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Research classified by Journal of Economic Literature (JEL) codes

Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
Most recent items first, undated at the end.
  • 2015 Modeling and predicting the market volatility index: The case of VKOSPI
    by Han, Heejoon & Kutan, Ali M. & Ryu, Doojin

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

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

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

  • 2015 Innovation strategies and stock price informativeness
    by Ding, Haina

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

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

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

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

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

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

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

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

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

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

  • 2015 Price Formation of Pledgeable Securities
    by Andrea Pinna

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

  • 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 Averaging Across Asset Allocation Models
    by Peter Schanbacher

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

  • 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 Are Value, Size and Momentum Premiums in CEE Emerging Markets only Illusionary?
    by Adam Zaremba & Przemyslaw Konieczka

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

  • 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 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 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 The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey
    by Serhan Cevik & Joshua Charap

  • 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 Knowledge, Information and Retirement Saving Decisions: Evidence from a Large Scale Intervention in Chile
    by Eduardo Fajnzylber & Gonzalo Reyes

  • 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 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

  • 2014 Investors' Reaction to Environmental Performance: A Global Perspective of the Newsweek's 'Green Rankings'
    by Murguia, Juan Manuel & Lence, Sergio H.

  • 2014 Accounting for Business Combinations: Do Purchase Price Allocations Matter?
    by Paugam, Luc & Astolfi, Pierre & Ramond, Olivier

  • 2014 Market fragmentation: assessments and prospects?
    by Gresse, Carole

  • 2014 Market Fragmentation and Market Quality: The European Experience
    by Gresse, Carole

  • 2014 Conclusion : tâtonnement in the manufacturing of markets
    by Brousseau, Eric & Glachant, Jean-Michel

  • 2014 The Political Origin of Competition: Introduction to Part III
    by Brousseau, Eric & Glachant, Jean-Michel

  • 2014 The manufacturing of markets: legal, political and economic dynamics
    by Brousseau, Eric & Glachant, Jean-Michel

  • 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 The cross-market index for volatility surprise
    by Aboura, Sofiane & Chevallier, Julien

  • 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 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 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 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 Shareholder Voting and Merger Returns
    by Henning, Laura Sophie & Oesch, David

  • 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 & M. Dolores Robles

  • 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 The Cost of Political Tension: An Anatomy
    by He, Yinghua & Nielsson, Ulf & Wang, Yonglei

  • 2014 Information Mirages and Financial Contagion in Asset Market Experiment
    by Noussair, C.N. & Xu, Yilong

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

  • 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 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 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 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 Les bulles spéculatives et le marché de l’immobilier
    by Frédéric Teulon

  • 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 Stock Market Reactions to Sovereign Credit Rating Changes: Evidence from Four European Countries
    by Ibrahim Fatnassi & Zied Ftiti & Habib Hasnaoui

  • 2014 Is there a difference between domestic and foreign risk premium? The case of China Stock Market
    by Frédéric Teulon & Khaled Guesmi & Salma Fattoum

  • 2014 Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective
    by Imen Zgueb Rejichi & Chaker Aloui & Duc Khuong Nguyen

  • 2014 Volatility spillovers and macroeconomic announcements evidence from crude oil markets
    by Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani

  • 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 Can firms learn by observing? Evidence from cross-border M&As
    by Francis, Bill B. & Hasan, Iftekhar & Sun, Xian & Waisman , Maya

  • 2014 Do private signals of a bank’s creditworthiness predict the bank’s CDS price? Evidence from the Eurosystem's overnight loan rates
    by Tölö , Eero & Jokivuolle, Esa & Viren, Matti

  • 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 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. & 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 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 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 & Micheal Ehrmann & Marcel Fratzscher & Arnaud Mehl

  • 2014 Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity : Evidence from the CAC 40 Index
    by Gresse, Carole & Deville, Laurent & De Séverac, Béatrice

  • 2014 Information Flows in the term structure of commodity prices
    by Lautier, Delphine & Raynaud, Franck

  • 2014 Loan officers' screening with credit scores
    by Sergio Vicente

  • 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 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 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 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 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 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 Tests of Rationality in Turkish Foreign Exchange Market
    by Neslihan Topbas

  • 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 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 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 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 Implications of the US -South Korea Free Trade Agreement on Agricultural Exports from the US
    by Mustafa METE & Filiz SANAL ÇEVİK & 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 Patterns in Neighboring Areas
    by Ernest Simeon Odior & Raymond OsiAlenoghena

  • 2014 MarketCapturing volatility and its spillover in South Asian countries
    by Ruchika Gahlota

  • 2014 Market power consolidation and M&A success: A study of US-American and German utility takeovers
    by Robert Fraunhoffer

  • 2014 Investigating smooth breaks in real exchange rates
    by Ching-Mei Chu

  • 2014 Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas
    by Nipun Agarwal

  • 2014 Stock Market Consequences of the Suspension of the Central Bank of Nigeria’s Governor
    by Ibrahim Mohammed & Chioma Nwafor

  • 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 The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method
    by Ýlker SAKINÇ & Merve GÜLEN

  • 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 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 Conceptual Model of the Credit Information Exchange System in Global Terms
    by Vladimir Simovic & Marko Rankovic

  • 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 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 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 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 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

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  • 2014 Higher order expectations in sentiment asset pricing model
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  • 2014 Dynamic sentiment asset pricing model
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  • 2014 Volatility transmission in agricultural futures markets
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  • 2014 Two-period trading sentiment asset pricing model with information
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  • 2014 Corporate liquidity and the contingent nature of bank credit lines: Evidence on the costs and consequences of bank default
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  • 2014 State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization
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  • 2014 Corporate culture and CEO turnover
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  • 2014 Merger arbitrage short selling and price pressure
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  • 2014 Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity
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  • 2014 Acquisition finance and market timing
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  • 2014 Credit ratings and the choice of payment method in mergers and acquisitions
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  • 2014 Excess perks and stock price crash risk: Evidence from China
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  • 2014 Exploitation of the internal capital market and the avoidance of outside monitoring
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  • 2014 Investor recognition and seasoned equity offers
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  • 2014 Can firms learn by observing? Evidence from cross-border M&As
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  • 2014 In- and out-of-the-money convertible bond calls: Signaling or price pressure?
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  • 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
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  • 2014 Price Limit and Financial Contagion: Protection or Illusion? The Tunisian Stock Exchange Case
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  • 2014 Stock Prices and Implied Abnormal Earnings Growth
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  • 2014 Quand la psychologie et la linguistique rencontrent la finance:le cas de la France
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  • 2014 Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
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  • 2014 Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados
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  • 2014 Organizational Systems Of Internal Financial Control In The World
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  • 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
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  • 2014 Stock dividend ex-day effect and market microstructure in a unique environment
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  • 2014 Event studies in Turkey
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  • 2014 The labour market: institutions and reforms Summary of the 2nd labour market conference organised by the Aix-Marseille School of Economics and the Banque de France on 16 and 17 December 2013
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  • 2014 Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013
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  • 2014 Efficiency Analysis in Islamic Banks: A Study for Malaysia and Turkey
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  • 2014 Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries
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  • 2014 An analysis on the difference between bank index-linked bonds’ prices and their fair-value
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  • 2014 The media effect on investors behaviour: the publication of spin-off news
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  • 2014 Security Market Manipulation
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  • 2014 Insider Trading Controversies: A Literature Review
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  • 2014 Information Transmission in Finance
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  • 2014 Blockholders and Corporate Governance
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  • 2014 The Value Relevance of Financial Distress Risk in the Case of RASDAQ Companies
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  • 2014 Risk Factors in Euro Adoption by Romania
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  • 2014 The evolution of public expenditure in Romania during the global economic crisis
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  • 2014 Evolution of tax revenue in Romania
    by Nicoleta Mihaela Florea & Marcel Dracea & Radu Buziernescu

  • 2014 An Uncertain Future Or The End Of The Road For Brics?
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  • 2014 Accounting for Crises
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  • 2014 Speculative Asset Prices
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  • 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 The Number of State Variables for CDS Pricing
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  • 2013 Non-parametric Tests for the Martingale Restriction: A New Approach
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  • 2013 Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions
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  • 2013 The 2000 presidential election and the information cost of sensitive versus
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  • 2013 Art Market Inefficiency
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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 Efficient portfolios in financial markets with proportional transaction costs
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  • 2013 Equilibrium model with default and insider's dynamic information
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  • 2013 How Do Price Limits Influence French Market Microstructure? A High Frequency Data Analysis in Terms of Return, Volatility and Volume
    by Michalon, Karine

  • 2013 Le rôle du marché à terme et du marché au comptant dans la formation des prix des matières premières
    by Lautier, Delphine & Lambinet, Rémy

  • 2013 Energy Finance: The case for derivative markets
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  • 2013 On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process
    by Goutte, Stéphane & Oudjane, Nadia & Russo, Francesco

  • 2013 The Interval Market Model in Mathematical Finance
    by Bernhard, Pierre & Engwerda, Jacob C. & Roorda, Berend & Schumacher, J.M. & Kolokoltsov, Vassili & Saint-Pierre, Patrick & Aubin, Jean-Pierre

  • 2013 Systemic Risk and Complex Systems: A Graph-Theory Analysis
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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
    by de Jong, Frank & Wingens, Loes

  • 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
    by Bicchetti, David & Maystre, Nicolas Maystre

  • 2013 Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization
    by Cesar Rufino

  • 2013 Are there rational speculative bubbles in the Philippine stock market?
    by Gilbert Nartea & Bo Hu & Baiding Hu

  • 2013 Rating-Meldungen europäischer Staaten und Werteffekte bei US-Banken: Eine Note zur Interdependenz globaler Kapitalmärkte
    by Christian Happ & Frederik Schauer & Dirk Schiereck

  • 2013 Herd behavior in world stock markets: Evidence from quantile regression analysis
    by Sibel ÇELİK

  • 2013 Dinámica de la frecuencia de impago de los créditos de consumo en cuotas
    by Alfaro, Rodrigo & Pacheco, David & Sagner, Andrés

  • 2013 Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina
    by Chirinos, Miguel

  • 2013 Comportamiento no lineal en series de productos primarios
    by Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos

  • 2013 Limelight on dark markets: an experimental study of liquidity and information
    by Aleksander Berentsen & Michael McBride & Guillaume Rocheteau

  • 2013 Liquidity, Market Efficiency and the Influence of Noise Traders: Quasi-Experimental Evidence from the Betting Industry
    by Raphael Flepp & Stephan Nüesch & Egon Franck

  • 2013 The News Content of Bank Rating Changes - Evidence from a Global Event Study
    by Christian Fieberg & Armin Varmaz & Jörg Prokop & Finn Marten Körner

  • 2013 Misconceptions about Credit Ratings - An Empirical Analysis of Credit Ratings across Market Sectors and Agencies
    by Kerstin Lopatta & Magdalena Tchikov & Finn Marten Körner

  • 2013 The light and dark side of TARP
    by Uhde, Andre & Farruggio, Christian & Michalak, Tobias C.

  • 2013 How Stale Central Bank Interest Rate Projections Affect Interest Rate Uncertainty
    by Detmers, Gunda-Alexandra & Nautz, Dieter

  • 2013 Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis
    by Hett, Florian & Schmidt, Alexander

  • 2013 Financing asset growth
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  • 2013 The real versus the financial economy: A global tale of stability versus volatility
    by Alfarano, Simone & Förster, Niels & Milaković, Mishael & Mundt, Philipp

  • 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
    by Croonenbroeck, Carsten & Matkovskyy, Roman

  • 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
    by Aitken, Michael & Cumming, Douglas & Zhan, Feng

  • 2013 Exchange trading rules, surveillance and insider trading
    by Aitken, Michael & Cumming, Douglas & Zhan, Feng

  • 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 The price impact of CDS trading
    by Gündüz, Yalin & Nasev, Julia & Trapp, Monika

  • 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
    by Baltzer, Markus & Stolper, Oscar & Walter, Andreas

  • 2013 Sentiment Bias and Asset Prices: Evidence from Sports Betting Markets and Social Media
    by Arne Feddersen & Brad Humphreys & Brian Soebbing

  • 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
    by Rafal Weron & Michal Zator

  • 2013 Learning and Evolution of Trading Strategies in Limit Order Markets
    by Carl Chiarella & Xue-Zhong He & Lijian Wei

  • 2013 Learning and Information Dissemination in Limit Order Markets
    by Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang

  • 2013 Learning and Adaptation as a Source of Market Failure
    by David Goldbaum

  • 2013 Say Pays! Shareholder Voice and Firm Performance
    by Vicente Cunat & Mireia Gine & Maria Guadalupe

  • 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 Locus of control and investment in risky assets
    by Fouarge D. & Grip A. de & Salamanca N. & Montizaan R.M.

  • 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
    by Jennings R. & Lev B. & Billings M.B.

  • 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 Bank Communication Affects Long-Term Interest Rates
    by Fernando D. Chague & Rodrigo De-Losso, Bruno C. Giovannetti, Paulo Manoel

  • 2013 Short Selling and Inside Information
    by Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti

  • 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 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
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  • 2013 New Testing Procedures to Assess Market Efficiency with Trading Rules
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  • 2013 Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
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  • 2013 R-squared and the Economy
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  • 2013 No News is News: Do Markets Underreact to Nothing?
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  • 2013 Informational Frictions and Commodity Markets
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  • 2013 'Those Who Know Most': Insider Trading in 18th c. Amsterdam
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  • 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
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  • 2013 Which News Moves Stock Prices? A Textual Analysis
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  • 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

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  • 2013 Why Do Analysts Disagree ?
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  • 2013 Does renegotiation of financial contracts matter for shareholders? Empirical evidence from Europe
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  • 2013 Liquidity Shocks and Stock Market Reactions
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  • 2013 The Microstructure of Exchange Rate Management: FX Intervention and Capital Controls in Brazil
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  • 2013 Financial stress and economic dynamics: an application to France
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  • 2013 Management Forecasts, Idiosyncratic Risk, and Information Environment
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  • 2013 Discount rates, market frictions and the mystery of the size premium
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  • 2013 Bank Bailouts and Market Discipline: How Bailout Expectations Changed During the Financial Crisis
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  • 2013 Groupthink: Collective Delusions in Organizations and Markets
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  • 2013 Vantagens da concentração geográfica da produção: o caso da indústria corticeira de Santa Maria da Feira
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  • 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 Uctumd

  • 2013 Can Information Demand Help to Predict Stock Market Liquidity ? Google it !
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  • 2013 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
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  • 2013 Market Specific News and Its Impact on Electricity Prices – Forward Premia
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  • 2013 Institutional development and stock price synchronicity: Evidence from China
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  • 2013 What determines stock market behavior in Russia and other emerging countries?
    by Korhonen, Iikka & Peresetsky , Anatoly

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  • 2013 Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis
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  • 2013 Not so fast: high-frequency financial data for macroeconomic event studies
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  • 2013 Monetary policy surprises, positions of traders, and changes in commodity futures prices
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  • 2013 Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries
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  • 2013 Do Sound Public Finances Require Fiscal Rules Or Is Market Pressure Enough?
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  • 2013 The impact of the French Tobin tax
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  • 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
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  • 2013 Rights offerings, trading, and regulation: a global perspective
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  • 2013 Attracting investor attention through advertising
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  • 2013 Impact of Political Regime Shift on Stock Returns of Oligarch Firms
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  • 2013 Is Sell-Side Research More Valuable in Bad Times?
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  • 2013 Sub-Penny and Queue-Jumping
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  • 2013 Comovement of Corporate Bonds and Equities
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  • 2013 The Twilight Zone: OTC Regulatory Regimes and Market Quality
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  • 2013 Discount Rates, Market Frictions and the Mystery of the Size Premium
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  • 2013 Defying Gravity: Costly Signaling to Mislead or to Inform?
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  • 2013 News Trading and Speed
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  • 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
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  • 2013 The Impact of Hedge Funds on Asset Markets
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  • 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 Effects of Lit and Dark Trading Venue Competition on Liquidity : The MiFID Experience
    by Gresse, Carole

  • 2013 Real Asset Valuation under Imperfect Competition: Can We Forget About Market Fundamentals?
    by Chaton, Corinne & Durand-Viel, Laure

  • 2013 Share repurchase: Does it increase the informativeness of market prices?
    by de La Bruslerie, Hubert

  • 2013 Do corporate bond and credit default swap markets value environmental, social or corporate governance events?
    by Berg, Florian & Le Pen, Yannick

  • 2013 Reviewing the Leverage Cycle
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  • 2013 Macroeconomic determinants of European stock and government bond correlations: A tale of two regions
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  • 2013 On the inefficiency of Brownian motions and heavier tailed price processes
    by Alejandro Balbás & Beatriz Balbás & Raquel Balbás

  • 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
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  • 2013 Buffett’s Alpha
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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 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
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  • 2013 Monetary Policy Shifts and the Forward Discount Puzzle
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  • 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
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  • 2013 The Influence of Country- and Firm-Level Governance on Financial Reporting Quality: Revisiting the Evidence
    by Pierre Bonetti & Antonio Parbonetti & Michel Magnan

  • 2013 IFRS Adoption in Canada: An Empirical Analysis of the Impact on Financial Statements
    by Michel Blanchette & François-Éric Racicot & Komlan Sedzro

  • 2013 Empirical Testing of the Momentum Effect in Canadian Capital Markets
    by Kamalesh Gosalia & Rock Lefebvre

  • 2013 Contagion Effects in the European Nyse Euronext Stock Markets in the Context of the 2010 Sovereign Debt Crisis
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  • 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
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  • 2013 Financial Signaling and Earnings Forecasts
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  • 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
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  • 2013 The Role of mid-year dividends as predictors of yearly earnings
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  • 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
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  • 2013 Efficiency of stock markets and exchange rates: Emerging vs.developed countries
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  • 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 Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
    by Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan

  • 2013 Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements
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  • 2013 A Note on Learning in a Credit Economy
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  • 2013 Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets
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  • 2013 Coherent price systems and uncertainty-neutral valuation
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  • 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
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  • 2013 The procyclicality of foreign bank lending: evidence from the global financial crisis
    by Ugo Albertazzi & Margherita Bottero

  • 2013 High frequency trading: an overview
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  • 2013 Trading patterns at the Tokyo Stock Exchange, 1931-1940
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  • 2013 The Impact of Monetary Policy Surprises on Australian Financial Futures Markets
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  • 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 Investissement optimal et évaluation d'actifs sous certaines imperfections de marché
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  • 2013 Financial Intermediation and Economic Growth
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  • 2013 Are the Global REIT Markets Efficient by a New Approach?
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  • 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
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  • 2013 The Impact Of Investor Psychology On Stock Markets: Evidence From France
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  • 2013 A Study On Efficiency Of Steel Futures Market In India
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  • 2013 The Validity of the Halloween Effect in the Istanbul Stock Exchange
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  • 2013 Disclosure quality, diversification and the cost of capital
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  • 2013 Chief Executive Officer departures and market uncertainty
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  • 2013 Utilizarea comparata a modelelor CAPM si APT in analizele bursiere
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  • 2013 Model de analiza SWOT a pietei de capital din Romania
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  • 2013 Exploring the Relationship between Human Capital Investment and Corporate Financial Performance of Jordanian Industrial Sectors
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  • 2013 Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests
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  • 2013 Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market
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  • 2013 The Chinese News Sentiment around Earnings Announcements
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  • 2013 A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania
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  • 2013 Estudio del efecto tamaño en el mercado bursátil colombiano
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  • 2013 Seasonal Anomalies in Istanbul Stock Exchange
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  • 2013 Think About Tomorrow Morning: Opening Stock Returns May Show Reversals
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  • 2013 Investigate sport clothing’s market segmentation in public sport based on demographic variables
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  • 2013 Optimal Asset Taxes in Financial Markets with Aggregate Uncertainty
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  • 2013 Macroeconomic News Effects on the Stock Markets in Intraday Data
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  • 2013 Do E-Auctions Realy Improve the Efficiency of Public Procurement? The Case of the Slovak Municipalities
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  • 2013 Definition, Benefits and Risks of High-Frequency Trading
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  • 2013 Gone Fishin’ Effects on the Bucharest Stock Exchange
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  • 2013 Bank Loans to Newly Public Firms
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  • 2013 Company size, book-to-market and momentum effects, and other deviations from the CAPM - evidence from the Warsaw stock exchange
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  • 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
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  • 2013 The Effects of Risk Events on the Efficiency of Financial Market
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  • 2013 The Current Status of Financing Public Higher Education Institutions in Romania – The Case of The University of Craiova
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  • 2013 Investors' Dividend Preference On The Romanian Equity Market: A Cross-Sectional Empirical Investigation
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  • 2013 Weak Efficiency And Linear Regression Of Central And Eastern European Markets
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  • 2013 Testing The Long Range-Dependence For The Central Eastern European And The Balkans Stock Markets
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  • 2013 New Opportunities On The Market Of Mergers And Acquisitions For 2014
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  • 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
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  • 2013 Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications
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  • 2013 No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index
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  • 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 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 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
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  • 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 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 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 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 Influence of the information technology on the world economy
    by Leonid Raneta & Denys Braga

  • 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 The Day-Of-The-Week Effect On Bucharest Stock Exchange
    by Iulian PANAIT & Carmen Marilena UZLAU & Corina Maria ENE

  • 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 Case – study Concerning the Effects of the Macroeconomic Variables on the Loan Portfolios Quality of the Romanian Banking Sector Using the VAR Model and Least Squares Method
    by Alina Georgiana Manta & Roxana Maria Badîrcea

  • 2013 Testing the Efficient Markets Hypothesis on the Romanian Capital Market
    by Drags Mînjina & Petre Brezeanu

  • 2013 Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns
    by Andrey KUDRYAVTSEV

  • 2013 Time or spot ? A revaluation of Amsterdam market data prior to 1747
    by Brian Beach & Stephen Norman & Douglas Wills

  • 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 The price impact of CDS trading
    by Gündüz, Yalin & Nasev, Julia & Trapp, Monika

  • 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 Production de liquidité par les marchés boursiers, valorisation des actifs et coût de financement
    by Riva, Fabrice

  • 2012 Manipulations de cours et marchés électroniques
    by Hamon, Jacques & Jacquillat, Bertrand

  • 2012 Les marchés d'actifs sûrs
    by Folus, Didier

  • 2012 Snell Envelope with Small Probability Criteria
    by Del Moral, Pierre & Oudjane, Nadia & Hu, Peng

  • 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 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 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 Measuring Long-term Performance: a Regression Based Generalization of the Calendar Time Portfolio Approach
    by Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz

  • 2012 Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecasts 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 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 MarketsFAn 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 Cash is King - Revaluation of Targets after Merger Bids
    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 Home preference at selecting financial advisors in cross-border M&As
    by Francis, Bill B. & Hasan, Iftekhar & Sun , Xian

  • 2012 Does relationship matter? The choice of financial advisors
    by Francis, Bill B. & Hasan, Iftekhar & Sun , Xian

  • 2012 Valuation of innovation: The case of iPhone
    by Korkeamäki, Timo & Takalo, Tuomas

  • 2012 What determines bank stock price synchronicity? Global evidence
    by Francis , Bill & Hasan, Iftekhar & Song, Liang & Yeung , Bernard

  • 2012 Optimal bank transparency
    by Moreno, Diego & Takalo , Tuomas

  • 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 Ownership, control and market liquidity
    by Hamon, Jacques & Ginglinger, Edith

  • 2012 Creative Accounting and Market Efficiency
    by Bianchi, Milo & Jehiel, Philippe

  • 2012 Liquidity Benefits from IPO Underpricing : Ownership Dispersion or Information Effect
    by Bouzouita, Nesrine & Gajewski, Jean-François & Gresse, Carole

  • 2012 Inflation and Individual Equities
    by Brière, Marie & Ang, Andrew & Signori, Ombretta

  • 2012 Les réservations et les suspensions de cotation sont-elles un frein à l'efficience informationnelle des marchés ?
    by Michalon, Karine

  • 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 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 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 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 Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy
    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 Studying the effect of assets return rate on stock price of the companies accepted in Tehran stock exchange
    by Parviz Saeidi & Abolghasem Okhli

  • 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 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 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 Convenience Yields in Bulk Commodities: The Case of Thermal Coal
    by Jason West

  • 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 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 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 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 Reactions Des Marches D’Actions De La Zone Euro Aux Annonces Non Anticipees De La Bce
    by Jean-Yves Filbien & Fabien Labondance

  • 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 Sustainability Of The Financial Transaction Tax: Decision And Uncertainty
    by Bogdan Ion Boldea & Emilian Lucian Neacsu

  • 2012 A Behavioral Finance Perspective Of The Efficient Market Hypothesis
    by Camelia Oprean

  • 2012 Considerations Regarding Eu Life Insurance Market
    by Ana Preda

  • 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 Forward Curve dynamics in the UK Real Estate Market
    by Drouhin, Pierre-Arnaud & Simon, Arnaud

  • 2011 Microstructure des marchés financiers et interruptions de cotation. Une étude empirique du marché boursier français
    by Michalon, Karine

  • 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 Sentimental Preferences and the Organizational Regime of Betting Markets
    by Egon Franck & Erwin Verbeek & Stephan Nüesch

  • 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 Modelling trades-through in a limited order book using Hawkes processes
    by Toke, Ioane Muni & Pomponio, Fabrizio

  • 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 Time lags in processing market-sensitive information. A case study
    by Alessandro Innocenti & Pier Malpenga & Lorenzo Menconi & Alessandro Santoni

  • 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 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 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: Hysteresis, 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 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
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  • 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
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  • 2011 Securitization and Lending Competition
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  • 2011 Stock Return Predictability and Oil Prices
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  • 2011 When do stock futures dominate price discovery
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  • 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
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  • 2011 Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data
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  • 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
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  • 2011 Leverage ratio requirement, credit allocation and bank stability
    by Kiema , Ilkka & Jokivuolle, Esa

  • 2011 Debit card interchange fees generally lead to cash-promoting cross-subsidisation
    by Leinonen, Harry

  • 2011 Co-movements of Shanghai and New York Stock prices by time-varying regressions
    by Chow, Gregory C & Liu, Changjiang & Niu, Linlin

  • 2011 Do markets perceive sukuk and conventional bonds as different financing instruments?
    by Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent

  • 2011 A Reflection of History: Fluctuations in Greek Sovereign Risk between 1914 and 1929
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  • 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 A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929
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  • 2011 How Prediction Markets can Save Event Studies
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  • 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 Transforming financial OTC Markets. Struggles around categories
    by Huault, Isabelle & Rainelli, Hélène

  • 2011 Systemic risk in derivative markets : a graph-theory analysis
    by Lautier, Delphine & Raynaud, Franck

  • 2011 Effects of the Competition between Multiple Trading Platforms on Market Liquidity : Evidence from the MiFID Experience
    by Gresse, Carole

  • 2011 Do Firms Manage Nominal Stock Prices for their Employees?
    by Waxin, Timothée

  • 2011 Privately Optimal Securitization and Publicly Suboptimal Risk Sharing
    by Chemla, Gilles & Hennessy, Christopher A.

  • 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 Jean-Marc Bottazzi & Jaime Luque & Mario R. Pascoa & Suresh Sundaresan

  • 2011 Endogenous bourse structures
    by Marta Faias & Jaime Luque

  • 2011 Pairing market risk with credit risk
    by Isabel Figuerola-Ferretti & Ioannis Paraskevopoulos

  • 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 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 ‘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 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 ÃK & 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 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 Methods of Identification Asset Price Bubbles In the Czech Economy
    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 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 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
    by King, Alan

  • 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
    by Bozos, Konstantinos & Nikolopoulos, Konstantinos & Ramgandhi, Ghanamaruthy

  • 2011 Liquidity, analysts, and institutional ownership
    by Jiang, Christine X. & Kim, Jang-Chul & Zhou, Dan

  • 2011 Dressed to merge — small fits fine: M&A success in the fashion and accessories industry
    by Meinshausen, Steffen & Schiereck, Dirk

  • 2011 Stocks and energy shocks: The impact of energy accidents on stock market value
    by Scholtens, Bert & Boersen, Arieke

  • 2011 Nonparametric rank tests for event studies
    by Kolari, James W. & Pynnonen, Seppo

  • 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 Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones
    by Jorge Mario Uribe Gil & Inés María Ulloa Villegas

  • 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 The Effect of Option listing on the Underlying Stock Volume Volatility Relation : A Study of French Underlying Stock Efficiency
    by Jouaber, Kaouther & Tekaya, Rim

  • 2010 La structure par terme des prix des commodités : Analyse théorique et applications au marché pétrolier
    by Lautier, Delphine

  • 2010 L'état de la communication financière sur Internet
    by Oxibar, Bruno

  • 2010 The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?
    by de La Bruslerie, Hubert & Gillet, Roland

  • 2010 The Role of Nuclear Power in Reducing Risk of the Fossil Fuel Prices and Diversity of Electricity Generation in Tunisia: A Portfolio Approach
    by Souissi, Jomâa & Chaton, Corinne & Aloui, Chaker & Abdelhamid, Mohamed

  • 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 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 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. Médecin

  • 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 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 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 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 Credit allocation, capital requirements and output
    by Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo

  • 2010 Simultaneous monetary policy announcements and international stock markets response: an intraday analysis
    by Hussain, Syed Mujahid

  • 2010 Cross-border bank M&As and risk: evidence from the bond market
    by Choi , Sungho & Francis , Bill B & Hasan, Iftekhar

  • 2010 Stock market reaction to debt financing arrangements in Russia
    by Godlewski, Christophe J. & Fungacova, Zuzana & Weill, Laurent

  • 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 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
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  • 2010 Volatility Jumps
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  • 2010 Social responsibility and mean-variance portfolio selection
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  • 2010 Case Study of Three German Banks Stuck in the Subprime Crisis
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  • 2010 Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market
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  • 2010 Terrorism and Capital Markets: The Effects of the Istanbul Bombings
    by Nikos Christofis & Christos Kollias & Stephanos Papadamou & Apostolos Stagiannis

  • 2010 L’évolution de la liquidité sur les marchés d’actions depuis l’entrée en vigueur de la Directive sur les Marchés d’Instruments Financiers
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  • 2010 Multi-Market trading and Market Liquidity: the Post MiFID Picture
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  • 2010 Unexpected Media Coverage and Stock Market Outcomes : Evidence from Chemical Disasters
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  • 2010 Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework
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  • 2010 Time and dynamic Volume-Volatility Relation around Option Listing: Evidence from the French Underlying Stocks
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  • 2010 Financial intermediation and the rights offer paradox
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  • 2010 How does the stock market respond to chemical disasters?
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  • 2010 Leverage Causes Fat Tails and Clustered Volatility
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  • 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
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  • 2010 Investors' horizons and the Amplification of Market Shocks
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  • 2010 Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity
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  • 2010 Uncertainty about Government Policy and Stock Prices
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  • 2010 Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns
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  • 2010 A Transaction Data Study of the Forward Bias Puzzle
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  • 2010 Conflicts of Interest, Reputation, and the Interwar Debt Crisis: Banksters or Bad Luck?
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  • 2010 Performance Maximization of Actively Managed Funds
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  • 2010 Asset Auctions, Information, and Liquidity
    by Vives, Xavier

  • 2010 Trading Frenzies and Their Impact on Real Investment
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  • 2010 Learning and Complementarities: Implications for Speculative Attacks
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  • 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
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  • 2010 Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano
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  • 2010 Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica
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  • 2010 Scarring Recessions and Credit Constraints: Evidence from Colombian Firm Dynamics
    by Marcela Eslava & Arturo Galindo & Marc Hofstetter & Alejandro Izquierdo

  • 2010 Seasoned Equity Offerings by Small and Medium-Sized Enterprises
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  • 2010 The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs
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  • 2010 Are Under- and Over-reaction the Same Matter? A Price Inertia based Account
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  • 2010 Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change
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  • 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
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  • 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 Sentiment, Convergence of Opinion, and Market Crash
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  • 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 CO2 spot and futures price analysis for EEX and ECX
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  • 2010 Level Shifts in Volatility and the Implied-Realized Volatility Relation
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  • 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 Efficiency, Effectiveness and Performance of the Public Sector
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  • 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 Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 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 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 Japanfs 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 Discretionary Deletions From The S&P 500 Index: Evidence On Forecasted And Realized Earnings
    by Stoyu I. Ivanov

  • 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 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 Helene 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 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 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 Comment faire évoluer les méthodes d’évaluation financière des innovations ?
    by Breese, Pierre & Nussenbaum, Maurice

  • 2009 How does option listing affect the underlying stock price duration ? A study of French underlying stock efficiency
    by Jouaber, Kaouther & Tekaya, Rim

  • 2009 A reality check of hedging practices in the mining industry
    by Armstrong, Margareth & Galli, Alain & Lautier, Delphine

  • 2009 News Pressure, Public Image, and Firm Stock Market Value
    by Laguna, Marie-Aude

  • 2009 Risk aversion and institutional information disclosure on the European carbon market : a case-study of the 2006 compliance event
    by Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic

  • 2009 Publication d’informations sur le capital immatériel et attentes des investisseurs : une étude exploratoire par la méthode Delphi
    by Bejar, Yosra

  • 2009 Taxonomy development in information systems : developing a taxonomy of mobile applications
    by Nickerson, Robert & Muntermann, Jan & Varshney, Upkar & Isaac, Henri

  • 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 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 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 Bank safety under Basel II capital requirements
    by Vauhkonen, Jukka

  • 2009 Credit allocation, capital requirements and procyclicality
    by Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo

  • 2009 Corporate social responsibility and shareholder's value: an empirical analysis
    by Becchetti , Leonardo & Ciciretti , Rocco & Hasan, Iftekhar

  • 2009 Stock return seasonalities and investor structure: Evidence from China's B-share markets
    by Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L.

  • 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 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 Unbiased Disagreement and the Efficient Market Hypothesis
    by Jouini, Elyès & Napp, Clotilde

  • 2009 Liquidity Effects of Listing Requirements
    by Draus, Sarah

  • 2009 The Certification Role of Listings
    by Draus, Sarah

  • 2009 How does the Introduction of an ETF Market with Liquidity Providers Impact the Liquidity of the Underlying Stocks?
    by Platten, Isabelle & Gresse, Carole & De Winne, Rudy

  • 2009 Convenience Yield and Commodity Markets
    by Lautier, Delphine

  • 2009 Les crises boursières de 1929-1932 et 2007-2009
    by Hamon, Jacques & Jacquillat, Bertrand

  • 2009 The short-term timing of initial public offerings
    by Bouis, Romain

  • 2009 Strategic Supply Function Competition with Private Information
    by Xavier Vives

  • 2009 Two-sided career concern and financial equilibrium
    by Yolanda Portilla

  • 2009 Volatility and covariation of financial assets: a high-frequency analysis
    by Alvaro Cartea & Dimitrios Karyampas

  • 2009 The relationship between the volatility of returns and the number of jumps in financial markets
    by Alvaro Cartea & Dimitrios Karyampas

  • 2009 Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs
    by Sergio Mayordomo & Juan Ignacio Peña & Juan Romo

  • 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
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  • 2009 New thoughts on efficient markets
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  • 2009 The information content and redistribution effects of state and municipal rating changes in Mexico
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  • 2009 La crisi finanziaria globale 2008-2009
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  • 2009 Short-term effects of analysts recommendations in spanish blue chips returns and trding volumes
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  • 2009 Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals
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  • 2009 Click to Download Data : An Event Study of Internet Access to Economic Statistics
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  • 2009 Capm With Information Cost
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  • 2009 The Analysis Of The Per Effect In The Financial Markets Of Ceec
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  • 2009 The Performance of Actively and Passively Managed Swiss Equity Funds
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  • 2009 Bankruptcy – the consequence of defective bank management
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  • 2009 The Behavior Of The Bucharest Stock Exchange During The Current Financial Markets Crisis And Proposed Measures For Its Sustainable Development
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  • 2009 Economists’ hubris – the case of asset pricing
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  • 2009 Economists' Hubris - The Case of Mergers and Acquisitions
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  • 2009 Real-Time Market Abuse Detection with a Stochastic Parameter Model
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  • 2009 Smart Agents and Sentiment in the Heterogeneous Agent Model
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  • 2009 The Role of fundamentals factors of empirical analysis of the Prague stock exchange
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  • 2009 Basel II: operation risk measurement in the Portuguese banking sector
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  • 2009 Organization and Application of Information Technologies in Enterprises of Herzegovina Region
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  • 2009 An Adaptative Evolutionary Model Of Financial Investors
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  • 2009 Voluntary Internet Financial Reporting And Disclosure – A New Challenge For Romanian Companies
    by Bogdan Victoria & Pop Cosmina Madalina & Popa Dorina Nicoleta

  • 2009 Role Of Information In Adoption Of Investment Decisions On Capital Market
    by Barna Flavia & Danuletiu Adina Elena & Mura Petru Ovidiu

  • 2009 Impact Of Financial Crisis Over The Companies Of Bet Index Composition
    by Nistor Ioan & Ulici Maria

  • 2009 European and Non-European Emerging Market Currencies: Forward Premium Puzzle and Fundamentals
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  • 2009 Determinants of winning and losing persistence in the Polish banking sector
    by Krzysztof Jackowicz

  • 2009 Chinese Informal Financial Systems and Economic Growth --A Case Study of China's Small and Medium Enterprises
    by Cong Ji

  • 2009 Hungarian sovereign credit risk premium in international comparison during the financial crisis
    by Lóránt Varga

  • 2009 Measuring interest rate expectations from market yields: topical issues
    by Klára Pintér & György Pulai

  • 2009 Benchmark Concentration: Capitalization Weights Versus Equal Weights in the FTSE 100 Index
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  • 2009 European Put-Call Parity and the Early Exercise Premium for American Currency Options
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  • 2009 The Role of Satellite Stock Exchanges: A Case Study of the Lahore Stock Exchange
    by Jamshed Y. Uppal

  • 2009 An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets
    by Werner Kristjanpoller Rodríguez

  • 2009 Efficiency of the Chilean stock market: A dynamic approach using volatility tests
    by Andrés Acuña & Cristián Pinto

  • 2009 Event studies and the importance of the estimation methodology
    by John Jairo García

  • 2009 Alacsonyabb kockázat - nagyobb osztalék?. A részvénykockázat és az osztalékfizetési hányad kapcsolatának vizsgálata a Budapesti Értéktőzsdén (1997-2007)
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  • 2009 2002 German Federal Elections and Associated Energy Policy: How Were Energy Corporations Financially Affected?
    by Ulrich Oberndorfer & Andreas Ziegler

  • 2009 The positive and negative impacts of the sars outbreak:a case of the Taiwan industries
    by Chun-Da Chen & Chin-Chun Chen & Wan-Wei Tang & Bor-Yi Huang

  • 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
    by Felipe Zurita

  • 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 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
    by Khubaib Ahmed Qureshi

  • 2009 The relationship between risk and expected returns with incomplete information
    by Germán López & Joaquín Marhuenda & Belén Nieto

  • 2009 Corporate Disclosures After The Eptember 11 Terrorist Attacks
    by Myojung Cho & John Shon & Yuan Xie

  • 2009 Investor Perception of Information Disclosed in Financial Reports of Palestine Securities Exchange Listed Companies
    by Naser Abdelkarim & Yasser A. Shahin & Bayan M. Arquawi

  • 2009 Dynamic Asset Allocation Using a Combined Criteria Decision System
    by Giuseppe Galloppo

  • 2009 Information Content and Intra-Industry Effect of Stock Splits: Evidence from Indonesia
    by Eddy Junarsin & Bayu Pranoto

  • 2009 Impact of Gender Diversity on Voluntary Disclosure in Annual Reports
    by Aminah Nalikka

  • 2009 Production Management And Market Constraints
    by Laurean BOGDAN

  • 2009 Electricity Traffic over the Barriers of Networks: The Case of Germany and The Netherlands
    by Hans Andeweg, André Dorsman, Kees van Montfort

  • 2009 Further Evidence on the Impact of Economic News on Interest Rates
    by Dominique Guégan,Florian Ielpo

  • 2009 Forward Premiums in the Brussels SE and the Shadow Price of Cash Balances
    by Tuan Thi Ngoc Bui & Piet Sercu

  • 2009 Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock
    by Alexandru Todea & Adrian Zoicas-Ienciu & Angela-Maria Filip

  • 2009 Efectos de la Negociación Asincrónica en el Mercado de Acciones de México
    by Chávez Monroy, Nicolás & Segundo Valdés, Alejandro

  • 2009 Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997-2004
    by Michailidis, G.

  • 2009 Stock Returns-Inflation Relation In India, 1980-2004
    by SHANMUGAM, K.R. & MISRA, Biswa Swarup

  • 2009 Verbraucherpolitik im Bereich der Finanzdienstleistungen muss mehr sein als Bereitstellung von Information
    by Achim Tiffe

  • 2009 Rationale Marktübertreibungen im Zusammenhang der aktuellen Finanzmarktkrise
    by Thorsten Klug & Hermann Locarek-Junge & Max Mihm

  • 2009 La performance à court et à long terme de l'acquéreur:l'impact de la détention d'une position de contrôle
    by Taher Hamza

  • 2009 Investor’s Perception of Value Creation in Environmental Strategies: The Impact of Past Environmental Performance on Future Stock Market Returns
    by Claudia Nicoleta BORSAN

  • 2009 Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information
    by Chanwoo Noh & Sungsub Choi

  • 2009 Who Saw Sovereign Debt Crises Coming?
    by Sebastián Nieto-Parra

  • 2009 Los estudios de acontecimiento y la importancia de la metodología de estimación
    by García, John Jairo

  • 2009 Eficiencia del mercado accionario chileno: un enfoque dinámico usando tests de volatilidad
    by Acuña, Andrés & Pinto, Cristián

  • 2009 Análisis de la volatibilidad del IGBC en época de crisis (2005-2006)
    by Alejandro Rodríguez Restrepo

  • 2009 ¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?
    by JULIO CÉSAR ALONSO & JUAN CARLOS GARCÍA

  • 2009 Cuantificación de la reputación ambiental: una revisión de la literatura
    by Mariana Conte Grand,.

  • 2009 Smart fund managers? Stupid money?
    by Dan Bernhardt & Ryan J. Davies

  • 2009 Testing for Random Walk Behavior in Euro Exchange Rates
    by Amelie Charles & Olivier Darne

  • 2009 Inflation Accounting and Stock Returns: Evidence From Istanbul Stock Exchange (ISE)
    by Berna Kirkulak & Çagnur Kaytmaz Balsari

  • 2009 Jinx Numbers Effect
    by Ekrem Tufan & Bahattin Hamarat

  • 2009 Further Out-of-Sample Tests of Simple Technical Trading Rules
    by Numan Ulku

  • 2009 ¿Cuán eficiente es la banca boliviana?: Una aproximación mediante fronteras estocásticas
    by Oscar A. Díaz Quevedo

  • 2009 The impact of the financial crisis on transfer systems
    by Lucas, Y.

  • 2009 Predicting Bank Bankruptcies with Neuro Fuzzy Method
    by Birol Yildiz & Soner Akkoç

  • 2009 Financial Crises: Theory and Evidence
    by Franklin Allen & Ana Babus & Elena Carletti

  • 2009 The financial information's vulnerability
    by Horia CRISTEA

  • 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
    by Markus K. Brunnermeier

  • 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
    by Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph

  • 2008 Do Investors Value High Levels of Regulation?
    by Tim Jenkinson & Tarun Ramadorai

  • 2008 Conformism, Public News and Market Efficiency
    by Gabriel Desgranges & Celine Rochon

  • 2008 Hype and Dump Manipulation
    by Nevzat Eren & Han N. Ozsoylev

  • 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 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 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 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 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?
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  • 2008 Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction
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  • 2008 Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies
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  • 2008 Size and Value Premium inKarachi Stock Exchange
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  • 2008 The Motivations of Issuing Convertible Bonds - An Inquiry regarding the Sequential-Financing Hypothesis
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  • 2008 The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors
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  • 2008 The Interactive Effect between Earnings and Dividend Announcements: Complement or Substitute?
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  • 2008 Central Bank Policy Rate Guidance and Financial Market Functioning
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  • 2008 The Impact of Central Bank Announcements on Asset Prices in Real Time
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  • 2008 Using Securities Market Information for Bank Supervisory Monitoring
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  • 2008 Disclosure and liquidity in a driven by orders market: Empirical evidence from panel data
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  • 2008 The Effects Of Congressional Elections On Future Equity Market Returns
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  • 2008 Parent company puzzle in Japan : another case of the limits of arbitrage
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  • 2008 Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange
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  • 2008 Redemption puzzle of open-end fund market in China
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  • 2008 Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter
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  • 2008 Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion
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  • 2008 Influence of Secondary Offerings on the Liquidity and Trading Activity of Stocks Outstanding
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  • 2008 Stock Market Integration and the Speed of Information Transmission
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  • 2008 Alianzas estratégicas en el sector bancario español que cotiza en bolsa
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  • 2008 Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model
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  • 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
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  • 2008 Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence
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  • 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
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  • 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
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  • 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
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  • 2008 Supplementing settlement functions with a decision-support system in TARGET2
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  • 2008 TARGET2 and European financial integration
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  • 2008 TARGET2 : le rôle d’un système d’aide à la décision pour compléter les fonctions de règlement
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  • 2008 TARGET2 et l’intégration financière européenne
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  • 2008 The Dual Role Of Equilibrium Price In Competitive Economies With Asymmetric Information
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  • 2008 The Market Performance of Initial Public Offerings in the Istanbul Stock Exchange
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  • 2008 Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market
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  • 2008 Romanian Companies’ Web-Based Disclosure Choices And Capital Markets
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  • 2008 Target2-securities - a central settlement hub for the euro
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  • 2008 The Single Euro Payments Area (SEPA) - the pan - European market for the European integration
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  • 2008 Stock Markets and their informational inefficiencies - the BSE case
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  • 2008 Financial information transparency and publicity
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  • 2008 Market Reaction and Equity Market Efficiency: A Survey of the Insider Trading Law in South Africa
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  • 2008 Does Innovation Cause Stock Market Runups? Evidence from the Great Crash
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  • 2007 The formation of a market mechanism in Tokugawa Japan
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  • 2007 Le point sur les interruptions de cotation sur les marchés financiers : le cas du marché français
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  • 2007 Are IPOs Still a Puzzle? A Survey of the Empirical Evidence from Europe
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  • 2007 Old risk, new market : constructing the over-the counter financial market for credit derivatives
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  • 2007 Investissement en capital immatériel et utilité de l’information comptable : étude des marchés financiers allemand, britannique, espagnol et français
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  • 2007 Investissement en capital immatériel et utilité de l'information comptable : étude comparative des marchés financiers britannique, espagnol et français
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  • 2007 Information Asymmetry in the French Market around Crises
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  • 2007 The Dynamics of Mergers and Acquisitions in Oligopolistic Industries
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  • 2007 Market timing with candlestick technical analysis
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  • 2007 Is Official Intervention Effective? The Case of Turkey
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  • 2007 Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets
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  • 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 Eficiencia del Mercado Accionario Chileno: Un Enfoque Dinámico usando Tests de Volatilidad
    by Acuña, Andrés & Pinto, Cristián

  • 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 X-efficiency, Scale Economies, Technological Progress and Competition: A Case of Banking Sector in Pakistan
    by Abdul Qayyum & Sajawal Khan

  • 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 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 Pre-emptive horizontal mergers: theory and evidence
    by Molnar, Jozsef

  • 2007 Portfolio effects and efficiency of lending under Basel II
    by Jokivuolle , Esa & Vesala, Timo

  • 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 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 The Determinants of Sin Stock Returns : Evidence on the European Market
    by Salaber, Julie

  • 2007 Actual share repurchases, timing and liquidity
    by Hamon, Jacques & Ginglinger, Edith

  • 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 Juan-Huitzi Flores

  • 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 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 The impact of fresh releases on the yield curve
    by Vladimir Pikora

  • 2007 Weak-form efficiency test in the central european capital markets
    by Jan Hájek

  • 2007 Testing the weak form of efficient market hypothesis for the czech stock market
    by Tran Van Quang

  • 2007 Existence of the learning process at a proxy stock market
    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

  • 2007 Financial Capability of Austrian Households
    by Pirmin Fessler & Martin Schürz & Karin Wagner & Beat Weber

  • 2007 Party Influence in Congress and the Economy
    by Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

  • 2007 How do macroeconomic announcements and FX market transactions affect exchange rates?
    by Norbert Kiss M. & Klára Pintér

  • 2007 Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange
    by Henryk Gurgul & Pawel Majdosz

  • 2007 Swedish Stock Recommendations: Information Content or Price Pressure?
    by Erik R. Liden

  • 2007 U.K. Stock Market Inefficiencies and the Risk Premium
    by Antonis Demos & George Vasillelis

  • 2007 Mispricing Persistence and the Effectiveness of Arbitrage Trading
    by Pascal Alphonse

  • 2007 A hazai bankok hitelezésiveszteség-elszámolásának vizsgálata
    by Bethlendi, András

  • 2007 Makrooekonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose
    by Horst Entorf & Christian Steiner

  • 2007 Limit Order or Market Order? The Trade-Off between Price Improvement and Delayed Execution
    by I-Chun Tsai & Tai Ma & Ming-Chi Chen

  • 2007 The Impacts of Opening Margin Trading on Stock Return, Volatility and Turnover Rate in Taiwan
    by Dar-Hsin Chen & Chun-Da Chen & Chih-Min Lai

  • 2007 The efficiency of emerging stock markets: empirical evidence from the south asian region
    by Cooray, Arusha. & Wickremasinghe, Guneratne.

  • 2007 Mexican ADRs in the 90s: as good as expected?
    by Francois Boye

  • 2007 A Model of Price, Volume, and Sequential Information
    by Gaiyan Zhang

  • 2007 Riesgo asimétrico y estrategias de momentum en el mercado de valores español
    by Luis Muga & Rafael Santamaría

  • 2007 Impact Mitigation for Emergency Events: Their Effects on Day-ahead and Real-time Market Locationlal Based Marginal Pricing at the New York ISO
    by Nakano, Shoko

  • 2007 The Information Content of Cross-sectional Volatility for Future Market Volatility: Evidence from Australian Equity Returns
    by Md. Arifur Rahman

  • 2007 Call an Put Implied Volatilities and the Derivation of Option Implied Trees
    by V. Moriggia, S. Muzzioli, C. Torricelli

  • 2007 The Effect of Price Limits on Unconditional Volatility: The Case of CASE
    by Medhat Hassanein, Eskandar A. Tooma

  • 2007 Marginal Conditional Stochastic Dominance Between Value and Growth
    by K. Victor Chow, Bih-Shuang Huang, Ou Hu

  • 2007 The Impact of Macroeconomic News on Exchange Rate Volatility
    by Helinä Laakkonen

  • 2007 Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English)
    by Vít Pošta & Zbynìk Hackl

  • 2007 Heterogeneous Agents Model with the Worst Out Algorithm
    by Miloslav Vošvrda & Lukáš Vácha

  • 2007 Información de sostenibilidad y performance financiera en el mercado español: especial referencia al sector financiero
    by José Mariano Moneva Abadía & Eduardo Ortas Fredes

  • 2007 Índices de performance, gestión activa y eficiencia. Un análisis de sensitividad y del fenómeno de la persistencia
    by Fernando Gómez-Bezares Pascual & José Antonio Madariaga Ibarra & Javier Santibáñez Grúber & Amaia Apraiz Larragán

  • 2007 Las transformaciones recientes del sistema financiero estadounidense y la crisis de las hipotecas de alto riesgo «subprime»
    by Jan Kregel

  • 2007 The Valuation of Mortgage Backed Securities with Stochastic Probabilities of Default and Prepayment
    by Francisco Venegas-Martínez & J. Víctor Reynoso-Vendrell

  • 2007 Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market
    by KIANI, Khurshid M.

  • 2007 The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market
    by Surachai CHANCHARAT & Abbas VALADKHANI & Charles HAVIE

  • 2007 Pertinence économique de la comptabilisation des dépréciations de goodwill:le cas français
    by Marc Feuilloley & Patrick Sentis

  • 2007 The cattle crush strategy: trading opportunities for cattle producers
    by Nicolás Acevedo Vélez

  • 2007 The Impact of Stock Spam on Volumes
    by Taoufik Bouraoui

  • 2007 Recent episodes of credit card distress in Asia
    by Tae Soo Kang & Guonan Ma

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  • 2006 Corporate Reputation and Stock Returns; are good firm good for investors?
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  • 2006 Information sharing in credit markets: incentives for incorrect information reporting
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  • 2006 Political orientation of government and stock market returns
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  • 2006 Long memory and non-linearity in Stock Markets
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  • 2006 Management Quality Measurement: Using Data Envelopment Analysis (DEA) Estimation Approach for Banks in Brazil
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  • 2006 The formation of the efficient market in Tokugawa Japan
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  • 2006 Prediction Markets in Theory and Practice
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    by Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

  • 2006 Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections
    by Erik Snowberg & Justin Wolfers & Eric Zitzewitz

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  • 2006 Prediction Markets in Theory and Practice
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  • 2006 Diagnosing Discrimination: Stock Returns and CEO Gender
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  • 2006 Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?
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  • 2006 An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data
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  • 2006 Stock Data, Trade Durations, And Limit Order Book Information
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  • 2006 The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden
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  • 2006 Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements?
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  • 2006 Time Series Modelling Of High Frequency Stock Transaction Data
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  • 2006 A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data
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  • 2006 LongMemory, Count Data, Time Series Modelling for Financial Application
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  • 2006 Arbitrage in the Foreign Exchange Market: Turning on the Microscope
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  • 2006 Industry Concentration and Welfare - On the Use of Stock Market Evidence from Horizontal Mergers
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  • 2006 Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries Facing World War II
    by Waldenström, Daniel & Frey, Bruno S.

  • 2006 Endogenous Noise Traders
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  • 2006 Efficiency In Housing Markets: Do Home Buyers Know How To Discount?
    by Hjalmarsson, Erik & Hjalmarsson, Randi

  • 2006 Ten Years of Misleading Information - Investment Advice in Printed Media
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  • 2006 The use of loan loss provisions for capital management, earnings management and signalling by Australian banks
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  • 2006 Legislation, investor protection and financial growth
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  • 2006 Price Discovery in Currency Markets
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  • 2006 Institutional and Individual Sentiment: Smart Money and Noise Trader Risk
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  • 2006 A Prospect-Theoretical Interpretation of Momentum Returns
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  • 2006 The Nontradable Share Reform in the Chinese Stock Market
    by Bernardo Bortolotti & Andrea Beltratti

  • 2006 Wavelet Applications to Heterogeneous Agents Model
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  • 2006 The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange
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  • 2006 Do Sophisticated Investors Believe in the Law of Small Numbers?
    by Baquero, G. & Verbeek, M.J.C.M.

  • 2006 Economies through transparency
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  • 2006 Are there Monday effects in stock returns: a stochastic dominance approach
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  • 2006 Endogenous Contagion - A Panel Data Analysis
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  • 2006 Money chasing deals and chasing money - the impact of supply and demand on buyout performance
    by Gottshalg, Oliver & Zipser, Daniel

  • 2006 Levels of voluntary disclosure in IPO prospectuses: an empirical analysis
    by Cazavan-Jeny , Anne & Jeanjean, Thomas

  • 2006 Multi Factor SUR in Event Study Analysis : Evidence from M&A in Singapore’s Financial Industry
    by Enrico Tanuwidjaja

  • 2006 Mutual Fund Performance in Pakistan, 1995-2004
    by Naim Sipra

  • 2006 Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts
    by Georges Prat & Remzi Uctum

  • 2006 Pension fund efficiency: the impact of scale, governance and plan design
    by Jacob Bikker & Jan de Dreu

  • 2006 The Impact of Explicit Deposit Insurance on Market Discipline
    by Vasso Ioannidou & Jan de Dreu

  • 2006 Estimating Forward Pricing Function: How Efficient is Indian Stock Index Futures Market?
    by Prasad Bhattacharaya & Harminder Singh

  • 2006 Les fonds de pension protègent-ils les investisseurs des évolutions du marché?
    by Fabrice Hervé

  • 2006 A Survey of the European IPO Market
    by Gresse, Carole & Gajewski, Jean-François

  • 2006 Trading Volume, Price Autocorrelation and Volatility under Proportional Transaction Costs
    by Hua, Cheng

  • 2006 The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship
    by Gresse, Carole & Deville, Laurent & de Séverac, Béatrice

  • 2006 Constructing a globalized over-the-counter financial market. Limits of performativity and problems of cognitive framing - The case of credit derivatives
    by Rainelli, Hélène & Huault, Isabelle

  • 2006 The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach
    by Riva, Fabrice & Deville, Laurent

  • 2006 Extreme Adverse Selection, Competitive Pricing, and Market Breakdown
    by George J. Mailath & Georg Noldeke

  • 2006 Stock-bond correlation and the bond quality ratio: Removing the discount factor to generate a “deflated” stock index
    by Andrea Terzi & Giovanni Verga

  • 2006 Shareholder wealth effects from mergers and acquisitions in the Greek banking industry
    by Constantine Manasakis

  • 2006 International Financial Reporting Standards and Market Efficiency: A European Perspective
    by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier

  • 2006 The Impact of International Financial Reporting Standards on Market Microstructure in Europe
    by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier

  • 2006 Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II
    by Daniel Waldenstrom & Bruno S. Frey

  • 2006 Industry Concentration and Welfare - On the Use of Stock Market Evidence from Horizontal Mergers
    by Fridolfsson, Sven-Olof & Stennek, Johan

  • 2006 Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange, 1880-1910
    by Fohlin, Caroline & Gehrig, Thomas

  • 2006 Global Private Information in International Equity Markets
    by Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin

  • 2006 Predictability in Financial Markets: What Do Survey Expectations Tell Us?
    by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric

  • 2006 A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention
    by Vitale, Paolo

  • 2006 Stock Price Informativeness, Cross-Listings and Investment Decisions
    by Foucault, Thierry & Gehrig, Thomas

  • 2006 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency
    by Meenagh, David & Minford, Patrick & Peel, David

  • 2006 Marketwide Private Information in Stocks: Forecasting Currency Returns
    by Albuquerque, Rui & de Francisco, Eva & Marques, Luis

  • 2006 Asymmetric Information in the Stock Market: Economic News and Co-movement
    by Albuquerque, Rui & Vega, Clara

  • 2006 Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections
    by Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric

  • 2006 Prediction Markets in Theory and Practice
    by Wolfers, Justin & Zitzewitz, Eric

  • 2006 Diagnosing Discrimination: Stock Returns and CEO Gender
    by Wolfers, Justin

  • 2006 Bottom-Up Corporate Governance
    by Landier, Augustin & Sraer, David & Thesmar, David

  • 2006 A Market Microstructure Analysis of Foreign Exchange Intervention
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  • 2006 Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk
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  • 2006 Testing for stock market integration in a developing economy: Colombia
    by Luis H Gutierrez & Jesús Otero

  • 2006 Private Finance and Public Policy
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  • 2006 Stock Returns in Mergers and Acquisitions
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  • 2006 The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market
    by Carlo Rosa & Giovanni Verga

  • 2006 Simulating Stock Returns under switching regimes - a new test of market efficiency
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  • 2006 Inefficiencies and Market Power in Financial Arbitrage: A Study of California’s Electricity Markets
    by Christopher Knittel & Catherine Wolfram & James Bushnell & Severin Borenstein

  • 2006 Should Insider Trading be Prohibited when Share Repurchases are Allowed?
    by Andrea Buffa & Giovanna Nicodano

  • 2006 What's in a name and when does it matter? The hot and cold market impacts on underpricing of certification, reputation and conflicts of interest in venture capital backed Korean IPOs
    by Alan Hughes & Jaeho Lee

  • 2006 Extreme Adverse Selection, Competitive Pricing, and Market Breakdown
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  • 2006 Threshold Random Walks in the U.S. Stock Market
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  • 2006 An Alternative Definition of Market Efficiency and some Comments on its Empirical Testing
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  • 2006 Le décollage d'EADS:le point de vue des marchés financiers
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  • 2006 Eficiencia en costos en el sistema bancario colombiano: 1989-2003
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  • 2006 Una propuesta metodológica para la optimización de portafolios de inversión y su aplicacion al caso colombiano
    by Guillermo Buenaventura Vera & Andrés Felipe Cuevas Ulloa

  • 2006 Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum
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  • 2006 Gestión conjunta de la calidad en grupos empresariales de la economía social
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  • 2006 Persistence in Emerging Market Stock Returns: Empirical Evidence from Six Stock Markets
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  • 2006 Risk premia across asset markets: information from option prices
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  • 2006 La gestion des réserves de change et ses conséquences pour les marchés
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  • 2006 Interest Rate and Stock Market Returns in Africa
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  • 2005 Fundamental Uncertainties and Firm-level Stock Volatilities
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  • 2005 The Determinants of Market Frictions in the Corporate Market
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  • 2005 Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions
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  • 2005 The Stock Market and the Allocation of Capital in a Production Economy
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  • 2005 La dynamique des prix et le volume sur le LES
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  • 2005 Effet des informations liées aux risques : cas du marché français
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  • 2005 The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach
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  • 2005 The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach
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  • 2005 Communication financière : quelles sont les pratiques des entreprises ?
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  • 2005 From Measure Changes to Time Changes in Asset Pricing
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  • 2005 Option Pricing by Students and Professional Traders: A Behavioural Investigation
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  • 2005 Market Value and Patent Citations
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  • 2005 Expunerea la riscul valutar a firmelor româneşti: o analiză sectorială
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  • 2005 Trading on Short-Term Information
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  • 2005 Stamp Duty on Shares and Its Effect on Share Prices
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  • 2005 Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales
    by Johnson, Christian A. & Padilla, Miguel A.

  • 2005 Is there a Difference? The Performance Characteristics of SRI Equity Indexes
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  • 2005 Market Structure, Scale Efficiency, and Risk as Determinants of German Banking Profitability
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  • 2005 Sicherheits-orientiertes Portfoliomanagement
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  • 2005 The relationship between insider trading and volume-induced return autocorrelation
    by Gilbert, Aaron & Tourani Rad, Alireza & Wisniewski, Tomasz Piotr

  • 2005 Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004
    by Siklos, Pierre L. & Bohl, Martin T.

  • 2005 Institutional Investors and the Information Content of Earnings Announcements: The Case of Poland
    by Tavakkol, Amir & Korczak, Piotr

  • 2005 Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts
    by Haas, Markus & Mittnik, Stefan & Mizrach, Bruce

  • 2005 An analysis of private investors' stock market return forecasts
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  • 2005 Does anonymity matter in electronic limit order markets?
    by Foucault, Thierry & Moinas, Sophie & Theissen, Erik

  • 2005 Inefficient or just different? Effects of heterogeneity on bank efficiency scores
    by Bos, Jaap W. B. & Heid, Frank & Koetter, Michael & Kolari, James W. & Kool, Clemens J. M.

  • 2005 Accounting for distress in bank mergers
    by Koetter, Michael & Bos, Jaap W. B. & Heid, Frank & Kool, Clemens J. M. & Kolari, James W. & Porath, Daniel

  • 2005 A "wreckers theory" of financial distress
    by von Kalckreuth, Ulf

  • 2005 Portfolio Diversification, Proximity Investment and City Agglomeration
    by WILLIAM N. GOETZMANN & MASSIMO MASSA & ANDREI SIMONOV

  • 2005 Performance Persistence
    by WILLIAM N. GOETZMANN & STEPHEN J. BROWN

  • 2005 Book-Tax Gap. An Income Horse Race
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  • 2005 The Magnitude of Menu Costs: Direct Evidence from Large U.S. Supermarket Chains
    by Daniel Levy & Mark Bergen & Shantanu Dutta & Robert Venable

  • 2005 Collusion and Commitment in Bank Bailout
    by Yanhua ZHANG

  • 2005 Price Adjustment at Multiproduct Retailers
    by Daniel Levy & Shantanu Dutta & Mark Bergen & Robert Venable

  • 2005 International equity flows and returns: a quantitative equilibrium approach
    by Rui Albuquerque & Gregory H. Bauer & Martin Schneider

  • 2005 Should Central Banks Burst Bubbles?
    by John Conlon

  • 2005 The Interaction between Technical Currency Trading and Exchange Rate Fluctuations
    by Stephan Schulmeister

  • 2005 Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market
    by Dimitris Kenourgios

  • 2005 Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market
    by Dimitris Kenourgios

  • 2005 Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market
    by Dimitris Kenourgios & Nikolaos Pavlidis

  • 2005 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays
    by Alessandro Sansone & Giuseppe Garofalo

  • 2005 Prévisions de résultat et réactions : étude de deux sous- réactions sous l’angle du biais d’ancrage
    by Michael Kaestner

  • 2005 The Degree of Stability of Price Diffusion
    by Cornelis A. Los

  • 2005 Agent Behaviour, Financial Market and Welfare Theory
    by Bernard Paranque & Walter Baets & Henry Pruden

  • 2005 Simulation-Based Pricing of Convertible Bonds
    by Manuel Ammann & Axel Kind & Christian Wilde

  • 2005 Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data
    by Silvio John Camilleri

  • 2005 The Impact of the Suspension of Opening and Closing Call
    by Silvio John Camilleri & Christopher J. Green

  • 2005 Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?
    by Michael Kaestner

  • 2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
    by Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou

  • 2005 Long Memory Options: LM Evidence and Simulations
    by Sutthisit Jamdee & Cornelis A. Los

  • 2005 An Analysis of the Impacts of Non-Synchronous Trading On
    by Silvio John Camilleri & Christopher J. Green

  • 2005 Liquidity Effects of Changes in a Pan-European Stock Index
    by Ulrich Pape & Stephan Schmidt-Tank

  • 2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
    by Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou

  • 2005 A Double Auction Market with Signals of Varying Precision
    by Carl Plat

  • 2005 Herd Behavior in a Laboratory Financial Market
    by Marco Cipriani & Antonio Guarino

  • 2005 Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks
    by Maurício Yoshinori Une & Marcelo Savino Portugal

  • 2005 Nonlinearity, Nonstationarity and Spurious Forecasts
    by Vadim Marmer

  • 2005 Stock Markets Liquidity, Corporate Governance and Small Firms
    by Solomon Tadesse & &

  • 2005 Do Insider Trading Laws Matter? Some Preliminary Comparative Evidence
    by Laura Nyantung Beny

  • 2005 Portable alphas from pension mispricing
    by José M. Marín & Francesco Franzoni

  • 2005 Pension plan funding and stock market efficiency
    by Francesco Franzoni & José M. Marín

  • 2005 A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?
    by Al-Zoubi, Haitham A. & Daal, Elton

  • 2005 The weekend trading profitability: evidence from international mutual funds
    by Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert

  • 2005 Neural Networks to Predict Financial Time Series in a Minority Game Context
    by Luca Grilli & Angelo Sfrecola

  • 2005 Technical Efficiency and Stock Market Reaction to Horizontal Mergers
    by Yanna Wu & Subhash C. Ray

  • 2005 An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market
    by Alar Kein

  • 2005 Expectations structure in asset pricing experiments
    by Giulio Bottazzi & Giovanna Devetag

  • 2005 A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model
    by Nöldeke, Georg & Tröger, Thomas

  • 2005 Insider Trading, News Releases and Ownership Concentration
    by Fidrmucova, J. & Goergen, M. & Renneboog, L.D.R.

  • 2005 Stock Price Reactions to Short-Lived Public Information : The Case of Betting Odds
    by Palomino, F.A. & Renneboog, L.D.R. & Zhang, C.

  • 2005 Computational Efficiency and Macroeconomic Stability under Centralized Exchange: Evidence from Swiss and US Exchange Data
    by James Stodder

  • 2005 Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution
    by Sheri Markose & Amadeo Alentorn

  • 2005 Evolution with Individual and Social Learning in an Agent-Based Stock Market
    by Ryuichi YAMAMOTO

  • 2005 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays
    by Giuseppe Garofalo & Alessandro Sansone

  • 2005 Information Acquisition and Portfolio Underdiversification
    by Laura Veldkamp & Stijn Van Nieuwerburgh

  • 2005 Asset Prices and Asset Correlations in Illiquid Markets
    by Alessio Caldarera & Celso Brunetti

  • 2005 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
    by Jonathan Kearns & Phil Manners

  • 2005 Around-the-Clock Media Coverage and the Timing of Earnings Announcements
    by Bagnoli, Mark & Clement, Michael & Watts, Susan G.

  • 2005 Investor Overconfidence and the Forward Discount Puzzle
    by Han, Bing & Hirshleifer, David & Wang, Tracy

  • 2005 The Day �of� The� Week Effect in the Colombia Stock Exchange
    by Gallego, Oscar D

  • 2005 Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating
    by Mattarocci, Gianluca

  • 2005 Institutions for Healthy Assets Market and Economy: A Retrospect for Indonesia before 1997
    by Simarmata, Djamester A.

  • 2005 Transparency between banks and their customers. information needs and public intervention
    by Caratelli, Massimo

  • 2005 Stock market as a dynamic game with continuum of players
    by Wiszniewska-Matyszkiel, Agnieszka

  • 2005 Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
    by Espinosa Méndez, Christian

  • 2005 The Nepalese stock market: Efficiency and calendar anomalies
    by Joshi, Nayan & K.C, Fatta Bahadur

  • 2005 Liquidity and Asset Prices
    by Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje

  • 2005 Hurst exponents, Markov processes, and nonlinear diffusion equations
    by Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L.

  • 2005 The effect of M&A announcement on Greek bank stock returns
    by Asimakopoulos, Ioannis & Athanasoglou, Panayiotis & Georgiou, Evangelia

  • 2005 Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE
    by Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K.

  • 2005 The Informativeness of Quarterly Financial Reporting: The Portuguese Case
    by Carlos F. Alves & F. Teixeira dos Santos

  • 2005 Ex-dividend pricing, taxes and arbitrage opportunities: the case of the Portuguese stock exchange
    by Jorge Farinha & Miguel Sôro

  • 2005 Explaining Launch Spreads on Structured Bonds
    by Maciej Firla-Cuchra

  • 2005 Security Design in the Real World: Why are Securitization Issues Tranched?
    by Maciej Firla-Cuchra & Tim Jenkinson

  • 2005 Transaction Pattern and Liquidity Parameters (in Japanese)
    by Hisashi Hashimoto

  • 2005 New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model
    by Kin Lam & May Chun Mei Wong & Wing-Keung Wong

  • 2005 Insider trading en la banca espa¤ola
    by Del Brio, Esther & G¢mez, Gerardo

  • 2005 Rentabilidad a Corto Plazo de los Insiders en los Mercados Espa¤ol y Brit nico
    by Del Brio, Esther & El¡as Tobar, Jos‚

  • 2005 Investor Sentiment and Corporate Finance: Micro and Macro
    by Owen A. Lamont & Jeremy C. Stein

  • 2005 Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
    by Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron

  • 2005 Demand-Based Option Pricing
    by Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman

  • 2005 Persuasion in Finance
    by Sendhil Mullainathan & Andrei Shleifer

  • 2005 Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts
    by Kee-Hong Bae & Rene M. Stulz & Hongping Tan

  • 2005 Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
    by Andrea Frazzini & Owen A. Lamont

  • 2005 Investment-Based Underperformance Following Seasoned Equity Offerings
    by Evgeny Lyandres & Le Sun & Lu Zhang

  • 2005 Liquidity and Expected Returns: Lessons From Emerging Markets
    by Geert Bekaert & Campbell R. Harvey & Christian Lundblad

  • 2005 Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
    by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho

  • 2005 Asset Fire Sales (and Purchases) in Equity Markets
    by Joshua D. Coval & Erik Stafford

  • 2005 Venture Capital as Human Resource Management
    by Antonio Geldson de Carvalho & Charles W. Calomiris & Joao Amaro de Matos

  • 2005 Weak and Semi-Strong Form Stock Return Predictability Revisited
    by Wayne E. Ferson & Andrea Heuson & Tie Su

  • 2005 Mimicking Portfolios with Conditioning Information
    by Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu

  • 2005 Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
    by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho

  • 2005 An international analysis of earnings, stock prices and bond yields
    by Alain Durré & Pierre Giot

  • 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda

  • 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda

  • 2005 What drives the market value of firms in the Defense industry ?
    by Gunther Capelle-Blancard & Nicolas Couderc

  • 2005 Do banking crises enhance efficiency ? A case study of 1994 Turkish and 1997 Indonesian crises
    by Julien Reynaud & Rofikoh Rokhim

  • 2005 The no arbitrage condition in option implied trees: evidence from the Italian index options market
    by V. Moriggia & S. Muzzioli & C. Torricelli

  • 2005 Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity
    by Csaba Csávás & Szilárd Erhart

  • 2005 Driving factors behind O/N interbank interest rates – the Hungarian experiences
    by Szilárd Erhart

  • 2005 Market Arbitrage of Cash Dividends and Franking Credits
    by D. Beggs & C.L. Skeels

  • 2005 Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns
    by Ekaterini Panopoulou & Koubouros, M. & Malliaropulos, D.

  • 2005 Australian Banking Efficiency and its Relation to Stock Returns
    by Joshua Kirkwood & Daehoon Nahm

  • 2005 Price Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum
    by Marie-Claude Beaulieu & Jean-Claude Cosset & Naceur Essaddam

  • 2005 Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data
    by Rasmus Fatum

  • 2005 Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data
    by Rasmus Fatum & Michael R. King

  • 2005 Underpricing and Index Excess Returns
    by Peter Nippel & Christian Pierdzioch & Andrea Schertler

  • 2005 Sources of Predictability of European Stock Markets for High-Technology Firms
    by Christian Pierdzioch & Andrea Schertler

  • 2005 Consolidation and Market Power of Energy Utilities - The case of US-American and German Utility Takeovers
    by Andreas Freytag & Dirk Schiereck & Thomas W. Thomas

  • 2005 Privatization Discontent and Its Determinants: Evidence from Latin America
    by Daniele Checchi & Massimo Florio & Jorge Carrera

  • 2005 Privatization Discontent and Its Determinants: Evidence from Latin America
    by Checchi, Daniele & Florio, Massimo & Carrera, Jorge

  • 2005 Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market
    by David Abad & José Yagüe & Sonia Sanabria

  • 2005 El Valor De Las Recomendaciones De Consenso De Los Analistas Financieros En El Mercado De Capitales Español
    by Juan Carlos Gómez Sala & Germán López Espinosa

  • 2005 Estudio Del Efecto Informativo Del Anuncio De Beneficios Trimestrales
    by Begoña Herrero & Ana María Ibáñez & Constantino José García

  • 2005 Efecto Spillover Ante Un Evento Laboral: Un Análisis Empírico Para El Mercado Continuo Español
    by Ana María Sabater & Joaquina Laffarga

  • 2005 Earnings Management As An Explanation Of The Equity Issue Puzzle
    by María Jesús Pastor & Francisco Poveda

  • 2005 Book-Tax Gap. An Income Horse Race
    by Maurizio Bovi

  • 2005 Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis
    by Thomas Lagoarde Segot & Brian M Lucey

  • 2005 Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market
    by Martin T. Bohl & Janusz Brzeszczynski

  • 2005 Worldscope meets Compustat: A Comparison of Financial Databases
    by Christian Weiner & Niels Ulbricht

  • 2005 The Impact of Industry Classification Schemes on Financial Research
    by Christian Weiner

  • 2005 Construction Cost Indices - HUD Section 202 and 811 Supportive Housing Programs
    by HUD - PD&R

  • 2005 An Empirical Model for Durations in Stocks
    by Simonsen, Ola

  • 2005 Modelling High Frequency Financial Count Data
    by Quoreshi, Shahiduzzaman

  • 2005 Bivariate Time Series Modelling of Financial Count Data
    by Quoreshi, Shahiduzzaman

  • 2005 Industry Specific Effects in Investment Performance and Valuation of Firms - Marginal q in a Stock Market Bubble
    by Bjuggren, Per-Olof & Wiberg, Daniel

  • 2005 A ten-year retrospection of the behavior of Russian stock returns
    by Anatolyev, Stanislav

  • 2005 Do Dollar Forecasters Believe too Much in PPP?
    by Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael

  • 2005 The Use of Trading Strategies by Fund Managers: Some First Survey Evidence
    by Menkhoff, Lukas & Schmidt, Ulrich

  • 2005 09/11 on the USD/EUR Foreign Exchange Market
    by Mende, Alexander

  • 2005 Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?
    by Kaestner, Michael

  • 2005 Investors’ Misreaction to Unexpected Earnings: Evidence of Simultaneous Overreaction and Underreaction
    by Kaestner, Michael

  • 2005 Repurchasing Shares on a Second Trading Line
    by Dennis Y. Chung & Dušan Isakov & Christophe Pérignon

  • 2005 Modelling the role of credit rating agencies - Do they spark off a virtuous circle?
    by Christina E. Bannier & Marcel Tyrell

  • 2005 Italy’s Privatization Process and Its Implications for China
    by Bernardo Bortolotti

  • 2005 ADR/GDR Potential in Central Europe
    by Kateřina Tsolov

  • 2005 Heterogeneous Agents Model with the Worst Out Algorithm
    by Lukáš Vácha & Miloslav Vošvrda

  • 2005 Market Prices as Indicators of Political Events Evidence from the Experimental Market on the Czech Republic Parliamentary Election in 2002
    by Tomáš Cahlík & Adam Geršl & Michal Hlaváček & Michael Berlemann

  • 2005 Repurchasing Shares on a Second Trading Line
    by Dusan ISAKOV & Dennis Y. CHUNG & Christophe PERIGNON

  • 2005 Negotiating over Banking Secrecy: The Case of Switzerland and the European Union
    by Alexandre Ziegler & François-Xavier Delaloye & Michel Habib

  • 2005 Order Submission Strategies and Information: Empirical Evidence from the NYSE
    by Alessandro Beber & Cecilia Caglio

  • 2005 Financial Intermediation and the Costs of Trading in an Opaque Market
    by Richard C. Green & Burton Hollifield & Norman Schürhoff

  • 2005 Liquidity runs with endogenous information acquisition
    by Sanne Zwart

  • 2005 Knowledge sharing in an Emerging Network of Practice: The Role of a Knowledge Portal
    by van Baalen, P.J. & Bloemhof-Ruwaard, J.M. & van Heck, H.W.G.M.

  • 2005 The importance of the wording of the ECB
    by Carlo Rosa & Giovanni Verga

  • 2005 Cost of Capital and Cash Flow Effects of U.S. Cross Listings
    by Hail, Luzi & Leuz, Christian

  • 2005 Levels of voluntary disclosure in IPO prospectuses : an empirical analysis
    by Jeanjean, Thomas & Cazavan-Jeny, Anne

  • 2005 Theoretische Analyse der Gewinnsituation im deutschen Bankensektor: Kreditvergabestrategie sichert Sparkassen und Genossenschaftsbanken Vorteile
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  • 2005 Publication d'informations sur les risques et comportement des investisseurs : étude empirique de la politique d'information des sociétés françaises
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  • 2004 The Dow Theory: William Peter Hamilton's Track Record Re-considered
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  • 2004 Finance Constraints and Inventory Investment: Empirical Tests with Panel Data
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  • 2004 Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float
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  • 2004 Efficiency Of Foreign Exchange Markets: A Developing Country Perspective
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  • 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach
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  • 2004 Characterizing Asymmetric Information in International Equity Markets
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  • 2004 Disclosure to an Audience with Limited Attention
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  • 2004 Spillovers across High Yield Markets
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  • 2004 Why VAR Fails: Long Memory and Extreme Events in Financial Markets
    by Cornelis A. Los

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  • 2004 The Impact of the Suspension of Opening and Closing Call
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  • 2004 Proxying for Expected Returns with Price Earnings Ratios
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  • 2004 Calibration of Interest Rate Models - Transition Market Case
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  • 2004 Long Memory Options: Valuation
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    by NYO NYO A. KYAW & CORNELIS A. LOS & SIJING ZONG

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  • 2004 Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets
    by CORNELIS A. LOS

  • 2004 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997
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  • 2004 Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data
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  • 2004 What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities
    by Massoud Heidari & Liuren Wu

  • 2004 Estimating the probability of large negative stock market
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  • 2004 Efficiency tests in the Iberian stock markets
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  • 2004 Technical Analysis On Foreign Exchange: 1975 - 2004
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  • 2004 Return-volatility linkages in the international equity and currency markets
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  • 2004 Equilibrium in financial markets with adverse selection
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  • 2004 Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?
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  • 2004 Some Technical Analysis On The Stock Market: Spain And Usa
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  • 2004 Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno
    by Fernando Rubio

  • 2004 Corte Transversal De Los Retornos Esperados En El Mercado Accionario Chileno
    by Fernando Rubio

  • 2004 Simple Trading Rules: Trading On Ibex At Meff
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  • 2004 The Implementation Shortfall of Institutional Equity Trades
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  • 2004 Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets
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  • 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
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  • 2004 Riding the South Sea bubble
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  • 2004 Does Anonymity Matter in Electronic Limit Order Markets?
    by Foucault, Thierry & Moinas, Sophie & Theissen, Erik

  • 2004 L'efficience informationnelle des marchés: une hypothèse, et au-delà ?
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  • 2004 Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series
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  • 2004 The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
    by Frank Westerhoff

  • 2004 On the Possibility of Informationally Efficient Markets
    by David Goldbaum

  • 2004 Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts
    by Markus Haas & Stefan Mittnik & Bruce Mizrach

  • 2004 Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room
    by Bruce Mizrach & Susan Weerts

  • 2004 On the Possibility of Informationally Efficient Markets: Part b
    by David Goldbaum

  • 2004 On the Possibility of Informationally Efficient Markets
    by David Goldbaum

  • 2004 Market Efficiency and Learning in an Endogenously Unstable Environment
    by David Goldbaum

  • 2004 Mandatory Auditor Choice and Small Finance: Evidence from Finland
    by Hyytinen, Ari & Väänänen, Lotta

  • 2004 Is the Cost of Debt Capital Higher for Younger Firms?
    by Hyytinen, Ari & Pajarinen, Mika

  • 2004 Opacity of Young Firms: Faith or Fact?
    by Hyytinen, Ari & Pajarinen, Mika

  • 2004 Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
    by Chris Brooks & Konstantina Kappou & Charles Ward

  • 2004 News and Interest Rate Expectations: A Study of Six Central Banks
    by Ellis Connolly & Marion Kohler

  • 2004 The Impact of Rating Changes in Australian Financial Markets
    by Adam Creighton & Luke Gower & Anthony Richards

  • 2004 A Test of Momentum Trading Strategies in Foreign Exchange Markets: Evidence from the G7
    by Rob Bianchi & Michael E. Drew & John Polichronis

  • 2004 Financing New Investments under Asymmetric Information: A General Approach
    by Robin Boadway & Michael Keen

  • 2004 Has SARS Infected the Property Market? Evidence from Hong Kong
    by Grace Wong

  • 2004 Dynamic Multi-Agent Based Variety Formation and Steering in Mass Customization
    by Blecker, Thorsten & Abdelkafi, Nizar & Kreutler, Gerold & Friedrich, Gerhard

  • 2004 A Multi-Agent based Configuration Process for Mass Customization
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  • 2004 Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts
    by Giulio, Cifarelli

  • 2004 Introducing contemporaneous open-outcry and e-trading at the Chicago Board of Trade
    by Ulibarri, Carlos A.

  • 2004 Pricing Hybrid Securities: The Case of Malaysian ICULS
    by Bacha, Obiyathulla I.

  • 2004 Costs, biases and betting markets: new evidence
    by Michael A. Smith & David Paton & Leighton Vaughan-Williams

  • 2004 Do ‘Fat Tails’ Matter in GARCH Estimation? Stock Market Efficiency in Romania and the Czech Republic
    by Barry Harrison & David Paton

  • 2004 Motives for Acquisitions in the UK
    by Michael McCann

  • 2004 Some New Variance Bounds for Asset Prices
    by Charles Engel

  • 2004 Pseudo Market Timing and Predictive Regressions
    by Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler

  • 2004 Who Makes Acquisitions? CEO Overconfidence and the Market's Reaction
    by Ulrike Malmendier & Geoffrey Tate

  • 2004 Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk
    by Robert P. Flood & Andrew K. Rose

  • 2004 Investor Sentiment Measures
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  • 2004 Go Down Fighting: Short Sellers vs. Firms
    by Owen Lamont

  • 2004 Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?
    by Li Jin & Robert Merton & Zvi Bobie

  • 2004 A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
    by Amit Goval & Ivo Welch

  • 2004 R-Squared Around the World: New Theory and New Tests
    by Li Jin & Stewart C. Myers

  • 2004 Short Interest and Stock Returns
    by Paul Asquith & Parag A. Pathak & Jay R. Ritter

  • 2004 A Rational Model of the Closed-End Fund Discount
    by Jonathan Berk & Richard Stanton

  • 2004 New Forecasts of the Equity Premium
    by Christopher Polk & Samuel Thompson & Tuomo Vuolteenaho

  • 2004 An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance
    by Jeffrey R. Brown & J. David Cummins & Christopher M. Lewis & Ran Wei

  • 2004 Equity Style Returns and Institutional Investor Flows
    by Kenneth A. Froot & Melvyn Teo

  • 2004 Portfolio Diversification and City Agglomeration
    by William N. Goetzmann & Massimo Massa & Andrei Simonov

  • 2004 Inflation Illusion and Stock Prices
    by John Y. Campbell & Tuomo Vuolteenaho

  • 2004 Aggregate Short Interest and Market Valuations
    by Owen A. Lamont & Jeremy C. Stein

  • 2004 Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand
    by Suzi Kerr & Andrew Aitken & Arthur Grimes

  • 2004 Cournot duopoly and insider trading with two insiders
    by Wassim Daher & Leonard J. Mirman

  • 2004 Market structure and insider trading
    by Wassim Daher & Leonard J. Mirman

  • 2004 The internal efficiency of Index Option Markets:Tests on the Italian Market
    by Costanza Torricelli & Marianna Brunetti

  • 2004 The Effects of Macroeconomic News on Money Markets
    by Norbert Kiss M.

  • 2004 Testing for the uncovered interest parity using distributions implied by FX options
    by Martin Cincibuch & David Vavra

  • 2004 Private information of the Fed, predictability of stock returns and expected monetary policy
    by Bedri Tas

  • 2004 Privatization discontent and its determinants: evidence from Latin America
    by Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA

  • 2004 Financing New Investments under Asymmetric Information: a General Approach
    by Robin Boadway & Michael Keen

  • 2004 Order Aggressiveness and Order Book Dynamics
    by Anthony D. Hall & Nikolaus Hautsch

  • 2004 Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery
    by Nikolaus Hautsch & Dieter Hess

  • 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
    by Anthony D. Hall & Nikolaus Hautsch

  • 2004 Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery
    by Nikolaus Hautsch & Dieter Hess

  • 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
    by Anthony D. Hall & Nikolaus Hautsch

  • 2004 Europe's Entry into the Venture Capital Business: Efficiency and Policy
    by Michael Stolpe

  • 2004 Feedback Trading and Predictability of Stock Returns in Germany, 1880-1913
    by Christian Pierdzioch

  • 2004 Non-Market Interaction in Primary Equity Markets: Evidence from France and Germany
    by Michael Stolpe

  • 2004 Are European Equity Style Indexes Mean Reverting? Testing the Validity of the Efficient Market Hypothesis
    by Marian Berneburg

  • 2004 Beneficios Del Momentum En El Mercado Español: ¿Incorrecta Especificacion De Los Modelos De Valoración O Irracionalidad De Los Inversores?
    by Carlos Forner & Joaquín Marhuenda

  • 2004 Is The Market Over-Optimistic About The Prospects Of Firms That Issue Equity? Evidence For The Spanish Market
    by Juan Carlos Gómez Sala & María Jesús Pastor

  • 2004 Parameter Instability and Forecasting Performance. A Monte Carlo Study
    by Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas

  • 2004 Long-run and Cyclical Dynamics in the US Stock Market
    by Caporale, Guglielmo Maria & Gil-Alana, Luis A.

  • 2004 Stamp duty on shares and its effect on share prices
    by Steve Bond & Mike Hawkins & Alexander Klemm

  • 2004 Testing HUD's New Mortgage Disclosure Forms With American Homebuyers
    by HUD - PD&R

  • 2004 Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks
    by Brännäs, Kurt & Quoreshi, Shahiduzzaman

  • 2004 Pseudo Market Timing: Fact or Fiction?
    by Dahlquist, Magnus & de Jong, Frank

  • 2004 Privatization and Stock Market Liquidity
    by Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya

  • 2004 Hedging, Familiarity and Portfolio Choice
    by Massa, Massimo & Simonov, Andrei

  • 2004 Are Underwriter-Analysts More Informed? Scandinavian Evidence
    by Lidén, Erik R.

  • 2004 The Differences Between Stock Splits and Stock Dividends
    by Bechmann, Ken L. & Raaballe, Johannes

  • 2004 Trading Nokia: The roles of the Helsinki vs the New York stock exchanges
    by Jokivuolle , Esa & Lanne , Markku

  • 2004 The impact of macroeconomic news on exchange rate volatility
    by Laakkonen , Helinä

  • 2004 Asymmetric information in credit markets and entrepreneurial risk taking
    by Vesala , Timo

  • 2004 Sichtweisen und Anlageverhalten des österreichischen Fondsmanagements
    by Lütje, Torben

  • 2004 Do Fund Managers Expect Mean Averting Returns?
    by Stotz, Olaf & L\"utje, Torben & Menkhoff, Lukas & von Nitzsch, R\"udiger

  • 2004 Überrenditen durch Point and Figure-Charts: Zufall oder System?
    by Gerth, Hendrik & Niermann, Stefan

  • 2004 To Be Good or To Be Better: Asset Managers Attitudes Towards Herding
    by Lütje, Torben

  • 2004 The Impact of Experience on Risk Taking, Overconfidence, and Herding of Fund Managers: Complementary Survey Evidence
    by Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich

  • 2004 Modelling an artificial stock market: When cognitive institutions influence market dynamics
    by Stéphanie LAVIGNE (ESC Toulouse and GRES-LEREPS)

  • 2004 No Predictable Components in G7 Stock Returns
    by Prasad Bidarkota & Khurshid M. Kiani

  • 2004 Order Flow and the Formation of Dealer Bids: An Analysis of Information and Strategic Behavior in the Government of Canada Securities Auctions
    by Samita Sareen & Ali Hortacsu

  • 2004 R2 Around the World: New Theory and New Tests
    by Li JIN & Stewart C. MYERS

  • 2004 Higher Order Expectations in Asset Pricing
    by Philippe BACCHETTA & Eric VAN WINCOOP

  • 2004 The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market
    by Alessandro BEBER & Michael W. BRANDT

  • 2004 Is it the weather?
    by Jacobsen, B. & Marquering, W.A.

  • 2004 Speculating against an overconfident market
    by Jordi Caballe & Jozsef Sakovics

  • 2004 Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model
    by George Buckley & Richard Holt

  • 2004 Long-run performance analysis of a new sample of UK IPOs
    by Eric Brown

  • 2004 The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach
    by Gary Koop & Kai Li

  • 2004 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
    by Mathias Drehmann & Jörg Oechssler

  • 2004 Media Frenzies in Markets for Financial Information
    by Laura Veldkamp

  • 2004 High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market
    by Konstantin Tyurin

  • 2004 Do individual investors learn from their trading experience
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  • 2004 Do Heterogeneous Beliefs Matter for Asset Pricing?
    by Jennifer Juergens & Evan Anderson & Eric Ghysels

  • 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE
    by Chor-yiu SIN

  • 2004 Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
    by Olivier Vigneron, & Xavier Gabaix & Arvind Krishnamurthy

  • 2004 Long-run and Cyclical Dynamics in the US Stock Market
    by L.A. Gil-Alana & G.M. caporale

  • 2004 Endogenous Credit Constraints and Factor Market Rigidities: the case of Bankruptcy
    by R. Fischer & C. Bonilla

  • 2004 The Importance of Borrowers’ History on Credit Behavior: The Mexican Experience
    by José L. Negrin

  • 2004 Understanding limit order book depth: conditioning on trade informativeness
    by Helena Beltran & Albert J. Menkveld

  • 2004 Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data
    by Ryuichi Nakagawa & Hirofumi Uchida

  • 2004 The Impact of the Japanese Banking Crisis on the Intraday FX Market
    by Yuko Hashimoto

  • 2004 Covariance-based orthogonality tests for regressors with unknown persistence
    by Katsumi Shimotsu & Alex Maynard

  • 2004 Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test
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  • 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE
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  • 2004 Simultaneous Volatility Transmissions and Spillover Effects
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  • 2004 Simultaneous Volatility Transmissions and Spillover Effects: US and Hong Kong Stock and Futures Markets
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  • 2004 Structural Effects and Spillovers in HSIF, HSI and S&P500 Volatility
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  • 2004 La rupture d'eau potable : modélisation de la gestion des réserves
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  • 2004 The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach
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  • 2004 La volatilité des prix des matières premières
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  • 2004 L’efficacité du Contrôle Communautaire des Concentrations : une approche par la méthode événementielle
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  • 2004 Mutual Funds and the Market for Liquidity
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  • 2004 History versus Geography: The Role of College Interaction in Portfolio Choice and Stock Market Prices
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  • 2004 Hedging, Familiarity and Portfolio Choice
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  • 2004 Mutual Fund Competition and Stock Market Liquidity
    by Massa, Massimo

  • 2004 Portfolio Diversification, Proximity Investment and City Agglomeration
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  • 2004 Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk
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  • 2004 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis
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  • 2004 Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms?
    by Guidolin, Massimo & La Ferrara, Eliana

  • 2004 Information Sales and Insider Trading
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  • 2004 Do Retail Incentives Work in Privatizations?
    by Keloharju, Matti & Knüpfer, Samuli & Torstila, Sami

  • 2004 Pseudo Market Timing: Fact or Fiction?
    by Dahlquist, Magnus & de Jong, Frank

  • 2004 An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates
    by Breedon, Francis & Vitale, Paolo

  • 2004 A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination
    by Vitale, Paolo

  • 2004 Privatization and Stock Market Liquidity
    by Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya

  • 2004 Changes in Equity Ownership and Changes in the Market Value of the Firm
    by Lins, Karl & McConnell, John J. & Servaes, Henri

  • 2004 Market Stress and Herding
    by Hwang, Soosung & Salmon, Mark

  • 2004 Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements
    by Norden, Lars & Weber, Martin

  • 2004 Riding the South Sea Bubble
    by Temin, Peter & Voth, Hans-Joachim

  • 2004 What pieces of limit order book information are informative ?
    by PASCUAL, Roberto & VEREDAS, David

  • 2004 Option Pricing Model Based on Telegraph Processes with Jumps
    by Nikita Ratanov

  • 2004 A Jump Telegraph Model for Option Pricing
    by Nikita Ratanov

  • 2004 The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes - Evidence from the German Stock Market
    by Eric Nowak & Roland Rott & Till G. Mahr

  • 2004 The Existence of Informationally Efficient Markets When Individuals Are Rational
    by Marc-Andreas Muendler

  • 2004 Stock market integration and the speed of information transmission
    by Alexandr Cerny

  • 2004 Coase’s conjecture in finite horizon
    by Michal Ostatnicky

  • 2004 Calibration of Interest Rate Models - Transition Market Case
    by Martin Vojtek

  • 2004 Does bank failure affect client firms? Micro evidence from Estonia
    by Karin Joeveer

  • 2004 Differential rates, residual information sets and transactional algebras
    by Rodolfo Apreda

  • 2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note
    by Daniella Acker & Nigel W. Duck

  • 2004 On the Existence of Linear Equilibria in the Rochet-Vila Model of Market Making
    by Georg Nöldeke & Thomas Tröger

  • 2004 Riding the South See Bubble
    by Peter Temin & Hans-Joachim Voth

  • 2004 Trade Credit and Credit Rationing in Canadian Firms
    by Rose Cunningham

  • 2004 The Monetary Origins of Asymmetric Information in International Equity Markets
    by Gregory H. Bauer & Clara Vega

  • 2004 International Equity Flows and Returns: A Quantitative Equilibrium Approach
    by Rui Albuquerque & Gregory H. Bauer & Martin Schneider

  • 2004 Finance Constraints and Inventory Investment: Empirical Tests with Panel Data
    by Rose Cunningham

  • 2004 The Effects of Economic News on Bond Market Liquidity
    by Chris D'Souza & Charles Gaa

  • 2004 Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão
    by Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo

  • 2004 Algumas Das Contribuições De Stiglitz À Teoria Dos Mercados Financeiros
    by Dante Mendes Aldrighi

  • 2004 Testing the Efficient Market Hypothesis in The Greek Secondary Capital Market
    by Aristeidis G. Samitas

  • 2004 The announcement effect of bond and equity issues: evidence from Chile
    by Augusto Castillo

  • 2004 The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis
    by Christian Pierdzioch & Georg Stadtmann

  • 2004 Voluntary Disclosure Of Partially Verifiable Information
    by Evelyn Korn

  • 2004 Strategic Insider Trading with Imperfect Information: A Trading Volume Analysis
    by Andrea Marcello Buffa

  • 2004 Leveraged Management Buy-Ins: Role of Investors, Means of Exit, and the Predictive Powers of the Financial Markets
    by Shojai, Shahin

  • 2004 Efficiency of the Secondary T-Bill Market
    by Zdeněk Dvorný

  • 2004 In Finance, Size Matters
    by Biagio Bossone & Jong-Kun Lee

  • 2004 Shareholders Wealth Effects of Joint Venture Strategies
    by Gertjan Schut & Ruud van Frederikslust

  • 2004 Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach
    by Ronan G. Powell

  • 2004 Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index
    by Ken L. Bechmann

  • 2004 Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutschmark Market
    by Michael Frenkel & Georg Stadtmann

  • 2004 Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities
    by Kitamura, Yukinobu

  • 2004 Insider Trading Performance in the Taiwan Stock Market
    by Min-Hsien Chiang & Long-Jainn Hwang & Yui-Chi Wu

  • 2004 Formación de precios de suscripción en el mercado bursátil español: algunas consideraciones
    by Consuelo Riaño Gil & Francisco Javier Ruiz Cabestre & Rafael Santamaría Aquilué

  • 2004 Canadian Mutual Fund Flows and Capital Market Movements
    by Roger B. Atindéhou, Jean-Pierre Gueyié

  • 2004 An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models
    by Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat

  • 2004 Defection of Traditional Standard Deviation Scaling of Capital Asset Returns
    by Vladimír Gazda & Karel Koøený & Tomáš Výrost

  • 2004 An Interpretation of Czech FX Options
    by Pavel Bouc & Martin Cincibuch

  • 2004 Open-Ending of Closed-End Funds in the CR: Price and Discount Reaction - Empirical Evidence
    by Jana Fajtová

  • 2004 Stock Market Efficiency Withstands Another Challenge: Solving the "Sell in May/Buy after Halloween" Puzzle
    by Edwin D. Maberly & Raylene M. Pierce

  • 2004 Ken Kam and Market Efficiency
    by Daniel B. Klein

  • 2004 Transaction Cost and the Small Stock Puzzle: The Impact of Outliers in the NYSE, 1970-2000
    by Al-Rjoub, S. & Hassan, M.K.

  • 2004 Moral Hazard with Rating Agency: An Incentive Contracting Approach
    by Bappaditya Mukhopadhyay

  • 2004 Modeling Volatility for the Chinese Equity Markets
    by Frank J. Fabozzi & Radu Tunaru & Tony Wu

  • 2004 Business, Government, and the Information Environment: Stock Trading and Earnings Shocks in China, Indonesia, and Singapore
    by Warren Bailey & Yuan Gao & Connie X. Mao

  • 2004 ¿Existe el Enigma de la Prima de Riesgo en el Mercado Bursátil Colombiano? 1993-2002
    by Isabel Cristina Montoya Osorio & Juan Manuel Restrepo Puerta

  • 2004 El Racionamiento del Crédito en los Mercados Financieros
    by Avelino Martínez Sandoval & Harold Londoño Martínez

  • 2004 Direct sale of information when precision is unobservable
    by Saltuk Ozerturk

  • 2004 Macroeconomic announcements and implied volatilities in swaption markets
    by Fabio Fornari

  • 2004 The price impact of rating announcements: evidence from the credit default swap market
    by Marian Micu & Eli M Remolona & Philip D Wooldridge

  • 2004 Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão
    by Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura

  • 2003 Are Momentum Profits Robust to Trading Costs?
    by Robert A. Korajczyk & Ronnie Sadka

  • 2003 Financial Modeling based on the Trajectory Domain
    by Chueh-Yung Tsao & Shu-Heng Chen

  • 2003 Making Money out of Publicly Available Information
    by Alan Morrison & Nir Vulkan

  • 2003 A Simple Continuous Measure of Credit Risk
    by Byström, Hans & Kwon, Oh Kang

  • 2003 The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
    by Byström, Hans

  • 2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
    by Byström, Hans

  • 2003 Impact des interruptions de cotation sur la microstructure du marché boursier français
    by Michalon, Karine

  • 2003 Actual share repurchases, timing and corporate liquidity
    by Hamon, Jacques & Ginglinger, Edith

  • 2003 Does fair value accounting provide a better representation of a company?
    by Casta, Jean-François

  • 2003 Technology shocks and financial bubbles
    by Kedar-Levy, Haim

  • 2003 Modelos predictivos de redes neuronales en índices bursátiles
    by Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis

  • 2003 Determinants of the relative price impact of unanticipated information in US macroeconomic releases
    by Hess, Dieter E.

  • 2003 Initial public offerings and venture capital in Germany
    by Franzke, Stefanie A. & Grohs, Stefanie & Laux, Christian

  • 2003 Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
    by Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda

  • 2003 Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt
    by Oehler, Andreas & Häcker, Mirko

  • 2003 Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange
    by Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong

  • 2003 Optimal Arbitrage Trading
    by Michael Boguslavsky & Elena Boguslavskaya

  • 2003 Towards Transparency in Finance and Governance
    by Tara Vishwanath & Daniel Kaufmann

  • 2003 Transparency, Liberalization and Financial Crises
    by Gil Mehrez & Daniel Kaufmann

  • 2003 Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets
    by Erdinc Altay

  • 2003 Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media
    by Thomas Schuster

  • 2003 Analysis of UAE Bank Stocks
    by Ananth Rao

  • 2003 News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media
    by Thomas Schuster

  • 2003 Conditional Volatility Of Most Active Shares Of Casablanca Stock Exchange
    by Abdelhamid El Bouhadi

  • 2003 Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media
    by Thomas Schuster

  • 2003 New types of non-trade related participation in commodity futures markets
    by Lamon Rutten

  • 2003 The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence
    by Solomon Tadesse & &

  • 2003 DEMOCRACY’S SPREAD: Elections and Sovereign Debt in Developing Countries
    by Steven A. Block & Burkhard N. Schrage & Paul M. Vaaler

  • 2003 Democratization’s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries
    by Steven Block & Burkhard N. Schrage & Paul M. Vaaler

  • 2003 A Quality Index for Spanish Housing
    by Raquel Arévalo Tomé & José María Chamorro Rivas

  • 2003 Alteraciones en el comportamiento bursátil de las acciones de empresas tecnológicas inducidas por el vencimiento de derivados
    by Lucy Amigo Dobaño & Francisco Rodríguez de Prado

  • 2003 Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia
    by Marcos Álvarez-Díaz & Lucy Amigo Dobaño

  • 2003 Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos
    by Marcos Álvarez-Díaz & Alberto Álvarez

  • 2003 The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets
    by R. M. Eldridge & Maurice Peat & Max Stevenson

  • 2003 A Survival Analysis of Australian Equity Mutual Funds
    by A. Colin Cameron & Anthony D. Hall

  • 2003 The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons
    by Hans Byström

  • 2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
    by Hans Byström

  • 2003 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen

  • 2003 Additional utility of insiders with imperfect dynamical information
    by José Mª Corcuera & Peter Imkeller & Arturo Kohatsu & David Nualart

  • 2003 Is overreaction an explanation for the value effect? A study using implied volatility from option prices
    by He, Wei & Wei, Peihwang P.

  • 2003 January reversal in the US weekend effect
    by Al-Rjoub, Samer & Hassan, M. Kabir & Varela, Oscar Albert

  • 2003 Testing of Nonstationary Cycles in Financial Time Series Data
    by Javier De Peña & Luis A. Gil-Alana

  • 2003 Serial and cross-correlation in the Spanish Stock Market returns
    by Javier DePeña & Luis A. Gil-Alana

  • 2003 Crises and Punishment : Moral Hazard and the pre-1914 international financial architecture
    by Marc Flandreau

  • 2003 Giffen Goods and Market Making
    by Giovanni Cespa

  • 2003 A Comparison of Stock Market Mechanism
    by Giovanni Cespa

  • 2003 Making Money out of Publicly Available Information
    by Alan Morrison & Nir Vulkan

  • 2003 Analyst Recommendations and Nasdaq Market Making Activity
    by Bruce Mizrach

  • 2003 Observed and 'Fundamental' Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe
    by Leonardo Becchetti & Michele Bagella & Fabrizio Adriani

  • 2003 What Do Financial Market Data Tell Us about Monetary Policy Transparency?
    by Jonathan Coppel & Ellis Connolly

  • 2003 Weak-form market efficiency in European emerging and developed stock markets
    by Andrew C. Worthington & Helen Higgs

  • 2003 Tests of random walks and market efficiency in Latin American stock markets: An empirical note
    by Andrew C. Worthington & Helen Higgs

  • 2003 Measuring the impact of natural disasters on capital markets: An empirical application using intervention analysis
    by Andrew Worthington & Abbas Valadkhani

  • 2003 Modelling the Intraday Return Volatility Process In The Australian Equity Market: An Examination Of The Role Of Information Arrival In S&P/Asx 50 Stocks
    by Andrew C. Worthington & Helen Higgs

  • 2003 Eficienţa Pieţei Financiare Din România - Condiţie Necesară În Perspectiva Aderării La Uniunea Europeană
    by Barna, Flavia & Dima, Bogdan & Labunet, Aurora

  • 2003 Volatility and liquidity in the Italian money market
    by Palombini, Edgardo

  • 2003 The consequences of online information dissemination on stock market liquidity and efficiency: Implications on African markets
    by Mlambo, Chipo & Biekpe, Nicholas

  • 2003 Quality of the Information System as the Prequisite for the Realization of Concession Income in Telecommunications
    by Brekalo, Miljenko & Marković, Branimir & Matić, Branko

  • 2003 Run-up, toeholds, and agency effects in mergers and acquisitions: evidence from an emerging market
    by Jorge Farinha & Francisco Miranda

  • 2003 Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data
    by Yoshiro Tsutsui & Kenjiro Hirayama

  • 2003 Inventory Information
    by H. Henry Cao & Richard K. Lyons & Martin D.D. Evans

  • 2003 Financial Integration: A New Methodology and an Illustration
    by Robert P. Flood & Andrew K. Rose

  • 2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?
    by Kathryn M.E. Dominguez

  • 2003 Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments
    by Scott Weisbenner & Zoran Ivkovich

  • 2003 Continuing Dangers of Disinformation in Corporate Accounting Reports
    by Edward J. Kane

  • 2003 Analysts' Conflict of Interest and Biases in Earnings Forecasts
    by Louis K. C. Chan & Jason Karceski & Josef Lakonishok

  • 2003 Bad Beta, Good Beta
    by John Y. Campbell & Tuomo Vuolteenaho

  • 2003 Equity market liberalizations as country IPOs
    by Rodolfo Martell & Rene M. Stulz

  • 2003 Rain or Shine: Where is the Weather Effect?
    by William N. Goetzmann & Ning Zhu

  • 2003 Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
    by Eli Ofek & Matthew Richardson & Robert F. Whitelaw

  • 2003 How Do Markets Function? An Empirical Analysis of Gambling on the National Football League
    by Steven D. Levitt

  • 2003 The Price is (Almost) Right
    by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho

  • 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

  • 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

  • 2003 Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter
    by George Woodward & Heather Anderson

  • 2003 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?
    by Rachel Campbell & Catherine S. Forbes & Kees Koedijk & Paul Kofman

  • 2003 The Pricing Effect of Certification on Bank Loans: Evidence from the Syndicated Credit Market
    by Casolaro, Luca & Focarelli, Dario & Pozzolo, Alberto Franco

  • 2003 Call and put implied volatilities and the derivation of option implied trees
    by V. Moriggia & S. Muzzioli & C. Torricelli

  • 2003 The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market
    by Costanza Torricelli & Marianna Brunetti

  • 2003 When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?
    by Kathryn M. E. Dominguez

  • 2003 Optimal Auditing for Insurance Fraud
    by Georges Dionne & Florence Giuliano & Pierre Picard

  • 2003 Contagion effects of successive bond rating downgrades
    by Maxime Merli & Alain Schatt

  • 2003 Late Informed Betting and the Favorite-Longshot Bias
    by Marco Ottaviani & Peter Norman Sørensen

  • 2003 Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market
    by Rasmus Fatum & Barry Scholnick

  • 2003 The Effectiveness of the Interventions of the Swiss National Bank � An Event-Study Analysis
    by Christian Pierdzioch & Georg Stadtmann

  • 2003 Learning and Signalling in the French and German Venture Capital Industries
    by Michael Stolpe

  • 2003 El Efecto Momentum En El Mercado Español De Acciones
    by Carlos Forner & Joaquín Marhuenda

  • 2003 Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread
    by Dupont, Dominique Y. & Lee, Gabriel S.

  • 2003 Collusion, Delegation and Supervision with Soft Information
    by Faure-Grimaud, Antoine & Laffont, Jean-Jacques & Martimort, David

  • 2003 Risk Aversion and Herd Behavior in Financial Markets
    by Décamps, Jean-Paul & Lovo, Stefano

  • 2003 Market Informational Inefficiency, Risk Aversion and Quantity Grid
    by Décamps, Jean-Paul & Lovo, Stefano

  • 2003 Imperfect Competition in Financial Markets: ISLAND versus NASDAQ
    by Biais, Bruno & Bisière, Christophe & Spatt, Chester

  • 2003 East Asian Equity Markets, Financial Crises, and the Japanese Currency
    by Y.L. Cheung & Y.W. Cheung & K.C. Ng

  • 2003 Temporal Aggregation of the Returns of a Stock Index Series
    by Brännäs, Kurt

  • 2003 Discretized Time and Conditional Duration Modelling for Stock Transaction Data
    by Brännäs, Kurt & Simonsen, Ola

  • 2003 Accounting Anomalies and Information Uncertainty
    by Francis, Jennifer & LaFond, Ryan & Olsson, Per & Schipper, Katherine

  • 2003 Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques
    by Andersson, Magnus & Lomakka, Magnus

  • 2003 Is Momentum Due to Data-Snooping?
    by Ericsson, Johan & González, Andrés

  • 2003 Stock Recommendations in Swedish Printed Media: Leading or Misleading?
    by Lidén, Erik R.

  • 2003 Swedish Stock Recommendations: Information Content or Price Pressure?
    by Lidén, Erik R.

  • 2003 The rigidity bias
    by Herrala, Risto

  • 2003 Equilibrium in financial markets with adverse selection
    by Takalo, Tuomas & Toivanen, Otto

  • 2003 The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers
    by Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich

  • 2003 Risk Management, Rational Herding and Institutional Investors: A Macro View
    by Lütje, Torben & Menkhoff, Lukas

  • 2003 Privatization and Financial Market Development: Theoretical Issues
    by Gabriella Chiesa & Giovanna Nicodano

  • 2003 Who are the Best? Local Versus Foreign Analysts on the Latin American Stock Markets
    by Jean-François Bachmann & Guido Bolliger

  • 2003 Executive Compensation and Analyst Guidance: The Link between CEO Pay and Expectations Management
    by Guido BOLLIGER & Manuel KAST

  • 2003 Holding Period Return-Risk Modeling: The Importance of Dividends
    by Hallerbach, W.G.P.M.

  • 2003 Holding Period Return-Risk Modeling: Ambiguity in Estimation
    by Hallerbach, W.G.P.M.

  • 2003 Credibility and cheap talk of securities analysts: theory and evidence
    by Jordi Blanes i Vidal

  • 2003 UK annuity rates and pension replacement ratios 1957-2002
    by Edmund Cannon & Ian Tonks

  • 2003 Russian stock market: participants and their strategies
    by Kolodyazhny Georgy & Medvedev Alexey

  • 2003 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
    by Roider, Andreas & Mathias Drehmann & Jorg Oechssler

  • 2003 Does anonymity matter in electronic limit order markets ?
    by Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN

  • 2003 Market informational inefficiency, risk aversion and quantity grid
    by LOVO, Stefano & DECAMPS, Jean-Paul

  • 2003 Intermediation,integration and internationalisation: a survey on banking in Europe
    by Jaap Bikker & Sandra Wesseling

  • 2003 The effect of asymmetric information and transaction costs on asset pricing: theory and tests
    by Bellalah, Makram & Aboura, Sofiane

  • 2003 La comptabilité en "juste valeur" permet-elle une meilleure représentation de l'entreprise ?
    by Casta, Jean-François

  • 2003 Stochastic Volatility for Levy Processes
    by Geman, Hélyette & Carr, Peter & Madan, Dilip B. & Yor, Marc

  • 2003 Explaining movements in UK stock prices:
    by Nektarios Aslanidis & Denise Osborn & Marianne Sensier

  • 2003 Does Anonymity Matter in Electronic Limit Order Markets?
    by Foucault, Thierry & Moinas, Sophie & Theissen, Erik

  • 2003 The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market
    by Goldreich, David & Hanke, Bernd & Nath, Purnendu

  • 2003 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
    by Bacchetta, Philippe & van Wincoop, Eric

  • 2003 Crises and Punishment: Moral Hazard and the Pre-1914 International Financial Architecture
    by Flandreau, Marc

  • 2003 News announcements, market activity and volatility in the Euro/Dollar foreign exchange market
    by BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre

  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu

  • 2003 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
    by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu

  • 2003 On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach)
    by Rodolfo Apreda

  • 2003 Do Stock Markets Penalise Environment-Unfriendly Behaviour? Evidence from India
    by Shreekant Gupta

  • 2003 Non-Institutional Market Making Behavior: The Dalian Futures Exchange
    by Oscar Jorda & Holly Liu & Jeffrey Williams

  • 2003 Making Money out of Publicly Available Information
    by Alan D. Morrison & Nir Vulcan

  • 2003 The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates
    by Thanasis N. Christodoulopoulos & Ioulia Grigoratou

  • 2003 Positive feedback trading under stress: Evidence from the US Treasury securities market
    by Benjamin H. Cohen & Hyun Song Shin

  • 2003 Riding the South Sea Bubble
    by Peter Temin & Hans-Joachim Voth

  • 2003 Giffen Goods and Market Making
    by Giovanni Cespa

  • 2003 A comparison of stock market mechanisms
    by Giovanni Cespa

  • 2003 An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds
    by Chris D'Souza & Charles Gaa & Jing Yang

  • 2003 The Lender-Borrower Relationship with Risk Averse Lenders
    by Thilo Pausch

  • 2003 Imperfect Competition and Market Liquidity with a Supply Informed Trader
    by Ariadna Dumitrescu

  • 2003 An empirical analysis of international equity market co-movements: implications for informational efficiency
    by Manuela CROCI

  • 2003 Efectos de las intervenciones en el mercado cambiario: el caso de Chile
    by Matías Tapia & Andrea Tokman

  • 2003 Market Credibility and Other Dietary Fads
    by Shojai, Shahin & Feiger, George

  • 2003 Predictions using experimental markets
    by Tomáš Cahlík & Adam Geršl & Michal Hlaváček & Michael Berlemann

  • 2003 Heterogeneous agent model with memory and asset price behaviour
    by Miloslav Vošvrda & Lukáš Vácha

  • 2003 Fiscal effect in dividend distributions
    by Maria Rosa Borges

  • 2003 The Information Content in Trades of Inactive Nasdaq Stocks
    by Peter Chen & Kasing Man & Chunchi Wu

  • 2003 Corporate Governance, Illiquidity, and Valuation Issues in Privately-Owned Corporations
    by Chenchuramaiah T. Bathala & Oswald D. Bowlin & William P. Dukes

  • 2003 Bennfentes kereskedelem
    by Vajda, István

  • 2003 Presión sobre los precios en las revisiones del índice IBEX35
    by J. Carlos Gómez Sala & Jorge Yzaguirre

  • 2003 Stock splits: motivations and valuation effects in the Spanish market
    by Susana Menéndez & Silvia Gómez-Ansón

  • 2003 Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden
    by Lennart Berg

  • 2003 An investigation of Price – Volume intraday patterns under “Bull” and “Bear” market conditions
    by Christos Alexakis & Panayotis Alexakis & Manolis Xanthakis

  • 2003 Market Trend, Company Size and Microstructure Characteristics of Intraday Stock Price Formations
    by Alexakis C. & Xanthakis E.

  • 2003 Competitive Markets and Aggregate Information
    by G. Glenn Baigent

  • 2003 La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires
    by Fabrice Hervé

  • 2003 Valorisation stratégique par contextes de valeur:le cas des introductions sur le Nouveau marché
    by Salim Chahine & Jean-Pierre Mathieu

  • 2003 La scission d'Eridania-Béghin-Say:essai d'évaluation par un modèle d'options réelles
    by Pascal Barneto

  • 2003 La teoría de los mercados de capitales eficientes. Un examen crítico
    by Pauline Hyme

  • 2003 Explaining and Forecasting Exchange Rates with Order Flows
    by Richard K. Lyons

  • 2003 Marchés dérivés et trading de volatilité
    by Gunther Capelle-Blancard

  • 2003 A comparison of alternative spread décomposition models on Euronext Brussels
    by Rudy De Winne & Christophe Majois

  • 2003 Lead lag relatîonships between short term options and the french stock index cac 40: the impact of time measurement
    by Alexis Cellier

  • 2003 Testing the Random Walk Hypothesis on Thinly-Traded Markets: The Case of Four African Stock Markets
    by Chipo Mlambo & Nicholas Biekpe & Eon Smit

  • 2002 The Influence of Representation in the GP-Based Artificial Double Auction Market: The Cases of GP with and without Automatically Defined Functions
    by Chia-Hsuan Yeh

  • 2002 Heterogeneous Traders and the Tobin Tax
    by Frank Westerhoff

  • 2002 Testing abnormal performance in event studies with small samples
    by J.S. Baixauli & S. Alvarez

  • 2002 Daily Behavior Of Futures Returns: Evidence Form A New Computational Method
    by Roger Koppl & Sorin Tuluca

  • 2002 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
    by Peter Winker & Manfred Gilli

  • 2002 Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe
    by Andrew Hughes Hallett & Christian R Richter

  • 2002 Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis
    by Yael Alon- Brimer & Armin Shmilovici & Shmuel Hauser

  • 2002 Asset Price Dynamics among Heterogeneous Interacting Agents
    by Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini

  • 2002 Manipulation, the allocational role of prices and production externalities
    by Alexander Guembel & Itay Goldstein

  • 2002 Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis
    by David Hojman & Robert F. K. Wynn

  • 2002 Le rôle et l’évolution des institutions de surveillance
    by Hamon, Jacques

  • 2002 Pot of gold or winner's curse? An event study of the auctions of 3G mobile telephone licences in the UK
    by John Cable & Andrew Henley & Kevin Holland

  • 2002 Behavioristic Analysis And Comparative Evaluation Of Intelligent Methodologies For Short-Term Stock Price Forecasting
    by Koulouriotis, D.E. & Emiris, D.M. & Diakoulakis, I.E. & Zopounidis, C.

  • 2002 Growth and business cycles with imperfect credit markets
    by Chakrabarty, Debajyoti

  • 2002 Agent and Broker Intermediaries in Insurance Markets -- An Empirical Analysis of Market Outcomes
    by Eckardt, Martina

  • 2002 Exit timing of venture capitalists in the course of an initial public offering
    by Neus, Werner & Walz, Uwe

  • 2002 Internalisierung und Marktqualität: Was bringt Xetra Best?
    by Theissen, Erik

  • 2002 Forecasting stock market volatility and the informational efficiency of the DAX-index options market
    by Claessen, Holger & Mittnik, Stefan

  • 2002 Tail Wags Dog? Time-Varying Information Shares in the Bund Market
    by Upper, Christian & Werner, Thomas

  • 2002 Behavior and Performance of Investment Newsletters Analysts
    by Vicente Pascual Pons-Sanz & Alok Kumar

  • 2002 What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?
    by Tobias J. Moskowitz & Mark Grinblatt

  • 2002 On the Concentration of Allocations and Comparisons of Auctions in Large Economies
    by Matthew O. Jackson & Ilan Kremer

  • 2002 Adverse Selection and the Accelerator
    by Christopher L. House

  • 2002 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
    by Mathias Drehmann & Joerg Oechssler & Andreas Roider

  • 2002 Time-Varying Arrival Rates of Informed and Uninformed Trades
    by David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu

  • 2002 The Future of the Stock Market Channel In Egypt
    by Maged Shawky Sourial

  • 2002 Wealth Effects of Banks' Rights to Market and Originate Annuities
    by Arnold R. Cowan & Jann C. Howell & Mark L. Power

  • 2002 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
    by Mathias Drehmann & Joerg Oechssler & Andreas Roider

  • 2002 The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections
    by Norman Ehrentreich

  • 2002 Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance
    by Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt

  • 2002 Bank Discrimination in Transition Economies: Ideology, Information or Incentives?
    by Loren Brandt & Hongbin Li

  • 2002 Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos
    by Marcos Álvarez-Díaz & Alberto Álvarez

  • 2002 Behavioural Finance and the Decision to Invest in High Tech Stocks
    by Sian Owen

  • 2002 How large is liquidity risk in an automated auction market?
    by Pierre Giot & Joachim Grammig

  • 2002 Giffen goods and market making
    by Giovanni Cespa

  • 2002 Multivariate Tests of Fractionally Integrated Hypotheses
    by Luis Alberiko Gil-Alana

  • 2002 Do Spanish Stock Market Prices Follow a Random Walk?
    by Javier De Peña & Luis A. Gil-Alana

  • 2002 Post Earnings Announcement Drift : More Risk than Investors can Bear
    by Suijs, J.P.M.

  • 2002 An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE
    by Spierdijk, L.

  • 2002 Do Countries or Industries Explain Momentum in Europe?
    by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M.

  • 2002 Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options
    by Ter Horst, J.R. & Veld, C.H.

  • 2002 Price formation in monopolistic markets with endogenous diffusion of trading information: An experimental approach
    by Morten Søberg

  • 2002 BANK RENTS AND UNCERTAINTY. A Legacy of the Subjectivists
    by Yasushi Suzuki

  • 2002 Microfinance and Poverty Reduction: The problematic experience of Communal Banking in Peru
    by Ana Marr

  • 2002 Studying Group Dynamics : An Alternative Analytical Framework for the Study of Microfinance Impacts on Poverty Reduction
    by Ana Marr

  • 2002 An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange
    by NUÑEZ, Laura

  • 2002 Relationships between market sentiment and price dynamics in an artificial stock market
    by Takshi Yamada & Kazuhiro Ueda & Takashi Okatsu

  • 2002 The Next Tick on Nasdaq: Does Level II Information Matter?
    by Bruce Mizrach

  • 2002 Non-Fully Strategic Information Transmission
    by Marco Ottaviani & Francesco Squintani

  • 2002 Smart Fund Managers? Stupid Money?
    by Dan Bernhardt & Ryan Davies & Harvey Westbrook Jr.

  • 2002 The Analysis of Seasonal Return Anomalies in the Portuguese Stock Market
    by Miguel Balbina & Nuno C. Martins

  • 2002 The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory?
    by Cifarelli, giulio

  • 2002 Banking Efficiency and the Economic Transition Process
    by Nabi, Mahmoud Sami & Rajhi, Taoufik

  • 2002 Tests d'arbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence
    by Ardia, David

  • 2002 Inflation, Growth and Exchange Rate Regimes in Small Open Economies
    by Hernandez-Verme, Paula

  • 2002 Gouvernement d'entreprise et décisions d'emploi
    by Boyer, Tristan

  • 2002 Event Study Tests: A brief survey
    by Ana Paula Serra

  • 2002 The Economic Consequences of Terrorism
    by Patrick Lenain & Marcos Bonturi & Vincent Koen

  • 2002 Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
    by Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski

  • 2002 One Simple Test of Samuelson's Dictum for the Stock Market
    by Jeeman Jung & Robert J. Shiller

  • 2002 Information Content of Equity Analyst Reports
    by Paul Asquith & Michael B. Mikhail & Andrea S. Au

  • 2002 Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
    by Arik Ben Dor & Ravi Jagannathan

  • 2002 Evaluating Value Weighting: Corporate Events and Market Timing
    by Owen A. Lamont

  • 2002 Stock Market Boom and the Productivity Gains of the 1990s
    by Urban Jermann & Vincenzo Quadrini

  • 2002 Market Liquidity as a Sentiment Indicator
    by Malcolm Baker & Jeremy C. Stein

  • 2002 Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions
    by Randolph B. Cohen & Paul A. Gompers & Tuomo Vuolteenaho

  • 2002 Performance Evaluation with Stochastic Discount Factors
    by Heber Farnsworth & Wayne E. Ferson & David Jackson & Steven Todd

  • 2002 Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds
    by Wayne Ferson & Kenneth Khang

  • 2002 Predicting the Equity Premium With Dividend Ratios
    by Amit Goyal & Ivo Welch

  • 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda.

  • 2002 The Effectiveness Of Reserve Bank Of Australia Foreign Exchange Intervention
    by Zoe McLaren

  • 2002 Behavioural Finance and Aggregate Market Behaviour: Where do we Stand?
    by Livio Stracca

  • 2002 The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report
    by Nikolaus Hautsch & Dieter Hess

  • 2002 Modelling Intraday Trading Activity Using Box-Cox-ACD Models
    by Nikolaus Hautsch

  • 2002 The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan
    by Michael Frenkel & Christian Pierdzioch & Georg Stadtmann

  • 2002 Are stock returns a leading indicator for real macroeconomic developments?
    by Johann Burgstaller

  • 2002 Revisión De Expectativas En Las Presentaciones De Empresa Ante Los Analistas Financieros
    by Juan Carlos Gómez Sala & Ana Gil & Francisco Poveda

  • 2002 The Day-of-the-Week Effect Revisited: An Alternative Testing Approach
    by Alt, Raimund & Fortin, Ines & Weinberger, Simon

  • 2002 The Relationship between Accounting Numbers and Returns in the Baltic Stock Markets
    by Neringa Jarmalaite Pritchard

  • 2002 Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data
    by Brännäs, Kurt

  • 2002 Tax Policy Changes and Ex-dividend Behavior: The Case of Sweden
    by Daunfeldt, Sven-Olov

  • 2002 Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index
    by Bechmann, Ken L.

  • 2002 Return-volatility linkages in the international equity and currency markets
    by Francis, Bill B & Hasan, Iftekhar & Hunter , Delroy M.

  • 2002 Market Dynamics Around Public Information Arrivals
    by Angelo Ranaldo

  • 2002 Can the stock market anticipate future operating performance? Evidence from equity rights issues
    by Kabir, R. & Roosenboom, P.G.J.

  • 2002 Dividing the Pie
    by Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W.

  • 2002 Do Countries or Industries Explain Momentum in Europe?
    by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M.

  • 2002 Understanding the ex-ante cost of liquidity in the limit order book: A note
    by Rubio Irigoyen, Gonzalo & Martínez Sedano, Miguel Angel & Tapia, Mikel

  • 2002 A transaction level study of the effects of central bank intervention on exchange rates
    by Richard Payne & Paolo Vitale

  • 2002 How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks
    by Bertrand Maillet & Thierry Michel

  • 2002 Rational asset pricing implications from realistic trading frictions
    by Jean-Pierre Zigrand

  • 2002 Mommentum in the UK stock market
    by Mark T. Hon & Ian Tonks

  • 2002 Risk aversion and herd behavior in financial markets
    by LOVO, Stefano & DECAMPS, Jean-Paul

  • 2002 A Dynamic equilibrium with small fixed transactions costs
    by Chau, Minh

  • 2002 Les composantes du système d'information structurant l'entreprise numérique : une étude empirique en France
    by Isaac, Henri

  • 2002 On Real Options and Information Costs
    by Bellalah, Mondher & El Farissi, Inass

  • 2002 Seasoned Equity Issues in a Closely Held Market: Evidence from France
    by Gajewski, Jean-François & Ginglinger, Edith

  • 2002 One Simple Test of Samuelson's Dictum for the Stock Market
    by Jeeman Jung & Robert J. Shiller

  • 2002 From Efficient Market Theory to Behavioral Finance
    by Robert J. Shiller

  • 2002 Liquidity Supply and Demand in Limit Order Markets
    by Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua

  • 2002 The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
    by Hau, Harald

  • 2002 Bids and Allocations in European IPO Bookbuilding
    by Jenkinson, Tim & Jones, Howard

  • 2002 Reputation-Based Pricing and Price Improvements in Dealership Markets
    by Desgranges, Gabriel & Foucault, Thierry

  • 2002 Regulating Insider Trading when Investment Matters
    by Medrano, Luis Angel & Vives, Xavier

  • 2002 The Microstructure of Stock Markets
    by Biais, Bruno & Glosten, Larry & Spatt, Chester S

  • 2002 Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period
    by Voth, Hans-Joachim

  • 2002 Asset trading with informed price makers
    by MODICA, Salvatore

  • 2002 Macro surprises and short-term behaviour in bond futures
    by DURENARD, Eugene & VEREDAS, David

  • 2002 Costo de capital para empresas no transadas en bolsa
    by Ignacio Vélez-Pareja

  • 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach
    by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf

  • 2002 Financial Asset Returns, Market Timing, and Volatility Dynamics
    by Peter Christoffersen & Francis X. Diebold

  • 2002 Bank relationships: effect on the availability and marginal cost of credit for firms in Argentina
    by Jorge M.Streb & Javier Bolzico & Pablo Druck & Alejandro Henke & José Rutman & Walter Sosa Escudero

  • 2002 The Impact of Technical Analysis on Asset Price Dynamics
    by J.-H. Steffi Yang & Satchell, S.E.

  • 2002 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen

  • 2002 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
    by Mathias Drehmann & Jörg Oechssler & Andreas Roider

  • 2002 How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?
    by Chris D'Souza

  • 2002 Alternative Trading Systems: Does One Shoe Fit All?
    by Nicolas Audet & Toni Gravelle & Jing Yang

  • 2002 Financial Structure and Economic Growth: A Non-Technical Survey
    by Veronika Dolar & Césaire Meh

  • 2002 A Market Microstructure Analysis of Foreign Exchange Intervention in Canada
    by Chris D'Souza

  • 2002 On the Missing Link between Currency Substitution and Crises
    by Yasuyuki Sawada & Pan A. Yotopoulos

  • 2002 Day of the Week Effects : Recent Evidence from Nineteen Stock Markets
    by Asli Bayar & Ozgur Berk Kan

  • 2002 Transaktionskostentheoretische Betrachtung des Anlageverhaltens im Online-Handel und deren empirische Evidenz
    by Theodoro D. Cocca

  • 2002 Conditional Asset Pricing in Emerging Stock Markets
    by Wolfgang Drobetz & Susanne Stürmer & Heinz Zimmermann

  • 2002 Mean Reversion on Global Stock Markets
    by Wolfgang Drobetz & Patrick Wegmann

  • 2002 Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECB's Monetary Policy 1999/2000
    by Martin Mandler

  • 2002 Stock Option Listings:Information versus Liquidity Effects
    by Thomas Kraus & Heinz Zimmermann

  • 2002 The Market Reaction To Stock Splits–Evidence From Germany
    by Carsten Hahn & Christian Wulff

  • 2002 Stocks and shocks
    by Bert Scholtens & Marélie Steensma

  • 2002 Stocks and shocks
    by Bert Scholtens & Marélie Steensma

  • 2002 The Information Content of Earnings on Stock Prices: The Kuwait Stock Exchange
    by Rashid Al-Qenae & Carmen Li & Bob Wearing

  • 2002 Dissemination of Stock Recommendations and Small Investors: Who Benefits?
    by Bilgehan Yazici & Gulnur Muradoglu

  • 2002 The Scrutinized-firm Effect, Portfolio Rebalancing, Stock Return Seasonality, and the Pervasiveness of the January Effect in Canada
    by George Athanassakos

  • 2002 A hatékony piacok elméletének elméleti és gyakorlati relevanciája
    by Komáromi, György

  • 2002 Statistische Besonderheiten von Finanzzeitreihen
    by Walter Krämer

  • 2002 Market Opening and Stock Market Behavior: Taiwan's Experience
    by Qi Li

  • 2002 Alliances internationales, accumulation d'expérience et création de valeur pour les actionnaires:le cas des coentreprises sino-françaises
    by Pierre-Xavier Meschi & Jérôme Hubler

  • 2002 Heterogeneous Agent Model And Numerical Analysis Of Learning
    by Miloslav Vošvrda & Lukáš Vácha

  • 2002 A Stochastic Theory of Limit Order Transactions in Securities Markets
    by Edmund H. Mantell

  • 2002 Financial assets: market behavior and profitability
    by Nikolay Stoychev

  • 2002 The Impact of Information Asymmetry on Financial Markets and Hypotheses for Rationing of Assets to Finance for the Small and Medium-Sized Enterprises
    by Orlin Todorov

  • 2002 Information Noise in the Stock Market and Profitability of the Financial Asset
    by Nikolai Stoichev

  • 2001 Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff
    by Donaldson, R.G. & Kamstra, M.

  • 2001 More stylized facts of financial markets: leverage effect and downside correlations
    by Marc Potters & Jean-Philippe Bouchaud

  • 2001 Introducing Variety in Risk Management
    by Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters

  • 2001 The leverage effect in financial markets: retarded volatility and market panic
    by Jean-Philippe Bouchaud & Andrew Matacz & Marc Potters

  • 2001 The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming
    by Chia-Hsuan Yeh, Shu-Heng Chen

  • 2001 Evolution, Efficiency and Noise Traders in a One-Sided Auction Market
    by Guo Ying (Rosemary) Luo

  • 2001 Expectations Driven Distortions in the Foreign Exchange Market
    by Frank H. Westerhoff

  • 2001 Agent-Based Modeling of Price Discovery and Excessive Volatility in Financial Markets
    by Shu-Heng Chen and Chung-Chih Liao

  • 2001 Risk Adjusted Returns to Technical Trading Rules: a Genetic Programming Approach
    by JP Marney, Colin Fyfe, Heather Tarbert, David Miller

  • 2001 Market making, price formation, and technical trading
    by Doyne Farmer, John Geanakoplos, and Paul Melby

  • 2001 Volatility
    by Blake LeBaron

  • 2001 Market Efficiency and Learning in an Endogenously Unstable Environment
    by David Goldbaum

  • 2001 A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market
    by Chakravarty, Sugato & Sarkar, Asani

  • 2001 Emerging Markets and Entry by Actively Managed Funds
    by Alexander Guembel

  • 2001 Conditional Skewness Modelling for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas

  • 2001 An Alternative Conditional Asymmetry Specification for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas

  • 2001 Capital Flight, North-South Lending, and Stages of Economic Development
    by Sakuragawa, M. & Hamada, K.

  • 2001 Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets
    by Chaudhuri, K. & Wu, Y.

  • 2001 Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options
    by Sun, P. & Sutcliffe, C.

  • 2001 Innovation et marche financiers: l'impact des avancees therapeutiques sur les rentabilites boursieres des firmes
    by Campart, S. & Pfister, E.

  • 2001 The pricing of French unit seasoned equity offerings
    by Ginglinger, Edith & Chollet, Pierre

  • 2001 Expectations Driven Distortions in the Foreign Exchange Market
    by Frank Westerhoff

  • 2001 A mean variance king? Creation and resolution of uncertainty under the employment report's reign
    by Hautsch, Nikolaus & Hess, Dieter E.

  • 2001 Private benefits and minority shareholder expropriation: Empirical evidence from IPOs of German family-owned firms
    by Ehrhardt, Olaf & Nowak, Eric

  • 2001 Discovering the best: Informational efficiency and liquidity of alternative trading mechanisms in experimental asset markets
    by Oehler, Andreas & Heilmann, Klaus & Läger, Volker

  • 2001 The Disposition Effect and Momentum
    by Bing NMI1 Han & Mark Grinblatt

  • 2001 Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets
    by Shyam NMI Sunder

  • 2001 Event Studies and the Law: Part II - Empirical Studies of Corporate Law
    by Roberta Romano & Sanjai Bhagat

  • 2001 Event Studies and the Law - Part I: Technique and Corporate Litigation
    by Roberta Romano & Sanjai Bhagat

  • 2001 Partial Privatization and Firm Performance: Evidence from India
    by Nandini Gupta

  • 2001 Bifurcation Routes in Financial Markets
    by Author Miloslav

  • 2001 International Cross-Listing: The Effects of Market Fragmentation and Information Flows
    by Richard Podpiera

  • 2001 Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic
    by Jan Hanousek & Libor Nemecek

  • 2001 Do Stock Markets Promote Economic Growth?
    by Jan Hanousek & Nauro F. Campos & Randall K. Filer

  • 2001 Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases
    by Richard Podpiera

  • 2001 How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market
    by Jan Hanousek & Richard Podpiera

  • 2001 Do Domestic Investors Have an Information Advantage? Evidence from Indonesia
    by Tomas Dvorak

  • 2001 Direct Foreign Investments And Productivity Growth In Hungarian Firms, 1992-1999
    by Jérôme Sgard

  • 2001 Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?
    by Mark Aguiar & Fernando Broner

  • 2001 Moral hazard and dynamics of insider ownership stakes
    by Branko Urosevic

  • 2001 A comparison of stock market mechanisms
    by Giovanni Cespa

  • 2001 Inflation, political instability and stockmarket volatility in interwar Germany
    by Hans Joachim Voth

  • 2001 The neglected effect of fiscal policy on stock and bond returns
    by Tavares, Jose & Valkanov, Rossen

  • 2001 Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market
    by Engelen, P.J. & Kabir, M.R.

  • 2001 Direct Foreign Investments and Productivity Growth in Hungarian Firms, 1992-1999
    by Jérôme Sgard

  • 2001 Asymmetries of Information in Electronic Systems
    by Nicolas Boccard & Riccardo Calcagno

  • 2001 Investor Psychology and Asset Pricing
    by Hirshleifer, David

  • 2001 Herd Behavior and Cascading in Capital Markets: A Review and Synthesis
    by Hirshleifer, David & Teoh, Siew Hong

  • 2001 The effect of net positions by type of trader on volatility in foreign currency futures markets
    by Wang, Changyun

  • 2001 The behavior and performance of major types of futures traders
    by Wang, Changyun

  • 2001 Halal Stock Designation and Impact on Price and Trading Volume
    by Bacha, Obiyathulla I. & Abdullah, Mimi H.

  • 2001 Semiparametric autoregressive conditional proportional hazard models
    by Frank Gerhard & Nikolaus Hautsch

  • 2001 Trading Inefficiencies in California's Electricity Markets
    by Severin Borenstein & James Bushnell & Christopher R. Knittel & Catherine Wolfram

  • 2001 Short Sales, Damages and Class Certification in 10b-5 Actions
    by Robert C. Apfel & John E. Parsons & G. William Schwert & Geoffrey S. Stewart

  • 2001 The Psychophysiology of Real-Time Financial Risk Processing
    by Andrew W. Lo & Dmitry V. Repin

  • 2001 The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence
    by Paul A. Gompers & Josh Lerner

  • 2001 Short Sale Constraints and Stock Returns
    by Charles M. Jones & Owen A. Lamont

  • 2001 The Economic Costs of Conflict: A Case-Control Study for the Basque Country
    by Alberto Abadie & Javier Gardeazabal

  • 2001 Stock Volatility in the New Millennium: How Wacky Is Nasdaq?
    by G. William Schwert

  • 2001 Earnings Quality and Stock Returns
    by Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok

  • 2001 Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
    by Owen A. Lamont & Richard H. Thaler

  • 2001 The Level and Persistence of Growth Rates
    by Louis K.C. Chan & Jason Karceski & Josef Lakonishok

  • 2001 The Value Spread
    by Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho

  • 2001 What Drives Firm-Level Stock Returns?
    by Tuomo Vuolteenaho

  • 2001 Breadth of Ownership and Stock Returns
    by Joseph Chen & Harrison Hong & Jeremy C. Stein

  • 2001 Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?
    by Hyuk Choe & Bong-Chan Kho & Rene M. Stulz

  • 2001 Strategic Trading and Learning about Liquidity
    by Hong, Harrison & Rady, Sven

  • 2001 Efectos A Largo Plazo De Las Ampliaciones De Capital En El Mercado Español
    by María Jesús Pastor & Juan Francisco Martín

  • 2001 Extracting Risk-Neutral Probability Distributions from Option Prices Using Trading Volume as a Filter
    by Dupont, Dominique Y.

  • 2001 Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market
    by Massa, Massimo & Simonov, Andrei

  • 2001 Foreigners´ Trading and Price Effects Across Firms
    by Dahlquist, Magnus & Robertsson, Göran

  • 2001 Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998
    by Graflund, Andreas

  • 2001 Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
    by Bechmann, Ken L.

  • 2001 Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange
    by Voetmann, Torben

  • 2001 CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange
    by Neumann, Robert & Voetmann, Torben

  • 2001 Interpreting real exchange rate movements in transition countries
    by Broeck, Mark De & Sløk, Torsten

  • 2001 Marketmaking in the Laboratory: Does Competition Matter?
    by Jan Pieter Krahnen & Martin Weber

  • 2001 The Economic Value of Predicting Stock Index Returns and Volatility
    by Marquering, W.A. & Verbeek, M.J.C.M.

  • 2001 Splitting Orders in Fragmented Markets; evidence from cross-listed stocks
    by Menkveld, A.J.

  • 2001 Foreign exchange intervention and macroeconomic stability
    by Paolo Vitale

  • 2001 Market efficiency and Price Formation when Dealers are Asymmetrically Informed
    by LOVO, Stefano M. & CALCAGNO, R.

  • 2001 Does it pay to voluntarily disclose private information?
    by LESHCHINSKII, Dima

  • 2001 Limit order book as a market for liquidity
    by FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene

  • 2001 Investor reactions to news: an analysis of the euro-dollar exchange rate
    by Henriette Prast & Marc de Vor

  • 2001 International Portfolio Choice and the Effect of Information Costs
    by Bellalah, Makram & Bellalah, Mondher

  • 2001 Smooth Transition Garch Models : a Baysian Perspective
    by Michel LUBRANO

  • 2001 A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates
    by Payne, Richard & Vitale, Paolo

  • 2001 The Microstructure of the Euro Money Market
    by Hartmann, Philipp & Manna, Michele & Manzanares, Andres

  • 2001 Foreigners Trading and Price Effects Across Firms
    by Dahlquist, Magnus & Robertsson, Göran

  • 2001 Limit Order Book as a Market for Liquidity
    by Foucault, Thierry & Kadan, Ohad & Kandel, Eugene

  • 2001 Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability
    by Vitale, Paolo

  • 2001 Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing
    by Cumby, Robert & Pastine, Tuvana

  • 2001 La "nouvelle économie" au futur antérieur : histoire, théories, géographie
    by Boyer, Robert

  • 2001 Direct Foreign Investments and Productivity Growth in Hungarian Firms, 1992-1999
    by Jérôme Sgard

  • 2001 International Cross-Listing: The Effects of Market Fragmentation and Information Flows
    by Richard Podpiera

  • 2001 Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders
    by Georg Nöldeke & Thomas Tröger

  • 2001 Bank runs without self-fulfilling prophecies
    by Haibin Zhu

  • 2001 Labor Income and Risky Assets under Market Incompleteness: Evidence from Italian Data
    by Giuseppe Grande & Luigi Ventura

  • 2001 The Allocation of Entrepreneurial Talent under Imeperfect Lending Decisions
    by Alberto ZAZZARO

  • 2001 Apparent scaling
    by Ole E. Barndorff-Nielsen & Karsten Prause

  • 2001 Testing for nonlinearities in German bank stock returns
    by Sophie Robé & Reinhold Kosfeld

  • 2001 An Index Is An Index Is An Index?
    by Thorsten Freihube & Erik Theissen

  • 2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
    by Asmara Jamaleh

  • 2001 Long-Run Performance Of Stock Returns Following Junk Bond Offerings
    by AUGUSTO CASTILLO R.

  • 2001 Impact of Scheduled U.S. Macroeconomic News on Stock Market Uncertainty: A Multinational Perspecive
    by Jussi Nikkinen & Petri Sahlstrom

  • 2001 Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
    by Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk

  • 2001 Information Content of Implied Probability Distributions: Empirical Studies of Japanese Stock Price Index Options
    by Shiratsuka, Shigenori

  • 2001 How Widespread Is Informed Trading on the Czech Financial Market?
    by Jan Hanousek & Richard Podpiera

  • 2001 Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic
    by Richard Podpiera

  • 2001 Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia
    by Murinde V. & Poshakwala S.

  • 2001 Eficiencia-X en el sector bancario colombiano
    by Castro Carlos Alberto

  • 2001 Good News, Bad News And Garch Effects In Stock Return Data
    by Craig A. Depken II

  • 2001 Lorsque les réseaux d'information deviendront des bourses
    by Thomas Serval

  • 2001 Marché financier et évaluation du risque bancaire. Les agences de notation contribuent-elles à améliorer la discipline de marché ?
    by Daniel Goyeau & Alain Sauviat & Amine Tarazi

  • 2001 Estimating the Value of Political Connections
    by Raymond Fisman

  • 2000 Correlation structure of extreme stock returns
    by Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud

  • 2000 Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets
    by Chakravarty, Sugato & Sarkar, Asani

  • 2000 Myopic Traders, Efficiency and Taxation
    by Alexander Guembel

  • 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
    by Brännäs, Kurt & de Gooijer, Jan G.

  • 2000 A Swedish Real Estate Stock Market Index, 1939-1998
    by Graflund, Andreas

  • 2000 Stabilizing Collaborative Supply Relationships: An Empirical Examination of the Role of Financial and Non-Financial Information
    by Mahama, H. & Chua, W.F.

  • 2000 Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options
    by Bennell, J. & Sutcliffe, C.

  • 2000 Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?
    by Capelle-Blancard, G. & Vandelanoite, S.

  • 2000 Why Event Studies Do Not Detect Anti-Competitive Mergers
    by Fridolfsson, S.-O. & Stennek, J.

  • 2000 Testing the Predictability of Stock Returns
    by Lanne, M.

  • 2000 Evolution des cours gouvernee par unprocessus de type ARIMA fractionnaire
    by Thao, T.H. & Thomas-Agnan, C.

  • 2000 On the Information Content of Futures Prices, Application to LME Nonferrous Metal Futures
    by MARTINOT, N. & Lesourd, J.-B. & Morard, B.

  • 2000 The Share Price Effects of Dividend Taxes and Tax Imputation Credits
    by Harris, T.S. & Glenn Hubbard, R. & Kemsley, D.

  • 2000 Les consequences destabilisatrices de la gestion indicielle
    by Artus, P.

  • 2000 Risk-Sharing, Enforceability, Information and Capital Structure
    by de Lara, Y.G.

  • 2000 The Government and Market Expectations
    by Guesnerie, R.

  • 2000 Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange
    by Pierluigi Bologna

  • 2000 The behaviour of noise traders: empirical evidence on purchases of business magazines
    by Czarnitzki, Dirk & Stadtmann, Georg

  • 2000 Surprises in scheduled releases: why do they move the bond market?
    by Hess, Dieter E.

  • 2000 Quantifying the value of initial investment information
    by Amendinger, Jürgen & Becherer, Dirk & Schweizer, Martin

  • 2000 Fractional cointegration and tests of present value models
    by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.

  • 2000 Has there always been underpricing and long-run underperformance? IPOs in Germany before World War I
    by Schlag, Christian & Wodrich, Anja

  • 2000 Do Insiders Contribute to Market Efficiency? Informational Efficiency and Liquidity of Experimental Call Markets with and without Insiders
    by Oehler, Andreas & Heilmann, Klaus & Läger, Volker

  • 2000 Volatility in Indian Stock Markets
    by Piyush Kumar Chowhan & Vasant Shukla

  • 2000 Another Look at Option Listing Effects
    by Stewart Mayhew & Vassil Mihov

  • 2000 Short-term investment and equilibrium multiplicity
    by Giovanni Cespa

  • 2000 Long run underperformance of initial public offerings: an explanation
    by Miller, Edward M.

  • 2000 The Economic Value of Predicting Stock Index Returns and Volatility
    by Marquering, W. & Verbeek, M.J.C.M.

  • 2000 Can the Stock Market anticipate Future Operating Performance? Evidence from Equity Rights Issues
    by Kabir, M.R. & Roosenboom, P.G.J.

  • 2000 Share Price Reactions to Sporty Performances of Soccer Clubs listed on the London Stock Exchange and the AIM
    by Renneboog, L.D.R. & Vanbrabant, P.

  • 2000 Should ECNs be SOES-able?
    by Bruce Mizrach & Yijie Zhang

  • 2000 The Efficient Market Hypothesis: A Survey
    by Meredith Beechey & David Gruen & James Vickery

  • 2000 The Estimation of Risk Premium Implicit in Oil Prices
    by Jorge Barros Luís

  • 2000 The Day of the Week Effect in the Pakistani Equity Market: An Investigation
    by Husain, Fazal

  • 2000 Investor sentiment and return predictability in agricultural futures markets
    by Wang, Changyun

  • 2000 COMMENTS on: “Choice between debt and equity contracts and asymmetrical information: Some empirical evidence"
    by Islahi, Abdul Azim

  • 2000 On the Survival of Overconfident Traders in a Competitive Securities Market
    by Hirshleifer, David & Luo, Guo Ying

  • 2000 Why Every Economist Should Learn some Auction Theory
    by Paul Klemperer

  • 2000 Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
    by Joseph Chen & Harrison Hong & Jeremy C. Stein

  • 2000 Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden
    by Berg, Lennart

  • 2000 Why Event Studies Do Not Detect Anti-Competitive Mergers
    by Fridolfsson, Sven-Olof & Stennek, Johan

  • 2000 Informed Trading, Short Sales Constraints, and Futures' Pricing
    by Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö

  • 2000 Cross-Border Performance in European Banking
    by Hasan, Iftekhar & Lozano-Vivas, Ana & Pastor, Jesús T.

  • 2000 Informed Trading, Short Sales Constraints and Futures' Pricing
    by Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö

  • 2000 FX trading and Exchange Rate Dynamics
    by Martin Evans

  • 2000 The Long-run Performance of Seasoned Equity Offerings with rights evidence from the Swiss Market
    by Michel DUBOIS & Pierre JEANNERET

  • 2000 Noise and competition in strategic oligopoly
    by Ramdan Dridi & Laurent Germain

  • 2000 Reputation-based pricing and price improvements in dealership markets
    by DESGRANGES, Gabriel & FOUCAULT, Thierry

  • 2000 Herding and financial panics: a role for cognitive psychology?
    by H.M. Prast

  • 2000 Seuils de réservation optimaux : approche par la théorie des valeurs extrêmes
    by Jouaber, Kaouther

  • 2000 Le marché des blocs hors-CAC : un supplément de liquidité pour la Bourse de Paris ?
    by Riva, Fabrice

  • 2000 Why every Economist should Learn some Auction Theory
    by Klemperer, Paul

  • 2000 Strategic Trading And Learning About Liquidity
    by Hong, Harrison G & Rady, Sven

  • 2000 Optimal Debt Contracts and Moral Hazard Along the Business Cycle
    by Reichlin, Pietro & Siconolfi, Paolo

  • 2000 A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies
    by Rockinger, Michael & Urga, Giovanni

  • 2000 A comparison of financial duration models via density forecasts
    by BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David

  • 2000 How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market
    by Jan Hanousek & Richard Podpiera

  • 2000 Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases
    by Richard Podpiera

  • 2000 Differential Rates of Return and Residual Information Sets (A Discrete Approach)
    by Rodolfo Apreda

  • 2000 Predicting the US Real GDP Growth Using Yield Spreads of Corporate Bonds
    by Yoshihito Saito & Yoko Takeda

  • 2000 Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997
    by Jeyanthi Karuppiah & Cornelis A. Los

  • 2000 La structure par terme des prix des commodités : analyse théorique et applications au marché pétrolier
    by Lautier, Delphine

  • 2000 Real and financial effects of insider trading with correlated signals
    by Leonard J. Mirman & Neelam Jain

  • 2000 Informational efficiency properties of rational expectations equilibria in non-convex economies
    by Giulio Seccia

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