Bubbles
by Lubos Komarek & Ivana Kubicová

2011 Financial Crisis, Ownership Effect and Investors Sentiment: Empirical Evidence from the Banking Sector in Greece
by Christos Alexakis

2011 Do emerging market firms follow different dividend policies?: Empirical investigation on the pre- and post-reform dividend policy and behaviour of Dhaka Stock Exchange listed firms
by Sabur Mollah

2011 US macroeconomic news spillover effects on Vietnamese stock market
by Tho Nguyen

2011 An analysis of failed takeover attempts and merger cancellations
by Karyn L. Neuhauser & Wallace N. Davidson III & John L. Glascock

2011 The investor behavior and futures market volatility: A theory and empirical study based on the OLG model and high-frequency data
by Yun Wang & Renhai Hua & Zongcheng Zhang

2011 Limited attention and stock price drift following earnings announcements and 10-K filings
by Haifeng You & Xiao-Jun Zhang

2011 The effect of differentiated margin on futures market investors' behavior and structure: An experimental research
by Jin-hui Luo & Di-fang Wan & Yang Yang & Guang Yang

2011 Valuación de mercado del seguro de desempleo
by Fausto Humberto Membrillo Hernández & Marco Antonio Ruiz Olvera

2011 Valuación de Swaptions Bermuda basada en el modelo LIBOR adaptado a vectores frontera
by Igor P. Rivera & Enzo D'Antonio di Vito & Andrés Fundia

2011 Asymmetric convergence in US financial credit default swap sector index markets
by Chen, Li-Hsueh & Hammoudeh, Shawkat & Yuan, Yuan

2011 The impact of US news on the German stock market—An event study analysis
by Dimpfl, Thomas

2011 Should the government directly intervene in stock market during a crisis?
by Khan, Salman & Batteau, Pierre

2011 Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market
by Kollias, Christos & Manou, Efthalia & Papadamou, Stephanos & Stagiannis, Apostolos

2011 CEO power, M&A decisions, and market reactions
by Dutta, Shantanu & MacAulay, Kenneth & Saadi, Samir

2011 Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
by Manzano, Carolina & Vives, Xavier

2011 Time-varying risk premia
by Anderson, Robert M.

2011 Testing the international linkage in the platinum-group metal futures markets
by Aruga, Kentaka & Managi, Shunsuke

2011 Market reactions to Australian boutique resource investor presentations
by Ferguson, Andrew & Scott, Tom

2011 Price discovery in currency markets
by Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas

2011 Directors' and officers' liability insurance and acquisition outcomes
by Lin, Chen & Officer, Micah S. & Zou, Hong

2011 The fragile capital structure of hedge funds and the limits to arbitrage
by Liu, Xuewen & Mello, Antonio S.

2011 Asset pricing in large information networks
by Ozsoylev, Han N. & Walden, Johan

2011 The price effects of index additions: A new explanation
by Liu, Shinhua

2011 Market microstructure matters when imposing a Tobin tax—Evidence from the lab
by Kirchler, Michael & Huber, Jürgen & Kleinlercher, Daniel

2011 How to grow a bubble: A model of myopic adapting agents
by Harras, Georges & Sornette, Didier

2011 Follies subdued: Informational efficiency under adaptive expectations and confirmatory bias
by Aldashev, Gani & Carletti, Timoteo & Righi, Simone

2011 Co-movements of Shanghai and New York stock prices by time-varying regressions
by Chow, Gregory C. & Liu, Changjiang & Niu, Linlin

2011 Monitoring via staging: Evidence from Private investments in public equity
by Dai, Na

2011 Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
by Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros

2011 Volatility and covariation of financial assets: A high-frequency analysis
by Cartea, Álvaro & Karyampas, Dimitrios

2011 The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market
by Hong, Gwangheon & Lee, Bong Soo

2011 Liquidity risk and accounting information
by Sadka, Ronnie

2011 The effect of information quality on liquidity risk
by Ng, Jeffrey

2011 Consistency in meeting or beating earnings expectations and management earnings forecasts
by Kross, William J. & Ro, Byung T. & Suk, Inho

2011 Challenges and opportunities in disclosure research—A discussion of ‘the financial reporting environment: Review of the recent literature’
by Berger, Philip G.

2011 Pippenger's CIP-based solution to the forward-bias puzzle: A rejoinder
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2011 Is trading on earnings surprises a profitable strategy? Canadian evidence
by Chudek, Mark & Truong, Cameron & Veeraraghavan, Madhu

2011 Post-earnings announcement abnormal return in the Chinese equity market
by Truong, Cameron

2011 Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries
by Al-Khazali, Osamah M. & Leduc, Guillaume & Pyun, Chong Soo

2011 Dividend signaling under economic adversity: Evidence from the London Stock Exchange
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2011 Liquidity, analysts, and institutional ownership
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2011 Dressed to merge — small fits fine: M&A success in the fashion and accessories industry
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2011 Stocks and energy shocks: The impact of energy accidents on stock market value
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2011 Nonparametric rank tests for event studies
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2011 The fed and the term structure: Addressing simultaneity within a structural VAR model
by Farka, Mira & DaSilva, Amadeu

2011 Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
by Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping

2011 Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market
by Diyarbakirlioglu, Erkin

2011 Relationship between portfolio diversification and value at risk: Empirical evidence
by Kiani, Khurshid M.

2011 The crisis, Fed, Quants and stochastic optimal control
by Stein, Jerome L.

2011 Testing the martingale difference hypothesis in CO2 emission allowances
by Charles, Amélie & Darné, Olivier & Fouilloux, Jessica

2011 Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
by Yamamoto, Ryuichi

2011 Perks and the informativeness of stock prices in the Chinese market
by Gul, Ferdinand A. & Cheng, Louis T.W. & Leung, T.Y.

2011 Testing the Weak Form Efficiency of Pakistani Stock Market (2000–2010)
by Abdul Haque & Hung-Chun Liu & Fakhar-Un-Nisa

2011 Association and Sequence Mining in Web Usage
by Claudia Elena DINUCA

2011 The Origins of the Global Financial Crisis and Its Impact on Romanian Economy
by Corina SBUGHEA

2011 Optimización de portafolios de pensiones en Colombia: el esquema de multifondos, 2003-2010
by Claudía María García Mazo & Jilmer Arley Moreno Martínez

2011 Las agencias de rating y la crisis fi nanciera de 2008: ¿El fi n de un poder sin control?
by María Concepción Verona Martel & José Juan Déniz Mayor

2011 Teoría de la asignación del precio por arbitraje aplicada al mercado accionario chileno
by Kristjanpoller Rodríguez, Werner & Morales Jure, Mauricio

2011 Medición de la orientación al mercado de las empresas del sector artesanal en Boyacá y su incidencia en los resultados empresariales
by Sonia Yajqueline Mateus Riveros & Edison Jair Duque Oliva

2011 Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones
by Jorge Mario Uribe Gil & Inés María Ulloa Villegas

2011 Investissement institutionnel et révision de la directive MIF
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2011 Les marchés financiers : péril ou opportunité pour l'industrie ? Quelques enseignements d'un épisode oublié de l'histoire de la Bourse de Paris
by Pierre-Cyrille Hautcœur

2011 Returns Predictability and Stock Market Efficiency in Brazil
by Regis Augusto Ely

2011 Short-Run Asset Selection using a Logistic Model
by Walter Gonçalves Junior & Fábio Gallo Garcia & William Eid Junior & Luciana Ribeiro Chalela

2011 Equity Valuation and Accounting Numbers: Applying Zhang (2000) and Zhang and Chen (2007) models to Brazilian Market
by Fernando Caio Galdi & Rodrigo Falco Lopes

2011 The impact of the functional characteristics of a credit bureau on the level of indebtedness per capita: Evidence from East European countries
by Vladimir Simovic & Vojkan Vaskovic & Marko Rankovic & Slobodan Malinic

2011 Efficiency, Productivity and Risk Analysis in Turkish Banks: A Bootstrap DEA Approach
by Muge DILER

2011 Impact of Firm Attributes on the Efficiency of Brokerage Houses
by Hakan AYGOREN & M.Ensar YESILYURT

2011 The Effects of Currency Futures Trading on Turkish Currency Market
by Arif Oduncu

2011 Efficient-Market Hypothesis and the Global Financial Crises – on the Example of SOFIX, DJIA and DAX Indexes
by Vladimir Tsenkov

2011 Housing Bubbles: A Survey
by Christopher Mayer

2011 Momentum
by Narasimhan Jegadeesh & Sheridan Titman

2011 Predictability of Returns and Cash Flows
by Ralph S.J. Koijen & Stijn Van Nieuwerburgh

2011 Global Asset Pricing
by Karen K. Lewis

2011 Sinalização de Política Monetária e Movimentos na Estrutura a Termo da Taxa de Juros no Brasil
by Clemens Vinícius de A. Nunes & Márcio Holland & Cleomar Gomes da Silva

2011 Banking Efficiency And European Integration. Implications Of The Banking Reform In Romania
by Jose L. Gallizo & Jordi Moreno & Ioana Iuliana Pop (Grigorescu)

2011 Causality Of Weather Conditions In Australian Stock Equity Returns
by Svetlana Vlady & Ekrem Tufan, PhD

2011 Causality Of Weather Conditions In Australian Stock Equity Returns
by Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat

2011 An Empirical Model for Assesing Risk and Performance in the Romanian Banking System
by Ioan TRENCA & Simona MUTU

2011 The Early Exercise Premium for American Options. Empirical Study on Sibex Market
by Maria-Miruna POCHEA & Angela-Maria FILIP

2011 Financial Liberalization and Stock Market Efficiency
by Maria-Lenuta ULICI & Ioan Alin NISTOR

2011 An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange
by Felicia Ramona Birau

2011 Ownership Structure And Voluntary Disclosure In Annual Reports Of Bangladesh
by Abdur ROUF & Abdullah-Al HARUN

2011 Dynamic Trade-Offs In Financial Performances Of Romanian Companies
by Alexandra Horobet & Radu Lupu & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia TINTEA

2011 Announcement Of The Exchange Ratio Of The Merging Companies - Impact On The Acquiring Firms "
by Leszek Czerwonka

2011 The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "
by Sorin Gabriel Anton

2011 The Impact of Black Economic Empowerment Transactions on Shareholder Wealth and Firm Profitability: Evidence from the JSE
by Chimwemwe Chipeta & Thando Chuma Zukisani Vokwana

2011 The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities
by Motlatjo Moholwa & Guangling (Dave) Liu

2011 Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area
by Robert Gallagher & Niall O’ Sullivan

2011 Futures Basis of RSS3 in the Agricultural Futures Exchange of Thailand
by Tarntip Boonkomrat & Kanokwan Chancharoenchai

2011(XXI) A Survey On The Drivers And Mechanisms Of Financial Crises
by Dan OLTEANU

2010 Projected earnings accuracy and the profitability of stock recommendations
by Hess, Dieter E. & Kreutzmann, Daniel & Pucker, Oliver

2010 The impact of investor sentiment on the German stock market
by Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan

2010 South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
by Rangan Gupta & Mampho P. Modise

2010 The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets
by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

2010 Testing Weak Form Efficiency on the Toronto Stock Exchange
by Vitali Alexeev & Francis Tapon

2010 A critique of Alan Greenspan’s retrospective on the crisis
by Stein, Jerome

2010 Regulation Effects on Stock Returns in Shanghai and Shenzhen Exchanges
by Kedar-Levy, Haim & Yu, Xiaoyan & Kamesaka, Akiko & Ben-Zion, Uri

2010 A partial defense of the giant squid
by Jaggia, Sanjiv & Thosar, Satish

2010 Stabilität versus Aktualität – Wann sind stabile Agency-Ratings marktbasierten Bewertungen vorzuziehen?
by Christina E. Bannier

2010 Could Istanbul Stock Exchange be characterized by random walk process?
by Nilgün ÇİL YAVUZ & Burcu KIRAN

2010 The calendar anomalies in IPO returns: Evidence from Turkey
by Abdullah YALAMA & Ulaş ÜNLÜ

2010 El papel de la liquidez en el efecto de la nueva información. El caso de Latibex
by García, C. José & Herrero, Begoña & Ibáñez, Ana M.

2010 Efectividad de la intervención cambiaria en Guatemala
by Castillo Maldonado, Carlos Eduardo

2010 ¿Influyen los tigres asiáticos en el comportamiento gregario español?
by Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra

2010 The Implications of International Political Disputes on Business Interests: An Event Study
by Kyriakos Drivas

2010 Interplay Between Exchange Traded Currency Futures Markets, Spot Markets and Forward Markets: A Study on India
by GURU, ANURADHA

2010 Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration
by Schindler, Felix & Voronkova, Svitlana

2010 Modeling and explaining the dynamics of European Union allowance prices at high-frequency
by Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar

2010 Market efficiency in the emerging securitized real estate markets
by Schindler, Felix

2010 How efficient is the U.K. housing market?
by Schindler, Felix

2010 Further evidence on the (in-) efficiency of the U.S. housing market
by Schindler, Felix

2010 Explaining time-varying risk of electricity forwards: trading activity and news announcements
by Schulz, Frowin C.

2010 International trade and the role of market transparency
by Broll, Udo & Eckwert, Bernhard & Wong, Kit Pong

2010 Financial crises and information transfer: An empirical analysis of the lead-lag relationship between equity and CDS iTraxx Indices
by Ehlers, Stefan & Gürtler, Marc & Olboeter, Sven

2010 Implied rates of return, the discount rate effect, and market risk premia
by Breuer, Wolfgang & Gürtler, Marc

2010 Analysis of the intraday effects of economic releases on the currency market
by Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J.

2010 Explaining European emission allowance price dynamics: Evidence from Phase II
by Rickels, Wilfried & Görlich, Dennis & Oberst, Gerrit

2010 Das Wettmonopol in Deutschland: Status Quo und Reformansätze
by Maschke, Mario & Schmidt, Ulrich

2010 Das Wettmonopol in Deutschland: Status Quo und Reformansätze
by Maschke, Mario & Schmidt, Ulrich

2010 Efficiency and stability in complex financial markets
by Caccioli, Fabio & Marsili, Matteo

2010 Alan Greenspan, the quants and stochastic optimal control
by Stein, Jerome L.

2010 Cash flow and discount rate risk in up and down markets: What is actually priced?
by Botshekan, Mahmoud & Kräussl, Roman & Lucas, André

2010 Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50
by Ende, Bartholomäus & Lutat, Marco

2010 Price pressures
by Hendershott, Terrence & Menkveld, Albert J.

2010 Analysis of binary trading patterns in Xetra
by Maurer, Kai-Oliver & Schäfer, Carsten

2010 Washington meets Wall Street: A closer examination of the presidential cycle puzzle
by Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B.

2010 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
by Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David

2010 Tell-tale tails: A data driven approach to estimate unique market information shares
by Grammig, Joachim G. & Peter, Franziska J.

2010 Strategic trading and trade reporting by corporate insiders
by Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik

2010 Sentiment Effect and Market Portfolio Inefficiency
by Rudolf F. Klein & K. Victor Chow

2010 Orthogonalized Equity Risk Premia and Systematic Risk Decomposition
by Rudolf F. Klein & K. Victor Chow

2010 Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options
by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk

2010 Midquotes or Transactional Data? The Comparison of Black Model on HF Data
by Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk

2010 Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures
by Ryszard Kokoszczyński & Natalia Nehrebecka & Paweł Sakowski & Paweł Strawiński & Robert Ślepaczuk

2010 Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes
by Bertrand B. Maillet & Jean-Philippe R. M�decin

2010 Hedge Fund Excess Returns Under Time-Varying Beta
by Ron Bird & Harry Liem & Susan Thorp

2010 Intra-day anomalies in the relationship between U.S. futures and European stock indexes
by Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni

2010 A dynamic copula approach to recovering the index implied volatility skew
by Matthias Fengler & Helmut Herwartz & Christian Werner

2010 On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders
by Fabio Tramontana & Frank Westerhoff & Laura Gardini

2010 Hidden Limit Orders and Liquidity in Order Driven Markets
by Moinas, Sophie

2010 Two-sided Certification: The market for Rating Agencies
by Fasten, Erik R. & Hofmann, Dirk

2010 Response speeds of direct and securitized real estate to shocks in the fundamentals
by Elias Oikarinen & Martin Hoesli & Camilo Serrano

2010 Insider Trading, Option Exercises and Private Benefits of Control (Revision of DP 2010-32)
by Cziraki, P. & de Goeij, P. C. & Renneboog, L.D.R.

2010 Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?
by Mahmoud Botshekan & Roman Kraeussl & Andre Lucas

2010 Short-Selling Bans around the World: Evidence from the 2007-09 Crisis
by Alessandro Beber & Marco Pagano

2010 Point Shaving in NCAA Basketball: Corrupt Behavior or Statistical Artifact?
by George Diemer & Mike Leeds

2010 Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)
by Dungey, Mardi & Hvozdyk, Lyudmyla

2010 From Trade-to-Trade in US Treasuries
by Dungey, Mardi & Henry, Olan & McKenzie, Michael

2010 Financial Crises in Efficient Markets: How Fundamentalists Fuel Volatility
by Ariane Szafarz

2010 Social responsibility and mean-variance portfolio selection
by Bastien Drut

2010 Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity
by Tommaso Mancini Griffoli & Angelo Ranaldo

2010 Insecticide Use and Crop Selection: A South Dakota Case Study
by McDonald, Tia Michelle & Scott W. Fausti & Keating, Ariel Ruth & Li, Jing & Lundgren, Jonathan & Catangui, Mike

2010 Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market
by Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi

2010 Monetary Policy and Heterogeneous Expectations
by William A. Branch & George W. Evans

2010 News Media as a Channel of Environmental Information Disclosure: Evidence from an EGARCH Approach
by Ran Zhang & Kenneth Simons & David I. Stern

2010 Informed Trading in the Euro Money Market for Term Lending
by Paolo Zagaglia

2010 Cojumping: Evidence from the US Treasury Bond and Futures Markets
by Mardi Dungey & Lyudmyla Hvozdyk

2010 A Nonlinear Panel Model of Cross-sectional Dependence
by George Kapetanios & James Mitchell & Yongcheol Shin

2010 Knowing Versus Telling Private Information About a Rival
by Mark Bagnoli & Susan G. Watts

2010 Material Adverse Change Clauses and Acquisition Dynamics
by David J. Denis & Antonio J. Macias

2010 Limited Information-Processing Capacity and Asymmetric Stock Correlations
by Ceylan, Ozcan

2010 The causal link between Polish stock market and key macroeconomic aggregates
by Gurgul, Henryk & Lach, Łukasz

2010 Long Memory in Stock Market Volatility:Evidence from India
by Hiremath, Gourishankar S & Bandi, Kamaiah

2010 Some Further Evidence on the Behaviour of Stock Returns in India
by Hiremath, Gourishankar S & Bandi, Kamaiah

2010 Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test
by Hiremath, Gourishankar S & Bandi, Kamaiah

2010 Changes in the DOW effects in the Romanian foreign exchange market
by Dumitriu, Ramona & Stefanescu, Razvan

2010 Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45
by Pasaribu, Rowland Bismark Fernando

2010 An inflation expectations horserace
by Guzman, Giselle C.

2010 Theoretical analysis of the bid-ask bounce and Related Phenomena
by Lerner, Peter

2010 fama and macbeth revisited: A Critique
by Salazar, Juan & Lambert, Annick

2010 2008 SEC short selling ban: impacts on the credit default swap market
by Courtney, Samuel

2010 2008 SEC short selling ban: impacts on the credit default swap market
by Courtney, Samuel

2010 Rational expectations equilibrium with transaction costs in financial markets
by Chong, Zhiwei

2010 Long run performance of IPOs and the role of financial analysts: some French evidence
by Boissin, Romain & Sentis, Patrick

2010 Firm's information environment and stock liquidity: evidence from Tunisian context
by Loukil, Nadia & Yousfi, Ouidad

2010 Тренди Довгострокового Впливу Іноземних Фондових Бірж На Динаміку Українського Фондового Ринку
by Petrushchak, Bohdan

2010 Valuation of innovation: The case of iPhone
by Korkeamäki, Timo & Takalo, Tuomas

2010 Bad loans in the meltdown: micro analysis of credit union performance versus banks, an initial investigation
by Klinedinst, Mark

2010 The Effectiveness of Virtual R&D Teams in SMEs: Experiences of Malaysian SMEs
by Ale Ebrahim, Nader & Ahmed, Shamsuddin & Abdul Rashid, Salwa Hanim & Taha, Zahari

2010 Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach
by Omay, Nazli C. & Karadagli, Ece C.

2010 European corporate bond market integration: lessons from EMU
by Avadanei, Andreea

2010 A real-time trading rule
by Rambaccussing, Dooruj

2010 New methodology for event studies in Bonds
by Bell, Peter N

2010 Financial Forecast for the Relative Strength Index
by Alfaro, Rodrigo & Sagner, Andres

2010 Practitioners' tools in analysing financial markets evolution
by Nicolau, Mihaela

2010 Communication of companies with their surroundings - the manipulation of information and information asymmetry
by Bojańczyk, Mirosław

2010 Informed and uninformed traders at work: evidence from the French market
by Ferriani, Fabrizio

2010 Pension Fund Performance and Costs: Small is Beautiful
by Bauer, R.M.M.J. & Cremers, K.J.M. & Frehen, R.G.P.

2010 Asymmetric information: the multiplier effect of financial instability
by Skardziukas, Domantas

2010 Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets
by Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel

2010 Theory of argumentation in financial markets
by Estrada, Fernando

2010 Sovereign Credit Ratings, Transparency and International Portfolio Flows
by Gande, Amar & Parsley, David

2010 Information Technology and the Rise of Household Bankruptcy
by N. Narajabad, Borghan

2010 The Political Economy of the Yield Curve
by Di Maggio, Marco

2010 Informed trading in the Euro money market for term lending
by Zagaglia, Paolo

2010 Time-varying spot and futures oil price dynamics
by Guglielmo Caporale & Davide Ciferri & Alessandro Girardi

2010 Incentive Compatibility and Differentiability: New Results and Classic Applications
by George J. Mailath & Ernst-Ludwig von Thadden

2010 The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets
by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama

2010 Monetary Policy and Heterogeneous Expectations
by George W. Evans & William A.Branch

2010 Predictability of Returns and Cash Flows
by Ralph S.J. Koijen & Stijn Van Nieuwerburgh

2010 Betting Against Beta
by Andrea Frazzini & Lasse H. Pedersen

2010 The Inefficiency of Refinancing: Why Prepayment Penalties Are Good for Risky Borrowers
by Christopher J. Mayer & Tomasz Piskorski & Alexei Tchistyi

2010 The Vote is Cast: The Effect of Corporate Governance on Shareholder Value
by Vicente Cuñat & Mireia Gine & Maria Guadalupe

2010 Currency Carry Trades
by Travis J. Berge & Òscar Jordà & Alan M. Taylor

2010 Endogenous Information Flows and the Clustering of Announcements
by Viral V. Acharya & Peter M. DeMarzo & Ilan Kremer

2010 On the Correlation Structure of Microstructure Noise: A Financial Economic Approach
by Francis X. Diebold & Georg Strasser

2010 Decoding Inside Information
by Lauren Cohen & Christopher Malloy & Lukasz Pomorski

2010 Financial Literacy, Schooling, and Wealth Accumulation
by Jere R. Behrman & Olivia S. Mitchell & Cindy Soo & David Bravo

2010 On the Economic Consequences of Index-Linked Investing
by Jeffrey Wurgler

2010 Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle
by Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig

2010 Cross-sectional Tobin's Q
by Frederico Belo & Chen Xue & Lu Zhang

2010 The Effects of Stock Lending on Security Prices: An Experiment
by Steven N. Kaplan & Tobias J. Moskowitz & Berk A. Sensoy

2010 How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach
by Jonathan Reuter & Eric Zitzewitz

2010 Broker Incentives and Mutual Fund Market Segmentation
by Diane Del Guercio & Jonathan Reuter & Paula A. Tkac

2010 The Market for Borrowing Corporate Bonds
by Paul Asquith & Andrea S. Au & Thomas R. Covert & Parag A. Pathak

2010 What Does Health Reform Mean for the Healthcare Industry? Evidence from the Massachusetts Special Senate Election
by Mohamad Al-Ississ & Nolan H. Miller

2010 Uncertainty about Government Policy and Stock Prices
by Lubos Pastor & Pietro Veronesi

2010 Competing for Attention in Financial Markets
by Bruce Ian Carlin & Shaun William Davies & Andrew Miles Iannaccone

2010 Adverse Selection, Reputation and Sudden Collapses in Secondary Loan Markets
by V.V. Chari & Ali Shourideh & Ariel Zetlin-Jones

2010 Neglected Risks, Financial Innovation, and Financial Fragility
by Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny

2010 Chasing Noise
by Brock Mendel & Andrei Shleifer

2010 Value versus Growth: Time-Varying Expected Stock Returns
by Huseyin Gulen & Yuhang Xing & Lu Zhang

2010 Does Risk Explain Anomalies? Evidence from Expected Return Estimates
by Jin Ginger Wu & Lu Zhang

2010 Characteristic Timing
by Robin Greenwood & Samuel Hanson

2010 Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions?
by Erik Snowberg & Justin Wolfers

2010 Agency Costs, Mispricing, and Ownership Structure
by Sergey Chernenko & C. Fritz Foley & Robin Greenwood

2010 Beauty Contests and Irrational Exuberance: A Neoclassical Approach
by George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan

2010 Information, analysts, and stock return comovement
by Allaudeen Hameed & Randall Morck & Jianfeng Shen & Bernard Yeung

2010 Market Response to Policy Initiatives during the Global Financial Crisis
by Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa

2010 Overconfidence and Early-life Experiences: The Impact of Managerial Traits on Corporate Financial Policies
by Ulrike Malmendier & Geoffrey Tate & Jonathan Yan

2010 Market efficiencies and market risks
by Pierre-André Maugis

2010 Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders
by Alexander Subbotin & Thierry Chauveau

2010 Information Disclosure, Intertemporal Risk Sharing, and Asset Prices
by Tri Vi Dang & Hendrik Hakenes

2010 Towards a volatility index for the Italian stock market
by Silvia Muzzioli

2010 Is wine a financial parachute?
by Lucia BALDI & Massimo PERI & Daniela VANDONE

2010 Bank of Canada Communication, Media Coverage, and Financial Market Reactions
by Bernd Hayo & Matthias Neuenkirch

2010 Bedingte Kaufpreisanpassungen, Informationsasymmetrien und Shareholder Value: Eine empirische Analyse deutscher Unternehmensübernahmen
by Elmar Lukas & Christian Heimann

2010 Size, Book-to-Market Ratio and Macroeconomic News
by Tolga Cenesizoglu

2010 The Reaction of Stock Returns to News about Fundamentals
by Tolga Cenesizoglu

2010 Stock market reaction to debt financing arrangements in Russia
by Christophe J. Godlewski & Zuzana Fungacova & Laurent Weill

2010 Are Islamic Investment Certificates Special? Evidence on the Post-Announcement Performance of Sukuk Issues
by Christophe J. Godlewski & Rima Turk-Ariss & Laurent Weill

2010 Financing Harmful Bubbles
by Hitoshi Matsushima

2010 Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?
by Rasmus Fatum

2010 Explaining European Emission Allowance Price Dynamics: Evidence from Phase II
by Wilfried Rickels & Dennis Görlich & Gerrit Oberst

2010 An empirical analysis on the efficiency of the microfinance investment market
by Inoue, Takeshi & Hamori, Shigeyuki

2010 Predictability of Asset Returns and the Efficient Market Hypothesis
by Pesaran, M. Hashem

2010 Predictability of Asset Returns and the Efficient Market Hypothesis
by Pesaran, Hashem

2010 Politics and elections at the Spanish stock exchange
by Ángel Pardo Tornero & María Dolores Furió Ortega

2010 Profiting from Regulation: An Event Study of the EU Carbon Market
by Bushnell, James & Mansur, Erin T. & Chong, Howard G.

2010 The Impact of Corporate Rebranding on the Firm's Market Value
by Maria Rosa Borges & Ana Sofia Branca

2010 Trading strategies and trading profits in experimental asset markets with cumulative information
by Thomas St?ckl & Michael Kirchler

2010 Football Championships and Jersey Sponsors' Stock Prices: An Empirical Investigation
by Michael Hanke & Michael Kirchler

2010 Performance evaluation in competitive REE models
by Paolo Colla & José M. Marín

2010 Hidden Limit Orders and Liquidity in Order Driven Markets
by Moinas, Sophie

2010 Mandatory IFRS adoption and accounting comparability
by Stefano Cascino & Joachim Gassen

2010 Efficiency and Equilibria in Games of Optimal Derivative Design
by Ulrich Horst & Santiago Moreno-Bromberg

2010 Two-sided Certification: The market for Rating Agencies
by Erik R. Fasten & Dirk Hofmann

2010 The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
by Nikolaus Hautsch & Dieter Hess & David Veredas

2010 The Reform of Tokyo Stock Exchange and Transparency
by Hideaki Sakawa & Masato Ubukata

2010 Burying the Stability Pact: The Reanimation of Default Risk in the Euro Area
by Christian Fahrholz & Roman Goldbach

2010 A Target-Zone Model with Two Types of Assets
by Yue Ma & Shu-ki Tsang & Matthew S. Yiu & Wai-Yip Alex Ho

2010 Liquidity Crunch in Late 2008: High-Frequency Differentials between Forward-Implied Funding Costs and Money Market Rates
by Matthew S. Yiu & Joseph K. W. Fung & Lu Jin & Wai-Yip Alex Ho

2010 Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets
by Eric Girardin & Dijun Tan & Woon K. Wong

2010 An Analytical Framework for the Hong Kong Dollar Exchange Rate Dynamics under Strong Capital Inflows
by Matthew S. Yiu & Wai-Yip Alex Ho & Yue Ma & Shu-Ki Tsang

2010 Insider Trading, Option Exercises and Private Benefits of Control
by Peter Cziraki & Prof. Dr. Luc Renneboog & Peter de Goeij

2010 Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares
by Fricke, Christoph & Menkhoff, Lukas

2010 Are Momentum Traders Different? Implications for the Momentum Puzzle
by Menkhoff, Lukas

2010 The Use of Technical Analysis by Fund Managers: International Evidence
by Menkhoff, Lukas

2010 Is Corporate Sustainability valued by Australian Investors?
by W.K. Adrian Cheung & Eduardo Roca

2010 Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers?
by Zoltam Murgulov & Eduardo Roca

2010 Enhancing Contrarian Strategies: Evidence from Developed Markets Indices
by Mirela Malin & Graham Bornholt

2010 Government Intervention and the CDS Market: A Look at the Market's Response to Policy Announcements During the 2007-2009 Financial Crisis
by Caitlin Ann Greatrex & Erick W. Rengifo

2010 Manipulation des Börsenkurses durch gezielte Informationspolitik im Rahmen von Squeeze-Outs? – Eine empirische Untersuchung am deutschen Kapitalmarkt
by Holger Daske & Moritz Bassemir & Felix F. Fischer

2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

2010 Isobars and the Efficient Market Hypothesis
by Kristýna Ivanková

2010 Relationship between Czech and European developed stock markets: DCC MVGARCH analysis
by Michael Princ

2010 Tail Behavior of the Central European Stock Markets during the Financial Crisis
by Jozef Barunik & Lukas Vacha & Miloslav Vosvrda

2010 The Price and Risk Effects of Option Introductions on the Nordic Markets
by Staffan Linden

2010 How do unanticipated discoveries of oil fields affect the oil price?
by Lisa Leinert

2010 Connected stocks
by Miguel Anton & Christopher Polk

2010 Financial Contagion and the Real Economy
by Dirk G. Baur

2010 Market Efficiency Test in the VIX Futures Market
by Jian Zhang & Lee W. Sanning & Sherrill Shaffer

2010 The method of simulated quantiles
by Yves Dominicy & David Veredas

2010 The impact of macroeconomic news on quote adjustments, noise and informational volatility
by Nikolaus Hautsch & Dieter Hess & David Veredas

2010 Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
by Manzano, Carolina & Vives, Xavier

2010 How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?
by Ariane Szafarz

2010 Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
by Cosmin L. Ilut

2010 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
by Tim Bollerslev & Natalia Sizova & George Tauchen

2010 Volatility Jumps
by Viktor Todorov & George Tauchen

2010 Social responsibility and mean-variance portfolio selection
by Bastien Drut

2010 Case Study of Three German Banks Stuck in the Subprime Crisis
by Peixin Zhang

2010 Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century
by Laura Spierdijk & Jacob Bikker & Pieter van den Hoek

2010 Time-Varying Spot and Futures Oil Price Dynamics
by Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi

2010 Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market
by Christos Kollias & Efthalia Manou & Stephanos Papadamou & Apostolos Stagiannis

2010 Terrorism and Capital Markets: The Effects of the Istanbul Bombings
by Nikos Christofis & Christos Kollias & Stephanos Papadamou & Apostolos Stagiannis

2010 Leverage Causes Fat Tails and Clustered Volatility
by Stefan Thurner & J. Doyne Farmer & John Geanakoplos

2010 Leverage Causes Fat Tails and Clustered Volatility
by Stefan Thurner & J. Doyne Farmer & John Geanakoplos

2010 U.S. Monetary Shocks and Global Stock Prices
by Laeven, Luc & Tong, Hui

2010 Investors' horizons and the Amplification of Market Shocks
by Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta

2010 Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity
by Manzano, Carolina & Vives, Xavier

2010 Uncertainty about Government Policy and Stock Prices
by Pástor, Luboš & Veronesi, Pietro

2010 Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns
by Albuquerque, Rui

2010 A Transaction Data Study of the Forward Bias Puzzle
by Breedon, Francis & Rime, Dagfinn & Vitale, Paolo

2010 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
by Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

2010 Conflicts of Interest, Reputation, and the Interwar Debt Crisis: Banksters or Bad Luck?
by Flandreau, Marc & Gaillard, Norbert & Panizza, Ugo

2010 Performance Maximization of Actively Managed Funds
by Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu

2010 Asset Auctions, Information, and Liquidity
by Vives, Xavier

2010 Trading Frenzies and Their Impact on Real Investment
by Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy

2010 Learning and Complementarities: Implications for Speculative Attacks
by Goldstein, Itay & Ozdenoren, Emre & Yuan, Kathy

2010 The effects of a change in market abuse regulation on abnormal returns and volumes: Evidence from the Amsterdam stock market
by Bas ter Weel & T. Prevoo

2010 Monetary Policy and Commodity Prices: an endogenous analysis using an SVAR approach
by Luz Adriana Flórez

2010 Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano
by Carlos León & Francisco Vivas

2010 Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica
by Jhonatan Pérez Villalobos & Juan Carlos Mendoza de Gutiérrez de Piñeres

2010 Scarring Recessions and Credit Constraints: Evidence from Colombian Plant Dynamics
by Marcela Eslava & Arturo Galindo & Marc Hofstetter & Alejandro Izquierdo

2010 Seasoned Equity Offerings by Small and Medium-Sized Enterprises
by Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret

2010 The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs
by Cécile Carpentier & Douglas Cumming & Jean-Marc Suret

2010 Are Under- and Over-reaction the Same Matter? A Price Inertia based Account
by Shengle Lin & Stephen Rassenti

2010 Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change
by Zhihua CHEN & Aziz A. LOOKMAN & Norman SCHURHOFF & Duane J. SEPPI

2010 Former CEO Directors: Lingering CEOs or Valuable Resources?
by Rüdiger FAHLENBRACH & Bernadette A. MINTON & Carrie H. PAN

2010 Is the Price Kernel Monotone?
by Giovanni BARONE-ADESI & Hakim DALL'O

2010 Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity
by Carolina Manzano & Xavier Vives

2010 Predictability of Asset Returns and the Efficient Market Hypothesis
by M. Hashem Pesaran

2010 Time-Varying Spot and Futures Oil Price Dynamics
by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi

2010 A Critique of the Literature on the US Financial Debt Crisis
by Jerome L. Stein

2010 Asset Auctions, Information, and Liquidity
by Xavier Vives

2010 Liquidity and Economic Fluctuations
by Filippo Taddei

2010 Piety and Profits: Stock Market Anomaly during the Muslim Holy Month
by Jedrzej Bialkowski & Ahmad Etebari & Tomasz Piotr Wisniewski

2010 The Mechanism of Voting Efficiency
by Schouten, M.C.

2010 Predictability of Asset Returns and the Efficient Market Hypothesis
by Pesaran, M.H.

2010 Impacts of Personality on Herding in Financial Decision-Making
by Baddeley, M. & Burke, C. & Schultz, W. & Tobler, T.

2010 Is a CEO Turnover Good or Bad News?
by Axel Kind & Yves Schläpfer

2010 Price Discovery in Currency Markets
by Carol Osler & Alexander Mende & Lukas Menkhoff

2010 Credit allocation, capital requirements and output
by Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo

2010 Stock market reaction to debt financing arrangements in Russia
by Godlewski, Christophe J. & Fungáčová, Zuzana & Weill, Laurent

2010 A Transaction Data Study of the Forward Bias Puzzle
by Francis Breedon & Dagfinn Rime & Paolo Vital

2010 Mental accounting in the housing market
by Johan Almenberg & Artashes Karapetyan

2010 Sentiment, Convergence of Opinion, and Market Crash
by Qingwei Wang

2010 Credit ratings in structured finance and the role of systemic risk
by Roberto Violi

2010 Information uncertainty and the reaction of stock prices to news
by Paolo Angelini & Giovanni Guazzarotti

2010 Financial innovation and risk: the role of information
by Roberto Piazza

2010 Text Mining and the Information Content of Bank of Canada Communications
by Scott Hendry & Alison Madeley

2010 Idiosyncratic Coskewness and Equity Return Anomalies
by Fousseni Chabi-Yo & Jun Yang

2010 Behavioral Aspects of Investment Fund's Markets: Are Good Managers Lucky or Skilled?
by Sílvia Bou & Magda Cayón

2010 CO2 spot and futures price analysis for EEX and ECX
by Carlos Pinho & Mara Madaleno

2010 Level Shifts in Volatility and the Implied-Realized Volatility Relation
by Bent Jesper Christensen & Paolo Santucci de Magistris

2010 Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns
by Leonidas Tsiaras

2010 The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
by Leonidas Tsiaras

2010 Selected Essays in Stock Market Liquidity. Innovative XLM Measure at the Frankfurt Stock Exchange: Cloudy Skies, Time of the Day and the Role of Designated Sponsors for Stock Market Liquidity
by Verrier, Tatjana

2010 The Quest for Stability: the view of financial institutions
by Hans J. Blommestein & Lex H. Hoogduin & Jolanda J.W. Peeters & Wim W. Boonstra & Verónica Vallés & Christian Weistroffer & Stephan Schulmeister

2010 Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models
by Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank

2010 Information efficiency and financial stability
by Caccioli, Fabio & Marsili, Matteo

2010 Random Walk Theory and Exchange Rate Dynamics in Transition Economies
by Nikola Gradojević & Vladimir Djaković & Goran Andjelić

2010 Do Capital Markets Value Earnings And Cash Flows Alike? International Empirical Evidence
by Melita CHARITOU & Petros LOIS & Adamos VLITTIS

2010 Asset Auctions, Information, and Liquidity
by Xavier Vives

2010 Cycles, Shocks, And Sentiment: Reunification, Realignment Of Public Spending And The Cyclical Growth-National Sporting Succes Nexus
by Bernd SÜSSMUTH & Malte HEYNE

2010 Do Dividend Announcements Affect The Stock Prices in The Greek Stock Market?
by Athanasios Vazakidis & Stergios Athianos

2010 Macroeconomic Fundamentals and Stock Return Dynamics: International Evidence from the Global Finance Area
by Ezzeddine ABAOUB & Mongi ARFAOUI & Hammadi SLITI

2010 Theory of Argumentation in Financial Markets
by Fernando Estrada

2010 The Effect Of Annual Earnings Announcement Delay On Stock Returns
by Xiaolou YANG

2010 Autocorrelation, return horizons, and momentum in stock returns
by Ming-Shiun Pan

2010 Competition, Efficiency And Stability In Albanian Banking System
by SUELA KRISTO & SERVETE GRUDA

2010 Symposium - Market Inefficiency in Person-to-Person Betting: Examining ‘Known Loser’ Insider Trading on the Exchanges
by David Marginson

2010 Symposium -An Empirical Examination of the Parimutuel Sports Lottery Market versus the Bookmaker Market
by Jaiho Chung & Joon Ho Hwang

2010 Symposium - Gambling, Prediction Markets and Public Policy
by David Paton & Donald S. Siegel & Leighton Vaughan Williams

2010 Efficiency, Effectiveness and Performance of the Public Sector
by Mihaiu, Diana Marieta & Opreana, Alin & Cristescu, Marian Pompiliu

2010 Economists’ hubris — the case of equity asset management
by Shojai, Shahin & Feiger, George & Kumar, Rajesh

2010 Una Explicación Del Efecto Herding Desde El Mercado De Derivados
by NATIVIDAD BLASCO DE LAS HERAS & SANDRA FERRERUELA GARCÉS & PILAR CORREDOR CASADO

2010 Dinámica Del Volumen, Información Y Estructura De Propiedad
by CRISTINA DEL RÍO & RAFAEL SANTAMARÍA

2010 Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución
by Paul Woolley

2010 Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
by Ladislav Krištoufek

2010 Analysis of the Impact of Weather on Trading in Equity Markets
by David Havlíček

2010 Implications Of Cross-Border Mergers And Acquisitions In The Polish Banking Sector In The Context Of The Global Financial Crisis
by Zbigniew Korzeb

2010 The causes of the 1997 Asian crisis. The start of subprime crisis
by Mihut Marius

2010 The Role of Investment in Terms of Crisis
by Sarac Aldea Laura & Mitea Neluta

2010 The IPO Underpricing Phenomenon – An Analysis of the Romanian Capital Market
by Phd. Sandu Diana Ramona

2010 The Bucharest Stoc Exchange In The Context Of Economic Crisys
by RASCOLEAN ILIE & SZABO ROBERT

2010 Behavioral Biases In Trading Securities
by Dedu Vasile & Turcan Radu Olimpiu Calin & Turcan Ciprian Sebastian

2010 Impact Of Financial Crisis On Construction Firm`S Cost Of Capital
by Nistor Ioan & Ulici (Ciupac-Ulici) Maria & Schiau (Macavei) Laura Liana

2010 Voluntary Disclosure And Performance In Time Of Economic Instability. The Case Study Of Turism Felix Company
by Popa Dorina Nicoleta & Balint Platon Judit & Bogdan Victoria

2010 Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?
by Jesús Crespo Cuaresma & Tomáš Slacík

2010 Bank Governance and Financial Stability in CESEE: A Review of the Literature
by Sándor Gardó

2010 Board Structure and Corporate Performance
by Ozgur Arslan & Mehmet Baha Karan & Cihan Eksi

2010 A Multi-Agent Computational Model of Trade (Enghish version)
by Romulus-Catalin DAMACEANU

2010 Reaction of Stock Prices to Dividend Announcements and Market Efficiency in Pakistan
by Muhammad Akbar & Humayun Habib Baig

2010 A közép-kelet-európai bankfúziók eredményessége
by Lublóy, Ágnes & Tóth, Eszter

2010 Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach
by Soobin Kim & Chang Sik Kim

2010 The Effects of a Change in Market Abuse Regulation on Abnormal Returns and Volumes: Evidence from the Amsterdam Stock Market
by Tyas Prevoo & Bas Weel

2010 Modeling Volatility in Emerging Stock Markets Of India And China
by Prashant Joshi

2010 Explaining exchange rate movements: an application of the market microstructure approach on the Pakistani foreign exchange market
by Abdul Jalil1 & Mete Feridun

2010 Asimetrik Enformasyon Isiginda Halka Arzlarin Uzun Donemli Performanslarinin Degerlendirilmesi
by Ayca TUKEL

2010 Küresel Finansal Krizin Isletmelerin Etkinlik ve Performans Duzeylerine Etkileri: 2008 Finansal Kriz Ornegi
by Abdulkadir KAYA & Unal GULHAN

2010 The Transaction Network in Japan fs Interbank Money Markets
by Kei Imakubo & Yutaka Soejima

2010 Using Intraday Data to Gauge Financial Market Responses to Federal Reserve and ECB Monetary Policy Decisions
by Magnus Andersson

2010 What Factors Drive Takeovers in Australia?
by Joshua Porter & Harminder Singh

2010 Corporate Spin-Offs And Shareholders' Value: Evidence From Singapore
by Md Hamid Uddin

2010 Discretionary Deletions From The S&P 500 Index: Evidence On Forecasted And Realized Earnings
by Stoyu I. Ivanov

2010 Financial Market Reactions To Earnings Announcements And Earnings Forecast Revisions: Evidence From The U.S. And China
by Michael J. Gift & Paul Gift & YeQing Yang

2010 Macroeconomic Activity And The Malaysian Stock Market: Empirical Evidence Of Dynamic Relations
by R. Ratneswary V. Rasiah

2010 The Impact Of Deregulation On Stock Market Efficiency
by Yen-Hsien Lee

2010 Are All Individual Investors Equally Prone to the Disposition Effect All the Time? New Evidence from a Small Market
by Cristiana Cerqueira Leal, Manuel J. Rocha Armada, João L. C. Duque

2010 Can Market Actors Help Monitor European Banks?
by Anissa Naouar

2010 A CGE Analysis of Oil Price Change
by Meng Li

2010 Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
by Ladislav Krištoufek

2010 Tail Behavior of the Central European Stock Markets during the Financial Crisis
by Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda

2010 Uninformed Traders in European Stock Markets
by Salvatore Modica

2010 The Residual Value Models: A Framework for Business Administration
by Konstantinos J. Liapis

2010 Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment
by Lorne N. Switzer & Haibo Fan

2010 Stackelberg real-leader in an insider trading model
by Leonard F.S. Wang & Ya-Chin Wang

2010 Releasing of restricted shares, firm quality, and market trading activity
by Xiao-dong Xu & Xia Wang & Yi Jin

2010 Asymmetric information, firm investment and stock prices
by Dongmin Kong & Tusheng Xiao & Shasha Liu

2010 Outliers and the Halloween Effect: Comment on Maberly and Pierce
by H. Douglas Witte

2010 Nepotpuno tržište i nerazvijenost doma?e ekonomije: Slu?aj Crne gore
by Milenko Popovi?

2010 Heat waves or Meteor showers: Empirical evidence from the stock markets
by Boppana Nagarjuna & Varadi Vijay Kumar

2010 A Study Of Size Effect And Macroeconomics Factors In New York Stock Exchange Stock Returns
by SHUBITA, Moade Fawzi & AL-SHARKAS, Adel A.

2010 Riesterrente: Politik ohne Marktbeobachtung
by Kornelia Hagen & Lucia A. Reisch

2010 Les performances économiques et boursières à long terme des sociétés introduites en bourse:le cas du marché français (1990-2003)
by Hatem Mansali & Florence Labégorre

2010 Propuesta de modelo financiero para crecimiento corporativo sostenible
by Giovanni E. Reyes & Andrea Briceño M.

2010 La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009
by María Rosa Álvarez Castrillón & Andrés Ramírez Hassan & Alejandro Rendón Barrera

2010 Ventas en Corto: Analisis comparativo y propuesta para su implementación en el mercado de valores colombiano
by Angelo Gutiérrez & Nazly Múnera

2010 Ventas en Corto: discusión regulatoria y propuesta para Colombia
by Ana Maria Prieto

2010 Análisis comparado de los contratos marco para operaciones con derivados
by Iván Eduardo Rozo & Lina Maria Contreras & Laura Maria Gallego

2010 Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV
by Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Velásquez Ceballos

2010 Análisis del efecto día de semana en los mercados accionarios latinoamericanos
by Kristjanpoller Rodríguez, Werner

2010 Construcción de un modelo de scoring para el otorgamiento de crédito en una entidad financiera
by Ochoa P., Juan Camilo & Galeano M., Wilinton & Agudelo V., Luis Gabriel

2010 Stock Market Wealth-Effects During Privatization Initial Public Offers In Chile (1984-1989)
by ROBERTO J. SANTILLÁN SALGADO

2010 Performance Evaluation, Fund Selection And Portfolio Allocation Applied To Colombia´S Pension Funds
by LUIS BERGGRUN PRECIADO & FERNANDO JARAMILLO RECIO

2010 Caos en el mercado de commodities
by Christian Espinosa Méndez

2010 Sovereign Wealth Funds as Domestic Investors of Last Resort During Crises
by Hélène Raymond

2010 Greenspan, Dodd-Frank and Stochastic Optimal Control
by Jerome L. Stein

2010 Nonlinear Properties, Complexity, and Emergence in the Governance Of the World Trade Organization
by Roger W Clark & George C Philippatos

2010 Estimating Stocks Return with Decomposition of the Book-to-Market Ratio: Evidences from Bovespa
by Juliano Ribeiro de Almeida & William Eid Jr.

2010 Learning Theory and Equity Valuation: an Empirical Analysis
by Antonio Zoratto Sanvicente & Renato Teles Delgado

2010 Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)
by Mehmet Hasan Eken & Taylan Ozgür Uner

2010 The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange
by Faruk Bostanci & Saim Kilic

2010 Testing The Efficient Market Hypothesis From The Informational Point Of View - The Case Of The Romanian Capital Market
by BRATIAN Vasile Radu & TARAN-MOROSAN Adrian

2010 Efficiency Measurement in Deposit Banks Using Data Envelopment Analysis and Data Mining
by Ibrahim Halil Seyrek & H. Ali Ata

2010 Call Money Interest Rate Determinants in Argentina
by Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo

2010 Shareholder value creation and risks in European banks
by Franco Fiordelisi

2010 Indústria Brasileira e o Racionamento de Crédito: Uma Análise do Comportamento dos Bancos sob Informações Assimétricas
by Bruno Ferreira Frascaroli & Nelson Leitão Paes & Francisco de Sousa Ramos

2010 The Impacts of Interest Rate on Stock Market: Empirical Evidence from Dhaka Stock Exchange
by Md. Gazi Salah Uddin & Md. Mahmudul Alam

2010 Index of Bangladesh as a destination of FDI: an assessment of FDI impact on socio-economic development
by Bakhtiar Rana & Bazlur Rahman

2010 The integration of capital markets: correlation analysis
by Ioan TRENCA & Eva DEZSI

2010 The impact of Lehman Brothers on Romanian banks listed on BVB
by Ioan NISTOR & Maria ULICI

2010 Applicability of the EWMA model to estimate the volatility of Istanbul stock exchange bonds and bills market
by Riza ASIKOGLU & Canturk KAYAHAN

2010 A Model Of Construction Of A Minimum Risk Portfolio Based On Markowitz Portfolio Theory. Application On Bucharest Stock Exchange
by Prof. Carmen Corduneanu Ph. D & Assist. Laura Raisa Miloș Ph. D

2010 Classical Lassical And Behavioural Finance In Investor Decision
by Lect. Aurora Murgea Ph. D

2010 A Cross-Industry Analysis Of Investors’ Reaction To Unexpected Market Surprises: Evidence From Nasdaq Sector-Indices
by Peter J. Bush & Seyed M. Mehdian & Mark J. Perry

2010 Testing the Weak-form Market Efficiency and the Day of the Week Effects of some African Countries
by Michael Batuo Enowbi & Francesco Guidi & Kupukile Mlambo

2010 What the Stock Market Decline Means for the Financial Security and Retirement Choices of the Near-Retirement Population
by Alan L. Gustman & Thomas L. Steinmeier & Nahid Tabatabai

2010 Detecting Illegal Arms Trade
by Stefano DellaVigna & Eliana La Ferrara

2010, 3rd quarter update credit rating agencies
by Joel Shapiro

2009 Price discovery in spot and futures markets: A reconsideration
by Theissen, Erik

2009 Strategic trading and trade reporting by corporate insiders
by Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik

2009 What Ties Return Volatilities to Price Valuations and Fundamentals?
by Alexander David & Pietro Veronesi

2009 Neue Erkenntnisse zur Stimmrechtsprämie in Deutschland
by Jaron, Martin

2009 Noise Trading in Stamm- und Vorzugsaktien
by Jaron, Martin

2009 Does the Interdependence Between Capital Markets Change the Factors of Cost of Capital Assessment Models?
by Maria PASCU-NEDELCU & Ioana Diana PAUN

2009 The Fundamental Analysis of Financial Instruments in the Context of Diverse Investing Styles
by Daniel MANATE & Paval FARCAS

2009 Analysis of Macro and Micro Economical Factors Impact on the Yields of Investments in Shares Marketable on BSE
by Georgiana PACESILA & Anamaria CIOBANU

2009 U.S. executive-branch transgressions in the depth of the 2007-09 financial crisis
by von Furstenberg, George

2009 The equity premium in 150 textbooks
by Fernandez, Pablo

2009 The financial crisis as a symbol of the failure of academic finance? (A methodological digression)
by Blommestein, Hans

2009 Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis
by J. Kung, James & Wong, Wing-Keung

2009 Short Sale Constraints and Stock Misvaluation: Daily Evidence on the Nasdaq
by Zhao, Min (Kevin)

2009 Information Transmission between International Stock Markets and Bucharest Stock Exchange during a Turbulent Period (2007-2009)
by Tudor Cristiana

2009 Long-Run Performance Evaluation of Journalists’ Stock Recommendations
by Alexander G. Kerl & Andreas Walter

2009 Risk Effect versus Delayed Price Response: The Case of the Post-Earnings-Announcement Drift in Germany
by Hans-Peter Burghof & Matthias Johannsen

2009 VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi
by Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK

2009 Türk hisse senedi piyasasının zayıf formda etkinliğinin testi
by Burcu ÖZCAN & Veli YILANCI

2009 Desempeño operacional posterior a la oferta pública inicial de acciones de las empresas chilenas
by González, Marcelo & Farías, Pablo

2009 El efecto momentum en la Bolsa Mexicana de Valores
by Muga, Luis & Santamaría, Rafael

2009 Mental accounting in the housing market
by Johan Almenberg & Artashes Karapetyan

2009 Return and Volatility Reactions to Monthly Announcements of Business Cycle Forecasts: An Event Study Based on High-Frequency Data
by Steiner, Christian & Groß, Anne & Entorf, Horst

2009 Testing the predictability and efficiency of securitized real estate markets
by Schindler, Felix & Rottke, Nico & Füss, Roland

2009 The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs
by Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel

2009 Long-term benefits from investing in international real estate
by Schindler, Felix

2009 Die Auswirkungen der Unternehmenstransparenz auf den Erfolg börsenorientierter Kapitalgesellschaften in Deutschland - Eine Darstellung des aktuellen Forschungsstandes
by Schmidt, Marko & Grigoleit, Jens & Nippa, Michael

2009 The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico
by Mendoza-Velázquez, Alfonso

2009 One Step at a Time: Do Threshold Patterns Matter in Public Good Provision?
by Asher, Sam & Casaburi, Lorenzo & Nikolov, Plamen & Ye, Maoliang

2009 Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models
by Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank

2009 Entwicklung eines Index für Schiffsbeteiligungen
by Küster Simic, André & Gabriel, Silke

2009 It's the market power, stupid! Stock return patterns in international bank M&A
by Hankir, Yassin & Rauch, Christian & Umber, Marc P.

2009 The economic function of credit rating agencies: what does the watchlist tell us?
by Bannier, Christina E. & Hirsch, Christian

2009 Quantifying high-frequency market reactions to real-time news sentiment announcements
by Groß-Klußmann, Axel & Hautsch, Nikolaus

2009 Price discovery in spot and futures markets: A reconsideration
by Theissen, Erik

2009 Fiscal stimulus and the promise of future spending cuts: A comment
by Wieland, Volker

2009 The market impact of a limit order
by Hautsch, Nikolaus & Huang, Ruihong

2009 Did fair-value accounting contribute to the financial crisis?
by Laux, Christian & Leuz, Christian

2009 Instabile Finanzmärkte
by Franke, Günter & Krahnen, Jan Pieter

2009 The crisis of fair value accounting: Making sense of the recent debate
by Laux, Christian & Leuz, Christian

2009 Trading the bond-CDS basis: The role of credit risk and liquidity
by Trapp, Monika

2009 Cross-sectional analysis of risk-neutral skewness
by Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan

2009 Naked short selling: The emperor`s new clothes?
by Yadav, Pradeep K. & Fotak, Veljko & Raman, Vikas

2009 Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE
by Yadav, Pradeep K. & Bardong, Florian & Bartram, Söhnke M.

2009 The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks
by Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan

2009 The impact of iceberg orders in limit order books
by Frey, Stefan & Sandås, Patrik

2009 Fundamental information in technical trading strategies
by Boonenkamp, Ute & Kempf, Alexander & Homburg, Carsten

2009 Political connectedness and firm performance: Evidence from Germany
by Niessen, Alexandra & Ruenzi, Stefan

2009 Net asset value discounts in listed private equity funds
by Lahr, Henry & Kaserer, Christoph

2009 International financial reporting standards and earnings Quality: the myth of voluntary vs. mandatory adoption
by Günther, Nina & Gegenfurtner, Bernhard & Kaserer, Christoph & Achleitner, Ann-Kristin

2009 The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany
by Fecht, Falko & Wedow, Michael

2009 Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market
by Völz, Manja & Wedow, Michael

2009 Zertifizierung von Verbriefungstransaktionen durch die True Sale International (TSI)
by Waldvogel, Felix

2009 Temporal information gaps and market efficiency: A dynamic behavioral analysis
by Witte, Björn-Christopher

2009 A simple model of a speculative housing market
by Dieci, Roberto & Westerhoff, Frank

2009 A simple agent-based financial market model: Direct interactions and comparisons of trading profits
by Westerhoff, Frank

2009 Detecting intentional herding: what lies beneath intraday data in the spanish stock market
by Natividad Blasco & Pilar Corredor & Sandra Ferreruela

2009 Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test
by Melike Bildirici & Sadiye Oktay

2009 Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock
by Piotr Orlowski

2009 High-Frequency and Model-Free Volatility Estimators
by Robert Ślepaczuk & Grzegorz Zakrzewski

2009 Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices
by Robert Ślepaczuk & Grzegorz Zakrzewski

2009 Regulating Financial Innovations Without Apology
by Pol, Eduardo

2009 Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment
by Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano

2009 Short-Horizon Return Predictability in International Equity Markets
by Abul Shamsuddin & Jae H Kim

2009 Intraday Trading Patterns: The Role of Timing
by Katya Malinova & Andreas Park

2009 Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
by Katya Malinova & Andreas Park

2009 Trading Volume in Dealer Markets
by Katya Malinova & Andreas Park

2009 Coexistence and Dynamics of Overconfidence and Strategic Incentives
by Bosquet, K. & de Goeij, P. C. & Smedts, K.

2009 An Empirical Analysis of Legal Insider Trading in the Netherlands
by Degryse, H.A. & de Jong, F.C.J.M. & Lefebvre, J.J.G.

2009 Accounting Discretion of Banks During a Financial Crisis
by Huizinga, H.P. & Laeven, L.

2009 Spot Variance Path Estimation and its Application to High Frequency Jump Testing
by Charles S. Bos & Pawel Janus & Siem Jan Koopman

2009 Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes
by Michel van der Wel & Albert Menkveld & Asani Sarkar

2009 Anticipación a e Impacto de los Anuncios Corporativos en las Américas
by Cruces, Juan José

2009 Does Volatility matter? Expectations of price return and variability in an asset pricing experiment
by Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto

2009 The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815–2007
by Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra

2009 How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?
by Ariane Szafarz

2009 Short-Selling Bans around the World: Evidence from the 2007-09 Crisis
by Alessandro Beber & Marco Pagano

2009 Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks
by Ryans Bartens & Shakill Hassan

2009 Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
by M. FRÖMMEL & N. KISS M & K. PINTÉR & -

2009 Adverse Selection and Risk Aversion in Capital Markets
by Braido, Luis & da Costa, Carlos & Dahlby, Bev

2009 Impact des résultats passés sur l’aversion au risque de l’investisseur (The impact of past results on the investor's risk)
by Eric VERNIER & Aymeric BOUCHIE DE BELLE

2009 Time Varying Volatility and the Cross-Section of Equity Returns
by Chris Brooks & Xiafei Li & Joelle Miffre

2009 HACking at Non-linearity: Evidence from Stocks and Bonds
by Robert J Bianchi & Adam E Clements & Michael E Drew

2009 Optimal Clearing Arrangements for Financial Trades
by Thorsten Koeppl & Cyril Monnet & Ted Temzelides

2009 Do Neighbors of Host Countries Matter to Aggregate US FDI Outflows?
by Francis M. Kemegue

2009 Pattern of Interdependence of Aggregate FDI from the Same Source Country
by Francis M. Kemegue

2009 Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns
by Anginer, Deniz & Yildizhan, Celim

2009 Random Walk and Multiple Structural Breaks In Thai Stock Market
by Chancharat, Surachai & Kamalian, Amin Reza & Valadkhani, Abbas

2009 Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review
by Hiremath, Gourishankar S

2009 On the random walk characteristics of stock returns in India
by Hiremath, Gourishankar S & Bandi, Kamaiah

2009 Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange
by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel

2009 Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis
by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel

2009 Changes in the monthly effects from the Romanian foreign exchange market
by Dumitriu, Ramona & Nistor, Costel & Stefanescu, Razvan

2009 Performance metrics for algorithmic traders
by Rosenthal, Dale W.R.

2009 Does the weather affect stock market volatility?
by Daskalakis, George & Symeonidis, Lazaros & Markellos, Raphael

2009 Revisiting the merger and acquisition performance of European banks
by Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P.

2009 Exploiting price misalignements
by Rambaccussing, Dooruj

2009 Stock Market's Reaction to Monetary Policy Announcements in India
by Sasidharan, Anand

2009 Does seasonality persists in Indian stock markets?
by Sasidharan, Anand

2009 Ranking the stocks listed on Bovespa according to their relative efficiency
by Giglio, Ricardo & Da Silva, Sergio

2009 The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets
by Giovanis, Eleftherios

2009 Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB
by Giovanis, Eleftherios

2009 Testing the Weak Form Efficiency in Pakistan’s Equity, Badla and Money Markets
by Rashid, Abdul & Husain, Fazal

2009 The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange
by Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa

2009 Structural Changes in India's Stock Markets' Efficiency
by Sasidharan, Anand

2009 The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?
by El Bouhadi, Abdelhamid & Achibane, Khalid

2009 Structural Changes in India's Stock Markets' Efficiency
by Sasidharan, Anand

2009 Testing the weak-form market efficiency and the day of the week effects of some African countries
by Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile

2009 What determines IPO underpricing ? Evidence from a frontier market
by Boudriga, Abdelkader & Ben Slama, Sarra & Boulila, Neila

2009 Credit Derivatives and Sovereign Debt Crises
by Goderis, Benedikt & Wagner, Wolf

2009 Volatility spillover in Indonesia, USA, and Japan capital market
by Mulyadi, Martin Surya

2009 The day of the week effects in Indonesia, Singapore, and Malaysia stock market
by Anwar, Yunita & Mulyadi, Martin Surya

2009 Click to download data: an event study of Internet access to economic statistics
by Tokel, O. Emre & Yucel, M. Eray

2009 Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy
by Hernandez-Verme, Paula & Wang, Wen-Yao

2009 Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
by Kristoufek, Ladislav

2009 Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range
by Kristoufek, Ladislav

2009 US Industry-Level Returns and Oil Prices
by Fan, Qinbin & Jahan-Parvar, Mohammad R.

2009 “Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro
by Boainain, Pedro G. & Valls Pereira, Pedro L.

2009 Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change
by Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar

2009 Regional disparities and investment-cash flow sensitivity: Evidence from Chinese listed firms
by Sun, Jianjun & Yamori, Nobuyoshi

2009 Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries
by Habibullah, M.S. & Baharom, A.H. & Fong, Kin Hing

2009 Does Coarse Thinking Matter for Option Pricing? Evidence from an Experiment
by Siddiqi, Hammad

2009 Learning-Testing Process in Classroom: An Empirical Simulation Model
by Buda, Rodolphe

2009 Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock
by Kenjiro Hirayama & Yoshiro Tsutsui

2009 Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
by Hideaki Sakawa & Masato Ubukata

2009 Asset markets can achieve efficiency in the directed search framework
by Shoko Morimoto

2009 Did the ETF enhance arbitrage between cash and futures of the Nikkei225?
by Youki Kohsaka

2009 Prudential Regulation and Competition in Financial Markets
by Rudiger Ahrend & Jens Arnold & Fabrice Murtin

2009 Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD
by Nick Smyth

2009 Capital Mobility and Asset Pricing
by Darrell Duffie & Bruno Strulovici

2009 Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets
by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan

2009 Profiting from Regulation: An Event Study of the EU Carbon Market
by James B. Bushnell & Howard Chong & Erin T. Mansur

2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
by Òscar Jordà & Alan M. Taylor

2009 Decentralized Trading with Private Information
by Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski

2009 An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
by Ravi Bansal & Dana Kiku & Amir Yaron

2009 Credit Default Swaps and the Credit Crisis
by René M. Stulz

2009 Tiebreaker: Certification and Multiple Credit Ratings
by Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann

2009 Persuasion: Empirical Evidence
by Stefano DellaVigna & Matthew Gentzkow

2009 Haircuts
by Gary B. Gorton & Andrew Metrick

2009 The Determinants of Stock and Bond Return Comovements
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht

2009 Asset Return Dynamics under Bad Environment Good Environment Fundamentals
by Geert Bekaert & Eric Engstrom

2009 Market Selection
by Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield

2009 The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007
by Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra

2009 Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry
by Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan

2009 Inflation and the Stock Market:Understanding the "Fed Model"
by Geert Bekaert & Eric Engstrom

2009 Watch What I Do, Not What I Say: The Unintended Consequences of the Homeland Investment Act
by Dhammika Dharmapala & C. Fritz Foley & Kristin J. Forbes

2009 When are Analyst Recommendation Changes Influential?
by Roger K. Loh & René M. Stulz

2009 The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover
by Gary B. Gorton & Lixin Huang & Qiang Kang

2009 What's the "Interest" in FDA Drug Advisory Committee Conflicts of Interest?
by Joseph Golec & John Vernon

2009 Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?
by Söhnke M. Bartram & Gregory Brown & René M. Stulz

2009 Disclosure and the Cost of Capital: Evidence from Firms' Responses to the Enron Shock
by Christian Leuz & Catherine Schrand

2009 Information Asymmetry, Information Precision, and the Cost of Capital
by Richard A. Lambert & Christian Leuz & Robert E. Verrecchia

2009 Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks
by Jung-Wook Kim & Jason Lee & Randall Morck

2009 The reception of public signals in financial markets – what if central bank communication becomes stale?
by Michael Ehrmann & David Sondermann

2009 Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response
by Mokhtar Darmoul & Mokhtar Kouki

2009 Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period
by Mokhtar Darmoul & Mokhtar Kouki

2009 High Watermarks of Market Risks
by Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel

2009 Leverage Bubbles
by Fares Triki

2009 Informed Trading in Parallel Bond Markets
by Paiardini, Paola

2009 The skew pattern of implied volatility in the DAX index options market
by Silvia Muzzioli

2009 The skew pattern of implied volatility in the DAX index options market
by Silvia Muzzioli

2009 Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
by Michael Frömmel & Norbert Kiss M. & Klára Pintér

2009 Postal payment services in Hungary
by Anikó Turján

2009 The information content of Hungarian sovereign CDS spreads
by Lóránt Varga

2009 Secondary market trading infrastructure of government securities
by Csaba Balogh & Gergely Kóczán

2009 Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach
by David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis

2009 The Impact of U.S. Central Bank Communication on European and Pacific Equity Markets
by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch

2009 Federal Reserve Communications and Emerging Equity Markets
by Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch

2009 Domestic or U.S. News: What Drives Canadian Financial Markets?
by Bernd Hayo & Matthias Neuenkirch

2009 Structured Finance, Risk Management, and the Recent Financial Crisis
by Georges Dionne

2009 Short-Horizon Return Predictability in International Equity Markets
by Abul Shamsuddin & Jae H Kim

2009 Do S&P's Corporate Ratings Reflect Credit Shocks?
by Elsas, Ralf & Sabine, Mielert

2009 Building an Artificial Stock Market Populated by Reinforcement-Learning Agents
by Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas

2009 Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach
by Tomas Ramanauskas

2009 Financial Liberalisation and Stock Market Volatility: The Case of Indonesia
by Gregory James & Michail Karoglou

2009 The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares
by Fei Jiang & Lawrence Leger

2009 Financial Signaling by Innovative Nascent Entrepreneurs
by David B. Audretsch & Werner Bönte & Prashanth Mahagaonkar

2009 Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries
by Rosa Borges

2009 Incentives to Issue Low-Quality Securitized Products in the OTD Business Model
by Masazumi Hattori & Kazuhiko Ohashi

2009 Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
by Rasmus Fatum

2009 Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing
by Vincent Brousseau & Alexandre Chailloux & Alain Durré

2009 Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment
by Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano

2009 Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements
by Axel Groß-Klußmann & Nikolaus Hautsch

2009 The Market Impact of a Limit Order
by Nikolaus Hautsch & Ruihong Huang

2009 Measuring the effects of geographical distance on stock market correlation
by Stefanie Eckel & Gunter Löffler & Alina Maurer & Volker Schmidt

2009 Pricing Bermudan options using regression: optimal rates of convergence for lower estimates
by Denis Belomestny

2009 Transparency through Financial Claims with Fingerprints – A Free Market Mechanism for Preventing Mortgage Securitization Induced Financial Crises
by Helmut Gründl & Thomas Post

2009 Measuring the Interdependence of Banks in Hong Kong
by Tom Fong & Laurence Fung & Lillie Lam & Ip-wing Yu

2009 Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008
by Laurence Fung & Ip-wing Yu

2009 The Credibility of the Link from the Perspective of Modern Financial Theory
by Hans Genberg & Cho-hoi Hui

2009 Profitability of Technical Trading Rules on the Baltic Stock Markets
by Lönnbark, Carl & Soultanaeva, Albina

2009 Mental Accounting in the Housing Market
by Almenberg, Johan & Karapetyan, Artashes

2009 Mental Accounting in the Housing Market
by Almenberg, Johan & Karapetyan, Artashes

2009 Introducing a spread into the Kyle model
by Salomonsson, Marcus

2009 Stock returns in relation to environmental, social and governance performance: mispricing or compensation for risk?
by Manescu, Cristiana

2009 Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban
by Hansson, Fredrik & Rüdow Fors, Erik

2009 Inflation, Growth and Exchange Rate Regimes in Small Open Economies
by Paula Hernandez-Verme

2009 Small Open Economies with Frictions in Credit Markets: Target inflation or money growth when floating?
by Paula Hernandez-Verme

2009 The Goods and Services Tax (GST) and Non-Bank Lender Mortgage Costs: Empirical Evidence
by Allen Huang & Benjamin Liu

2009 The Goods and Services Tax (GST) and Bank Mortgage Costs: Empirical Evidence
by Allen Huang & Benjamin Liu

2009 Predictability of Future Index Returns based on the 52 Week High Strategy
by Mirela Malin & Graham Bornholt

2009 Optimal martingales and American option pricing
by Mario Cerrato & Abdollah Abbasyan

2009 Exchange rate forecasters’ performance: evidence of skill?
by Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky

2009 The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007
by Marc Flandreau & Juan H. Flores & Norbert Gaillard & Sebastián Nieto-Parra

2009 Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?
by Marc Flandreau & Norbert Gaillard & Ugo Panizza

2009 The microstructure of a U.S. Treasury ECN: the BrokerTec platform
by Fleming, Michael J. & Mizrach, Bruce & Nguyen, Giang

2009 Global, local, and contagious investor sentiment
by Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu

2009 Stock Prices in a Speculative Market: The Chinese Split-Share Reform
by Andrea Beltratti & Bernardo Bortolotti & Marianna Caccavaio

2009 Classical and modified rescaled range analysis: Sampling properties under heavy tails
by Ladislav Kristoufek

2009 Markets for Information: Of Inefficient Firewalls and Efficient Monopolies
by Antonio Cabrales & Piero Gottardi

2009 The Swedish model for resolving the banking crisis of 1991 - 93. Seven reasons why it was successful
by Lars Jonung

2009 Riding Bubbles
by Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B.

2009 Organizational diseconomies in the mutual fund industry
by Fabian Garavito

2009 Does beta move with news?: Systematic risk and firm-specific information flows
by Andrew J. Patton & Michela Verardo

2009 Market Reaction To The Announcement Of A Male-To-Female Ceo Turnover
by Amanda L. Coxbill & Lee W. Sanning & Sherrill Shaffer

2009 When Are Analyst Recommendation Changes Influential?
by Loh, Roger K. & Stulz, Rene M.

2009 Default Risk, Idiosyncratic Coskewness and Equity Returns
by Chabi-Yo, Fousseni & Yang, Jun

2009 Expected Returns and Volatility of Fama-French Factors
by Chabi-Yo, Fousseni

2009 Asset auctions, information and liquidity
by Vives, Xavier

2009 Equity lending markets and ownership structure
by Saffi, Pedro A.C. & Sturgess, Jason

2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
by Tim Bollerslev & Natalia Sizova & George Tauchen

2009 Efficiency versus Robustness of Markets - Why improving market efficiency should not be the only objective of market regulation
by Christoph Weber

2009 The effect of Sovereign Wealth Funds’ investments on stock markets
by Hélène Raymond

2009 The impact of stock spams on volatility
by Taoufik Bouraoui

2009 Modelling oil price expectations: evidence from survey data
by Georges Prat & Remzi Uctum

2009 The dynamics of U.S. equity risk premia: lessons from professionals'view
by Alain Abou & Georges Prat

2009 Fundamentals, Macroeconomic Announcements and Asset Prices
by Aymen Belgacem

2009 Has the Structural Break Slowed Down Growth Rates of Stock Markets?
by Paresh Kumar Narayan

2009 The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects
by Michael T. Chng & Gerard L. Gannon

2009 Dispersion of Information or Market Behaviour: General Public Trading in S&P500 Index Futures
by Gerard L. Gannon

2009 Evaluating Greek Equity Funds Using Data Envelopment Analysis
by Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas

2009 Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception
by Konstantinos Drakos

2009 Strategic Supply Function Competition with Private Information
by Xavier Vives

2009 Two-sided career concern and financial equilibrium
by Portilla, Yolanda

2009 Volatility and covariation of financial assets: a high-frequency analysis
by Karyampas, Dimitrios & Cartea, Álvaro

2009 The relationship between the volatility of returns and the number of jumps in financial markets
by Cartea, Álvaro & Karyampas, Dimitrios

2009 Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs
by Peña Sánchez de Rivera, Juan Ignacio & Romo, Juan & Mayordomo, Sergio

2009 Do Foreign Institutional Investors Destabilize China’s A-Share Markets?
by Michael Schuppli & Martin T. Bohl

2009 The Other January Effect: International Evidence
by Martin T. Bohl & Christian A. Salm

2009 Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets
by Martin T. Bohl & Michael Schuppli & Pierre L. Siklos

2009 Do Individual Index Futures Investors Destabilize the Underlying Spot Market?
by Martin T. Bohl & Christian A. Salm & Bernd Wilfling

2009 Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity
by Albuquerque, Rui

2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
by Jordà, Òscar & Taylor, Alan M.

2009 Short-Selling Bans around the World: Evidence from the 2007-09 Crisis
by Beber, Alessandro & Pagano, Marco

2009 Dynamic Trading and Asset Prices: Keynes vs. Hayek
by Cespa, Giovanni & Vives, Xavier

2009 Internal Rationality and Asset Prices
by Adam, Klaus & Marcet, Albert

2009 Accounting discretion of banks during a financial crisis
by Huizinga, Harry & Laeven, Luc

2009 The Exchange Rate Effect of Multi-Currency Risk Arbitrage
by Hau, Harald

2009 The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007
by Flandreau, Marc & Flores Zendejas, Juan Huitzilihuitl & Gaillard, Norbert & Nieto-Parra, Sebastián

2009 Crash Risk in Currency Markets
by Farhi, Emmanuel & Fraiberger, Samuel P. & Gabaix, Xavier & Rancière, Romain & Verdelhan, Adrien

2009 Limits of Limits of Arbitrage: Theory and Evidence
by Hombert, Johan & Thesmar, David

2009 Testing Asymmetric-Information Asset Pricing Models
by Kelly, Bryan & Ljungqvist, Alexander P.

2009 Financial Signalling by Innovative Nascent Entrepreneurs
by Audretsch, David B & Bönte, Werner & Mahagaonkar, Prashanth

2009 Bonus Payments and Fund Managers’ Behaviour: Trans-Atlantic Evidence
by Gehrig, Thomas & Lütje, Torben & Menkhoff, Lukas

2009 El mercado de acciones en Colombia: 1930-1998
by Ignacio Velez-Pareja

2009 ¿Que tan buenos son los patrones del IGBC para predecir su comportamiento?: una aplicación de datos de alta frecuencia
by Julio Cesar Alonso & Juan Carlos Garcia

2009 Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos
by Diego Alonso Agudelo Rueda & Álvarez L., A. Marcela & Osorno M., Yesica T.

2009 Clustering financial time series with variance ratio statistics
by Joao A. Bastos & Jorge Caiado

2009 The Value of Capital Market Regulation: IPOs versus Reverse Mergers
by Cécile Carpentier & Douglas Cumming & Jean-Marc Suret

2009 Long-run Performance Following Cross-Listing: A Re-examination
by Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret

2009 The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading
by Ramazan GENCA & Rajna GIBSON & Yi XUE

2009 Dynamic Investment and Financing under Asymmetric Information
by Erwan MORELLEC & Norman SCHURHOFF

2009 Contagion Effects of the Subprime Crisis in the European Nyse-Euronext Markets
by Paulo Horta & Carlos Mendes & Isabel Vieira

2009 Strategic Supply Function Competition with Private Information
by Xavier Vives

2009 Dynamic Trading and Asset Prices: Keynes vs. Hayek
by Giovanni Cespa & Xavier Vives

2009 An Empirical Analysis of Legal Insider Trading in the Netherlands
by Hans Degryse & Frank de Jong & Jérémie Lefebvre

2009 Exchange Rate Forecasters' Performance: Evidence of Skill?
by Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky

2009 Application of Stochastic Optimal Control to Financial Market Debt Crises
by Jerome L. Stein

2009 Understanding the Plott-Wit-Yang Paradox
by Katarina Kalovcova & Andreas Ortmann

2009 An Options Pricing Approach for CO2 Allowances in the EU ETS
by Beat Hintermann

2009 Allowance Price Drivers in the First Phase of the EU ETS
by Beat Hintermann

2009 Passive Investors, Active Traders and Strategic Delegation of Price Discovery
by Jezek, M.

2009 Herding, Contrarianism and Delay in Financial Market Trading
by Park, A. & Sgroi, D.

2009 Herding and Contrarian Behaviour in Financial Markets
by Park, A. & Sabourian, H.

2009 Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis
by Park, A. & Sgroi, D.

2009 Financial Signaling by Innovative Nascent Entrepreneurs
by David B. Audretsch & Prashanth Mahagaonkar & Werner Bönte

2009 Private information, stock markets, and exchange rates
by Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan

2009 To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements
by Adriana Korczak & Piotr Korczak & Meziane Lasfer

2009 Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks
by Piotr Korczak & Kate Phylaktis

2009 On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts
by Daniella Acker & Nigel W. Duck

2009 The Value and Risk of Defined Contribution Pension Schemes: International Evidence
by Edmund Cannon & Ian Tonks

2009 Overconfidence in Currency Markets
by Thomas Oberlechner & Carol Osler

2009 An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange
by Alexandros E. Milionis & Evangelia Papanagiotou

2009 Revisiting the Merger and Acquisition Performance of European Banks
by Ioannis Asimakopoulos & Panayiotis Athanasoglou,

2009 Credit allocation, capital requirements and procyclicality
by Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo

2009 Stock return seasonalities and investor structure : Evidence from China's B-share markets
by Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L.

2009 A Model of a Systemic Bank Run
by Harald Uhlig

2009 Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics
by José Gonzalo Rangel

2009 An assessment of financial sector rescue programmes
by Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini

2009 Cash, access to credit, and value creation in M&As
by José Manuel Campa & Ignacio Hernando

2009 Determinants of the Inter-Bank Interest Rate in Argentina
by Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo

2009 The Asian crisis: what did local stock markets expect?
by Alicia Garcia-Herrero & Jacob Gyntelberg & Andrea Tesei

2009 Credit Rationing and Exchange-Rate Stabilization: Examining the Relation between Financial Frictions, Exchange-Rate Volatility, Lending Rates, and Capital Inflows
by Gabriel Martinez

2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
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2009 Chinese Informal Financial Systems and Economic Growth --A Case Study of China's Small and Medium Enterprises
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2009 Efficiency of the Chilean stock market: A dynamic approach using volatility tests
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2009 Event studies and the importance of the estimation methodology
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2009 2002 German Federal Elections and Associated Energy Policy: How Were Energy Corporations Financially Affected?
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2009 Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma
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2009 La Economía Financiera Frente a la Crisis
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2009 Explaining Monetary Policy in Press Conferences
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2009 Improving Earnings per Share: An Illusory Motive in Stock Repurchases
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2009 Agent Based E-Market: Framework, Design, and Implementation
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2009 The relationship between risk and expected returns with incomplete information
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2009 Theoretical And Numerical Valuation Of Callable Bonds
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2009 Corporate Disclosures After The Eptember 11 Terrorist Attacks
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2009 Herding Momentum Effect And Feedback Trading Of Qualified Foreign Institutional Investors In The Taiwan Stock Market
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2009 Market States And The Profitability Of Momentum Strategies: Evidence From The Taiwan Stock Exchange
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2009 Do Dividend Clienteles Explain Price Reactions To Dividend Changes?
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2009 Top Management Compensation, Earnings Management And Default Risk: Insights From The Chinese Stock Market
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2009 Reexamination Of The Relationship Between Disclosure And Cost Of Capital
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2009 Information Spillovers In The Spot And Etf Indices In Taiwan
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2009 Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies
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2009 Dynamic Asset Allocation Using a Combined Criteria Decision System
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2009 Information Content and Intra-Industry Effect of Stock Splits: Evidence from Indonesia
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2009 Impact of Gender Diversity on Voluntary Disclosure in Annual Reports
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2009 Production Management And Market Constraints
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2009 Electricity Traffic over the Barriers of Networks: The Case of Germany and The Netherlands
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2009 Further Evidence on the Impact of Economic News on Interest Rates
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2009 Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock
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2009 Efectos de la Negociación Asincrónica en el Mercado de Acciones de México
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2009 Comportamiento asintótico del rendimiento sobre el capital y de la razón precio-utilidad
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2009 Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004
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2009 Stock Returns-Inflation Relation In India, 1980-2004
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2009 Verbraucherpolitik im Bereich der Finanzdienstleistungen muss mehr sein als Bereitstellung von Information
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2009 Rationale Marktübertreibungen im Zusammenhang der aktuellen Finanzmarktkrise
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2009 La performance à court et à long terme de l'acquéreur:l'impact de la détention d'une position de contrôle
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2009 Investor’s Perception of Value Creation in Environmental Strategies: The Impact of Past Environmental Performance on Future Stock Market Returns
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2009 Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information
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2009 Who Saw Sovereign Debt Crises Coming?
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2009 Los estudios de acontecimiento y la importancia de la metodología de estimación
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2009 Eficiencia del mercado accionario chileno: un enfoque dinámico usando tests de volatilidad
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2009 Análisis de la volatibilidad del IGBC en época de crisis (2005-2006)
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2009 Cuantificación de la reputación ambiental: una revisión de la literatura
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2009 Smart fund managers? Stupid money?
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2009 Testing for Random Walk Behavior in Euro Exchange Rates
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2009 Market Overreaction to Intangible Information
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2009 Market Reaction to the Approval of Stock Option Plans: an Event Study of Bovespa Listed Companies
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2009 Performance Comparison of Active and Passive Stock Funds
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2009 Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks
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2009 Bovespa New Markets Adoption - Novo Mercado, Nível 1 and Nível 2, Determinants and Consequences
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2009 Inflation Accounting and Stock Returns: Evidence From Istanbul Stock Exchange (ISE)
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2009 Jinx Numbers Effect
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2009 Further Out-of-Sample Tests of Simple Technical Trading Rules
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2009 ¿Cuán eficiente es la banca boliviana?: Una aproximación mediante fronteras estocásticas
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2009 The impact of the financial crisis on transfer systems
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2009 Predicting Bank Bankruptcies with Neuro Fuzzy Method
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2009 Financial Crises: Theory and Evidence
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2009 The financial information's vulnerability
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2009 An Empirical Investigation of the Weak-Form of the Efficient Market Hypothesis for the Nigerian Stock Exchange
by Bashir Tijjani & David Power & Suzanne Fifield

2009 The Nominal Share Price Puzzle
by William C. Weld & Roni Michaely & Richard H. Thaler & Shlomo Benartzi

2009 Deciphering the Liquidity and Credit Crunch 2007-2008
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2009 The U.S. Equity Return Premium: Past, Present, and Future
by J. Bradford DeLong & Konstantin Magin

2008 Price adjustment to news with uncertain precision
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2008 Do Investors Value High Levels of Regulation?
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2008 Conformism, Public News and Market Efficiency
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2008 Hype and Dump Manipulation
by Nevzat Eren & Han N. Ozsoylev

2008 THE HIDDEN HISTORY OF 9-11, 2nd edition, paperback
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2008 Widespread Corruption in Sports Gambling: Fact Or Fiction
by Richard Borghesi

2008 Comovement in Equity Price Indexes of the EU Stock Markets: The Information Contents of Samples of Different Frequency
by Yong U. Glasure & Massoud Metghalchi

2008 Vorteilhaftigkeit des börslichen Abendhandels aus Anlegersicht
by Christiane Goodfellow & Martin T. Bohl & Dirk Schiereck

2008 Das deutsche Bankensystem Befund – Probleme – Perspektiven (Teil II)
by Hannes Rehm

2008 Das deutsche Bankensystem Befund – Probleme – Perspektiven (Teil I)
by Hannes Rehm

2008 Open-End Real Estate Funds in Germany – Genesis and Crisis
by Christina E. Bannier & Falko Fecht & Marcel Tyrell

2008 Son düzenleme ve gelişmeler kapsamında bağımsız denetim ve muhasebe-denetim mesleğinin rolü: Sermaye piyasaları açısından bir değerlendirme
by Ali ALP & Zafer SAYAR

2008 Ödül beta yaklasımının Istanbul Menkul Kıymetler Borsası’nda uygulanması
by Sezgin DEMİR & Yusuf KADERLİ

2008 Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması
by Emin AVCI & Murat ÇİNKO

2008 Döviz kurlarının öngörüsünde stokastik oynaklık modelleri
by Alper ÖZÜN & Mehmet TÜRK

2008 Sendikasyon ve seküritizasyon kredileri anlaşmalarının borçlanan bankaların hisse fiyatlarına etkileri
by Sadık ÇUKUR & Mehmet ERYİĞİT & Seda DURAN

2008 İletişim Politikası ve Bekleyişlerin Yönetimi: Önemi ve TCMB Örneği
by Zeynep Özge YETKİN

2008 Manipulación de resultados en la banca chilena por medio de la estimación de incobrables
by Genoni, Gustavo & Niño, Jorge

2008 The Economic Impact of Olympic Games: Evidence from Stock Markets
by Dick, Christian D. & Wang, Qingwei

2008 International Stock Return Predictability Under Model Uncertainty
by Schrimpf, Andreas

2008 Quantitative forecast model for the application of the Black-Litterman approach
by Becker, Franziska & Gürtler, Marc

2008 Sentiment dynamics and stock returns: the case of the German stock market
by Lux, Thomas

2008 A Data-Reconstructed Fractional Volatility Model
by Mendes, Rui Vilela & Oliveira, Maria J.

2008 Informationseffizienz von Handelsplattformen für Schiffsfonds
by Küster Simic, André & Prigge, Stefan & Thönnessen, Rasmus

2008 Die Performance deutscher Aktienfonds: Lassen sich Selektions- und Timingfähigkeiten nachweisen und hat die Wahl des Performancemaßes einen Einfluss auf die Beurteilung?
by Rottmann, Horst & Franz, Thomas

2008 Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets
by Dreher, Axel & Moser, Christoph

2008 Geography or skills: what explains Fed Wachters' forecast accuracy of US monetary policy?
by Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel

2008 The diminishing liquidity premium
by Ben-Rephael, Azi & Kadan, Ohad & Wohl, Avi

2008 The impact of hidden liquidity in limit order books
by Frey, Stefan & Sandås, Patrik

2008 Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate
by Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel

2008 The quality of price formation at market openings and closings: Evidence from the Nasdaq stock market
by Pagano, Michael S. & Peng, Lin & Schwartz, Robert A.

2008 Insiders-outsiders, transparency and the value of the ticker
by Cespa, Giovanni & Foucault, Thierry

2008 On the correlation structure of microstructure noise in theory and practice
by Diebold, Francis X. & Strasser, Georg H.

2008 The future of securitization
by Franke, Günter & Krahnen, Jan Pieter

2008 Price adjustment to news with uncertain precision
by Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph

2008 Quantifying the efficiency of the Xetra LOB market: Detailed recipe
by Sperl, Miriam

2008 A partially linear approach to modelling the dynamics of spot and futures prices
by Gaul, Jürgen & Theissen, Erik

2008 Sooner or later: delays in trade reporting by corporate insiders
by Betzer, André & Theissen, Erik

2008 How do commodity futures respond to macroeconomic news?
by Hess, Dieter E. & Huang, He & Niessen-Ruenzi, Alexandra

2008 Economic consequences of private equity investments on the German stock market
by Achleitner, Ann-Kristin & Andres, Christian & Betzer, André & Weir, Charlie

2008 Market efficiency reloaded: why insider trades do not reveal exploitable information
by Dickgiesser, Sebastian & Kaserer, Christoph

2008 Uncertain private benefits and the decision to go public
by Ehrhardt, Olaf & Lahr, Henry

2008 Should Benchmark Indices Have Alpha? Revisiting Performance
by Martijn Cremers & Antti Petajisto & Eric Zitzewitz

2008 The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger
by Joseph A. Clougherty & Tomaso Duso

2008 The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger
by Joseph A. Clougherty & Tomaso Duso

2008 Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing
by Park, Andreas & Sgroi, Daniel

2008 When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment
by Park, Andreas & Sgroi, Daniel

2008 Analysis of HF data on the WSE in the context of EMH
by Paweł Strawiński & Robert Ślepaczuk

2008 Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects
by Ridhwan, M.M. & Nijkamp, P. & Rietveld, P.

2008 Markets for Information: Of Inefficient Firewalls and Efficient Monopolies
by Antonio Cabrales & Piero Gottardi

2008 Insights into the Market Impact of Different Investment Styles
by Ron Bird & Lorenzo Casavecchia & Paul Woolley

2008 Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros
by Manfred Gärtner

2008 Game theoretic analysis of the mattel-Radica acquisiton
by González, Maximiliano & Mayorca, María & Vera, Alejandro

2008 Does Volatility matter? Expectations of price return and variability in an asset pricing experiment
by Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto

2008 The impact of horizontal mergers on rivals: Gains to being left outside a merger
by Clougherty, Joseph & Duso, Tomaso

2008 How to Determine whether Regional Markets are Integrated? Theory and Evidence from European Electricity Markets
by Gebhardt, Georg & Höffler, Felix

2008 Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing
by Andreas Park & Daniel Sgroi

2008 When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment
by Andreas Park & Daniel Sgroi

2008 Bid-Ask Spreads and Volume:The Role of Trade Timing
by Andreas Park

2008 Spillover of Corporate Governance Standards in Cross-Border Mergers and Acquisitions
by Martynova, M. & Renneboog, L.D.R.

2008 Do UK Institutional Shareholders Monitor their Investee Firms?
by Goergen, M. & Renneboog, L.D.R. & Zhang, C.

2008 Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting
by Palomino, F.A. & Renneboog, L.D.R. & Zhang, C.

2008 The Dutch Grey Market
by Renneboog, L.D.R. & Spaenjers, C.

2008 Dividend Policies in an Unregulated Market : The London Stock Exchange 1895-1905
by Braggion, F. & Moore, L.

2008 Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle
by R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt

2008 Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices
by John C. Frain

2008 Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006)
by Evan Gilbert & Dave Strugnell

2008 Does Weather Matter?
by Jian Hu

2008 Dynamic Trading and Asset Prices: Keynes vs. Hayek
by Giovanni Cespa & Xavier Vives

2008 Do Investors Value High Levels of Regulation
by Tim Jenkinson & Tarun Ramadorai

2008 Conformism, Public News and Market Effciency
by Gabriel Desgranges & Celine Rochon

2008 Value Ambiguity and Gains from Acquisitions of Unlisted Targets
by Leonidas Barbopoulos & Krishna Paudyal & Gioia Pescetto

2008 The Microstructure of a U.S. Treasury ECN: The Brokertec Platform
by Michael Fleming & Bruce Mizrach

2008 Market Efficiency in the Baseball Betting Market: The Case of Pete Rose
by Douglas Coate

2008 Predicting the Signs of Forecast Errors
by Nazaria Solferino & Robert J. Waldmann

2008 Office Rent Determinants: a Hedonic Panel Analysis
by Franz Fuerst

2008 The Impact of Terrorism on the Defense Industry
by Claude Berrebi & Esteban F. Klor

2008 The Jump component of S&P 500 volatility and the VIX index
by Ralf Becker & Adam Clements & Andrew McClelland

2008 Insiders-Outsiders, Transparency and the Value of the Ticker
by Giovanni Cespa & Thierry Foucault

2008 A Non-Random Walk down Canary Wharf
by Canegrati, Emanuele

2008 The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates
by Mierzejewski, Fernando

2008 Analysis of HF data on the WSE in the context of EMH
by Strawinski, Pawel & Slepaczuk, Robert

2008 Governança corporativa e divulgação de relatórios financeiros anuais
by Amaral, Hudson & Iquiapaza, Robert & Tomaz, Wesley & Bertucci, Luiz

2008 Algorithmic complexity theory and the relative efficiency of financial markets
by Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio

2008 Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns
by Jiang, Danling

2008 Analysis into IPO underpricing and clustering in Hong Kong equity market
by Qiao, Yongyuan

2008 Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market
by Repkine, Alexandre

2008 Liquidity-Induced Dynamics in Futures Markets
by Fagan, Stephen & Gencay, Ramazan

2008 Technical Analysis in the Stock Markets of Pakistan: A Case of Commercial Banks
by Ahmad, Mashood & Ali, Syed Babar

2008 Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange
by Camilleri, Silvio John

2008 Can financial ratios predict the Malaysian stock return?
by Lee, Chin & Lee, Weng Hong

2008 Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise
by Rossi, Francesco

2008 Information needs and efficiency in banking services. A 'demand-side' approach
by Caratelli, Massimo

2008 Using sentiment surveys to predict GDP growth and stock returns
by Guzman, Giselle C.

2008 Using sentiment to predict GDP growth and stock returns
by Guzman, Giselle C.

2008 Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?
by Ntim, Collins G & Opong, Kwaku K & Danbolt, Jo & Dewotor, Frank

2008 Badla Financing, Stock Returns and Volatility: The Case Study of Karachi Stock Exchange
by Rashid, Abdul & Ahmad, Shabbir

2008 Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI
by Cavalcante, Mileno

2008 Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
by Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid

2008 Sur-réaction sur le marché tunisien des actions : une investigation empirique
by Trabelsi, Mohamed Ali

2008 A strength of credit unions: employee productivity of credit unions versus banks in the U.S.?
by Klinedinst, Mark

2008 Study On Dividend Policy: Antecedent and Its Impact On Share Price
by Murhadi, Werner-Ria

2008 Peut-on encore parler des mesures de performance ?
by Trabelsi, Mohamed Ali

2008 Efficiency across Time: Evidence from the Nigerian Stock Exchange
by Emenike, Kalu O.

2008 Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
by El Bouhadi, A. & Ounir, A. & El Maguiri, M.

2008 The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets
by Suk-Joong, Kim & Do Quoc Tho, Nguyen

2008 Gambling Preference and the New Year Effect of Assets with Lottery Features
by Doran, James & Jiang, Danling & Peterson, David

2008 Market Bubbles and Chrashes
by Kaizoji, Taisei & Sornette, Didier

2008 'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?
by Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob

2008 Stochastic Processes in Finance and Behavioral Finance
by Steinbacher, Matjaz

2008 The Efficiency of Trading Halts; Evidence from Bursa Malaysia
by Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily

2008 Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts
by Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K.

2008 Trust and Loss Aversion in Romanian Capital Market
by Alexandru, Ciprian Antoniade

2008 Effect of mergerson efficiency and productivity: Some evidence for banks in Malaysia
by Radam, Alias & Baharom, A.H. & Dayang-Afizzah, A.M.

2008 Information Exchange and the Limits of Arbitrage
by Gray, Wesley

2008 Fundamental Value Investors: Characteristics and Performance
by Gray, Wesley & Kern, Andrew

2008 Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia
by Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal

2008 New Evidence on the Normality of Market Returns: The Dow Jones Industrial Average Case
by Canegrati, Emanuele

2008 Do threshold patterns matter in public good provision?
by Ye, Maoliang & Nikolov, Plamen & Casaburi, Lorenzo & Asher, Sam

2008 Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia
by Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S.

2008 Information Exchange and the Limits of Arbitrage
by Gray, Wesley

2008 Do Credit Constraints Matter more for College Dropout Entrepreneurs?
by Werner, Arndt

2008 In Search of Market Index Leaders: Evidence from World Financial Markets
by Canegrati, Emanuele

2008 In Search of Market Index Leaders: Evidence from Asian Markets
by Canegrati, Emanuele

2008 Algorithmic complexity theory and the relative efficiency of financial markets - Updated
by Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio

2008 Testing the CAPM: Evidences from Italian Equity Markets
by Canegrati, Emanuele

2008 Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
by Baptista, Ricardo F. de F. & Valls Pereira, Pedro L.

2008 Modeling Trade Direction
by Rosenthal, Dale W.R.

2008 Can Insurance Companies Control their financial stability? Practical Solutions
by Cristea, Mirela

2008 On the Correlation Structure of Microstructure Noise in Theory and Practice
by Francis X. Diebold & Georg H. Strasser

2008 How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data
by Yoshiro Tsutsui & Kenjiro Hirayama

2008 Who Saw Sovereign Debt Crises Coming?
by Sebastián Nieto Parra

2008 Ethical Failures in Regulating and Supervising The Pursuit of Safety Net Subsidies
by Edward J. Kane

2008 The Definition of Bank and the Subprime Mortgage Crisis: Tying Bank Regulation to Banks’ Risk-Return Trade-offs in the 21st Century
by Kurt Dew

2008 Impossible Frontiers
by Thomas J. Brennan & Andrew W. Lo

2008 Price Momentum In Stocks: Insights From Victorian Age Data
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2008 What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data
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2008 Costly External Finance: Implications for Capital Markets Anomalies
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2008 Real and Financial Industry Booms and Busts
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2008 Efficient Prediction of Excess Returns
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2008 Superstar CEOs
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2008 A multi-horizon scale for volatility
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2008 Towards an understanding approach of the insurance linked securities market
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2008 An Examination Of The Impact Of India'S Performance In One-Day Cricket Internationals On The Indian Stock Market
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2008 Order Dynamics in the Italian Treasury Security Wholesale Secondary Market
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2008 Option based forecasts of volatility: An empirical study in the DAX index options market
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2008 Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction
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2008 Financial Market Reaction to Federal Reserve Communications: Does the Crisis Make a Difference?
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2008 Size and value premium in Karachi stock exchange
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2008 Did the market signal impending problems at Northern Rock? An analysis of four financial instruments
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2008 Price Adjustment to News with Uncertain Precision
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2008 Sentiment Dynamics and Stock Returns: The Case of the German Stock Market
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2008 Do prices in the unmediated call auction reflect insider information? - An experimental analysis
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2008 Determinantes de la divulgación de información previsional en España: un análisis de las empresas del ibex 35
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2008 Efficient Market Hypothesis in European Stock Markets
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2008 It is hard to beat the Monkeys - On the Value of Asymmetric Fundamental Information in Asset Markets
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2008 Political parties and the economy: Macro convergence, micro partisanship?
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2008 Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions
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2008 Do Credit Rating Agencies Add Value?: Evidence from the Sovereign Rating Business Institutions
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2008 On Emerging Economy Sovereign Spreads and Ratings
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2008 Price Adjustment to News with Uncertain Precision
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2008 Impact of IPO Activities on the Hong Kong Dollar Interbank Market
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2008 Tick Size Change on the Stock Exchange of Thailand
by Pavabutra, Pantisa & Prangwattananon, Sukanya

2008 Impact of Political News on the Baltic State Stock Markets
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2008 The Risk Components of Liquidity
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2008 Reputation and competition: evidence from the credit rating industry
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2008 Bonus Payments and Fund Managers' Behavior: Trans-Atlantic Evidence
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2008 Investor sentiment and stock returns: Some international evidence
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2008 Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals
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2008 Effects of Macroeconomic Announcements on Stock Returns across Volatility Regimes
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2008 The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems
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2008 The Credit Default Swap Market's Reaction to Earnings Announcements
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2008 Der Einfluss von Diversifikationsstrategien auf den Aktienkurs deutscher Unternehmen
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2008 Uma análise empírica de eficiência relativa nos mercados futuro e à vista de açúcar
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2008 The Emotional Information Processing System is Risk Averse: Ego-Depletion and Investment Behavior
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2008 Conformism, Public News and Market Efficiency
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2008 How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks?
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2008 Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?
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2008 Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach
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2008 Herd behavior towards the market index: Evidence from 21 financial markets
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2008 Differences of opinion, information and the timing of trades
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2008 Individual investors and volatility
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2008 Stock Returns-Inflation Relation in India
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2008 Impact Of Proposed Commodity Transaction Tax On Futures Trading In India
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2008 Les spams boursiers : Etude empirique sur le marché des penny stocks
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2008 L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40
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2008 The Virtues and Vices of Equilibrium and the Future of Financial Economics
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2008 Modelling and Measuring Price Discovery in Commodity Markets
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2008 IFRS and the Need for Non-Financial Information
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2008 Endogenous Information Flows and the Clustering of Announcements
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2008 A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
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2008 Strategic Supply Function Competition with Private Information
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2008 Individual Investors and Volatility
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2008 Arbitrage in the Foreign Exchange Market: Turning on the Microscope
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2008 The Impact of Horizontal Mergers on Rivals: Gains to Being Left Outside a Merger
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2008 Insiders-Outsiders, Transparency and the Value of the Ticker
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2008 Capital Markets, Information Aggregation and Inequality: Theory and Experimental Evidence
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2008 La subvencion financiera del coste de la deuda: la importancia de la pregunta en la investigacion financiera
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2008 The Factor-Portfolios Approach to Asset Management using Genetic Algorithms
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2008 The case for active management from the perspective of Complexity Theory
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2008 Contagion effects of the US Subprime Crisis on Developed Countries
by Paulo Horta & Carlos Mendes & Isabel Vieira

2008 Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach
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2008 High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?
by Lukas Menkhoff

2008 No-Trade in the Laboratory
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2008 Large-Scale Disasters and the Insurance Industry
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2008 Source of Information-Driven Trading on the Prague Stock Exchange
by Frantisek Kopriva

2008 Revisión de la literatura sobre cuantificación del valor reputacional ambiental
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2008 Nonlinear ACD Model and Informed Trading: Evidence from Shanghai Stock Exchange
by Wong, Woon K & Tan, Dijun & Tian, Yixiang

2008 Private Information in Executives' Option Trades: Evidence from the UK
by Kyriacou, Kyriacos & Luintel, Kul B & Mase, Bryan

2008 The Other Side of the Trading Story: Evidence from NYSE
by Wong, Woon K & Copeland, Laurence & Lu, Ralph

2008 Stock Market Event Studies and Competition Commission Inquiries
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2008 Feedback Trading and Intermittent Market Turbulence
by Tambakis, D.N.

2008 Return Predictability under Equilibrium Constraints on the Equity Premium
by Davide Pettenuzzo & Allan G. Timmermann & Rossen I. Valkanov

2008 A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets
by Alexandros E. Milionis & Evangelia Papanagiotou

2008 The Banking Sector and the Great Depression in Bulgaria, 1924 - 1938: Interlocking and Financial Sector Profitability
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2008 Global and regional links between stock markets - the case of Russia and China
by Kozluk, Tomasz

2008 On the Correlation Structure of Microstructure Noise: A Financial Economic Approach
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2008 Does the law of one price hold in international financial markets? Evidence from tick data
by Q. Farooq Akram & Dagfinn Rime & Lucio Sarno

2008 Liquidity at the Oslo Stock Exchange
by Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard

2008 The risk components of liquidity
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2008 Nowcasting Norwegian GDP: The role of asset prices in a small open economy
by Knut Are Aastveit & Tørres G. Trovik

2008 The effect of Sovereign Wealth Funds’ involvement on stock markets
by Raymond, H.

2008 Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market
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2008 Expected Stock Returns and Variance Risk Premia
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2008 Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières
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2008 Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis
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2008 Emerging Market Liquidity and Crises
by Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen

2008 Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data
by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright

2008 Several Aspects Regarding Weather and Weather Derivatives
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2008 Economic value added (eva) as a performance measurement for glcs vs non-glcs: evidence from bursa malaysia
by Ismail Issham & Abdul Samad M Fazilah & Yen Siew Hwa & Anton Abdulbasah Kamil & Azli Azli Ayub & Meor Azli Ayub

2008 Performance of Quoted and Non-quoted Companies in the Europe
by Tomáš Buus

2008 Dilution and Dividend Effects on the Portuguese Equity Warrants Market
by José Eduardo Correia & João Duque

2008 Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?
by Judit Páles & Lóránt Varga

2008 Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction
by Raj Aggarwal & Sijing Zong

2008 A Liquidity Motivated Algorithm for Discerning Trade Direction
by David Michayluk & Laurie Prather

2008 Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies
by Raj Aggarwal & Winston T. Lin & Sunil K. Mohanty

2008 Size and Value Premium inKarachi Stock Exchange
by Nawazish Mirza & Saima Shahid

2008 Kamatkülönbözet, spekulációs profit és árfolyam-változékonyság
by Ábel, István & Kóbor, Ádám

2008 Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market
by Sang Hoon Kang & SEONG-MIN YOON

2008 The Motivations of Issuing Convertible Bonds - An Inquiry regarding the Sequential-Financing Hypothesis
by Chun-Da Chen & Fu-Pin Hung & Dar-Hsin Chen & Hsin-Ho Lin

2008 The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors
by Shih-Ju Chan & Ching-Chung Lin & Wen-Hsiu Kuo

2008 The Interactive Effect between Earnings and Dividend Announcements: Complement or Substitute?
by Chih-Jen Huang

2008 Central Bank Policy Rate Guidance and Financial Market Functioning
by Richhild Moessner & William R. Nelson

2008 The Impact of Central Bank Announcements on Asset Prices in Real Time
by Carlo Rosa & Giovanni Verga

2008 Using Securities Market Information for Bank Supervisory Monitoring
by John Krainer & Jose A. Lopez

2008 Disclosure and liquidity in a driven by orders market: Empirical evidence from panel data
by Mónica Espinosa & Mikel Tapia & Marco Trombetta

2008 Reexamining The Expiration Day Effects Of Stock Index Derivatives: Evidence From Taiwan
by Chin-Lin Chuang & Dar-Hsin Chen & Chung-Hsien Su

2008 Effect Of Dividend Announcement On Shareholders’ Value: Evidence From Saudi Arabian Stock Exchange
by Md Hamid Uddin & Diaeldin Osman

2008 Bivariate Causality Between Exchange Rates And Stock Prices In Malaysia
by Mohd Fahmi Ghazali & Wahi Ismail & Mohd Rushdan Yasoa & Nelson Lajuni

2008 Banking System Efficiency And Chinese Regional Economic Growth: An Empirical Analysis Based On Banks’ Micro-Efficiency
by Xianliang Tian & Ming Zhou

2008 Long Memory In Exchange Rates: International Evidence
by Christos Floros

2008 Effects Of Federal Funds Target Rate Changes On Stock Prices
by E.M. Ekanayake & Robin Rance & Mihalis Halkides

2008 Market Valuation Responses To Goodwill Announcements: An Early Direct Test Of Fasb 142
by Halil Kiymaz & Roberto Marchesini & Robert F. Hodgin

2008 The Effects Of Congressional Elections On Future Equity Market Returns
by Vincent Louis Ovlia & David Enke & Michael C. Davis

2008 Parent company puzzle in Japan : another case of the limits of arbitrage
by Inoue, Kotaro & Kato, Hideaki Kiyoshi & James Schallheim

2008 Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange
by Güray Küçükkocaoglu

2008 Redemption puzzle of open-end fund market in China
by LU Rong & XU Longbing & XIE Xinhou & CHEN Baizhu

2008 Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter
by Vít Pošta

2008 Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion
by Martin Cincibuch & Matrina Horníková

2008 Influence of Secondary Offerings on the Liquidity and Trading Activity of Stocks Outstanding
by Miguel A. Acedo & Fco. Javier Ruiz & Rafael Santamaría

2008 Stock Market Integration and the Speed of Information Transmission
by Alexandr Èerný & Michal Koblas

2008 Alianzas estratégicas en el sector bancario español que cotiza en bolsa
by Nieves García-Casarejos & Nuria Alcalde Fradejas & Manuel Espitia Escuer

2008 Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model
by Li, Ming-Yuan Leon

2008 Do shocks to G7 stock prices have a permanent effect?
by Narayan, Paresh Kumar

2008 La performance opérationnelle à long terme des entreprises françaises émettrices d’obligations convertibles
by Khalid Elbadraoui & Jean-Jacques Lilti & Bouchra M'Zali

2008 Wavelets and Sentiment in the Heterogeneous Agents Model
by Lukas Vacha & Miloslav Vosvrda

2008 Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence
by Paul P.J. Gao & Kevin X.D. Huang

2008 Modelos EGARCH Aplicados a la prueba del CAPM y los Modelos multifactoriales párrafo Acciones colombianas (2002-2008)
by Alberto Gómez Mejía

2008 Cost Reductions, Cost Padding, and Stock Market Prices: the Chilean Experience with Price-Cap Regulation
by Rafael Di Tella & Alexander Dyck

2008 Incertidumbre de la prima de riesgo del mercado accionario de Colombia 1991-2007
by Bastidas M., Alexander

2008 Stock Splits En La Bolsa De Valores De Lima: ¿Afectan El Rendimiento Y La Liquidez De Los Títulos?
by DARCY FUENZALIDA & SAMUEL MONGRUT & MAURICIO NASH

2008 Arbitrage and convergence: Evidence from Mexican ADRs
by Samuel Koumkwa & Raúl Susmel

2008 Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts
by Ricardo Fuscaldi de Figueiredo Baptista & Pedro L. Valls Pereira

2008 The ABX: how do the markets price subprime mortgage risk?
by Ingo Fender & Martin Scheicher

2008 The spillover of money market turbulence to FX swap and cross-currency swap markets
by Naohiko Baba & Frank Packer & Teppei Nagano

2008 Supplementing settlement functions with a decision-support system in TARGET2
by Bonnier, V.

2008 TARGET2 and European financial integration
by Lucas, Y.

2008 TARGET2 : le rôle d’un système d’aide à la décision pour compléter les fonctions de règlement
by BONNIER, V.

2008 TARGET2 et l’intégration financière européenne
by LUCAS, Y.

2008 The Dual Role Of Equilibrium Price In Competitive Economies With Asymmetric Information
by Dejan Trifunović

2008 The Market Performance of Initial Public Offerings in the Istanbul Stock Exchange
by Recep Bildik & Mustafa K. Yilmaz

2008 Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market
by Numan Ülkü

2008 Romanian Companies’ Web-Based Disclosure Choices And Capital Markets
by Victoria Bogdan & Cosmina Madalina Pop

2008 Target2-securities - a central settlement hub for the euro
by Marius HERBEI & Florin DUMITER

2008 The Single Euro Payments Area (SEPA) - the pan - European market for the European integration
by Marius HERBEI & Florin DUMITER

2008 Stock Markets and their informational inefficiencies - the BSE case
by Ioan TRENCA & Adrian ZOICAS-IENCIU

2008 Financial information transparency and publicity
by Horia CRISTEA

2008 Market Reaction and Equity Market Efficiency: A Survey of the Insider Trading Law in South Africa
by Kalu Ojah & Stella Muhanji & Andrew Myburg

2008 Does Innovation Cause Stock Market Runups? Evidence from the Great Crash
by Tom Nicholas

2008 Leverage Cycles and the Anxious Economy
by John Geanakoplos & Ana Fostel

2007 The formation of a market mechanism in Tokugawa Japan
by Yasuo Takatsuki

2007 The Dynamics of Mergers and Acquisitions in Oligopolistic Industries
by Dirk Hackbarth & Jianjun Maio

2007 Market timing with candlestick technical analysis
by Marshall, Ben & Young, Martin & Rose, Lawrence

2007 Is Official Intervention Effective? The Case of Turkey
by Ozturk, Feride & Cicek, Macide

2007 “An empirical investigation of the stock price dynamics between Athens, Istanbul and London
by Alexakis, Christos A. & Paleologos, John M.

2007 Wertschaffung durch feindliche M&A- Transaktionen in der europäischen Bankenindustrie? - Das Beispiel BNP und Paribas (Teil II)
by Jörg Mußhoff & Christopher Jahns & Dirk Schiereck

2007 Wertschaffung durch feindliche M&A-Transaktionen in der europäischen Bankenindustrie? – Das Beispiel BNP und Paribas (Teil I)
by Jörg Mußhoff & Christopher Jahns & Dirk Schiereck

2007 Qualität und Effizienz der Gewinnprognosen von Analysten. Eine empirische Untersuchung für den deutschen Kapitalmarkt
by Wolfgang Bessler & Matthias Stanzel

2007 Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması
by Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ

2007 Aşırı tepki hipotezi ve İstanbul Menkul Kıymetler Borsası’ndan kanıtlar
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2007 17 Ağustos 1999 depreminin taş ve toprağa dayalı sanayide faaliyet gösteren firmaların hisse senetleri üzerindeki etkisine ilişkin amprik bir çalışma
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2007 Yatırım ortaklıkları ve bedelsiz sermaye artırımları: İMKB’de ampirik bir analiz
by Sadık ÇUKUR & Resul ERYİĞİT

2007 Türk Hisse Senedi Piyasası Etkin mi? Yapısal Kırılmalı Birim Kök Testlerinin Uygulanması
by Adnan KASMAN & Berna KIRKULAK

2007 Devlet iç borçlanma senetleri için getiri eğrisi tahmini
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2007 Pruebas de comportamiento caótico en índices bursátiles americanos
by Parisi, Franco & Espinosa, Christian & Parisi, Antonino

2007 Cashflow news, the value premium and an asset pricing view on European stock market integration
by Thomas Nitschka

2007 Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets
by Daniel Waldenstr�m & Bruno S. Frey

2007 Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries
by Wölfle, Marco

2007 Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis
by Oberndorfer, Ulrich & Ulbricht, Dirk

2007 Stale information, shocks and volatility
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2007 Analysts' dividend forecasts, portfolio selection, and market risk premia
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2007 Systematic Mispricing in European Equity Prices?
by Berneburg, Marian

2007 GARCH modeling of robust market returns
by Cuadro-Sáez, Lucía & Moreno, Manuel

2007 The Impact of Political Risk on Sovereign Bond Spreads - Evidence from Latin America
by Moser, Christoph

2007 The economics of rating watchlists: evidence from rating changes
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2007 Do markets love misery? Stock prices and corporate philanthropic disaster response
by Muller, Alan & Kräussl, Roman

2007 The economics of rating watchlists: Evidence from rating changes
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2007 Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns
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2007 Insider trading and corporate governance: The case of Germany
by Betzer, André & Theissen, Erik

2007 Transaction costs and value premium
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2007 The early news catches the attention: On the relative price impact of similar economic indicators
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2007 Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses
by Kühl, Michael

2007 Endogenous credit derivatives and bank behavior
by Pausch, Thilo

2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery
by Dötz, Niko

2007 Moral hazard and bail-out in fiscal federations: evidence for the German Länder
by Heppke-Falk, Kirsten H. & Wolff, Guntram B.

2007 Impact of Derivatives Trading on Emerging Capital Markets: A Note on Expiration Day Effects in India
by Sumon Bhaumik & Suchismita Bose

2007 Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices
by Chancharat,Surachai & Valadkhani, Abbas

2007 Macro News, Riskfree Rates, and the Intermediary
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2007 Home, Sweet Home or Is It - Always? Testing the Efficiency of the Norwegian Housing Market
by Erling Røed Larsen & Steffen Weum

2007 Market Impact of International Sporting and Cultural Events
by António Miguel Martins & Ana Paula Serra

2007 Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
by Angelo Ranaldo

2007 Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views
by Andreas M. Fischer & Gulzina Isakova & Ulan Termechikov

2007 Diverse Beliefs and Time Variability of Risk Premia
by Mordecai Kurz & Maurizio Motolese

2007 Causality in Quantiles and Dynamic Stock Return-Volume Relations
by Chia-Chang Chuang & Chung-Ming Kuan & Hsin-yi Lin

2007 Information Sales and Insider Trading with Long-lived Information
by Giovanni Cespa

2007 Analysis into IPO Underpricing and Clustering in Hong Kong Equity Market
by Yongyuan Qiao

2007 Recovering Probabilistic Information From Options Prices and the Underlying
by Bruce Mizrach

2007 Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room
by Jie Lu & Bruce Mizrach

2007 The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance
by Chris Brooks & Konstantina Kappou & Charles Ward

2007 The Value Premium and Time-Varying Unsystematic Risk
by Chris Brooks & Xiafei Li & Joelle Miffre

2007 The Death of the Overreaction Anomaly? A Multifactor Explanation of Contrarian Returns
by Adam Clements & Michael E. Drew & Evan M. Reedman

2007 Does implied volatility reflect a wider information set than econometric forecasts?
by Ralf Becker & Adam Clements & James Curchin

2007 Information Sales and Insider Trading with Long-lived Information
by Giovanni Cespa

2007 A new Model for Stock Price Movements
by Venier, Guido

2007 A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality
by Anolli, Mario & Petrella, Giovanni

2007 Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange
by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu

2007 The Short-Run Monetary Equilibrium with Liquidity Constraints
by Mierzejewski, Fernando

2007 Corporate Governance and Firm Performance: Results from Greek Firms
by Toudas, Kanellos & Karathanassis, George

2007 The Analisis Of The Bet-Fi Index’S Static Properties
by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen & Nachescu, Miruna

2007 Romanian Capital Market And The Informational Efficiency
by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen

2007 Bank Capital, Securitization and Credit Risk: an Empirical Evidence
by Dionne, Georges & Harchaoui, Tarek

2007 Do short-sellers arbrtrage accrual-based return anomalies?
by Hirshleifer, David & Teoh, Siew Hong & Yu, Jeff Jiewei

2007 Accruals and Aggregate Stock Market Returns
by Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong

2007 The Accrual Anomaly: Risk or Mispricing?
by Hou, Kewei & Hirshleifer, David & Teoh, Siew Hong

2007 Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices
by Chancharat, Surachai & Valadkhani, Abbas

2007 Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle
by Doran, James & Jiang, Danling & Peterson, David

2007 Asset pricing and predictability of stock returns in the french market
by Ellouz, Siwar & Bellalah, Mondher

2007 Behavior of Stock Market Index in the Stock Exchange of Thailand
by Jiranyakul, Komain

2007 A study of market efficiency in the stock market, forex market and bullion market in India
by Sarker, Debnarayan & Ghosh, Bikash Kumar

2007 Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model
by Ewald, Christian-Oliver & Xiao, Yajun

2007 Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
by Espinosa Méndez, Christian

2007 Stock market misvaluation and corporate investment
by Dong, Ming & Hirshleifer, David & Teoh, Siew Hong

2007 Banking concentration, information asymmetries and credit rationing: The Argentinean case
by Arroyo, Martín R.

2007 Bank stock returns and economic growth
by Cole, Rebel & Moshirian, Fari & Wu, Qionbing

2007 Cooperative comebacks: resilience in the face of the Hurricane Katrina Catastrophe (New Orleans and Southern Mississippi, May 2005–May 2006)
by Klinedinst, Mark

2007 Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market
by Joshi, Nayan & Bhattarai, Ram Chandra

2007 The Impact Of Economic News On Financial Markets
by Parker, John

2007 The efficient market hypothesis: Evidence from ten African stock markets
by Mlambo, Chipo & Biekpe, Nicholas

2007 A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns
by Hirshleifer, David & Jiang, Danling

2007 Shadows of economic prosperity in india in retrospection of the capital market
by Lahiri, Soumitra

2007 Why do markets react badly to good news? Evidence from Fed Funds Futures
by Ghent, Andra

2007 Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns
by Hirshleifer, David & Jiang, Danling

2007 The Role of Loan Guarantee Schemes in Alleviating Credit Rationing in the UK
by Cowling, Marc

2007 ¿Puede el gobierno corporativo aprender del gobierno público?
by Brugger Jakob, Samuel Immanuel

2007 Are Short-sellers Different?
by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K.

2007 The Analysis of the Bucharest Stock Exchange Financial Sector
by Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna

2007 Office Rent Determinants: A Hedonic Panel Analysis
by Fuerst, Franz

2007 Market Impact of International Sporting and Cultural Events
by António Miguel Martins & Ana Paula Serra

2007 Does Competitive Pricing Cause Market Breakdown under Extreme Adverse Selection?
by George J. Mailath & Georg Noldeke

2007 Does graph disclosure bias reduce the cost of equity capital?
by Flora Mui¤o V zquez & ?Marco Trombetta

2007 Utility Indifference Pricing in an Incomplete Market Model with Incomplete Information
by Kazuhiro Takino

2007 Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation: Linking Investor Behaviors to EGARCH
by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada

2007 The Effects of IMF Supported-Program on the Asian Crisis
by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada

2007 Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the U.S.:EGARCH vs. SV Models
by Tatsuyoshi Junji Shimada & Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi

2007 The rice price co-movement in Tokugawa Japan
by Yasuo Takatsuki

2007 Traditional financing and distant trades during modernization process of financial industry: a case of Yamaguchi prefecture in the 1870s
by Yasuo Takatsuki

2007 Enhancing the Benefits of Financial Liberalisation in Belgium
by Stefan Ide & Jens Høj & Patrick Lenain

2007 The Usual Suspects: A Primer on Investment Banks' Recommendations and Emerging Markets
by Sebastián Nieto Parra & Javier Santiso

2007 When Does a Mutual Fund's Trade Reveal its Skill?
by Zhi Da & Pengjie Gao & Ravi Jagannathan

2007 Understanding the Accrual Anomaly
by Jin Ginger Wu & Lu Zhang & X. Frank Zhang

2007 Advisors and Asset Prices: A Model of the Origins of Bubbles
by Harrison Hong & Jose A. Scheinkman & Wei Xiong

2007 Information Immobility and the Home Bias Puzzle
by Stijn Van Nieuwerburgh & Laura Veldkamp

2007 Detecting Illegal Arms Trade
by Stefano DellaVigna & Eliana La Ferrara

2007 Neoclassical Factors
by Long Chen & Lu Zhang

2007 Investor Sentiment in the Stock Market
by Malcolm Baker & Jeffrey Wurgler

2007 Exchange Rate Fundamentals and Order Flow
by Martin D. D. Evans & Richard K. Lyons

2007 Do Security Analysts Speak in Two Tongues?
by Ulrike Malmendier & Devin Shanthikumar

2007 The Small World of Investing: Board Connections and Mutual Fund Returns
by Lauren Cohen & Andrea Frazzini & Christopher Malloy

2007 Do Markets Care Who Chairs the Central Bank?
by Kenneth N. Kuttner & Adam S. Posen

2007 The Earnings Announcement Premium and Trading Volume
by Owen Lamont & Andrea Frazzini

2007 Liquidity Constraints and Imperfect Information in Subprime Lending
by William Adams & Liran Einav & Jonathan Levin

2007 Return Persistence and Fund Flows in the Worst Performing Mutual Funds
by Jonathan B. Berk & Ian Tonks

2007 The Influence of Actual and Unrequited Interventions
by Kathryn M.E. Dominguez & Freyan Panthaki

2007 Gender and Job Performance: Evidence from Wall Street
by T. Clifton Green & Narasimhan Jegadeesh & Yue Tang

2007 Slow Moving Capital
by Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino

2007 Do Analysts Herd? An Analysis of Recommendations and Market Reactions
by Narasimhan Jegadeesh & Woojin Kim

2007 The determinants of stock and bond return comovements
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht

2007 Further evidence on the impact of economic news on interest
by Dominique Guégan & Florian Ielpo

2007 The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market
by Silvia Muzzioli

2007 Insider trading legislation and acquisition announcements : do laws matter?
by Maug, Ernst & Halteren, Jörn van & Ackerman, Abraham

2007 The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange
by Andros Gregoriou

2007 Do emerging markets benefit from index inclusion?
by Burcu Hacibedel & Jos van Bommel

2007 Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise?
by Rafael R. Rebitzky

2007 ICAPM with time-varying risk aversion
by Paulo Maio

2007 Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News
by Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu

2007 Dividend Yield and Stability versus Performance at the German Stock Market
by Antje Henne & Sebastian Ostrowski & Peter Reichling

2007 Testing Market Efficiency and Price Discovery in European Carbon Markets
by George Milunovich & Roselyne Joyeux

2007 Kreditrisikotransfer – Abbau alter gegen den Aufbau neuer Risiken?
by Rudolph, Bernd

2007 Pooling und Tranching im Rahmen von ABS-Transaktionen
by Rudolph, Bernd & Scholz, Julia

2007 Does the consciousness of the disposition effect increase the equity premium?
by Patrick Roger

2007 Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets
by Christoph Moser & Axel Dreher

2007 GARCH Modeling of Robust Market Returns
by Lucía Cuadro Sáez & Manuel Moreno

2007 Systematic Mispricing in European Equity Prices?
by Marian Berneburg

2007 An Arbitrage Model for the Stock Price Adjustment in the Dividend Period
by Maria Rosa Borges

2007 Random Walk Tests for the Lisbon Stock Market
by Maria Rosa Borges

2007 Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS
by Naohiko Baba & Masakazu Inada

2007 Firms vs. insiders as traders of last resort
by José M. Marín & Antoni Sureda-Gomila

2007 The dog that did not bark: Insider trading and crashes
by José M. Marín & Jacques Olivier

2007 Do Markets Care Who Chairs the Central Bank?
by Kenneth N. Kuttner & Adam S. Posen

2007 Mergers as Auctions
by Ivaldi, Marc & Motis, Jrissy

2007 Media Coverage and Macroeconomic Information Processing
by Alexandra Niessen

2007 Voluntary Information Disclosure and Corporate Governance: The Empirical Evidence on Earnings Forecasts
by Naohito Abe & Yessica C.Y. Chung

2007 Ratings Versus Market-Based Measures of Default Risk of East Asian Banks
by Eric Wong & Cho-Hoi Hui & Chi-fai Lo

2007 Determinants of the Performance of Banks in Hong Kong
by Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi

2007 Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges
by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina

2007 Information Misweighting and Stock Recommendations
by Martinez, Jose Vicente

2007 Testing Market Efficiency in a Fixed Odds Betting Market
by Jakobsson, Robin & Karlsson, Niklas

2007 Liquidity Constraints and Entrepreneurial Performance
by Hvide, Hans K. & Møen, Jarle

2007 Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP
by Menkhoff, Lukas & Rebitzky, Rafael

2007 Does Culture Influence Asset Managers? Views and Behavior?
by Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi

2007 Italian Asset Managers’ Behavior: Evidence on Overconfidence, Risk Taking and Gender
by Beckmann, Daniela & Lütje, Torben & Rebeggiani, Luca

2007 An Early Warning Model for EU banks with Detection of the Adverse Selection Effect
by Olivier BROSSARD (LEREPS-GRES ) & Frédéric DUCROZET (PSE - Crédit Agricole) & Adrian ROCHE (EconomiX - Crédit Agricole)

2007 The January Effect across Volatility Regimes
by Bety Agnany & Henry Aray

2007 Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses
by Michael Kühl

2007 Tests d’arbitrage sur options: une analyse empirique des cotations de market-makers
by Ardia, David

2007 On the importance of clean accounting measures for the tests of stock market efficiency
by Mattias Hamberg & Jiri Novak

2007 Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information
by Alexis Derviz

2007 Good News is No News
by van Dijk, D.J.C.

2007 Why New Business Development Projects Fail: Coping with the Differences of Technological versus Market Knowledge
by Burgers, J.H. & van den Bosch, F.A.J. & Volberda, H.W.

2007 Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market
by Mardi Dungey & Michael McKenzie & Vanessa Smith

2007 Forecasting Cross-Section Stock Returns using The Present Value Model
by George Bulkley & Richard W P Holt

2007 The Market for Comeback CEOs
by Fahlenbrach, Rudiger & Minton, Bernadette A. & Pan, Carrie H.

2007 Dynamic trading and asset prices: Keynes vs. Hayek
by Cespa, Giovanni & Vives, Xavier

2007 X-efficiency, Scale Economies, Technological Progress and Competition : A Case of Banking Sector in Pakistan
by Abdul Qayyum & Sajawal Khan

2007 Le rôle de la dette dans le LBO : une revue de la littérature
by Ouidad Yousfi

2007 Tradable deficit permits: a way to ensure sub-national fiscal discipline?
by Marie-Laure Breuillé

2007 Factors Affecting the Credit Spreads Behaviour of USD Malaysian Bonds
by Chee Jin Yap & Gerard Gannon

2007 Conflicts of Interest and China's A- Share Underpricing
by Gerard Gannon & Yuwei Zhou

2007 The Index Effect: An Investigation of the Price, Volume and Trading Effects Surrounding Changes to the S & P Australian Indices
by Daniel Pullen & Gerard Gannon

2007 Modelling Regulatory Change V's Volume of Trade Effects in HSIF and HSI Volatility: A Note
by Gerard Gannon & Siu Pang Au-Yeung

2007 Are there contagion or competition effects for non rated firms?The case of successive bond rating downgrades of Alcatel
by Maxime Merli & Alain Schatt

2007 Price Dynamics on a Stock Market with Asymmetric Information
by Bernard De Meyer

2007 Information asymmetries and financial intermediation during the Baring crisis : 1880-1890
by Flores, Juan-Huitzi

2007 Modelling and measuring price discovery in commodity markets
by Gonzalo, Jesús & Figuerola-Ferretti, Isabel

2007 Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds through Optimization Techniques - Some Empirical and Monte Carlo Results
by Dikaios Tserkezos & George Xanthos

2007 Les IFRS et les besoins en informations non financières
by Tristan Boyer & Elena CHANE-ALUNE

2007 Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets
by Daniel Waldenstrom & Bruno S. Frey

2007 More Insiders, More Insider Trading: Evidence from Private Equity Buyouts
by Acharya, Viral V & Johnson, Tim

2007 Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005
by Acharya, Viral V & Schaefer, Stephen M & Zhang, Yili

2007 Advance Information and Asset Prices
by Albuquerque, Rui & Miao, Jianjun

2007 Optimal Informed Trading in the Foreign Exchange Market
by Vitale, Paolo

2007 On Seller Estimates and Buyer Returns
by Gershkov, Alex & Toxvaerd, Flavio

2007 Liquidity Constraints and Entrepreneurial Performance
by Hvide, Hans K & Møen, Jarle

2007 Mergers as Auctions
by Ivaldi, Marc & Motis, Jrissy

2007 Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements
by Campbell, John Y & Ramadorai, Tarun & Schwartz, Allie

2007 Institutional Trade Persistence and Long-Term Equity Returns
by Dasgupta, Amil & Prat, Andrea & Verardo, Michela

2007 The Dog that Did Not Bark: Insider Trading and Crashes
by Marín Vigueras, José Maria & Olivier, Jacques

2007 Slow Moving Capital
by Mitchell, Mark & Pedersen, Lasse Heje & Pulvino, Todd

2007 A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change
by Hau, Harald

2007 Evidence of the contribution of legal insider trading to market efficiency
by AKTAS, Nihat & DE BODT, Eric & VAN OPPENS, Hervé

2007 Caracterización Del Mercado Accionario Colombiano, 2001-2006: Un Análisis Comparativo
by Jorge Marío Uribe Gil

2007 En busca de algunos hechos estilizados del mercado financiero colombiano
by Juan Camilo Rojas

2007 Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion
by Martin Cincibuch & Martina Hornikova

2007 Risk, Timing and Overoptimism in Private Placements and Public Offerings
by Cécile Carpentier & Jean-François L'Her & Stephan Smith & Jean-Marc Suret

2007 The Trader, the Market Maker, his Guru and her Information
by Nicolas Melissas

2007 Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs
by Pierre Bajgrowicz & Olivier Scaillet

2007 Do Stylised Facts of Order Book Markets Need Strategic Behaviour?
by Dan Ladley & Klaus Reiner Schenk-Hoppe

2007 Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis
by Ulrich Oberndorfer & Dirk Ulbricht & Janina Ketterer

2007 Efficiency and Price Effects of Horizontal Bank Mergers
by John K. Ashton & Khac Pham

2007 Information Sales and Strategic Trading
by Diego Garcia & Francesco Sangiorgi

2007 Predictability in the cross-section of European bank stock returns
by Wolfgang Drobetz & Thomas Erdmann & Heinz Zimmermann

2007 A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors
by Daniel Hoechle & Heinz Zimmermann

2007 Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis
by Yasuaki Amatatsu & Naohiko Baba

2007 Pre-emptive horizontal mergers : theory and evidence
by Molnár, József

2007 Portfolio effects and efficiency of lending under Basel II
by Jokivuolle, Esa & Vesala, Timo

2007 What captures liquidity risk? A comparison of trade and order based liquidity factors
by Lorán Chollete & Randi Næs & Johannes A. Skjeltorp

2007 The tail wags the dog: time-varying information shares in the Bund market
by Christian Upper & Thomas Werner

2007 Investors’ Decision To Trade Stocks – An Experimental Study
by Uri Ben-Zion & Sharon Shafran & TAL SHAVIT

2007 Financial Market Liquidity and the Lender of Last Resort
by Ewerhart, C. & Valla, N.

2007 Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds
by Natasha Khan

2007 Price Discovery in Canadian and U.S. 10-Year Government Bond Markets
by Bryan Campbell & Scott Hendry

2007 Price Discovery in Canadian Government Bond Futures and Spot Markets
by Christopher Chung & Bryan Campbell & Scott Hendry

2007 Price Formation and Liquidity Provision in Short-Term Fixed Income Markets
by Chris D'Souza & Ingrid Lo & Stephen Sapp

2007 Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?
by Ingrid Lo & Stephen G. Sapp

2007 Multivariate Realized Stock Market Volatility
by Gregory H. Bauer & Keith Vorkink

2007 Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach
by H.M. Anderson & H. Chan & R. Faff & Y.K. Ho

2007 Risk, Jumps, and Diversification
by Tim Bollerslev & Tzuo Hann Law & George Tauchen

2007 Expected Stock Returns and Variance Risk Premia
by Tim Bollerslev & Hao Zhou

2007 The Ability to ''Outperform the Market'': Logical Foundations based on the Theory of Rational Beliefs
by Horace W. Brock

2007 Complementarities in information acquisition with short-term trades
by Chamley, Christophe

2007 Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests
by Mubariz Hasanov & Tolga Omay

2007 Insider Trading in the Swiss Stock Market
by Andreas Zingg & Sebastian Lang & Daniela Wyttenbach

2007 Stock Market Reaction and Stock Option Plans: Evidence from Germany
by Christian Langmann

2007 The SEC’S MD&A: Does it Meet the Informational Demands of Investors?– A Conceptual Evaluation –
by Bernd Hüfner

2007 Characteristics and Behaviors Types of Bank’s Clients and the Negotiation Tactics Adjusting (part II)
by Carmen-Loredana TOPALA

2007 An Adaptive System of Decision Making for Financial Markets
by Titov, Sergey

2007 Vliv zveřejněných informací na výnosovou křivku
by Vladimir Pikora

2007 Test slabé formy efektivnosti středoevropských akciových trhů
by Jan Hájek

2007 Testování slabé formy efektivnosti na českém akciovém trhu
by Tran Van Quang

2007 Existence procesu učení na umělém akciovém trhu
by Evžen Kočenda & Jan Hanousek

2007 Czech Capital Market Weak-Form Efficiency, Selected Issues
by Jan Hájek

2007 Wavelet Decomposition of the Financial Market
by Lukáš Vácha & Miloslav Vošvrda

2007 Fractal Properties of the Financial Market
by Lukáš Vácha

2007 FDA Drug Approvals: Time Is Money!
by Andreas Sturm & Michael J. Dowling & Klaus Röder

2007 Entrepreneurial Stock Brokering and Switching Costs
by G. Geoffrey Booth & Orkunt M. Dalgic & Juha-Pekka Kallunki & Petri Sahlström

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